BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 2,973: 368 1,161 1 1,950 1,400 2,319 2,562: 654 411
Old : 2,973: 368 1,161 1 1,950 1,400 2,319 2,562: 654 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 57: 45 22 0 -47 1 -2 23: 59 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 39.1 0.0 65.6 47.1 78.0 86.2: 22.0 13.8
Old : 100.0: 12.4 39.1 0.0 65.6 47.1 78.0 86.2: 22.0 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 4 1 9 11 12 15:
Old : 22: 2 4 1 9 11 12 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 : 50.6 56.9 70.7 72.3 49.8 56.2 67.2 70.6
Old : 50.6 56.9 70.7 72.3 49.8 56.2 67.2 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 34,619: 4,646 4,217 785 24,984 25,064 30,415 30,066: 4,204 4,553
Old : 34,619: 4,646 4,217 785 24,984 25,064 30,415 30,066: 4,204 4,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 1,153: 97 -529 245 873 778 1,215 494: -62 659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 12.2 2.3 72.2 72.4 87.9 86.8: 12.1 13.2
Old : 100.0: 13.4 12.2 2.3 72.2 72.4 87.9 86.8: 12.1 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 : 78: 18 12 14 33 31 57 51:
Old : 78: 18 12 14 33 31 57 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 : 48.1 45.8 58.4 59.7 48.1 43.0 57.2 56.5
Old : 48.1 45.8 58.4 59.7 48.1 43.0 57.2 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 234,891: 66,372 26,436 48,154 93,534 127,061 208,060 201,651: 26,831 33,240
Old : 201,311: 61,736 36,811 30,684 87,154 106,202 179,574 173,697: 21,737 27,614
Other: 33,580: 18,870 3,859 3,236 6,380 20,859 28,486 27,954: 5,094 5,626
: : :
: : Changes in Commitments from: April 5, 2011 :
: -9,104: -4,263 -587 -3,185 -577 -2,914 -8,025 -6,686: -1,079 -2,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 11.3 20.5 39.8 54.1 88.6 85.8: 11.4 14.2
Old : 100.0: 30.7 18.3 15.2 43.3 52.8 89.2 86.3: 10.8 13.7
Other: 100.0: 56.2 11.5 9.6 19.0 62.1 84.8 83.2: 15.2 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 108 42 102 54 71 217 183:
Old : 257: 96 58 94 43 67 199 178:
Other: 112: 38 12 16 27 47 75 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 26.6 32.5 34.2 20.2 25.5 32.3 32.3
Old : 22.7 27.8 35.3 35.7 22.6 27.5 35.2 34.4
Other: 33.2 29.2 49.6 44.4 33.2 27.2 47.7 41.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 388,055: 128,100 52,549 69,473 161,568 192,420 359,141 314,442: 28,914 73,613
Old : 388,055: 128,100 52,549 69,473 161,568 192,420 359,141 314,442: 28,914 73,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -5,546: 4,661 602 -6,363 -442 1,434 -2,144 -4,327: -3,402 -1,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 13.5 17.9 41.6 49.6 92.5 81.0: 7.5 19.0
Old : 100.0: 33.0 13.5 17.9 41.6 49.6 92.5 81.0: 7.5 19.0
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: 136 85 120 87 182 305 326:
Old : 439: 136 85 120 87 182 305 326:
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 : 20.6 13.2 32.0 19.7 20.4 12.8 31.8 18.8
Old : 20.6 13.2 32.0 19.7 20.4 12.8 31.8 18.8
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 - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,967: 4,125 2,732 660 3,189 4,520 7,974 7,912: 1,993 2,055
Old : 9,967: 4,125 2,732 660 3,189 4,520 7,974 7,912: 1,993 2,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -145: -517 549 -218 375 -711 -360 -380: 215 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 27.4 6.6 32.0 45.3 80.0 79.4: 20.0 20.6
Old : 100.0: 41.4 27.4 6.6 32.0 45.3 80.0 79.4: 20.0 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 : 92: 28 30 16 21 23 61 61:
Old : 92: 28 30 16 21 23 61 61:
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 : 36.2 29.5 50.2 42.6 36.2 29.5 50.2 41.9
Old : 36.2 29.5 50.2 42.6 36.2 29.5 50.2 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 42,891: 20,560 4,893 4,102 12,244 11,852 36,906 20,847: 5,985 22,044
Old : 42,891: 20,560 4,893 4,102 12,244 11,852 36,906 20,847: 5,985 22,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -257: -210 179 -35 437 226 192 370: -449 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 11.4 9.6 28.5 27.6 86.0 48.6: 14.0 51.4
