MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 36,823: 7,556 5,097 1,286 22,646 26,121 31,488 32,504: 5,335 4,319
Old : 36,823: 7,556 5,097 1,286 22,646 26,121 31,488 32,504: 5,335 4,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -3,767: -63 -158 -79 -3,367 -3,088 -3,509 -3,325: -258 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 13.8 3.5 61.5 70.9 85.5 88.3: 14.5 11.7
Old : 100.0: 20.5 13.8 3.5 61.5 70.9 85.5 88.3: 14.5 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 23 14 16 32 32 62 56:
Old : 87: 23 14 16 32 32 62 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 45.1 51.3 58.3 38.5 41.5 50.1 54.6
Old : 38.5 45.1 51.3 58.3 38.5 41.5 50.1 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 228,430: 70,652 27,590 40,728 91,366 125,345 202,746 193,663: 25,684 34,767
Old : 210,662: 66,501 32,524 32,948 89,247 113,973 188,696 179,445: 21,966 31,217
Other: 17,768: 10,630 1,545 1,301 2,119 11,372 14,050 14,218: 3,718 3,550
: : :
: : Changes in Commitments from: March 1, 2011 :
: -10,417: -4,236 -1,911 -3,251 -3,261 -4,133 -10,748 -9,295: 331 -1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 12.1 17.8 40.0 54.9 88.8 84.8: 11.2 15.2
Old : 100.0: 31.6 15.4 15.6 42.4 54.1 89.6 85.2: 10.4 14.8
Other: 100.0: 59.8 8.7 7.3 11.9 64.0 79.1 80.0: 20.9 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 103 56 106 52 71 212 197:
Old : 263: 96 65 101 42 69 197 194:
Other: 97: 31 10 15 21 40 60 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 25.5 32.2 34.2 19.9 25.0 31.7 32.3
Old : 21.8 26.1 34.1 34.8 21.7 26.0 33.7 33.8
Other: 32.9 30.3 46.1 42.8 32.9 30.3 46.1 42.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 362,122: 129,895 57,316 57,184 144,239 178,177 331,318 292,677: 30,804 69,445
Old : 362,122: 129,895 57,316 57,184 144,239 178,177 331,318 292,677: 30,804 69,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 6,279: 2,477 -1,254 -148 1,228 3,878 3,557 2,476: 2,722 3,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 15.8 15.8 39.8 49.2 91.5 80.8: 8.5 19.2
Old : 100.0: 35.9 15.8 15.8 39.8 49.2 91.5 80.8: 8.5 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 140 79 123 77 185 288 337:
Old : 440: 140 79 123 77 185 288 337:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 13.3 31.1 21.0 19.2 12.8 30.8 19.0
Old : 19.3 13.3 31.1 21.0 19.2 12.8 30.8 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,534: 4,276 1,362 884 2,880 5,657 8,040 7,903: 1,494 1,631
Old : 9,534: 4,276 1,362 884 2,880 5,657 8,040 7,903: 1,494 1,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -247: -205 -207 32 16 -116 -157 -291: -90 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 14.3 9.3 30.2 59.3 84.3 82.9: 15.7 17.1
Old : 100.0: 44.9 14.3 9.3 30.2 59.3 84.3 82.9: 15.7 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 26 15 10 17 26 52 43:
Old : 76: 26 15 10 17 26 52 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 : 38.6 33.4 55.3 46.9 38.6 33.4 55.2 45.9
Old : 38.6 33.4 55.3 46.9 38.6 33.4 55.2 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 48,448: 20,595 5,919 4,997 14,778 13,581 40,370 24,497: 8,078 23,951
Old : 48,448: 20,595 5,919 4,997 14,778 13,581 40,370 24,497: 8,078 23,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -1,570: 1 400 -1,709 -473 -336 -2,181 -1,645: 611 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 12.2 10.3 30.5 28.0 83.3 50.6: 16.7 49.4
Old : 100.0: 42.5 12.2 10.3 30.5 28.0 83.3 50.6: 16.7 49.4
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 : 184: 53 38 32 32 74 105 130:
Old : 184: 53 38 32 32 74 105 130:
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 : 18.7 8.5 31.5 13.7 18.7 8.2 30.5 12.3
Old : 18.7 8.5 31.5 13.7 18.7 8.2 30.5 12.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 65,520: 13,452 0 0 51,269 65,216 64,721 65,216: 799 304
Old : 65,520: 13,452 0 0 51,269 65,216 64,721 65,216: 799 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -927: -2,783 0 -3,755 5,978 3,509 -560 -246: -367 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 0.0 0.0 78.2 99.5 98.8 99.5: 1.2 0.5
Old : 100.0: 20.5 0.0 0.0 78.2 99.5 98.8 99.5: 1.2 0.5
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 : 21: 7 0 0 13 13 20 13:
Old : 21: 7 0 0 13 13 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 62.0 89.2 88.3 62.6 54.5 70.0 69.3
Old : 76.6 62.0 89.2 88.3 62.6 54.5 70.0 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 174,715: 81,253 3,709 753 37,451 152,641 119,457 157,103: 55,258 17,612
Old : 174,715: 81,253 3,709 753 37,451 152,641 119,457 157,103: 55,258 17,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 26,301: 2,888 -1,829 410 20,672 29,580 23,970 28,161: 2,331 -1,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 2.1 0.4 21.4 87.4 68.4 89.9: 31.6 10.1
Old : 100.0: 46.5 2.1 0.4 21.4 87.4 68.4 89.9: 31.6 10.1
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 : 88: 44 8 6 17 32 66 41:
Old : 88: 44 8 6 17 32 66 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 : 23.5 51.0 34.2 65.3 19.8 43.5 28.9 57.6
Old : 23.5 51.0 34.2 65.3 19.8 43.5 28.9 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 62,936: 30,841 7,180 73 5,161 46,508 36,075 53,761: 26,861 9,175
Old : 62,936: 30,841 7,180 73 5,161 46,508 36,075 53,761: 26,861 9,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 5,576: 1,623 -4,021 -23 3,185 11,617 4,785 7,573: 791 -1,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 11.4 0.1 8.2 73.9 57.3 85.4: 42.7 14.6
Old : 100.0: 49.0 11.4 0.1 8.2 73.9 57.3 85.4: 42.7 14.6
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 : 45: 18 5 3 8 21 26 29:
Old : 45: 18 5 3 8 21 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 48.4 39.6 62.3 25.7 48.4 38.6 60.1
Old : 25.7 48.4 39.6 62.3 25.7 48.4 38.6 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 157,775: 118,812 5,647 1,640 28,874 149,038 149,326 156,325: 8,449 1,450
Old : 157,775: 118,812 5,647 1,640 28,874 149,038 149,326 156,325: 8,449 1,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 22,954: 17,275 1,312 919 3,647 20,993 21,841 23,224: 1,113 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 3.6 1.0 18.3 94.5 94.6 99.1: 5.4 0.9
Old : 100.0: 75.3 3.6 1.0 18.3 94.5 94.6 99.1: 5.4 0.9
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 : 125: 76 10 7 19 22 100 38:
Old : 125: 76 10 7 19 22 100 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 54.8 54.3 76.4 39.7 54.8 54.3 74.6
Old : 39.7 54.8 54.3 76.4 39.7 54.8 54.3 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 145,352: 54,967 21,061 2,668 47,957 96,190 105,592 119,919: 39,760 25,433
Old : 145,352: 54,967 21,061 2,668 47,957 96,190 105,592 119,919: 39,760 25,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 19,002: 2,845 -5,252 2,365 9,267 18,267 14,477 15,380: 4,525 3,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 14.5 1.8 33.0 66.2 72.6 82.5: 27.4 17.5
Old : 100.0: 37.8 14.5 1.8 33.0 66.2 72.6 82.5: 27.4 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 32 23 8 26 38 65 63:
Old : 100: 32 23 8 26 38 65 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 : 28.5 36.1 40.8 49.7 27.9 34.9 38.2 43.9
