MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 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 : 47,154: 1,553 6,077 10,299 30,785 20,452 42,637 36,829: 4,517 10,326
Old : 47,154: 1,553 6,077 10,299 30,785 20,452 42,637 36,829: 4,517 10,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 1,081: 28 453 89 1,376 796 1,493 1,338: -412 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 12.9 21.8 65.3 43.4 90.4 78.1: 9.6 21.9
Old : 100.0: 3.3 12.9 21.8 65.3 43.4 90.4 78.1: 9.6 21.9
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 : 81: 11 25 26 38 30 66 65:
Old : 81: 11 25 26 38 30 66 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 : 41.4 27.4 53.5 41.0 41.4 26.4 50.4 36.9
Old : 41.4 27.4 53.5 41.0 41.4 26.4 50.4 36.9
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 2, 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 : 213,657: 55,603 12,585 48,344 86,888 120,283 190,835 181,212: 22,821 32,444
Old : 203,348: 53,012 13,742 44,906 84,178 113,652 182,095 172,300: 21,253 31,048
Other: 10,309: 3,783 35 2,246 2,711 6,632 8,740 8,913: 1,569 1,396
: : :
: : Changes in Commitments from: February 23, 2010 :
: 16,041: 7,204 -3,177 5,914 1,495 12,209 14,614 14,946: 1,427 1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 5.9 22.6 40.7 56.3 89.3 84.8: 10.7 15.2
Old : 100.0: 26.1 6.8 22.1 41.4 55.9 89.5 84.7: 10.5 15.3
Other: 100.0: 36.7 0.3 21.8 26.3 64.3 84.8 86.5: 15.2 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 92 55 94 50 55 195 165:
Old : 231: 89 60 94 50 55 195 165:
Other: 64: 23 8 18 14 23 46 41:
:----------------------------------------------------------------------------------------------------
: 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 36.0 31.0 43.7 18.4 34.9 30.0 41.3
Old : 19.3 36.7 31.6 43.9 19.2 35.0 30.9 41.4
Other: 32.3 37.0 49.2 56.6 29.4 36.9 44.0 51.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 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 : 384,485: 129,653 19,043 93,314 132,170 195,961 355,138 308,318: 29,347 76,167
Old : 384,485: 129,653 19,043 93,314 132,170 195,961 355,138 308,318: 29,347 76,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 17,464: 9,384 -1,161 3,506 1,974 10,858 14,864 13,204: 2,600 4,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 5.0 24.3 34.4 51.0 92.4 80.2: 7.6 19.8
Old : 100.0: 33.7 5.0 24.3 34.4 51.0 92.4 80.2: 7.6 19.8
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 : 424: 138 76 114 100 182 307 314:
Old : 424: 138 76 114 100 182 307 314:
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 : 16.0 15.8 26.3 24.1 15.8 14.4 25.6 19.5
Old : 16.0 15.8 26.3 24.1 15.8 14.4 25.6 19.5
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 2, 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 : 9,761: 3,761 547 1,200 2,699 6,208 7,660 7,954: 2,102 1,807
Old : 9,761: 3,761 547 1,200 2,699 6,208 7,660 7,954: 2,102 1,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -568: -511 2 -109 82 -367 -539 -474: -29 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 5.6 12.3 27.7 63.6 78.5 81.5: 21.5 18.5
Old : 100.0: 38.5 5.6 12.3 27.7 63.6 78.5 81.5: 21.5 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 35 9 14 18 25 57 45:
Old : 74: 35 9 14 18 25 57 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 35.1 46.8 50.5 32.9 35.0 44.7 49.8
Old : 32.9 35.1 46.8 50.5 32.9 35.0 44.7 49.8
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 2, 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 : 41,686: 15,717 3,295 8,077 11,557 13,396 35,351 24,769: 6,334 16,917
Old : 41,686: 15,717 3,295 8,077 11,557 13,396 35,351 24,769: 6,334 16,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 1,615: 803 -343 717 -4 582 1,515 956: 100 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 7.9 19.4 27.7 32.1 84.8 59.4: 15.2 40.6
