MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 60,679: 6,733 2,337 14,165 33,337 34,265 54,235 50,766: 6,443 9,912
Old : 60,679: 6,733 2,337 14,165 33,337 34,265 54,235 50,766: 6,443 9,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 2,836: -1,643 111 1,182 4,656 1,028 4,196 2,321: -1,360 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 3.9 23.3 54.9 56.5 89.4 83.7: 10.6 16.3
Old : 100.0: 11.1 3.9 23.3 54.9 56.5 89.4 83.7: 10.6 16.3
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 : 94: 26 10 28 45 45 81 75:
Old : 94: 26 10 28 45 45 81 75:
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 : 33.2 33.5 44.8 45.4 32.9 30.9 40.0 40.2
Old : 33.2 33.5 44.8 45.4 32.9 30.9 40.0 40.2
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, March 15, 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 : 255,199: 65,972 12,359 67,314 96,701 135,932 229,987 215,605: 25,212 39,594
Old : 232,009: 60,463 18,697 57,146 93,298 120,913 210,907 196,756: 21,101 35,253
Other: 23,190: 11,929 82 3,749 3,403 15,019 19,080 18,849: 4,110 4,341
: : :
: : Changes in Commitments from: March 8, 2011 :
: -6,471: -6,745 -2,311 -163 2,170 -4,776 -4,738 -7,250: -1,734 778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 4.8 26.4 37.9 53.3 90.1 84.5: 9.9 15.5
Old : 100.0: 26.1 8.1 24.6 40.2 52.1 90.9 84.8: 9.1 15.2
Other: 100.0: 51.4 0.4 16.2 14.7 64.8 82.3 81.3: 17.7 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 108 37 103 61 71 208 188:
Old : 245: 97 50 101 54 69 199 186:
Other: 102: 36 4 20 28 45 73 65:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 25.0 28.9 34.1 18.2 23.8 28.7 31.8
Old : 20.2 25.0 31.0 34.6 20.1 23.8 30.9 32.9
Other: 27.0 30.7 39.3 44.4 27.0 28.9 37.3 41.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 469,059: 121,876 23,316 151,332 161,431 209,617 434,639 384,265: 34,420 84,794
Old : 469,059: 121,876 23,316 151,332 161,431 209,617 434,639 384,265: 34,420 84,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 13,002: -6,645 1,452 12,619 5,760 -4,027 11,734 10,044: 1,269 2,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 5.0 32.3 34.4 44.7 92.7 81.9: 7.3 18.1
Old : 100.0: 26.0 5.0 32.3 34.4 44.7 92.7 81.9: 7.3 18.1
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 : 446: 150 70 136 111 197 333 350:
Old : 446: 150 70 136 111 197 333 350:
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 : 16.6 15.7 26.8 22.8 16.4 12.8 25.3 16.6
Old : 16.6 15.7 26.8 22.8 16.4 12.8 25.3 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 9,307: 4,227 1,445 748 2,762 5,453 7,737 7,646: 1,570 1,660
Old : 9,307: 4,227 1,445 748 2,762 5,453 7,737 7,646: 1,570 1,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -434: -60 120 -257 -140 -283 -457 -421: 23 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 15.5 8.0 29.7 58.6 83.1 82.2: 16.9 17.8
Old : 100.0: 45.4 15.5 8.0 29.7 58.6 83.1 82.2: 16.9 17.8
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 : 82: 29 13 16 21 32 55 57:
Old : 82: 29 13 16 21 32 55 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 33.3 56.4 46.0 39.4 33.3 56.4 45.6
Old : 39.4 33.3 56.4 46.0 39.4 33.3 56.4 45.6
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, March 15, 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 : 52,820: 20,239 1,430 11,024 13,725 14,863 44,988 27,316: 7,833 25,504
Old : 52,820: 20,239 1,430 11,024 13,725 14,863 44,988 27,316: 7,833 25,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -2,307: -566 -1,362 367 -1,383 -133 -1,582 -1,128: -726 -1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 2.7 20.9 26.0 28.1 85.2 51.7: 14.8 48.3
Old : 100.0: 38.3 2.7 20.9 26.0 28.1 85.2 51.7: 14.8 48.3
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 : 202: 66 29 47 53 78 143 139:
Old : 202: 66 29 47 53 78 143 139:
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 : 16.1 9.7 28.1 15.6 16.1 7.5 26.4 10.2
Old : 16.1 9.7 28.1 15.6 16.1 7.5 26.4 10.2
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, March 15, 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 : 70,466: 13,652 0 13 55,386 69,242 69,051 69,255: 1,415 1,211
