BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 29, 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 : 3,280: 308 1,165 1 2,196 1,692 2,505 2,858: 775 422
Old : 3,280: 308 1,165 1 2,196 1,692 2,505 2,858: 775 422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 244: 55 222 -4 251 129 302 347: -58 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 35.5 0.0 67.0 51.6 76.4 87.1: 23.6 12.9
Old : 100.0: 9.4 35.5 0.0 67.0 51.6 76.4 87.1: 23.6 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 4 1 11 11 13 15:
Old : 23: 1 4 1 11 11 13 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 : 46.5 56.7 67.3 71.7 45.3 54.6 62.3 69.6
Old : 46.5 56.7 67.3 71.7 45.3 54.6 62.3 69.6
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, March 29, 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 : 40,325: 7,386 6,077 795 27,612 28,554 35,793 35,426: 4,532 4,899
Old : 40,325: 7,386 6,077 795 27,612 28,554 35,793 35,426: 4,532 4,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 1,203: -317 545 -406 1,529 741 806 880: 397 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 15.1 2.0 68.5 70.8 88.8 87.9: 11.2 12.1
Old : 100.0: 18.3 15.1 2.0 68.5 70.8 88.8 87.9: 11.2 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 : 86: 17 16 16 36 36 61 60:
Old : 86: 17 16 16 36 36 61 60:
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 : 45.7 44.7 58.1 57.6 45.7 41.4 56.8 54.2
Old : 45.7 44.7 58.1 57.6 45.7 41.4 56.8 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, March 29, 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 : 231,147: 65,315 26,652 44,804 92,041 125,129 202,160 196,585: 28,987 34,562
Old : 205,046: 59,242 33,925 32,984 88,190 108,035 180,416 174,944: 24,630 30,102
Other: 26,101: 15,736 2,390 2,157 3,851 17,094 21,744 21,641: 4,357 4,460
: : :
: : Changes in Commitments from: March 22, 2011 :
: 14,788: 5,353 644 6,096 -1,308 6,899 10,141 13,639: 4,647 1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 11.5 19.4 39.8 54.1 87.5 85.0: 12.5 15.0
Old : 100.0: 28.9 16.5 16.1 43.0 52.7 88.0 85.3: 12.0 14.7
Other: 100.0: 60.3 9.2 8.3 14.8 65.5 83.3 82.9: 16.7 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 114 40 104 57 66 219 180:
Old : 255: 103 53 97 43 61 198 175:
Other: 109: 40 10 17 28 42 76 65:
:----------------------------------------------------------------------------------------------------
: 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 26.7 32.6 35.5 20.4 25.5 32.4 32.6
Old : 23.2 27.5 35.5 36.4 23.1 27.4 35.4 34.8
Other: 34.9 29.7 47.2 45.0 34.9 29.5 45.9 44.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 29, 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 : 382,223: 113,976 53,376 76,819 160,339 178,539 351,134 308,734: 31,089 73,489
Old : 382,223: 113,976 53,376 76,819 160,339 178,539 351,134 308,734: 31,089 73,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 21,232: 460 -3,168 12,437 5,904 6,254 18,801 15,523: 2,431 5,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 14.0 20.1 41.9 46.7 91.9 80.8: 8.1 19.2
Old : 100.0: 29.8 14.0 20.1 41.9 46.7 91.9 80.8: 8.1 19.2
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 : 421: 133 74 115 91 183 289 324:
Old : 421: 133 74 115 91 183 289 324:
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 : 21.1 12.1 32.3 19.4 20.8 11.7 32.0 17.2
Old : 21.1 12.1 32.3 19.4 20.8 11.7 32.0 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, March 29, 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 : 9,748: 4,470 1,614 847 2,769 5,677 8,086 8,138: 1,662 1,610
Old : 9,748: 4,470 1,614 847 2,769 5,677 8,086 8,138: 1,662 1,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 319: 65 128 178 168 159 411 465: -92 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 16.6 8.7 28.4 58.2 83.0 83.5: 17.0 16.5
Old : 100.0: 45.9 16.6 8.7 28.4 58.2 83.0 83.5: 17.0 16.5
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 : 81: 29 15 10 16 30 49 52:
Old : 81: 29 15 10 16 30 49 52:
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 : 38.4 32.3 56.8 46.5 38.4 31.1 54.9 43.7
Old : 38.4 32.3 56.8 46.5 38.4 31.1 54.9 43.7
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 - Futures Only, March 29, 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 : 42,997: 19,575 4,695 4,887 11,474 11,765 35,936 21,347: 7,061 21,650
