MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,905: 22 7,506 10,960 36,888 22,509 47,870 40,975: 5,035 11,930
Old : 52,905: 22 7,506 10,960 36,888 22,509 47,870 40,975: 5,035 11,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -6,433: -82 -1,781 -1,349 -4,420 -2,424 -5,850 -5,554: -583 -879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.2 20.7 69.7 42.5 90.5 77.5: 9.5 22.5
Old : 100.0: 0.0 14.2 20.7 69.7 42.5 90.5 77.5: 9.5 22.5
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 : 70: 3 29 16 30 25 47 57:
Old : 70: 3 29 16 30 25 47 57:
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 : 45.9 20.1 60.0 33.7 41.3 14.4 52.0 23.0
Old : 45.9 20.1 60.0 33.7 41.3 14.4 52.0 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 142,024: 26,660 25,034 35,635 59,830 57,291 122,125 117,961: 19,899 24,063
Old : 138,133: 25,848 25,255 34,594 58,850 55,395 119,291 115,244: 18,842 22,889
Other: 3,890: 1,044 11 809 980 1,897 2,834 2,717: 1,057 1,173
: : :
: : Changes in Commitments from: February 24, 2009 :
: 1,863: 1,375 470 -3,518 2,669 6,242 526 3,193: 1,337 -1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 17.6 25.1 42.1 40.3 86.0 83.1: 14.0 16.9
Old : 100.0: 18.7 18.3 25.0 42.6 40.1 86.4 83.4: 13.6 16.6
Other: 100.0: 26.8 0.3 20.8 25.2 48.7 72.8 69.8: 27.2 30.2
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 66 54 69 49 42 145 143:
Old : 186: 66 55 69 49 42 145 143:
Other: 37: 16 2 8 12 12 28 22:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 19.5 31.7 29.6 17.3 16.0 26.7 23.5
Old : 19.8 19.8 32.1 29.5 17.7 16.1 26.9 23.3
Other: 33.8 35.6 50.3 51.8 28.9 30.1 38.0 41.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 247,291: 50,306 39,154 65,175 112,502 99,731 227,983 204,060: 19,308 43,231
Old : 247,291: 50,306 39,154 65,175 112,502 99,731 227,983 204,060: 19,308 43,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -805: -1,318 2,342 -2,283 3,010 783 -591 841: -214 -1,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 15.8 26.4 45.5 40.3 92.2 82.5: 7.8 17.5
Old : 100.0: 20.3 15.8 26.4 45.5 40.3 92.2 82.5: 7.8 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 70 84 95 97 130 219 272:
Old : 321: 70 84 95 97 130 219 272:
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 : 17.3 10.9 29.3 18.4 15.5 8.6 26.3 14.6
Old : 17.3 10.9 29.3 18.4 15.5 8.6 26.3 14.6
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,258: 2,210 3,584 928 3,489 1,769 6,627 6,281: 1,631 1,977
Old : 8,258: 2,210 3,584 928 3,489 1,769 6,627 6,281: 1,631 1,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -911: -96 -99 -747 -53 226 -896 -620: -15 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 43.4 11.2 42.2 21.4 80.2 76.1: 19.8 23.9
Old : 100.0: 26.8 43.4 11.2 42.2 21.4 80.2 76.1: 19.8 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 21 25 10 18 17 42 50:
Old : 73: 21 25 10 18 17 42 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 : 32.0 28.8 49.9 42.7 30.6 27.6 46.1 39.1
Old : 32.0 28.8 49.9 42.7 30.6 27.6 46.1 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,563: 6,213 4,138 4,313 7,584 3,706 18,110 12,157: 6,453 12,407
Old : 24,563: 6,213 4,138 4,313 7,584 3,706 18,110 12,157: 6,453 12,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 502: 126 762 -193 426 -650 358 -81: 144 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 16.8 17.6 30.9 15.1 73.7 49.5: 26.3 50.5
Old : 100.0: 25.3 16.8 17.6 30.9 15.1 73.7 49.5: 26.3 50.5
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 : 107: 20 33 29 34 27 77 72:
Old : 107: 20 33 29 34 27 77 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 : 14.4 11.7 25.7 18.0 13.9 8.9 24.3 14.3
Old : 14.4 11.7 25.7 18.0 13.9 8.9 24.3 14.3
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,989: 525 834 0 17,094 15,538 17,619 16,372: 370 1,617
Old : 17,989: 525 834 0 17,094 15,538 17,619 16,372: 370 1,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 1,118: -5 0 0 1,138 1,038 1,133 1,038: -15 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.6 0.0 95.0 86.4 97.9 91.0: 2.1 9.0
Old : 100.0: 2.9 4.6 0.0 95.0 86.4 97.9 91.0: 2.1 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 3 0 11 6 14 9:
Old : 21: 3 3 0 11 6 14 9:
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 : 77.1 83.5 91.9 90.1 75.3 83.5 90.1 89.2
Old : 77.1 83.5 91.9 90.1 75.3 83.5 90.1 89.2
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 94,962: 11,719 30,952 5,217 45,573 32,441 62,509 68,609: 32,453 26,352
Old : 94,962: 11,719 30,952 5,217 45,573 32,441 62,509 68,609: 32,453 26,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 11,835: 2,797 8,849 1,318 5,458 -676 9,573 9,490: 2,263 2,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 32.6 5.5 48.0 34.2 65.8 72.2: 34.2 27.8
Old : 100.0: 12.3 32.6 5.5 48.0 34.2 65.8 72.2: 34.2 27.8
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 : 65: 14 27 14 15 19 38 51:
Old : 65: 14 27 14 15 19 38 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 29.4 47.6 40.0 33.4 29.4 41.3 38.5
Old : 36.4 29.4 47.6 40.0 33.4 29.4 41.3 38.5
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 43,738: 4,405 15,849 4,921 22,758 5,601 32,084 26,371: 11,654 17,368
Old : 43,738: 4,405 15,849 4,921 22,758 5,601 32,084 26,371: 11,654 17,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 2,665: -972 1,022 397 3,400 -77 2,825 1,342: -160 1,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 36.2 11.3 52.0 12.8 73.4 60.3: 26.6 39.7
Old : 100.0: 10.1 36.2 11.3 52.0 12.8 73.4 60.3: 26.6 39.7
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 : 40: 11 17 8 8 9 24 29:
Old : 40: 11 17 8 8 9 24 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 : 47.9 23.5 60.2 37.6 45.0 20.0 51.1 30.8
Old : 47.9 23.5 60.2 37.6 45.0 20.0 51.1 30.8
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,835: 4,750 22,011 197 42,045 20,918 46,992 43,126: 1,843 5,709
Old : 48,835: 4,750 22,011 197 42,045 20,918 46,992 43,126: 1,843 5,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 2,780: -540 2,441 72 3,087 45 2,619 2,558: 161 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 45.1 0.4 86.1 42.8 96.2 88.3: 3.8 11.7
Old : 100.0: 9.7 45.1 0.4 86.1 42.8 96.2 88.3: 3.8 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 : 75: 7 49 3 9 11 19 61:
Old : 75: 7 49 3 9 11 19 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.7 35.0 92.5 50.9 84.7 34.9 91.5 50.8
Old : 85.7 35.0 92.5 50.9 84.7 34.9 91.5 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 112,184: 16,229 41,022 10,437 55,721 34,451 82,387 85,910: 29,797 26,274
Old : 112,184: 16,229 41,022 10,437 55,721 34,451 82,387 85,910: 29,797 26,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 9,610: 4,099 1,823 678 4,488 7,207 9,265 9,707: 345 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 36.6 9.3 49.7 30.7 73.4 76.6: 26.6 23.4
Old : 100.0: 14.5 36.6 9.3 49.7 30.7 73.4 76.6: 26.6 23.4
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 : 67: 15 29 9 19 17 39 50:
Old : 67: 15 29 9 19 17 39 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 : 35.2 25.9 47.7 41.6 32.5 25.5 40.8 35.2