Old : 28.5 36.1 40.8 49.7 27.9 34.9 38.2 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 131,247: 43,205 26,549 363 60,542 68,760 104,110 95,672: 27,137 35,575
Old : 131,247: 43,205 26,549 363 60,542 68,760 104,110 95,672: 27,137 35,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -5,314: -19,191 5,427 -604 12,779 -10,865 -7,016 -6,042: 1,702 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 20.2 0.3 46.1 52.4 79.3 72.9: 20.7 27.1
Old : 100.0: 32.9 20.2 0.3 46.1 52.4 79.3 72.9: 20.7 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 : 102: 24 31 5 28 28 55 61:
Old : 102: 24 31 5 28 28 55 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 : 31.3 31.0 45.2 41.3 31.3 30.4 45.2 40.7
Old : 31.3 31.0 45.2 41.3 31.3 30.4 45.2 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 263,702: 98,171 35,877 10,602 93,190 167,583 201,963 214,062: 61,739 49,640
Old : 263,702: 98,171 35,877 10,602 93,190 167,583 201,963 214,062: 61,739 49,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 46,636: 15,067 4,081 6,331 26,626 37,889 48,024 48,301: -1,388 -1,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 13.6 4.0 35.3 63.6 76.6 81.2: 23.4 18.8
Old : 100.0: 37.2 13.6 4.0 35.3 63.6 76.6 81.2: 23.4 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 56 37 26 44 47 112 98:
Old : 162: 56 37 26 44 47 112 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 31.2 29.4 43.9 16.6 28.3 24.9 39.6
Old : 18.2 31.2 29.4 43.9 16.6 28.3 24.9 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 27,699: 13,467 9,121 849 10,783 15,449 25,099 25,419: 2,600 2,280
Old : 27,699: 13,467 9,121 849 10,783 15,449 25,099 25,419: 2,600 2,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 733: -1,859 1,206 707 2,045 -1,811 893 102: -160 631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 32.9 3.1 38.9 55.8 90.6 91.8: 9.4 8.2
Old : 100.0: 48.6 32.9 3.1 38.9 55.8 90.6 91.8: 9.4 8.2
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 : 44: 13 11 2 13 11 26 24:
Old : 44: 13 11 2 13 11 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 58.1 66.4 73.9 48.3 55.5 63.9 71.4
Old : 50.6 58.1 66.4 73.9 48.3 55.5 63.9 71.4
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 9,524,222: 985,172 826,595 993,041 6,706,570 6,696,485 8,684,783 8,516,121: 839,439 1,008,101
Old : 9,524,222: 985,172 826,595 993,041 6,706,570 6,696,485 8,684,783 8,516,121: 839,439 1,008,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 197,314: 71,237 15,499 -21,309 145,895 217,591 195,823 211,781: 1,491 -14,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.7 10.4 70.4 70.3 91.2 89.4: 8.8 10.6
Old : 100.0: 10.3 8.7 10.4 70.4 70.3 91.2 89.4: 8.8 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 : 276: 57 55 85 136 148 243 246:
Old : 276: 57 55 85 136 148 243 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 25.9 50.9 39.0 38.9 20.5 45.4 30.5
Old : 41.2 25.9 50.9 39.0 38.9 20.5 45.4 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 979,528: 78,626 97,692 59,055 698,932 715,745 836,612 872,492: 142,916 107,036
Old : 979,528: 78,626 97,692 59,055 698,932 715,745 836,612 872,492: 142,916 107,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 33,311: -175 1,217 6,258 26,890 20,688 32,973 28,163: 338 5,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 10.0 6.0 71.4 73.1 85.4 89.1: 14.6 10.9
Old : 100.0: 8.0 10.0 6.0 71.4 73.1 85.4 89.1: 14.6 10.9
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 : 557: 104 111 65 229 234 370 376:
Old : 557: 104 111 65 229 234 370 376:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 16.0 27.6 25.6 13.7 11.6 19.0 18.7
