MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 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 : 45,135: 2,185 5,422 9,493 28,730 19,653 40,409 34,568: 4,726 10,567
Old : 45,135: 2,185 5,422 9,493 28,730 19,653 40,409 34,568: 4,726 10,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -2,019: 633 -656 -806 -2,055 -799 -2,228 -2,260: 209 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 12.0 21.0 63.7 43.5 89.5 76.6: 10.5 23.4
Old : 100.0: 4.8 12.0 21.0 63.7 43.5 89.5 76.6: 10.5 23.4
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 : 77: 11 23 23 36 28 61 61:
Old : 77: 11 23 23 36 28 61 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 : 41.6 28.6 53.0 41.4 41.6 27.6 49.4 37.8
Old : 41.6 28.6 53.0 41.4 41.6 27.6 49.4 37.8
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 9, 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 : 220,540: 59,748 12,124 48,548 87,903 124,979 196,199 185,650: 24,340 34,889
Old : 208,341: 56,926 13,692 44,370 84,772 117,112 186,068 175,174: 22,273 33,167
Other: 12,198: 4,439 48 2,562 3,131 7,867 10,131 10,476: 2,067 1,722
: : :
: : Changes in Commitments from: March 2, 2010 :
: 6,883: 4,146 -461 204 1,015 4,695 5,364 4,438: 1,519 2,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 5.5 22.0 39.9 56.7 89.0 84.2: 11.0 15.8
Old : 100.0: 27.3 6.6 21.3 40.7 56.2 89.3 84.1: 10.7 15.9
Other: 100.0: 36.4 0.4 21.0 25.7 64.5 83.1 85.9: 16.9 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 92 53 94 47 57 192 163:
Old : 226: 90 58 93 46 57 190 163:
Other: 68: 24 8 18 15 24 48 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 36.0 30.8 43.9 18.1 34.6 29.8 40.8
Old : 19.5 36.8 31.7 44.0 19.0 34.8 31.0 41.0
Other: 29.0 36.8 46.7 57.0 26.9 36.7 40.0 50.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 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 : 396,970: 134,128 15,352 96,916 135,896 203,276 366,939 315,544: 30,031 81,426
Old : 396,970: 134,128 15,352 96,916 135,896 203,276 366,939 315,544: 30,031 81,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 12,485: 4,474 -3,691 3,602 3,725 7,315 11,801 7,226: 684 5,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 3.9 24.4 34.2 51.2 92.4 79.5: 7.6 20.5
Old : 100.0: 33.8 3.9 24.4 34.2 51.2 92.4 79.5: 7.6 20.5
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 : 421: 143 69 116 98 180 309 311:
Old : 421: 143 69 116 98 180 309 311:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 15.9 26.0 24.8 15.2 14.6 24.9 19.8
Old : 15.8 15.9 26.0 24.8 15.2 14.6 24.9 19.8
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 9, 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 : 9,716: 3,813 480 1,166 2,774 6,472 7,752 8,118: 1,964 1,598
Old : 9,716: 3,813 480 1,166 2,774 6,472 7,752 8,118: 1,964 1,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -45: 52 -67 -34 75 264 93 163: -138 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 4.9 12.0 28.6 66.6 79.8 83.5: 20.2 16.5
Old : 100.0: 39.2 4.9 12.0 28.6 66.6 79.8 83.5: 20.2 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 : 76: 31 12 13 19 25 58 45:
Old : 76: 31 12 13 19 25 58 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 : 33.0 36.4 45.6 51.1 33.0 36.2 44.8 50.8
Old : 33.0 36.4 45.6 51.1 33.0 36.2 44.8 50.8
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 9, 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 : 43,084: 17,255 2,965 8,975 10,336 12,410 36,566 24,351: 6,518 18,734
Old : 43,084: 17,255 2,965 8,975 10,336 12,410 36,566 24,351: 6,518 18,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,399: 1,538 -330 898 -1,221 -986 1,215 -418: 184 1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 6.9 20.8 24.0 28.8 84.9 56.5: 15.1 43.5
Old : 100.0: 40.0 6.9 20.8 24.0 28.8 84.9 56.5: 15.1 43.5
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 : 154: 49 31 40 41 55 115 106:
Old : 154: 49 31 40 41 55 115 106:
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 : 16.2 8.8 27.5 15.6 16.1 8.4 26.7 13.9
