MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,219: 1,243 8,803 818 23,755 14,079 25,816 23,700: 3,403 5,519
Old : 29,219: 1,243 8,803 818 23,755 14,079 25,816 23,700: 3,403 5,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 1,185: -158 395 239 900 211 981 845: 204 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 30.1 2.8 81.3 48.2 88.4 81.1: 11.6 18.9
Old : 100.0: 4.3 30.1 2.8 81.3 48.2 88.4 81.1: 11.6 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 6 21 12 27 25 43 49:
Old : 67: 6 21 12 27 25 43 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 : 52.2 32.0 65.7 47.6 52.2 30.3 65.7 45.9
Old : 52.2 32.0 65.7 47.6 52.2 30.3 65.7 45.9
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 175,302: 46,687 25,771 25,322 82,833 96,269 154,842 147,362: 20,460 27,940
Old : 169,604: 45,652 26,218 23,936 80,950 92,540 150,538 142,694: 19,066 26,910
Other: 5,698: 1,992 510 429 1,883 3,729 4,304 4,668: 1,394 1,030
: : :
: : Changes in Commitments from: February 16, 2010 :
: 988: 1,805 876 1,425 -1,443 -1,083 1,787 1,218: -799 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 14.7 14.4 47.3 54.9 88.3 84.1: 11.7 15.9
Old : 100.0: 26.9 15.5 14.1 47.7 54.6 88.8 84.1: 11.2 15.9
Other: 100.0: 35.0 9.0 7.5 33.0 65.4 75.5 81.9: 24.5 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 70 63 72 37 46 150 152:
Old : 209: 67 68 69 37 46 147 152:
Other: 50: 14 11 7 7 16 24 33:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 36.0 36.9 44.8 22.8 35.8 36.6 43.8
Old : 23.5 36.7 37.0 44.8 23.4 36.1 36.7 43.7
Other: 48.9 45.1 63.0 61.1 46.9 45.1 57.6 60.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 308,836: 114,026 33,929 51,995 117,964 159,075 283,985 244,999: 24,851 63,837
Old : 308,836: 114,026 33,929 51,995 117,964 159,075 283,985 244,999: 24,851 63,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 14,275: -267 -527 11,713 2,340 2,758 13,786 13,944: 489 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 11.0 16.8 38.2 51.5 92.0 79.3: 8.0 20.7
Old : 100.0: 36.9 11.0 16.8 38.2 51.5 92.0 79.3: 8.0 20.7
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 : 408: 122 80 99 66 170 250 304:
Old : 408: 122 80 99 66 170 250 304:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 14.8 29.9 21.9 18.6 13.6 29.9 19.4
Old : 18.6 14.8 29.9 21.9 18.6 13.6 29.9 19.4
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,869: 4,268 824 949 2,586 6,322 7,803 8,095: 2,066 1,774
Old : 9,869: 4,268 824 949 2,586 6,322 7,803 8,095: 2,066 1,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -727: 78 -112 -434 -33 -98 -389 -644: -338 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 8.3 9.6 26.2 64.1 79.1 82.0: 20.9 18.0
Old : 100.0: 43.2 8.3 9.6 26.2 64.1 79.1 82.0: 20.9 18.0
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: 31 14 11 18 27 56 47:
Old : 79: 31 14 11 18 27 56 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 34.2 45.7 49.0 32.0 34.2 45.4 48.9
Old : 32.0 34.2 45.7 49.0 32.0 34.2 45.4 48.9
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,164: 14,834 5,390 4,514 10,860 11,636 30,208 21,540: 5,956 14,624
Old : 36,164: 14,834 5,390 4,514 10,860 11,636 30,208 21,540: 5,956 14,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 2,919: 1,195 83 756 384 1,396 2,335 2,235: 584 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 14.9 12.5 30.0 32.2 83.5 59.6: 16.5 40.4
Old : 100.0: 41.0 14.9 12.5 30.0 32.2 83.5 59.6: 16.5 40.4
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 : 134: 41 28 32 29 47 92 91:
Old : 134: 41 28 32 29 47 92 91:
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 : 21.7 11.4 36.1 19.1 21.0 9.7 33.2 16.1
Old : 21.7 11.4 36.1 19.1 21.0 9.7 33.2 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,781: 2,696 450 30 11,003 17,983 13,729 18,463: 5,052 318
Old : 18,781: 2,696 450 30 11,003 17,983 13,729 18,463: 5,052 318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 1,045: 314 -220 0 665 1,302 979 1,082: 66 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 2.4 0.2 58.6 95.8 73.1 98.3: 26.9 1.7
Old : 100.0: 14.4 2.4 0.2 58.6 95.8 73.1 98.3: 26.9 1.7
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 : 23: 7 2 1 10 11 17 14:
Old : 23: 7 2 1 10 11 17 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 : 44.6 82.6 62.6 91.9 36.6 69.1 46.1 75.4
Old : 44.6 82.6 62.6 91.9 36.6 69.1 46.1 75.4
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 100,629: 40,224 11,803 154 19,273 72,712 59,651 84,669: 40,978 15,960
Old : 100,629: 40,224 11,803 154 19,273 72,712 59,651 84,669: 40,978 15,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 7,299: 5,198 232 44 120 6,831 5,362 7,107: 1,937 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 11.7 0.2 19.2 72.3 59.3 84.1: 40.7 15.9
Old : 100.0: 40.0 11.7 0.2 19.2 72.3 59.3 84.1: 40.7 15.9
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 : 75: 28 14 3 14 27 45 41:
Old : 75: 28 14 3 14 27 45 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 40.3 40.1 58.1 26.1 40.0 39.7 57.7
Old : 26.1 40.3 40.1 58.1 26.1 40.0 39.7 57.7
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,407: 12,119 20,938 3 23,673 10,095 35,795 31,036: 9,612 14,371
Old : 45,407: 12,119 20,938 3 23,673 10,095 35,795 31,036: 9,612 14,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 4,526: 1,356 5,508 -39 4,293 -2,059 5,610 3,410: -1,084 1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 46.1 0.0 52.1 22.2 78.8 68.4: 21.2 31.6
Old : 100.0: 26.7 46.1 0.0 52.1 22.2 78.8 68.4: 21.2 31.6
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 : 38: 9 13 1 10 10 19 24:
Old : 38: 9 13 1 10 10 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 40.5 60.3 54.7 43.3 40.5 60.0 54.7
Old : 43.4 40.5 60.3 54.7 43.3 40.5 60.0 54.7
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 - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 101,026: 67,846 10,501 413 26,853 88,461 95,112 99,375: 5,914 1,651
Old : 101,026: 67,846 10,501 413 26,853 88,461 95,112 99,375: 5,914 1,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 11,856: 24,417 1,536 -298 -12,538 10,640 11,581 11,878: 275 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 10.4 0.4 26.6 87.6 94.1 98.4: 5.9 1.6
Old : 100.0: 67.2 10.4 0.4 26.6 87.6 94.1 98.4: 5.9 1.6
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 : 86: 36 17 2 18 22 55 40:
Old : 86: 36 17 2 18 22 55 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 : 54.7 63.4 74.8 79.8 54.7 63.1 74.8 78.8
Old : 54.7 63.4 74.8 79.8 54.7 63.1 74.8 78.8
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 125,106: 13,882 76,766 224 96,642 15,674 110,748 92,664: 14,358 32,442
Old : 125,106: 13,882 76,766 224 96,642 15,674 110,748 92,664: 14,358 32,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 6,021: -40 6,765 -20 6,905 -1,696 6,845 5,049: -824 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 61.4 0.2 77.2 12.5 88.5 74.1: 11.5 25.9
Old : 100.0: 11.1 61.4 0.2 77.2 12.5 88.5 74.1: 11.5 25.9
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 : 80: 13 39 6 17 18 33 60:
Old : 80: 13 39 6 17 18 33 60:
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 : 55.2 23.1 71.2 37.1 53.9 23.1 69.5 37.0
