MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 49,451: 1,319 6,419 10,139 32,537 21,929 43,995 38,486: 5,456 10,965
Old : 49,451: 1,319 6,419 10,139 32,537 21,929 43,995 38,486: 5,456 10,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -850: -370 183 -703 -165 241 -1,237 -279: 387 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 13.0 20.5 65.8 44.3 89.0 77.8: 11.0 22.2
Old : 100.0: 2.7 13.0 20.5 65.8 44.3 89.0 77.8: 11.0 22.2
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 : 85: 10 25 22 42 33 66 67:
Old : 85: 10 25 22 42 33 66 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 : 41.7 28.6 52.4 41.1 41.7 27.7 49.2 38.5
Old : 41.7 28.6 52.4 41.1 41.7 27.7 49.2 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 30, 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 : 223,952: 60,981 12,477 48,860 90,073 131,860 199,915 193,197: 24,037 30,755
Old : 207,484: 56,887 14,595 43,486 86,148 121,700 186,521 179,781: 20,963 27,704
Other: 16,468: 6,429 218 3,039 3,925 10,160 13,394 13,417: 3,074 3,051
: : :
: : Changes in Commitments from: March 23, 2010 :
: -4,725: -2,937 -654 -1,963 -510 -979 -5,409 -3,596: 684 -1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 5.6 21.8 40.2 58.9 89.3 86.3: 10.7 13.7
Old : 100.0: 27.4 7.0 21.0 41.5 58.7 89.9 86.6: 10.1 13.4
Other: 100.0: 39.0 1.3 18.5 23.8 61.7 81.3 81.5: 18.7 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 110 43 94 46 57 194 166:
Old : 231: 106 50 92 42 57 188 166:
Other: 83: 37 6 24 18 27 61 53:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 37.2 31.3 44.4 19.0 34.8 30.5 41.3
Old : 20.9 38.2 33.1 44.7 20.4 35.8 32.6 41.7
Other: 28.7 36.0 44.3 51.9 27.2 35.9 40.4 47.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 452,617: 138,079 10,944 138,972 142,718 218,381 419,769 368,297: 32,848 84,320
Old : 452,617: 138,079 10,944 138,972 142,718 218,381 419,769 368,297: 32,848 84,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 10,183: 4,026 -1,482 4,829 162 6,256 9,017 9,603: 1,166 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 2.4 30.7 31.5 48.2 92.7 81.4: 7.3 18.6
Old : 100.0: 30.5 2.4 30.7 31.5 48.2 92.7 81.4: 7.3 18.6
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 : 455: 160 59 132 116 189 351 335:
Old : 455: 160 59 132 116 189 351 335:
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 : 14.2 15.5 23.7 24.1 13.5 14.2 21.6 18.7
Old : 14.2 15.5 23.7 24.1 13.5 14.2 21.6 18.7
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 30, 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 : 9,854: 3,720 479 1,359 2,627 6,401 7,706 8,239: 2,148 1,615
Old : 9,854: 3,720 479 1,359 2,627 6,401 7,706 8,239: 2,148 1,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 56: -85 9 -83 -161 7 -329 -67: 385 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 4.9 13.8 26.7 65.0 78.2 83.6: 21.8 16.4
Old : 100.0: 37.8 4.9 13.8 26.7 65.0 78.2 83.6: 21.8 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 31 11 14 16 25 56 45:
Old : 76: 31 11 14 16 25 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 36.0 44.1 50.6 32.1 36.0 43.1 50.3
Old : 32.1 36.0 44.1 50.6 32.1 36.0 43.1 50.3
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 30, 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 : 45,062: 21,690 3,936 7,887 9,185 13,358 38,762 25,180: 6,300 19,882
Old : 45,062: 21,690 3,936 7,887 9,185 13,358 38,762 25,180: 6,300 19,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -2,003: 636 519 -1,804 -445 -282 -1,612 -1,566: -391 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 8.7 17.5 20.4 29.6 86.0 55.9: 14.0 44.1
Old : 100.0: 48.1 8.7 17.5 20.4 29.6 86.0 55.9: 14.0 44.1
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 : 164: 58 30 28 35 58 109 103:
Old : 164: 58 30 28 35 58 109 103:
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 : 16.9 10.3 28.2 18.1 15.9 9.6 26.7 14.9
Old : 16.9 10.3 28.2 18.1 15.9 9.6 26.7 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 27,734: 6,782 200 0 13,951 27,328 20,733 27,528: 7,001 206
Old : 27,734: 6,782 200 0 13,951 27,328 20,733 27,528: 7,001 206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 1,903: -2,215 0 0 3,817 1,872 1,602 1,872: 301 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 0.7 0.0 50.3 98.5 74.8 99.3: 25.2 0.7
Old : 100.0: 24.5 0.7 0.0 50.3 98.5 74.8 99.3: 25.2 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: 7 1 0 11 13 18 14:
Old : 25: 7 1 0 11 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 : 46.2 73.6 66.1 95.3 40.5 67.2 50.9 76.7
Old : 46.2 73.6 66.1 95.3 40.5 67.2 50.9 76.7
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 30, 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 : 163,810: 89,029 17,545 6,273 21,264 122,857 116,566 146,675: 47,245 17,135
Old : 163,810: 89,029 17,545 6,273 21,264 122,857 116,566 146,675: 47,245 17,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -465: -1,918 1,036 159 3,547 -579 1,789 615: -2,254 -1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 10.7 3.8 13.0 75.0 71.2 89.5: 28.8 10.5
Old : 100.0: 54.3 10.7 3.8 13.0 75.0 71.2 89.5: 28.8 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 40 14 17 21 27 71 48:
Old : 87: 40 14 17 21 27 71 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 49.1 43.1 69.1 32.0 48.6 43.1 68.5
Old : 32.1 49.1 43.1 69.1 32.0 48.6 43.1 68.5
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 30, 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 : 30,682: 6,481 13,350 1,491 12,045 5,460 20,017 20,301: 10,665 10,381
Old : 30,682: 6,481 13,350 1,491 12,045 5,460 20,017 20,301: 10,665 10,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -2,562: -2,602 2,847 124 2,186 -6,352 -292 -3,382: -2,270 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 43.5 4.9 39.3 17.8 65.2 66.2: 34.8 33.8
Old : 100.0: 21.1 43.5 4.9 39.3 17.8 65.2 66.2: 34.8 33.8
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: 7 16 7 9 9 21 27:
Old : 37: 7 16 7 9 9 21 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 23.4 50.2 38.0 33.4 23.4 47.6 38.0
Old : 35.1 23.4 50.2 38.0 33.4 23.4 47.6 38.0
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 30, 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 : 131,067: 113,370 3,772 439 9,685 124,757 123,494 128,968: 7,573 2,099
Old : 131,067: 113,370 3,772 439 9,685 124,757 123,494 128,968: 7,573 2,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -1,778: -1,316 -1,052 54 -437 -1,141 -1,699 -2,139: -79 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 2.9 0.3 7.4 95.2 94.2 98.4: 5.8 1.6
Old : 100.0: 86.5 2.9 0.3 7.4 95.2 94.2 98.4: 5.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 58 11 2 12 21 70 34:
Old : 99: 58 11 2 12 21 70 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 67.1 73.8 86.0 62.3 66.7 73.8 85.6
Old : 62.3 67.1 73.8 86.0 62.3 66.7 73.8 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 150,211: 12,123 78,860 11,279 108,031 25,892 131,432 116,031: 18,778 34,180
Old : 150,211: 12,123 78,860 11,279 108,031 25,892 131,432 116,031: 18,778 34,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 2,026: 643 -4,437 289 -639 5,912 293 1,764: 1,733 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 52.5 7.5 71.9 17.2 87.5 77.2: 12.5 22.8
Old : 100.0: 8.1 52.5 7.5 71.9 17.2 87.5 77.2: 12.5 22.8
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 : 89: 13 46 20 16 25 42 78:
Old : 89: 13 46 20 16 25 42 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 28.4 69.8 38.5 52.1 28.2 67.3 37.9
Old : 52.2 28.4 69.8 38.5 52.1 28.2 67.3 37.9
