MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 46,073: 1,525 5,624 10,210 29,409 19,656 41,144 35,490: 4,930 10,583
Old : 46,073: 1,525 5,624 10,210 29,409 19,656 41,144 35,490: 4,930 10,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 2,771: -413 198 1,236 1,572 796 2,395 2,230: 375 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 12.2 22.2 63.8 42.7 89.3 77.0: 10.7 23.0
Old : 100.0: 3.3 12.2 22.2 63.8 42.7 89.3 77.0: 10.7 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 : 76: 11 22 24 37 29 63 61:
Old : 76: 11 22 24 37 29 63 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 27.6 53.5 41.3 41.7 26.6 50.1 37.1
Old : 41.7 27.6 53.5 41.3 41.7 26.6 50.1 37.1
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 197,616: 48,398 15,762 42,430 85,393 108,074 176,222 166,266: 21,394 31,350
Old : 190,212: 46,675 16,674 40,155 83,405 103,197 170,236 160,026: 19,977 30,186
Other: 7,404: 2,636 1 1,362 1,988 4,877 5,986 6,240: 1,418 1,164
: : :
: : Changes in Commitments from: February 16, 2010 :
: -3,655: 610 -1,450 -737 -2,363 -1,175 -2,491 -3,362: -1,164 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 8.0 21.5 43.2 54.7 89.2 84.1: 10.8 15.9
Old : 100.0: 24.5 8.8 21.1 43.8 54.3 89.5 84.1: 10.5 15.9
Other: 100.0: 35.6 0.0 18.4 26.9 65.9 80.9 84.3: 19.1 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 77 60 83 45 49 169 157:
Old : 212: 73 66 82 45 49 168 157:
Other: 57: 26 2 19 11 19 41 38:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 35.0 32.8 43.0 20.2 34.2 32.4 41.3
Old : 21.0 35.6 33.0 42.9 20.9 34.4 32.6 41.1
Other: 40.0 40.9 53.4 56.5 37.6 40.9 48.0 56.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 367,021: 120,270 20,204 89,807 130,197 185,103 340,274 295,114: 26,747 71,907
Old : 367,021: 120,270 20,204 89,807 130,197 185,103 340,274 295,114: 26,747 71,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 18,273: -1,223 -4,470 16,338 2,382 5,508 17,496 17,375: 776 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 5.5 24.5 35.5 50.4 92.7 80.4: 7.3 19.6
Old : 100.0: 32.8 5.5 24.5 35.5 50.4 92.7 80.4: 7.3 19.6
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 : 417: 133 75 119 94 177 295 318:
Old : 417: 133 75 119 94 177 295 318:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 15.9 26.2 24.1 16.6 14.1 26.1 19.3
Old : 16.6 15.9 26.2 24.1 16.6 14.1 26.1 19.3
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,329: 4,272 545 1,309 2,617 6,574 8,198 8,428: 2,131 1,901
Old : 10,329: 4,272 545 1,309 2,617 6,574 8,198 8,428: 2,131 1,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -751: 78 -69 -476 -21 -118 -420 -663: -331 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 5.3 12.7 25.3 63.6 79.4 81.6: 20.6 18.4
Old : 100.0: 41.4 5.3 12.7 25.3 63.6 79.4 81.6: 20.6 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 32 15 13 20 28 60 50:
Old : 81: 32 15 13 20 28 60 50:
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 : 30.6 33.3 43.7 47.8 30.6 33.3 43.3 47.7
Old : 30.6 33.3 43.7 47.8 30.6 33.3 43.3 47.7
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 40,070: 14,914 3,638 7,361 11,561 12,814 33,836 23,813: 6,234 16,257
Old : 40,070: 14,914 3,638 7,361 11,561 12,814 33,836 23,813: 6,234 16,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 3,606: 1,251 61 1,210 548 1,509 3,010 2,780: 597 826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 9.1 18.4 28.9 32.0 84.4 59.4: 15.6 40.6
Old : 100.0: 37.2 9.1 18.4 28.9 32.0 84.4 59.4: 15.6 40.6
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 : 144: 46 26 34 39 53 105 98:
