MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 46,593: 570 5,865 9,500 31,942 20,714 42,012 36,079: 4,580 10,513
Old : 46,593: 570 5,865 9,500 31,942 20,714 42,012 36,079: 4,580 10,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -6,038: -124 -1,859 -1,207 -4,637 -2,399 -5,968 -5,465: -70 -572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 12.6 20.4 68.6 44.5 90.2 77.4: 9.8 22.6
Old : 100.0: 1.2 12.6 20.4 68.6 44.5 90.2 77.4: 9.8 22.6
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 : 69: 5 27 14 28 27 46 55:
Old : 69: 5 27 14 28 27 46 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 21.5 58.7 34.9 41.2 18.0 52.8 28.4
Old : 44.7 21.5 58.7 34.9 41.2 18.0 52.8 28.4
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, April 7, 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 : 163,524: 20,357 30,566 49,569 63,781 52,898 133,707 133,032: 29,818 30,492
Old : 154,518: 18,831 32,111 45,753 61,942 48,247 126,525 126,111: 27,993 28,408
Other: 9,006: 3,372 300 1,971 1,839 4,651 7,182 6,922: 1,824 2,084
: : :
: : Changes in Commitments from: March 31, 2009 :
: 6,341: 1,022 2,389 5,090 762 1,601 6,874 9,080: -533 -2,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 18.7 30.3 39.0 32.3 81.8 81.4: 18.2 18.6
Old : 100.0: 12.2 20.8 29.6 40.1 31.2 81.9 81.6: 18.1 18.4
Other: 100.0: 37.4 3.3 21.9 20.4 51.6 79.7 76.9: 20.3 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 56 66 81 49 47 159 158:
Old : 202: 57 67 81 48 46 158 157:
Other: 54: 21 7 14 16 17 41 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 18.2 28.5 27.6 18.5 16.5 26.5 23.8
Old : 19.6 18.2 29.7 27.1 19.5 16.6 27.1 23.5
Other: 36.8 38.1 52.6 50.9 35.4 32.9 42.7 41.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 244,497: 52,074 38,011 56,162 111,819 109,530 220,055 203,703: 24,442 40,794
Old : 244,497: 52,074 38,011 56,162 111,819 109,530 220,055 203,703: 24,442 40,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -8,047: 2,743 -6,664 -5,004 -5,109 3,978 -7,370 -7,690: -677 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 15.5 23.0 45.7 44.8 90.0 83.3: 10.0 16.7
Old : 100.0: 21.3 15.5 23.0 45.7 44.8 90.0 83.3: 10.0 16.7
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 : 308: 74 67 86 96 127 220 244:
Old : 308: 74 67 86 96 127 220 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 13.2 28.3 20.7 16.7 10.2 26.3 16.4
Old : 16.9 13.2 28.3 20.7 16.7 10.2 26.3 16.4
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, April 7, 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 : 8,399: 2,714 3,093 1,491 2,340 2,289 6,546 6,873: 1,853 1,525
Old : 8,399: 2,714 3,093 1,491 2,340 2,289 6,546 6,873: 1,853 1,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -173: 86 -149 -97 -259 450 -270 204: 97 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 36.8 17.8 27.9 27.2 77.9 81.8: 22.1 18.2
Old : 100.0: 32.3 36.8 17.8 27.9 27.2 77.9 81.8: 22.1 18.2
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 : 68: 18 23 15 17 17 46 48:
Old : 68: 18 23 15 17 17 46 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 27.5 47.1 41.1 31.3 25.2 45.8 37.5
Old : 31.3 27.5 47.1 41.1 31.3 25.2 45.8 37.5
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, April 7, 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 : 20,685: 3,856 2,953 3,504 7,382 3,919 14,742 10,375: 5,942 10,309
Old : 20,685: 3,856 2,953 3,504 7,382 3,919 14,742 10,375: 5,942 10,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 33: 289 -83 -624 532 275 196 -432: -163 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 14.3 16.9 35.7 18.9 71.3 50.2: 28.7 49.8
Old : 100.0: 18.6 14.3 16.9 35.7 18.9 71.3 50.2: 28.7 49.8