Old : 16.2 8.8 27.5 15.6 16.1 8.4 26.7 13.9
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 9, 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 : 25,153: 5,752 200 30 12,723 24,687 18,505 24,917: 6,648 236
Old : 25,153: 5,752 200 30 12,723 24,687 18,505 24,917: 6,648 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 5,148: 2,633 0 0 1,344 5,178 3,977 5,178: 1,171 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 0.8 0.1 50.6 98.1 73.6 99.1: 26.4 0.9
Old : 100.0: 22.9 0.8 0.1 50.6 98.1 73.6 99.1: 26.4 0.9
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: 9 1 1 10 12 19 14:
Old : 25: 9 1 1 10 12 19 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 : 42.9 76.1 63.2 94.6 36.2 68.9 49.7 78.2
Old : 42.9 76.1 63.2 94.6 36.2 68.9 49.7 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 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 : 148,480: 72,156 10,033 5,321 27,721 115,450 105,199 130,804: 43,281 17,676
Old : 148,480: 72,156 10,033 5,321 27,721 115,450 105,199 130,804: 43,281 17,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 19,940: 24,564 2,507 -4,183 437 25,171 20,819 23,495: -879 -3,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 6.8 3.6 18.7 77.8 70.9 88.1: 29.1 11.9
Old : 100.0: 48.6 6.8 3.6 18.7 77.8 70.9 88.1: 29.1 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 42 8 15 19 32 67 49:
Old : 85: 42 8 15 19 32 67 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 45.4 37.5 63.3 24.6 41.7 36.9 59.2
Old : 24.6 45.4 37.5 63.3 24.6 41.7 36.9 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 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 : 49,600: 10,445 15,872 1,081 27,705 20,196 39,232 37,149: 10,368 12,451
Old : 49,600: 10,445 15,872 1,081 27,705 20,196 39,232 37,149: 10,368 12,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 3,249: -443 -1,781 -1,704 6,608 8,930 4,462 5,446: -1,213 -2,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 32.0 2.2 55.9 40.7 79.1 74.9: 20.9 25.1
Old : 100.0: 21.1 32.0 2.2 55.9 40.7 79.1 74.9: 20.9 25.1
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 : 36: 9 10 3 14 13 23 26:
Old : 36: 9 10 3 14 13 23 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 : 38.8 38.8 56.5 52.0 33.7 30.8 46.8 41.2
Old : 38.8 38.8 56.5 52.0 33.7 30.8 46.8 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 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 : 168,074: 102,793 9,319 1,627 54,610 154,312 159,030 165,258: 9,044 2,815
Old : 168,074: 102,793 9,319 1,627 54,610 154,312 159,030 165,258: 9,044 2,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 49,426: 11,382 -2,313 1,498 34,338 48,994 47,218 48,179: 2,208 1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 5.5 1.0 32.5 91.8 94.6 98.3: 5.4 1.7
Old : 100.0: 61.2 5.5 1.0 32.5 91.8 94.6 98.3: 5.4 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 : 105: 56 15 8 20 22 81 41:
Old : 105: 56 15 8 20 22 81 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 64.0 67.6 83.1 43.6 48.7 53.5 64.9
Old : 53.3 64.0 67.6 83.1 43.6 48.7 53.5 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 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 : 162,659: 10,924 74,048 9,835 121,936 41,947 142,695 125,830: 19,964 36,829
Old : 162,659: 10,924 74,048 9,835 121,936 41,947 142,695 125,830: 19,964 36,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 7,581: -3,294 -10,960 -4,360 20,990 20,631 13,336 5,311: -5,754 2,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 45.5 6.0 75.0 25.8 87.7 77.4: 12.3 22.6
Old : 100.0: 6.7 45.5 6.0 75.0 25.8 87.7 77.4: 12.3 22.6
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 : 87: 19 42 19 17 21 45 73:
Old : 87: 19 42 19 17 21 45 73:
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 : 49.7 29.0 63.6 38.8 38.4 21.2 51.3 30.0
Old : 49.7 29.0 63.6 38.8 38.4 21.2 51.3 30.0
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 9, 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 : 147,091: 51,950 24,374 7,151 63,390 87,107 122,491 118,632: 24,600 28,460
