MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 42,520: 796 5,030 8,685 28,318 18,976 37,800 32,691: 4,720 9,828
Old : 42,520: 796 5,030 8,685 28,318 18,976 37,800 32,691: 4,720 9,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -6,931: -522 -1,389 -1,454 -4,219 -2,952 -6,195 -5,795: -736 -1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 11.8 20.4 66.6 44.6 88.9 76.9: 11.1 23.1
Old : 100.0: 1.9 11.8 20.4 66.6 44.6 88.9 76.9: 11.1 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 : 78: 9 22 21 37 31 59 62:
Old : 78: 9 22 21 37 31 59 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 30.3 52.2 42.7 41.8 29.3 49.2 40.1
Old : 41.8 30.3 52.2 42.7 41.8 29.3 49.2 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 241,702: 67,440 15,538 56,663 92,170 136,845 216,273 209,047: 25,430 32,656
Old : 221,899: 63,575 18,852 49,341 87,163 124,414 200,079 192,607: 21,820 29,292
Other: 19,804: 7,413 235 3,773 5,007 12,431 16,194 16,440: 3,610 3,364
: : :
: : Changes in Commitments from: March 30, 2010 :
: 17,750: 6,459 3,061 7,802 2,097 4,986 16,358 15,849: 1,392 1,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 6.4 23.4 38.1 56.6 89.5 86.5: 10.5 13.5
Old : 100.0: 28.7 8.5 22.2 39.3 56.1 90.2 86.8: 9.8 13.2
Other: 100.0: 37.4 1.2 19.1 25.3 62.8 81.8 83.0: 18.2 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 116 50 104 47 57 211 175:
Old : 247: 113 58 101 43 57 205 174:
Other: 86: 37 5 25 20 29 64 55:
:----------------------------------------------------------------------------------------------------
: 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 34.5 30.1 41.8 17.7 32.8 28.6 38.8
Old : 20.0 35.6 31.9 42.2 19.2 33.6 30.6 39.0
Other: 26.4 34.7 43.5 49.2 25.6 31.9 40.1 44.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 420,423: 138,414 12,314 109,313 138,649 214,892 386,376 336,520: 34,047 83,903
Old : 420,423: 138,414 12,314 109,313 138,649 214,892 386,376 336,520: 34,047 83,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -32,194: 335 1,369 -29,658 -4,069 -3,488 -33,393 -31,777: 1,199 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 2.9 26.0 33.0 51.1 91.9 80.0: 8.1 20.0
Old : 100.0: 32.9 2.9 26.0 33.0 51.1 91.9 80.0: 8.1 20.0
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 : 439: 162 54 118 113 184 335 317:
Old : 439: 162 54 118 113 184 335 317:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 16.4 25.0 23.8 14.4 15.4 23.4 20.6
Old : 15.3 16.4 25.0 23.8 14.4 15.4 23.4 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 10,154: 4,348 872 1,171 2,334 6,554 7,853 8,597: 2,301 1,557
Old : 10,154: 4,348 872 1,171 2,334 6,554 7,853 8,597: 2,301 1,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 300: 628 394 -188 -292 153 147 359: 153 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 8.6 11.5 23.0 64.5 77.3 84.7: 22.7 15.3
Old : 100.0: 42.8 8.6 11.5 23.0 64.5 77.3 84.7: 22.7 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 39 15 15 14 23 63 46:
Old : 86: 39 15 15 14 23 63 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 36.7 41.7 50.5 30.2 36.7 41.1 50.2
Old : 30.2 36.7 41.7 50.5 30.2 36.7 41.1 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 47,171: 23,045 4,957 8,235 9,607 13,090 40,886 26,282: 6,285 20,889
Old : 47,171: 23,045 4,957 8,235 9,607 13,090 40,886 26,282: 6,285 20,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 2,109: 1,355 1,021 348 421 -268 2,124 1,102: -15 1,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 10.5 17.5 20.4 27.8 86.7 55.7: 13.3 44.3
Old : 100.0: 48.9 10.5 17.5 20.4 27.8 86.7 55.7: 13.3 44.3
