MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 34,132: 2,974 7,012 1,483 26,694 18,182 31,151 26,677: 2,981 7,455
Old : 34,132: 2,974 7,012 1,483 26,694 18,182 31,151 26,677: 2,981 7,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -246: 265 -546 -22 111 559 354 -9: -600 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 20.5 4.3 78.2 53.3 91.3 78.2: 8.7 21.8
Old : 100.0: 8.7 20.5 4.3 78.2 53.3 91.3 78.2: 8.7 21.8
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 : 72: 9 26 12 24 22 40 53:
Old : 72: 9 26 12 24 22 40 53:
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 : 52.8 29.2 64.5 44.6 52.8 24.7 63.1 39.3
Old : 52.8 29.2 64.5 44.6 52.8 24.7 63.1 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 130,739: 19,481 33,121 25,219 57,553 42,758 102,253 101,098: 28,486 29,641
Old : 124,779: 18,093 32,903 23,647 56,099 40,060 97,839 96,610: 26,940 28,169
Other: 5,960: 2,528 1,358 432 1,454 2,698 4,414 4,488: 1,546 1,472
: : :
: : Changes in Commitments from: March 24, 2009 :
: 2,003: -727 4,723 1,526 -2,120 -6,988 -1,321 -739: 3,324 2,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 25.3 19.3 44.0 32.7 78.2 77.3: 21.8 22.7
Old : 100.0: 14.5 26.4 19.0 45.0 32.1 78.4 77.4: 21.6 22.6
Other: 100.0: 42.4 22.8 7.2 24.4 45.3 74.1 75.3: 25.9 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 52 60 65 40 41 132 141:
Old : 185: 53 60 65 40 40 132 140:
Other: 52: 13 15 7 13 16 31 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 20.1 34.5 29.1 23.0 17.9 33.0 26.2
Old : 24.1 20.5 34.8 29.3 24.0 18.4 33.5 26.7
Other: 49.9 29.2 60.0 44.0 49.9 29.2 56.6 43.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 203,981: 48,951 57,967 28,995 103,492 81,744 181,438 168,706: 22,543 35,275
Old : 203,981: 48,951 57,967 28,995 103,492 81,744 181,438 168,706: 22,543 35,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -7,540: 1,597 7,411 -3,901 -2,140 -6,755 -4,444 -3,245: -3,096 -4,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 28.4 14.2 50.7 40.1 88.9 82.7: 11.1 17.3
Old : 100.0: 24.0 28.4 14.2 50.7 40.1 88.9 82.7: 11.1 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 68 79 74 73 115 183 238:
Old : 308: 68 79 74 73 115 183 238:
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 : 20.6 10.9 34.2 19.0 20.2 10.9 32.9 18.4
Old : 20.6 10.9 34.2 19.0 20.2 10.9 32.9 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,945: 2,815 3,291 1,164 2,335 1,672 6,314 6,127: 1,631 1,818
Old : 7,945: 2,815 3,291 1,164 2,335 1,672 6,314 6,127: 1,631 1,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 1,332: 344 -168 733 -123 388 954 953: 378 379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 41.4 14.7 29.4 21.0 79.5 77.1: 20.5 22.9
Old : 100.0: 35.4 41.4 14.7 29.4 21.0 79.5 77.1: 20.5 22.9
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 : 73: 17 26 17 16 21 45 57:
Old : 73: 17 26 17 16 21 45 57:
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 : 33.4 27.2 50.8 40.8 33.4 26.4 49.0 37.9
Old : 33.4 27.2 50.8 40.8 33.4 26.4 49.0 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 18,676: 3,538 3,585 3,000 6,554 3,374 13,092 9,959: 5,584 8,717
Old : 18,676: 3,538 3,585 3,000 6,554 3,374 13,092 9,959: 5,584 8,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -2,961: -1,950 -970 -492 -336 -772 -2,778 -2,234: -183 -727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 19.2 16.1 35.1 18.1 70.1 53.3: 29.9 46.7
Old : 100.0: 18.9 19.2 16.1 35.1 18.1 70.1 53.3: 29.9 46.7
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 : 88: 15 24 15 26 24 53 55:
Old : 88: 15 24 15 26 24 53 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 17.0 31.6 24.6 16.8 10.7 26.0 15.7
Old : 20.3 17.0 31.6 24.6 16.8 10.7 26.0 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 10,781: 1,184 1,313 215 9,077 8,800 10,476 10,328: 305 453
Old : 10,781: 1,184 1,313 215 9,077 8,800 10,476 10,328: 305 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.2 2.0 84.2 81.6 97.2 95.8: 2.8 4.2
Old : 100.0: 11.0 12.2 2.0 84.2 81.6 97.2 95.8: 2.8 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 6 1 9 6 12 12:
Old : 21: 2 6 1 9 6 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 82.9 91.1 92.2 74.1 82.7 90.7 90.5
Old : 74.5 82.9 91.1 92.2 74.1 82.7 90.7 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 58,595: 6,453 29,799 1,130 22,752 11,198 30,335 42,127: 28,260 16,468
Old : 58,595: 6,453 29,799 1,130 22,752 11,198 30,335 42,127: 28,260 16,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 1,954: 1,250 3,924 98 586 -2,594 1,934 1,428: 20 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 50.9 1.9 38.8 19.1 51.8 71.9: 48.2 28.1
Old : 100.0: 11.0 50.9 1.9 38.8 19.1 51.8 71.9: 48.2 28.1
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 : 57: 15 17 4 14 14 32 32:
Old : 57: 15 17 4 14 14 32 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 : 29.6 37.2 36.3 47.6 29.5 37.2 35.6 46.8
Old : 29.6 37.2 36.3 47.6 29.5 37.2 35.6 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 27,578: 4,068 8,479 35 9,816 8,988 13,919 17,502: 13,659 10,076
Old : 27,578: 4,068 8,479 35 9,816 8,988 13,919 17,502: 13,659 10,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -359: -2,243 -980 -28 710 1,340 -1,561 332: 1,202 -691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 30.7 0.1 35.6 32.6 50.5 63.5: 49.5 36.5
Old : 100.0: 14.8 30.7 0.1 35.6 32.6 50.5 63.5: 49.5 36.5
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 : 31: 8 10 1 10 5 18 16:
Old : 31: 8 10 1 10 5 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 45.2 40.4 57.3 28.6 45.2 40.4 57.3
Old : 28.6 45.2 40.4 57.3 28.6 45.2 40.4 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 44,418: 12,892 15,858 140 29,570 25,429 42,602 41,427: 1,816 2,991
Old : 44,418: 12,892 15,858 140 29,570 25,429 42,602 41,427: 1,816 2,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 692: 453 2,289 43 -313 -1,702 183 630: 509 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 35.7 0.3 66.6 57.2 95.9 93.3: 4.1 6.7
Old : 100.0: 29.0 35.7 0.3 66.6 57.2 95.9 93.3: 4.1 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 11 26 3 5 14 16 43:
Old : 55: 11 26 3 5 14 16 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.1 43.9 92.9 59.6 85.1 43.9 91.6 58.9
Old : 85.1 43.9 92.9 59.6 85.1 43.9 91.6 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 78,516: 8,487 39,623 124 49,995 18,623 58,606 58,370: 19,910 20,146
Old : 78,516: 8,487 39,623 124 49,995 18,623 58,606 58,370: 19,910 20,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 2,359: -865 -475 -25 4,965 3,814 4,075 3,314: -1,716 -955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 50.5 0.2 63.7 23.7 74.6 74.3: 25.4 25.7
Old : 100.0: 10.8 50.5 0.2 63.7 23.7 74.6 74.3: 25.4 25.7
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 : 57: 11 25 3 13 13 25 40:
Old : 57: 11 25 3 13 13 25 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 : 53.8 34.5 62.8 48.7 53.8 34.5 62.3 48.7
Old : 53.8 34.5 62.8 48.7 53.8 34.5 62.3 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 76,607: 26,744 36,207 331 34,296 18,118 61,371 54,656: 15,236 21,951
