BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 2,637: 228 587 2 1,664 1,328 1,894 1,917: 743 720 Old : 2,637: 228 587 2 1,664 1,328 1,894 1,917: 743 720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 167: 0 102 -2 92 66 90 166: 77 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 22.3 0.1 63.1 50.4 71.8 72.7: 28.2 27.3 Old : 100.0: 8.6 22.3 0.1 63.1 50.4 71.8 72.7: 28.2 27.3 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 : 21: 2 1 1 13 13 16 14: Old : 21: 2 1 1 13 13 16 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 : 32.8 49.5 55.2 65.3 30.6 47.7 51.8 62.3 Old : 32.8 49.5 55.2 65.3 30.6 47.7 51.8 62.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 40,590: 7,619 5,255 1,365 26,013 29,209 34,997 35,829: 5,593 4,761 Old : 40,590: 7,619 5,255 1,365 26,013 29,209 34,997 35,829: 5,593 4,761 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 752: 272 -624 189 767 1,042 1,228 607: -476 145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.8 12.9 3.4 64.1 72.0 86.2 88.3: 13.8 11.7 Old : 100.0: 18.8 12.9 3.4 64.1 72.0 86.2 88.3: 13.8 11.7 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 : 89: 27 11 18 33 36 67 59: Old : 89: 27 11 18 33 36 67 59: 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 : 39.6 45.2 51.3 57.6 39.6 41.4 49.3 53.4 Old : 39.6 45.2 51.3 57.6 39.6 41.4 49.3 53.4 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 238,847: 74,888 29,501 43,979 94,627 129,478 213,494 202,958: 25,353 35,889 Old : 223,338: 71,313 33,388 37,435 92,789 119,739 201,537 190,562: 21,801 32,776 Other: 15,509: 8,864 1,402 1,255 1,838 9,739 11,957 12,396: 3,552 3,113 : : : : : Changes in Commitments from: February 22, 2011 : : -6,152: 621 -1,818 -2,763 -1,179 -1,105 -3,321 -5,686: -2,831 -466 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 12.4 18.4 39.6 54.2 89.4 85.0: 10.6 15.0 Old : 100.0: 31.9 14.9 16.8 41.5 53.6 90.2 85.3: 9.8 14.7 Other: 100.0: 57.2 9.0 8.1 11.9 62.8 77.1 79.9: 22.9 20.1 : : : :# Traders : Number of Traders in Each Category : All : 286: 106 65 111 60 72 236 205: Old : 284: 101 70 106 55 70 226 202: Other: 92: 27 11 15 19 37 56 58: :---------------------------------------------------------------------------------------------------- : 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 : 19.6 24.8 31.5 33.2 19.5 24.1 30.9 31.2 Old : 21.0 25.2 33.0 33.7 20.9 24.8 32.5 32.4 Other: 31.8 32.0 45.3 45.0 31.8 32.0 45.1 45.0 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 355,843: 127,418 58,570 57,332 143,011 174,299 327,761 290,201: 28,082 65,642 Old : 355,843: 127,418 58,570 57,332 143,011 174,299 327,761 290,201: 28,082 65,642 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -3,237: -1,607 2,108 2,988 -2,322 -3,692 -941 1,404: -2,296 -4,641 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.8 16.5 16.1 40.2 49.0 92.1 81.6: 7.9 18.4 Old : 100.0: 35.8 16.5 16.1 40.2 49.0 92.1 81.6: 7.9 18.4 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 : 446: 138 88 116 76 188 277 345: Old : 446: 138 88 116 76 188 277 345: 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 : 19.4 13.5 31.6 20.8 19.2 13.1 31.4 19.1 Old : 19.4 13.5 31.6 20.8 19.2 13.1 31.4 19.1 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 9,781: 4,481 1,569 852 2,864 5,773 8,197 8,194: 1,584 1,587 Old : 9,781: 4,481 1,569 852 2,864 5,773 8,197 8,194: 1,584 1,587 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -580: -257 198 -88 151 -966 -194 -856: -386 276 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.8 16.0 8.7 29.3 59.0 83.8 83.8: 16.2 16.2 Old : 100.0: 45.8 16.0 8.7 29.3 59.0 83.8 83.8: 16.2 16.2 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 : 82: 26 15 12 21 29 56 52: Old : 82: 26 15 12 21 29 56 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.2 31.6 53.8 44.8 37.2 31.6 53.3 43.7 Old : 37.2 31.6 53.8 44.8 