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 : 174: 59 35 30 40 61 117 110:
Old : 174: 59 35 30 40 61 117 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 9.9 29.7 17.2 18.7 9.3 29.2 15.2
Old : 18.7 9.9 29.7 17.2 18.7 9.3 29.2 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 27,387: 6,870 200 0 13,586 27,026 20,456 27,226: 6,931 161
Old : 27,387: 6,870 200 0 13,586 27,026 20,456 27,226: 6,931 161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -347: 88 0 0 -365 -302 -277 -302: -70 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.7 0.0 49.6 98.7 74.7 99.4: 25.3 0.6
Old : 100.0: 25.1 0.7 0.0 49.6 98.7 74.7 99.4: 25.3 0.6
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 : 25: 7 1 0 11 14 18 15:
Old : 25: 7 1 0 11 14 18 15:
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 : 47.1 73.8 67.2 95.1 40.8 68.5 51.3 78.1
Old : 47.1 73.8 67.2 95.1 40.8 68.5 51.3 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 167,966: 90,476 19,274 7,807 22,258 121,176 120,541 148,256: 47,425 19,710
Old : 167,966: 90,476 19,274 7,807 22,258 121,176 120,541 148,256: 47,425 19,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 4,156: 1,448 1,729 1,534 994 -1,682 3,975 1,581: 181 2,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 11.5 4.6 13.3 72.1 71.8 88.3: 28.2 11.7
Old : 100.0: 53.9 11.5 4.6 13.3 72.1 71.8 88.3: 28.2 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 49 14 20 20 25 77 51:
Old : 94: 49 14 20 20 25 77 51:
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 : 31.4 45.7 40.8 65.5 31.4 45.2 40.4 64.6
Old : 31.4 45.7 40.8 65.5 31.4 45.2 40.4 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 35,347: 9,645 13,844 1,918 10,916 7,790 22,479 23,552: 12,868 11,795
Old : 35,347: 9,645 13,844 1,918 10,916 7,790 22,479 23,552: 12,868 11,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 4,665: 3,164 494 427 -1,129 2,330 2,462 3,251: 2,203 1,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 39.2 5.4 30.9 22.0 63.6 66.6: 36.4 33.4
Old : 100.0: 27.3 39.2 5.4 30.9 22.0 63.6 66.6: 36.4 33.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 9 16 9 8 9 23 28:
Old : 38: 9 16 9 8 9 23 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 : 33.4 25.6 50.1 39.1 33.1 25.5 48.0 38.9
Old : 33.4 25.6 50.1 39.1 33.1 25.5 48.0 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 136,407: 118,233 7,023 391 10,246 126,974 128,870 134,388: 7,537 2,019
Old : 136,407: 118,233 7,023 391 10,246 126,974 128,870 134,388: 7,537 2,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 5,340: 4,863 3,251 -48 561 2,217 5,376 5,420: -36 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 5.1 0.3 7.5 93.1 94.5 98.5: 5.5 1.5
Old : 100.0: 86.7 5.1 0.3 7.5 93.1 94.5 98.5: 5.5 1.5
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 : 106: 60 15 2 15 19 75 36:
Old : 106: 60 15 2 15 19 75 36:
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 : 59.8 63.7 73.8 82.3 59.8 63.4 73.8 82.0
Old : 59.8 63.7 73.8 82.3 59.8 63.4 73.8 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 145,894: 14,739 73,087 10,527 103,829 26,812 129,094 110,426: 16,800 35,469
Old : 145,894: 14,739 73,087 10,527 103,829 26,812 129,094 110,426: 16,800 35,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -4,316: 2,616 -5,773 -752 -4,202 920 -2,338 -5,605: -1,978 1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 50.1 7.2 71.2 18.4 88.5 75.7: 11.5 24.3
Old : 100.0: 10.1 50.1 7.2 71.2 18.4 88.5 75.7: 11.5 24.3
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 : 87: 17 39 19 15 27 44 73:
Old : 87: 17 39 19 15 27 44 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 29.0 70.3 37.8 53.3 28.8 67.9 37.2
