BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 3,136: 228 485 4 2,141 1,830 2,373 2,319: 763 816
Old : 3,136: 228 485 4 2,141 1,830 2,373 2,319: 763 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 144: 0 9 1 201 148 202 158: -58 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 15.5 0.1 68.3 58.4 75.7 74.0: 24.3 26.0
Old : 100.0: 7.3 15.5 0.1 68.3 58.4 75.7 74.0: 24.3 26.0
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 : 22: 2 1 1 14 13 17 14:
Old : 22: 2 1 1 14 13 17 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 : 40.1 53.8 58.7 68.6 38.9 46.1 55.7 60.2
Old : 40.1 53.8 58.7 68.6 38.9 46.1 55.7 60.2
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 with Delta-adjusted Options and Futures Combined, 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 : 61,272: 7,629 2,942 13,140 31,740 35,243 52,509 51,325: 8,763 9,947
Old : 61,272: 7,629 2,942 13,140 31,740 35,243 52,509 51,325: 8,763 9,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 1,036: -462 462 -572 2,121 1,195 1,086 1,085: -50 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 4.8 21.4 51.8 57.5 85.7 83.8: 14.3 16.2
Old : 100.0: 12.5 4.8 21.4 51.8 57.5 85.7 83.8: 14.3 16.2
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 : 91: 27 11 23 41 44 77 70:
Old : 91: 27 11 23 41 44 77 70:
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 : 27.4 35.1 38.1 46.8 27.1 32.6 34.2 42.2
Old : 27.4 35.1 38.1 46.8 27.1 32.6 34.2 42.2
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 with Delta-adjusted Options and Futures Combined, 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 : 272,807: 74,212 18,179 70,320 98,739 143,817 243,270 232,316: 29,536 40,490
Old : 256,348: 70,814 22,590 62,778 96,434 133,134 230,026 218,502: 26,322 37,846
Other: 16,459: 7,893 84 3,046 2,304 10,684 13,244 13,814: 3,215 2,644
: : :
: : Changes in Commitments from: February 15, 2011 :
: -4,403: -5,238 -1,845 582 668 -1,157 -3,988 -2,420: -415 -1,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 6.7 25.8 36.2 52.7 89.2 85.2: 10.8 14.8
Old : 100.0: 27.6 8.8 24.5 37.6 51.9 89.7 85.2: 10.3 14.8
Other: 100.0: 48.0 0.5 18.5 14.0 64.9 80.5 83.9: 19.5 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 115 55 115 63 77 244 205:
Old : 282: 109 61 113 60 76 239 204:
Other: 93: 32 3 22 27 38 65 62:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 24.7 27.3 32.6 17.0 23.9 27.1 30.4
Old : 18.1 24.4 28.5 32.8 18.0 23.8 28.4 31.0
Other: 25.9 35.0 37.1 49.4 24.8 33.0 34.6 45.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 442,408: 128,728 25,632 125,526 155,746 209,927 410,000 361,084: 32,408 81,323
Old : 442,408: 128,728 25,632 125,526 155,746 209,927 410,000 361,084: 32,408 81,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 9,581: -311 -3,679 8,944 -748 2,095 7,885 7,359: 1,696 2,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 5.8 28.4 35.2 47.5 92.7 81.6: 7.3 18.4
Old : 100.0: 29.1 5.8 28.4 35.2 47.5 92.7 81.6: 7.3 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 474: 164 78 138 112 205 346 366:
Old : 474: 164 78 138 112 205 346 366:
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 : 17.0 15.3 26.9 22.0 16.5 13.5 26.1 17.8
Old : 17.0 15.3 26.9 22.0 16.5 13.5 26.1 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 10,588: 4,748 1,288 1,091 2,744 6,831 8,584 9,210: 2,004 1,378
Old : 10,588: 4,748 1,288 1,091 2,744 6,831 8,584 9,210: 2,004 1,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -271: -446 -11 10 105 -280 -332 -280: 61 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 12.2 10.3 25.9 64.5 81.1 87.0: 18.9 13.0
Old : 100.0: 44.8 12.2 10.3 25.9 64.5 81.1 87.0: 18.9 13.0
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 : 94: 39 10 15 19 35 65 56:
Old : 94: 39 10 15 19 35 65 56:
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 : 32.6 30.0 48.1 44.7 32.6 30.0 46.6 43.3
Old : 32.6 30.0 48.1 44.7 32.6 30.0 46.6 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 56,910: 20,297 2,397 13,235 15,359 15,014 48,890 30,645: 8,020 26,265