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 : 95: 20 23 19 34 33 66 63:
Old : 95: 20 23 19 34 33 66 63:
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 : 17.9 14.3 29.1 21.7 15.9 9.4 25.6 14.5
Old : 17.9 14.3 29.1 21.7 15.9 9.4 25.6 14.5
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, April 7, 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 : 10,623: 1,185 1,306 219 8,914 8,581 10,318 10,106: 305 517
Old : 10,623: 1,185 1,306 219 8,914 8,581 10,318 10,106: 305 517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -158: 1 -7 4 -163 -219 -158 -222: 0 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 12.3 2.1 83.9 80.8 97.1 95.1: 2.9 4.9
Old : 100.0: 11.2 12.3 2.1 83.9 80.8 97.1 95.1: 2.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 6 1 10 6 13 12:
Old : 21: 2 6 1 10 6 13 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 : 72.0 82.3 88.9 91.8 72.0 82.2 88.9 90.0
Old : 72.0 82.3 88.9 91.8 72.0 82.2 88.9 90.0
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, April 7, 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 : 65,211: 7,324 30,812 2,948 24,414 11,711 34,686 45,471: 30,525 19,740
Old : 65,211: 7,324 30,812 2,948 24,414 11,711 34,686 45,471: 30,525 19,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -2,219: 819 536 -1,376 -1,387 -2,844 -1,944 -3,684: -275 1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 47.2 4.5 37.4 18.0 53.2 69.7: 46.8 30.3
Old : 100.0: 11.2 47.2 4.5 37.4 18.0 53.2 69.7: 46.8 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 : 52: 12 18 9 13 15 30 37:
Old : 52: 12 18 9 13 15 30 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 35.1 33.9 43.7 25.8 35.1 31.2 42.1
Old : 27.4 35.1 33.9 43.7 25.8 35.1 31.2 42.1
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, April 7, 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 : 32,106: 3,935 6,834 3,079 12,395 10,067 19,408 19,980: 12,698 12,127
Old : 32,106: 3,935 6,834 3,079 12,395 10,067 19,408 19,980: 12,698 12,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -2,759: -139 -666 -280 168 -1,949 -251 -2,896: -2,509 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 21.3 9.6 38.6 31.4 60.5 62.2: 39.5 37.8
Old : 100.0: 12.3 21.3 9.6 38.6 31.4 60.5 62.2: 39.5 37.8
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 : 33: 9 11 4 10 7 20 21:
Old : 33: 9 11 4 10 7 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 : 29.2 33.3 45.1 45.7 28.7 30.4 37.6 38.5
Old : 29.2 33.3 45.1 45.7 28.7 30.4 37.6 38.5
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, April 7, 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 : 43,610: 17,293 11,721 448 21,488 26,830 39,229 38,999: 4,381 4,611
Old : 43,610: 17,293 11,721 448 21,488 26,830 39,229 38,999: 4,381 4,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -808: 4,401 -4,137 308 -8,082 1,401 -3,373 -2,428: 2,565 1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 26.9 1.0 49.3 61.5 90.0 89.4: 10.0 10.6
Old : 100.0: 39.7 26.9 1.0 49.3 61.5 90.0 89.4: 10.0 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 19 25 3 5 14 25 41:
Old : 62: 19 25 3 5 14 25 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 : 70.5 43.0 80.0 63.7 70.5 43.0 80.0 62.0
Old : 70.5 43.0 80.0 63.7 70.5 43.0 80.0 62.0
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, April 7, 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 : 86,477: 7,741 42,164 3,653 51,872 18,061 63,265 63,877: 23,212 22,600
Old : 86,477: 7,741 42,164 3,653 51,872 18,061 63,265 63,877: 23,212 22,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -1,628: -1,959 1,166 -1,397 -239 -2,497 -3,595 -2,728: 1,967 1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 48.8 4.2 60.0 20.9 73.2 73.9: 26.8 26.1