Old : 100.0: 47.9 11.4 9.6 28.5 27.6 86.0 48.6: 14.0 51.4
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 : 171: 52 31 38 36 68 108 120:
Old : 171: 52 31 38 36 68 108 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 9.4 32.5 15.1 18.9 8.8 32.2 13.0
Old : 19.2 9.4 32.5 15.1 18.9 8.8 32.2 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 83,772: 12,190 0 0 70,556 83,243 82,746 83,243: 1,026 529
Old : 83,772: 12,190 0 0 70,556 83,243 82,746 83,243: 1,026 529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -6,353: -1,472 0 -126 -3,500 -4,867 -5,098 -4,993: -1,255 -1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 0.0 0.0 84.2 99.4 98.8 99.4: 1.2 0.6
Old : 100.0: 14.6 0.0 0.0 84.2 99.4 98.8 99.4: 1.2 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: 9 0 0 13 15 22 15:
Old : 25: 9 0 0 13 15 22 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 : 79.2 67.0 91.2 90.4 50.1 41.0 55.1 53.0
Old : 79.2 67.0 91.2 90.4 50.1 41.0 55.1 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 142,022: 66,354 2,613 76 22,824 123,079 89,254 125,768: 52,768 16,254
Old : 142,022: 66,354 2,613 76 22,824 123,079 89,254 125,768: 52,768 16,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 3,765: -2,522 -1,233 74 5,392 5,143 2,944 3,984: 821 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 1.8 0.1 16.1 86.7 62.8 88.6: 37.2 11.4
Old : 100.0: 46.7 1.8 0.1 16.1 86.7 62.8 88.6: 37.2 11.4
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 : 82: 44 4 2 19 24 63 30:
Old : 82: 44 4 2 19 24 63 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 59.1 28.7 74.5 19.8 57.5 28.6 72.9
Old : 19.9 59.1 28.7 74.5 19.8 57.5 28.6 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 61,505: 22,272 7,615 17 11,077 44,300 33,366 51,932: 28,139 9,573
Old : 61,505: 22,272 7,615 17 11,077 44,300 33,366 51,932: 28,139 9,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 1,551: 684 -3,130 16 -1,481 3,802 -781 688: 2,332 863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 12.4 0.0 18.0 72.0 54.2 84.4: 45.8 15.6
Old : 100.0: 36.2 12.4 0.0 18.0 72.0 54.2 84.4: 45.8 15.6
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 : 41: 17 8 1 9 11 26 20:
Old : 41: 17 8 1 9 11 26 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 : 29.7 59.2 38.5 76.2 29.7 59.1 38.5 74.3
Old : 29.7 59.2 38.5 76.2 29.7 59.1 38.5 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 166,619: 131,688 6,842 0 26,674 157,661 158,362 164,503: 8,257 2,116
Old : 166,619: 131,688 6,842 0 26,674 157,661 158,362 164,503: 8,257 2,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 7,794: 5,274 -510 -8 2,749 7,756 8,015 7,238: -221 556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 4.1 0.0 16.0 94.6 95.0 98.7: 5.0 1.3
Old : 100.0: 79.0 4.1 0.0 16.0 94.6 95.0 98.7: 5.0 1.3
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 : 129: 80 14 0 15 22 95 36:
Old : 129: 80 14 0 15 22 95 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 : 41.4 65.6 57.2 80.2 41.4 65.4 57.2 80.1
Old : 41.4 65.6 57.2 80.2 41.4 65.4 57.2 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 120,316: 53,423 26,752 24 25,408 74,300 78,855 101,076: 41,461 19,240
Old : 120,316: 53,423 26,752 24 25,408 74,300 78,855 101,076: 41,461 19,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 9,097: -373 5,370 -83 1,328 4,902 872 10,189: 8,225 -1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 22.2 0.0 21.1 61.8 65.5 84.0: 34.5 16.0
Old : 100.0: 44.4 22.2 0.0 21.1 61.8 65.5 84.0: 34.5 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 : 99: 34 22 2 20 33 56 55:
Old : 99: 34 22 2 20 33 56 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 34.5 35.7 49.2 23.3 34.0 35.5 47.9
Old : 23.3 34.5 35.7 49.2 23.3 34.0 35.5 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 130,084: 14,183 67,060 436 95,231 18,248 109,850 85,744: 20,234 44,340
Old : 130,084: 14,183 67,060 436 95,231 18,248 109,850 85,744: 20,234 44,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 9,452: -2,333 7,313 -232 14,078 -911 11,513 6,170: -2,061 3,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 51.6 0.3 73.2 14.0 84.4 65.9: 15.6 34.1