Old : 55.2 23.1 71.2 37.1 53.9 23.1 69.5 37.0
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 122,919: 30,432 28,715 188 70,481 65,562 101,101 94,465: 21,818 28,454
Old : 122,919: 30,432 28,715 188 70,481 65,562 101,101 94,465: 21,818 28,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 3,103: -5,259 6,936 -12 10,153 -4,969 4,882 1,955: -1,779 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 23.4 0.2 57.3 53.3 82.3 76.9: 17.7 23.1
Old : 100.0: 24.8 23.4 0.2 57.3 53.3 82.3 76.9: 17.7 23.1
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 : 81: 23 30 8 16 20 45 52:
Old : 81: 23 30 8 16 20 45 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 : 49.1 43.1 60.3 53.7 41.6 39.5 52.5 47.9
Old : 49.1 43.1 60.3 53.7 41.6 39.5 52.5 47.9
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 208,474: 32,728 104,351 1,723 135,199 56,953 169,650 163,027: 38,824 45,447
Old : 208,474: 32,728 104,351 1,723 135,199 56,953 169,650 163,027: 38,824 45,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 12,432: -1,731 10,470 927 15,963 1,223 15,159 12,620: -2,727 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 50.1 0.8 64.9 27.3 81.4 78.2: 18.6 21.8
Old : 100.0: 15.7 50.1 0.8 64.9 27.3 81.4 78.2: 18.6 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 : 146: 36 57 15 33 34 77 98:
Old : 146: 36 57 15 33 34 77 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 26.3 57.3 37.8 49.7 25.7 56.3 37.0
Old : 50.5 26.3 57.3 37.8 49.7 25.7 56.3 37.0
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,201: 14,641 8,249 0 3,676 10,223 18,317 18,472: 1,884 1,729
Old : 20,201: 14,641 8,249 0 3,676 10,223 18,317 18,472: 1,884 1,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 522: 118 1,161 0 296 -143 414 1,018: 108 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 40.8 0.0 18.2 50.6 90.7 91.4: 9.3 8.6
Old : 100.0: 72.5 40.8 0.0 18.2 50.6 90.7 91.4: 9.3 8.6
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 : 32: 12 9 0 7 9 19 18:
Old : 32: 12 9 0 7 9 19 18:
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 : 62.5 60.6 80.3 82.2 62.1 60.4 75.6 79.3
Old : 62.5 60.6 80.3 82.2 62.1 60.4 75.6 79.3
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,679,246: 1,365,163 531,394 951,665 4,587,778 5,327,058 6,904,606 6,810,117: 774,640 869,129
Old : 7,679,246: 1,365,163 531,394 951,665 4,587,778 5,327,058 6,904,606 6,810,117: 774,640 869,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 166,613: -23,356 -45,717 110,036 172,891 151,193 259,571 215,512: -92,958 -48,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.9 12.4 59.7 69.4 89.9 88.7: 10.1 11.3
Old : 100.0: 17.8 6.9 12.4 59.7 69.4 89.9 88.7: 10.1 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 63 63 89 127 127 246 232:
Old : 276: 63 63 89 127 127 246 232:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 31.2 41.7 40.2 30.8 27.1 38.2 32.4
Old : 31.2 31.2 41.7 40.2 30.8 27.1 38.2 32.4
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 394,898: 25,359 97,210 3,036 266,205 250,700 294,600 350,946: 100,298 43,952
Old : 394,898: 25,359 97,210 3,036 266,205 250,700 294,600 350,946: 100,298 43,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 10,971: -173 3,770 1,197 4,426 6,240 5,450 11,207: 5,521 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 24.6 0.8 67.4 63.5 74.6 88.9: 25.4 11.1
Old : 100.0: 6.4 24.6 0.8 67.4 63.5 74.6 88.9: 25.4 11.1
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 : 133: 17 20 8 66 56 87 80:
Old : 133: 17 20 8 66 56 87 80:
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 : 24.3 41.5 33.6 54.6 22.2 41.3 31.1 54.5