Old : 53.3 29.0 70.3 37.8 53.3 28.8 67.9 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 142,840: 19,544 60,660 12,758 90,873 26,096 123,175 99,514: 19,665 43,325
Old : 142,840: 19,544 60,660 12,758 90,873 26,096 123,175 99,514: 19,665 43,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 17,892: 1,826 13,502 2,563 13,420 -542 17,809 15,523: 84 2,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 42.5 8.9 63.6 18.3 86.2 69.7: 13.8 30.3
Old : 100.0: 13.7 42.5 8.9 63.6 18.3 86.2 69.7: 13.8 30.3
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 : 113: 25 54 27 24 22 64 88:
Old : 113: 25 54 27 24 22 64 88:
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 : 45.0 24.4 54.2 32.6 41.1 18.8 49.1 25.4
Old : 45.0 24.4 54.2 32.6 41.1 18.8 49.1 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 271,352: 39,420 103,437 49,170 137,149 63,336 225,739 215,943: 45,613 55,409
Old : 271,352: 39,420 103,437 49,170 137,149 63,336 225,739 215,943: 45,613 55,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -9,173: 5,987 -13,196 1,947 -17,932 4,220 -9,998 -7,029: 825 -2,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 38.1 18.1 50.5 23.3 83.2 79.6: 16.8 20.4
Old : 100.0: 14.5 38.1 18.1 50.5 23.3 83.2 79.6: 16.8 20.4
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 : 188: 63 75 64 31 39 127 145:
Old : 188: 63 75 64 31 39 127 145:
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 23.1 43.6 32.1 30.8 22.0 38.1 28.8
Old : 31.7 23.1 43.6 32.1 30.8 22.0 38.1 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 16,221: 12,836 7,333 0 606 7,564 13,442 14,897: 2,779 1,324
Old : 16,221: 12,836 7,333 0 606 7,564 13,442 14,897: 2,779 1,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -922: -213 90 0 -467 -1,448 -680 -1,358: -242 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 45.2 0.0 3.7 46.6 82.9 91.8: 17.1 8.2
Old : 100.0: 79.1 45.2 0.0 3.7 46.6 82.9 91.8: 17.1 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 15 11 0 4 9 19 20:
Old : 37: 15 11 0 4 9 19 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 : 57.4 53.6 71.6 76.2 57.4 53.3 71.6 75.8
Old : 57.4 53.6 71.6 76.2 57.4 53.3 71.6 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 :12,364,281: 1,347,199 338,511 4,042,344 6,141,754 6,846,801 11,531,298 11,227,656: 832,983 1,136,625
Old :12,364,281: 1,347,199 338,511 4,042,344 6,141,754 6,846,801 11,531,298 11,227,656: 832,983 1,136,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 369,245: 15,276 -14,397 103,049 205,220 104,698 323,545 193,350: 45,700 175,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 2.7 32.7 49.7 55.4 93.3 90.8: 6.7 9.2
Old : 100.0: 10.9 2.7 32.7 49.7 55.4 93.3 90.8: 6.7 9.2
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 : 305: 68 76 119 143 147 280 279:
Old : 305: 68 76 119 143 147 280 279:
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 : 22.2 22.6 31.8 33.1 17.9 14.1 23.3 18.1
Old : 22.2 22.6 31.8 33.1 17.9 14.1 23.3 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 406,749: 19,499 28,030 29,875 269,771 276,935 319,145 334,839: 87,604 71,910
Old : 406,749: 19,499 28,030 29,875 269,771 276,935 319,145 334,839: 87,604 71,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 13,280: 873 18 6,395 3,004 9,692 10,272 16,105: 3,009 -2,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.9 7.3 66.3 68.1 78.5 82.3: 21.5 17.7
Old : 100.0: 4.8 6.9 7.3 66.3 68.1 78.5 82.3: 21.5 17.7
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 : 155: 21 32 37 79 67 124 112:
Old : 155: 21 32 37 79 67 124 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 16.3 26.8 28.4 17.8 16.3 25.4 27.9
Old : 19.0 16.3 26.8 28.4 17.8 16.3 25.4 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 2,569,924: 285,878 314,092 104,667 1,862,453 1,901,318 2,252,998 2,320,077: 316,926 249,847
Old : 2,569,924: 285,878 314,092 104,667 1,862,453 1,901,318 2,252,998 2,320,077: 316,926 249,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -4,423: -1,235 10,792 -2,202 11,252 -26,733 7,816 -18,142: -12,238 13,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 12.2 4.1 72.5 74.0 87.7 90.3: 12.3 9.7
Old : 100.0: 11.1 12.2 4.1 72.5 74.0 87.7 90.3: 12.3 9.7
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 : 479: 95 119 79 179 184 322 334:
Old : 479: 95 119 79 179 184 322 334:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 13.0 30.1 20.9 18.7 9.5 26.4 16.7
Old : 19.6 13.0 30.1 20.9 18.7 9.5 26.4 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 101,977: 12,574 8,275 0 79,282 90,047 91,856 98,322: 10,120 3,655
Old : 101,977: 12,574 8,275 0 79,282 90,047 91,856 98,322: 10,120 3,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 1,455: -127 -157 0 933 1,175 806 1,018: 649 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 8.1 0.0 77.7 88.3 90.1 96.4: 9.9 3.6
Old : 100.0: 12.3 8.1 0.0 77.7 88.3 90.1 96.4: 9.9 3.6
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 : 93: 16 3 0 48 42 64 45:
Old : 93: 16 3 0 48 42 64 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 51.7 50.6 66.7 31.3 44.1 42.5 58.4
Old : 35.7 51.7 50.6 66.7 31.3 44.1 42.5 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 16,188: 4,946 2,195 0 6,669 11,486 11,615 13,681: 4,573 2,507
Old : 16,188: 4,946 2,195 0 6,669 11,486 11,615 13,681: 4,573 2,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 1,980: 696 750 0 1,094 1,424 1,790 2,174: 190 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 13.6 0.0 41.2 71.0 71.8 84.5: 28.2 15.5
Old : 100.0: 30.6 13.6 0.0 41.2 71.0 71.8 84.5: 28.2 15.5
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 : 27: 4 2 0 12 12 16 14:
Old : 27: 4 2 0 12 12 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 : 47.9 52.7 60.5 75.2 44.9 52.7 57.5 75.2
Old : 47.9 52.7 60.5 75.2 44.9 52.7 57.5 75.2
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 with Delta-adjusted Options and Futures Combined, April 6, 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 : 311,023: 143,678 87,096 5,336 138,016 200,875 287,030 293,307: 23,992 17,716
Old : 311,023: 143,678 87,096 5,336 138,016 200,875 287,030 293,307: 23,992 17,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 9,265: 6,671 5,833 530 4,956 1,698 12,157 8,061: -2,892 1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 28.0 1.7 44.4 64.6 92.3 94.3: 7.7 5.7
Old : 100.0: 46.2 28.0 1.7 44.4 64.6 92.3 94.3: 7.7 5.7
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 : 267: 92 51 19 71 72 173 132:
Old : 267: 92 51 19 71 72 173 132:
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 : 23.1 22.9 33.9 36.6 23.1 21.5 33.8 34.9
Old : 23.1 22.9 33.9 36.6 23.1 21.5 33.8 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 156,905: 84,290 10,179 2,963 29,259 126,487 116,512 139,629: 40,393 17,277
Old : 156,905: 84,290 10,179 2,963 29,259 126,487 116,512 139,629: 40,393 17,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 8,893: 4,020 50 342 -439 8,466 3,923 8,858: 4,970 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 6.5 1.9 18.6 80.6 74.3 89.0: 25.7 11.0
Old : 100.0: 53.7 6.5 1.9 18.6 80.6 74.3 89.0: 25.7 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 38 11 11 12 17 55 34:
Old : 71: 38 11 11 12 17 55 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 : 29.6 58.9 43.2 78.8 29.6 58.5 43.2 77.2
Old : 29.6 58.9 43.2 78.8 29.6 58.5 43.2 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 47,176: 14,850 13,423 0 22,155 19,025 37,005 32,448: 10,171 14,728
Old : 47,176: 14,850 13,423 0 22,155 19,025 37,005 32,448: 10,171 14,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 2,505: 708 348 0 1,584 448 2,292 796: 213 1,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 28.5 0.0 47.0 40.3 78.4 68.8: 21.6 31.2
Old : 100.0: 31.5 28.5 0.0 47.0 40.3 78.4 68.8: 21.6 31.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 15 14 0 16 15 31 29:
Old : 56: 15 14 0 16 15 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 33.1 47.9 47.8 35.0 29.7 47.3 44.2
Old : 35.0 33.1 47.9 47.8 35.0 29.7 47.3 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 44,450: 22,516 5,652 694 14,001 24,081 37,211 30,427: 7,239 14,023
Old : 44,450: 22,516 5,652 694 14,001 24,081 37,211 30,427: 7,239 14,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 5,097: 3,319 877 68 589 3,599 3,976 4,544: 1,121 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 12.7 1.6 31.5 54.2 83.7 68.5: 16.3 31.5
Old : 100.0: 50.7 12.7 1.6 31.5 54.2 83.7 68.5: 16.3 31.5
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 : 60: 18 10 4 18 18 39 29:
Old : 60: 18 10 4 18 18 39 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 30.5 44.6 42.2 26.6 30.5 42.2 41.2
Old : 27.5 30.5 44.6 42.2 26.6 30.5 42.2 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 28,526: 3,780 323 80 21,878 26,381 25,738 26,784: 2,788 1,742
Old : 28,526: 3,780 323 80 21,878 26,381 25,738 26,784: 2,788 1,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -663: -408 -257 0 -184 -707 -592 -964: -71 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 1.1 0.3 76.7 92.5 90.2 93.9: 9.8 6.1
Old : 100.0: 13.3 1.1 0.3 76.7 92.5 90.2 93.9: 9.8 6.1
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 : 42: 7 1 1 19 21 26 23:
Old : 42: 7 1 1 19 21 26 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 : 57.6 59.3 70.0 75.1 55.2 59.3 66.5 75.1
Old : 57.6 59.3 70.0 75.1 55.2 59.3 66.5 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 20,474: 5,345 500 82 8,227 18,003 13,654 18,585: 6,820 1,889
Old : 20,474: 5,345 500 82 8,227 18,003 13,654 18,585: 6,820 1,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 213: 410 0 0 147 -87 557 -87: -344 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 2.4 0.4 40.2 87.9 66.7 90.8: 33.3 9.2
Old : 100.0: 26.1 2.4 0.4 40.2 87.9 66.7 90.8: 33.3 9.2
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 : 29: 11 1 1 10 10 21 12:
Old : 29: 11 1 1 10 10 21 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 : 37.3 76.0 49.2 88.3 36.4 76.0 48.3 88.3
Old : 37.3 76.0 49.2 88.3 36.4 76.0 48.3 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 20,811: 4,895 2,485 108 11,965 17,791 16,968 20,384: 3,843 427
Old : 20,811: 4,895 2,485 108 11,965 17,791 16,968 20,384: 3,843 427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 2,662: 771 851 108 -493 2,230 386 3,189: 2,276 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 11.9 0.5 57.5 85.5 81.5 97.9: 18.5 2.1
Old : 100.0: 23.5 11.9 0.5 57.5 85.5 81.5 97.9: 18.5 2.1
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 : 27: 12 5 2 7 3 21 9:
Old : 27: 12 5 2 7 3 21 9:
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 : 58.4 93.7 68.6 97.5 58.4 93.6 68.6 97.4
Old : 58.4 93.7 68.6 97.5 58.4 93.6 68.6 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 9, 2010