BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 3,987: 289 1,216 139 2,845 2,220 3,273 3,575: 714 412
Old : 3,987: 289 1,216 139 2,845 2,220 3,273 3,575: 714 412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 193: 0 47 15 147 147 162 210: 31 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 30.5 3.5 71.4 55.7 82.1 89.7: 17.9 10.3
Old : 100.0: 7.2 30.5 3.5 71.4 55.7 82.1 89.7: 17.9 10.3
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 : 23: 1 5 3 12 12 16 17:
Old : 23: 1 5 3 12 12 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 55.6 71.9 70.0 53.2 48.0 64.8 61.3
Old : 53.2 55.6 71.9 70.0 53.2 48.0 64.8 61.3
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 with Delta-adjusted Options and Futures Combined, April 19, 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 : 55,146: 4,773 1,919 11,630 31,901 31,962 48,305 45,511: 6,842 9,635
Old : 55,146: 4,773 1,919 11,630 31,901 31,962 48,305 45,511: 6,842 9,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 445: -168 208 -57 804 384 578 535: -133 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.5 21.1 57.8 58.0 87.6 82.5: 12.4 17.5
Old : 100.0: 8.7 3.5 21.1 57.8 58.0 87.6 82.5: 12.4 17.5
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 : 88: 23 13 24 42 42 77 67:
Old : 88: 23 13 24 42 42 77 67:
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 : 36.9 35.5 48.6 48.0 36.6 33.7 43.9 43.6
Old : 36.9 35.5 48.6 48.0 36.6 33.7 43.9 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 263,527: 64,776 10,729 74,000 96,167 141,942 234,944 226,672: 28,584 36,856
Old : 218,674: 58,465 25,720 49,740 88,120 113,701 196,324 189,161: 22,350 29,514
Other: 44,853: 21,977 676 8,594 8,048 28,241 38,619 37,511: 6,234 7,342
: : :
: : Changes in Commitments from: April 12, 2011 :
: -13,392: -2,803 -1,609 -7,624 -3,135 -3,460 -13,563 -12,693: 170 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 4.1 28.1 36.5 53.9 89.2 86.0: 10.8 14.0
Old : 100.0: 26.7 11.8 22.7 40.3 52.0 89.8 86.5: 10.2 13.5
Other: 100.0: 49.0 1.5 19.2 17.9 63.0 86.1 83.6: 13.9 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 108 36 106 56 72 223 183:
Old : 253: 94 58 100 47 68 209 178:
Other: 124: 55 3 21 33 51 95 72:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 26.8 29.2 34.8 18.0 25.7 28.8 32.0
Old : 20.5 26.7 32.1 34.9 20.4 25.8 32.0 33.2
Other: 26.4 31.0 42.6 44.3 26.4 27.5 39.0 37.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 468,386: 126,437 19,725 136,958 173,955 227,084 437,350 383,767: 31,036 84,619
Old : 468,386: 126,437 19,725 136,958 173,955 227,084 437,350 383,767: 31,036 84,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -7,383: -764 -1,731 -6,008 -194 252 -6,966 -7,488: -417 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.2 29.2 37.1 48.5 93.4 81.9: 6.6 18.1
Old : 100.0: 27.0 4.2 29.2 37.1 48.5 93.4 81.9: 6.6 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 : 447: 147 81 141 105 192 330 351:
Old : 447: 147 81 141 105 192 330 351:
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 : 18.8 16.3 28.5 23.0 18.4 14.3 27.8 18.7
Old : 18.8 16.3 28.5 23.0 18.4 14.3 27.8 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 10,138: 3,841 3,315 766 3,354 3,725 7,961 7,806: 2,177 2,332
Old : 10,138: 3,841 3,315 766 3,354 3,725 7,961 7,806: 2,177 2,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -262: -347 597 -179 107 -821 -419 -403: 157 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 32.7 7.6 33.1 36.7 78.5 77.0: 21.5 23.0
Old : 100.0: 37.9 32.7 7.6 33.1 36.7 78.5 77.0: 21.5 23.0