Old : 100.0: 10.9 51.6 0.3 73.2 14.0 84.4 65.9: 15.6 34.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 17 44 3 27 19 47 63:
Old : 100: 17 44 3 27 19 47 63:
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 26.2 53.4 38.7 33.9 26.2 51.6 38.7
Old : 35.0 26.2 53.4 38.7 33.9 26.2 51.6 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 243,203: 105,425 40,440 1,700 69,054 151,768 176,179 193,908: 67,024 49,295
Old : 243,203: 105,425 40,440 1,700 69,054 151,768 176,179 193,908: 67,024 49,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 6,933: 6,020 892 201 -1,043 5,126 5,178 6,219: 1,755 714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 16.6 0.7 28.4 62.4 72.4 79.7: 27.6 20.3
Old : 100.0: 43.3 16.6 0.7 28.4 62.4 72.4 79.7: 27.6 20.3
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 : 177: 61 43 14 41 47 108 98:
Old : 177: 61 43 14 41 47 108 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 33.7 31.8 44.8 22.9 33.2 31.6 44.4
Old : 22.9 33.7 31.8 44.8 22.9 33.2 31.6 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 37,396: 31,884 26,202 0 4,168 11,052 36,052 37,254: 1,344 142
Old : 37,396: 31,884 26,202 0 4,168 11,052 36,052 37,254: 1,344 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -60: -183 0 0 112 -65 -71 -65: 11 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 70.1 0.0 11.1 29.6 96.4 99.6: 3.6 0.4
Old : 100.0: 85.3 70.1 0.0 11.1 29.6 96.4 99.6: 3.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 2 0 2 7 12 9:
Old : 20: 10 2 0 2 7 12 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 : 91.0 89.7 95.3 99.2 91.0 89.7 95.3 99.2
Old : 91.0 89.7 95.3 99.2 91.0 89.7 95.3 99.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 21,143: 14,233 7,897 0 3,348 11,788 17,581 19,685: 3,562 1,458
Old : 21,143: 14,233 7,897 0 3,348 11,788 17,581 19,685: 3,562 1,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 4,946: 4,104 463 -3 576 4,766 4,677 5,226: 269 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 37.4 0.0 15.8 55.8 83.2 93.1: 16.8 6.9
Old : 100.0: 67.3 37.4 0.0 15.8 55.8 83.2 93.1: 16.8 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 20 8 0 3 17 23 25:
Old : 47: 20 8 0 3 17 23 25:
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 : 48.1 53.1 66.7 72.4 48.1 53.1 66.7 72.3
Old : 48.1 53.1 66.7 72.4 48.1 53.1 66.7 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 9,389,824: 955,664 634,645 868,502 6,677,351 6,835,575 8,501,517 8,338,722: 888,307 1,051,102
Old : 9,389,824: 955,664 634,645 868,502 6,677,351 6,835,575 8,501,517 8,338,722: 888,307 1,051,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 135,267: 71,104 19,375 -86,802 94,694 124,291 78,996 56,864: 56,271 78,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 6.8 9.2 71.1 72.8 90.5 88.8: 9.5 11.2
Old : 100.0: 10.2 6.8 9.2 71.1 72.8 90.5 88.8: 9.5 11.2
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 : 273: 58 48 80 138 148 247 238:
Old : 273: 58 48 80 138 148 247 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 27.1 50.4 40.1 38.9 22.3 44.2 32.3
Old : 40.9 27.1 50.4 40.1 38.9 22.3 44.2 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 843,173: 78,729 101,382 19,053 583,679 601,175 681,461 721,611: 161,712 121,562
Old : 843,173: 78,729 101,382 19,053 583,679 601,175 681,461 721,611: 161,712 121,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 4,410: -4,776 7,809 3,974 3,482 -9,537 2,680 2,246: 1,730 2,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 12.0 2.3 69.2 71.3 80.8 85.6: 19.2 14.4
Old : 100.0: 9.3 12.0 2.3 69.2 71.3 80.8 85.6: 19.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 546: 100 119 53 217 220 349 361:
Old : 546: 100 119 53 217 220 349 361:
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 14.9 27.2 21.9 15.0 14.4 21.9 21.2
Old : 19.0 14.9 27.2 21.9 15.0 14.4 21.9 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 304,104: 13,285 33,128 896 177,385 222,844 191,566 256,868: 112,538 47,236
