MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,489: 92 8,423 10,569 36,205 22,353 46,865 41,345: 5,623 11,144
Old : 52,489: 92 8,423 10,569 36,205 22,353 46,865 41,345: 5,623 11,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 143: -363 -386 260 -444 326 -547 200: 689 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 16.0 20.1 69.0 42.6 89.3 78.8: 10.7 21.2
Old : 100.0: 0.2 16.0 20.1 69.0 42.6 89.3 78.8: 10.7 21.2
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 : 72: 4 31 17 30 25 48 59:
Old : 72: 4 31 17 30 25 48 59:
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 : 44.8 20.1 58.6 33.6 41.5 16.6 51.9 26.4
Old : 44.8 20.1 58.6 33.6 41.5 16.6 51.9 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 152,639: 19,812 23,669 40,975 64,851 58,084 125,638 122,728: 27,001 29,910
Old : 145,444: 18,385 24,526 38,511 63,077 54,442 119,973 117,479: 25,472 27,965
Other: 7,194: 2,361 77 1,530 1,774 3,642 5,665 5,249: 1,529 1,945
: : :
: : Changes in Commitments from: March 17, 2009 :
: 150: -4,041 -2,833 2,117 386 1,145 -1,539 429: 1,689 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 15.5 26.8 42.5 38.1 82.3 80.4: 17.7 19.6
Old : 100.0: 12.6 16.9 26.5 43.4 37.4 82.5 80.8: 17.5 19.2
Other: 100.0: 32.8 1.1 21.3 24.7 50.6 78.7 73.0: 21.3 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 60 51 72 49 45 149 144:
Old : 188: 57 55 72 48 44 148 143:
Other: 46: 19 5 12 14 16 36 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 20.3 30.3 29.4 18.7 18.0 27.0 25.4
Old : 21.6 20.2 31.1 29.3 19.5 18.6 27.6 25.6
Other: 35.6 33.4 51.8 47.9 34.8 29.1 41.6 39.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 257,856: 51,293 39,849 61,156 117,768 111,246 230,217 212,251: 27,639 45,605
Old : 257,856: 51,293 39,849 61,156 117,768 111,246 230,217 212,251: 27,639 45,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 6,617: 1,351 -633 946 1,643 7,270 3,939 7,582: 2,678 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 15.5 23.7 45.7 43.1 89.3 82.3: 10.7 17.7
Old : 100.0: 19.9 15.5 23.7 45.7 43.1 89.3 82.3: 10.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 74 75 84 106 138 224 261:
Old : 318: 74 75 84 106 138 224 261:
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 : 17.0 12.2 27.8 19.4 15.2 9.6 24.3 15.5
Old : 17.0 12.2 27.8 19.4 15.2 9.6 24.3 15.5
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,276: 2,234 3,397 894 2,744 1,438 5,872 5,728: 1,404 1,548
Old : 7,276: 2,234 3,397 894 2,744 1,438 5,872 5,728: 1,404 1,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 178: -56 201 24 182 44 150 269: 29 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 46.7 12.3 37.7 19.8 80.7 78.7: 19.3 21.3
Old : 100.0: 30.7 46.7 12.3 37.7 19.8 80.7 78.7: 19.3 21.3
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 : 70: 19 26 10 19 15 43 47:
Old : 70: 19 26 10 19 15 43 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 : 37.0 30.3 53.8 45.0 35.9 29.2 50.1 40.6
Old : 37.0 30.3 53.8 45.0 35.9 29.2 50.1 40.6
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,201: 5,590 3,820 4,938 7,172 4,595 17,700 13,354: 6,501 10,848
Old : 24,201: 5,590 3,820 4,938 7,172 4,595 17,700 13,354: 6,501 10,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -1,271: 69 -25 121 -637 35 -446 132: -825 -1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 15.8 20.4 29.6 19.0 73.1 55.2: 26.9 44.8
Old : 100.0: 23.1 15.8 20.4 29.6 19.0 73.1 55.2: 26.9 44.8
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 : 105: 24 26 26 34 33 76 70:
Old : 105: 24 26 26 34 33 76 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 16.3 26.5 23.4 13.2 10.5 22.7 15.9
Old : 15.8 16.3 26.5 23.4 13.2 10.5 22.7 15.9
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 65,291: 5,006 26,000 4,248 25,000 16,946 34,255 47,195: 31,036 18,096
Old : 65,291: 5,006 26,000 4,248 25,000 16,946 34,255 47,195: 31,036 18,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -35,274: -3,348 -6,880 -2,228 -30,804 -18,328 -36,381 -27,436: 1,107 -7,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 39.8 6.5 38.3 26.0 52.5 72.3: 47.5 27.7
Old : 100.0: 7.7 39.8 6.5 38.3 26.0 52.5 72.3: 47.5 27.7
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 : 54: 11 21 12 12 13 30 39:
Old : 54: 11 21 12 12 13 30 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 : 28.5 27.8 35.5 40.3 27.6 27.8 33.0 39.6
Old : 28.5 27.8 35.5 40.3 27.6 27.8 33.0 39.6
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,172: 6,110 8,929 2,859 11,246 9,786 20,215 21,574: 13,957 12,598
Old : 34,172: 6,110 8,929 2,859 11,246 9,786 20,215 21,574: 13,957 12,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -2,936: -595 -5,655 1,246 -5,006 7,503 -4,355 3,093: 1,419 -6,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 26.1 8.4 32.9 28.6 59.2 63.1: 40.8 36.9
Old : 100.0: 17.9 26.1 8.4 32.9 28.6 59.2 63.1: 40.8 36.9
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 : 36: 12 11 5 10 7 24 21:
Old : 36: 12 11 5 10 7 24 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 : 23.4 36.3 36.4 50.5 22.3 36.2 32.0 44.8
Old : 23.4 36.3 36.4 50.5 22.3 36.2 32.0 44.8
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,726: 12,439 13,569 97 29,883 27,131 42,419 40,797: 1,307 2,929
Old : 43,726: 12,439 13,569 97 29,883 27,131 42,419 40,797: 1,307 2,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -3,771: 3,261 -3,079 -19 -7,377 242 -4,135 -2,856: 364 -915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 31.0 0.2 68.3 62.0 97.0 93.3: 3.0 6.7
Old : 100.0: 28.4 31.0 0.2 68.3 62.0 97.0 93.3: 3.0 6.7
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 : 54: 13 23 1 5 14 18 38:
Old : 54: 13 23 1 5 14 18 38:
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 : 81.8 46.5 91.3 63.4 81.8 46.5 90.8 62.9
Old : 81.8 46.5 91.3 63.4 81.8 46.5 90.8 62.9
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 86,259: 11,249 41,876 4,805 47,083 16,763 63,136 63,443: 23,122 22,815
Old : 86,259: 11,249 41,876 4,805 47,083 16,763 63,136 63,443: 23,122 22,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 1,424: 2,442 -24 46 -3,413 -219 -925 -197: 2,349 1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 48.5 5.6 54.6 19.4 73.2 73.6: 26.8 26.4
Old : 100.0: 13.0 48.5 5.6 54.6 19.4 73.2 73.6: 26.8 26.4
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 : 58: 14 26 11 14 12 34 43:
Old : 58: 14 26 11 14 12 34 43:
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 : 45.5 29.9 56.8 43.4 45.5 29.7 54.5 42.1
Old : 45.5 29.9 56.8 43.4 45.5 29.7 54.5 42.1
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 90,607: 23,310 28,811 13,030 36,585 24,933 72,925 66,775: 17,682 23,832
Old : 90,607: 23,310 28,811 13,030 36,585 24,933 72,925 66,775: 17,682 23,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 466: -3,652 -78 2,357 -2,808 -2,913 -4,103 -633: 4,569 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 31.8 14.4 40.4 27.5 80.5 73.7: 19.5 26.3
Old : 100.0: 25.7 31.8 14.4 40.4 27.5 80.5 73.7: 19.5 26.3
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 : 75: 13 36 15 21 18 46 57:
Old : 75: 13 36 15 21 18 46 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 : 32.9 27.3 48.8 40.1 32.2 23.0 43.1 31.0
Old : 32.9 27.3 48.8 40.1 32.2 23.0 43.1 31.0
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 141,901: 31,292 39,049 16,672 48,993 51,623 96,957 107,344: 44,944 34,557
Old : 141,901: 31,292 39,049 16,672 48,993 51,623 96,957 107,344: 44,944 34,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 12,441: -1,555 -4,482 6,044 5,490 12,168 9,979 13,731: 2,462 -1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 27.5 11.7 34.5 36.4 68.3 75.6: 31.7 24.4
Old : 100.0: 22.1 27.5 11.7 34.5 36.4 68.3 75.6: 31.7 24.4
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 : 108: 35 38 26 25 25 72 77:
Old : 108: 35 38 26 25 25 72 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 25.1 30.3 37.9 19.5 21.6 28.6 31.8
Old : 19.6 25.1 30.3 37.9 19.5 21.6 28.6 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,198: 3,383 6,268 0 8,146 7,392 11,529 13,660: 3,669 1,538
Old : 15,198: 3,383 6,268 0 8,146 7,392 11,529 13,660: 3,669 1,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -350: 511 -2,684 0 -832 2,535 -321 -149: -29 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 41.2 0.0 53.6 48.6 75.9 89.9: 24.1 10.1
Old : 100.0: 22.3 41.2 0.0 53.6 48.6 75.9 89.9: 24.1 10.1
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: 5 9 0 8 4 13 13:
Old : 25: 5 9 0 8 4 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 62.9 68.8 84.1 43.9 62.7 68.8 83.9
