BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,727: 253 943 5 2,569 2,138 2,827 3,086: 900 641
Old : 3,727: 253 943 5 2,569 2,138 2,827 3,086: 900 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 25.3 0.1 68.9 57.4 75.9 82.8: 24.1 17.2
Old : 100.0: 6.8 25.3 0.1 68.9 57.4 75.9 82.8: 24.1 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 : 23: 1 3 2 12 11 15 14:
Old : 23: 1 3 2 12 11 15 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 : 44.0 57.3 64.9 72.4 44.0 49.0 59.8 64.1
Old : 44.0 57.3 64.9 72.4 44.0 49.0 59.8 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 62,372: 7,353 2,741 14,289 34,094 35,132 55,736 52,162: 6,636 10,209
Old : 62,372: 7,353 2,741 14,289 34,094 35,132 55,736 52,162: 6,636 10,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 1,693: 619 404 124 757 867 1,501 1,396: 192 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.4 22.9 54.7 56.3 89.4 83.6: 10.6 16.4
Old : 100.0: 11.8 4.4 22.9 54.7 56.3 89.4 83.6: 10.6 16.4
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 : 94: 25 13 26 45 47 80 76:
Old : 94: 25 13 26 45 47 80 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 33.3 44.3 45.5 32.3 30.9 39.6 40.4
Old : 32.6 33.3 44.3 45.5 32.3 30.9 39.6 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 252,879: 63,130 13,652 66,424 97,395 135,148 226,950 215,225: 25,929 37,654
Old : 226,062: 57,054 21,092 54,275 92,856 117,538 204,184 192,905: 21,877 33,157
Other: 26,817: 13,554 37 4,672 4,539 17,610 22,765 22,320: 4,052 4,497
: : :
: : Changes in Commitments from: March 15, 2011 :
: -2,320: -2,842 1,293 -890 694 -784 -3,038 -380: 718 -1,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 5.4 26.3 38.5 53.4 89.7 85.1: 10.3 14.9
Old : 100.0: 25.2 9.3 24.0 41.1 52.0 90.3 85.3: 9.7 14.7
Other: 100.0: 50.5 0.1 17.4 16.9 65.7 84.9 83.2: 15.1 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 111 36 106 60 71 214 187:
Old : 246: 100 49 103 53 69 204 184:
Other: 112: 42 3 23 33 47 84 70:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 25.4 29.5 34.7 18.6 24.3 29.3 31.3
Old : 20.8 25.6 31.9 34.8 20.7 24.8 31.7 32.6
Other: 29.5 29.4 41.2 44.9 29.5 28.3 37.7 40.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 459,624: 109,612 22,316 152,345 165,871 205,755 427,828 380,416: 31,796 79,208
Old : 459,624: 109,612 22,316 152,345 165,871 205,755 427,828 380,416: 31,796 79,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -9,435: -12,264 -1,000 1,013 4,440 -3,862 -6,811 -3,849: -2,624 -5,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 4.9 33.1 36.1 44.8 93.1 82.8: 6.9 17.2
Old : 100.0: 23.8 4.9 33.1 36.1 44.8 93.1 82.8: 6.9 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 : 422: 135 73 131 110 188 312 338:
Old : 422: 135 73 131 110 188 312 338:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 15.7 28.0 23.2 17.5 12.8 26.7 16.8
Old : 17.8 15.7 28.0 23.2 17.5 12.8 26.7 16.8
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 22, 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 : 9,657: 4,392 1,417 842 2,622 5,598 7,856 7,857: 1,801 1,800
Old : 9,657: 4,392 1,417 842 2,622 5,598 7,856 7,857: 1,801 1,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 350: 165 -28 94 -139 144 119 210: 231 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 14.7 8.7 27.2 58.0 81.4 81.4: 18.6 18.6
Old : 100.0: 45.5 14.7 8.7 27.2 58.0 81.4 81.4: 18.6 18.6
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 : 82: 32 12 13 17 30 53 52:
Old : 82: 32 12 13 17 30 53 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 31.1 55.4 44.4 38.0 31.1 54.4 43.6
Old : 38.0 31.1 55.4 44.4 38.0 31.1 54.4 43.6
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 22, 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 : 48,151: 17,721 1,060 10,554 12,380 13,389 40,656 25,004: 7,495 23,148
Old : 48,151: 17,721 1,060 10,554 12,380 13,389 40,656 25,004: 7,495 23,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -4,669: -2,517 -369 -470 -1,345 -1,474 -4,332 -2,313: -337 -2,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 2.2 21.9 25.7 27.8 84.4 51.9: 15.6 48.1
