MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 45,565: 1,198 5,379 9,531 30,299 21,252 41,029 36,163: 4,537 9,402
Old : 45,565: 1,198 5,379 9,531 30,299 21,252 41,029 36,163: 4,537 9,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 226: -238 350 -150 740 194 352 395: -126 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 11.8 20.9 66.5 46.6 90.0 79.4: 10.0 20.6
Old : 100.0: 2.6 11.8 20.9 66.5 46.6 90.0 79.4: 10.0 20.6
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 : 83: 10 23 21 41 34 65 65:
Old : 83: 10 23 21 41 34 65 65:
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 : 40.3 31.6 51.1 44.7 40.3 30.6 47.6 42.4
Old : 40.3 31.6 51.1 44.7 40.3 30.6 47.6 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 246,960: 71,763 15,868 56,126 92,692 141,023 220,580 213,017: 26,379 33,942
Old : 212,373: 64,910 21,460 42,858 83,622 120,053 191,390 184,371: 20,983 28,002
Other: 34,587: 13,558 1,114 6,562 9,070 20,970 29,191 28,646: 5,396 5,940
: : :
: : Changes in Commitments from: April 20, 2010 :
: 10,007: 3,799 558 6,698 -464 3,824 10,033 11,081: -26 -1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 6.4 22.7 37.5 57.1 89.3 86.3: 10.7 13.7
Old : 100.0: 30.6 10.1 20.2 39.4 56.5 90.1 86.8: 9.9 13.2
Other: 100.0: 39.2 3.2 19.0 26.2 60.6 84.4 82.8: 15.6 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 129 51 110 52 64 230 188:
Old : 267: 123 61 108 46 63 223 186:
Other: 108: 43 13 27 26 41 80 71:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 31.8 30.3 40.3 16.7 30.7 27.6 37.9
Old : 19.9 33.8 33.1 40.6 18.5 32.8 30.5 38.8
Other: 26.6 33.3 41.9 43.0 26.1 29.3 40.2 38.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 445,080: 148,583 10,070 130,757 134,935 222,141 414,275 362,969: 30,805 82,112
Old : 445,080: 148,583 10,070 130,757 134,935 222,141 414,275 362,969: 30,805 82,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 4,713: -548 408 9,093 -1,678 -1,571 6,867 7,930: -2,154 -3,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 2.3 29.4 30.3 49.9 93.1 81.6: 6.9 18.4
Old : 100.0: 33.4 2.3 29.4 30.3 49.9 93.1 81.6: 6.9 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 441: 172 52 123 102 188 324 326:
Old : 441: 172 52 123 102 188 324 326:
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 : 15.1 15.8 24.8 23.4 13.8 15.0 22.4 20.8
Old : 15.1 15.8 24.8 23.4 13.8 15.0 22.4 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 11,468: 5,565 817 1,627 2,124 7,115 9,316 9,559: 2,152 1,909
Old : 11,468: 5,565 817 1,627 2,124 7,115 9,316 9,559: 2,152 1,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -44: -21 -90 112 -8 -85 83 -63: -127 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 7.1 14.2 18.5 62.0 81.2 83.4: 18.8 16.6
Old : 100.0: 48.5 7.1 14.2 18.5 62.0 81.2 83.4: 18.8 16.6
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 : 87: 42 13 15 19 23 71 42:
Old : 87: 42 13 15 19 23 71 42:
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 : 26.7 36.9 42.0 51.5 26.7 36.9 42.0 50.5
Old : 26.7 36.9 42.0 51.5 26.7 36.9 42.0 50.5
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 27, 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 : 50,330: 24,134 3,504 7,376 11,594 15,425 43,104 26,305: 7,225 24,025
Old : 50,330: 24,134 3,504 7,376 11,594 15,425 43,104 26,305: 7,225 24,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 1,546: 233 -1,004 -57 620 1,008 796 -53: 749 1,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 7.0 14.7 23.0 30.6 85.6 52.3: 14.4 47.7
Old : 100.0: 48.0 7.0 14.7 23.0 30.6 85.6 52.3: 14.4 47.7
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 : 183: 54 26 26 50 85 119 124:
Old : 183: 54 26 26 50 85 119 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 8.9 28.9 16.1 17.3 8.2 28.1 13.2