Old : 76,607: 26,744 36,207 331 34,296 18,118 61,371 54,656: 15,236 21,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 6,684: 1,687 3,488 98 4,386 1,456 6,171 5,042: 513 1,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 47.3 0.4 44.8 23.7 80.1 71.3: 19.9 28.7
Old : 100.0: 34.9 47.3 0.4 44.8 23.7 80.1 71.3: 19.9 28.7
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 : 75: 16 34 7 19 14 42 48:
Old : 75: 16 34 7 19 14 42 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 25.8 48.8 39.2 31.7 25.8 48.7 38.3
Old : 31.7 25.8 48.8 39.2 31.7 25.8 48.7 38.3
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 - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 104,404: 31,906 29,641 674 31,025 44,789 63,605 75,104: 40,799 29,300
Old : 104,404: 31,906 29,641 674 31,025 44,789 63,605 75,104: 40,799 29,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -8,483: -774 -8,497 82 -6,887 552 -7,579 -7,863: -904 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 28.4 0.6 29.7 42.9 60.9 71.9: 39.1 28.1
Old : 100.0: 30.6 28.4 0.6 29.7 42.9 60.9 71.9: 39.1 28.1
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 : 100: 36 30 7 19 23 58 57:
Old : 100: 36 30 7 19 23 58 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 27.7 34.4 41.5 24.0 25.2 34.2 39.1
Old : 24.2 27.7 34.4 41.5 24.0 25.2 34.2 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 14,124: 3,583 4,522 0 6,778 8,139 10,361 12,661: 3,763 1,463
Old : 14,124: 3,583 4,522 0 6,778 8,139 10,361 12,661: 3,763 1,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -1,074: 200 -1,746 0 -1,368 747 -1,168 -999: 94 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 32.0 0.0 48.0 57.6 73.4 89.6: 26.6 10.4
Old : 100.0: 25.4 32.0 0.0 48.0 57.6 73.4 89.6: 26.6 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 7 0 7 7 13 14:
Old : 26: 6 7 0 7 7 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 63.5 67.1 82.5 45.1 63.4 67.1 82.3
Old : 45.1 63.5 67.1 82.5 45.1 63.4 67.1 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 40,009: 6,697 0 598 25,098 35,239 32,393 35,837: 7,616 4,172
Old : 40,009: 6,697 0 598 25,098 35,239 32,393 35,837: 7,616 4,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 2,889: 2,587 0 -279 77 2,546 2,385 2,267: 504 622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 0.0 1.5 62.7 88.1 81.0 89.6: 19.0 10.4
Old : 100.0: 16.7 0.0 1.5 62.7 88.1 81.0 89.6: 19.0 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 0 2 15 9 20 11:
Old : 23: 5 0 2 15 9 20 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 73.8 56.8 87.1 36.3 67.5 55.8 79.4
Old : 36.3 73.8 56.8 87.1 36.3 67.5 55.8 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 6,045,766: 772,065 390,177 516,422 3,879,704 4,388,019 5,168,191 5,294,618: 877,575 751,148
Old : 6,045,766: 772,065 390,177 516,422 3,879,704 4,388,019 5,168,191 5,294,618: 877,575 751,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 75,084: 46,029 36,693 10,923 -24,043 -12,131 32,909 35,485: 42,175 39,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 6.5 8.5 64.2 72.6 85.5 87.6: 14.5 12.4
Old : 100.0: 12.8 6.5 8.5 64.2 72.6 85.5 87.6: 14.5 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 62 27 66 103 103 191 175:
Old : 208: 62 27 66 103 103 191 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 39.7 38.8 50.2 27.0 33.4 34.6 40.8
Old : 28.2 39.7 38.8 50.2 27.0 33.4 34.6 40.8