Old : 304,104: 13,285 33,128 896 177,385 222,844 191,566 256,868: 112,538 47,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 1,748: -1,342 6,934 386 1,508 -4,548 552 2,772: 1,196 -1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 10.9 0.3 58.3 73.3 63.0 84.5: 37.0 15.5
Old : 100.0: 4.4 10.9 0.3 58.3 73.3 63.0 84.5: 37.0 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 : 126: 14 22 7 55 56 74 80:
Old : 126: 14 22 7 55 56 74 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 : 23.9 29.6 32.8 43.3 22.8 28.4 31.7 42.2
Old : 23.9 29.6 32.8 43.3 22.8 28.4 31.7 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,695,345: 385,592 399,646 32,413 2,031,472 1,891,655 2,449,477 2,323,714: 245,868 371,631
Old : 2,695,345: 385,592 399,646 32,413 2,031,472 1,891,655 2,449,477 2,323,714: 245,868 371,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 13,308: 7,230 28,778 -6,462 9,871 -24,946 10,639 -2,630: 2,669 15,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 14.8 1.2 75.4 70.2 90.9 86.2: 9.1 13.8
Old : 100.0: 14.3 14.8 1.2 75.4 70.2 90.9 86.2: 9.1 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 507: 98 111 35 189 197 306 324:
Old : 507: 98 111 35 189 197 306 324:
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 : 22.3 12.0 32.3 20.3 18.6 12.0 27.5 19.4
Old : 22.3 12.0 32.3 20.3 18.6 12.0 27.5 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 113,175: 13,132 8,336 61 90,556 102,231 103,749 110,628: 9,426 2,547
Old : 113,175: 13,132 8,336 61 90,556 102,231 103,749 110,628: 9,426 2,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 924: -2,083 -241 61 2,876 1,250 854 1,070: 70 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 7.4 0.1 80.0 90.3 91.7 97.7: 8.3 2.3
Old : 100.0: 11.6 7.4 0.1 80.0 90.3 91.7 97.7: 8.3 2.3
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 : 98: 13 6 1 53 39 67 45:
Old : 98: 13 6 1 53 39 67 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 : 40.8 41.0 55.2 57.2 35.7 41.0 50.0 57.2
Old : 40.8 41.0 55.2 57.2 35.7 41.0 50.0 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 84,480: 21,385 10,051 6,009 48,102 64,785 75,497 80,845: 8,983 3,635
Old : 84,480: 21,385 10,051 6,009 48,102 64,785 75,497 80,845: 8,983 3,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -5,662: -3,714 510 -1,374 9 -4,698 -5,079 -5,563: -582 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 11.9 7.1 56.9 76.7 89.4 95.7: 10.6 4.3
Old : 100.0: 25.3 11.9 7.1 56.9 76.7 89.4 95.7: 10.6 4.3
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 : 244: 67 37 13 78 92 149 139:
Old : 244: 67 37 13 78 92 149 139:
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 : 22.4 25.7 36.2 40.7 20.8 25.4 30.5 38.5
Old : 22.4 25.7 36.2 40.7 20.8 25.4 30.5 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 17,258: 5,704 1,143 0 8,081 14,989 13,785 16,132: 3,473 1,126
Old : 17,258: 5,704 1,143 0 8,081 14,989 13,785 16,132: 3,473 1,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -684: -1,273 532 0 860 -1,134 -413 -602: -271 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 6.6 0.0 46.8 86.9 79.9 93.5: 20.1 6.5
Old : 100.0: 33.1 6.6 0.0 46.8 86.9 79.9 93.5: 20.1 6.5
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 11 10 15 12:
Old : 27: 4 2 0 11 10 15 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 : 51.5 54.1 69.4 81.4 51.5 54.1 69.4 81.4
Old : 51.5 54.1 69.4 81.4 51.5 54.1 69.4 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 336,108: 104,244 70,379 4,207 200,107 248,978 308,558 323,564: 27,550 12,544
Old : 336,108: 104,244 70,379 4,207 200,107 248,978 308,558 323,564: 27,550 12,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -24,889: -19,753 -7,657 676 -4,255 -17,822 -23,332 -24,803: -1,557 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 20.9 1.3 59.5 74.1 91.8 96.3: 8.2 3.7
Old : 100.0: 31.0 20.9 1.3 59.5 74.1 91.8 96.3: 8.2 3.7
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 : 240: 64 39 11 73 88 140 135:
Old : 240: 64 39 11 73 88 140 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 26.6 40.5 42.9 24.6 26.6 38.7 42.9
Old : 25.9 26.6 40.5 42.9 24.6 26.6 38.7 42.9