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 : 86: 26 34 13 18 19 50 60:
Old : 86: 26 34 13 18 19 50 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 28.0 50.0 40.4 36.8 28.0 50.0 40.3
Old : 36.8 28.0 50.0 40.4 36.8 28.0 50.0 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 47,518: 20,110 2,300 8,521 11,795 12,880 40,425 23,701: 7,093 23,817
Old : 47,518: 20,110 2,300 8,521 11,795 12,880 40,425 23,701: 7,093 23,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -1,023: -543 353 -52 -822 -480 -1,417 -180: 394 -843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 4.8 17.9 24.8 27.1 85.1 49.9: 14.9 50.1
Old : 100.0: 42.3 4.8 17.9 24.8 27.1 85.1 49.9: 14.9 50.1
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 : 179: 56 27 38 50 75 121 128:
Old : 179: 56 27 38 50 75 121 128:
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 : 17.5 11.5 30.2 17.2 16.6 7.6 28.3 10.4
Old : 17.5 11.5 30.2 17.2 16.6 7.6 28.3 10.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 86,748: 15,186 0 7 70,692 86,621 85,885 86,628: 863 120
Old : 86,748: 15,186 0 7 70,692 86,621 85,885 86,628: 863 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 2,903: 3,001 0 2 102 3,310 3,105 3,312: -202 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 0.0 0.0 81.5 99.9 99.0 99.9: 1.0 0.1
Old : 100.0: 17.5 0.0 0.0 81.5 99.9 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 0 1 14 15 23 16:
Old : 25: 9 0 1 14 15 23 16:
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 : 77.4 65.7 89.3 89.0 49.7 40.3 55.8 53.6
Old : 77.4 65.7 89.3 89.0 49.7 40.3 55.8 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 150,575: 66,768 2,337 3,470 27,261 125,564 97,499 131,371: 53,076 19,204
Old : 150,575: 66,768 2,337 3,470 27,261 125,564 97,499 131,371: 53,076 19,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 1,046: 980 91 384 1,446 -11 2,811 464: -1,765 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 1.6 2.3 18.1 83.4 64.8 87.2: 35.2 12.8
Old : 100.0: 44.3 1.6 2.3 18.1 83.4 64.8 87.2: 35.2 12.8
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 : 85: 47 7 11 18 25 69 39:
Old : 85: 47 7 11 18 25 69 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 : 19.3 55.3 29.5 69.8 18.7 52.8 28.0 67.2
Old : 19.3 55.3 29.5 69.8 18.7 52.8 28.0 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 71,663: 27,025 9,613 1,066 13,189 49,962 41,280 60,641: 30,383 11,022
Old : 71,663: 27,025 9,613 1,066 13,189 49,962 41,280 60,641: 30,383 11,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 7,890: 4,903 2,152 275 1,243 4,976 6,422 7,403: 1,469 487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 13.4 1.5 18.4 69.7 57.6 84.6: 42.4 15.4
Old : 100.0: 37.7 13.4 1.5 18.4 69.7 57.6 84.6: 42.4 15.4
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 : 44: 19 9 6 10 13 32 25:
Old : 44: 19 9 6 10 13 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 : 29.2 58.0 38.7 74.1 29.2 57.9 38.5 73.2
Old : 29.2 58.0 38.7 74.1 29.2 57.9 38.5 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 174,299: 142,812 8,683 137 22,620 163,034 165,569 171,854: 8,730 2,445
Old : 174,299: 142,812 8,683 137 22,620 163,034 165,569 171,854: 8,730 2,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 7,680: 11,124 1,841 137 -4,054 5,373 7,207 7,351: 473 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 5.0 0.1 13.0 93.5 95.0 98.6: 5.0 1.4
Old : 100.0: 81.9 5.0 0.1 13.0 93.5 95.0 98.6: 5.0 1.4
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 : 130: 78 18 1 11 26 90 44:
Old : 130: 78 18 1 11 26 90 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 63.9 59.9 77.8 45.8 63.8 59.9 77.7
Old : 45.8 63.9 59.9 77.8 45.8 63.8 59.9 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 116,862: 50,116 20,515 4,079 27,254 72,635 81,449 97,228: 35,413 19,633
Old : 116,862: 50,116 20,515 4,079 27,254 72,635 81,449 97,228: 35,413 19,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -11,350: -3,082 -6,104 190 -1,103 -4,353 -3,994 -10,267: -7,355 -1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 17.6 3.5 23.3 62.2 69.7 83.2: 30.3 16.8
Old : 100.0: 42.9 17.6 3.5 23.3 62.2 69.7 83.2: 30.3 16.8
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 : 100: 37 23 14 24 34 69 63:
Old : 100: 37 23 14 24 34 69 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 : 22.6 32.0 34.3 45.2 22.6 30.7 33.9 43.9
Old : 22.6 32.0 34.3 45.2 22.6 30.7 33.9 43.9
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 with Delta-adjusted Options and Futures Combined, April 19, 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 : 147,192: 13,256 67,652 9,448 103,848 26,380 126,552 103,480: 20,640 43,712
Old : 147,192: 13,256 67,652 9,448 103,848 26,380 126,552 103,480: 20,640 43,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -1,000: -1,307 -57 -26 1,938 3,065 605 2,983: -1,605 -3,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 46.0 6.4 70.6 17.9 86.0 70.3: 14.0 29.7
Old : 100.0: 9.0 46.0 6.4 70.6 17.9 86.0 70.3: 14.0 29.7
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 : 107: 17 49 23 32 24 64 81:
Old : 107: 17 49 23 32 24 64 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 23.5 49.1 33.7 32.1 22.7 46.6 32.9
Old : 32.4 23.5 49.1 33.7 32.1 22.7 46.6 32.9
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, April 19, 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 : 284,984: 100,945 35,865 29,868 85,358 166,573 216,171 232,306: 68,812 52,678
Old : 284,984: 100,945 35,865 29,868 85,358 166,573 216,171 232,306: 68,812 52,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 6,121: -2,445 -263 3,704 6,633 6,711 7,892 10,152: -1,770 -4,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 12.6 10.5 30.0 58.4 75.9 81.5: 24.1 18.5
Old : 100.0: 35.4 12.6 10.5 30.0 58.4 75.9 81.5: 24.1 18.5
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 : 193: 57 64 52 43 51 131 136:
Old : 193: 57 64 52 43 51 131 136:
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 : 19.7 29.9 28.7 40.3 19.7 29.6 28.5 39.9
Old : 19.7 29.9 28.7 40.3 19.7 29.6 28.5 39.9
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 with Delta-adjusted Options and Futures Combined, April 19, 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 : 37,402: 31,911 26,202 0 4,100 11,010 36,011 37,212: 1,391 190
Old : 37,402: 31,911 26,202 0 4,100 11,010 36,011 37,212: 1,391 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 6: 27 0 0 -68 -42 -41 -42: 47 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 70.1 0.0 11.0 29.4 96.3 99.5: 3.7 0.5
Old : 100.0: 85.3 70.1 0.0 11.0 29.4 96.3 99.5: 3.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 90.8 89.4 95.1 99.0 90.8 89.4 95.1 99.0
Old : 90.8 89.4 95.1 99.0 90.8 89.4 95.1 99.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 25,789: 17,722 8,383 213 3,666 15,986 21,601 24,582: 4,188 1,207
Old : 25,789: 17,722 8,383 213 3,666 15,986 21,601 24,582: 4,188 1,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 4,646: 3,489 486 213 318 4,198 4,020 4,897: 626 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 32.5 0.8 14.2 62.0 83.8 95.3: 16.2 4.7