37.2 31.6 53.3 43.7 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 50,018: 20,594 5,519 6,706 15,251 13,917 42,551 26,142: 7,467 23,876 Old : 50,018: 20,594 5,519 6,706 15,251 13,917 42,551 26,142: 7,467 23,876 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -1,158: 289 231 -1,595 207 37 -1,099 -1,327: -59 169 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.2 11.0 13.4 30.5 27.8 85.1 52.3: 14.9 47.7 Old : 100.0: 41.2 11.0 13.4 30.5 27.8 85.1 52.3: 14.9 47.7 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 : 193: 51 41 41 38 78 119 138: Old : 193: 51 41 41 38 78 119 138: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.3 7.8 30.7 13.7 18.3 7.4 29.6 11.4 Old : 18.3 7.8 30.7 13.7 18.3 7.4 29.6 11.4 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 66,447: 16,235 0 3,755 45,291 61,707 65,281 65,462: 1,166 985 Old : 66,447: 16,235 0 3,755 45,291 61,707 65,281 65,462: 1,166 985 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 1,003: 391 0 0 -6 109 385 109: 618 894 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 0.0 5.7 68.2 92.9 98.2 98.5: 1.8 1.5 Old : 100.0: 24.4 0.0 5.7 68.2 92.9 98.2 98.5: 1.8 1.5 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 : 21: 8 0 1 12 12 20 13: Old : 21: 8 0 1 12 12 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 : 75.9 60.7 89.3 86.5 62.2 53.3 70.7 69.3 Old : 75.9 60.7 89.3 86.5 62.2 53.3 70.7 69.3 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CAD 100,000) : : : : All : 148,414: 78,365 5,538 343 16,779 123,061 95,487 128,942: 52,927 19,472 Old : 148,414: 78,365 5,538 343 16,779 123,061 95,487 128,942: 52,927 19,472 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 7,804: 5,591 1,112 217 -1,134 4,019 4,674 5,348: 3,130 2,456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.8 3.7 0.2 11.3 82.9 64.3 86.9: 35.7 13.1 Old : 100.0: 52.8 3.7 0.2 11.3 82.9 64.3 86.9: 35.7 13.1 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 : 84: 42 8 5 14 29 58 40: Old : 84: 42 8 5 14 29 58 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.4 48.3 33.5 63.4 21.4 48.2 33.5 62.9 Old : 21.4 48.3 33.5 63.4 21.4 48.2 33.5 62.9 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 57,360: 29,218 11,201 96 1,976 34,891 31,290 46,188: 26,070 11,172 Old : 57,360: 29,218 11,201 96 1,976 34,891 31,290 46,188: 26,070 11,172 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 13,429: 10,892 5,166 30 -4,850 9,662 6,072 14,858: 7,357 -1,429 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.9 19.5 0.2 3.4 60.8 54.6 80.5: 45.4 19.5 Old : 100.0: 50.9 19.5 0.2 3.4 60.8 54.6 80.5: 45.4 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 : 45: 17 7 2 5 20 23 28: Old : 45: 17 7 2 5 20 23 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.6 43.6 40.9 59.0 28.6 43.6 40.9 58.4 Old : 28.6 43.6 40.9 59.0 28.6 43.6 40.9 58.4 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 134,821: 101,537 4,335 721 25,227 128,045 127,485 133,101: 7,336 1,720 Old : 134,821: 101,537 4,335 721 25,227 128,045 127,485 133,101: 7,336 1,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -15,034: -16,911 163 -28 2,809 -14,432 -14,130 -14,297: -904 -737 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.3 3.2 0.5 18.7 95.0 94.6 98.7: 5.4 1.3 Old : 100.0: 75.3 3.2 0.5 18.7 95.0 94.6 98.7: 5.4 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 117: 68 12 4 16 23 87 37: Old : 117: 68 12 4 16 23 87 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 59.5 60.1 80.2 46.5 59.5 60.1 80.1 Old : 46.5 59.5 60.1 80.2 46.5 59.5 60.1 80.1 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 126,350: 52,122 26,313 303 38,690 77,923 91,115 104,539: 35,235 21,811 Old : 126,350: 52,122 26,313 303 38,690 77,923 91,115 104,539: 35,235 21,811 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 2,576: -975 9,225 95 958 -6,912 78 2,408: 2,498 