Old : 43.9 62.9 68.8 84.1 43.9 62.7 68.8 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 37,120: 4,110 0 877 25,021 32,693 30,008 33,570: 7,112 3,550
Old : 37,120: 4,110 0 877 25,021 32,693 30,008 33,570: 7,112 3,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 2.4 67.4 88.1 80.8 90.4: 19.2 9.6
Old : 100.0: 11.1 0.0 2.4 67.4 88.1 80.8 90.4: 19.2 9.6
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 : 20: 4 0 2 14 8 18 10:
Old : 20: 4 0 2 14 8 18 10:
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 76.4 57.4 89.2 35.8 68.7 55.8 77.9
Old : 35.8 76.4 57.4 89.2 35.8 68.7 55.8 77.9
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 :10,374,577: 577,418 259,924 3,337,952 5,551,560 6,001,470 9,466,930 9,599,346: 907,647 775,231
Old :10,374,577: 577,418 259,924 3,337,952 5,551,560 6,001,470 9,466,930 9,599,346: 907,647 775,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 579,823: 128,649 1,343 260,611 97,755 361,507 487,016 623,461: 92,807 -43,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.5 32.2 53.5 57.8 91.3 92.5: 8.7 7.5
Old : 100.0: 5.6 2.5 32.2 53.5 57.8 91.3 92.5: 8.7 7.5
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 : 215: 71 23 85 108 108 203 199:
Old : 215: 71 23 85 108 108 203 199:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 29.6 36.6 44.2 15.4 19.0 19.3 23.0
Old : 23.1 29.6 36.6 44.2 15.4 19.0 19.3 23.0
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 547,942: 53,087 29,508 33,826 359,689 427,505 446,602 490,839: 101,340 57,103
Old : 547,942: 53,087 29,508 33,826 359,689 427,505 446,602 490,839: 101,340 57,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -333,092: -665 -57,813 -30,038 -217,964 -215,351 -248,667 -303,202: -84,425 -29,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 5.4 6.2 65.6 78.0 81.5 89.6: 18.5 10.4
Old : 100.0: 9.7 5.4 6.2 65.6 78.0 81.5 89.6: 18.5 10.4
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 : 166: 38 22 39 81 71 137 114:
Old : 166: 38 22 39 81 71 137 114:
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 : 18.4 26.0 28.7 39.4 17.4 26.0 26.7 38.8
Old : 18.4 26.0 28.7 39.4 17.4 26.0 26.7 38.8
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,593,251: 452,479 395,547 90,150 1,879,752 1,893,028 2,422,381 2,378,725: 170,870 214,526
Old : 2,593,251: 452,479 395,547 90,150 1,879,752 1,893,028 2,422,381 2,378,725: 170,870 214,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
:-1,585,476: -304,820 -105,508 -113,812 -1,122,150 -1,094,762 -1,540,781 -1,314,082: -44,695 -271,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 15.3 3.5 72.5 73.0 93.4 91.7: 6.6 8.3
Old : 100.0: 17.4 15.3 3.5 72.5 73.0 93.4 91.7: 6.6 8.3
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 : 409: 92 106 66 142 147 271 282:
Old : 409: 92 106 66 142 147 271 282:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 19.7 33.8 31.3 17.9 15.9 30.0 26.6
Old : 20.4 19.7 33.8 31.3 17.9 15.9 30.0 26.6
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 112,252: 12,259 11,851 100 91,825 96,390 104,184 108,341: 8,068 3,911
Old : 112,252: 12,259 11,851 100 91,825 96,390 104,184 108,341: 8,068 3,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -23,598: -2,686 1,072 -482 -22,202 -22,316 -25,370 -21,726: 1,772 -1,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 10.6 0.1 81.8 85.9 92.8 96.5: 7.2 3.5
Old : 100.0: 10.9 10.6 0.1 81.8 85.9 92.8 96.5: 7.2 3.5
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 : 82: 8 7 1 46 33 54 41:
Old : 82: 8 7 1 46 33 54 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 57.9 52.5 72.4 31.9 57.9 49.9 72.4
Old : 34.5 57.9 52.5 72.4 31.9 57.9 49.9 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 17,898: 1,877 1,519 0 12,071 14,639 13,948 16,158: 3,950 1,740
Old : 17,898: 1,877 1,519 0 12,071 14,639 13,948 16,158: 3,950 1,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -27,198: 529 -2,944 -522 -17,107 -17,421 -17,100 -20,887: -10,098 -6,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 8.5 0.0 67.4 81.8 77.9 90.3: 22.1 9.7
Old : 100.0: 10.5 8.5 0.0 67.4 81.8 77.9 90.3: 22.1 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 4 0 14 17 17 21:
Old : 33: 3 4 0 14 17 17 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 : 52.7 50.6 65.1 68.2 52.2 47.0 62.8 63.5