Old : 35.2 25.9 47.7 41.6 32.5 25.5 40.8 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 139,429: 50,465 24,548 14,706 55,116 68,093 120,287 107,347: 19,142 32,082
Old : 139,429: 50,465 24,548 14,706 55,116 68,093 120,287 107,347: 19,142 32,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 5,414: -1,815 5,446 3,198 5,814 -4,776 7,197 3,868: -1,783 1,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 17.6 10.5 39.5 48.8 86.3 77.0: 13.7 23.0
Old : 100.0: 36.2 17.6 10.5 39.5 48.8 86.3 77.0: 13.7 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 18 32 18 25 20 56 57:
Old : 80: 18 32 18 25 20 56 57:
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 : 26.8 38.2 41.5 50.0 23.8 37.1 37.8 46.2
Old : 26.8 38.2 41.5 50.0 23.8 37.1 37.8 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 220,867: 36,846 53,773 20,517 122,174 105,065 179,537 179,355: 41,330 41,512
Old : 220,867: 36,846 53,773 20,517 122,174 105,065 179,537 179,355: 41,330 41,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 20,657: 3,441 10,628 372 16,378 6,459 20,190 17,458: 467 3,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 24.3 9.3 55.3 47.6 81.3 81.2: 18.7 18.8
Old : 100.0: 16.7 24.3 9.3 55.3 47.6 81.3 81.2: 18.7 18.8
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 : 125: 43 41 30 26 34 79 95:
Old : 125: 43 41 30 26 34 79 95:
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 : 39.7 35.9 50.1 44.7 39.7 34.1 46.4 41.7
Old : 39.7 35.9 50.1 44.7 39.7 34.1 46.4 41.7
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,870: 2,139 8,907 0 11,336 4,788 13,475 13,695: 2,395 2,175
Old : 15,870: 2,139 8,907 0 11,336 4,788 13,475 13,695: 2,395 2,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 2,180: -22 816 0 2,504 1,191 2,482 2,007: -302 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 56.1 0.0 71.4 30.2 84.9 86.3: 15.1 13.7
Old : 100.0: 13.5 56.1 0.0 71.4 30.2 84.9 86.3: 15.1 13.7
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 : 29: 2 13 0 10 6 12 19:
Old : 29: 2 13 0 10 6 12 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 : 49.4 56.8 73.2 75.5 49.4 56.8 72.5 75.5
Old : 49.4 56.8 73.2 75.5 49.4 56.8 72.5 75.5
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 :12,918,285: 515,920 372,363 4,371,008 7,051,850 7,363,568 11,938,779 12,106,939: 979,507 811,346
Old :12,918,285: 515,920 372,363 4,371,008 7,051,850 7,363,568 11,938,779 12,106,939: 979,507 811,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 39,778: -18,543 -1,510 8,551 19,341 85,009 9,349 92,049: 30,429 -52,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.9 33.8 54.6 57.0 92.4 93.7: 7.6 6.3
Old : 100.0: 4.0 2.9 33.8 54.6 57.0 92.4 93.7: 7.6 6.3
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 : 242: 70 46 104 114 112 230 222:
Old : 242: 70 46 104 114 112 230 222:
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 : 25.9 29.0 39.1 44.2 16.5 17.5 19.8 21.5
Old : 25.9 29.0 39.1 44.2 16.5 17.5 19.8 21.5
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 837,636: 62,140 86,472 52,165 532,797 622,945 647,102 761,583: 190,533 76,053
Old : 837,636: 62,140 86,472 52,165 532,797 622,945 647,102 761,583: 190,533 76,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 74,464: 6,788 7,354 13,830 24,708 42,409 45,326 63,593: 29,138 10,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 10.3 6.2 63.6 74.4 77.3 90.9: 22.7 9.1
Old : 100.0: 7.4 10.3 6.2 63.6 74.4 77.3 90.9: 22.7 9.1
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 : 180: 45 23 39 85 75 144 124:
Old : 180: 45 23 39 85 75 144 124:
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 23.2 24.8 37.9 15.2 22.0 22.6 35.3
Old : 15.7 23.2 24.8 37.9 15.2 22.0 22.6 35.3
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,519,460: 724,270 330,826 129,225 2,427,047 2,569,516 3,280,542 3,029,567: 238,919 489,893
Old : 3,519,460: 724,270 330,826 129,225 2,427,047 2,569,516 3,280,542 3,029,567: 238,919 489,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 271,661: 54,431 17,747 29,648 214,719 195,076 298,798 242,471: -27,138 29,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.4 3.7 69.0 73.0 93.2 86.1: 6.8 13.9
Old : 100.0: 20.6 9.4 3.7 69.0 73.0 93.2 86.1: 6.8 13.9
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 : 431: 96 110 70 157 152 287 298:
Old : 431: 96 110 70 157 152 287 298:
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 : 21.6 21.3 32.6 30.9 19.0 18.5 29.6 27.8
Old : 21.6 21.3 32.6 30.9 19.0 18.5 29.6 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 119,053: 15,030 10,853 792 96,454 103,883 112,276 115,528: 6,777 3,525
Old : 119,053: 15,030 10,853 792 96,454 103,883 112,276 115,528: 6,777 3,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 233: -1,116 -36 792 1,859 276 1,535 1,032: -1,302 -799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 9.1 0.7 81.0 87.3 94.3 97.0: 5.7 3.0
Old : 100.0: 12.6 9.1 0.7 81.0 87.3 94.3 97.0: 5.7 3.0
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 : 86: 9 7 1 44 37 53 45:
Old : 86: 9 7 1 44 37 53 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 : 33.1 55.5 56.9 69.3 29.5 55.5 52.9 68.6
Old : 33.1 55.5 56.9 69.3 29.5 55.5 52.9 68.6
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,799: 2,260 6,424 100 21,767 23,743 24,127 30,267: 8,673 2,533
Old : 32,799: 2,260 6,424 100 21,767 23,743 24,127 30,267: 8,673 2,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 179: -125 -377 0 -221 1,153 -346 776: 524 -597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 19.6 0.3 66.4 72.4 73.6 92.3: 26.4 7.7
Old : 100.0: 6.9 19.6 0.3 66.4 72.4 73.6 92.3: 26.4 7.7
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 : 45: 4 8 1 16 25 20 34:
Old : 45: 4 8 1 16 25 20 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 : 43.4 48.1 60.3 62.6 43.4 48.1 59.3 62.6
Old : 43.4 48.1 60.3 62.6 43.4 48.1 59.3 62.6
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 316,608: 58,700 73,966 7,581 234,009 193,776 300,290 275,324: 16,318 41,284
Old : 316,608: 58,700 73,966 7,581 234,009 193,776 300,290 275,324: 16,318 41,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 13,720: 3,649 11,599 1,780 15,488 4,938 20,917 18,316: -7,197 -4,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 23.4 2.4 73.9 61.2 94.8 87.0: 5.2 13.0
Old : 100.0: 18.5 23.4 2.4 73.9 61.2 94.8 87.0: 5.2 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 : 204: 38 56 17 59 69 105 135:
Old : 204: 38 56 17 59 69 105 135:
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 : 38.3 21.6 50.2 35.2 36.9 20.7 47.5 33.9
Old : 38.3 21.6 50.2 35.2 36.9 20.7 47.5 33.9
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,436: 12,496 15,109 3,337 24,424 20,179 40,257 38,626: 15,178 16,810
Old : 55,436: 12,496 15,109 3,337 24,424 20,179 40,257 38,626: 15,178 16,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 3,121: 3,004 43 -200 609 1,057 3,413 900: -292 2,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 27.3 6.0 44.1 36.4 72.6 69.7: 27.4 30.3
Old : 100.0: 22.5 27.3 6.0 44.1 36.4 72.6 69.7: 27.4 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 : 51: 18 14 7 14 15 35 33:
Old : 51: 18 14 7 14 15 35 33:
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 26.8 40.2 41.4 22.7 24.3 31.2 34.8
Old : 27.7 26.8 40.2 41.4 22.7 24.3 31.2 34.8
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,087: 7,630 6,565 17 24,578 27,431 32,225 34,013: 6,862 5,074
Old : 39,087: 7,630 6,565 17 24,578 27,431 32,225 34,013: 6,862 5,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 1,885: 1,393 -239 17 728 3,057 2,138 2,835: -253 -950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 16.8 0.0 62.9 70.2 82.4 87.0: 17.6 13.0
Old : 100.0: 19.5 16.8 0.0 62.9 70.2 82.4 87.0: 17.6 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 : 67: 10 19 1 19 25 30 44:
Old : 67: 10 19 1 19 25 30 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 32.3 57.0 46.3 43.5 32.3 56.9 46.3
Old : 43.6 32.3 57.0 46.3 43.5 32.3 56.9 46.3
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,025: 15,816 18,562 1,174 27,638 39,357 44,628 59,093: 17,397 2,932
Old : 62,025: 15,816 18,562 1,174 27,638 39,357 44,628 59,093: 17,397 2,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 1,476: -1,328 -1,162 41 188 5,591 -1,099 4,470: 2,575 -2,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 29.9 1.9 44.6 63.5 72.0 95.3: 28.0 4.7
Old : 100.0: 25.5 29.9 1.9 44.6 63.5 72.0 95.3: 28.0 4.7
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 : 70: 16 13 4 19 26 36 42:
Old : 70: 16 13 4 19 26 36 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 37.0 43.8 55.9 28.2 36.0 42.2 52.3
Old : 28.2 37.0 43.8 55.9 28.2 36.0 42.2 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,290: 4,801 6,969 183 25,425 23,072 30,409 30,224: 1,881 2,066
Old : 32,290: 4,801 6,969 183 25,425 23,072 30,409 30,224: 1,881 2,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -634: -58 -2,067 0 -726 1,556 -784 -511: 150 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 21.6 0.6 78.7 71.5 94.2 93.6: 5.8 6.4
Old : 100.0: 14.9 21.6 0.6 78.7 71.5 94.2 93.6: 5.8 6.4
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: 6 7 1 13 14 20 21:
Old : 38: 6 7 1 13 14 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 60.0 80.2 79.8 69.3 60.0 79.0 79.8
Old : 70.5 60.0 80.2 79.8 69.3 60.0 79.0 79.8
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, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,287: 3,842 910 60 9,594 12,345 13,496 13,315: 791 972
Old : 14,287: 3,842 910 60 9,594 12,345 13,496 13,315: 791 972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 219: 118 -220 60 65 198 243 38: -24 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.4 0.4 67.2 86.4 94.5 93.2: 5.5 6.8
Old : 100.0: 26.9 6.4 0.4 67.2 86.4 94.5 93.2: 5.5 6.8
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 : 20: 8 5 1 6 3 15 8:
Old : 20: 8 5 1 6 3 15 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 : 67.7 90.2 83.4 93.2 67.3 90.1 83.0 91.4
Old : 67.7 90.2 83.4 93.2 67.3 90.1 83.0 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 9,915: 320 698 2 8,229 7,439 8,551 8,139: 1,364 1,776
Old : 9,915: 320 698 2 8,229 7,439 8,551 8,139: 1,364 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 7.0 0.0 83.0 75.0 86.2 82.1: 13.8 17.9
Old : 100.0: 3.2 7.0 0.0 83.0 75.0 86.2 82.1: 13.8 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 1 13 10 16 12:
Old : 21: 2 2 1 13 10 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 63.1 78.7 78.9 57.6 60.5 71.3 71.3
Old : 65.0 63.1 78.7 78.9 57.6 60.5 71.3 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 5, 2009