168 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.3 20.8 0.2 30.6 61.7 72.1 82.7: 27.9 17.3 Old : 100.0: 41.3 20.8 0.2 30.6 61.7 72.1 82.7: 27.9 17.3 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 : 97: 32 23 8 22 33 57 62: Old : 97: 32 23 8 22 33 57 62: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.3 35.4 43.5 51.8 31.3 35.2 42.6 48.6 Old : 31.3 35.4 43.5 51.8 31.3 35.2 42.6 48.6 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 136,561: 62,396 21,122 967 47,763 79,625 111,126 101,714: 25,435 34,847 Old : 136,561: 62,396 21,122 967 47,763 79,625 111,126 101,714: 25,435 34,847 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 12,545: 38,939 -30,081 254 -30,573 41,769 8,620 11,942: 3,925 603 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.7 15.5 0.7 35.0 58.3 81.4 74.5: 18.6 25.5 Old : 100.0: 45.7 15.5 0.7 35.0 58.3 81.4 74.5: 18.6 25.5 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 : 109: 30 32 8 24 32 61 65: Old : 109: 30 32 8 24 32 61 65: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.4 34.2 47.5 44.1 33.4 33.8 47.5 43.7 Old : 33.4 34.2 47.5 44.1 33.4 33.8 47.5 43.7 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 217,066: 83,104 31,796 4,271 66,564 129,694 153,939 165,761: 63,127 51,305 Old : 217,066: 83,104 31,796 4,271 66,564 129,694 153,939 165,761: 63,127 51,305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 9,197: 5,650 -60 541 -2,225 7,071 3,966 7,552: 5,231 1,645 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.3 14.6 2.0 30.7 59.7 70.9 76.4: 29.1 23.6 Old : 100.0: 38.3 14.6 2.0 30.7 59.7 70.9 76.4: 29.1 23.6 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 : 162: 53 40 24 42 48 108 99: Old : 162: 53 40 24 42 48 108 99: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.2 27.2 24.9 39.6 16.0 26.6 24.3 37.7 Old : 16.2 27.2 24.9 39.6 16.0 26.6 24.3 37.7 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 26,966: 15,326 7,915 142 8,738 17,260 24,206 25,317: 2,760 1,649 Old : 26,966: 15,326 7,915 142 8,738 17,260 24,206 25,317: 2,760 1,649 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -864: -649 41 0 272 -1,010 -377 -969: -487 105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 29.4 0.5 32.4 64.0 89.8 93.9: 10.2 6.1 Old : 100.0: 56.8 29.4 0.5 32.4 64.0 89.8 93.9: 10.2 6.1 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 : 45: 14 10 1 12 12 26 23: Old : 45: 14 10 1 12 12 26 23: 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 : 52.6 62.9 70.2 78.0 52.6 61.1 70.2 76.2 Old : 52.6 62.9 70.2 78.0 52.6 61.1 70.2 76.2 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 9,326,908: 913,935 811,096 1,014,350 6,560,675 6,478,894 8,488,960 8,304,340: 837,948 1,022,568 Old : 9,326,908: 913,935 811,096 1,014,350 6,560,675 6,478,894 8,488,960 8,304,340: 837,948 1,022,568 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 356,543: 53,701 181,222 -263,321 564,711 467,388 355,091 385,289: 1,452 -28,746 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 8.7 10.9 70.3 69.5 91.0 89.0: 9.0 11.0 Old : 100.0: 9.8 8.7 10.9 70.3 69.5 91.0 89.0: 9.0 11.0 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 : 278: 62 52 85 131 146 244 243: Old : 278: 62 52 85 131 146 244 243: 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 : 40.6 25.6 50.2 38.8 38.2 20.0 44.3 29.9 Old : 40.6 25.6 50.2 38.8 38.2 20.0 44.3 29.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ Commitments of Traders - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 946,217: 78,801 96,475 52,797 672,042 695,056 803,640 844,329: 142,577 101,888 Old : 946,217: 78,801 96,475 52,797 672,042 695,056 803,640 844,329: 142,577 101,888 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 29,040: -4,510 -4,862 8,755 6,785 21,304 11,030 25,197: 18,010 3,844 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 10.2 5.6 71.0 73.5 84.9 89.2: 15.1 10.8 Old : 100.0: 8.3 10.2 5.6 71.0 73.5 84.9 89.2: 15.1 10.8 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 : 561: 106 111 62 233 230 373 371: Old : 561: 106 111 62 233 230 373 371: 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 : 19.4 16.3 27.4 25.2 14.3 12.1 19.9 19.0 Old : 19.4 16.3 27.4 25.2 14.3 12.1 19.9 19.