MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 50,301: 1,688 6,236 10,842 32,702 21,688 45,232 38,766: 5,069 11,536
Old : 50,301: 1,688 6,236 10,842 32,702 21,688 45,232 38,766: 5,069 11,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 3,796: 308 308 1,280 1,911 1,055 3,499 2,643: 297 1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 12.4 21.6 65.0 43.1 89.9 77.1: 10.1 22.9
Old : 100.0: 3.4 12.4 21.6 65.0 43.1 89.9 77.1: 10.1 22.9
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 : 83: 11 24 22 41 33 65 67:
Old : 83: 11 24 22 41 33 65 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 28.0 52.8 40.9 41.4 27.1 48.9 37.5
Old : 41.4 28.0 52.8 40.9 41.4 27.1 48.9 37.5
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 228,677: 63,918 13,131 50,823 90,583 132,839 205,323 196,793: 23,354 31,884
Old : 214,535: 60,683 14,897 45,755 87,139 124,205 193,577 184,857: 20,958 29,677
Other: 14,142: 5,192 191 3,111 3,444 8,634 11,747 11,936: 2,396 2,207
: : :
: : Changes in Commitments from: March 16, 2010 :
: 5,200: 2,392 758 1,778 1,590 3,738 5,760 6,274: -560 -1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 5.7 22.2 39.6 58.1 89.8 86.1: 10.2 13.9
Old : 100.0: 28.3 6.9 21.3 40.6 57.9 90.2 86.2: 9.8 13.8
Other: 100.0: 36.7 1.4 22.0 24.4 61.1 83.1 84.4: 16.9 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 99 53 100 48 59 201 173:
Old : 238: 97 59 99 47 59 199 173:
Other: 73: 28 8 22 17 24 53 48:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 36.0 31.0 43.3 18.8 34.1 30.3 40.6
Old : 20.4 36.9 32.3 43.2 20.0 34.9 31.9 40.8
Other: 30.7 35.3 47.1 53.6 30.7 35.3 41.7 47.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 442,433: 134,053 12,426 134,142 142,556 212,125 410,752 358,694: 31,681 83,740
Old : 442,433: 134,053 12,426 134,142 142,556 212,125 410,752 358,694: 31,681 83,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 11,891: -630 -271 18,219 -3,485 -2,618 14,104 15,330: -2,212 -3,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 2.8 30.3 32.2 47.9 92.8 81.1: 7.2 18.9
Old : 100.0: 30.3 2.8 30.3 32.2 47.9 92.8 81.1: 7.2 18.9
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 : 440: 162 57 122 103 184 331 321:
Old : 440: 162 57 122 103 184 331 321:
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 : 14.8 15.5 23.9 23.8 13.9 14.1 22.2 18.8
Old : 14.8 15.5 23.9 23.8 13.9 14.1 22.2 18.8
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,798: 3,805 470 1,442 2,788 6,394 8,036 8,306: 1,763 1,492
Old : 9,798: 3,805 470 1,442 2,788 6,394 8,036 8,306: 1,763 1,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 299: 121 -25 261 15 91 398 327: -98 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 4.8 14.7 28.5 65.3 82.0 84.8: 18.0 15.2
Old : 100.0: 38.8 4.8 14.7 28.5 65.3 82.0 84.8: 18.0 15.2
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 : 80: 33 13 15 17 26 60 47:
Old : 80: 33 13 15 17 26 60 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 : 32.7 35.1 45.4 50.0 32.7 35.1 44.3 49.5
Old : 32.7 35.1 45.4 50.0 32.7 35.1 44.3 49.5
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 47,066: 21,054 3,416 9,690 9,630 13,639 40,374 26,746: 6,691 20,320
Old : 47,066: 21,054 3,416 9,690 9,630 13,639 40,374 26,746: 6,691 20,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 3,235: 2,287 843 1,047 -586 182 2,748 2,073: 487 1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 7.3 20.6 20.5 29.0 85.8 56.8: 14.2 43.2
Old : 100.0: 44.7 7.3 20.6 20.5 29.0 85.8 56.8: 14.2 43.2
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 : 168: 57 33 35 37 58 116 108:
Old : 168: 57 33 35 37 58 116 108:
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 : 15.9 8.9 26.2 17.0 15.6 8.3 24.5 13.6
Old : 15.9 8.9 26.2 17.0 15.6 8.3 24.5 13.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 25,831: 8,997 200 0 10,134 25,456 19,131 25,656: 6,700 175
Old : 25,831: 8,997 200 0 10,134 25,456 19,131 25,656: 6,700 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,698: 1,155 0 0 532 1,760 1,687 1,760: 11 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 0.8 0.0 39.2 98.5 74.1 99.3: 25.9 0.7
Old : 100.0: 34.8 0.8 0.0 39.2 98.5 74.1 99.3: 25.9 0.7
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 : 25: 9 1 0 9 13 18 14:
Old : 25: 9 1 0 9 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 74.3 64.7 95.0 38.5 67.1 49.6 76.4
Old : 44.7 74.3 64.7 95.0 38.5 67.1 49.6 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 164,275: 90,946 16,509 6,114 17,717 123,437 114,777 146,059: 49,498 18,216
Old : 164,275: 90,946 16,509 6,114 17,717 123,437 114,777 146,059: 49,498 18,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -27,462: 8,687 5,193 -5,028 -36,259 -25,494 -32,599 -25,329: 5,138 -2,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 10.0 3.7 10.8 75.1 69.9 88.9: 30.1 11.1
Old : 100.0: 55.4 10.0 3.7 10.8 75.1 69.9 88.9: 30.1 11.1
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 : 89: 43 13 18 19 28 72 49:
Old : 89: 43 13 18 19 28 72 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 : 32.0 48.1 43.9 67.7 31.9 47.6 43.9 67.0
Old : 32.0 48.1 43.9 67.7 31.9 47.6 43.9 67.0
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 33,245: 9,083 10,503 1,368 9,859 11,812 20,310 23,683: 12,935 9,562
Old : 33,245: 9,083 10,503 1,368 9,859 11,812 20,310 23,683: 12,935 9,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -943: 284 -3,896 212 -1,312 4,661 -816 977: -127 -1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 31.6 4.1 29.7 35.5 61.1 71.2: 38.9 28.8
Old : 100.0: 27.3 31.6 4.1 29.7 35.5 61.1 71.2: 38.9 28.8
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 : 35: 8 14 5 7 10 18 26:
Old : 35: 8 14 5 7 10 18 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 : 31.8 30.6 47.0 44.7 31.8 30.4 46.4 44.6
Old : 31.8 30.6 47.0 44.7 31.8 30.4 46.4 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 132,844: 114,686 4,824 385 10,122 125,898 125,193 131,107: 7,651 1,737
Old : 132,844: 114,686 4,824 385 10,122 125,898 125,193 131,107: 7,651 1,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 5,551: 5,024 -1,584 -35 751 5,471 5,740 3,852: -189 1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 3.6 0.3 7.6 94.8 94.2 98.7: 5.8 1.3
Old : 100.0: 86.3 3.6 0.3 7.6 94.8 94.2 98.7: 5.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 62 10 1 13 20 75 31:
Old : 102: 62 10 1 13 20 75 31:
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 : 58.9 66.8 72.2 86.0 58.9 66.6 72.2 85.8
Old : 58.9 66.8 72.2 86.0 58.9 66.6 72.2 85.8
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 148,185: 11,479 83,297 10,990 108,670 19,981 131,139 114,268: 17,046 33,917
Old : 148,185: 11,479 83,297 10,990 108,670 19,981 131,139 114,268: 17,046 33,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 11,972: -864 6,895 2,632 10,522 2,556 12,289 12,083: -317 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 56.2 7.4 73.3 13.5 88.5 77.1: 11.5 22.9
Old : 100.0: 7.7 56.2 7.4 73.3 13.5 88.5 77.1: 11.5 22.9
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 : 92: 15 47 20 19 22 46 77:
Old : 92: 15 47 20 19 22 46 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 29.3 66.5 39.2 51.2 29.3 64.0 39.2
