MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 46,505: 1,380 5,928 9,562 30,791 20,632 41,734 36,123: 4,772 10,382
Old : 46,505: 1,380 5,928 9,562 30,791 20,632 41,734 36,123: 4,772 10,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 1,370: -805 507 69 2,061 979 1,324 1,555: 46 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 12.7 20.6 66.2 44.4 89.7 77.7: 10.3 22.3
Old : 100.0: 3.0 12.7 20.6 66.2 44.4 89.7 77.7: 10.3 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 : 82: 7 27 21 39 34 61 68:
Old : 82: 7 27 21 39 34 61 68:
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 : 42.1 28.6 53.1 41.2 42.1 27.6 49.9 38.5
Old : 42.1 28.6 53.1 41.2 42.1 27.6 49.9 38.5
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 16, 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 : 223,477: 61,525 12,373 49,045 88,993 129,102 199,563 190,519: 23,914 32,958
Old : 210,615: 58,541 14,066 44,543 85,932 120,995 189,016 179,603: 21,599 31,012
Other: 12,862: 4,725 47 2,762 3,060 8,107 10,547 10,916: 2,315 1,946
: : :
: : Changes in Commitments from: March 9, 2010 :
: 2,937: 1,777 249 497 1,089 4,123 3,364 4,869: -427 -1,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 5.5 21.9 39.8 57.8 89.3 85.3: 10.7 14.7
Old : 100.0: 27.8 6.7 21.1 40.8 57.4 89.7 85.3: 10.3 14.7
Other: 100.0: 36.7 0.4 21.5 23.8 63.0 82.0 84.9: 18.0 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 101 48 96 50 59 202 167:
Old : 236: 99 54 95 49 59 200 167:
Other: 70: 23 11 20 16 24 49 46:
:----------------------------------------------------------------------------------------------------
: 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 35.5 30.5 42.8 18.1 33.6 29.7 40.1
Old : 19.6 36.3 31.6 42.8 19.1 34.2 31.0 40.2
Other: 29.0 36.3 45.3 55.9 27.9 36.3 39.1 49.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 430,542: 134,684 12,697 115,924 146,040 214,742 396,648 343,363: 33,894 87,179
Old : 430,542: 134,684 12,697 115,924 146,040 214,742 396,648 343,363: 33,894 87,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 33,572: 556 -2,655 19,008 10,145 11,466 29,709 27,819: 3,863 5,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 2.9 26.9 33.9 49.9 92.1 79.8: 7.9 20.2
Old : 100.0: 31.3 2.9 26.9 33.9 49.9 92.1 79.8: 7.9 20.2
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 : 434: 146 61 124 105 188 321 327:
Old : 434: 146 61 124 105 188 321 327:
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 : 15.2 15.4 24.6 23.6 14.1 14.2 22.9 18.9
Old : 15.2 15.4 24.6 23.6 14.1 14.2 22.9 18.9
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 16, 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 : 9,499: 3,684 495 1,181 2,773 6,303 7,638 7,979: 1,861 1,520
Old : 9,499: 3,684 495 1,181 2,773 6,303 7,638 7,979: 1,861 1,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -217: -129 15 15 -1 -169 -115 -139: -103 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 5.2 12.4 29.2 66.4 80.4 84.0: 19.6 16.0
Old : 100.0: 38.8 5.2 12.4 29.2 66.4 80.4 84.0: 19.6 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 31 12 15 17 25 56 47:
Old : 76: 31 12 15 17 25 56 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 36.3 46.6 51.0 33.8 36.1 45.9 50.8
Old : 33.8 36.3 46.6 51.0 33.8 36.1 45.9 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 16, 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 : 43,831: 18,767 2,573 8,643 10,216 13,457 37,626 24,674: 6,204 19,157
Old : 43,831: 18,767 2,573 8,643 10,216 13,457 37,626 24,674: 6,204 19,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 746: 1,512 -392 -332 -120 1,047 1,060 323: -314 423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 5.9 19.7 23.3 30.7 85.8 56.3: 14.2 43.7
Old : 100.0: 42.8 5.9 19.7 23.3 30.7 85.8 56.3: 14.2 43.7