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 352,098: 16,672 46,079 8,844 234,396 254,945 259,912 309,868: 92,186 42,230 Old : 352,098: 16,672 46,079 8,844 234,396 254,945 259,912 309,868: 92,186 42,230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 14,921: 1,040 1,187 4,840 949 7,069 6,829 13,096: 8,092 1,825 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 13.1 2.5 66.6 72.4 73.8 88.0: 26.2 12.0 Old : 100.0: 4.7 13.1 2.5 66.6 72.4 73.8 88.0: 26.2 12.0 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 : 130: 17 18 9 61 59 82 82: Old : 130: 17 18 9 61 59 82 82: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.3 22.5 34.7 38.4 23.2 22.4 32.6 38.0 Old : 25.3 22.5 34.7 38.4 23.2 22.4 32.6 38.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 2,970,595: 498,715 440,053 31,694 2,188,229 2,200,557 2,718,638 2,672,304: 251,957 298,291 Old : 2,970,595: 498,715 440,053 31,694 2,188,229 2,200,557 2,718,638 2,672,304: 251,957 298,291 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 70,596: -5,596 -8,092 -2,579 29,181 71,174 21,006 60,503: 49,590 10,093 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.8 14.8 1.1 73.7 74.1 91.5 90.0: 8.5 10.0 Old : 100.0: 16.8 14.8 1.1 73.7 74.1 91.5 90.0: 8.5 10.0 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 : 523: 102 107 47 201 211 329 339: Old : 523: 102 107 47 201 211 329 339: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.2 19.1 30.1 26.1 18.1 15.0 26.3 21.7 Old : 20.2 19.1 30.1 26.1 18.1 15.0 26.3 21.7 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 101,525: 11,119 6,516 1,530 76,673 89,298 89,322 97,344: 12,203 4,181 Old : 101,525: 11,119 6,516 1,530 76,673 89,298 89,322 97,344: 12,203 4,181 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 698: -3,035 -228 1,526 648 -1,488 -861 -190: 1,559 888 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 6.4 1.5 75.5 88.0 88.0 95.9: 12.0 4.1 Old : 100.0: 11.0 6.4 1.5 75.5 88.0 88.0 95.9: 12.0 4.1 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 : 94: 13 6 1 47 43 60 50: Old : 94: 13 6 1 47 43 60 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.2 37.7 52.5 56.3 36.7 37.7 49.1 56.3 Old : 39.2 37.7 52.5 56.3 36.7 37.7 49.1 56.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ Commitments of Traders - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 91,733: 19,461 9,738 2,411 58,933 73,790 80,805 85,938: 10,928 5,794 Old : 91,733: 19,461 9,738 2,411 58,933 73,790 80,805 85,938: 10,928 5,794 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -3,199: -6,261 562 -1,114 1,298 -2,271 -6,077 -2,824: 2,878 -375 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 10.6 2.6 64.2 80.4 88.1 93.7: 11.9 6.3 Old : 100.0: 21.2 10.6 2.6 64.2 80.4 88.1 93.7: 11.9 6.3 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 : 249: 73 40 15 83 81 162 130: Old : 249: 73 40 15 83 81 162 130: 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 32.4 33.5 49.5 16.7 27.1 25.7 39.0 Old : 22.6 32.4 33.5 49.5 16.7 27.1 25.7 39.0 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 19,655: 568 2,792 0 15,253 13,802 15,821 16,594: 3,834 3,061 Old : 19,655: 568 2,792 0 15,253 13,802 15,821 16,594: 3,834 3,061 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -612: -2,746 492 -3 1,911 -1,134 -838 -645: 226 33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 14.2 0.0 77.6 70.2 80.5 84.4: 19.5 15.6 Old : 100.0: 2.9 14.2 0.0 77.6 70.2 80.5 84.4: 19.5 15.