Old : 19.4 16.0 27.6 25.6 13.7 11.6 19.0 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 371,968: 14,660 51,056 9,478 249,642 266,951 273,780 327,485: 98,188 44,483
Old : 371,968: 14,660 51,056 9,478 249,642 266,951 273,780 327,485: 98,188 44,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 19,870: -2,012 4,977 634 15,246 12,006 13,868 17,617: 6,002 2,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 13.7 2.5 67.1 71.8 73.6 88.0: 26.4 12.0
Old : 100.0: 3.9 13.7 2.5 67.1 71.8 73.6 88.0: 26.4 12.0
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 : 129: 16 18 9 64 60 85 82:
Old : 129: 16 18 9 64 60 85 82:
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 : 24.8 24.5 34.8 39.0 23.1 24.0 32.0 38.5
Old : 24.8 24.5 34.8 39.0 23.1 24.0 32.0 38.5
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 - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,037,799: 534,578 447,932 33,134 2,246,449 2,243,969 2,814,161 2,725,035: 223,638 312,764
Old : 3,037,799: 534,578 447,932 33,134 2,246,449 2,243,969 2,814,161 2,725,035: 223,638 312,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 67,204: 35,863 7,879 1,440 58,220 43,412 95,523 52,731: -28,319 14,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 14.7 1.1 73.9 73.9 92.6 89.7: 7.4 10.3
Old : 100.0: 17.6 14.7 1.1 73.9 73.9 92.6 89.7: 7.4 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 : 521: 101 107 53 195 215 324 348:
Old : 521: 101 107 53 195 215 324 348:
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 : 21.3 19.6 31.2 26.3 18.4 15.0 26.5 21.4
Old : 21.3 19.6 31.2 26.3 18.4 15.0 26.5 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 103,970: 11,062 8,503 1,055 80,296 90,221 92,413 99,779: 11,557 4,191
Old : 103,970: 11,062 8,503 1,055 80,296 90,221 92,413 99,779: 11,557 4,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 2,445: -57 1,987 -475 3,623 923 3,091 2,435: -646 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.2 1.0 77.2 86.8 88.9 96.0: 11.1 4.0
Old : 100.0: 10.6 8.2 1.0 77.2 86.8 88.9 96.0: 11.1 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 : 93: 13 6 2 48 40 62 47:
Old : 93: 13 6 2 48 40 62 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 37.1 52.6 54.9 37.1 37.1 49.5 54.9
Old : 39.9 37.1 52.6 54.9 37.1 37.1 49.5 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 93,669: 21,788 10,425 3,438 57,667 73,611 82,893 87,474: 10,776 6,196
Old : 93,669: 21,788 10,425 3,438 57,667 73,611 82,893 87,474: 10,776 6,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 1,936: 2,327 687 1,027 -1,267 -179 2,088 1,535: -151 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 11.1 3.7 61.6 78.6 88.5 93.4: 11.5 6.6
Old : 100.0: 23.3 11.1 3.7 61.6 78.6 88.5 93.4: 11.5 6.6
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 : 230: 70 31 15 79 77 151 121:
Old : 230: 70 31 15 79 77 151 121:
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 : 23.0 32.1 35.8 47.8 17.8 25.0 27.1 36.0
Old : 23.0 32.1 35.8 47.8 17.8 25.0 27.1 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 20,916: 785 4,731 0 16,565 13,422 17,350 18,153: 3,566 2,763
Old : 20,916: 785 4,731 0 16,565 13,422 17,350 18,153: 3,566 2,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 1,261: 217 1,939 0 1,312 -380 1,529 1,559: -268 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 22.6 0.0 79.2 64.2 83.0 86.8: 17.0 13.2
Old : 100.0: 3.8 22.6 0.0 79.2 64.2 83.0 86.8: 17.0 13.2
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 : 27: 3 4 0 12 12 15 16:
Old : 27: 3 4 0 12 12 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 45.8 74.9 70.0 54.1 40.5 68.8 64.8