Old : 42,997: 19,575 4,695 4,887 11,474 11,765 35,936 21,347: 7,061 21,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 1,803: 1,867 492 333 -512 4 1,688 829: 115 974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 10.9 11.4 26.7 27.4 83.6 49.6: 16.4 50.4
Old : 100.0: 45.5 10.9 11.4 26.7 27.4 83.6 49.6: 16.4 50.4
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 : 175: 57 24 36 36 66 112 116:
Old : 175: 57 24 36 36 66 112 116:
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 : 19.7 9.8 32.3 15.3 19.4 9.3 32.0 14.1
Old : 19.7 9.8 32.3 15.3 19.4 9.3 32.0 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, March 29, 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 : 88,144: 13,172 0 0 74,326 87,830 87,498 87,830: 646 314
Old : 88,144: 13,172 0 0 74,326 87,830 87,498 87,830: 646 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 219: -391 0 0 651 286 260 286: -41 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 0.0 0.0 84.3 99.6 99.3 99.6: 0.7 0.4
Old : 100.0: 14.9 0.0 0.0 84.3 99.6 99.3 99.6: 0.7 0.4
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 : 21: 6 0 0 14 13 20 13:
Old : 21: 6 0 0 14 13 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.3 68.1 94.3 89.3 46.2 38.6 51.8 49.7
Old : 83.3 68.1 94.3 89.3 46.2 38.6 51.8 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, March 29, 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 : 119,128: 52,886 1,641 135 20,231 102,773 73,252 104,549: 45,876 14,579
Old : 119,128: 52,886 1,641 135 20,231 102,773 73,252 104,549: 45,876 14,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 686: 3,164 -2,104 135 -1,357 3,258 1,942 1,289: -1,256 -603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 1.4 0.1 17.0 86.3 61.5 87.8: 38.5 12.2
Old : 100.0: 44.4 1.4 0.1 17.0 86.3 61.5 87.8: 38.5 12.2
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 : 73: 36 6 2 17 23 53 31:
Old : 73: 36 6 2 17 23 53 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 : 20.3 62.9 30.8 78.8 20.2 61.4 30.7 77.2
Old : 20.3 62.9 30.8 78.8 20.2 61.4 30.7 77.2
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, March 29, 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 : 56,730: 24,184 5,227 1 6,623 42,205 30,808 47,433: 25,922 9,297
Old : 56,730: 24,184 5,227 1 6,623 42,205 30,808 47,433: 25,922 9,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -56: -699 1,645 1 2,573 -1,039 1,875 607: -1,931 -663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 9.2 0.0 11.7 74.4 54.3 83.6: 45.7 16.4
Old : 100.0: 42.6 9.2 0.0 11.7 74.4 54.3 83.6: 45.7 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 : 42: 18 10 1 7 11 25 22:
Old : 42: 18 10 1 7 11 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 60.5 38.4 75.0 27.1 60.5 38.3 73.7
Old : 27.1 60.5 38.4 75.0 27.1 60.5 38.3 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, March 29, 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 : 129,361: 91,688 3,613 227 29,260 123,919 121,175 127,759: 8,186 1,602
Old : 129,361: 91,688 3,613 227 29,260 123,919 121,175 127,759: 8,186 1,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 2,286: 2,042 1,515 0 281 1,558 2,323 3,073: -37 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 2.8 0.2 22.6 95.8 93.7 98.8: 6.3 1.2
Old : 100.0: 70.9 2.8 0.2 22.6 95.8 93.7 98.8: 6.3 1.2
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 : 107: 67 7 1 16 18 83 26:
Old : 107: 67 7 1 16 18 83 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 : 34.8 71.1 53.5 85.9 34.8 71.0 53.5 85.8
Old : 34.8 71.1 53.5 85.9 34.8 71.0 53.5 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, March 29, 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 : 104,506: 30,077 29,334 200 45,367 54,500 75,644 84,034: 28,862 20,472
Old : 104,506: 30,077 29,334 200 45,367 54,500 75,644 84,034: 28,862 20,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -13,468: -23,271 5,710 200 15,132 -22,358 -7,939 -16,448: -5,529 2,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 28.1 0.2 43.4 52.2 72.4 80.4: 27.6 19.6
Old : 100.0: 28.8 28.1 0.2 43.4 52.2 72.4 80.4: 27.6 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 : 90: 27 24 4 25 25 56 49:
Old : 90: 27 24 4 25 25 56 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 35.9 40.8 49.6 24.8 33.8 37.6 45.4
Old : 25.7 35.9 40.8 49.6 24.8 33.8 37.6 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, March 29, 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 : 100,377: 37,737 30,685 329 33,152 38,976 71,218 69,990: 29,159 30,387