Old : 70,466: 13,652 0 13 55,386 69,242 69,051 69,255: 1,415 1,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 4,934: 210 0 3 4,105 4,024 4,318 4,027: 616 907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 0.0 0.0 78.6 98.3 98.0 98.3: 2.0 1.7
Old : 100.0: 19.4 0.0 0.0 78.6 98.3 98.0 98.3: 2.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 0 1 13 13 20 14:
Old : 21: 7 0 1 13 13 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 57.1 89.8 85.6 64.9 49.7 69.7 64.2
Old : 76.5 57.1 89.8 85.6 64.9 49.7 69.7 64.2
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, March 15, 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 : 198,703: 61,043 3,554 4,858 77,682 169,087 143,583 177,498: 55,120 21,205
Old : 198,703: 61,043 3,554 4,858 77,682 169,087 143,583 177,498: 55,120 21,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 17,329: -19,963 -289 2,021 37,224 14,357 19,282 16,089: -1,953 1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 1.8 2.4 39.1 85.1 72.3 89.3: 27.7 10.7
Old : 100.0: 30.7 1.8 2.4 39.1 85.1 72.3 89.3: 27.7 10.7
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 : 83: 38 8 16 24 31 70 47:
Old : 83: 38 8 16 24 31 70 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 48.8 45.7 64.1 17.2 31.9 23.3 43.6
Old : 34.8 48.8 45.7 64.1 17.2 31.9 23.3 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 63,528: 32,203 4,509 587 3,981 46,227 36,771 51,322: 26,758 12,206
Old : 63,528: 32,203 4,509 587 3,981 46,227 36,771 51,322: 26,758 12,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -1,023: 1,310 -2,522 -8 -1,628 -796 -326 -3,327: -697 2,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 7.1 0.9 6.3 72.8 57.9 80.8: 42.1 19.2
Old : 100.0: 50.7 7.1 0.9 6.3 72.8 57.9 80.8: 42.1 19.2
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 : 44: 22 6 6 9 14 32 25:
Old : 44: 22 6 6 9 14 32 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 : 23.6 54.2 36.2 71.4 23.6 54.2 36.2 70.6
Old : 23.6 54.2 36.2 71.4 23.6 54.2 36.2 70.6
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, March 15, 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 : 161,361: 130,652 9,077 141 22,795 149,716 153,588 158,934: 7,773 2,427
Old : 161,361: 130,652 9,077 141 22,795 149,716 153,588 158,934: 7,773 2,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 3,586: 11,840 3,430 -1,499 -6,079 678 4,262 2,609: -676 977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 5.6 0.1 14.1 92.8 95.2 98.5: 4.8 1.5
Old : 100.0: 81.0 5.6 0.1 14.1 92.8 95.2 98.5: 4.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 78 10 1 14 22 92 33:
Old : 121: 78 10 1 14 22 92 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 64.9 59.8 81.4 45.4 64.8 59.8 81.3
Old : 45.4 64.9 59.8 81.4 45.4 64.8 59.8 81.3
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, March 15, 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 : 106,074: 28,508 27,534 4,343 44,173 53,885 77,023 85,762: 29,051 20,312
Old : 106,074: 28,508 27,534 4,343 44,173 53,885 77,023 85,762: 29,051 20,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -46,535: -26,362 7,373 -2,089 -6,334 -45,571 -34,785 -40,287: -11,750 -6,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 26.0 4.1 41.6 50.8 72.6 80.9: 27.4 19.1
Old : 100.0: 26.9 26.0 4.1 41.6 50.8 72.6 80.9: 27.4 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 : 89: 28 24 12 24 29 60 57:
Old : 89: 28 24 12 24 29 60 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 30.5 41.7 43.8 28.8 29.4 41.4 42.4
Old : 28.8 30.5 41.7 43.8 28.8 29.4 41.4 42.4
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, March 15, 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 : 133,962: 52,577 25,282 7,836 38,844 61,295 99,257 94,413: 34,705 39,548
Old : 133,962: 52,577 25,282 7,836 38,844 61,295 99,257 94,413: 34,705 39,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -8,648: 9,135 -2,004 2,500 -25,888 -10,676 -14,252 -10,180: 5,605 1,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 18.9 5.8 29.0 45.8 74.1 70.5: 25.9 29.5
Old : 100.0: 39.2 18.9 5.8 29.0 45.8 74.1 70.5: 25.9 29.5
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 : 109: 31 41 20 24 27 65 78:
Old : 109: 31 41 20 24 27 65 78:
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 23.9 33.7 35.0 23.6 22.9 33.2 31.9
Old : 23.6 23.9 33.7 35.0 23.6 22.9 33.2 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 228,442: 84,902 35,768 27,092 53,813 118,495 165,808 181,355: 62,634 47,087
Old : 228,442: 84,902 35,768 27,092 53,813 118,495 165,808 181,355: 62,634 47,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -67,701: -11,094 5,074 -6,552 -46,946 -58,688 -64,593 -60,166: -3,108 -7,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 15.7 11.9 23.6 51.9 72.6 79.4: 27.4 20.6
Old : 100.0: 37.2 15.7 11.9 23.6 51.9 72.6 79.4: 27.4 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 : 157: 54 41 44 40 47 118 108:
Old : 157: 54 41 44 40 47 118 108:
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 : 16.1 25.9 25.0 40.6 15.8 25.7 24.4 40.4
Old : 16.1 25.9 25.0 40.6 15.8 25.7 24.4 40.4
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, March 15, 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 : 15,851: 7,277 10,086 210 5,986 3,295 13,473 13,591: 2,378 2,260
Old : 15,851: 7,277 10,086 210 5,986 3,295 13,473 13,591: 2,378 2,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -11,848: -6,190 965 -639 -4,797 -12,154 -11,626 -11,828: -222 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 63.6 1.3 37.8 20.8 85.0 85.7: 15.0 14.3
Old : 100.0: 45.9 63.6 1.3 37.8 20.8 85.0 85.7: 15.0 14.3
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 : 46: 12 15 1 12 8 24 24:
Old : 46: 12 15 1 12 8 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 54.1 61.4 66.1 44.1 54.1 61.4 66.1
Old : 44.1 54.1 61.4 66.1 44.1 54.1 61.4 66.1
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, March 15, 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 :13,327,767: 908,847 458,251 3,937,174 7,535,264 7,902,590 12,381,286 12,298,015: 946,481 1,029,751
Old :13,327,767: 908,847 458,251 3,937,174 7,535,264 7,902,590 12,381,286 12,298,015: 946,481 1,029,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
:-1,807,495: -8,770 -38,655 -873,709 -967,196 -840,407 -1,849,676 -1,752,772: 42,181 -54,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 3.4 29.5 56.5 59.3 92.9 92.3: 7.1 7.7
Old : 100.0: 6.8 3.4 29.5 56.5 59.3 92.9 92.3: 7.1 7.7
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 : 279: 61 58 102 138 148 260 254:
Old : 279: 61 58 102 138 148 260 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 21.2 42.5 34.7 26.0 14.6 30.0 21.3
Old : 31.7 21.2 42.5 34.7 26.0 14.6 30.0 21.3
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 1,348,052: 77,709 106,885 185,514 907,926 895,589 1,171,149 1,187,988: 176,903 160,064
Old : 1,348,052: 77,709 106,885 185,514 907,926 895,589 1,171,149 1,187,988: 176,903 160,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 220,112: 696 4,759 67,728 129,014 108,345 197,438 180,833: 22,674 39,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 7.9 13.8 67.4 66.4 86.9 88.1: 13.1 11.9
Old : 100.0: 5.8 7.9 13.8 67.4 66.4 86.9 88.1: 13.1 11.9
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 : 596: 122 130 131 260 254 451 450:
Old : 596: 122 130 131 260 254 451 450:
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 : 17.4 15.7 24.2 24.0 10.1 7.4 14.2 12.1
Old : 17.4 15.7 24.2 24.0 10.1 7.4 14.2 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 567,081: 16,199 85,216 64,321 369,039 353,993 449,558 503,529: 117,523 63,552
Old : 567,081: 16,199 85,216 64,321 369,039 353,993 449,558 503,529: 117,523 63,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 99,460: -4 31,763 15,632 71,919 41,459 87,548 88,855: 11,913 10,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 15.0 11.3 65.1 62.4 79.3 88.8: 20.7 11.2
Old : 100.0: 2.9 15.0 11.3 65.1 62.4 79.3 88.8: 20.7 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 : 151: 25 27 41 84 70 131 118:
Old : 151: 25 27 41 84 70 131 118:
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 : 18.0 22.0 28.4 34.4 16.0 20.2 22.7 29.7
Old : 18.0 22.0 28.4 34.4 16.0 20.2 22.7 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 3,904,852: 671,884 472,678 241,637 2,694,434 2,707,977 3,607,955 3,422,292: 296,897 482,560