Old : 100.0: 68.7 32.5 0.8 14.2 62.0 83.8 95.3: 16.2 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 : 50: 19 9 1 4 19 23 29:
Old : 50: 19 9 1 4 19 23 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 : 48.9 52.1 67.2 74.2 48.9 52.1 67.2 74.2
Old : 48.9 52.1 67.2 74.2 48.9 52.1 67.2 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 :14,724,176: 1,008,494 486,386 4,322,212 8,422,616 8,784,049 13,753,322 13,592,647: 970,853 1,131,529
Old :14,724,176: 1,008,494 486,386 4,322,212 8,422,616 8,784,049 13,753,322 13,592,647: 970,853 1,131,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 63,095: 109,185 47,924 -15,280 -36,941 47,675 56,964 80,320: 6,130 -17,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 3.3 29.4 57.2 59.7 93.4 92.3: 6.6 7.7
Old : 100.0: 6.8 3.3 29.4 57.2 59.7 93.4 92.3: 6.6 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 : 302: 66 61 107 155 162 283 275:
Old : 302: 66 61 107 155 162 283 275:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 21.2 42.5 34.6 26.2 14.5 29.9 21.6
Old : 31.5 21.2 42.5 34.6 26.2 14.5 29.9 21.6
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, April 19, 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 : 965,147: 71,692 103,436 64,144 654,633 659,322 790,470 826,901: 174,678 138,246
Old : 965,147: 71,692 103,436 64,144 654,633 659,322 790,470 826,901: 174,678 138,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -13,088: -6,363 4,108 -10,691 621 -13,448 -16,434 -20,031: 3,345 6,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 10.7 6.6 67.8 68.3 81.9 85.7: 18.1 14.3
Old : 100.0: 7.4 10.7 6.6 67.8 68.3 81.9 85.7: 18.1 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 : 560: 105 126 85 233 231 386 395:
Old : 560: 105 126 85 233 231 386 395:
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 : 17.2 13.1 24.5 20.1 13.5 12.6 19.2 18.6
Old : 17.2 13.1 24.5 20.1 13.5 12.6 19.2 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 391,100: 14,222 34,873 28,664 222,955 275,346 265,841 338,883: 125,259 52,217
Old : 391,100: 14,222 34,873 28,664 222,955 275,346 265,841 338,883: 125,259 52,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -4,094: -847 1,215 -7,632 -2,717 2,866 -11,196 -3,550: 7,103 -543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 8.9 7.3 57.0 70.4 68.0 86.6: 32.0 13.4
Old : 100.0: 3.6 8.9 7.3 57.0 70.4 68.0 86.6: 32.0 13.4
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 : 136: 17 30 35 69 61 108 104:
Old : 136: 17 30 35 69 61 108 104:
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 : 19.1 23.5 26.0 34.8 17.1 22.4 24.1 33.7
Old : 19.1 23.5 26.0 34.8 17.1 22.4 24.1 33.7
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, April 19, 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 : 2,870,239: 370,456 425,920 94,293 2,158,395 1,919,880 2,623,144 2,440,093: 247,095 430,146
Old : 2,870,239: 370,456 425,920 94,293 2,158,395 1,919,880 2,623,144 2,440,093: 247,095 430,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -44,973: -6,077 35,969 -36,802 16,694 -81,570 -26,186 -82,403: -18,787 37,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 14.8 3.3 75.2 66.9 91.4 85.0: 8.6 15.0
Old : 100.0: 12.9 14.8 3.3 75.2 66.9 91.4 85.0: 8.6 15.0
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 : 512: 102 109 69 204 211 340 355:
Old : 512: 102 109 69 204 211 340 355:
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 : 21.3 11.1 31.1 18.6 17.8 10.5 26.0 17.2
Old : 21.3 11.1 31.1 18.6 17.8 10.5 26.0 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 116,769: 10,232 7,542 706 95,925 105,680 106,863 113,928: 9,906 2,841