Old : 147,091: 51,950 24,374 7,151 63,390 87,107 122,491 118,632: 24,600 28,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -1,820: -5,120 2,113 -3,828 9,762 3,417 815 1,702: -2,635 -3,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 16.6 4.9 43.1 59.2 83.3 80.7: 16.7 19.3
Old : 100.0: 35.3 16.6 4.9 43.1 59.2 83.3 80.7: 16.7 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 : 98: 32 36 27 19 26 69 71:
Old : 98: 32 36 27 19 26 69 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 : 40.5 45.8 51.7 57.3 32.1 40.5 43.1 47.5
Old : 40.5 45.8 51.7 57.3 32.1 40.5 43.1 47.5
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 9, 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 : 280,092: 33,235 106,448 30,081 173,908 93,625 237,224 230,153: 42,868 49,938
Old : 280,092: 33,235 106,448 30,081 173,908 93,625 237,224 230,153: 42,868 49,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -2,364: -3,145 8,442 -19,665 29,753 14,995 6,943 3,772: -9,306 -6,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 38.0 10.7 62.1 33.4 84.7 82.2: 15.3 17.8
Old : 100.0: 11.9 38.0 10.7 62.1 33.4 84.7 82.2: 15.3 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 46 65 49 35 38 106 127:
Old : 160: 46 65 49 35 38 106 127:
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 : 44.1 26.1 51.9 36.2 40.6 21.6 45.4 29.2
Old : 44.1 26.1 51.9 36.2 40.6 21.6 45.4 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 9, 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 : 21,863: 11,964 8,717 135 7,237 11,490 19,336 20,342: 2,527 1,521
Old : 21,863: 11,964 8,717 135 7,237 11,490 19,336 20,342: 2,527 1,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,705: -1,751 114 135 3,152 1,812 1,536 2,061: 169 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 39.9 0.6 33.1 52.6 88.4 93.0: 11.6 7.0
Old : 100.0: 54.7 39.9 0.6 33.1 52.6 88.4 93.0: 11.6 7.0
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 : 36: 11 11 2 8 11 20 24:
Old : 36: 11 11 2 8 11 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 50.6 71.7 74.6 47.9 50.6 64.9 69.2
Old : 52.9 50.6 71.7 74.6 47.9 50.6 64.9 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 10,039: 1,001 4,988 0 7,743 4,356 8,744 9,344: 1,295 695
Old : 10,039: 1,001 4,988 0 7,743 4,356 8,744 9,344: 1,295 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 49.7 0.0 77.1 43.4 87.1 93.1: 12.9 6.9
Old : 100.0: 10.0 49.7 0.0 77.1 43.4 87.1 93.1: 12.9 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 4 0 11 7 14 11:
Old : 20: 3 4 0 11 7 14 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 : 55.7 73.1 79.2 87.5 39.9 51.3 50.4 58.5
Old : 55.7 73.1 79.2 87.5 39.9 51.3 50.4 58.5
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 9, 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 :14,270,930: 1,582,533 491,024 5,009,874 6,826,177 7,806,578 13,418,583 13,307,475: 852,346 963,454
Old :14,270,930: 1,582,533 491,024 5,009,874 6,826,177 7,806,578 13,418,583 13,307,475: 852,346 963,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 88,121: -94,566 41,205 43,778 135,352 -12,497 84,564 72,487: 3,557 15,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 3.4 35.1 47.8 54.7 94.0 93.2: 6.0 6.8
Old : 100.0: 11.1 3.4 35.1 47.8 54.7 94.0 93.2: 6.0 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 : 322: 80 74 119 152 159 300 288:
Old : 322: 80 74 119 152 159 300 288:
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 : 22.4 23.7 32.6 35.5 18.1 15.4 23.1 18.4
Old : 22.4 23.7 32.6 35.5 18.1 15.4 23.1 18.4
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 9, 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 : 500,199: 26,368 91,181 40,696 318,569 311,414 385,632 443,291: 114,567 56,908
Old : 500,199: 26,368 91,181 40,696 318,569 311,414 385,632 443,291: 114,567 56,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 16,600: 1,149 -2,395 5,995 8,989 10,107 16,134 13,707: 466 2,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 18.2 8.1 63.7 62.3 77.1 88.6: 22.9 11.4