Old : 17.3 8.9 28.9 16.1 17.3 8.2 28.1 13.2
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 27, 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 : 29,051: 8,433 205 236 14,546 28,469 23,215 28,910: 5,836 141
Old : 29,051: 8,433 205 236 14,546 28,469 23,215 28,910: 5,836 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 2,049: 2,258 5 236 475 1,802 2,969 2,043: -920 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 0.7 0.8 50.1 98.0 79.9 99.5: 20.1 0.5
Old : 100.0: 29.0 0.7 0.8 50.1 98.0 79.9 99.5: 20.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 2 2 11 14 20 17:
Old : 27: 8 2 2 11 14 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 78.7 68.3 94.0 46.9 70.9 56.0 76.2
Old : 51.1 78.7 68.3 94.0 46.9 70.9 56.0 76.2
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 27, 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 : 157,182: 73,093 12,106 4,691 28,279 121,093 106,063 137,890: 51,118 19,292
Old : 157,182: 73,093 12,106 4,691 28,279 121,093 106,063 137,890: 51,118 19,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -3,408: -9,897 -536 470 6,767 -2,330 -2,661 -2,397: -748 -1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 7.7 3.0 18.0 77.0 67.5 87.7: 32.5 12.3
Old : 100.0: 46.5 7.7 3.0 18.0 77.0 67.5 87.7: 32.5 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 35 10 13 24 27 63 46:
Old : 80: 35 10 13 24 27 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 : 28.7 47.0 39.0 64.5 28.7 45.4 38.9 62.0
Old : 28.7 47.0 39.0 64.5 28.7 45.4 38.9 62.0
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 27, 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 : 51,988: 13,138 26,604 1,531 25,094 7,810 39,763 35,945: 12,225 16,043
Old : 51,988: 13,138 26,604 1,531 25,094 7,810 39,763 35,945: 12,225 16,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 16,102: 3,286 11,302 147 12,534 446 15,967 11,896: 135 4,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 51.2 2.9 48.3 15.0 76.5 69.1: 23.5 30.9
Old : 100.0: 25.3 51.2 2.9 48.3 15.0 76.5 69.1: 23.5 30.9
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 : 47: 12 17 7 12 10 27 31:
Old : 47: 12 17 7 12 10 27 31:
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 : 36.8 29.8 55.7 42.6 36.3 29.8 54.3 42.6
Old : 36.8 29.8 55.7 42.6 36.3 29.8 54.3 42.6
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 27, 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 : 127,926: 107,556 9,515 0 13,649 115,964 121,205 125,479: 6,721 2,447
Old : 127,926: 107,556 9,515 0 13,649 115,964 121,205 125,479: 6,721 2,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -11,718: -11,421 690 -105 700 -12,928 -10,826 -12,343: -892 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 7.4 0.0 10.7 90.6 94.7 98.1: 5.3 1.9
Old : 100.0: 84.1 7.4 0.0 10.7 90.6 94.7 98.1: 5.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 50 16 0 17 20 67 36:
Old : 100: 50 16 0 17 20 67 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 : 57.1 64.6 72.2 79.4 57.1 64.4 72.2 79.0
Old : 57.1 64.6 72.2 79.4 57.1 64.4 72.2 79.0
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 27, 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 : 137,283: 13,207 68,053 9,721 93,992 26,972 116,921 104,747: 20,362 32,536
Old : 137,283: 13,207 68,053 9,721 93,992 26,972 116,921 104,747: 20,362 32,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 2,014: -2,023 4,103 1,684 1,723 -4,240 1,383 1,548: 631 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 49.6 7.1 68.5 19.6 85.2 76.3: 14.8 23.7
Old : 100.0: 9.6 49.6 7.1 68.5 19.6 85.2 76.3: 14.8 23.7
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 : 99: 17 44 22 23 27 53 80:
Old : 99: 17 44 22 23 27 53 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 : 48.8 27.8 62.8 34.9 48.7 27.5 59.0 33.7