Old : 116,769: 10,232 7,542 706 95,925 105,680 106,863 113,928: 9,906 2,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 3,587: -2,900 -794 645 5,368 3,444 3,113 3,295: 474 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 6.5 0.6 82.1 90.5 91.5 97.6: 8.5 2.4
Old : 100.0: 8.8 6.5 0.6 82.1 90.5 91.5 97.6: 8.5 2.4
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 : 96: 12 6 1 51 40 63 47:
Old : 96: 12 6 1 51 40 63 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 : 40.3 37.8 55.6 55.4 35.0 37.8 49.6 55.0
Old : 40.3 37.8 55.6 55.4 35.0 37.8 49.6 55.0
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, April 19, 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 : 78,758: 17,401 9,133 2,146 50,157 62,739 69,704 74,018: 9,054 4,740
Old : 78,758: 17,401 9,133 2,146 50,157 62,739 69,704 74,018: 9,054 4,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -7,676: -3,810 -709 -4,780 1,121 -3,107 -7,469 -8,596: -207 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 11.6 2.7 63.7 79.7 88.5 94.0: 11.5 6.0
Old : 100.0: 22.1 11.6 2.7 63.7 79.7 88.5 94.0: 11.5 6.0
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 : 239: 62 38 20 80 93 150 144:
Old : 239: 62 38 20 80 93 150 144:
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 : 22.8 23.9 34.1 37.9 21.2 23.5 31.1 36.8
Old : 22.8 23.9 34.1 37.9 21.2 23.5 31.1 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 14,384: 1,732 1,376 0 8,734 11,953 10,466 13,329: 3,918 1,055
Old : 14,384: 1,732 1,376 0 8,734 11,953 10,466 13,329: 3,918 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -3,218: -4,088 42 -120 641 -3,040 -3,566 -3,118: 348 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 9.6 0.0 60.7 83.1 72.8 92.7: 27.2 7.3
Old : 100.0: 12.0 9.6 0.0 60.7 83.1 72.8 92.7: 27.2 7.3
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 : 28: 5 2 0 11 12 16 14:
Old : 28: 5 2 0 11 12 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 52.5 59.4 80.7 41.4 52.5 59.4 80.7
Old : 41.4 52.5 59.4 80.7 41.4 52.5 59.4 80.7
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, April 19, 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 : 321,871: 84,220 44,660 4,856 207,115 253,928 296,190 303,443: 25,681 18,428
Old : 321,871: 84,220 44,660 4,856 207,115 253,928 296,190 303,443: 25,681 18,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -22,286: -20,516 -25,663 -1,395 2,397 -333 -19,515 -27,390: -2,772 5,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 13.9 1.5 64.3 78.9 92.0 94.3: 8.0 5.7
Old : 100.0: 26.2 13.9 1.5 64.3 78.9 92.0 94.3: 8.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 60 39 16 77 89 142 139:
Old : 235: 60 39 16 77 89 142 139:
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 : 25.9 24.2 38.8 39.3 24.2 24.2 37.0 39.2
Old : 25.9 24.2 38.8 39.3 24.2 24.2 37.0 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 151,885: 91,670 6,238 3,134 20,356 122,172 115,161 131,544: 36,724 20,341
Old : 151,885: 91,670 6,238 3,134 20,356 122,172 115,161 131,544: 36,724 20,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -4,474: -5,498 -212 529 1,614 -4,532 -3,355 -4,215: -1,119 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 4.1 2.1 13.4 80.4 75.8 86.6: 24.2 13.4
Old : 100.0: 60.4 4.1 2.1 13.4 80.4 75.8 86.6: 24.2 13.4
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 11 11 17 20 64 39:
Old : 82: 44 11 11 17 20 64 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 : 31.2 54.0 43.3 69.4 31.2 53.7 43.3 68.9
Old : 31.2 54.0 43.3 69.4 31.2 53.7 43.3 68.9
