MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 52,630: 694 7,725 10,707 36,579 23,113 47,980 41,545: 4,650 11,085
Old : 52,630: 694 7,725 10,707 36,579 23,113 47,980 41,545: 4,650 11,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 141: 602 -698 138 374 760 1,115 200: -973 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 14.7 20.3 69.5 43.9 91.2 78.9: 8.8 21.1
Old : 100.0: 1.3 14.7 20.3 69.5 43.9 91.2 78.9: 8.8 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 8 29 18 29 27 50 61:
Old : 75: 8 29 18 29 27 50 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 : 45.2 21.3 59.0 35.1 41.6 17.8 52.3 27.9
Old : 45.2 21.3 59.0 35.1 41.6 17.8 52.3 27.9
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 31, 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 : 157,183: 19,335 28,176 44,479 63,019 51,297 126,833 123,952: 30,350 33,231
Old : 148,809: 17,815 29,267 41,129 61,226 47,248 120,170 117,644: 28,639 31,165
Other: 8,374: 2,908 297 1,962 1,793 4,049 6,663 6,308: 1,711 2,066
: : :
: : Changes in Commitments from: March 24, 2009 :
: 4,545: -477 4,507 3,504 -1,832 -6,787 1,195 1,224: 3,350 3,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 17.9 28.3 40.1 32.6 80.7 78.9: 19.3 21.1
Old : 100.0: 12.0 19.7 27.6 41.1 31.8 80.8 79.1: 19.2 20.9
Other: 100.0: 34.7 3.5 23.4 21.4 48.3 79.6 75.3: 20.4 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 63 57 73 48 44 152 148:
Old : 195: 64 57 73 48 43 152 147:
Other: 54: 20 8 16 15 18 41 37:
:----------------------------------------------------------------------------------------------------
: 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 18.2 28.9 27.5 19.1 15.6 27.4 22.9
Old : 20.2 18.7 29.8 27.3 20.1 16.0 28.1 22.9
Other: 37.0 33.6 53.1 47.2 35.5 28.4 41.8 37.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 252,544: 49,331 44,675 61,167 116,928 105,551 227,425 211,393: 25,119 41,151
Old : 252,544: 49,331 44,675 61,167 116,928 105,551 227,425 211,393: 25,119 41,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -5,312: -1,962 4,826 11 -841 -5,695 -2,792 -858: -2,520 -4,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 17.7 24.2 46.3 41.8 90.1 83.7: 9.9 16.3
Old : 100.0: 19.5 17.7 24.2 46.3 41.8 90.1 83.7: 9.9 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 77 79 89 104 133 228 264:
Old : 324: 77 79 89 104 133 228 264:
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 : 17.5 11.7 28.6 19.1 16.1 9.1 25.7 15.4
Old : 17.5 11.7 28.6 19.1 16.1 9.1 25.7 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 8,572: 2,628 3,242 1,589 2,599 1,839 6,816 6,669: 1,756 1,903
Old : 8,572: 2,628 3,242 1,589 2,599 1,839 6,816 6,669: 1,756 1,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 1,296: 394 -155 695 -145 401 944 941: 352 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 37.8 18.5 30.3 21.5 79.5 77.8: 20.5 22.2
Old : 100.0: 30.7 37.8 18.5 30.3 21.5 79.5 77.8: 20.5 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 : 75: 16 28 17 21 21 50 58:
Old : 75: 16 28 17 21 21 50 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 26.1 47.4 39.7 30.9 24.1 45.3 34.2
Old : 30.9 26.1 47.4 39.7 30.9 24.1 45.3 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 20,652: 3,567 3,036 4,129 6,851 3,643 14,547 10,807: 6,105 9,845
Old : 20,652: 3,567 3,036 4,129 6,851 3,643 14,547 10,807: 6,105 9,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -3,549: -2,023 -785 -809 -322 -952 -3,154 -2,546: -395 -1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 14.7 20.0 33.2 17.6 70.4 52.3: 29.6 47.7
Old : 100.0: 17.3 14.7 20.0 33.2 17.6 70.4 52.3: 29.6 47.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 18 22 20 30 28 63 59:
Old : 92: 18 22 20 30 28 63 59:
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 : 18.4 15.3 29.2 22.5 15.7 9.8 24.4 14.7
Old : 18.4 15.3 29.2 22.5 15.7 9.8 24.4 14.7
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 31, 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 : 10,781: 1,184 1,313 215 9,077 8,800 10,476 10,328: 305 453
Old : 10,781: 1,184 1,313 215 9,077 8,800 10,476 10,328: 305 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.2 2.0 84.2 81.6 97.2 95.8: 2.8 4.2
Old : 100.0: 11.0 12.2 2.0 84.2 81.6 97.2 95.8: 2.8 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 6 1 9 6 12 12:
Old : 21: 2 6 1 9 6 12 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 : 74.5 82.9 91.1 92.2 74.1 82.7 90.7 90.5
Old : 74.5 82.9 91.1 92.2 74.1 82.7 90.7 90.5
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 31, 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 : 67,430: 6,505 30,276 4,325 25,800 14,555 36,630 49,156: 30,800 18,275
Old : 67,430: 6,505 30,276 4,325 25,800 14,555 36,630 49,156: 30,800 18,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 2,140: 1,499 4,276 76 800 -2,391 2,376 1,961: -236 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 44.9 6.4 38.3 21.6 54.3 72.9: 45.7 27.1
Old : 100.0: 9.6 44.9 6.4 38.3 21.6 54.3 72.9: 45.7 27.1
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 : 59: 14 20 13 16 15 37 41:
Old : 59: 14 20 13 16 15 37 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 32.3 33.2 42.9 25.7 32.3 30.9 40.7
Old : 26.6 32.3 33.2 42.9 25.7 32.3 30.9 40.7
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 31, 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 : 34,865: 4,074 7,501 3,358 12,226 12,016 19,659 22,875: 15,206 11,990
Old : 34,865: 4,074 7,501 3,358 12,226 12,016 19,659 22,875: 15,206 11,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 694: -2,036 -1,428 499 981 2,230 -556 1,301: 1,250 -608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 21.5 9.6 35.1 34.5 56.4 65.6: 43.6 34.4
Old : 100.0: 11.7 21.5 9.6 35.1 34.5 56.4 65.6: 43.6 34.4
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 : 34: 10 10 4 10 8 21 21:
Old : 34: 10 10 4 10 8 21 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 : 24.7 37.0 38.7 50.6 22.6 35.4 31.9 43.9
Old : 24.7 37.0 38.7 50.6 22.6 35.4 31.9 43.9
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, March 31, 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 : 44,418: 12,892 15,858 140 29,570 25,429 42,602 41,427: 1,816 2,991
Old : 44,418: 12,892 15,858 140 29,570 25,429 42,602 41,427: 1,816 2,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 692: 453 2,289 43 -313 -1,702 183 630: 509 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 35.7 0.3 66.6 57.2 95.9 93.3: 4.1 6.7
Old : 100.0: 29.0 35.7 0.3 66.6 57.2 95.9 93.3: 4.1 6.7
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 : 55: 11 26 3 5 14 16 43:
Old : 55: 11 26 3 5 14 16 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.1 43.9 92.9 59.6 85.1 43.9 91.6 58.9
Old : 85.1 43.9 92.9 59.6 85.1 43.9 91.6 58.9
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 31, 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 : 88,105: 9,700 40,997 5,050 52,111 20,558 66,861 66,606: 21,245 21,499
Old : 88,105: 9,700 40,997 5,050 52,111 20,558 66,861 66,606: 21,245 21,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 1,846: -1,549 -878 245 5,029 3,796 3,724 3,162: -1,878 -1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 46.5 5.7 59.1 23.3 75.9 75.6: 24.1 24.4
Old : 100.0: 11.0 46.5 5.7 59.1 23.3 75.9 75.6: 24.1 24.4
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 : 60: 12 27 13 15 13 36 44:
Old : 60: 12 27 13 15 13 36 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 : 48.0 31.4 57.2 44.1 48.0 31.0 55.5 43.6
Old : 48.0 31.4 57.2 44.1 48.0 31.0 55.5 43.6