Old : 24.3 41.5 33.6 54.6 22.2 41.3 31.1 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,847,974: 707,401 468,932 23,929 1,950,668 2,025,239 2,681,998 2,518,100: 165,976 329,874
Old : 2,847,974: 707,401 468,932 23,929 1,950,668 2,025,239 2,681,998 2,518,100: 165,976 329,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 19,987: 13,950 6,601 6,740 27,550 -12,637 48,240 704: -28,253 19,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 16.5 0.8 68.5 71.1 94.2 88.4: 5.8 11.6
Old : 100.0: 24.8 16.5 0.8 68.5 71.1 94.2 88.4: 5.8 11.6
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 : 444: 88 106 37 153 170 260 295:
Old : 444: 88 106 37 153 170 260 295:
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 : 26.8 19.7 37.8 26.3 26.4 16.6 35.0 22.6
Old : 26.8 19.7 37.8 26.3 26.4 16.6 35.0 22.6
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 100,894: 12,476 8,688 0 80,157 89,312 92,633 98,000: 8,261 2,894
Old : 100,894: 12,476 8,688 0 80,157 89,312 92,633 98,000: 8,261 2,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -874: 3,835 0 -393 -5,061 68 -1,619 -325: 745 -549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 8.6 0.0 79.4 88.5 91.8 97.1: 8.2 2.9
Old : 100.0: 12.4 8.6 0.0 79.4 88.5 91.8 97.1: 8.2 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 : 82: 13 3 0 46 31 59 34:
Old : 82: 13 3 0 46 31 59 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 : 31.5 58.6 46.7 76.3 24.2 55.1 37.5 67.8
Old : 31.5 58.6 46.7 76.3 24.2 55.1 37.5 67.8
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,756: 757 12,430 695 27,089 17,429 28,541 30,554: 4,215 2,202
Old : 32,756: 757 12,430 695 27,089 17,429 28,541 30,554: 4,215 2,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 2,045: -369 1,991 0 2,359 -156 1,990 1,835: 55 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 37.9 2.1 82.7 53.2 87.1 93.3: 12.9 6.7
Old : 100.0: 2.3 37.9 2.1 82.7 53.2 87.1 93.3: 12.9 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 : 26: 3 2 1 13 11 16 14:
Old : 26: 3 2 1 13 11 16 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 : 69.0 67.6 81.5 83.1 62.2 65.6 73.4 79.2
Old : 69.0 67.6 81.5 83.1 62.2 65.6 73.4 79.2
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 413,304: 143,045 103,800 3,380 249,430 285,705 395,855 392,885: 17,449 20,419
Old : 413,304: 143,045 103,800 3,380 249,430 285,705 395,855 392,885: 17,449 20,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 15,886: 23,490 2,090 -910 -6,606 18,427 15,974 19,607: -88 -3,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 25.1 0.8 60.4 69.1 95.8 95.1: 4.2 4.9
Old : 100.0: 34.6 25.1 0.8 60.4 69.1 95.8 95.1: 4.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 61 52 14 65 68 134 127:
Old : 230: 61 52 14 65 68 134 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 39.7 50.1 51.1 33.9 39.7 46.8 50.3
Old : 36.7 39.7 50.1 51.1 33.9 39.7 46.8 50.3
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 - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 108,320: 51,882 12,890 551 27,846 79,853 80,279 93,294: 28,041 15,026
Old : 108,320: 51,882 12,890 551 27,846 79,853 80,279 93,294: 28,041 15,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 9,871: 8,567 -3,422 -11 -2,899 14,468 5,657 11,035: 4,214 -1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 11.9 0.5 25.7 73.7 74.1 86.1: 25.9 13.9
Old : 100.0: 47.9 11.9 0.5 25.7 73.7 74.1 86.1: 25.9 13.9
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 : 65: 31 12 3 11 15 44 28:
Old : 65: 31 12 3 11 15 44 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 45.4 47.3 67.0 34.9 45.1 46.2 65.3