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 : 157: 51 29 35 40 58 113 105:
Old : 157: 51 29 35 40 58 113 105:
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 : 16.4 8.7 27.7 16.0 16.0 8.1 25.9 13.3
Old : 16.4 8.7 27.7 16.0 16.0 8.1 25.9 13.3
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 16, 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 : 24,133: 7,842 200 0 9,602 23,696 17,444 23,896: 6,689 237
Old : 24,133: 7,842 200 0 9,602 23,696 17,444 23,896: 6,689 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -1,020: 2,090 0 -30 -3,121 -991 -1,061 -1,021: 41 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 0.8 0.0 39.8 98.2 72.3 99.0: 27.7 1.0
Old : 100.0: 32.5 0.8 0.0 39.8 98.2 72.3 99.0: 27.7 1.0
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 : 26: 10 1 0 8 12 18 13:
Old : 26: 10 1 0 8 12 18 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 : 41.2 74.2 62.5 94.6 37.3 69.1 49.2 78.0
Old : 41.2 74.2 62.5 94.6 37.3 69.1 49.2 78.0
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 16, 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 : 191,737: 82,259 11,316 11,142 53,976 148,931 147,376 171,388: 44,360 20,349
Old : 191,737: 82,259 11,316 11,142 53,976 148,931 147,376 171,388: 44,360 20,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 43,256: 10,102 1,282 5,821 26,255 33,481 42,178 40,584: 1,079 2,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 5.9 5.8 28.2 77.7 76.9 89.4: 23.1 10.6
Old : 100.0: 42.9 5.9 5.8 28.2 77.7 76.9 89.4: 23.1 10.6
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 : 85: 37 14 17 22 31 69 52:
Old : 85: 37 14 17 22 31 69 52:
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 : 28.6 47.5 43.4 66.9 24.5 34.3 34.7 48.6
Old : 28.6 47.5 43.4 66.9 24.5 34.3 34.7 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 34,188: 8,799 14,399 1,156 11,171 7,151 21,126 22,706: 13,062 11,482
Old : 34,188: 8,799 14,399 1,156 11,171 7,151 21,126 22,706: 13,062 11,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -15,412: -1,646 -1,473 75 -16,535 -13,045 -18,106 -14,443: 2,694 -969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 42.1 3.4 32.7 20.9 61.8 66.4: 38.2 33.6
Old : 100.0: 25.7 42.1 3.4 32.7 20.9 61.8 66.4: 38.2 33.6
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 : 31: 8 12 4 7 8 17 22:
Old : 31: 8 12 4 7 8 17 22:
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 : 34.9 33.4 51.4 45.6 34.9 33.4 49.5 45.2
Old : 34.9 33.4 51.4 45.6 34.9 33.4 49.5 45.2
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 16, 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 : 127,293: 109,662 6,408 420 9,371 120,427 119,453 127,255: 7,840 38
Old : 127,293: 109,662 6,408 420 9,371 120,427 119,453 127,255: 7,840 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -40,780: 6,869 -2,911 -1,207 -45,239 -33,885 -39,577 -38,003: -1,203 -2,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 5.0 0.3 7.4 94.6 93.8 100.0: 6.2 0.0
Old : 100.0: 86.1 5.0 0.3 7.4 94.6 93.8 100.0: 6.2 0.0
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 : 97: 56 14 3 12 18 68 35:
Old : 97: 56 14 3 12 18 68 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 68.4 73.7 89.1 59.6 68.1 73.7 88.8
Old : 59.6 68.4 73.7 89.1 59.6 68.1 73.7 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 136,213: 12,344 76,402 8,358 98,149 17,425 118,850 102,185: 17,363 34,028
Old : 136,213: 12,344 76,402 8,358 98,149 17,425 118,850 102,185: 17,363 34,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -26,446: 1,420 2,354 -1,477 -23,787 -24,522 -23,845 -23,645: -2,602 -2,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 56.1 6.1 72.1 12.8 87.3 75.0: 12.7 25.0
Old : 100.0: 9.1 56.1 6.1 72.1 12.8 87.3 75.0: 12.7 25.0
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 : 87: 16 43 18 17 20 44 70:
Old : 87: 16 43 18 17 20 44 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 29.8 65.1 39.4 51.7 29.8 63.2 39.4
Old : 51.7 29.8 65.1 39.4 51.7 29.8 63.2 39.4
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 16, 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 : 106,194: 41,318 24,655 7,008 36,642 45,347 84,968 77,010: 21,226 29,184
Old : 106,194: 41,318 24,655 7,008 36,642 45,347 84,968 77,010: 21,226 29,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -40,897: -10,632 280 -142 -26,749 -41,759 -37,523 -41,621: -3,374 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 23.2 6.6 34.5 42.7 80.0 72.5: 20.0 27.5
Old : 100.0: 38.9 23.2 6.6 34.5 42.7 80.0 72.5: 20.0 27.5
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 : 95: 29 35 23 18 25 60 70:
Old : 95: 29 35 23 18 25 60 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 30.7 47.8 41.3 34.6 25.8 45.9 35.9
Old : 34.6 30.7 47.8 41.3 34.6 25.8 45.9 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 199,309: 43,599 88,316 27,113 86,633 36,714 157,344 152,143: 41,965 47,166
Old : 199,309: 43,599 88,316 27,113 86,633 36,714 157,344 152,143: 41,965 47,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -80,782: 10,364 -18,132 -2,968 -87,276 -56,911 -79,879 -78,011: -903 -2,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 44.3 13.6 43.5 18.4 78.9 76.3: 21.1 23.7
Old : 100.0: 21.9 44.3 13.6 43.5 18.4 78.9 76.3: 21.1 23.7
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 : 153: 53 57 50 26 34 106 114:
Old : 153: 53 57 50 26 34 106 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 29.7 35.1 38.2 23.0 29.0 34.0 36.3
Old : 23.4 29.7 35.1 38.2 23.0 29.0 34.0 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 15,638: 11,334 8,525 0 1,827 5,970 13,161 14,495: 2,477 1,143
Old : 15,638: 11,334 8,525 0 1,827 5,970 13,161 14,495: 2,477 1,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -6,225: -630 -192 -135 -5,410 -5,520 -6,175 -5,847: -50 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 54.5 0.0 11.7 38.2 84.2 92.7: 15.8 7.3
Old : 100.0: 72.5 54.5 0.0 11.7 38.2 84.2 92.7: 15.8 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 : 34: 11 12 0 5 8 16 20:
Old : 34: 11 12 0 5 8 16 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 : 60.3 58.5 75.6 76.4 60.3 58.5 75.6 75.5
Old : 60.3 58.5 75.6 76.4 60.3 58.5 75.6 75.5
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 16, 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 :11,799,457: 1,425,361 419,229 3,931,643 5,603,235 6,493,667 10,960,240 10,844,540: 839,217 954,917
Old :11,799,457: 1,425,361 419,229 3,931,643 5,603,235 6,493,667 10,960,240 10,844,540: 839,217 954,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
:-2,471,473: -157,171 -71,795 -1,078,230 -1,222,942 -1,312,911 -2,458,344 -2,462,936: -13,129 -8,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.6 33.3 47.5 55.0 92.9 91.9: 7.1 8.1
Old : 100.0: 12.1 3.6 33.3 47.5 55.0 92.9 91.9: 7.1 8.1
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 : 297: 78 68 117 137 138 282 263:
Old : 297: 78 68 117 137 138 282 263:
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 : 21.5 23.2 31.2 33.8 18.7 15.7 24.2 19.0
Old : 21.5 23.2 31.2 33.8 18.7 15.7 24.2 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 599,926: 25,674 94,469 48,466 375,178 368,506 449,318 511,441: 150,609 88,485
Old : 599,926: 25,674 94,469 48,466 375,178 368,506 449,318 511,441: 150,609 88,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 99,727: -694 3,288 7,770 56,610 57,092 63,686 68,150: 36,041 31,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 15.7 8.1 62.5 61.4 74.9 85.3: 25.1 14.7
Old : 100.0: 4.3 15.7 8.1 62.5 61.4 74.9 85.3: 25.1 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 26 31 41 87 70 138 117:
Old : 159: 26 31 41 87 70 138 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 27.1 25.3 38.5 14.3 27.1 20.5 36.2
Old : 17.3 27.1 25.3 38.5 14.3 27.1 20.5 36.2
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 16, 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 : 3,784,040: 690,392 523,747 137,517 2,528,429 2,531,700 3,356,338 3,192,965: 427,703 591,076
Old : 3,784,040: 690,392 523,747 137,517 2,528,429 2,531,700 3,356,338 3,192,965: 427,703 591,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 643,545: -7,313 30,907 30,555 409,684 320,151 432,927 381,613: 210,618 261,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 13.8 3.6 66.8 66.9 88.7 84.4: 11.3 15.6
Old : 100.0: 18.2 13.8 3.6 66.8 66.9 88.7 84.4: 11.3 15.6
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 : 477: 100 116 94 193 197 344 358:
Old : 477: 100 116 94 193 197 344 358:
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 : 23.9 16.2 33.7 22.9 20.5 11.9 27.5 17.9
Old : 23.9 16.2 33.7 22.9 20.5 11.9 27.5 17.9
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 16, 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 : 114,838: 12,672 9,883 0 91,818 98,814 104,490 108,697: 10,349 6,141
Old : 114,838: 12,672 9,883 0 91,818 98,814 104,490 108,697: 10,349 6,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 15,682: 286 291 0 13,193 12,897 13,479 13,188: 2,203 2,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.6 0.0 80.0 86.0 91.0 94.7: 9.0 5.3
Old : 100.0: 11.0 8.6 0.0 80.0 86.0 91.0 94.7: 9.0 5.3
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 : 85: 13 4 0 51 38 64 42:
Old : 85: 13 4 0 51 38 64 42:
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 : 27.7 48.7 43.3 65.9 21.2 45.5 31.4 54.9
Old : 27.7 48.7 43.3 65.9 21.2 45.5 31.4 54.9
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 16, 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 : 23,658: 1,523 2,827 1,592 16,484 15,909 19,599 20,328: 4,059 3,331
Old : 23,658: 1,523 2,827 1,592 16,484 15,909 19,599 20,328: 4,059 3,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -811: 860 -3,137 844 -2,310 71 -606 -2,222: -205 1,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 11.9 6.7 69.7 67.2 82.8 85.9: 17.2 14.1
Old : 100.0: 6.4 11.9 6.7 69.7 67.2 82.8 85.9: 17.2 14.1
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 : 28: 4 2 3 13 15 19 18:
Old : 28: 4 2 3 13 15 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 41.9 70.1 69.2 48.1 38.8 56.6 62.5
Old : 54.1 41.9 70.1 69.2 48.1 38.8 56.6 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 427,533: 146,381 97,605 21,823 226,993 288,624 395,197 408,052: 32,336 19,481
Old : 427,533: 146,381 97,605 21,823 226,993 288,624 395,197 408,052: 32,336 19,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 6,629: -21,563 -21,349 13,917 1,836 10,846 -5,811 3,414: 12,439 3,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 22.8 5.1 53.1 67.5 92.4 95.4: 7.6 4.6
Old : 100.0: 34.2 22.8 5.1 53.1 67.5 92.4 95.4: 7.6 4.6
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 : 251: 78 52 28 77 85 172 148:
Old : 251: 78 52 28 77 85 172 148:
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 31.1 36.9 43.8 21.4 29.9 30.7 42.6
Old : 24.7 31.1 36.9 43.8 21.4 29.9 30.7 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 130,697: 74,328 10,347 2,578 23,371 106,590 100,278 119,515: 30,419 11,182
Old : 130,697: 74,328 10,347 2,578 23,371 106,590 100,278 119,515: 30,419 11,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -4,137: 3,960 1,545 -517 -6,840 -2,573 -3,397 -1,546: -740 -2,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 7.9 2.0 17.9 81.6 76.7 91.4: 23.3 8.6
Old : 100.0: 56.9 7.9 2.0 17.9 81.6 76.7 91.4: 23.3 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 35 8 11 10 18 49 33:
Old : 65: 35 8 11 10 18 49 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 : 35.2 56.3 49.0 80.8 35.2 55.9 49.0 80.1
Old : 35.2 56.3 49.0 80.8 35.2 55.9 49.0 80.1
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 16, 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 : 42,227: 14,179 13,909 0 19,733 13,876 33,912 27,785: 8,315 14,442
Old : 42,227: 14,179 13,909 0 19,733 13,876 33,912 27,785: 8,315 14,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -19,115: -433 4,085 -6,194 -7,858 -12,721 -14,485 -14,830: -4,630 -4,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 32.9 0.0 46.7 32.9 80.3 65.8: 19.7 34.2
Old : 100.0: 33.6 32.9 0.0 46.7 32.9 80.3 65.8: 19.7 34.2
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 : 50: 15 12 0 15 12 30 24:
Old : 50: 15 12 0 15 12 30 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 : 39.8 39.7 54.1 50.8 39.4 35.4 52.6 46.5
Old : 39.8 39.7 54.1 50.8 39.4 35.4 52.6 46.5
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 16, 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 : 32,350: 16,181 2,918 294 10,442 15,672 26,917 18,884: 5,433 13,466
Old : 32,350: 16,181 2,918 294 10,442 15,672 26,917 18,884: 5,433 13,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -31,405: 1,650 -5,885 -6,011 -20,941 -18,652 -25,302 -30,548: -6,103 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 9.0 0.9 32.3 48.4 83.2 58.4: 16.8 41.6
Old : 100.0: 50.0 9.0 0.9 32.3 48.4 83.2 58.4: 16.8 41.6
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 : 46: 14 5 1 17 16 31 22:
Old : 46: 14 5 1 17 16 31 22:
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 32.8 49.2 44.0 31.6 29.2 46.5 39.9
Old : 32.5 32.8 49.2 44.0 31.6 29.2 46.5 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 29,365: 4,443 527 83 21,037 26,665 25,563 27,275: 3,802 2,090
Old : 29,365: 4,443 527 83 21,037 26,665 25,563 27,275: 3,802 2,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 1,261: -569 527 43 941 396 415 966: 846 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 1.8 0.3 71.6 90.8 87.1 92.9: 12.9 7.1
Old : 100.0: 15.1 1.8 0.3 71.6 90.8 87.1 92.9: 12.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 2 2 17 21 25 24:
Old : 39: 7 2 2 17 21 25 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 : 55.6 61.1 67.4 75.2 53.5 61.0 65.3 74.9
Old : 55.6 61.1 67.4 75.2 53.5 61.0 65.3 74.9
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 16, 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 : 25,169: 3,377 908 0 13,440 19,941 16,817 20,849: 8,352 4,320
Old : 25,169: 3,377 908 0 13,440 19,941 16,817 20,849: 8,352 4,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 4,660: -519 -265 -82 2,835 2,688 2,234 2,341: 2,426 2,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 3.6 0.0 53.4 79.2 66.8 82.8: 33.2 17.2
Old : 100.0: 13.4 3.6 0.0 53.4 79.2 66.8 82.8: 33.2 17.2
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 : 25: 5 2 0 12 9 17 11:
Old : 25: 5 2 0 12 9 17 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 : 44.7 70.9 55.4 80.4 38.6 66.4 47.7 72.6
Old : 44.7 70.9 55.4 80.4 38.6 66.4 47.7 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 18,556: 4,494 1,568 0 12,480 15,719 16,974 17,287: 1,582 1,269
Old : 18,556: 4,494 1,568 0 12,480 15,719 16,974 17,287: 1,582 1,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 1,971: 625 -92 0 1,539 2,162 2,164 2,070: -193 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 8.5 0.0 67.3 84.7 91.5 93.2: 8.5 6.8
Old : 100.0: 24.2 8.5 0.0 67.3 84.7 91.5 93.2: 8.5 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 : 22: 10 3 0 6 3 16 6:
Old : 22: 10 3 0 6 3 16 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 90.4 79.3 93.2 65.3 90.4 79.3 93.2
Old : 65.3 90.4 79.3 93.2 65.3 90.4 79.3 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 19, 2010