Old : 100.0: 36.8 2.2 21.9 25.7 27.8 84.4 51.9: 15.6 48.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 51 24 43 55 75 129 129:
Old : 180: 51 24 43 55 75 129 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 10.3 29.4 16.9 16.5 7.6 27.9 10.2
Old : 17.1 10.3 29.4 16.9 16.5 7.6 27.9 10.2
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 22, 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 : 87,934: 13,556 0 7 73,684 87,546 87,247 87,553: 687 381
Old : 87,934: 13,556 0 7 73,684 87,546 87,247 87,553: 687 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 17,468: -96 0 -6 18,298 18,304 18,196 18,298: -728 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 0.0 0.0 83.8 99.6 99.2 99.6: 0.8 0.4
Old : 100.0: 15.4 0.0 0.0 83.8 99.6 99.2 99.6: 0.8 0.4
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 : 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 : 83.2 67.5 94.4 88.9 46.0 38.3 52.0 49.8
Old : 83.2 67.5 94.4 88.9 46.0 38.3 52.0 49.8
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 22, 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 : 128,298: 49,745 3,607 3,732 25,173 102,979 78,650 110,318: 49,648 17,980
Old : 128,298: 49,745 3,607 3,732 25,173 102,979 78,650 110,318: 49,648 17,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -70,405: -11,298 53 -1,126 -52,509 -66,107 -64,933 -67,180: -5,472 -3,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 2.8 2.9 19.6 80.3 61.3 86.0: 38.7 14.0
Old : 100.0: 38.8 2.8 2.9 19.6 80.3 61.3 86.0: 38.7 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 36 9 12 25 22 67 37:
Old : 78: 36 9 12 25 22 67 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 57.8 28.4 72.2 19.8 57.1 27.8 71.4
Old : 19.9 57.8 28.4 72.2 19.8 57.1 27.8 71.4
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 22, 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 : 59,701: 24,755 3,076 1,342 5,202 44,078 31,299 48,496: 28,402 11,205
Old : 59,701: 24,755 3,076 1,342 5,202 44,078 31,299 48,496: 28,402 11,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -3,828: -7,448 -1,433 755 1,221 -2,149 -5,472 -2,827: 1,644 -1,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 5.2 2.2 8.7 73.8 52.4 81.2: 47.6 18.8
Old : 100.0: 41.5 5.2 2.2 8.7 73.8 52.4 81.2: 47.6 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 : 39: 18 7 4 9 13 30 21:
Old : 39: 18 7 4 9 13 30 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 57.0 32.3 72.3 21.6 56.8 32.3 70.7
Old : 21.6 57.0 32.3 72.3 21.6 56.8 32.3 70.7
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 22, 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 : 127,075: 89,646 2,098 227 28,979 122,361 118,852 124,686: 8,223 2,389
Old : 127,075: 89,646 2,098 227 28,979 122,361 118,852 124,686: 8,223 2,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -34,286: -41,006 -6,979 86 6,184 -27,355 -34,736 -34,248: 450 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 1.7 0.2 22.8 96.3 93.5 98.1: 6.5 1.9
Old : 100.0: 70.5 1.7 0.2 22.8 96.3 93.5 98.1: 6.5 1.9
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 : 109: 69 9 1 13 19 82 29:
Old : 109: 69 9 1 13 19 82 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 : 35.7 71.7 54.7 86.2 35.7 71.6 54.7 86.1
Old : 35.7 71.7 54.7 86.2 35.7 71.6 54.7 86.1
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 22, 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 : 126,884: 52,865 24,569 4,002 34,676 79,217 91,543 107,788: 35,341 19,096
Old : 126,884: 52,865 24,569 4,002 34,676 79,217 91,543 107,788: 35,341 19,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 20,810: 24,357 -2,965 -340 -9,497 25,332 14,520 22,027: 6,290 -1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 19.4 3.2 27.3 62.4 72.1 85.0: 27.9 15.0
Old : 100.0: 41.7 19.4 3.2 27.3 62.4 72.1 85.0: 27.9 15.0
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 : 92: 33 23 11 21 30 60 58:
Old : 92: 33 23 11 21 30 60 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 34.0 41.9 51.1 28.7 33.7 41.7 50.1