Old : 51.8 29.3 66.5 39.2 51.2 29.3 64.0 39.2
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 107,260: 41,104 29,505 7,214 38,920 40,596 87,238 77,315: 20,022 29,945
Old : 107,260: 41,104 29,505 7,214 38,920 40,596 87,238 77,315: 20,022 29,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,066: -214 4,850 206 2,278 -4,752 2,269 304: -1,204 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 27.5 6.7 36.3 37.8 81.3 72.1: 18.7 27.9
Old : 100.0: 38.3 27.5 6.7 36.3 37.8 81.3 72.1: 18.7 27.9
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 : 98: 30 38 24 19 23 63 71:
Old : 98: 30 38 24 19 23 63 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 : 35.0 31.5 48.3 43.0 34.7 27.5 46.9 37.7
Old : 35.0 31.5 48.3 43.0 34.7 27.5 46.9 37.7
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 239,208: 40,641 114,084 33,875 119,021 38,298 193,537 186,257: 45,671 52,951
Old : 239,208: 40,641 114,084 33,875 119,021 38,298 193,537 186,257: 45,671 52,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 39,899: -2,958 25,768 6,762 32,388 1,584 36,193 34,114: 3,706 5,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 47.7 14.2 49.8 16.0 80.9 77.9: 19.1 22.1
Old : 100.0: 17.0 47.7 14.2 49.8 16.0 80.9 77.9: 19.1 22.1
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 : 165: 53 68 52 30 31 112 122:
Old : 165: 53 68 52 30 31 112 122:
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 : 29.6 25.5 40.4 34.8 29.1 25.0 38.8 34.2
Old : 29.6 25.5 40.4 34.8 29.1 25.0 38.8 34.2
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 17,599: 13,621 8,132 0 1,294 8,155 14,915 16,287: 2,684 1,312
Old : 17,599: 13,621 8,132 0 1,294 8,155 14,915 16,287: 2,684 1,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,961: 2,287 -393 0 -533 2,185 1,754 1,792: 207 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 46.2 0.0 7.4 46.3 84.7 92.5: 15.3 7.5
Old : 100.0: 77.4 46.2 0.0 7.4 46.3 84.7 92.5: 15.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 12 0 3 9 17 21:
Old : 37: 14 12 0 3 9 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 48.3 75.6 70.1 57.5 48.3 75.6 69.8
Old : 57.5 48.3 75.6 70.1 57.5 48.3 75.6 69.8
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,944,279: 1,465,896 423,465 3,949,041 5,744,949 6,600,403 11,159,885 10,972,909: 784,394 971,370
Old :11,944,279: 1,465,896 423,465 3,949,041 5,744,949 6,600,403 11,159,885 10,972,909: 784,394 971,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 144,822: 40,534 4,235 17,397 141,714 106,736 199,645 128,369: -54,823 16,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 3.5 33.1 48.1 55.3 93.4 91.9: 6.6 8.1
Old : 100.0: 12.3 3.5 33.1 48.1 55.3 93.4 91.9: 6.6 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 : 306: 83 67 123 141 142 286 277:
Old : 306: 83 67 123 141 142 286 277:
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 : 22.3 22.7 31.8 33.2 19.2 14.7 24.9 18.6
Old : 22.3 22.7 31.8 33.2 19.2 14.7 24.9 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 382,742: 23,232 29,206 25,960 250,995 253,050 300,188 308,216: 82,554 74,527
Old : 382,742: 23,232 29,206 25,960 250,995 253,050 300,188 308,216: 82,554 74,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -217,184: -2,441 -65,263 -22,505 -124,183 -115,457 -149,130 -203,225: -68,054 -13,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.6 6.8 65.6 66.1 78.4 80.5: 21.6 19.5
Old : 100.0: 6.1 7.6 6.8 65.6 66.1 78.4 80.5: 21.6 19.5
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 : 149: 22 31 32 74 63 117 105:
Old : 149: 22 31 32 74 63 117 105:
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 : 20.5 17.4 28.6 29.2 19.1 17.4 27.2 29.1