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 30, 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 : 124,947: 17,718 47,158 10,195 77,453 26,638 105,366 83,991: 19,581 40,956
Old : 124,947: 17,718 47,158 10,195 77,453 26,638 105,366 83,991: 19,581 40,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 17,687: -23,386 17,652 2,981 38,533 -13,957 18,128 6,676: -441 11,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 37.7 8.2 62.0 21.3 84.3 67.2: 15.7 32.8
Old : 100.0: 14.2 37.7 8.2 62.0 21.3 84.3 67.2: 15.7 32.8
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 : 100: 21 45 23 24 22 59 76:
Old : 100: 21 45 23 24 22 59 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 23.4 53.7 32.4 39.8 17.7 49.9 26.3
Old : 40.3 23.4 53.7 32.4 39.8 17.7 49.9 26.3
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 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 280,525: 33,433 116,633 47,223 155,081 59,116 235,737 222,972: 44,788 57,553
Old : 280,525: 33,433 116,633 47,223 155,081 59,116 235,737 222,972: 44,788 57,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 41,317: -7,208 2,549 13,348 36,061 20,818 42,200 36,715: -883 4,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 41.6 16.8 55.3 21.1 84.0 79.5: 16.0 20.5
Old : 100.0: 11.9 41.6 16.8 55.3 21.1 84.0 79.5: 16.0 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 49 86 61 31 38 120 145:
Old : 185: 49 86 61 31 38 120 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 22.0 48.4 30.0 36.6 21.1 45.9 27.9
Old : 37.3 22.0 48.4 30.0 36.6 21.1 45.9 27.9
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 30, 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 : 17,143: 13,049 7,243 0 1,073 9,012 14,122 16,255: 3,021 888
Old : 17,143: 13,049 7,243 0 1,073 9,012 14,122 16,255: 3,021 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -456: -572 -889 0 -221 857 -793 -32: 337 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 42.3 0.0 6.3 52.6 82.4 94.8: 17.6 5.2
Old : 100.0: 76.1 42.3 0.0 6.3 52.6 82.4 94.8: 17.6 5.2
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 : 38: 15 10 0 4 10 19 20:
Old : 38: 15 10 0 4 10 19 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 : 55.1 47.8 69.3 70.3 55.1 47.4 69.3 70.0
Old : 55.1 47.8 69.3 70.3 55.1 47.4 69.3 70.0
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 30, 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 :11,995,035: 1,331,923 352,908 3,939,295 5,936,534 6,742,103 11,207,752 11,034,306: 787,283 960,730
Old :11,995,035: 1,331,923 352,908 3,939,295 5,936,534 6,742,103 11,207,752 11,034,306: 787,283 960,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 50,757: -133,972 -70,557 -9,746 191,586 141,700 47,867 61,397: 2,890 -10,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 2.9 32.8 49.5 56.2 93.4 92.0: 6.6 8.0
Old : 100.0: 11.1 2.9 32.8 49.5 56.2 93.4 92.0: 6.6 8.0
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 : 303: 68 71 119 144 147 282 276:
Old : 303: 68 71 119 144 147 282 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 23.1 32.0 33.4 18.9 14.6 24.5 18.2
Old : 22.6 23.1 32.0 33.4 18.9 14.6 24.5 18.2
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 30, 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 : 393,468: 18,626 28,012 23,480 266,767 267,242 308,873 318,734: 84,595 74,734
Old : 393,468: 18,626 28,012 23,480 266,767 267,242 308,873 318,734: 84,595 74,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 10,726: -4,606 -1,194 -2,481 15,772 14,193 8,685 10,518: 2,041 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 7.1 6.0 67.8 67.9 78.5 81.0: 21.5 19.0
Old : 100.0: 4.7 7.1 6.0 67.8 67.9 78.5 81.0: 21.5 19.0
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 : 157: 21 32 33 80 69 123 112:
Old : 157: 21 32 33 80 69 123 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 17.0 27.5 28.5 18.4 16.9 26.1 28.1