Old : 3,904,852: 671,884 472,678 241,637 2,694,434 2,707,977 3,607,955 3,422,292: 296,897 482,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 603,258: 156,356 17,838 107,622 285,473 334,429 549,451 459,889: 53,807 143,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.1 6.2 69.0 69.3 92.4 87.6: 7.6 12.4
Old : 100.0: 17.2 12.1 6.2 69.0 69.3 92.4 87.6: 7.6 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 545: 109 120 109 234 238 403 409:
Old : 545: 109 120 109 234 238 403 409:
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 : 21.8 17.2 30.2 23.6 18.2 11.7 24.8 17.8
Old : 21.8 17.2 30.2 23.6 18.2 11.7 24.8 17.8
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, March 15, 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 : 128,955: 12,119 7,841 534 104,534 116,574 117,187 124,949: 11,768 4,006
Old : 128,955: 12,119 7,841 534 104,534 116,574 117,187 124,949: 11,768 4,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 24,976: 1,057 -662 -521 24,237 26,345 24,773 25,162: 203 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 6.1 0.4 81.1 90.4 90.9 96.9: 9.1 3.1
Old : 100.0: 9.4 6.1 0.4 81.1 90.4 90.9 96.9: 9.1 3.1
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 : 94: 10 6 1 56 45 66 52:
Old : 94: 10 6 1 56 45 66 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 41.9 56.8 57.5 29.0 30.0 39.3 44.1
Old : 44.9 41.9 56.8 57.5 29.0 30.0 39.3 44.1
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 with Delta-adjusted Options and Futures Combined, March 15, 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 : 117,089: 13,556 11,370 10,771 81,788 86,810 106,115 108,951: 10,973 8,138
Old : 117,089: 13,556 11,370 10,771 81,788 86,810 106,115 108,951: 10,973 8,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 19,783: -7,992 1,432 5,536 23,047 11,893 20,591 18,862: -807 922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.7 9.2 69.9 74.1 90.6 93.1: 9.4 6.9
Old : 100.0: 11.6 9.7 9.2 69.9 74.1 90.6 93.1: 9.4 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 : 242: 67 43 30 91 95 171 156:
Old : 242: 67 43 30 91 95 171 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 26.1 37.8 43.3 12.4 15.5 18.1 23.6
Old : 24.0 26.1 37.8 43.3 12.4 15.5 18.1 23.6
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, March 15, 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 : 28,466: 1,035 9,185 248 22,239 15,076 23,522 24,509: 4,945 3,958
Old : 28,466: 1,035 9,185 248 22,239 15,076 23,522 24,509: 4,945 3,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 6,138: -35 4,283 -54 5,674 1,571 5,584 5,799: 554 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 32.3 0.9 78.1 53.0 82.6 86.1: 17.4 13.9
Old : 100.0: 3.6 32.3 0.9 78.1 53.0 82.6 86.1: 17.4 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 4 2 16 15 21 21:
Old : 30: 5 4 2 16 15 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 49.1 68.8 67.1 50.7 48.6 64.8 64.7
Old : 52.0 49.1 68.8 67.1 50.7 48.6 64.8 64.7
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, March 15, 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 : 443,112: 99,539 47,858 15,683 297,747 358,672 412,969 422,213: 30,143 20,900
Old : 443,112: 99,539 47,858 15,683 297,747 358,672 412,969 422,213: 30,143 20,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 68,225: -18,811 6,720 6,980 86,863 51,613 75,031 65,312: -6,806 2,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 10.8 3.5 67.2 80.9 93.2 95.3: 6.8 4.7
Old : 100.0: 22.5 10.8 3.5 67.2 80.9 93.2 95.3: 6.8 4.7
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 : 238: 65 43 27 87 92 164 150:
Old : 238: 65 43 27 87 92 164 150:
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 33.3 38.4 50.0 21.5 29.2 31.0 42.3
Old : 23.3 33.3 38.4 50.0 21.5 29.2 31.0 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 108,889: 56,425 10,301 2,916 16,780 76,160 76,121 89,377: 32,768 19,512
Old : 108,889: 56,425 10,301 2,916 16,780 76,160 76,121 89,377: 32,768 19,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -50,267: -24,573 2,857 -4,663 -16,013 -51,467 -45,249 -53,273: -5,019 3,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 9.5 2.7 15.4 69.9 69.9 82.1: 30.1 17.9