Old : 100.0: 9.0 48.8 4.2 60.0 20.9 73.2 73.9: 26.8 26.1
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 : 56: 11 23 11 16 14 33 42:
Old : 56: 11 23 11 16 14 33 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 : 47.4 32.5 56.5 47.3 47.3 31.9 55.7 45.6
Old : 47.4 32.5 56.5 47.3 47.3 31.9 55.7 45.6
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, April 7, 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 : 105,710: 24,793 28,755 12,477 51,489 33,836 88,759 75,068: 16,951 30,642
Old : 105,710: 24,793 28,755 12,477 51,489 33,836 88,759 75,068: 16,951 30,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 2,843: -860 -2,591 -3,820 9,386 5,226 4,706 -1,185: -1,863 4,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 27.2 11.8 48.7 32.0 84.0 71.0: 16.0 29.0
Old : 100.0: 23.5 27.2 11.8 48.7 32.0 84.0 71.0: 16.0 29.0
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 : 78: 18 32 14 23 16 51 52:
Old : 78: 18 32 14 23 16 51 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 30.2 48.7 40.7 31.1 26.0 44.6 33.1
Old : 32.9 30.2 48.7 40.7 31.1 26.0 44.6 33.1
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, April 7, 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 : 133,754: 30,594 28,424 12,067 47,268 63,998 89,928 104,489: 43,825 29,265
Old : 133,754: 30,594 28,424 12,067 47,268 63,998 89,928 104,489: 43,825 29,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 167: -270 -2,209 -4,965 6,053 11,759 817 4,585: -650 -4,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 21.3 9.0 35.3 47.8 67.2 78.1: 32.8 21.9
Old : 100.0: 22.9 21.3 9.0 35.3 47.8 67.2 78.1: 32.8 21.9
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 : 106: 34 34 24 25 29 69 77:
Old : 106: 34 34 24 25 29 69 77:
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 : 21.0 31.3 30.4 42.9 20.9 27.6 30.1 37.3
Old : 21.0 31.3 30.4 42.9 20.9 27.6 30.1 37.3
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, April 7, 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 : 13,704: 4,359 1,391 0 5,388 10,906 9,747 12,297: 3,957 1,407
Old : 13,704: 4,359 1,391 0 5,388 10,906 9,747 12,297: 3,957 1,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -420: 776 -3,131 0 -1,390 2,767 -614 -364: 194 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 10.2 0.0 39.3 79.6 71.1 89.7: 28.9 10.3
Old : 100.0: 31.8 10.2 0.0 39.3 79.6 71.1 89.7: 28.9 10.3
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 : 26: 7 6 0 5 9 12 15:
Old : 26: 7 6 0 5 9 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 70.1 67.9 80.6 45.3 69.9 67.9 80.4
Old : 45.3 70.1 67.9 80.6 45.3 69.9 67.9 80.4
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, April 7, 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 : 41,622: 8,662 650 5 23,414 36,200 32,081 36,855: 9,541 4,767
Old : 41,622: 8,662 650 5 23,414 36,200 32,081 36,855: 9,541 4,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 1,613: 1,965 650 -593 -1,684 961 -312 1,018: 1,925 595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 1.6 0.0 56.3 87.0 77.1 88.5: 22.9 11.5
Old : 100.0: 20.8 1.6 0.0 56.3 87.0 77.1 88.5: 22.9 11.5
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 : 20: 3 1 1 14 8 17 10:
Old : 20: 3 1 1 14 8 17 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 : 34.6 73.2 55.9 87.6 34.6 66.5 54.9 79.7
Old : 34.6 73.2 55.9 87.6 34.6 66.5 54.9 79.7
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, April 7, 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 :10,831,285: 603,096 270,288 3,639,045 5,608,079 6,078,673 9,850,220 9,988,006: 981,065 843,279