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 - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 434,289: 51,886 28,975 2,016 280,852 359,694 334,754 390,685: 99,535 43,604
Old : 434,289: 51,886 28,975 2,016 280,852 359,694 334,754 390,685: 99,535 43,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 10,812: 2,687 734 236 1,192 11,152 4,115 12,122: 6,697 -1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 6.7 0.5 64.7 82.8 77.1 90.0: 22.9 10.0
Old : 100.0: 11.9 6.7 0.5 64.7 82.8 77.1 90.0: 22.9 10.0
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 : 157: 32 17 14 73 65 112 89:
Old : 157: 32 17 14 73 65 112 89:
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 33.2 33.5 48.8 21.8 33.2 33.1 48.7
Old : 22.1 33.2 33.5 48.8 21.8 33.2 33.1 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,439,953: 496,882 367,228 18,958 1,742,770 1,790,027 2,258,610 2,176,213: 181,343 263,740
Old : 2,439,953: 496,882 367,228 18,958 1,742,770 1,790,027 2,258,610 2,176,213: 181,343 263,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 11,805: 27,738 -27,387 805 -40,314 -26,578 -11,771 -53,160: 23,576 64,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 15.1 0.8 71.4 73.4 92.6 89.2: 7.4 10.8
Old : 100.0: 20.4 15.1 0.8 71.4 73.4 92.6 89.2: 7.4 10.8
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 : 402: 93 94 30 134 138 240 249:
Old : 402: 93 94 30 134 138 240 249:
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 20.8 35.2 33.3 18.1 17.4 31.3 28.0
Old : 20.8 20.8 35.2 33.3 18.1 17.4 31.3 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 110,854: 14,393 11,204 0 87,645 96,639 102,038 107,843: 8,816 3,011
Old : 110,854: 14,393 11,204 0 87,645 96,639 102,038 107,843: 8,816 3,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -1,292: 2,137 -747 0 -4,180 333 -2,043 -414: 751 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.1 0.0 79.1 87.2 92.0 97.3: 8.0 2.7
Old : 100.0: 13.0 10.1 0.0 79.1 87.2 92.0 97.3: 8.0 2.7
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 : 82: 8 7 0 46 33 54 40:
Old : 82: 8 7 0 46 33 54 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 57.0 54.4 71.3 34.1 57.0 51.9 71.3
Old : 36.6 57.0 54.4 71.3 34.1 57.0 51.9 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 19,911: 2,227 1,756 0 13,549 15,702 15,776 17,458: 4,135 2,453
Old : 19,911: 2,227 1,756 0 13,549 15,702 15,776 17,458: 4,135 2,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 2,018: 350 237 0 1,478 1,063 1,828 1,300: 190 718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.8 0.0 68.0 78.9 79.2 87.7: 20.8 12.3
Old : 100.0: 11.2 8.8 0.0 68.0 78.9 79.2 87.7: 20.8 12.3
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 : 36: 5 3 0 16 17 21 20:
Old : 36: 5 3 0 16 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 50.8 61.9 68.2 49.0 46.6 59.4 64.0
Old : 49.0 50.8 61.9 68.2 49.0 46.6 59.4 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 241,100: 68,018 53,941 1,587 147,097 164,003 216,702 219,531: 24,398 21,569
Old : 241,100: 68,018 53,941 1,587 147,097 164,003 216,702 219,531: 24,398 21,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 4,881: 31,899 -4,236 -342 -38,013 3,067 -6,456 -1,511: 11,337 6,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 22.4 0.7 61.0 68.0 89.9 91.1: 10.1 8.9
Old : 100.0: 28.2 22.4 0.7 61.0 68.0 89.9 91.1: 10.1 8.9
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 : 183: 48 40 8 53 54 104 99:
Old : 183: 48 40 8 53 54 104 99:
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 : 35.8 35.9 47.8 48.8 25.4 31.1 36.9 40.1