Old : 100,377: 37,737 30,685 329 33,152 38,976 71,218 69,990: 29,159 30,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -11,674: -14,747 12,726 82 3,086 -26,936 -11,579 -14,128: -95 2,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 30.6 0.3 33.0 38.8 71.0 69.7: 29.0 30.3
Old : 100.0: 37.6 30.6 0.3 33.0 38.8 71.0 69.7: 29.0 30.3
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 : 97: 26 32 2 19 25 46 58:
Old : 97: 26 32 2 19 25 46 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 24.4 36.4 36.2 24.5 24.3 36.1 35.4
Old : 24.5 24.4 36.4 36.2 24.5 24.3 36.1 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, March 29, 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 : 218,177: 93,031 36,401 2,150 62,196 134,511 157,377 173,062: 60,800 45,115
Old : 218,177: 93,031 36,401 2,150 62,196 134,511 157,377 173,062: 60,800 45,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 23,468: 11,457 3,180 115 9,176 21,496 20,748 24,791: 2,720 -1,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 16.7 1.0 28.5 61.7 72.1 79.3: 27.9 20.7
Old : 100.0: 42.6 16.7 1.0 28.5 61.7 72.1 79.3: 27.9 20.7
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 : 165: 51 43 11 41 44 96 94:
Old : 165: 51 43 11 41 44 96 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 31.3 32.6 43.0 20.8 30.8 32.1 42.5
Old : 21.1 31.3 32.6 43.0 20.8 30.8 32.1 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, March 29, 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 : 13,401: 6,598 6,359 216 4,356 4,767 11,170 11,342: 2,231 2,059
Old : 13,401: 6,598 6,359 216 4,356 4,767 11,170 11,342: 2,231 2,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -573: 593 -1,128 4 -1,357 1,031 -760 -93: 187 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 47.5 1.6 32.5 35.6 83.4 84.6: 16.6 15.4
Old : 100.0: 49.2 47.5 1.6 32.5 35.6 83.4 84.6: 16.6 15.4
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 : 38: 15 9 2 7 8 22 19:
Old : 38: 15 9 2 7 8 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 53.0 61.3 69.8 42.3 53.0 61.3 69.8
Old : 42.4 53.0 61.3 69.8 42.3 53.0 61.3 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 29, 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 : 8,793,701: 811,210 650,844 870,054 6,294,397 6,325,988 7,975,661 7,846,886: 818,040 946,815
Old : 8,793,701: 811,210 650,844 870,054 6,294,397 6,325,988 7,975,661 7,846,886: 818,040 946,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -73,270: -149,110 -13,423 14,472 114,006 -85,066 -20,632 -84,017: -52,638 10,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.4 9.9 71.6 71.9 90.7 89.2: 9.3 10.8
Old : 100.0: 9.2 7.4 9.9 71.6 71.9 90.7 89.2: 9.3 10.8
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 : 260: 52 53 73 132 141 230 227:
Old : 260: 52 53 73 132 141 230 227:
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 26.0 51.4 39.1 39.9 20.7 45.3 31.4
Old : 41.5 26.0 51.4 39.1 39.9 20.7 45.3 31.4
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, March 29, 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 : 826,332: 72,854 95,623 18,580 584,123 595,107 675,557 709,310: 150,775 117,022
Old : 826,332: 72,854 95,623 18,580 584,123 595,107 675,557 709,310: 150,775 117,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 17,385: 6,476 2,395 -5,427 -422 19,782 628 16,750: 16,757 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 11.6 2.2 70.7 72.0 81.8 85.8: 18.2 14.2
Old : 100.0: 8.8 11.6 2.2 70.7 72.0 81.8 85.8: 18.2 14.2
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 : 552: 87 124 48 222 223 338 368:
Old : 552: 87 124 48 222 223 338 368:
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 14.7 28.3 22.0 16.1 14.3 23.7 21.3
Old : 19.4 14.7 28.3 22.0 16.1 14.3 23.7 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, March 29, 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 : 295,190: 13,532 32,398 512 174,539 214,039 188,583 246,949: 106,607 48,241
Old : 295,190: 13,532 32,398 512 174,539 214,039 188,583 246,949: 106,607 48,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 473: -2,573 -147 -406 -7,745 3,521 -10,724 2,968: 11,197 -2,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 11.0 0.2 59.1 72.5 63.9 83.7: 36.1 16.3
Old : 100.0: 4.6 11.0 0.2 59.1 72.5 63.9 83.7: 36.1 16.3