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 2 0 13 12 15 14: Old : 24: 2 2 0 13 12 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 49.3 72.5 71.4 52.4 43.7 66.0 65.8 Old : 54.7 49.3 72.5 71.4 52.4 43.7 66.0 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 360,389: 99,147 39,409 7,373 218,401 299,940 324,921 346,722: 35,468 13,667 Old : 360,389: 99,147 39,409 7,373 218,401 299,940 324,921 346,722: 35,468 13,667 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -12,936: -28,491 -10,567 5,359 -3,064 -5,687 -26,196 -10,895: 13,260 -2,041 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 10.9 2.0 60.6 83.2 90.2 96.2: 9.8 3.8 Old : 100.0: 27.5 10.9 2.0 60.6 83.2 90.2 96.2: 9.8 3.8 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 : 246: 74 38 13 77 78 155 125: Old : 246: 74 38 13 77 78 155 125: 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 36.1 31.4 56.0 18.3 35.5 29.8 53.8 Old : 19.7 36.1 31.4 56.0 18.3 35.5 29.8 53.8 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 135,527: 80,398 8,545 1,007 17,715 110,206 99,120 119,758: 36,407 15,769 Old : 135,527: 80,398 8,545 1,007 17,715 110,206 99,120 119,758: 36,407 15,769 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 10,186: 7,672 1,883 165 70 8,368 7,907 10,416: 2,279 -230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.3 6.3 0.7 13.1 81.3 73.1 88.4: 26.9 11.6 Old : 100.0: 59.3 6.3 0.7 13.1 81.3 73.1 88.4: 26.9 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 : 84: 38 14 6 14 25 54 43: Old : 84: 38 14 6 14 25 54 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 : 32.7 52.2 44.1 71.0 32.7 51.7 44.1 70.1 Old : 32.7 52.2 44.1 71.0 32.7 51.7 44.1 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 44,396: 8,632 12,154 406 24,819 10,572 33,857 23,132: 10,539 21,264 Old : 44,396: 8,632 12,154 406 24,819 10,572 33,857 23,132: 10,539 21,264 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : -3,488: -680 -3,380 214 -1,915 90 -2,381 -3,076: -1,107 -412 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 27.4 0.9 55.9 23.8 76.3 52.1: 23.7 47.9 Old : 100.0: 19.4 27.4 0.9 55.9 23.8 76.3 52.1: 23.7 47.9 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 : 64: 19 12 3 22 15 41 30: Old : 64: 19 12 3 22 15 41 30: 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 : 30.1 21.6 42.6 35.2 29.1 21.6 41.6 35.2 Old : 30.1 21.6 42.6 35.2 29.1 21.6 41.6 35.2 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 64,564: 15,065 3,941 1,379 36,048 33,069 52,492 38,389: 12,072 26,175 Old : 64,564: 15,065 3,941 1,379 36,048 33,069 52,492 38,389: 12,072 26,175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 1,905: -1,067 1,192 -226 835 -1,138 -458 -172: 2,363 2,077 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 6.1 2.1 55.8 51.2 81.3 59.5: 18.7 40.5 Old : 100.0: 23.3 6.1 2.1 55.8 51.2 81.3 59.5: 18.7 40.5 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 : 64: 21 5 4 20 23 42 31: Old : 64: 21 5 4 20 23 42 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 : 32.3 32.6 45.2 43.4 30.3 32.6 43.2 42.1 Old : 32.3 32.6 45.2 43.4 30.3 32.6 43.2 42.1 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 - Futures Only, March 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 14,328: 3,916 3,122 0 7,907 10,890 11,823 14,012: 2,505 316 Old : 14,328: 3,916 3,122 0 7,907 10,890 11,823 14,012: 2,505 316 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 22, 2011 : : 45: 88 15 0 -60 -3 28 12: 17 33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 21.8 0.0 55.2 76.0 82.5 97.8: 17.5 2.2 Old : 100.0: 27.3 21.8 0.0 55.2 76.0 82.5 97.8: 17.5 2.2 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 : 20: 9 4 0 6 2 15 6: Old : 20: 9 4 0 6 2 15 6: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 95.9 72.2 97.8 57.8 95.8 72.2 97.6 Old : 57.8 95.9 72.2 97.8 57.8 95.8 72.2 97.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2011