Old : 35.8 35.9 47.8 48.8 25.4 31.1 36.9 40.1
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 - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 63,184: 24,594 13,307 0 20,377 42,409 44,971 55,716: 18,213 7,468
Old : 63,184: 24,594 13,307 0 20,377 42,409 44,971 55,716: 18,213 7,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 4,823: 2,340 -534 -26 1,590 6,126 3,904 5,566: 919 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 21.1 0.0 32.3 67.1 71.2 88.2: 28.8 11.8
Old : 100.0: 38.9 21.1 0.0 32.3 67.1 71.2 88.2: 28.8 11.8
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 : 53: 24 11 0 9 12 33 23:
Old : 53: 24 11 0 9 12 33 23:
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 : 33.1 65.7 44.8 75.4 33.1 65.7 44.8 75.4
Old : 33.1 65.7 44.8 75.4 33.1 65.7 44.8 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 29,158: 4,617 10,411 0 19,301 13,527 23,918 23,938: 5,240 5,220
Old : 29,158: 4,617 10,411 0 19,301 13,527 23,918 23,938: 5,240 5,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 1,661: 316 -484 0 1,890 1,893 2,206 1,409: -545 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 35.7 0.0 66.2 46.4 82.0 82.1: 18.0 17.9
Old : 100.0: 15.8 35.7 0.0 66.2 46.4 82.0 82.1: 18.0 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 9 14 0 13 21 22 35:
Old : 53: 9 14 0 13 21 22 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 30.8 62.3 45.3 48.5 30.5 62.3 44.5
Old : 48.5 30.8 62.3 45.3 48.5 30.5 62.3 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 45,611: 14,797 8,895 497 15,729 30,404 31,023 39,796: 14,588 5,815
Old : 45,611: 14,797 8,895 497 15,729 30,404 31,023 39,796: 14,588 5,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 6,808: 1,302 1,630 497 -1,424 3,202 375 5,329: 6,433 1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 19.5 1.1 34.5 66.7 68.0 87.3: 32.0 12.7
Old : 100.0: 32.4 19.5 1.1 34.5 66.7 68.0 87.3: 32.0 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 16 9 1 20 17 36 27:
Old : 58: 16 9 1 20 17 36 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 53.1 36.3 69.4 22.2 53.1 33.7 66.4
Old : 23.4 53.1 36.3 69.4 22.2 53.1 33.7 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 28,526: 3,061 8,583 289 23,499 17,890 26,849 26,762: 1,677 1,764
Old : 28,526: 3,061 8,583 289 23,499 17,890 26,849 26,762: 1,677 1,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -474: -693 -498 -53 218 -86 -528 -637: 54 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 30.1 1.0 82.4 62.7 94.1 93.8: 5.9 6.2
Old : 100.0: 10.7 30.1 1.0 82.4 62.7 94.1 93.8: 5.9 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 4 2 12 13 19 19:
Old : 34: 7 4 2 12 13 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 66.1 81.3 81.4 70.0 66.1 79.9 81.4
Old : 71.4 66.1 81.3 81.4 70.0 66.1 79.9 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, March 31, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,511: 3,860 1,035 6 9,730 12,912 13,596 13,953: 915 558
Old : 14,511: 3,860 1,035 6 9,730 12,912 13,596 13,953: 915 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -380: -225 -556 6 -229 -111 -448 -661: 68 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 7.1 0.0 67.1 89.0 93.7 96.2: 6.3 3.8
Old : 100.0: 26.6 7.1 0.0 67.1 89.0 93.7 96.2: 6.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 5 2 7 3 16 10:
Old : 22: 9 5 2 7 3 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 92.9 81.2 96.1 66.5 92.9 80.2 94.5
Old : 67.5 92.9 81.2 96.1 66.5 92.9 80.2 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2009