Old : 48.8 27.8 62.8 34.9 48.7 27.5 59.0 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 153,773: 16,058 63,904 10,693 109,662 35,781 136,413 110,378: 17,360 43,395
Old : 153,773: 16,058 63,904 10,693 109,662 35,781 136,413 110,378: 17,360 43,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 5,234: 650 194 1,484 2,396 6,059 4,530 7,737: 704 -2,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 41.6 7.0 71.3 23.3 88.7 71.8: 11.3 28.2
Old : 100.0: 10.4 41.6 7.0 71.3 23.3 88.7 71.8: 11.3 28.2
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 : 111: 24 52 25 22 25 62 86:
Old : 111: 24 52 25 22 25 62 86:
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 : 54.5 25.5 63.9 33.4 52.6 20.7 60.7 28.2
Old : 54.5 25.5 63.9 33.4 52.6 20.7 60.7 28.2
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 27, 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 : 313,219: 37,288 120,783 58,040 166,357 74,593 261,686 253,417: 51,533 59,802
Old : 313,219: 37,288 120,783 58,040 166,357 74,593 261,686 253,417: 51,533 59,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 53,804: 2,543 17,720 18,822 28,476 10,084 49,842 46,626: 3,962 7,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 38.6 18.5 53.1 23.8 83.5 80.9: 16.5 19.1
Old : 100.0: 11.9 38.6 18.5 53.1 23.8 83.5 80.9: 16.5 19.1
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 : 204: 53 91 63 38 44 128 161:
Old : 204: 53 91 63 38 44 128 161:
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 : 32.8 20.9 42.8 29.1 31.0 19.3 39.4 25.1
Old : 32.8 20.9 42.8 29.1 31.0 19.3 39.4 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 21,797: 17,554 4,645 0 1,118 15,819 18,672 20,464: 3,125 1,333
Old : 21,797: 17,554 4,645 0 1,118 15,819 18,672 20,464: 3,125 1,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 3,886: 3,057 -1,100 0 610 5,048 3,667 3,948: 219 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 21.3 0.0 5.1 72.6 85.7 93.9: 14.3 6.1
Old : 100.0: 80.5 21.3 0.0 5.1 72.6 85.7 93.9: 14.3 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: 19 7 0 5 12 24 19:
Old : 42: 19 7 0 5 12 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 48.7 71.7 71.7 59.6 48.2 71.7 71.2
Old : 59.6 48.7 71.7 71.7 59.6 48.2 71.7 71.2
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 27, 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 :13,504,820: 1,521,113 355,464 4,628,771 6,460,794 7,410,786 12,610,678 12,395,021: 894,142 1,109,799
Old :13,504,820: 1,521,113 355,464 4,628,771 6,460,794 7,410,786 12,610,678 12,395,021: 894,142 1,109,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 244,295: -315,573 20,468 205,816 336,093 3,884 226,335 230,167: 17,960 14,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 2.6 34.3 47.8 54.9 93.4 91.8: 6.6 8.2
Old : 100.0: 11.3 2.6 34.3 47.8 54.9 93.4 91.8: 6.6 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 : 308: 71 71 116 148 160 283 286:
Old : 308: 71 71 116 148 160 283 286:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 22.3 31.5 33.7 17.2 14.5 23.2 18.6
Old : 21.9 22.3 31.5 33.7 17.2 14.5 23.2 18.6
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 27, 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 : 405,006: 16,451 36,972 27,838 275,523 275,202 319,812 340,011: 85,194 64,995
Old : 405,006: 16,451 36,972 27,838 275,523 275,202 319,812 340,011: 85,194 64,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 6,604: 71 2,214 1,088 2,709 9,520 3,868 12,822: 2,736 -6,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 9.1 6.9 68.0 68.0 79.0 84.0: 21.0 16.0
Old : 100.0: 4.1 9.1 6.9 68.0 68.0 79.0 84.0: 21.0 16.0
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 : 154: 23 28 36 82 67 124 112:
Old : 154: 23 28 36 82 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 : 19.4 17.1 27.9 29.5 17.9 16.4 25.7 28.4