Old : 28.7 34.0 41.9 51.1 28.7 33.7 41.7 50.1
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 22, 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 : 131,550: 51,326 18,773 10,024 38,587 70,673 99,936 99,469: 31,614 32,081
Old : 131,550: 51,326 18,773 10,024 38,587 70,673 99,936 99,469: 31,614 32,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -2,412: -1,251 -6,509 2,187 -257 9,377 679 5,056: -3,091 -7,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 14.3 7.6 29.3 53.7 76.0 75.6: 24.0 24.4
Old : 100.0: 39.0 14.3 7.6 29.3 53.7 76.0 75.6: 24.0 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 32 38 25 26 27 75 73:
Old : 110: 32 38 25 26 27 75 73:
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 : 25.2 25.7 34.4 40.5 25.2 24.8 34.1 37.3
Old : 25.2 25.7 34.4 40.5 25.2 24.8 34.1 37.3
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 22, 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 : 240,256: 79,293 27,849 33,880 65,194 124,394 178,367 186,124: 61,889 54,132
Old : 240,256: 79,293 27,849 33,880 65,194 124,394 178,367 186,124: 61,889 54,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 11,814: -5,609 -7,918 6,788 11,380 5,900 12,559 4,769: -745 7,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 11.6 14.1 27.1 51.8 74.2 77.5: 25.8 22.5
Old : 100.0: 33.0 11.6 14.1 27.1 51.8 74.2 77.5: 25.8 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 56 50 51 42 46 123 122:
Old : 170: 56 50 51 42 46 123 122:
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 : 15.6 25.8 23.4 35.9 15.3 25.7 22.7 35.8
Old : 15.6 25.8 23.4 35.9 15.3 25.7 22.7 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 13,974: 6,005 7,487 212 5,713 3,736 11,930 11,435: 2,044 2,539
Old : 13,974: 6,005 7,487 212 5,713 3,736 11,930 11,435: 2,044 2,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -1,877: -1,272 -2,599 2 -273 441 -1,543 -2,156: -334 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 53.6 1.5 40.9 26.7 85.4 81.8: 14.6 18.2
Old : 100.0: 43.0 53.6 1.5 40.9 26.7 85.4 81.8: 14.6 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 11 2 11 8 22 21:
Old : 40: 11 11 2 11 8 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 50.9 61.6 64.8 41.9 50.9 61.6 64.8
Old : 41.9 50.9 61.6 64.8 41.9 50.9 61.6 64.8
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 22, 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 :13,612,968: 943,864 469,768 3,986,097 7,749,180 8,138,082 12,679,141 12,593,947: 933,827 1,019,021
Old :13,612,968: 943,864 469,768 3,986,097 7,749,180 8,138,082 12,679,141 12,593,947: 933,827 1,019,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 285,202: 35,018 11,518 48,923 213,916 235,492 297,856 295,932: -12,654 -10,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 3.5 29.3 56.9 59.8 93.1 92.5: 6.9 7.5
Old : 100.0: 6.9 3.5 29.3 56.9 59.8 93.1 92.5: 6.9 7.5
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 : 279: 70 52 103 140 147 262 255:
Old : 279: 70 52 103 140 147 262 255:
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 : 31.5 21.0 42.1 34.4 25.8 13.9 29.9 20.5
Old : 31.5 21.0 42.1 34.4 25.8 13.9 29.9 20.5
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 927,965: 65,540 94,383 76,157 644,058 632,376 785,755 802,915: 142,210 125,050
Old : 927,965: 65,540 94,383 76,157 644,058 632,376 785,755 802,915: 142,210 125,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -420,087: -12,169 -12,502 -109,357 -263,867 -263,213 -385,394 -385,073: -34,693 -35,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 10.2 8.2 69.4 68.1 84.7 86.5: 15.3 13.5
Old : 100.0: 7.1 10.2 8.2 69.4 68.1 84.7 86.5: 15.3 13.5
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 : 572: 102 134 95 233 236 393 410:
Old : 572: 102 134 95 233 236 393 410:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 12.5 25.2 19.2 14.6 11.9 21.3 17.8
Old : 17.3 12.5 25.2 19.2 14.6 11.9 21.3 17.8
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 22, 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 : 377,818: 17,135 35,237 36,899 222,951 249,715 276,985 321,852: 100,833 55,966