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 - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 149,033: 97,153 6,502 62 15,943 124,202 113,158 130,766: 35,875 18,267
Old : 149,033: 97,153 6,502 62 15,943 124,202 113,158 130,766: 35,875 18,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 2,925: -2,237 -1,950 56 3,546 1,780 1,365 -114: 1,560 3,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 4.4 0.0 10.7 83.3 75.9 87.7: 24.1 12.3
Old : 100.0: 65.2 4.4 0.0 10.7 83.3 75.9 87.7: 24.1 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 : 77: 41 10 2 12 19 53 31:
Old : 77: 41 10 2 12 19 53 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 : 33.7 56.4 47.9 73.1 33.7 56.3 47.9 72.9
Old : 33.7 56.4 47.9 73.1 33.7 56.3 47.9 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 54,553: 23,251 7,448 6 23,956 29,971 47,213 37,425: 7,340 17,128
Old : 54,553: 23,251 7,448 6 23,956 29,971 47,213 37,425: 7,340 17,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -2,630: 1,731 -692 -6 -4,366 -810 -2,641 -1,508: 11 -1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 13.7 0.0 43.9 54.9 86.5 68.6: 13.5 31.4
Old : 100.0: 42.6 13.7 0.0 43.9 54.9 86.5 68.6: 13.5 31.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 20 15 1 20 21 40 37:
Old : 71: 20 15 1 20 21 40 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 38.4 57.7 47.6 34.6 26.9 45.4 35.0
Old : 42.5 38.4 57.7 47.6 34.6 26.9 45.4 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 61,402: 10,278 18,661 999 42,785 32,444 54,062 52,104: 7,340 9,298
Old : 61,402: 10,278 18,661 999 42,785 32,444 54,062 52,104: 7,340 9,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -2,817: -1,369 1,420 -230 -2,160 -7,627 -3,759 -6,437: 942 3,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 30.4 1.6 69.7 52.8 88.0 84.9: 12.0 15.1
Old : 100.0: 16.7 30.4 1.6 69.7 52.8 88.0 84.9: 12.0 15.1
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 : 76: 18 14 5 25 24 47 39:
Old : 76: 18 14 5 25 24 47 39:
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 38.8 49.5 54.3 28.1 33.3 40.2 45.7
Old : 35.7 38.8 49.5 54.3 28.1 33.3 40.2 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 32,887: 4,223 2,111 280 23,803 28,225 28,306 30,616: 4,581 2,271
Old : 32,887: 4,223 2,111 280 23,803 28,225 28,306 30,616: 4,581 2,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 1,247: 798 198 0 273 629 1,071 827: 176 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 6.4 0.9 72.4 85.8 86.1 93.1: 13.9 6.9
Old : 100.0: 12.8 6.4 0.9 72.4 85.8 86.1 93.1: 13.9 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 4 1 22 24 27 29:
Old : 47: 5 4 1 22 24 27 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 : 46.3 43.9 60.7 65.7 40.1 39.6 50.8 56.7
Old : 46.3 43.9 60.7 65.7 40.1 39.6 50.8 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 40,472: 13,580 3,334 75 20,117 34,289 33,772 37,698: 6,700 2,774
Old : 40,472: 13,580 3,334 75 20,117 34,289 33,772 37,698: 6,700 2,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 2,430: 1,533 708 -19 877 2,096 2,391 2,785: 39 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 8.2 0.2 49.7 84.7 83.4 93.1: 16.6 6.9
Old : 100.0: 33.6 8.2 0.2 49.7 84.7 83.4 93.1: 16.6 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 20 8 2 26 22 47 31:
Old : 68: 20 8 2 26 22 47 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 : 34.5 53.8 49.3 70.8 33.4 51.6 48.2 68.6
Old : 34.5 53.8 49.3 70.8 33.4 51.6 48.2 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 13,840: 6,860 2,809 48 4,828 10,312 11,736 13,169: 2,104 671
Old : 13,840: 6,860 2,809 48 4,828 10,312 11,736 13,169: 2,104 671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 423: -28 2 36 305 45 313 83: 110 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 20.3 0.3 34.9 74.5 84.8 95.2: 15.2 4.8
Old : 100.0: 49.6 20.3 0.3 34.9 74.5 84.8 95.2: 15.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 12 3 2 8 5 21 9:
Old : 24: 12 3 2 8 5 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 : 45.6 94.2 62.0 95.1 45.4 94.1 61.7 94.1
Old : 45.6 94.2 62.0 95.1 45.4 94.1 61.7 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2011