Old : 19.4 17.1 27.9 29.5 17.9 16.4 25.7 28.4
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 27, 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 : 2,768,380: 337,016 389,038 114,960 2,005,405 2,012,289 2,457,381 2,516,287: 310,999 252,093
Old : 2,768,380: 337,016 389,038 114,960 2,005,405 2,012,289 2,457,381 2,516,287: 310,999 252,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 120,099: 40,416 32,043 25,953 60,515 79,728 126,885 137,725: -6,786 -17,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 14.1 4.2 72.4 72.7 88.8 90.9: 11.2 9.1
Old : 100.0: 12.2 14.1 4.2 72.4 72.7 88.8 90.9: 11.2 9.1
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 : 507: 96 125 75 182 214 316 376:
Old : 507: 96 125 75 182 214 316 376:
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 : 18.9 12.3 28.9 19.6 17.1 8.3 24.5 15.0
Old : 18.9 12.3 28.9 19.6 17.1 8.3 24.5 15.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 103,258: 10,641 8,608 558 79,824 90,017 91,023 99,183: 12,234 4,075
Old : 103,258: 10,641 8,608 558 79,824 90,017 91,023 99,183: 12,234 4,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 2,309: 119 143 434 -150 1,833 403 2,410: 1,906 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.3 0.5 77.3 87.2 88.2 96.1: 11.8 3.9
Old : 100.0: 10.3 8.3 0.5 77.3 87.2 88.2 96.1: 11.8 3.9
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 : 89: 14 4 1 48 39 62 44:
Old : 89: 14 4 1 48 39 62 44:
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 : 38.4 48.3 52.7 67.6 32.7 40.5 42.9 58.1
Old : 38.4 48.3 52.7 67.6 32.7 40.5 42.9 58.1
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 27, 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 : 18,821: 5,757 2,523 0 8,800 11,501 14,557 14,024: 4,264 4,797
Old : 18,821: 5,757 2,523 0 8,800 11,501 14,557 14,024: 4,264 4,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 1,893: 1,226 -246 0 895 1,168 2,121 922: -228 971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 13.4 0.0 46.8 61.1 77.3 74.5: 22.7 25.5
Old : 100.0: 30.6 13.4 0.0 46.8 61.1 77.3 74.5: 22.7 25.5
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 : 25: 3 3 0 11 10 14 13:
Old : 25: 3 3 0 11 10 14 13:
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 : 54.9 47.6 68.5 67.6 53.5 47.6 67.1 67.6
Old : 54.9 47.6 68.5 67.6 53.5 47.6 67.1 67.6
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 27, 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 : 381,465: 130,918 109,726 9,415 201,480 244,611 341,813 363,752: 39,652 17,713
Old : 381,465: 130,918 109,726 9,415 201,480 244,611 341,813 363,752: 39,652 17,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 44,955: -3,516 10,984 3,109 36,830 27,847 36,423 41,940: 8,531 3,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 28.8 2.5 52.8 64.1 89.6 95.4: 10.4 4.6
Old : 100.0: 34.3 28.8 2.5 52.8 64.1 89.6 95.4: 10.4 4.6
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 : 259: 81 47 26 71 80 160 146:
Old : 259: 81 47 26 71 80 160 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 25.0 36.1 40.4 21.9 24.0 35.0 39.2
Old : 21.9 25.0 36.1 40.4 21.9 24.0 35.0 39.2
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 27, 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 : 145,156: 75,754 9,071 2,075 30,988 114,879 108,817 126,025: 36,339 19,131
Old : 145,156: 75,754 9,071 2,075 30,988 114,879 108,817 126,025: 36,339 19,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -13,683: -11,577 1,283 -202 1,697 -15,651 -10,082 -14,570: -3,601 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 6.2 1.4 21.3 79.1 75.0 86.8: 25.0 13.2
Old : 100.0: 52.2 6.2 1.4 21.3 79.1 75.0 86.8: 25.0 13.2
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 : 75: 39 10 10 13 19 56 35:
Old : 75: 39 10 10 13 19 56 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 57.8 42.9 75.3 31.6 57.7 42.2 72.4
Old : 31.6 57.8 42.9 75.3 31.6 57.7 42.2 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 47,698: 14,963 11,351 0 21,900 20,045 36,863 31,396: 10,835 16,302
Old : 47,698: 14,963 11,351 0 21,900 20,045 36,863 31,396: 10,835 16,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -2,333: -212 -850 0 2,983 2,193 2,771 1,343: -5,104 -3,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 23.8 0.0 45.9 42.0 77.3 65.8: 22.7 34.2
Old : 100.0: 31.4 23.8 0.0 45.9 42.0 77.3 65.8: 22.7 34.2
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 : 61: 17 14 0 19 17 36 31:
Old : 61: 17 14 0 19 17 36 31:
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 : 34.0 30.0 47.3 42.8 32.4 24.8 44.2 36.9
Old : 34.0 30.0 47.3 42.8 32.4 24.8 44.2 36.9
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 27, 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 : 46,300: 16,960 3,778 1,518 14,588 29,270 33,066 34,566: 13,234 11,734
Old : 46,300: 16,960 3,778 1,518 14,588 29,270 33,066 34,566: 13,234 11,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -289: -6 -688 -500 -2,669 8,940 -3,175 7,752: 2,886 -8,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 8.2 3.3 31.5 63.2 71.4 74.7: 28.6 25.3
Old : 100.0: 36.6 8.2 3.3 31.5 63.2 71.4 74.7: 28.6 25.3
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 : 61: 19 8 3 17 22 38 31:
Old : 61: 19 8 3 17 22 38 31:
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 : 23.6 34.9 38.7 47.5 21.4 33.2 34.3 44.6
Old : 23.6 34.9 38.7 47.5 21.4 33.2 34.3 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 29,232: 3,780 0 80 22,061 27,564 25,921 27,644: 3,311 1,588
Old : 29,232: 3,780 0 80 22,061 27,564 25,921 27,644: 3,311 1,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 499: 115 0 0 -87 639 28 639: 471 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.0 0.3 75.5 94.3 88.7 94.6: 11.3 5.4
Old : 100.0: 12.9 0.0 0.3 75.5 94.3 88.7 94.6: 11.3 5.4
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 : 40: 7 0 1 20 22 27 23:
Old : 40: 7 0 1 20 22 27 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 : 56.6 60.0 69.1 75.6 54.2 59.9 66.5 75.6
Old : 56.6 60.0 69.1 75.6 54.2 59.9 66.5 75.6
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 27, 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 : 21,544: 5,914 0 0 10,335 19,550 16,249 19,550: 5,295 1,994
Old : 21,544: 5,914 0 0 10,335 19,550 16,249 19,550: 5,295 1,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 121: -188 -750 -83 319 1,058 48 225: 73 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 0.0 0.0 48.0 90.7 75.4 90.7: 24.6 9.3
Old : 100.0: 27.5 0.0 0.0 48.0 90.7 75.4 90.7: 24.6 9.3
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 : 29: 10 0 0 11 11 21 11:
Old : 29: 10 0 0 11 11 21 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 : 40.2 75.2 55.6 88.6 39.2 75.2 54.6 88.5
Old : 40.2 75.2 55.6 88.6 39.2 75.2 54.6 88.5
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 27, 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 : 19,662: 4,903 5,781 0 10,542 13,467 15,445 19,248: 4,217 414
Old : 19,662: 4,903 5,781 0 10,542 13,467 15,445 19,248: 4,217 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -82: 90 7 0 -97 -2 -7 5: -75 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 29.4 0.0 53.6 68.5 78.6 97.9: 21.4 2.1
Old : 100.0: 24.9 29.4 0.0 53.6 68.5 78.6 97.9: 21.4 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 : 25: 11 6 0 7 1 18 7:
Old : 25: 11 6 0 7 1 18 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 : 54.7 96.3 65.6 97.9 54.7 96.3 65.6 97.9
Old : 54.7 96.3 65.6 97.9 54.7 96.3 65.6 97.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 30, 2010