Old : 377,818: 17,135 35,237 36,899 222,951 249,715 276,985 321,852: 100,833 55,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -189,263: 936 -49,978 -27,421 -146,088 -104,278 -172,573 -181,678: -16,690 -7,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 9.3 9.8 59.0 66.1 73.3 85.2: 26.7 14.8
Old : 100.0: 4.5 9.3 9.8 59.0 66.1 73.3 85.2: 26.7 14.8
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 : 142: 22 27 36 71 60 114 102:
Old : 142: 22 27 36 71 60 114 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 20.8 27.3 34.3 18.2 20.2 26.0 32.1
Old : 19.2 20.8 27.3 34.3 18.2 20.2 26.0 32.1
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 22, 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 : 2,750,734: 332,682 386,382 105,632 2,105,535 1,913,301 2,543,849 2,405,316: 206,884 345,418
Old : 2,750,734: 332,682 386,382 105,632 2,105,535 1,913,301 2,543,849 2,405,316: 206,884 345,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
:-1,154,118: -339,202 -86,296 -136,005 -588,899 -794,676 -1,064,106 -1,016,976: -90,013 -137,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 14.0 3.8 76.5 69.6 92.5 87.4: 7.5 12.6
Old : 100.0: 12.1 14.0 3.8 76.5 69.6 92.5 87.4: 7.5 12.6
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 : 518: 96 119 75 205 218 342 371:
Old : 518: 96 119 75 205 218 342 371:
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 : 21.9 11.3 32.3 18.8 19.1 11.1 28.3 18.2
Old : 21.9 11.3 32.3 18.8 19.1 11.1 28.3 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 104,477: 12,153 6,066 9 83,158 95,323 95,320 101,398: 9,157 3,079
Old : 104,477: 12,153 6,066 9 83,158 95,323 95,320 101,398: 9,157 3,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -24,478: 34 -1,775 -525 -21,377 -21,251 -21,868 -23,551: -2,611 -927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.8 0.0 79.6 91.2 91.2 97.1: 8.8 2.9
Old : 100.0: 11.6 5.8 0.0 79.6 91.2 91.2 97.1: 8.8 2.9
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 : 92: 9 6 1 49 42 58 49:
Old : 92: 9 6 1 49 42 58 49:
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 : 41.0 39.7 54.3 57.3 39.2 39.7 52.3 57.1
Old : 41.0 39.7 54.3 57.3 39.2 39.7 52.3 57.1
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 22, 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 : 56,045: 12,598 10,554 1,558 37,280 40,043 51,436 52,155: 4,609 3,889
Old : 56,045: 12,598 10,554 1,558 37,280 40,043 51,436 52,155: 4,609 3,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -61,044: -958 -816 -9,213 -44,509 -46,767 -54,680 -56,796: -6,365 -4,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 18.8 2.8 66.5 71.4 91.8 93.1: 8.2 6.9
Old : 100.0: 22.5 18.8 2.8 66.5 71.4 91.8 93.1: 8.2 6.9
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 : 203: 41 37 18 68 83 116 131:
Old : 203: 41 37 18 68 83 116 131:
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 : 30.6 26.5 44.8 39.3 29.9 26.5 44.1 39.3
Old : 30.6 26.5 44.8 39.3 29.9 26.5 44.1 39.3
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 22, 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 : 280,223: 62,989 52,769 7,792 186,399 200,215 257,180 260,776: 23,043 19,447
Old : 280,223: 62,989 52,769 7,792 186,399 200,215 257,180 260,776: 23,043 19,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -162,889: -36,550 4,911 -7,890 -111,349 -158,457 -155,789 -161,436: -7,100 -1,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 18.8 2.8 66.5 71.4 91.8 93.1: 8.2 6.9
Old : 100.0: 22.5 18.8 2.8 66.5 71.4 91.8 93.1: 8.2 6.9
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 : 203: 41 37 18 68 83 116 131:
Old : 203: 41 37 18 68 83 116 131:
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 : 30.6 26.5 44.8 39.3 29.9 26.5 44.1 39.3
Old : 30.6 26.5 44.8 39.3 29.9 26.5 44.1 39.3
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 22, 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 : 109,078: 59,994 8,798 2,924 17,120 81,653 80,039 93,376: 29,040 15,703