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 : 120: 14 16 6 54 54 72 72:
Old : 120: 14 16 6 54 54 72 72:
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 : 24.5 29.1 34.3 43.7 23.3 28.3 33.2 42.9
Old : 24.5 29.1 34.3 43.7 23.3 28.3 33.2 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, March 29, 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 : 2,655,711: 356,283 375,794 30,669 2,047,920 1,905,342 2,434,872 2,311,805: 220,839 343,906
Old : 2,655,711: 356,283 375,794 30,669 2,047,920 1,905,342 2,434,872 2,311,805: 220,839 343,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 84,560: 19,578 -12,959 564 36,616 81,307 56,758 68,912: 27,802 15,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 14.2 1.2 77.1 71.7 91.7 87.1: 8.3 12.9
Old : 100.0: 13.4 14.2 1.2 77.1 71.7 91.7 87.1: 8.3 12.9
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 : 514: 85 118 33 194 202 296 337:
Old : 514: 85 118 33 194 202 296 337:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 12.4 33.7 21.2 19.3 12.3 29.0 20.5
Old : 22.8 12.4 33.7 21.2 19.3 12.3 29.0 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, March 29, 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 : 110,257: 14,500 7,722 0 86,823 99,893 101,323 107,615: 8,934 2,642
Old : 110,257: 14,500 7,722 0 86,823 99,893 101,323 107,615: 8,934 2,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 5,783: 2,347 1,656 -9 3,666 4,572 6,004 6,219: -221 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 7.0 0.0 78.7 90.6 91.9 97.6: 8.1 2.4
Old : 100.0: 13.2 7.0 0.0 78.7 90.6 91.9 97.6: 8.1 2.4
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 : 103: 12 9 0 54 41 66 50:
Old : 103: 12 9 0 54 41 66 50:
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 : 40.2 42.2 54.4 57.9 38.5 42.2 52.6 57.9
Old : 40.2 42.2 54.4 57.9 38.5 42.2 52.6 57.9
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, March 29, 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 : 74,143: 19,335 9,964 3,358 42,517 56,009 65,210 69,331: 8,934 4,812
Old : 74,143: 19,335 9,964 3,358 42,517 56,009 65,210 69,331: 8,934 4,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 19,179: 6,687 -712 2,208 5,839 16,663 14,735 18,160: 4,444 1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 13.4 4.5 57.3 75.5 88.0 93.5: 12.0 6.5
Old : 100.0: 26.1 13.4 4.5 57.3 75.5 88.0 93.5: 12.0 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 : 219: 46 38 10 69 93 120 137:
Old : 219: 46 38 10 69 93 120 137:
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 : 24.9 23.2 38.3 37.3 24.3 22.9 37.4 36.3
Old : 24.9 23.2 38.3 37.3 24.3 22.9 37.4 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, March 29, 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 : 11,195: 3,051 1,124 0 4,307 8,354 7,358 9,478: 3,837 1,717
Old : 11,195: 3,051 1,124 0 4,307 8,354 7,358 9,478: 3,837 1,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -15,767: 2,216 -7,976 -137 -17,932 -6,670 -15,853 -14,783: 86 -984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 10.0 0.0 38.5 74.6 65.7 84.7: 34.3 15.3
Old : 100.0: 27.3 10.0 0.0 38.5 74.6 65.7 84.7: 34.3 15.3
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 : 20: 3 1 0 9 7 12 8:
Old : 20: 3 1 0 9 7 12 8:
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 : 39.6 62.0 57.0 84.7 39.6 62.0 57.0 84.7
Old : 39.6 62.0 57.0 84.7 39.6 62.0 57.0 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, March 29, 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 : 314,742: 94,538 57,320 3,669 191,051 238,276 289,258 299,265: 25,484 15,477
Old : 314,742: 94,538 57,320 3,669 191,051 238,276 289,258 299,265: 25,484 15,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 39,918: 31,301 3,942 -2,078 7,662 41,544 36,885 43,408: 3,033 -3,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 18.2 1.2 60.7 75.7 91.9 95.1: 8.1 4.9
Old : 100.0: 30.0 18.2 1.2 60.7 75.7 91.9 95.1: 8.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 45 38 8 63 90 111 134:
Old : 217: 45 38 8 63 90 111 134:
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 : 27.7 24.3 43.4 39.3 27.0 24.3 42.3 39.3
Old : 27.7 24.3 43.4 39.3 27.0 24.3 42.3 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, March 29, 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 : 138,638: 91,791 6,226 20 12,988 117,432 104,799 123,678: 33,839 14,960