Old : 100.0: 51.8 9.5 2.7 15.4 69.9 69.9 82.1: 30.1 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 26 16 14 15 20 49 42:
Old : 68: 26 16 14 15 20 49 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 : 30.3 53.7 42.8 64.9 30.3 52.8 42.8 64.0
Old : 30.3 53.7 42.8 64.9 30.3 52.8 42.8 64.0
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, March 15, 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 : 47,888: 11,348 7,516 15 22,808 19,591 34,171 27,122: 13,717 20,766
Old : 47,888: 11,348 7,516 15 22,808 19,591 34,171 27,122: 13,717 20,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -16,467: 3,718 -4,893 -2,404 -11,971 -58 -10,657 -7,355: -5,810 -9,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 15.7 0.0 47.6 40.9 71.4 56.6: 28.6 43.4
Old : 100.0: 23.7 15.7 0.0 47.6 40.9 71.4 56.6: 28.6 43.4
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 : 62: 17 12 1 20 18 38 30:
Old : 62: 17 12 1 20 18 38 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 : 28.6 27.8 42.6 39.3 27.0 21.8 37.6 33.2
Old : 28.6 27.8 42.6 39.3 27.0 21.8 37.6 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 76,375: 15,544 14,437 447 53,411 33,667 69,402 48,551: 6,973 27,824
Old : 76,375: 15,544 14,437 447 53,411 33,667 69,402 48,551: 6,973 27,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 2,345: -1,968 9,805 -950 9,302 -13,700 6,384 -4,845: -4,039 7,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 18.9 0.6 69.9 44.1 90.9 63.6: 9.1 36.4
Old : 100.0: 20.4 18.9 0.6 69.9 44.1 90.9 63.6: 9.1 36.4
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 : 76: 20 14 1 29 21 50 35:
Old : 76: 20 14 1 29 21 50 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 : 35.6 28.1 50.3 38.2 32.1 28.1 45.5 37.6
Old : 35.6 28.1 50.3 38.2 32.1 28.1 45.5 37.6
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, March 15, 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 : 34,230: 3,506 757 265 24,759 28,168 28,530 29,190: 5,700 5,040
Old : 34,230: 3,506 757 265 24,759 28,168 28,530 29,190: 5,700 5,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: .: -1,192 -784 0 2,026 859 834 75: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 2.2 0.8 72.3 82.3 83.3 85.3: 16.7 14.7
Old : 100.0: 10.2 2.2 0.8 72.3 82.3 83.3 85.3: 16.7 14.7
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 : 45: 6 3 1 24 23 30 27:
Old : 45: 6 3 1 24 23 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 42.3 59.6 61.5 34.8 36.0 47.8 52.6
Old : 44.6 42.3 59.6 61.5 34.8 36.0 47.8 52.6
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, March 15, 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 : 41,402: 10,728 1,717 84 24,032 36,254 34,844 38,055: 6,558 3,347
Old : 41,402: 10,728 1,717 84 24,032 36,254 34,844 38,055: 6,558 3,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: .: 1,364 -566 0 2,737 5,531 4,101 4,965: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 4.1 0.2 58.0 87.6 84.2 91.9: 15.8 8.1
Old : 100.0: 25.9 4.1 0.2 58.0 87.6 84.2 91.9: 15.8 8.1
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 : 55: 15 4 1 24 22 40 26:
Old : 55: 15 4 1 24 22 40 26:
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 : 42.4 45.7 54.9 68.3 33.4 41.4 43.1 59.2
Old : 42.4 45.7 54.9 68.3 33.4 41.4 43.1 59.2
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, March 15, 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 : 14,407: 4,268 2,879 12 7,012 10,680 11,292 13,571: 3,115 836
Old : 14,407: 4,268 2,879 12 7,012 10,680 11,292 13,571: 3,115 836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -309: -102 -238 -42 -364 -198 -508 -478: 199 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 20.0 0.1 48.7 74.1 78.4 94.2: 21.6 5.8
Old : 100.0: 29.6 20.0 0.1 48.7 74.1 78.4 94.2: 21.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 11 3 1 7 3 19 6:
Old : 22: 11 3 1 7 3 19 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 93.4 63.0 94.2 49.1 92.9 63.0 93.6
Old : 49.1 93.4 63.0 94.2 49.1 92.9 63.0 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2011