Old : 144: 46 26 34 39 53 105 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 10.4 32.6 18.2 19.0 8.9 29.9 15.6
Old : 19.6 10.4 32.6 18.2 19.0 8.9 29.9 15.6
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 18,781: 2,696 450 30 11,003 17,983 13,729 18,463: 5,052 318
Old : 18,781: 2,696 450 30 11,003 17,983 13,729 18,463: 5,052 318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 1,045: 314 -220 0 665 1,302 979 1,082: 66 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 2.4 0.2 58.6 95.8 73.1 98.3: 26.9 1.7
Old : 100.0: 14.4 2.4 0.2 58.6 95.8 73.1 98.3: 26.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 2 1 10 11 17 14:
Old : 23: 7 2 1 10 11 17 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 : 44.6 82.6 62.6 91.9 36.6 69.1 46.1 75.4
Old : 44.6 82.6 62.6 91.9 36.6 69.1 46.1 75.4
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 116,809: 42,133 10,279 6,846 23,489 80,490 72,468 97,615: 44,341 19,194
Old : 116,809: 42,133 10,279 6,846 23,489 80,490 72,468 97,615: 44,341 19,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 8,550: 5,740 -467 268 350 8,462 6,358 8,263: 2,192 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 8.8 5.9 20.1 68.9 62.0 83.6: 38.0 16.4
Old : 100.0: 36.1 8.8 5.9 20.1 68.9 62.0 83.6: 38.0 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 29 13 14 19 29 54 50:
Old : 76: 29 13 14 19 29 54 50:
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 : 22.5 36.0 34.5 55.0 22.5 34.7 34.2 52.6
Old : 22.5 36.0 34.5 55.0 22.5 34.7 34.2 52.6
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 49,031: 11,821 20,803 2,328 24,566 11,064 38,715 34,195: 10,316 14,836
Old : 49,031: 11,821 20,803 2,328 24,566 11,064 38,715 34,195: 10,316 14,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 4,983: 1,396 5,520 221 4,392 -1,881 6,009 3,860: -1,026 1,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 42.4 4.7 50.1 22.6 79.0 69.7: 21.0 30.3
Old : 100.0: 24.1 42.4 4.7 50.1 22.6 79.0 69.7: 21.0 30.3
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 : 38: 10 12 5 10 11 21 27:
Old : 38: 10 12 5 10 11 21 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 37.5 57.4 50.6 40.1 37.4 55.4 50.6
Old : 41.4 37.5 57.4 50.6 40.1 37.4 55.4 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 101,033: 67,846 10,499 417 26,853 88,461 95,116 99,377: 5,917 1,656
Old : 101,033: 67,846 10,499 417 26,853 88,461 95,116 99,377: 5,917 1,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 11,858: 24,417 1,539 -299 -12,538 10,640 11,580 11,880: 278 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 10.4 0.4 26.6 87.6 94.1 98.4: 5.9 1.6
Old : 100.0: 67.2 10.4 0.4 26.6 87.6 94.1 98.4: 5.9 1.6
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 : 86: 36 17 2 18 22 55 40:
Old : 86: 36 17 2 18 22 55 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 63.4 74.8 79.8 54.7 63.1 74.8 78.8
Old : 54.7 63.4 74.8 79.8 54.7 63.1 74.8 78.8
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 141,982: 14,812 80,078 7,868 100,352 18,162 123,032 106,108: 18,950 35,874
Old : 141,982: 14,812 80,078 7,868 100,352 18,162 123,032 106,108: 18,950 35,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 10,791: -33 7,887 2,289 8,185 -1,042 10,440 9,134: 351 1,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 56.4 5.5 70.7 12.8 86.7 74.7: 13.3 25.3
Old : 100.0: 10.4 56.4 5.5 70.7 12.8 86.7 74.7: 13.3 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 14 42 12 18 18 39 65:
Old : 84: 14 42 12 18 18 39 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 20.3 62.8 32.7 47.5 20.3 61.2 32.6