Old : 138,638: 91,791 6,226 20 12,988 117,432 104,799 123,678: 33,839 14,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 37,458: 32,165 -1,666 15 -875 37,883 31,305 36,232: 6,153 1,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 4.5 0.0 9.4 84.7 75.6 89.2: 24.4 10.8
Old : 100.0: 66.2 4.5 0.0 9.4 84.7 75.6 89.2: 24.4 10.8
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 : 75: 36 13 2 8 22 44 37:
Old : 75: 36 13 2 8 22 44 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 : 31.5 57.1 49.5 73.7 31.5 57.1 49.5 73.6
Old : 31.5 57.1 49.5 73.7 31.5 57.1 49.5 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, March 29, 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 : 56,725: 20,195 5,919 12 28,926 32,706 49,133 38,637: 7,592 18,088
Old : 56,725: 20,195 5,919 12 28,926 32,706 49,133 38,637: 7,592 18,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 1,037: 3,233 -1,530 0 -1,127 3,084 2,106 1,554: -1,069 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 10.4 0.0 51.0 57.7 86.6 68.1: 13.4 31.9
Old : 100.0: 35.6 10.4 0.0 51.0 57.7 86.6 68.1: 13.4 31.9
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 : 69: 20 11 1 20 22 40 34:
Old : 69: 20 11 1 20 22 40 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 : 42.9 39.1 58.4 49.2 36.3 29.0 47.4 37.4
Old : 42.9 39.1 58.4 49.2 36.3 29.0 47.4 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, March 29, 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 : 66,878: 9,529 18,726 752 40,719 41,714 51,000 61,192: 15,878 5,686
Old : 66,878: 9,529 18,726 752 40,719 41,714 51,000 61,192: 15,878 5,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -3,415: -5,982 -2,117 247 4,146 1,227 -1,589 -643: -1,826 -2,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 28.0 1.1 60.9 62.4 76.3 91.5: 23.7 8.5
Old : 100.0: 14.2 28.0 1.1 60.9 62.4 76.3 91.5: 23.7 8.5
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 : 79: 18 15 5 28 24 49 41:
Old : 79: 18 15 5 28 24 49 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 36.8 37.9 56.2 19.5 33.0 28.7 50.1
Old : 26.1 36.8 37.9 56.2 19.5 33.0 28.7 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, March 29, 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 : 31,841: 2,627 2,191 310 24,616 27,461 27,553 29,962: 4,288 1,879
Old : 31,841: 2,627 2,191 310 24,616 27,461 27,553 29,962: 4,288 1,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 184: 269 518 0 -393 -539 -124 -21: 308 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 6.9 1.0 77.3 86.2 86.5 94.1: 13.5 5.9
Old : 100.0: 8.3 6.9 1.0 77.3 86.2 86.5 94.1: 13.5 5.9
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 : 48: 4 5 1 23 25 27 31:
Old : 48: 4 5 1 23 25 27 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 : 48.8 42.8 63.5 63.4 42.9 37.6 52.6 54.8
Old : 48.8 42.8 63.5 63.4 42.9 37.6 52.6 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, March 29, 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 : 35,536: 10,653 2,458 123 18,973 30,652 29,749 33,233: 5,787 2,303
Old : 35,536: 10,653 2,458 123 18,973 30,652 29,749 33,233: 5,787 2,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 742: 1,866 10 5 -1,533 1,280 338 1,295: 404 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 6.9 0.3 53.4 86.3 83.7 93.5: 16.3 6.5
Old : 100.0: 30.0 6.9 0.3 53.4 86.3 83.7 93.5: 16.3 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 : 57: 15 7 3 22 20 38 29:
Old : 57: 15 7 3 22 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 : 42.1 51.2 54.7 69.9 40.9 48.7 52.9 67.4
Old : 42.1 51.2 54.7 69.9 40.9 48.7 52.9 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, March 29, 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 : 13,372: 4,028 2,789 12 6,540 10,218 10,580 13,019: 2,792 353
Old : 13,372: 4,028 2,789 12 6,540 10,218 10,580 13,019: 2,792 353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -49: 44 0 0 -97 3 -53 3: 4 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 20.9 0.1 48.9 76.4 79.1 97.4: 20.9 2.6
Old : 100.0: 30.1 20.9 0.1 48.9 76.4 79.1 97.4: 20.9 2.6
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 : 20: 10 3 1 6 3 17 6:
Old : 20: 10 3 1 6 3 17 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 97.3 65.1 97.4 50.6 97.2 65.1 97.2
Old : 50.6 97.3 65.1 97.4 50.6 97.2 65.1 97.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2011