Old : 19.7 17.0 27.5 28.5 18.4 16.9 26.1 28.1
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 30, 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 : 2,574,347: 287,113 303,300 106,869 1,851,201 1,928,051 2,245,182 2,338,220: 329,165 236,127
Old : 2,574,347: 287,113 303,300 106,869 1,851,201 1,928,051 2,245,182 2,338,220: 329,165 236,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 87,567: -59,610 -72,310 25,274 132,243 155,355 97,907 108,320: -10,340 -20,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 11.8 4.2 71.9 74.9 87.2 90.8: 12.8 9.2
Old : 100.0: 11.2 11.8 4.2 71.9 74.9 87.2 90.8: 12.8 9.2
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 : 471: 97 115 74 169 184 309 330:
Old : 471: 97 115 74 169 184 309 330:
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 : 20.0 12.9 30.6 20.7 19.2 9.8 27.2 16.5
Old : 20.0 12.9 30.6 20.7 19.2 9.8 27.2 16.5
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 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 100,522: 12,701 8,432 0 78,350 88,872 91,051 97,304: 9,471 3,218
Old : 100,522: 12,701 8,432 0 78,350 88,872 91,051 97,304: 9,471 3,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 845: -1,122 -982 -312 3,197 901 1,763 -393: -918 1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 8.4 0.0 77.9 88.4 90.6 96.8: 9.4 3.2
Old : 100.0: 12.6 8.4 0.0 77.9 88.4 90.6 96.8: 9.4 3.2
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 : 91: 16 3 0 49 38 65 41:
Old : 91: 16 3 0 49 38 65 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 53.0 50.5 68.4 30.2 45.8 42.0 60.1
Old : 34.9 53.0 50.5 68.4 30.2 45.8 42.0 60.1
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 30, 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 : 14,208: 4,250 1,445 0 5,575 10,062 9,825 11,507: 4,383 2,701
Old : 14,208: 4,250 1,445 0 5,575 10,062 9,825 11,507: 4,383 2,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 1,314: 1,476 0 0 162 2,619 1,638 2,619: -324 -1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 10.2 0.0 39.2 70.8 69.2 81.0: 30.8 19.0
Old : 100.0: 29.9 10.2 0.0 39.2 70.8 69.2 81.0: 30.8 19.0
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: 3 1 0 10 12 13 13:
Old : 23: 3 1 0 10 12 13 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 : 51.0 53.9 61.8 74.2 49.2 53.9 60.0 73.9
Old : 51.0 53.9 61.8 74.2 49.2 53.9 60.0 73.9
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 30, 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 : 301,757: 137,007 81,263 4,806 133,060 199,177 274,873 285,246: 26,884 16,511
Old : 301,757: 137,007 81,263 4,806 133,060 199,177 274,873 285,246: 26,884 16,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 6,214: -542 1,405 710 16,519 13,052 16,687 15,167: -10,473 -8,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 26.9 1.6 44.1 66.0 91.1 94.5: 8.9 5.5
Old : 100.0: 45.4 26.9 1.6 44.1 66.0 91.1 94.5: 8.9 5.5
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 : 247: 76 46 16 69 73 154 126:
Old : 247: 76 46 16 69 73 154 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 24.0 34.4 37.1 23.2 22.8 33.8 35.7
Old : 23.2 24.0 34.4 37.1 23.2 22.8 33.8 35.7
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 30, 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 : 148,012: 80,270 10,129 2,621 29,698 118,021 112,589 130,771: 35,423 17,242
Old : 148,012: 80,270 10,129 2,621 29,698 118,021 112,589 130,771: 35,423 17,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 741: -4,542 351 -221 3,314 12 -1,448 142: 2,189 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 6.8 1.8 20.1 79.7 76.1 88.4: 23.9 11.6
Old : 100.0: 54.2 6.8 1.8 20.1 79.7 76.1 88.4: 23.9 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 39 12 11 14 18 58 36:
Old : 74: 39 12 11 14 18 58 36:
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 : 32.8 57.1 45.7 77.4 32.8 56.7 45.7 75.8
Old : 32.8 57.1 45.7 77.4 32.8 56.7 45.7 75.8
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 30, 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 : 44,671: 14,142 13,075 0 20,571 18,577 34,713 31,652: 9,958 13,019
Old : 44,671: 14,142 13,075 0 20,571 18,577 34,713 31,652: 9,958 13,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 1,418: -116 -790 0 441 3,122 325 2,332: 1,093 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 29.3 0.0 46.0 41.6 77.7 70.9: 22.3 29.1
Old : 100.0: 31.7 29.3 0.0 46.0 41.6 77.7 70.9: 22.3 29.1
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 : 54: 16 12 0 15 15 31 27:
Old : 54: 16 12 0 15 15 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 35.8 51.0 50.6 37.7 32.2 49.6 47.0
Old : 37.7 35.8 51.0 50.6 37.7 32.2 49.6 47.0
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 30, 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 : 39,353: 19,197 4,775 626 13,412 20,482 33,235 25,883: 6,118 13,470
Old : 39,353: 19,197 4,775 626 13,412 20,482 33,235 25,883: 6,118 13,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 2,544: 624 175 87 1,552 4,124 2,263 4,386: 281 -1,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 12.1 1.6 34.1 52.0 84.5 65.8: 15.5 34.2
Old : 100.0: 48.8 12.1 1.6 34.1 52.0 84.5 65.8: 15.5 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 : 57: 16 9 3 18 19 36 29:
Old : 57: 16 9 3 18 19 36 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 : 28.9 27.5 46.2 40.1 28.0 26.5 43.9 37.3
Old : 28.9 27.5 46.2 40.1 28.0 26.5 43.9 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 29,189: 4,188 580 80 22,062 27,088 26,330 27,748: 2,859 1,441
Old : 29,189: 4,188 580 80 22,062 27,088 26,330 27,748: 2,859 1,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 1,688: -1,540 310 0 3,215 1,541 1,675 1,851: 13 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 2.0 0.3 75.6 92.8 90.2 95.1: 9.8 4.9
Old : 100.0: 14.3 2.0 0.3 75.6 92.8 90.2 95.1: 9.8 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 2 1 19 22 25 25:
Old : 43: 6 2 1 19 22 25 25:
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 : 56.6 60.4 69.7 75.6 54.5 60.3 67.3 75.2
Old : 56.6 60.4 69.7 75.6 54.5 60.3 67.3 75.2
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 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 20,261: 4,935 500 82 8,080 18,090 13,097 18,672: 7,164 1,589
Old : 20,261: 4,935 500 82 8,080 18,090 13,097 18,672: 7,164 1,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 288: 569 -293 0 -635 750 -66 457: 354 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 2.5 0.4 39.9 89.3 64.6 92.2: 35.4 7.8
Old : 100.0: 24.4 2.5 0.4 39.9 89.3 64.6 92.2: 35.4 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 10 1 1 10 11 20 13:
Old : 29: 10 1 1 10 11 20 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 : 37.6 76.2 49.2 88.6 36.7 76.2 48.3 88.6
Old : 37.6 76.2 49.2 88.6 36.7 76.2 48.3 88.6
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 30, 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 : 18,149: 4,124 1,634 0 12,458 15,561 16,582 17,195: 1,567 954
Old : 18,149: 4,124 1,634 0 12,458 15,561 16,582 17,195: 1,567 954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -612: -293 -72 0 -135 -556 -428 -628: -184 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 9.0 0.0 68.6 85.7 91.4 94.7: 8.6 5.3
Old : 100.0: 22.7 9.0 0.0 68.6 85.7 91.4 94.7: 8.6 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 : 24: 11 5 0 6 2 17 7:
Old : 24: 11 5 0 6 2 17 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 93.0 79.3 94.7 66.8 93.0 79.3 94.7
Old : 66.8 93.0 79.3 94.7 66.8 93.0 79.3 94.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 2, 2010