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 31, 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 : 102,867: 25,653 31,346 16,297 42,103 28,610 84,052 76,253: 18,815 26,614
Old : 102,867: 25,653 31,346 16,297 42,103 28,610 84,052 76,253: 18,815 26,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 12,260: 2,343 2,534 3,266 5,518 3,677 11,127 9,478: 1,133 2,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 30.5 15.8 40.9 27.8 81.7 74.1: 18.3 25.9
Old : 100.0: 24.9 30.5 15.8 40.9 27.8 81.7 74.1: 18.3 25.9
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 : 80: 16 37 16 22 17 50 58:
Old : 80: 16 37 16 22 17 50 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 26.8 43.4 38.7 26.0 22.6 39.4 30.6
Old : 27.6 26.8 43.4 38.7 26.0 22.6 39.4 30.6
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 31, 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 : 133,587: 30,864 30,633 17,032 41,215 52,239 89,111 99,904: 44,476 33,683
Old : 133,587: 30,864 30,633 17,032 41,215 52,239 89,111 99,904: 44,476 33,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -8,314: -428 -8,416 360 -7,778 616 -7,845 -7,440: -469 -874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 22.9 12.7 30.9 39.1 66.7 74.8: 33.3 25.2
Old : 100.0: 23.1 22.9 12.7 30.9 39.1 66.7 74.8: 33.3 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 32 38 28 25 28 73 78:
Old : 107: 32 38 28 25 28 73 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 23.4 28.4 36.4 18.8 18.9 26.8 29.8
Old : 18.9 23.4 28.4 36.4 18.8 18.9 26.8 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 14,124: 3,583 4,522 0 6,778 8,139 10,361 12,661: 3,763 1,463
Old : 14,124: 3,583 4,522 0 6,778 8,139 10,361 12,661: 3,763 1,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -1,074: 200 -1,746 0 -1,368 747 -1,168 -999: 94 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 32.0 0.0 48.0 57.6 73.4 89.6: 26.6 10.4
Old : 100.0: 25.4 32.0 0.0 48.0 57.6 73.4 89.6: 26.6 10.4
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: 6 7 0 7 7 13 14:
Old : 26: 6 7 0 7 7 13 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 : 45.1 63.5 67.1 82.5 45.1 63.4 67.1 82.3
Old : 45.1 63.5 67.1 82.5 45.1 63.4 67.1 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 40,009: 6,697 0 598 25,098 35,239 32,393 35,837: 7,616 4,172
Old : 40,009: 6,697 0 598 25,098 35,239 32,393 35,837: 7,616 4,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 2,889: 2,587 0 -279 77 2,546 2,385 2,267: 504 622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 0.0 1.5 62.7 88.1 81.0 89.6: 19.0 10.4
Old : 100.0: 16.7 0.0 1.5 62.7 88.1 81.0 89.6: 19.0 10.4
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 : 23: 5 0 2 15 9 20 11:
Old : 23: 5 0 2 15 9 20 11:
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 : 36.3 73.8 56.8 87.1 36.3 67.5 55.8 79.4
Old : 36.3 73.8 56.8 87.1 36.3 67.5 55.8 79.4
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 31, 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 :10,982,817: 639,284 318,635 3,654,191 5,741,592 6,201,464 10,035,066 10,174,290: 947,751 808,527
Old :10,982,817: 639,284 318,635 3,654,191 5,741,592 6,201,464 10,035,066 10,174,290: 947,751 808,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 608,240: 61,866 58,711 316,239 190,031 199,994 568,136 574,943: 40,104 33,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 2.9 33.3 52.3 56.5 91.4 92.6: 8.6 7.4
Old : 100.0: 5.8 2.9 33.3 52.3 56.5 91.4 92.6: 8.6 7.4
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 : 225: 70 31 89 113 113 212 209:
Old : 225: 70 31 89 113 113 212 209:
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 : 22.3 29.0 36.0 43.8 14.5 18.2 18.7 22.2
