MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 57,843: 8,376 2,225 12,983 28,681 33,237 50,040 48,445: 7,803 9,398
Old : 57,843: 8,376 2,225 12,983 28,681 33,237 50,040 48,445: 7,803 9,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -4,675: 262 -437 -256 -4,232 -3,287 -4,226 -3,980: -449 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 3.8 22.4 49.6 57.5 86.5 83.8: 13.5 16.2
Old : 100.0: 14.5 3.8 22.4 49.6 57.5 86.5 83.8: 13.5 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 33 8 28 42 44 82 74:
Old : 95: 33 8 28 42 44 82 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 34.9 39.1 46.6 27.4 32.6 35.0 42.5
Old : 27.6 34.9 39.1 46.6 27.4 32.6 35.0 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 261,670: 72,717 14,670 67,478 94,531 140,707 234,725 222,855: 26,945 38,815
Old : 239,991: 67,850 21,019 57,322 91,797 126,750 216,969 205,092: 23,022 34,899
Other: 21,679: 11,349 133 3,673 2,734 13,957 17,756 17,763: 3,924 3,916
: : :
: : Changes in Commitments from: March 1, 2011 :
: -8,153: -2,976 -2,356 -1,399 -3,546 -2,991 -7,920 -6,746: -232 -1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 5.6 25.8 36.1 53.8 89.7 85.2: 10.3 14.8
Old : 100.0: 28.3 8.8 23.9 38.3 52.8 90.4 85.5: 9.6 14.5
Other: 100.0: 52.4 0.6 16.9 12.6 64.4 81.9 81.9: 18.1 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 111 51 117 58 72 228 200:
Old : 264: 104 59 114 52 70 219 197:
Other: 101: 38 3 22 26 44 71 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 24.8 28.3 33.4 17.5 24.1 27.8 31.4
Old : 19.1 24.9 29.9 33.8 19.1 24.3 29.6 32.5
Other: 27.0 29.2 39.7 42.8 27.0 27.9 38.0 40.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 456,057: 128,521 21,864 138,713 155,671 213,644 422,905 374,221: 33,152 81,835
Old : 456,057: 128,521 21,864 138,713 155,671 213,644 422,905 374,221: 33,152 81,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 13,893: 2,649 -4,898 7,165 1,384 6,756 11,198 9,023: 2,695 4,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 4.8 30.4 34.1 46.8 92.7 82.1: 7.3 17.9
Old : 100.0: 28.2 4.8 30.4 34.1 46.8 92.7 82.1: 7.3 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 153 73 141 105 192 333 350:
Old : 450: 153 73 141 105 192 333 350:
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 : 16.7 16.2 26.9 23.1 16.4 13.8 25.6 17.9
Old : 16.7 16.2 26.9 23.1 16.4 13.8 25.6 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 9,741: 4,288 1,326 1,005 2,902 5,736 8,194 8,067: 1,547 1,674
Old : 9,741: 4,288 1,326 1,005 2,902 5,736 8,194 8,067: 1,547 1,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -261: -214 -213 30 6 -116 -178 -299: -83 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 13.6 10.3 29.8 58.9 84.1 82.8: 15.9 17.2
Old : 100.0: 44.0 13.6 10.3 29.8 58.9 84.1 82.8: 15.9 17.2
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 : 78: 27 15 13 18 27 55 46:
Old : 78: 27 15 13 18 27 55 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 32.8 54.1 46.0 37.8 32.8 54.0 44.9
Old : 37.8 32.8 54.1 46.0 37.8 32.8 54.0 44.9
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 with Delta-adjusted Options and Futures Combined, 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 : 55,127: 20,804 2,791 10,657 15,108 14,996 46,569 28,444: 8,558 26,683
Old : 55,127: 20,804 2,791 10,657 15,108 14,996 46,569 28,444: 8,558 26,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -1,131: 26 21 -1,181 -557 -210 -1,711 -1,370: 580 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 5.1 19.3 27.4 27.2 84.5 51.6: 15.5 48.4
Old : 100.0: 37.7 5.1 19.3 27.4 27.2 84.5 51.6: 15.5 48.4
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 : 200: 60 36 42 53 79 137 139:
Old : 200: 60 36 42 53 79 137 139:
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 : 16.5 9.2 28.5 14.7 16.5 7.2 26.8 10.1
Old : 16.5 9.2 28.5 14.7 16.5 7.2 26.8 10.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 65,532: 13,442 0 10 51,281 65,218 64,733 65,228: 799 304
Old : 65,532: 13,442 0 10 51,281 65,218 64,733 65,228: 799 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -936: -2,796 0 -3,762 5,990 3,507 -569 -255: -367 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 0.0 0.0 78.3 99.5 98.8 99.5: 1.2 0.5
Old : 100.0: 20.5 0.0 0.0 78.3 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 1 13 13 20 14:
Old : 21: 7 0 1 13 13 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 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 with Delta-adjusted Options and Futures Combined, 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 : 181,374: 81,006 3,843 2,836 40,458 154,730 124,301 161,409: 57,073 19,965
Old : 181,374: 81,006 3,843 2,836 40,458 154,730 124,301 161,409: 57,073 19,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 22,718: 3,362 -2,013 -580 18,821 28,492 21,603 25,899: 1,114 -3,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 2.1 1.6 22.3 85.3 68.5 89.0: 31.5 11.0
Old : 100.0: 44.7 2.1 1.6 22.3 85.3 68.5 89.0: 31.5 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 : 90: 45 9 11 18 33 69 47:
Old : 90: 45 9 11 18 33 69 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 : 22.7 49.2 34.0 63.0 19.1 41.9 28.3 55.5
Old : 22.7 49.2 34.0 63.0 19.1 41.9 28.3 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 64,552: 30,893 7,031 595 5,609 47,023 37,097 54,649: 27,455 9,903
Old : 64,552: 30,893 7,031 595 5,609 47,023 37,097 54,649: 27,455 9,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 2,870: 1,384 -3,745 -1,008 2,321 10,790 2,697 6,038: 173 -3,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 10.9 0.9 8.7 72.8 57.5 84.7: 42.5 15.3
Old : 100.0: 47.9 10.9 0.9 8.7 72.8 57.5 84.7: 42.5 15.3
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 : 46: 18 6 6 10 22 30 32:
Old : 46: 18 6 6 10 22 30 32:
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 : 25.1 47.2 38.6 61.0 25.1 47.2 37.6 58.9
Old : 25.1 47.2 38.6 61.0 25.1 47.2 37.6 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 with Delta-adjusted Options and Futures Combined, 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 : 152,609: 54,869 20,160 6,432 50,507 99,456 111,808 126,049: 40,801 26,561
Old : 152,609: 54,869 20,160 6,432 50,507 99,456 111,808 126,049: 40,801 26,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 13,795: 3,535 -6,126 -860 6,475 17,891 9,150 10,905: 4,645 2,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 13.2 4.2 33.1 65.2 73.3 82.6: 26.7 17.4
Old : 100.0: 36.0 13.2 4.2 33.1 65.2 73.3 82.6: 26.7 17.4
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 : 101: 32 24 15 29 39 72 68:
Old : 101: 32 24 15 29 39 72 68:
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 : 27.2 34.5 38.8 47.4 26.5 33.3 36.4 41.9
Old : 27.2 34.5 38.8 47.4 26.5 33.3 36.4 41.9
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 with Delta-adjusted Options and Futures Combined, 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 : 142,609: 43,442 27,286 5,336 64,732 71,972 113,509 104,593: 29,100 38,016
Old : 142,609: 43,442 27,286 5,336 64,732 71,972 113,509 104,593: 29,100 38,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -9,147: -19,182 4,838 -2,438 11,346 -11,386 -10,274 -8,986: 1,127 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 19.1 3.7 45.4 50.5 79.6 73.3: 20.4 26.7
Old : 100.0: 30.5 19.1 3.7 45.4 50.5 79.6 73.3: 20.4 26.7
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 : 109: 27 35 20 32 30 70 74:
Old : 109: 27 35 20 32 30 70 74:
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 : 28.8 28.8 41.6 38.3 28.8 27.9 41.6 37.4
Old : 28.8 28.8 41.6 38.3 28.8 27.9 41.6 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 296,143: 95,997 30,694 33,645 100,760 177,183 230,401 241,522: 65,741 54,621
Old : 296,143: 95,997 30,694 33,645 100,760 177,183 230,401 241,522: 65,741 54,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 24,950: 15,590 4,045 -8,741 19,893 33,719 26,742 29,023: -1,792 -4,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 10.4 11.4 34.0 59.8 77.8 81.6: 22.2 18.4
Old : 100.0: 32.4 10.4 11.4 34.0 59.8 77.8 81.6: 22.2 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 54 50 48 47 53 130 122:
Old : 173: 54 50 48 47 53 130 122:
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 : 16.2 27.8 26.2 39.8 14.8 25.2 22.2 34.9
Old : 16.2 27.8 26.2 39.8 14.8 25.2 22.2 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 with Delta-adjusted Options and Futures Combined, 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 :15,135,262: 917,617 496,906 4,810,884 8,502,461 8,742,997 14,230,962 14,050,787: 904,300 1,084,475
Old :15,135,262: 917,617 496,906 4,810,884 8,502,461 8,742,997 14,230,962 14,050,787: 904,300 1,084,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 219,704: 50,155 4,943 -22,004 187,077 247,611 215,228 230,550: 4,476 -10,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 3.3 31.8 56.2 57.8 94.0 92.8: 6.0 7.2
Old : 100.0: 6.1 3.3 31.8 56.2 57.8 94.0 92.8: 6.0 7.2
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 : 304: 64 71 114 150 161 284 280:
Old : 304: 64 71 114 150 161 284 280:
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 : 31.2 20.9 41.2 33.9 24.3 12.9 28.1 18.8
Old : 31.2 20.9 41.2 33.9 24.3 12.9 28.1 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,127,940: 77,013 102,126 117,786 778,912 787,243 973,711 1,007,155: 154,229 120,785
Old : 1,127,940: 77,013 102,126 117,786 778,912 787,243 973,711 1,007,155: 154,229 120,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 38,231: -1,538 2,988 6,824 33,643 22,461 38,930 32,273: -699 5,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 9.1 10.4 69.1 69.8 86.3 89.3: 13.7 10.7
Old : 100.0: 6.8 9.1 10.4 69.1 69.8 86.3 89.3: 13.7 10.7
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 : 591: 114 134 115 248 246 432 427:
Old : 591: 114 134 115 248 246 432 427:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 15.0 24.2 23.5 11.9 10.0 16.5 16.1
Old : 16.9 15.0 24.2 23.5 11.9 10.0 16.5 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 467,621: 16,202 53,453 48,688 297,120 312,534 362,010 414,675: 105,611 52,946
Old : 467,621: 16,202 53,453 48,688 297,120 312,534 362,010 414,675: 105,611 52,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 21,133: -2,690 5,889 271 17,784 12,386 15,365 18,545: 5,768 2,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 11.4 10.4 63.5 66.8 77.4 88.7: 22.6 11.3
Old : 100.0: 3.5 11.4 10.4 63.5 66.8 77.4 88.7: 22.6 11.3
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 : 146: 22 27 34 77 69 118 111:
Old : 146: 22 27 34 77 69 118 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 19.5 29.7 32.6 18.4 19.1 25.5 30.3
Old : 20.4 19.5 29.7 32.6 18.4 19.1 25.5 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 3,301,594: 515,528 454,840 134,015 2,408,961 2,373,548 3,058,504 2,962,403: 243,090 339,191
Old : 3,301,594: 515,528 454,840 134,015 2,408,961 2,373,548 3,058,504 2,962,403: 243,090 339,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 85,487: 32,968 12,707 5,559 79,295 50,375 117,822 68,641: -32,335 16,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.8 4.1 73.0 71.9 92.6 89.7: 7.4 10.3