Old : 56,910: 20,297 2,397 13,235 15,359 15,014 48,890 30,645: 8,020 26,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 1,827: 213 -244 1,016 454 166 1,682 937: 145 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 4.2 23.3 27.0 26.4 85.9 53.8: 14.1 46.2
Old : 100.0: 35.7 4.2 23.3 27.0 26.4 85.9 53.8: 14.1 46.2
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 : 205: 60 31 52 57 86 147 151:
Old : 205: 60 31 52 57 86 147 151:
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 : 15.7 10.1 26.7 16.1 15.7 7.0 25.6 9.4
Old : 15.7 10.1 26.7 16.1 15.7 7.0 25.6 9.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 65,480: 15,853 0 3,783 45,297 61,598 64,932 65,381: 548 100
Old : 65,480: 15,853 0 3,783 45,297 61,598 64,932 65,381: 548 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 754: 1,358 0 -2 133 719 1,489 717: -735 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 0.0 5.8 69.2 94.1 99.2 99.8: 0.8 0.2
Old : 100.0: 24.2 0.0 5.8 69.2 94.1 99.2 99.8: 0.8 0.2
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 : 21: 8 0 2 11 12 19 14:
Old : 21: 8 0 2 11 12 19 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 : 73.7 61.5 90.1 86.0 59.5 53.6 71.6 70.8
Old : 73.7 61.5 90.1 86.0 59.5 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 with Delta-adjusted Options and Futures Combined, 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 : 147,837: 72,225 4,371 2,592 20,496 121,554 95,314 128,516: 52,523 19,320
Old : 147,837: 72,225 4,371 2,592 20,496 121,554 95,314 128,516: 52,523 19,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -183: -4,335 -469 85 329 -348 -3,920 -732: 3,737 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 3.0 1.8 13.9 82.2 64.5 86.9: 35.5 13.1
Old : 100.0: 48.9 3.0 1.8 13.9 82.2 64.5 86.9: 35.5 13.1
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: 43 10 11 17 29 65 45:
Old : 86: 43 10 11 17 29 65 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 46.5 28.9 61.3 17.7 46.3 28.5 60.2
Old : 17.7 46.5 28.9 61.3 17.7 46.3 28.5 60.2
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 with Delta-adjusted Options and Futures Combined, 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 : 47,875: 18,668 5,467 1,515 7,953 26,593 28,136 33,574: 19,739 14,300
Old : 47,875: 18,668 5,467 1,515 7,953 26,593 28,136 33,574: 19,739 14,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 3,374: 937 -1,236 923 289 1,288 2,150 976: 1,225 2,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 11.4 3.2 16.6 55.5 58.8 70.1: 41.2 29.9
Old : 100.0: 39.0 11.4 3.2 16.6 55.5 58.8 70.1: 41.2 29.9
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 : 42: 15 6 6 9 20 25 31:
Old : 42: 15 6 6 9 20 25 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 : 26.1 37.0 39.9 49.0 25.8 37.0 38.2 47.9
Old : 26.1 37.0 39.9 49.0 25.8 37.0 38.2 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 135,110: 52,066 16,638 7,091 42,374 88,262 101,530 111,991: 33,579 23,119
Old : 135,110: 52,066 16,638 7,091 42,374 88,262 101,530 111,991: 33,579 23,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -7,880: -16,530 -765 1,785 9,257 -9,429 -5,487 -8,408: -2,394 528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 12.3 5.2 31.4 65.3 75.1 82.9: 24.9 17.1
Old : 100.0: 38.5 12.3 5.2 31.4 65.3 75.1 82.9: 24.9 17.1
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 : 96: 32 25 19 25 31 66 66:
Old : 96: 32 25 19 25 31 66 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 : 28.2 37.3 39.8 50.8 28.2 36.9 38.6 46.4
Old : 28.2 37.3 39.8 50.8 28.2 36.9 38.6 46.4
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 with Delta-adjusted Options and Futures Combined, 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 : 137,102: 23,595 52,027 6,995 82,640 41,161 113,229 100,183: 23,872 36,919
Old : 137,102: 23,595 52,027 6,995 82,640 41,161 113,229 100,183: 23,872 36,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 7,005: -1,408 8,102 194 7,759 222 6,545 8,518: 460 -1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 37.9 5.1 60.3 30.0 82.6 73.1: 17.4 26.9