Old : 34.9 45.4 47.3 67.0 34.9 45.1 46.2 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,650: 15,499 9,296 0 16,432 17,266 31,931 26,562: 8,719 14,088
Old : 40,650: 15,499 9,296 0 16,432 17,266 31,931 26,562: 8,719 14,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 1,207: -52 -1,483 0 170 2,477 118 994: 1,089 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 22.9 0.0 40.4 42.5 78.6 65.3: 21.4 34.7
Old : 100.0: 38.1 22.9 0.0 40.4 42.5 78.6 65.3: 21.4 34.7
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 : 56: 16 13 0 19 17 35 30:
Old : 56: 16 13 0 19 17 35 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 : 38.8 24.6 50.4 36.0 38.8 23.9 49.6 34.8
Old : 38.8 24.6 50.4 36.0 38.8 23.9 49.6 34.8
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,955: 10,179 6,011 1,032 25,240 37,255 36,451 44,298: 13,504 5,657
Old : 49,955: 10,179 6,011 1,032 25,240 37,255 36,451 44,298: 13,504 5,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -1,533: -5,678 181 727 3,190 -2,737 -1,761 -1,829: 228 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 12.0 2.1 50.5 74.6 73.0 88.7: 27.0 11.3
Old : 100.0: 20.4 12.0 2.1 50.5 74.6 73.0 88.7: 27.0 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 8 2 17 24 33 33:
Old : 58: 15 8 2 17 24 33 33:
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 : 30.3 41.7 42.4 57.2 21.2 29.8 30.6 42.9
Old : 30.3 41.7 42.4 57.2 21.2 29.8 30.6 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,359: 3,829 264 40 21,334 26,419 25,203 26,723: 3,156 1,636
Old : 28,359: 3,829 264 40 21,334 26,419 25,203 26,723: 3,156 1,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 836: 157 264 0 -57 659 100 923: 736 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.9 0.1 75.2 93.2 88.9 94.2: 11.1 5.8
Old : 100.0: 13.5 0.9 0.1 75.2 93.2 88.9 94.2: 11.1 5.8
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 : 37: 8 1 1 14 16 22 18:
Old : 37: 8 1 1 14 16 22 18:
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 : 57.8 70.7 70.8 83.3 55.5 70.7 68.5 82.5
Old : 57.8 70.7 70.8 83.3 55.5 70.7 68.5 82.5
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 - Futures Only, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,561: 3,513 1,663 98 10,610 17,175 14,221 18,936: 6,340 1,625
Old : 20,561: 3,513 1,663 98 10,610 17,175 14,221 18,936: 6,340 1,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -440: -183 -561 -50 -212 -83 -445 -694: 5 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 8.1 0.5 51.6 83.5 69.2 92.1: 30.8 7.9
Old : 100.0: 17.1 8.1 0.5 51.6 83.5 69.2 92.1: 30.8 7.9
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 : 25: 7 4 1 9 6 16 11:
Old : 25: 7 4 1 9 6 16 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 : 48.4 81.2 57.7 89.4 47.2 81.2 56.6 89.4
Old : 48.4 81.2 57.7 89.4 47.2 81.2 56.6 89.4
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,244: 3,170 1,264 1 10,713 12,889 13,884 14,154: 1,360 1,090
Old : 15,244: 3,170 1,264 1 10,713 12,889 13,884 14,154: 1,360 1,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -3,379: -782 412 -290 -2,181 -3,219 -3,253 -3,097: -126 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 8.3 0.0 70.3 84.6 91.1 92.8: 8.9 7.2
Old : 100.0: 20.8 8.3 0.0 70.3 84.6 91.1 92.8: 8.9 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 4 1 7 3 16 7:
Old : 21: 8 4 1 7 3 16 7:
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 : 66.8 90.2 79.9 92.8 66.8 90.2 79.9 92.8
Old : 66.8 90.2 79.9 92.8 66.8 90.2 79.9 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2010