Old : 100.0: 37.7 7.9 19.4 27.7 32.1 84.8 59.4: 15.2 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 : 153: 48 31 39 39 55 111 106:
Old : 153: 48 31 39 39 55 111 106:
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 : 18.6 9.9 31.0 18.0 18.1 8.9 28.9 15.7
Old : 18.6 9.9 31.0 18.0 18.1 8.9 28.9 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 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 : 20,005: 3,119 200 30 11,379 19,509 14,528 19,739: 5,477 266
Old : 20,005: 3,119 200 30 11,379 19,509 14,528 19,739: 5,477 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 1,224: 423 -250 0 376 1,526 799 1,276: 425 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 1.0 0.1 56.9 97.5 72.6 98.7: 27.4 1.3
Old : 100.0: 15.6 1.0 0.1 56.9 97.5 72.6 98.7: 27.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 1 1 9 11 17 13:
Old : 23: 8 1 1 9 11 17 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 : 45.0 80.3 62.2 93.9 35.8 67.1 46.8 76.0
Old : 45.0 80.3 62.2 93.9 35.8 67.1 46.8 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 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 : 128,540: 47,593 7,526 9,504 27,284 90,280 84,380 107,310: 44,160 21,231
Old : 128,540: 47,593 7,526 9,504 27,284 90,280 84,380 107,310: 44,160 21,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 11,732: 5,460 -2,753 2,658 3,794 9,789 11,912 9,694: -181 2,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 5.9 7.4 21.2 70.2 65.6 83.5: 34.4 16.5
Old : 100.0: 37.0 5.9 7.4 21.2 70.2 65.6 83.5: 34.4 16.5
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 : 80: 33 10 15 22 31 61 50:
Old : 80: 33 10 15 22 31 61 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 : 22.8 36.3 34.9 54.3 22.8 35.9 33.9 50.8
Old : 22.8 36.3 34.9 54.3 22.8 35.9 33.9 50.8
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 2, 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 : 46,351: 10,888 17,653 2,785 21,097 11,265 34,770 31,703: 11,581 14,648
Old : 46,351: 10,888 17,653 2,785 21,097 11,265 34,770 31,703: 11,581 14,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -2,680: -934 -3,150 457 -3,469 201 -3,945 -2,492: 1,265 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 38.1 6.0 45.5 24.3 75.0 68.4: 25.0 31.6
Old : 100.0: 23.5 38.1 6.0 45.5 24.3 75.0 68.4: 25.0 31.6
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 : 37: 10 11 5 11 11 22 26:
Old : 37: 10 11 5 11 11 22 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 : 37.1 34.0 54.1 46.7 36.8 34.0 51.7 46.7
Old : 37.1 34.0 54.1 46.7 36.8 34.0 51.7 46.7
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 2, 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 : 118,648: 91,411 11,632 129 20,272 105,318 111,812 117,079: 6,836 1,569
Old : 118,648: 91,411 11,632 129 20,272 105,318 111,812 117,079: 6,836 1,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 17,615: 23,565 1,133 -288 -6,581 16,857 16,696 17,702: 919 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 9.8 0.1 17.1 88.8 94.2 98.7: 5.8 1.3
Old : 100.0: 77.0 9.8 0.1 17.1 88.8 94.2 98.7: 5.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 45 17 1 18 21 64 39:
Old : 96: 45 17 1 18 21 64 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 59.0 70.9 80.3 57.2 58.7 70.9 79.6
Old : 57.2 59.0 70.9 80.3 57.2 58.7 70.9 79.6
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 2, 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 : 155,078: 14,218 85,008 14,196 100,945 21,316 129,359 120,519: 25,719 34,559
Old : 155,078: 14,218 85,008 14,196 100,945 21,316 129,359 120,519: 25,719 34,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 13,096: -594 4,930 6,328 593 3,154 6,328 14,412: 6,768 -1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 54.8 9.2 65.1 13.7 83.4 77.7: 16.6 22.3
Old : 100.0: 9.2 54.8 9.2 65.1 13.7 83.4 77.7: 16.6 22.3
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 : 96: 19 48 19 19 20 50 75:
Old : 96: 19 48 19 19 20 50 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 23.1 54.6 33.7 41.9 23.1 53.0 33.5
Old : 43.0 23.1 54.6 33.7 41.9 23.1 53.0 33.5
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 2, 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 : 148,911: 57,069 22,261 10,979 53,628 83,690 121,677 116,930: 27,235 31,981
Old : 148,911: 57,069 22,261 10,979 53,628 83,690 121,677 116,930: 27,235 31,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 12,646: 26,826 -4,902 2,306 -19,128 15,448 10,005 12,852: 2,642 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 14.9 7.4 36.0 56.2 81.7 78.5: 18.3 21.5
Old : 100.0: 38.3 14.9 7.4 36.0 56.2 81.7 78.5: 18.3 21.5
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 : 102: 39 34 30 18 25 75 71:
Old : 102: 39 34 30 18 25 75 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 43.4 47.5 53.4 29.9 39.3 41.1 46.2
Old : 36.2 43.4 47.5 53.4 29.9 39.3 41.1 46.2
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 2, 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 : 282,455: 36,380 98,006 49,746 144,156 78,630 230,281 226,381: 52,174 56,074
Old : 282,455: 36,380 98,006 49,746 144,156 78,630 230,281 226,381: 52,174 56,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 9,369: 2,397 -2,111 34 545 8,045 2,977 5,968: 6,392 3,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 34.7 17.6 51.0 27.8 81.5 80.1: 18.5 19.9
Old : 100.0: 12.9 34.7 17.6 51.0 27.8 81.5 80.1: 18.5 19.9
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 : 165: 44 68 53 34 40 113 126:
Old : 165: 44 68 53 34 40 113 126:
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 24.2 46.0 33.6 36.6 20.9 41.4 29.2
Old : 38.8 24.2 46.0 33.6 36.6 20.9 41.4 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 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 : 20,158: 13,715 8,603 0 4,085 9,678 17,800 18,281: 2,358 1,877
Old : 20,158: 13,715 8,603 0 4,085 9,678 17,800 18,281: 2,358 1,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -43: -926 354 0 409 -545 -517 -191: 474 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 42.7 0.0 20.3 48.0 88.3 90.7: 11.7 9.3
Old : 100.0: 68.0 42.7 0.0 20.3 48.0 88.3 90.7: 11.7 9.3
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 : 29: 11 8 0 6 8 17 16:
Old : 29: 11 8 0 6 8 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 57.7 78.6 81.3 58.5 57.3 72.9 77.6
Old : 61.6 57.7 78.6 81.3 58.5 57.3 72.9 77.6
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 2, 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 :14,182,809: 1,677,099 449,819 4,966,095 6,690,825 7,819,075 13,334,020 13,234,989: 848,789 947,820
Old :14,182,809: 1,677,099 449,819 4,966,095 6,690,825 7,819,075 13,334,020 13,234,989: 848,789 947,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 889,722: 144,442 63,798 400,277 348,630 425,285 893,348 889,360: -3,627 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 3.2 35.0 47.2 55.1 94.0 93.3: 6.0 6.7
Old : 100.0: 11.8 3.2 35.0 47.2 55.1 94.0 93.3: 6.0 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 : 323: 75 85 124 146 150 297 289:
Old : 323: 75 85 124 146 150 297 289:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 23.5 32.8 35.8 18.2 15.7 23.8 18.6
Old : 21.8 23.5 32.8 35.8 18.2 15.7 23.8 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 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 : 483,599: 25,218 93,576 34,700 309,579 301,308 369,498 429,584: 114,101 54,016
Old : 483,599: 25,218 93,576 34,700 309,579 301,308 369,498 429,584: 114,101 54,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 7,046: -503 -1,530 5,069 -724 3,938 3,841 7,477: 3,206 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 19.3 7.2 64.0 62.3 76.4 88.8: 23.6 11.2
Old : 100.0: 5.2 19.3 7.2 64.0 62.3 76.4 88.8: 23.6 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 : 149: 24 28 34 80 63 125 104:
Old : 149: 24 28 34 80 63 125 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 34.5 28.7 45.9 18.3 34.4 25.7 45.7
Old : 20.2 34.5 28.7 45.9 18.3 34.4 25.7 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 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 : 3,011,837: 712,615 471,158 82,358 2,009,129 2,099,448 2,804,102 2,652,965: 207,735 358,872
Old : 3,011,837: 712,615 471,158 82,358 2,009,129 2,099,448 2,804,102 2,652,965: 207,735 358,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 31,484: 11,035 7,038 4,525 -13,927 6,208 1,634 17,770: 29,851 13,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 15.6 2.7 66.7 69.7 93.1 88.1: 6.9 11.9
Old : 100.0: 23.7 15.6 2.7 66.7 69.7 93.1 88.1: 6.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 471: 94 117 70 175 182 312 327:
Old : 471: 94 117 70 175 182 312 327:
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 : 25.1 18.9 36.0 25.4 24.9 15.6 33.4 21.3
Old : 25.1 18.9 36.0 25.4 24.9 15.6 33.4 21.3
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 2, 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 : 98,935: 12,858 8,102 0 77,877 86,867 90,735 94,969: 8,200 3,966
Old : 98,935: 12,858 8,102 0 77,877 86,867 90,735 94,969: 8,200 3,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -1,990: 382 -586 0 -2,292 -2,453 -1,910 -3,039: -80 1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 8.2 0.0 78.7 87.8 91.7 96.0: 8.3 4.0
Old : 100.0: 13.0 8.2 0.0 78.7 87.8 91.7 96.0: 8.3 4.0
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 : 80: 13 2 0 47 30 60 32:
Old : 80: 13 2 0 47 30 60 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 59.8 45.8 76.1 22.8 55.8 36.0 66.8
Old : 31.3 59.8 45.8 76.1 22.8 55.8 36.0 66.8
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, March 2, 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 : 28,135: 665 8,415 746 22,438 16,920 23,849 26,081: 4,286 2,054
Old : 28,135: 665 8,415 746 22,438 16,920 23,849 26,081: 4,286 2,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -4,635: -92 -4,015 51 -4,651 -509 -4,692 -4,473: 57 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 29.9 2.7 79.8 60.1 84.8 92.7: 15.2 7.3
Old : 100.0: 2.4 29.9 2.7 79.8 60.1 84.8 92.7: 15.2 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 1 12 11 15 14:
Old : 25: 3 2 1 12 11 15 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 : 66.4 60.9 79.7 80.3 58.5 59.9 69.8 75.8
Old : 66.4 60.9 79.7 80.3 58.5 59.9 69.8 75.8
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 2, 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 : 410,771: 152,118 88,445 7,052 230,352 296,652 389,523 392,149: 21,248 18,622
Old : 410,771: 152,118 88,445 7,052 230,352 296,652 389,523 392,149: 21,248 18,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -7,102: 9,018 -15,580 2,171 -21,666 8,480 -10,476 -4,929: 3,374 -2,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 21.5 1.7 56.1 72.2 94.8 95.5: 5.2 4.5
Old : 100.0: 37.0 21.5 1.7 56.1 72.2 94.8 95.5: 5.2 4.5
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 : 239: 76 45 19 68 72 156 124:
Old : 239: 76 45 19 68 72 156 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 40.4 45.0 53.6 28.6 40.2 41.6 52.4
Old : 31.2 40.4 45.0 53.6 28.6 40.2 41.6 52.4
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 2, 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 : 124,949: 59,920 10,292 5,496 28,529 93,608 93,945 109,396: 31,004 15,553
Old : 124,949: 59,920 10,292 5,496 28,529 93,608 93,945 109,396: 31,004 15,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 8,022: 7,274 -2,672 -281 287 12,573 7,280 9,620: 742 -1,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 8.2 4.4 22.8 74.9 75.2 87.6: 24.8 12.4
Old : 100.0: 48.0 8.2 4.4 22.8 74.9 75.2 87.6: 24.8 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 29 11 11 12 16 47 32:
Old : 62: 29 11 11 12 16 47 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 44.3 43.9 68.9 32.5 43.8 43.8 67.7
Old : 32.5 44.3 43.9 68.9 32.5 43.8 43.8 67.7
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 2, 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 : 40,695: 15,966 8,689 20 16,602 19,026 32,588 27,735: 8,107 12,960
Old : 40,695: 15,966 8,689 20 16,602 19,026 32,588 27,735: 8,107 12,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 44: 467 -607 20 169 1,760 656 1,173: -612 -1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 21.4 0.0 40.8 46.8 80.1 68.2: 19.9 31.8
Old : 100.0: 39.2 21.4 0.0 40.8 46.8 80.1 68.2: 19.9 31.8
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 : 59: 16 15 1 19 18 36 33:
Old : 59: 16 15 1 19 18 36 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 : 38.8 28.6 51.3 38.8 38.8 28.0 50.9 37.4
Old : 38.8 28.6 51.3 38.8 38.8 28.0 50.9 37.4
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 2, 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 : 51,507: 12,848 5,736 1,029 26,240 37,931 40,117 44,696: 11,390 6,811
Old : 51,507: 12,848 5,736 1,029 26,240 37,931 40,117 44,696: 11,390 6,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 1,552: 2,669 -275 -3 1,000 676 3,666 398: -2,114 1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 11.1 2.0 50.9 73.6 77.9 86.8: 22.1 13.2
Old : 100.0: 24.9 11.1 2.0 50.9 73.6 77.9 86.8: 22.1 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 16 7 3 20 25 37 34:
Old : 62: 16 7 3 20 25 37 34:
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 : 27.2 37.6 42.5 54.8 20.8 26.2 32.1 39.7
Old : 27.2 37.6 42.5 54.8 20.8 26.2 32.1 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 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 : 29,493: 5,589 0 40 20,554 28,003 26,183 28,043: 3,310 1,450
Old : 29,493: 5,589 0 40 20,554 28,003 26,183 28,043: 3,310 1,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 1,134: 1,760 -264 0 -780 1,584 980 1,320: 154 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 0.0 0.1 69.7 94.9 88.8 95.1: 11.2 4.9
Old : 100.0: 19.0 0.0 0.1 69.7 94.9 88.8 95.1: 11.2 4.9
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 : 41: 11 0 1 15 17 26 18:
Old : 41: 11 0 1 15 17 26 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 : 55.6 68.4 66.4 82.9 53.4 68.4 64.2 82.5
Old : 55.6 68.4 66.4 82.9 53.4 68.4 64.2 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, March 2, 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 : 20,674: 3,710 1,270 82 10,845 17,473 14,637 18,825: 6,037 1,849
Old : 20,674: 3,710 1,270 82 10,845 17,473 14,637 18,825: 6,037 1,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 113: 197 -393 -16 235 298 416 -111: -303 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 6.1 0.4 52.5 84.5 70.8 91.1: 29.2 8.9
Old : 100.0: 17.9 6.1 0.4 52.5 84.5 70.8 91.1: 29.2 8.9
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 : 26: 8 3 1 10 7 18 11:
Old : 26: 8 3 1 10 7 18 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 : 49.5 80.9 58.8 88.4 48.1 80.9 57.4 88.2
Old : 49.5 80.9 58.8 88.4 48.1 80.9 57.4 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 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 : 15,730: 3,261 1,332 0 10,930 13,236 14,191 14,568: 1,539 1,162
Old : 15,730: 3,261 1,332 0 10,930 13,236 14,191 14,568: 1,539 1,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 486: 91 68 -1 217 347 307 414: 179 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 8.5 0.0 69.5 84.1 90.2 92.6: 9.8 7.4
Old : 100.0: 20.7 8.5 0.0 69.5 84.1 90.2 92.6: 9.8 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 3 0 6 3 14 6:
Old : 20: 8 3 0 6 3 14 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 90.8 79.7 92.6 66.9 90.8 79.7 92.6
Old : 66.9 90.8 79.7 92.6 66.9 90.8 79.7 92.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2010