Old : 100.0: 17.2 37.9 5.1 60.3 30.0 82.6 73.1: 17.4 26.9
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 : 119: 20 55 19 35 25 70 84:
Old : 119: 20 55 19 35 25 70 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 21.6 44.3 32.8 32.1 21.3 43.8 32.0
Old : 32.1 21.6 44.3 32.8 32.1 21.3 43.8 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 258,437: 75,880 26,294 39,296 80,642 135,352 195,818 200,941: 62,620 57,496
Old : 258,437: 75,880 26,294 39,296 80,642 135,352 195,818 200,941: 62,620 57,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 17,805: 13,844 1,655 1,895 1,817 11,256 17,556 14,806: 249 2,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 10.2 15.2 31.2 52.4 75.8 77.8: 24.2 22.2
Old : 100.0: 29.4 10.2 15.2 31.2 52.4 75.8 77.8: 24.2 22.2
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 : 184: 52 59 59 48 54 136 136:
Old : 184: 52 59 59 48 54 136 136:
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 : 15.1 20.5 22.8 30.8 14.8 19.6 22.2 28.4
Old : 15.1 20.5 22.8 30.8 14.8 19.6 22.2 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 :14,406,625: 833,705 389,812 4,970,332 7,704,520 7,917,766 13,508,557 13,277,910: 898,069 1,128,716
Old :14,406,625: 833,705 389,812 4,970,332 7,704,520 7,917,766 13,508,557 13,277,910: 898,069 1,128,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 197,277: 102,863 -51,903 109,039 -8,569 107,191 203,334 164,328: -6,056 32,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 2.7 34.5 53.5 55.0 93.8 92.2: 6.2 7.8
Old : 100.0: 5.8 2.7 34.5 53.5 55.0 93.8 92.2: 6.2 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 80 54 112 136 149 271 268:
Old : 293: 80 54 112 136 149 271 268:
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 : 30.1 20.7 39.8 33.5 22.6 12.2 25.5 17.8
Old : 30.1 20.7 39.8 33.5 22.6 12.2 25.5 17.8
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 with Delta-adjusted Options and Futures Combined, 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 : 1,045,865: 82,377 103,635 95,213 732,174 735,636 909,765 934,484: 136,100 111,381
Old : 1,045,865: 82,377 103,635 95,213 732,174 735,636 909,765 934,484: 136,100 111,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -14,673: 8,553 2,916 -8,521 -18,463 -14,175 -18,432 -19,780: 3,758 5,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 9.9 9.1 70.0 70.3 87.0 89.4: 13.0 10.6
Old : 100.0: 7.9 9.9 9.1 70.0 70.3 87.0 89.4: 13.0 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 593: 128 125 103 247 242 426 420:
Old : 593: 128 125 103 247 242 426 420:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 15.9 23.8 24.0 12.9 11.3 18.1 17.6
Old : 16.9 15.9 23.8 24.0 12.9 11.3 18.1 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 420,290: 16,861 46,387 37,651 273,981 287,118 328,494 371,157: 91,796 49,134
Old : 420,290: 16,861 46,387 37,651 273,981 287,118 328,494 371,157: 91,796 49,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -11,624: -670 3,320 -11,112 -4,442 -6,355 -16,224 -14,146: 4,600 2,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 11.0 9.0 65.2 68.3 78.2 88.3: 21.8 11.7
Old : 100.0: 4.0 11.0 9.0 65.2 68.3 78.2 88.3: 21.8 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 : 142: 22 26 29 75 63 112 103:
Old : 142: 22 26 29 75 63 112 103:
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 : 20.4 19.0 29.2 33.4 18.6 18.3 26.8 31.6
Old : 20.4 19.0 29.2 33.4 18.6 18.3 26.8 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 3,127,872: 491,019 449,677 124,370 2,290,964 2,242,588 2,906,353 2,816,635: 221,519 311,237
Old : 3,127,872: 491,019 449,677 124,370 2,290,964 2,242,588 2,906,353 2,816,635: 221,519 311,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -15,246: 72,914 24,780 -13,847 -70,105 -39,101 -11,038 -28,168: -4,209 12,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 14.4 4.0 73.2 71.7 92.9 90.0: 7.1 10.0