Old : 100.0: 5.3 18.2 8.1 63.7 62.3 77.1 88.6: 22.9 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 : 151: 27 27 35 81 64 128 106:
Old : 151: 27 27 35 81 64 128 106:
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 : 19.8 33.1 28.3 44.5 18.2 33.1 25.3 44.0
Old : 19.8 33.1 28.3 44.5 18.2 33.1 25.3 44.0
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 9, 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 : 3,140,495: 697,704 492,841 106,962 2,118,744 2,211,549 2,923,411 2,811,352: 217,084 329,143
Old : 3,140,495: 697,704 492,841 106,962 2,118,744 2,211,549 2,923,411 2,811,352: 217,084 329,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 128,658: -14,910 21,682 24,604 109,615 112,101 119,308 158,387: 9,350 -29,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 15.7 3.4 67.5 70.4 93.1 89.5: 6.9 10.5
Old : 100.0: 22.2 15.7 3.4 67.5 70.4 93.1 89.5: 6.9 10.5
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 : 474: 98 119 73 173 188 314 338:
Old : 474: 98 119 73 173 188 314 338:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 19.1 35.5 25.6 23.6 15.3 31.4 21.3
Old : 24.7 19.1 35.5 25.6 23.6 15.3 31.4 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 9, 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 : 99,156: 12,386 9,592 0 78,624 85,917 91,010 95,509: 8,146 3,647
Old : 99,156: 12,386 9,592 0 78,624 85,917 91,010 95,509: 8,146 3,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 221: -472 1,490 0 748 -950 276 540: -54 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 9.7 0.0 79.3 86.6 91.8 96.3: 8.2 3.7
Old : 100.0: 12.5 9.7 0.0 79.3 86.6 91.8 96.3: 8.2 3.7
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 : 87: 13 4 0 52 35 65 39:
Old : 87: 13 4 0 52 35 65 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 58.0 45.2 73.8 23.1 54.1 34.5 64.6
Old : 31.7 58.0 45.2 73.8 23.1 54.1 34.5 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 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 : 24,469: 663 5,964 748 18,794 15,838 20,205 22,550: 4,264 1,920
Old : 24,469: 663 5,964 748 18,794 15,838 20,205 22,550: 4,264 1,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -3,666: -1 -2,451 1 -3,644 -1,082 -3,644 -3,532: -22 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 24.4 3.1 76.8 64.7 82.6 92.2: 17.4 7.8
Old : 100.0: 2.7 24.4 3.1 76.8 64.7 82.6 92.2: 17.4 7.8
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 12 16 15:
Old : 26: 3 2 1 13 12 16 15:
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 : 60.2 54.9 75.5 78.3 51.2 53.8 64.1 73.1
Old : 60.2 54.9 75.5 78.3 51.2 53.8 64.1 73.1
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 9, 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 : 420,904: 167,945 118,954 7,906 225,157 277,778 401,007 404,638: 19,897 16,266
Old : 420,904: 167,945 118,954 7,906 225,157 277,778 401,007 404,638: 19,897 16,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 10,133: 15,826 30,509 854 -5,195 -18,874 11,485 12,489: -1,352 -2,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 28.3 1.9 53.5 66.0 95.3 96.1: 4.7 3.9
Old : 100.0: 39.9 28.3 1.9 53.5 66.0 95.3 96.1: 4.7 3.9
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 : 264: 82 62 19 67 77 161 147:
Old : 264: 82 62 19 67 77 161 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 32.3 41.0 46.9 25.7 31.3 37.6 45.9
Old : 28.3 32.3 41.0 46.9 25.7 31.3 37.6 45.9
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 9, 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 : 134,834: 70,368 8,802 3,095 30,211 109,164 103,675 121,061: 31,160 13,773
Old : 134,834: 70,368 8,802 3,095 30,211 109,164 103,675 121,061: 31,160 13,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 9,886: 10,449 -1,490 -2,400 1,682 15,555 9,730 11,665: 156 -1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 6.5 2.3 22.4 81.0 76.9 89.8: 23.1 10.2
Old : 100.0: 52.2 6.5 2.3 22.4 81.0 76.9 89.8: 23.1 10.2