Old :10,831,285: 603,096 270,288 3,639,045 5,608,079 6,078,673 9,850,220 9,988,006: 981,065 843,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -151,532: -36,188 -48,348 -15,146 -133,512 -122,791 -184,846 -186,284: 33,314 34,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.5 33.6 51.8 56.1 90.9 92.2: 9.1 7.8
Old : 100.0: 5.6 2.5 33.6 51.8 56.1 90.9 92.2: 9.1 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 63 32 89 111 112 207 206:
Old : 219: 63 32 89 111 112 207 206:
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 : 22.1 27.7 35.3 42.8 13.3 17.3 16.9 21.3
Old : 22.1 27.7 35.3 42.8 13.3 17.3 16.9 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 562,715: 54,344 30,365 36,976 365,503 440,415 456,822 507,757: 105,893 54,959
Old : 562,715: 54,344 30,365 36,976 365,503 440,415 456,822 507,757: 105,893 54,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 1,658: -755 -751 1,963 3,771 -367 4,979 844: -3,321 814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 5.4 6.6 65.0 78.3 81.2 90.2: 18.8 9.8
Old : 100.0: 9.7 5.4 6.6 65.0 78.3 81.2 90.2: 18.8 9.8
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 : 177: 38 28 45 83 75 142 127:
Old : 177: 38 28 45 83 75 142 127:
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 : 17.9 25.3 27.4 38.0 16.8 25.2 25.3 36.5
Old : 17.9 25.3 27.4 38.0 16.8 25.2 25.3 36.5
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, April 7, 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 : 2,607,291: 453,021 371,157 100,487 1,875,601 1,901,195 2,429,109 2,372,840: 178,182 234,451
Old : 2,607,291: 453,021 371,157 100,487 1,875,601 1,901,195 2,429,109 2,372,840: 178,182 234,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -7,655: -29,500 2,484 4,297 32,848 28,825 7,646 35,605: -15,301 -43,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 14.2 3.9 71.9 72.9 93.2 91.0: 6.8 9.0
Old : 100.0: 17.4 14.2 3.9 71.9 72.9 93.2 91.0: 6.8 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 : 408: 90 102 70 146 148 274 282:
Old : 408: 90 102 70 146 148 274 282:
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 : 19.9 20.5 32.9 31.1 16.9 15.8 28.8 25.0
Old : 19.9 20.5 32.9 31.1 16.9 15.8 28.8 25.0
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, April 7, 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 : 107,476: 13,950 10,435 153 85,022 92,578 99,124 103,166: 8,351 4,310
Old : 107,476: 13,950 10,435 153 85,022 92,578 99,124 103,166: 8,351 4,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -3,512: -474 -669 53 -2,623 -4,147 -3,045 -4,764: -468 1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 9.7 0.1 79.1 86.1 92.2 96.0: 7.8 4.0
Old : 100.0: 13.0 9.7 0.1 79.1 86.1 92.2 96.0: 7.8 4.0
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 : 82: 8 6 2 49 32 58 39:
Old : 82: 8 6 2 49 32 58 39:
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 : 36.9 54.1 54.9 69.1 34.8 54.1 52.7 69.1
Old : 36.9 54.1 54.9 69.1 34.8 54.1 52.7 69.1
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, April 7, 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 : 20,493: 2,476 2,619 0 14,317 15,619 16,793 18,238: 3,700 2,255
Old : 20,493: 2,476 2,619 0 14,317 15,619 16,793 18,238: 3,700 2,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 574: 249 863 0 767 -84 1,016 779: -443 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 12.8 0.0 69.9 76.2 81.9 89.0: 18.1 11.0
Old : 100.0: 12.1 12.8 0.0 69.9 76.2 81.9 89.0: 18.1 11.0
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 : 37: 5 5 0 15 17 20 22:
Old : 37: 5 5 0 15 17 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 47.7 64.5 64.0 49.8 43.6 62.9 59.9
Old : 49.8 47.7 64.5 64.0 49.8 43.6 62.9 59.9
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, April 7, 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 : 242,323: 62,322 53,170 2,922 156,781 168,951 222,025 225,043: 20,298 17,280