Old : 100.0: 15.6 13.8 4.1 73.0 71.9 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 : 538: 106 119 94 219 226 381 384:
Old : 538: 106 119 94 219 226 381 384:
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 : 19.7 19.0 28.8 25.3 17.0 14.0 24.4 19.9
Old : 19.7 19.0 28.8 25.3 17.0 14.0 24.4 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 103,979: 11,062 8,503 1,055 80,297 90,229 92,414 99,787: 11,565 4,192
Old : 103,979: 11,062 8,503 1,055 80,297 90,229 92,414 99,787: 11,565 4,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 2,442: -57 1,987 -475 3,623 919 3,091 2,431: -650 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 49 40 63 47:
Old : 93: 13 6 2 49 40 63 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 with Delta-adjusted Options and Futures Combined, 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 : 97,306: 21,548 9,938 5,235 58,742 74,917 85,525 90,090: 11,781 7,216
Old : 97,306: 21,548 9,938 5,235 58,742 74,917 85,525 90,090: 11,781 7,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 2,428: 1,625 260 1,464 -957 -31 2,132 1,693: 296 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.2 5.4 60.4 77.0 87.9 92.6: 12.1 7.4
Old : 100.0: 22.1 10.2 5.4 60.4 77.0 87.9 92.6: 12.1 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 73 32 25 83 79 162 130:
Old : 235: 73 32 25 83 79 162 130:
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 : 22.1 30.9 34.5 46.2 17.2 24.1 26.0 34.5
Old : 22.1 30.9 34.5 46.2 17.2 24.1 26.0 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 22,328: 1,070 4,902 302 16,565 13,505 17,937 18,710: 4,391 3,618
Old : 22,328: 1,070 4,902 302 16,565 13,505 17,937 18,710: 4,391 3,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 1,506: 22 1,880 -2 1,312 -369 1,332 1,510: 174 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 22.0 1.4 74.2 60.5 80.3 83.8: 19.7 16.2
Old : 100.0: 4.8 22.0 1.4 74.2 60.5 80.3 83.8: 19.7 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 5 1 12 12 16 17:
Old : 28: 3 5 1 12 12 16 17:
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 43.0 71.0 65.8 50.7 38.1 65.3 60.8
Old : 52.7 43.0 71.0 65.8 50.7 38.1 65.3 60.8
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 with Delta-adjusted Options and Futures Combined, 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 : 374,887: 118,350 41,138 8,703 210,885 307,059 337,938 356,900: 36,949 17,987
Old : 374,887: 118,350 41,138 8,703 210,885 307,059 337,938 356,900: 36,949 17,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 4,611: 17,333 1,215 -1,986 -11,346 1,686 4,001 915: 610 3,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 11.0 2.3 56.3 81.9 90.1 95.2: 9.9 4.8
Old : 100.0: 31.6 11.0 2.3 56.3 81.9 90.1 95.2: 9.9 4.8
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 : 232: 70 33 21 80 77 156 125:
Old : 232: 70 33 21 80 77 156 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 36.1 33.3 54.0 20.0 35.5 31.6 52.1
Old : 20.8 36.1 33.3 54.0 20.0 35.5 31.6 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 159,156: 80,998 7,444 7,579 32,793 127,627 121,369 142,650: 37,787 16,506
Old : 159,156: 80,998 7,444 7,579 32,793 127,627 121,369 142,650: 37,787 16,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 15,255: 20 -783 3,064 12,416 14,286 15,501 16,567: -246 -1,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 4.7 4.8 20.6 80.2 76.3 89.6: 23.7 10.4
Old : 100.0: 50.9 4.7 4.8 20.6 80.2 76.3 89.6: 23.7 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 32 15 13 21 26 60 47:
Old : 79: 32 15 13 21 26 60 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 44.4 42.0 64.8 29.0 44.0 41.1 60.6
Old : 29.0 44.4 42.0 64.8 29.0 44.0 41.1 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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