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 : 63: 33 10 9 12 14 50 28:
Old : 63: 33 10 9 12 14 50 28:
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 : 32.1 52.0 45.9 76.2 32.1 51.3 44.8 74.1
Old : 32.1 52.0 45.9 76.2 32.1 51.3 44.8 74.1
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 9, 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 : 61,342: 14,612 9,824 6,194 27,591 26,597 48,397 42,615: 12,945 18,727
Old : 61,342: 14,612 9,824 6,194 27,591 26,597 48,397 42,615: 12,945 18,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 20,647: -1,354 1,135 6,174 10,989 7,571 15,809 14,880: 4,838 5,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.0 10.1 45.0 43.4 78.9 69.5: 21.1 30.5
Old : 100.0: 23.8 16.0 10.1 45.0 43.4 78.9 69.5: 21.1 30.5
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 : 63: 17 14 6 24 21 46 37:
Old : 63: 17 14 6 24 21 46 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 : 34.7 31.1 48.5 43.3 27.6 18.1 35.1 25.5
Old : 34.7 31.1 48.5 43.3 27.6 18.1 35.1 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 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 : 63,755: 14,531 8,803 6,305 31,383 34,324 52,219 49,432: 11,536 14,323
Old : 63,755: 14,531 8,803 6,305 31,383 34,324 52,219 49,432: 11,536 14,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 12,248: 1,683 3,067 5,276 5,143 -3,607 12,102 4,736: 146 7,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 13.8 9.9 49.2 53.8 81.9 77.5: 18.1 22.5
Old : 100.0: 22.8 13.8 9.9 49.2 53.8 81.9 77.5: 18.1 22.5
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 : 65: 19 8 9 22 22 42 39:
Old : 65: 19 8 9 22 22 42 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 : 23.6 27.3 38.3 44.5 17.0 23.5 28.9 35.3
Old : 23.6 27.3 38.3 44.5 17.0 23.5 28.9 35.3
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 9, 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 : 28,104: 5,012 0 40 20,096 26,269 25,148 26,309: 2,956 1,795
Old : 28,104: 5,012 0 40 20,096 26,269 25,148 26,309: 2,956 1,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -1,389: -577 0 0 -458 -1,734 -1,035 -1,734: -354 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 0.0 0.1 71.5 93.5 89.5 93.6: 10.5 6.4
Old : 100.0: 17.8 0.0 0.1 71.5 93.5 89.5 93.6: 10.5 6.4
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 : 39: 10 0 1 15 19 25 20:
Old : 39: 10 0 1 15 19 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 64.1 69.9 79.0 56.3 64.0 67.5 78.6
Old : 58.6 64.1 69.9 79.0 56.3 64.0 67.5 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 9, 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 : 20,509: 3,896 1,173 82 10,605 17,253 14,583 18,508: 5,926 2,001
Old : 20,509: 3,896 1,173 82 10,605 17,253 14,583 18,508: 5,926 2,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: -165: 186 -97 0 -240 -220 -54 -317: -111 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 5.7 0.4 51.7 84.1 71.1 90.2: 28.9 9.8
Old : 100.0: 19.0 5.7 0.4 51.7 84.1 71.1 90.2: 28.9 9.8
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 : 27: 8 4 1 10 7 18 12:
Old : 27: 8 4 1 10 7 18 12:
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 : 47.3 80.4 56.7 87.0 46.5 80.4 55.9 86.3
Old : 47.3 80.4 56.7 87.0 46.5 80.4 55.9 86.3
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 9, 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 : 16,585: 3,869 1,660 0 10,941 13,557 14,810 15,217: 1,775 1,368
Old : 16,585: 3,869 1,660 0 10,941 13,557 14,810 15,217: 1,775 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 855: 608 328 0 11 321 619 649: 236 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 10.0 0.0 66.0 81.7 89.3 91.8: 10.7 8.2
Old : 100.0: 23.3 10.0 0.0 66.0 81.7 89.3 91.8: 10.7 8.2
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: 9 3 0 6 3 15 6:
Old : 21: 9 3 0 6 3 15 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 : 63.5 89.7 76.6 91.8 63.5 89.7 76.6 91.8
Old : 63.5 89.7 76.6 91.8 63.5 89.7 76.6 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 12, 2010