Old : 242,323: 62,322 53,170 2,922 156,781 168,951 222,025 225,043: 20,298 17,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -1,090: -5,859 -950 229 8,908 4,218 3,278 3,497: -4,368 -4,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 21.9 1.2 64.7 69.7 91.6 92.9: 8.4 7.1
Old : 100.0: 25.7 21.9 1.2 64.7 69.7 91.6 92.9: 8.4 7.1
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 : 184: 44 41 11 59 56 109 102:
Old : 184: 44 41 11 59 56 109 102:
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 : 34.5 32.3 45.4 46.0 24.0 27.5 34.0 37.9
Old : 34.5 32.3 45.4 46.0 24.0 27.5 34.0 37.9
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, April 7, 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 : 75,863: 28,864 10,650 2,457 21,829 54,733 53,150 67,840: 22,713 8,024
Old : 75,863: 28,864 10,650 2,457 21,829 54,733 53,150 67,840: 22,713 8,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 5,534: 4,437 -2,298 -1,253 155 10,247 3,339 6,695: 2,195 -1,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 14.0 3.2 28.8 72.1 70.1 89.4: 29.9 10.6
Old : 100.0: 38.0 14.0 3.2 28.8 72.1 70.1 89.4: 29.9 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 : 58: 28 12 7 10 13 43 27:
Old : 58: 28 12 7 10 13 43 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 : 28.9 65.4 38.5 75.2 28.9 64.3 38.3 73.3
Old : 28.9 65.4 38.5 75.2 28.9 64.3 38.3 73.3
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, April 7, 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 : 28,503: 4,320 9,726 4 18,766 13,849 23,090 23,579: 5,413 4,924
Old : 28,503: 4,320 9,726 4 18,766 13,849 23,090 23,579: 5,413 4,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -660: -293 -685 0 -540 322 -833 -363: 173 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 34.1 0.0 65.8 48.6 81.0 82.7: 19.0 17.3
Old : 100.0: 15.2 34.1 0.0 65.8 48.6 81.0 82.7: 19.0 17.3
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 : 49: 8 9 1 15 21 23 31:
Old : 49: 8 9 1 15 21 23 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 37.3 61.8 50.2 48.6 36.5 61.1 49.4
Old : 48.6 37.3 61.8 50.2 48.6 36.5 61.1 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 46,095: 15,762 10,091 345 17,855 31,955 33,962 42,391: 12,133 3,704
Old : 46,095: 15,762 10,091 345 17,855 31,955 33,962 42,391: 12,133 3,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 484: 965 1,196 -152 2,126 1,551 2,939 2,595: -2,455 -2,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 21.9 0.7 38.7 69.3 73.7 92.0: 26.3 8.0
Old : 100.0: 34.2 21.9 0.7 38.7 69.3 73.7 92.0: 26.3 8.0
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 : 53: 11 9 1 21 16 32 26:
Old : 53: 11 9 1 21 16 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 56.3 42.2 72.5 27.5 56.3 40.1 70.9
Old : 28.2 56.3 42.2 72.5 27.5 56.3 40.1 70.9
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, April 7, 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 : 26,760: 3,322 8,912 41 21,781 16,183 25,144 25,136: 1,616 1,624
Old : 26,760: 3,322 8,912 41 21,781 16,183 25,144 25,136: 1,616 1,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: -1,766: 261 329 -248 -1,718 -1,707 -1,705 -1,626: -61 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 33.3 0.2 81.4 60.5 94.0 93.9: 6.0 6.1
Old : 100.0: 12.4 33.3 0.2 81.4 60.5 94.0 93.9: 6.0 6.1
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 : 35: 8 5 3 11 13 21 19:
Old : 35: 8 5 3 11 13 21 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 : 71.6 65.7 81.6 81.4 70.1 65.7 80.1 81.4
Old : 71.6 65.7 81.6 81.4 70.1 65.7 80.1 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2009