Old : 56.3 45.8 74.9 70.0 54.1 40.5 68.8 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 363,766: 117,786 41,240 4,420 205,508 300,943 327,714 346,603: 36,052 17,163
Old : 363,766: 117,786 41,240 4,420 205,508 300,943 327,714 346,603: 36,052 17,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 3,377: 18,639 1,831 -2,953 -12,893 1,003 2,793 -119: 584 3,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 11.3 1.2 56.5 82.7 90.1 95.3: 9.9 4.7
Old : 100.0: 32.4 11.3 1.2 56.5 82.7 90.1 95.3: 9.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 68 31 12 75 75 145 116:
Old : 227: 68 31 12 75 75 145 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 37.2 34.4 55.7 20.6 36.6 32.6 53.6
Old : 21.4 37.2 34.4 55.7 20.6 36.6 32.6 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 152,865: 80,756 7,061 5,180 30,380 125,660 116,316 137,901: 36,549 14,964
Old : 152,865: 80,756 7,061 5,180 30,380 125,660 116,316 137,901: 36,549 14,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 17,338: 358 -1,484 4,173 12,665 15,454 17,196 18,143: 142 -805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 4.6 3.4 19.9 82.2 76.1 90.2: 23.9 9.8
Old : 100.0: 52.8 4.6 3.4 19.9 82.2 76.1 90.2: 23.9 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 : 75: 31 12 4 17 26 50 40:
Old : 75: 31 12 4 17 26 50 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 : 30.2 46.2 43.7 67.3 30.2 45.9 42.7 63.2
Old : 30.2 46.2 43.7 67.3 30.2 45.9 42.7 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 64,355: 7,630 12,409 2,419 34,779 19,649 44,828 34,477: 19,527 29,878
Old : 64,355: 7,630 12,409 2,419 34,779 19,649 44,828 34,477: 19,527 29,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 19,959: -1,002 255 2,013 9,960 9,077 10,971 11,345: 8,988 8,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 19.3 3.8 54.0 30.5 69.7 53.6: 30.3 46.4
Old : 100.0: 11.9 19.3 3.8 54.0 30.5 69.7 53.6: 30.3 46.4
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 : 64: 15 10 6 28 20 46 34:
Old : 64: 15 10 6 28 20 46 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 21.4 40.1 33.8 23.1 16.6 31.8 26.4
Old : 28.7 21.4 40.1 33.8 23.1 16.6 31.8 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 74,030: 17,512 4,632 1,397 44,109 47,367 63,018 53,396: 11,012 20,634
Old : 74,030: 17,512 4,632 1,397 44,109 47,367 63,018 53,396: 11,012 20,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 9,466: 2,447 691 18 8,061 14,298 10,526 15,007: -1,060 -5,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 6.3 1.9 59.6 64.0 85.1 72.1: 14.9 27.9
Old : 100.0: 23.7 6.3 1.9 59.6 64.0 85.1 72.1: 14.9 27.9
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 : 67: 21 5 6 28 30 50 40:
Old : 67: 21 5 6 28 30 50 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 : 28.5 30.9 43.2 49.5 23.3 28.6 36.5 43.8
Old : 28.5 30.9 43.2 49.5 23.3 28.6 36.5 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, March 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,716: 4,370 3,117 54 7,376 10,878 11,800 14,049: 2,916 667
Old : 14,716: 4,370 3,117 54 7,376 10,878 11,800 14,049: 2,916 667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 388: 454 -5 54 -531 -12 -23 37: 411 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 21.2 0.4 50.1 73.9 80.2 95.5: 19.8 4.5
Old : 100.0: 29.7 21.2 0.4 50.1 73.9 80.2 95.5: 19.8 4.5
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 : 22: 10 5 3 5 2 17 8:
Old : 22: 10 5 3 5 2 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 92.8 67.4 95.5 52.7 92.8 67.4 95.1
Old : 52.7 92.8 67.4 95.5 52.7 92.8 67.4 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2011