Old : 22.3 29.0 36.0 43.8 14.5 18.2 18.7 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 561,057: 55,098 31,117 35,013 361,732 440,783 451,843 506,912: 109,215 54,145
Old : 561,057: 55,098 31,117 35,013 361,732 440,783 451,843 506,912: 109,215 54,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 13,116: 2,012 1,609 1,187 2,042 13,278 5,241 16,073: 7,875 -2,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 5.5 6.2 64.5 78.6 80.5 90.3: 19.5 9.7
Old : 100.0: 9.8 5.5 6.2 64.5 78.6 80.5 90.3: 19.5 9.7
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 : 175: 36 29 46 81 75 143 124:
Old : 175: 36 29 46 81 75 143 124:
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 : 18.0 25.7 27.7 39.0 16.8 25.7 25.6 37.8
Old : 18.0 25.7 27.7 39.0 16.8 25.7 25.6 37.8
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 31, 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 : 2,614,946: 482,520 368,674 96,190 1,842,752 1,872,371 2,421,462 2,337,234: 193,483 277,712
Old : 2,614,946: 482,520 368,674 96,190 1,842,752 1,872,371 2,421,462 2,337,234: 193,483 277,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 21,695: 30,041 -26,874 6,040 -37,000 -20,657 -919 -41,491: 22,613 63,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 14.1 3.7 70.5 71.6 92.6 89.4: 7.4 10.6
Old : 100.0: 18.5 14.1 3.7 70.5 71.6 92.6 89.4: 7.4 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 : 410: 97 98 71 146 147 280 279:
Old : 410: 97 98 71 146 147 280 279:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 19.5 33.0 31.2 16.9 16.2 29.2 26.2
Old : 19.6 19.5 33.0 31.2 16.9 16.2 29.2 26.2
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 31, 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 : 110,988: 14,424 11,104 100 87,645 96,725 102,169 107,929: 8,819 3,059
Old : 110,988: 14,424 11,104 100 87,645 96,725 102,169 107,929: 8,819 3,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -1,264: 2,165 -747 0 -4,180 336 -2,015 -411: 751 -853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.0 0.1 79.0 87.1 92.1 97.2: 7.9 2.8
Old : 100.0: 13.0 10.0 0.1 79.0 87.1 92.1 97.2: 7.9 2.8
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 : 82: 9 6 1 46 33 55 40:
Old : 82: 9 6 1 46 33 55 40:
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 : 36.6 56.9 54.3 71.2 34.1 56.9 51.8 71.2
Old : 36.6 56.9 54.3 71.2 34.1 56.9 51.8 71.2
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 31, 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 : 19,919: 2,227 1,756 0 13,550 15,703 15,777 17,459: 4,142 2,460
Old : 19,919: 2,227 1,756 0 13,550 15,703 15,777 17,459: 4,142 2,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 2,021: 350 237 0 1,479 1,064 1,829 1,301: 192 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.8 0.0 68.0 78.8 79.2 87.6: 20.8 12.4
Old : 100.0: 11.2 8.8 0.0 68.0 78.8 79.2 87.6: 20.8 12.4
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 : 36: 5 3 0 16 18 21 21:
Old : 36: 5 3 0 16 18 21 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 : 49.0 50.8 61.9 68.2 49.0 46.6 59.4 64.0
Old : 49.0 50.8 61.9 68.2 49.0 46.6 59.4 64.0
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 31, 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 : 243,413: 68,180 54,120 2,694 147,873 164,733 218,747 221,546: 24,665 21,866
Old : 243,413: 68,180 54,120 2,694 147,873 164,733 218,747 221,546: 24,665 21,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 5,201: 31,895 -4,249 -159 -37,962 3,169 -6,226 -1,239: 11,427 6,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 22.2 1.1 60.8 67.7 89.9 91.0: 10.1 9.0
Old : 100.0: 28.0 22.2 1.1 60.8 67.7 89.9 91.0: 10.1 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 : 184: 49 40 15 54 55 111 102:
Old : 184: 49 40 15 54 55 111 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 35.5 47.3 48.4 25.2 30.8 36.5 39.7