Old : 52.7 50.6 65.1 68.2 52.2 47.0 62.8 63.5
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 238,212: 36,285 58,369 2,853 185,835 161,564 224,973 222,785: 13,239 15,427
Old : 238,212: 36,285 58,369 2,853 185,835 161,564 224,973 222,785: 13,239 15,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -164,905: -15,660 -29,208 -10,788 -121,709 -82,070 -148,157 -122,065: -16,749 -42,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 24.5 1.2 78.0 67.8 94.4 93.5: 5.6 6.5
Old : 100.0: 15.2 24.5 1.2 78.0 67.8 94.4 93.5: 5.6 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 38 45 16 57 61 105 112:
Old : 186: 38 45 16 57 61 105 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 32.3 55.4 44.4 34.1 26.3 43.6 35.7
Old : 44.8 32.3 55.4 44.4 34.1 26.3 43.6 35.7
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 64,559: 22,145 13,530 3,360 20,057 38,151 45,562 55,040: 18,997 9,518
Old : 64,559: 22,145 13,530 3,360 20,057 38,151 45,562 55,040: 18,997 9,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 9,735: 7,297 -1,604 1,015 101 11,191 8,414 10,602: 1,321 -868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 21.0 5.2 31.1 59.1 70.6 85.3: 29.4 14.7
Old : 100.0: 34.3 21.0 5.2 31.1 59.1 70.6 85.3: 29.4 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 : 54: 24 14 8 11 10 41 26:
Old : 54: 24 14 8 11 10 41 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 : 30.3 56.4 40.7 68.9 30.3 55.8 40.7 67.0
Old : 30.3 56.4 40.7 68.9 30.3 55.8 40.7 67.0
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,501: 4,298 10,897 3 17,415 11,634 21,716 22,533: 5,785 4,968
Old : 27,501: 4,298 10,897 3 17,415 11,634 21,716 22,533: 5,785 4,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -446: -663 -515 3 -270 1,254 -930 741: 484 -1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 39.6 0.0 63.3 42.3 79.0 81.9: 21.0 18.1
Old : 100.0: 15.6 39.6 0.0 63.3 42.3 79.0 81.9: 21.0 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 : 46: 9 11 1 11 17 20 29:
Old : 46: 9 11 1 11 17 20 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 : 49.4 35.8 62.8 51.2 49.4 35.4 62.8 50.1
Old : 49.4 35.8 62.8 51.2 49.4 35.4 62.8 50.1
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,803: 13,495 7,265 0 17,153 27,202 30,648 34,467: 8,155 4,336
Old : 38,803: 13,495 7,265 0 17,153 27,202 30,648 34,467: 8,155 4,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 2,031: -2,987 -882 0 4,429 2,954 1,442 2,072: 589 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 18.7 0.0 44.2 70.1 79.0 88.8: 21.0 11.2
Old : 100.0: 34.8 18.7 0.0 44.2 70.1 79.0 88.8: 21.0 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 : 54: 8 9 0 26 16 34 25:
Old : 54: 8 9 0 26 16 34 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 : 28.7 57.4 44.0 72.4 28.7 57.4 42.8 69.6
Old : 28.7 57.4 44.0 72.4 28.7 57.4 42.8 69.6
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 29,000: 3,754 9,081 342 23,281 17,976 27,377 27,399: 1,623 1,601
Old : 29,000: 3,754 9,081 342 23,281 17,976 27,377 27,399: 1,623 1,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -1,456: -2,051 1,110 54 249 -1,964 -1,748 -800: 292 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 31.3 1.2 80.3 62.0 94.4 94.5: 5.6 5.5
Old : 100.0: 12.9 31.3 1.2 80.3 62.0 94.4 94.5: 5.6 5.5
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 : 36: 8 6 2 12 13 21 20:
Old : 36: 8 6 2 12 13 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 65.8 80.0 80.6 68.3 65.8 78.6 80.6
Old : 69.7 65.8 80.0 80.6 68.3 65.8 78.6 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,891: 4,085 1,591 0 9,959 13,023 14,044 14,614: 847 277
Old : 14,891: 4,085 1,591 0 9,959 13,023 14,044 14,614: 847 277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 223: -83 524 0 124 82 41 606: 182 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 10.7 0.0 66.9 87.5 94.3 98.1: 5.7 1.9
Old : 100.0: 27.4 10.7 0.0 66.9 87.5 94.3 98.1: 5.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 11 5 0 7 4 18 9:
Old : 25: 11 5 0 7 4 18 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 : 65.9 94.1 79.1 97.9 65.6 94.1 78.8 97.5
Old : 65.9 94.1 79.1 97.9 65.6 94.1 78.8 97.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2009