Old : 100.0: 15.7 14.4 4.0 73.2 71.7 92.9 90.0: 7.1 10.0
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 : 542: 117 114 84 220 224 379 380:
Old : 542: 117 114 84 220 224 379 380:
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 : 18.2 18.2 27.5 24.8 16.4 13.9 24.2 20.1
Old : 18.2 18.2 27.5 24.8 16.4 13.9 24.2 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 100,835: 14,154 6,744 4 76,026 90,793 90,184 97,541: 10,651 3,294
Old : 100,835: 14,154 6,744 4 76,026 90,793 90,184 97,541: 10,651 3,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 244: -949 -101 4 -14 160 -959 63: 1,203 181
: : :
: : 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 45 42 60 47:
Old : 92: 14 5 1 45 42 60 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 with Delta-adjusted Options and Futures Combined, 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 : 97,847: 26,130 9,065 4,887 58,342 77,128 89,358 91,079: 8,489 6,768
Old : 97,847: 26,130 9,065 4,887 58,342 77,128 89,358 91,079: 8,489 6,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 5,255: 4,395 1,743 17 2,845 3,468 7,257 5,228: -2,002 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 9.3 5.0 59.6 78.8 91.3 93.1: 8.7 6.9
Old : 100.0: 26.7 9.3 5.0 59.6 78.8 91.3 93.1: 8.7 6.9
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 : 252: 77 40 22 87 81 171 136:
Old : 252: 77 40 22 87 81 171 136:
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 : 23.3 31.3 35.3 46.9 18.8 26.3 27.3 38.3
Old : 23.3 31.3 35.3 46.9 18.8 26.3 27.3 38.3
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 with Delta-adjusted Options and Futures Combined, 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 : 21,339: 3,805 2,534 304 13,342 15,007 17,451 17,845: 3,888 3,494
Old : 21,339: 3,805 2,534 304 13,342 15,007 17,451 17,845: 3,888 3,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 2,024: 550 1,307 -258 1,482 520 1,775 1,569: 250 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 11.9 1.4 62.5 70.3 81.8 83.6: 18.2 16.4
Old : 100.0: 17.8 11.9 1.4 62.5 70.3 81.8 83.6: 18.2 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 : 26: 3 3 1 13 13 17 16:
Old : 26: 3 3 1 13 13 17 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 : 48.9 51.4 69.3 68.5 46.7 46.3 65.3 63.3
Old : 48.9 51.4 69.3 68.5 46.7 46.3 65.3 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 382,543: 128,171 49,202 6,368 224,998 310,602 359,537 366,172: 23,006 16,371
Old : 382,543: 128,171 49,202 6,368 224,998 310,602 359,537 366,172: 23,006 16,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 16,153: 20,711 3,668 -113 6,814 14,739 27,412 18,294: -11,259 -2,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 12.9 1.7 58.8 81.2 94.0 95.7: 6.0 4.3
Old : 100.0: 33.5 12.9 1.7 58.8 81.2 94.0 95.7: 6.0 4.3
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 : 249: 75 40 20 83 79 164 133:
Old : 249: 75 40 20 83 79 164 133:
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 : 22.5 31.3 34.0 51.2 21.4 29.4 31.4 48.3
Old : 22.5 31.3 34.0 51.2 21.4 29.4 31.4 48.3
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 with Delta-adjusted Options and Futures Combined, 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 : 132,596: 72,623 6,931 3,839 20,507 104,028 96,968 114,797: 35,628 17,799
Old : 132,596: 72,623 6,931 3,839 20,507 104,028 96,968 114,797: 35,628 17,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 3,288: 1,876 1,072 569 631 -349 3,076 1,292: 212 1,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 5.2 2.9 15.5 78.5 73.1 86.6: 26.9 13.4
Old : 100.0: 54.8 5.2 2.9 15.5 78.5 73.1 86.6: 26.9 13.4
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 : 77: 31 16 13 19 23 56 46:
Old : 77: 31 16 13 19 23 56 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 50.8 43.8 69.7 30.4 50.1 43.8 68.4
Old : 30.4 50.8 43.8 69.7 30.4 50.1 43.8 68.4
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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