Old : 109,078: 59,994 8,798 2,924 17,120 81,653 80,039 93,376: 29,040 15,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 189: 3,569 -1,503 8 340 5,493 3,918 3,999: -3,729 -3,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 8.1 2.7 15.7 74.9 73.4 85.6: 26.6 14.4
Old : 100.0: 55.0 8.1 2.7 15.7 74.9 73.4 85.6: 26.6 14.4
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 : 71: 30 15 13 15 20 50 43:
Old : 71: 30 15 13 15 20 50 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 : 33.3 56.4 46.3 67.7 33.3 55.6 46.3 66.8
Old : 33.3 56.4 46.3 67.7 33.3 55.6 46.3 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 55,688: 16,962 7,449 12 30,053 29,622 47,027 37,083: 8,661 18,605
Old : 55,688: 16,962 7,449 12 30,053 29,622 47,027 37,083: 8,661 18,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 7,800: 5,614 -67 -3 7,245 10,031 12,856 9,961: -5,056 -2,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 13.4 0.0 54.0 53.2 84.4 66.6: 15.6 33.4
Old : 100.0: 30.5 13.4 0.0 54.0 53.2 84.4 66.6: 15.6 33.4
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 : 69: 16 13 1 20 24 36 38:
Old : 69: 16 13 1 20 24 36 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 : 41.5 36.4 57.9 46.4 35.0 29.6 46.7 37.7
Old : 41.5 36.4 57.9 46.4 35.0 29.6 46.7 37.7
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 22, 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 : 70,293: 15,511 20,843 505 36,573 40,487 52,589 61,835: 17,704 8,458
Old : 70,293: 15,511 20,843 505 36,573 40,487 52,589 61,835: 17,704 8,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -6,082: -33 6,406 58 -16,838 6,820 -16,813 13,284: 10,731 -19,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 29.7 0.7 52.0 57.6 74.8 88.0: 25.2 12.0
Old : 100.0: 22.1 29.7 0.7 52.0 57.6 74.8 88.0: 25.2 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 : 79: 25 14 2 26 20 53 34:
Old : 79: 25 14 2 26 20 53 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 : 21.4 33.4 32.6 55.7 16.3 31.4 25.2 50.6
Old : 21.4 33.4 32.6 55.7 16.3 31.4 25.2 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 31,657: 2,358 1,673 310 25,009 28,000 27,677 29,983: 3,980 1,674
Old : 31,657: 2,358 1,673 310 25,009 28,000 27,677 29,983: 3,980 1,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -2,573: -1,148 916 45 250 -168 -853 793: -1,720 -3,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.3 1.0 79.0 88.4 87.4 94.7: 12.6 5.3
Old : 100.0: 7.4 5.3 1.0 79.0 88.4 87.4 94.7: 12.6 5.3
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 : 47: 3 6 1 23 23 26 30:
Old : 47: 3 6 1 23 23 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 43.1 64.1 65.0 41.7 38.9 52.6 57.2
Old : 49.4 43.1 64.1 65.0 41.7 38.9 52.6 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 34,794: 8,787 2,448 118 20,506 29,372 29,411 31,938: 5,383 2,856
Old : 34,794: 8,787 2,448 118 20,506 29,372 29,411 31,938: 5,383 2,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -6,608: -1,941 731 34 -3,526 -6,882 -5,433 -6,117: -1,175 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.0 0.3 58.9 84.4 84.5 91.8: 15.5 8.2
Old : 100.0: 25.3 7.0 0.3 58.9 84.4 84.5 91.8: 15.5 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 : 56: 13 7 2 23 19 37 27:
Old : 56: 13 7 2 23 19 37 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 49.4 54.7 69.0 40.4 46.9 53.3 66.4
Old : 41.6 49.4 54.7 69.0 40.4 46.9 53.3 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 13,421: 3,984 2,789 12 6,637 10,215 10,633 13,016: 2,788 405
Old : 13,421: 3,984 2,789 12 6,637 10,215 10,633 13,016: 2,788 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -986: -284 -90 0 -375 -465 -659 -555: -327 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 20.8 0.1 49.5 76.1 79.2 97.0: 20.8 3.0
Old : 100.0: 29.7 20.8 0.1 49.5 76.1 79.2 97.0: 20.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 3 1 5 2 17 5:
Old : 20: 11 3 1 5 2 17 5:
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 : 51.9 97.0 65.9 97.0 51.9 96.9 65.9 96.9
Old : 51.9 97.0 65.9 97.0 51.9 96.9 65.9 96.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2011