Old : 20.5 17.4 28.6 29.2 19.1 17.4 27.2 29.1
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,486,780: 346,724 375,610 81,594 1,718,958 1,772,696 2,147,276 2,229,900: 339,505 256,880
Old : 2,486,780: 346,724 375,610 81,594 1,718,958 1,772,696 2,147,276 2,229,900: 339,505 256,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
:-1,297,260: -343,668 -148,138 -55,923 -809,471 -759,004 -1,209,062 -963,065: -88,198 -334,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.1 3.3 69.1 71.3 86.3 89.7: 13.7 10.3
Old : 100.0: 13.9 15.1 3.3 69.1 71.3 86.3 89.7: 13.7 10.3
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 : 462: 98 115 74 159 179 301 324:
Old : 462: 98 115 74 159 179 301 324:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 13.5 31.7 21.6 20.2 10.4 28.2 17.2
Old : 20.9 13.5 31.7 21.6 20.2 10.4 28.2 17.2
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 99,677: 13,823 9,414 312 75,153 87,971 89,288 97,697: 10,389 1,979
Old : 99,677: 13,823 9,414 312 75,153 87,971 89,288 97,697: 10,389 1,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -15,161: 1,151 -469 312 -16,665 -10,843 -15,202 -11,000: 40 -4,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 9.4 0.3 75.4 88.3 89.6 98.0: 10.4 2.0
Old : 100.0: 13.9 9.4 0.3 75.4 88.3 89.6 98.0: 10.4 2.0
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 : 88: 15 4 1 46 38 61 43:
Old : 88: 15 4 1 46 38 61 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 54.1 49.8 67.9 28.9 45.6 40.9 59.5
Old : 33.5 54.1 49.8 67.9 28.9 45.6 40.9 59.5
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 12,894: 2,774 1,445 0 5,413 7,443 8,187 8,888: 4,707 4,006
Old : 12,894: 2,774 1,445 0 5,413 7,443 8,187 8,888: 4,707 4,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -10,765: 1,251 -1,382 -1,592 -11,071 -8,466 -11,412 -11,440: 647 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.2 0.0 42.0 57.7 63.5 68.9: 36.5 31.1
Old : 100.0: 21.5 11.2 0.0 42.0 57.7 63.5 68.9: 36.5 31.1
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 : 20: 2 1 0 9 10 11 11:
Old : 20: 2 1 0 9 10 11 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 : 47.4 51.9 59.3 65.3 47.4 51.9 59.3 65.2
Old : 47.4 51.9 59.3 65.3 47.4 51.9 59.3 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 295,543: 137,549 79,858 4,097 116,541 186,124 258,187 270,079: 37,357 25,464
Old : 295,543: 137,549 79,858 4,097 116,541 186,124 258,187 270,079: 37,357 25,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -131,989: -8,832 -17,746 -17,726 -110,452 -102,500 -137,010 -137,973: 5,021 5,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 27.0 1.4 39.4 63.0 87.4 91.4: 12.6 8.6
Old : 100.0: 46.5 27.0 1.4 39.4 63.0 87.4 91.4: 12.6 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 : 244: 76 50 17 67 71 154 127:
Old : 244: 76 50 17 67 71 154 127:
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 : 22.9 21.5 34.2 34.9 21.9 20.3 32.1 33.5
Old : 22.9 21.5 34.2 34.9 21.9 20.3 32.1 33.5
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 147,271: 84,812 9,778 2,842 26,384 118,009 114,037 130,628: 33,234 16,643
Old : 147,271: 84,812 9,778 2,842 26,384 118,009 114,037 130,628: 33,234 16,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 16,574: 10,484 -569 264 3,012 11,419 13,760 11,113: 2,814 5,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 6.6 1.9 17.9 80.1 77.4 88.7: 22.6 11.3
Old : 100.0: 57.6 6.6 1.9 17.9 80.1 77.4 88.7: 22.6 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 42 9 12 11 17 58 33:
Old : 72: 42 9 12 11 17 58 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 : 32.9 54.7 46.8 78.8 32.9 54.4 46.8 77.5
Old : 32.9 54.7 46.8 78.8 32.9 54.4 46.8 77.5
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 43,253: 14,258 13,865 0 20,130 15,455 34,388 29,320: 8,865 13,933
Old : 43,253: 14,258 13,865 0 20,130 15,455 34,388 29,320: 8,865 13,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,026: 79 -44 0 397 1,579 476 1,535: 550 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 32.1 0.0 46.5 35.7 79.5 67.8: 20.5 32.2
Old : 100.0: 33.0 32.1 0.0 46.5 35.7 79.5 67.8: 20.5 32.2
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 : 51: 16 12 0 15 12 31 24:
Old : 51: 16 12 0 15 12 31 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 : 38.0 37.2 51.7 49.3 38.0 33.6 50.8 45.5
Old : 38.0 37.2 51.7 49.3 38.0 33.6 50.8 45.5
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 36,809: 18,573 4,600 539 11,860 16,358 30,972 21,497: 5,837 15,312
Old : 36,809: 18,573 4,600 539 11,860 16,358 30,972 21,497: 5,837 15,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 4,459: 2,392 1,682 245 1,418 686 4,055 2,613: 404 1,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 12.5 1.5 32.2 44.4 84.1 58.4: 15.9 41.6
Old : 100.0: 50.5 12.5 1.5 32.2 44.4 84.1 58.4: 15.9 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 : 55: 16 10 2 17 18 34 29:
Old : 55: 16 10 2 17 18 34 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 27.8 46.9 37.7 30.0 24.6 44.6 34.4
Old : 30.8 27.8 46.9 37.7 30.0 24.6 44.6 34.4
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 27,501: 5,728 270 80 18,847 25,547 24,655 25,897: 2,846 1,604
Old : 27,501: 5,728 270 80 18,847 25,547 24,655 25,897: 2,846 1,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -1,864: 1,285 -257 -3 -2,190 -1,118 -908 -1,378: -956 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 1.0 0.3 68.5 92.9 89.7 94.2: 10.3 5.8
Old : 100.0: 20.8 1.0 0.3 68.5 92.9 89.7 94.2: 10.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 1 1 15 17 24 19:
Old : 37: 9 1 1 15 17 24 19:
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 : 55.1 65.8 68.8 80.8 52.9 65.7 66.6 80.4
Old : 55.1 65.8 68.8 80.8 52.9 65.7 66.6 80.4
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 19,973: 4,366 793 82 8,715 17,340 13,163 18,215: 6,810 1,758
Old : 19,973: 4,366 793 82 8,715 17,340 13,163 18,215: 6,810 1,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -5,196: 989 -115 82 -4,725 -2,601 -3,654 -2,634: -1,542 -2,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 4.0 0.4 43.6 86.8 65.9 91.2: 34.1 8.8
Old : 100.0: 21.9 4.0 0.4 43.6 86.8 65.9 91.2: 34.1 8.8
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 2 1 10 9 18 12:
Old : 27: 8 2 1 10 9 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 : 39.1 76.3 51.9 87.5 38.2 76.3 51.0 87.3
Old : 39.1 76.3 51.9 87.5 38.2 76.3 51.0 87.3
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 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 18,761: 4,417 1,706 0 12,593 16,117 17,010 17,823: 1,751 938
Old : 18,761: 4,417 1,706 0 12,593 16,117 17,010 17,823: 1,751 938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 205: -77 138 0 113 398 36 536: 169 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 9.1 0.0 67.1 85.9 90.7 95.0: 9.3 5.0
Old : 100.0: 23.5 9.1 0.0 67.1 85.9 90.7 95.0: 9.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 10 4 0 6 3 16 7:
Old : 23: 10 4 0 6 3 16 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 91.1 78.4 95.0 64.7 91.1 78.4 95.0
Old : 64.7 91.1 78.4 95.0 64.7 91.1 78.4 95.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 26, 2010