Old : 35.4 35.5 47.3 48.4 25.2 30.8 36.5 39.7
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 31, 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 : 70,329: 24,427 12,948 3,710 21,674 44,486 49,812 61,145: 20,518 9,184
Old : 70,329: 24,427 12,948 3,710 21,674 44,486 49,812 61,145: 20,518 9,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 5,771: 2,283 -581 350 1,617 6,335 4,250 6,104: 1,521 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 18.4 5.3 30.8 63.3 70.8 86.9: 29.2 13.1
Old : 100.0: 34.7 18.4 5.3 30.8 63.3 70.8 86.9: 29.2 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 : 55: 25 12 7 12 12 42 26:
Old : 55: 25 12 7 12 12 42 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 61.6 40.3 72.4 29.8 61.0 40.2 69.7
Old : 29.8 61.6 40.3 72.4 29.8 61.0 40.2 69.7
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 31, 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 : 29,162: 4,614 10,411 3 19,305 13,527 23,922 23,941: 5,240 5,221
Old : 29,162: 4,614 10,411 3 19,305 13,527 23,922 23,941: 5,240 5,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 1,661: 315 -486 1 1,890 1,893 2,206 1,408: -545 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 35.7 0.0 66.2 46.4 82.0 82.1: 18.0 17.9
Old : 100.0: 15.8 35.7 0.0 66.2 46.4 82.0 82.1: 18.0 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 : 53: 9 14 1 13 21 22 36:
Old : 53: 9 14 1 13 21 22 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 30.8 62.3 45.3 48.5 30.5 62.3 44.5
Old : 48.5 30.8 62.3 45.3 48.5 30.5 62.3 44.5
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 31, 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 : 45,611: 14,797 8,895 497 15,729 30,404 31,023 39,796: 14,588 5,815
Old : 45,611: 14,797 8,895 497 15,729 30,404 31,023 39,796: 14,588 5,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 6,808: 1,302 1,630 497 -1,424 3,202 375 5,329: 6,433 1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 19.5 1.1 34.5 66.7 68.0 87.3: 32.0 12.7
Old : 100.0: 32.4 19.5 1.1 34.5 66.7 68.0 87.3: 32.0 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 16 9 1 20 17 36 27:
Old : 58: 16 9 1 20 17 36 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 : 23.4 53.1 36.3 69.4 22.2 53.1 33.7 66.4
Old : 23.4 53.1 36.3 69.4 22.2 53.1 33.7 66.4
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, March 31, 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 : 28,526: 3,061 8,583 289 23,499 17,890 26,849 26,762: 1,677 1,764
Old : 28,526: 3,061 8,583 289 23,499 17,890 26,849 26,762: 1,677 1,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -474: -693 -498 -53 218 -86 -528 -637: 54 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 30.1 1.0 82.4 62.7 94.1 93.8: 5.9 6.2
Old : 100.0: 10.7 30.1 1.0 82.4 62.7 94.1 93.8: 5.9 6.2
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 : 34: 7 4 2 12 13 19 19:
Old : 34: 7 4 2 12 13 19 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 : 71.4 66.1 81.3 81.4 70.0 66.1 79.9 81.4
Old : 71.4 66.1 81.3 81.4 70.0 66.1 79.9 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 14,511: 3,860 1,035 6 9,730 12,912 13,596 13,953: 915 558
Old : 14,511: 3,860 1,035 6 9,730 12,912 13,596 13,953: 915 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -380: -225 -556 6 -229 -111 -448 -661: 68 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 7.1 0.0 67.1 89.0 93.7 96.2: 6.3 3.8
Old : 100.0: 26.6 7.1 0.0 67.1 89.0 93.7 96.2: 6.3 3.8
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 : 22: 9 5 2 7 3 16 10:
Old : 22: 9 5 2 7 3 16 10:
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 : 67.5 92.9 81.2 96.1 66.5 92.9 80.2 94.5
Old : 67.5 92.9 81.2 96.1 66.5 92.9 80.2 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2009