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 with Delta-adjusted Options and Futures Combined, April 19, 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 : 55,815: 21,882 8,466 0 27,206 29,904 49,088 38,370: 6,727 17,445
Old : 55,815: 21,882 8,466 0 27,206 29,904 49,088 38,370: 6,727 17,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 1,262: -1,369 1,018 -6 3,250 -67 1,875 945: -613 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 15.2 0.0 48.7 53.6 87.9 68.7: 12.1 31.3
Old : 100.0: 39.2 15.2 0.0 48.7 53.6 87.9 68.7: 12.1 31.3
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 : 68: 18 15 0 22 17 40 32:
Old : 68: 18 15 0 22 17 40 32:
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 : 41.7 38.4 59.3 48.3 34.1 27.8 47.8 36.5
Old : 41.7 38.4 59.3 48.3 34.1 27.8 47.8 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 61,071: 11,697 18,145 603 41,543 36,740 53,843 55,488: 7,228 5,583
Old : 61,071: 11,697 18,145 603 41,543 36,740 53,843 55,488: 7,228 5,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -331: 1,419 -516 -396 -1,242 4,296 -219 3,384: -112 -3,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 29.7 1.0 68.0 60.2 88.2 90.9: 11.8 9.1
Old : 100.0: 19.2 29.7 1.0 68.0 60.2 88.2 90.9: 11.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 18 12 3 26 24 47 36:
Old : 74: 18 12 3 26 24 47 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 : 33.9 38.5 46.9 58.3 26.2 33.1 37.6 49.8
Old : 33.9 38.5 46.9 58.3 26.2 33.1 37.6 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 32,808: 3,718 1,623 305 24,417 28,997 28,440 30,925: 4,368 1,883
Old : 32,808: 3,718 1,623 305 24,417 28,997 28,440 30,925: 4,368 1,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -79: -505 -488 25 614 772 134 309: -213 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 4.9 0.9 74.4 88.4 86.7 94.3: 13.3 5.7
Old : 100.0: 11.3 4.9 0.9 74.4 88.4 86.7 94.3: 13.3 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 5 1 23 24 28 30:
Old : 49: 5 5 1 23 24 28 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 : 46.2 42.1 60.8 65.9 39.9 37.8 50.8 57.3
Old : 46.2 42.1 60.8 65.9 39.9 37.8 50.8 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 41,816: 13,434 3,684 34 22,505 35,130 35,973 38,848: 5,843 2,968
Old : 41,816: 13,434 3,684 34 22,505 35,130 35,973 38,848: 5,843 2,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 1,344: -146 350 -41 2,388 841 2,201 1,150: -857 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 8.8 0.1 53.8 84.0 86.0 92.9: 14.0 7.1
Old : 100.0: 32.1 8.8 0.1 53.8 84.0 86.0 92.9: 14.0 7.1
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 : 69: 19 9 1 27 21 46 31:
Old : 69: 19 9 1 27 21 46 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 : 35.8 52.8 51.3 70.3 33.5 50.6 49.0 68.1
Old : 35.8 52.8 51.3 70.3 33.5 50.6 49.0 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 12,040: 5,606 691 12 4,315 10,768 9,933 11,471: 2,107 569
Old : 12,040: 5,606 691 12 4,315 10,768 9,933 11,471: 2,107 569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -1,800: -1,254 -2,118 -36 -513 456 -1,803 -1,698: 3 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 5.7 0.1 35.8 89.4 82.5 95.3: 17.5 4.7
Old : 100.0: 46.6 5.7 0.1 35.8 89.4 82.5 95.3: 17.5 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 : 20: 10 3 1 5 3 16 6:
Old : 20: 10 3 1 5 3 16 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 : 51.2 94.1 67.9 95.3 51.2 94.1 67.9 95.2
Old : 51.2 94.1 67.9 95.3 51.2 94.1 67.9 95.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2011