Old : 48.6 20.3 62.8 32.7 47.5 20.3 61.2 32.6
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 136,265: 30,243 27,164 8,673 72,756 68,242 111,672 104,078: 24,593 32,187
Old : 136,265: 30,243 27,164 8,673 72,756 68,242 111,672 104,078: 24,593 32,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 5,717: -5,252 6,197 1,842 10,342 -4,429 6,931 3,610: -1,214 2,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 19.9 6.4 53.4 50.1 82.0 76.4: 18.0 23.6
Old : 100.0: 22.2 19.9 6.4 53.4 50.1 82.0 76.4: 18.0 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 25 37 25 18 24 62 67:
Old : 92: 25 37 25 18 24 62 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 : 44.3 39.2 54.6 49.4 37.6 35.0 47.4 42.6
Old : 44.3 39.2 54.6 49.4 37.6 35.0 47.4 42.6
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 273,086: 33,983 100,117 49,711 143,610 70,585 227,304 220,413: 45,782 52,673
Old : 273,086: 33,983 100,117 49,711 143,610 70,585 227,304 220,413: 45,782 52,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 26,129: 1,117 11,067 9,676 17,216 4,842 28,010 25,586: -1,881 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 36.7 18.2 52.6 25.8 83.2 80.7: 16.8 19.3
Old : 100.0: 12.4 36.7 18.2 52.6 25.8 83.2 80.7: 16.8 19.3
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 : 165: 48 63 52 36 38 110 127:
Old : 165: 48 63 52 36 38 110 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 22.2 47.6 32.2 37.8 19.3 42.7 28.3
Old : 40.9 22.2 47.6 32.2 37.8 19.3 42.7 28.3
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 20,201: 14,641 8,249 0 3,676 10,223 18,317 18,472: 1,884 1,729
Old : 20,201: 14,641 8,249 0 3,676 10,223 18,317 18,472: 1,884 1,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 522: 118 1,161 0 296 -143 414 1,018: 108 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 40.8 0.0 18.2 50.6 90.7 91.4: 9.3 8.6
Old : 100.0: 72.5 40.8 0.0 18.2 50.6 90.7 91.4: 9.3 8.6
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 : 32: 12 9 0 7 9 19 18:
Old : 32: 12 9 0 7 9 19 18:
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 : 62.5 60.6 80.3 82.2 62.1 60.4 75.6 79.3
Old : 62.5 60.6 80.3 82.2 62.1 60.4 75.6 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :13,293,087: 1,532,657 386,020 4,565,818 6,342,196 7,393,790 12,440,671 12,345,629: 852,416 947,458
Old :13,293,087: 1,532,657 386,020 4,565,818 6,342,196 7,393,790 12,440,671 12,345,629: 852,416 947,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 109,886: -52,015 -63,156 71,577 193,973 167,270 213,535 175,691: -103,649 -65,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 2.9 34.3 47.7 55.6 93.6 92.9: 6.4 7.1
Old : 100.0: 11.5 2.9 34.3 47.7 55.6 93.6 92.9: 6.4 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 : 306: 74 74 118 141 147 284 276:
Old : 306: 74 74 118 141 147 284 276:
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 : 21.7 23.8 32.3 36.1 17.7 16.1 23.4 19.1
Old : 21.7 23.8 32.3 36.1 17.7 16.1 23.4 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 476,553: 25,722 95,106 29,632 310,304 297,369 365,657 422,107: 110,895 54,446
Old : 476,553: 25,722 95,106 29,632 310,304 297,369 365,657 422,107: 110,895 54,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -8,811: -692 4,250 -7,540 -7,448 -5,168 -15,681 -8,458: 6,870 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 20.0 6.2 65.1 62.4 76.7 88.6: 23.3 11.4
Old : 100.0: 5.4 20.0 6.2 65.1 62.4 76.7 88.6: 23.3 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 26 22 29 81 65 122 101:
Old : 147: 26 22 29 81 65 122 101:
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 : 20.1 34.4 28.4 46.2 18.4 34.3 25.6 45.8
Old : 20.1 34.4 28.4 46.2 18.4 34.3 25.6 45.8
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,980,353: 701,579 464,121 77,834 2,023,056 2,093,241 2,802,469 2,635,195: 177,884 345,158
Old : 2,980,353: 701,579 464,121 77,834 2,023,056 2,093,241 2,802,469 2,635,195: 177,884 345,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -35,493: 18,379 5,545 -14,553 -9,029 -43,484 -5,204 -52,492: -30,290 16,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 15.6 2.6 67.9 70.2 94.0 88.4: 6.0 11.6
Old : 100.0: 23.5 15.6 2.6 67.9 70.2 94.0 88.4: 6.0 11.6
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 : 454: 94 109 66 170 177 300 317:
Old : 454: 94 109 66 170 177 300 317:
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 : 25.7 19.0 36.3 25.5 25.3 15.7 33.4 21.4
Old : 25.7 19.0 36.3 25.5 25.3 15.7 33.4 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 100,925: 12,476 8,688 0 80,169 89,320 92,645 98,008: 8,280 2,917
Old : 100,925: 12,476 8,688 0 80,169 89,320 92,645 98,008: 8,280 2,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -887: 3,835 0 -393 -5,074 74 -1,632 -319: 745 -568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 8.6 0.0 79.4 88.5 91.8 97.1: 8.2 2.9
Old : 100.0: 12.4 8.6 0.0 79.4 88.5 91.8 97.1: 8.2 2.9
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 : 82: 13 3 0 46 32 59 35:
Old : 82: 13 3 0 46 32 59 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 58.6 46.7 76.3 24.2 55.0 37.5 67.8
Old : 31.5 58.6 46.7 76.3 24.2 55.0 37.5 67.8
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 32,770: 756 12,430 696 27,089 17,429 28,541 30,555: 4,229 2,215
Old : 32,770: 756 12,430 696 27,089 17,429 28,541 30,555: 4,229 2,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 2,035: -369 1,991 -0 2,359 -156 1,990 1,835: 45 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 37.9 2.1 82.7 53.2 87.1 93.2: 12.9 6.8
Old : 100.0: 2.3 37.9 2.1 82.7 53.2 87.1 93.2: 12.9 6.8
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 : 26: 3 2 1 13 11 16 14:
Old : 26: 3 2 1 13 11 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 : 68.9 67.5 81.4 83.1 62.2 65.5 73.3 79.2
Old : 68.9 67.5 81.4 83.1 62.2 65.5 73.3 79.2
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 417,873: 143,100 104,025 4,881 252,018 288,172 399,999 397,077: 17,874 20,796
Old : 417,873: 143,100 104,025 4,881 252,018 288,172 399,999 397,077: 17,874 20,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 13,523: 23,387 2,387 -1,833 -7,746 17,122 13,807 17,675: -283 -4,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 24.9 1.2 60.3 69.0 95.7 95.0: 4.3 5.0
Old : 100.0: 34.2 24.9 1.2 60.3 69.0 95.7 95.0: 4.3 5.0
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 : 233: 62 54 21 67 70 141 134:
Old : 233: 62 54 21 67 70 141 134:
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 : 36.3 39.3 49.6 50.8 33.6 39.2 46.4 49.6
Old : 36.3 39.3 49.6 50.8 33.6 39.2 46.4 49.6
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 116,927: 52,645 12,964 5,777 28,242 81,035 86,665 99,776: 30,262 17,151
Old : 116,927: 52,645 12,964 5,777 28,242 81,035 86,665 99,776: 30,262 17,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 11,049: 9,261 -2,590 155 -3,009 14,439 6,408 12,004: 4,641 -955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 11.1 4.9 24.2 69.3 74.1 85.3: 25.9 14.7
Old : 100.0: 45.0 11.1 4.9 24.2 69.3 74.1 85.3: 25.9 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 : 68: 30 16 14 11 16 50 37:
Old : 68: 30 16 14 11 16 50 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 42.4 43.8 62.7 32.4 42.1 42.8 60.6
Old : 32.4 42.4 43.8 62.7 32.4 42.1 42.8 60.6
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 40,651: 15,499 9,296 0 16,433 17,266 31,932 26,562: 8,719 14,089
Old : 40,651: 15,499 9,296 0 16,433 17,266 31,932 26,562: 8,719 14,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 1,206: -52 -1,484 0 169 2,477 117 993: 1,089 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 22.9 0.0 40.4 42.5 78.6 65.3: 21.4 34.7
Old : 100.0: 38.1 22.9 0.0 40.4 42.5 78.6 65.3: 21.4 34.7
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 : 56: 16 13 0 19 17 35 30:
Old : 56: 16 13 0 19 17 35 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 : 38.8 24.6 50.4 36.0 38.8 23.9 49.6 34.8
Old : 38.8 24.6 50.4 36.0 38.8 23.9 49.6 34.8
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 49,955: 10,179 6,011 1,032 25,240 37,255 36,451 44,298: 13,504 5,657
Old : 49,955: 10,179 6,011 1,032 25,240 37,255 36,451 44,298: 13,504 5,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -1,533: -5,678 181 727 3,190 -2,737 -1,761 -1,829: 228 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 12.0 2.1 50.5 74.6 73.0 88.7: 27.0 11.3
Old : 100.0: 20.4 12.0 2.1 50.5 74.6 73.0 88.7: 27.0 11.3
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 : 58: 15 8 2 17 24 33 33:
Old : 58: 15 8 2 17 24 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 41.7 42.4 57.2 21.2 29.8 30.6 42.9
Old : 30.3 41.7 42.4 57.2 21.2 29.8 30.6 42.9
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 28,359: 3,829 264 40 21,334 26,419 25,203 26,723: 3,156 1,636
Old : 28,359: 3,829 264 40 21,334 26,419 25,203 26,723: 3,156 1,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 836: 157 264 0 -57 659 100 923: 736 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.9 0.1 75.2 93.2 88.9 94.2: 11.1 5.8
Old : 100.0: 13.5 0.9 0.1 75.2 93.2 88.9 94.2: 11.1 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 8 1 1 14 16 22 18:
Old : 37: 8 1 1 14 16 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 70.7 70.8 83.3 55.5 70.7 68.5 82.5
Old : 57.8 70.7 70.8 83.3 55.5 70.7 68.5 82.5
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 20,561: 3,513 1,663 98 10,610 17,175 14,221 18,936: 6,340 1,625
Old : 20,561: 3,513 1,663 98 10,610 17,175 14,221 18,936: 6,340 1,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -440: -183 -561 -50 -212 -83 -445 -694: 5 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 8.1 0.5 51.6 83.5 69.2 92.1: 30.8 7.9
Old : 100.0: 17.1 8.1 0.5 51.6 83.5 69.2 92.1: 30.8 7.9
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: 7 4 1 9 6 16 11:
Old : 25: 7 4 1 9 6 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 81.2 57.7 89.4 47.2 81.2 56.6 89.4
Old : 48.4 81.2 57.7 89.4 47.2 81.2 56.6 89.4
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, February 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,244: 3,170 1,264 1 10,713 12,889 13,884 14,154: 1,360 1,090
Old : 15,244: 3,170 1,264 1 10,713 12,889 13,884 14,154: 1,360 1,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -3,379: -782 412 -290 -2,181 -3,219 -3,253 -3,097: -126 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 8.3 0.0 70.3 84.6 91.1 92.8: 8.9 7.2
Old : 100.0: 20.8 8.3 0.0 70.3 84.6 91.1 92.8: 8.9 7.2
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 : 21: 8 4 1 7 3 16 7:
Old : 21: 8 4 1 7 3 16 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 90.2 79.9 92.8 66.8 90.2 79.9 92.8
Old : 66.8 90.2 79.9 92.8 66.8 90.2 79.9 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2010