MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 15, 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 : 37,740: 6,746 5,027 1,477 25,435 26,885 33,658 33,389: 4,082 4,351
Old : 37,740: 6,746 5,027 1,477 25,435 26,885 33,658 33,389: 4,082 4,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 917: -810 -70 191 2,789 764 2,170 885: -1,253 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 13.3 3.9 67.4 71.2 89.2 88.5: 10.8 11.5
Old : 100.0: 17.9 13.3 3.9 67.4 71.2 89.2 88.5: 10.8 11.5
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: 18 15 20 35 37 64 63:
Old : 87: 18 15 20 35 37 64 63:
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 : 45.0 44.5 58.0 57.4 44.7 40.4 56.0 53.1
Old : 45.0 44.5 58.0 57.4 44.7 40.4 56.0 53.1
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 15, 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 : 220,518: 64,861 24,581 40,167 92,237 120,251 197,265 184,999: 23,253 35,519
Old : 201,321: 60,028 29,403 32,432 89,506 107,815 181,966 169,650: 19,355 31,671
Other: 19,197: 11,374 1,719 1,194 2,731 12,436 15,299 15,349: 3,898 3,848
: : :
: : Changes in Commitments from: March 8, 2011 :
: -7,912: -5,791 -3,009 -561 871 -5,094 -5,481 -8,664: -2,431 752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 11.1 18.2 41.8 54.5 89.5 83.9: 10.5 16.1
Old : 100.0: 29.8 14.6 16.1 44.5 53.6 90.4 84.3: 9.6 15.7
Other: 100.0: 59.2 9.0 6.2 14.2 64.8 79.7 80.0: 20.3 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 90 47 93 54 68 193 180:
Old : 242: 82 59 89 41 66 176 178:
Other: 98: 29 11 14 24 40 63 60:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 25.8 33.3 35.0 21.0 25.3 33.1 33.4
Old : 23.2 26.5 35.6 35.8 23.1 26.4 35.5 35.2
Other: 32.6 30.1 45.3 43.2 32.6 30.1 45.3 43.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 15, 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 : 371,349: 125,890 59,100 63,598 150,299 175,979 339,787 298,677: 31,562 72,672
Old : 371,349: 125,890 59,100 63,598 150,299 175,979 339,787 298,677: 31,562 72,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 9,227: -4,005 1,784 6,414 6,060 -2,198 8,469 6,000: 758 3,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 15.9 17.1 40.5 47.4 91.5 80.4: 8.5 19.6
Old : 100.0: 33.9 15.9 17.1 40.5 47.4 91.5 80.4: 8.5 19.6
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 : 436: 132 77 115 85 191 289 335:
Old : 436: 132 77 115 85 191 289 335:
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 : 19.7 12.7 31.0 20.2 19.6 12.2 30.9 18.2
Old : 19.7 12.7 31.0 20.2 19.6 12.2 30.9 18.2
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 15, 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 : 9,065: 4,191 1,474 614 2,747 5,367 7,552 7,455: 1,513 1,610
Old : 9,065: 4,191 1,474 614 2,747 5,367 7,552 7,455: 1,513 1,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -469: -85 112 -270 -133 -290 -488 -448: 19 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 16.3 6.8 30.3 59.2 83.3 82.2: 16.7 17.8
Old : 100.0: 46.2 16.3 6.8 30.3 59.2 83.3 82.2: 16.7 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 29 12 12 20 31 52 53:
Old : 80: 29 12 12 20 31 52 53:
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 : 40.4 34.1 57.9 47.2 40.4 34.1 57.9 46.7
Old : 40.4 34.1 57.9 47.2 40.4 34.1 57.9 46.7
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 15, 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 : 45,701: 19,909 4,447 5,241 13,271 13,183 38,421 22,871: 7,280 22,830
Old : 45,701: 19,909 4,447 5,241 13,271 13,183 38,421 22,871: 7,280 22,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -2,747: -686 -1,472 244 -1,507 -398 -1,949 -1,626: -798 -1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 9.7 11.5 29.0 28.8 84.1 50.0: 15.9 50.0
Old : 100.0: 43.6 9.7 11.5 29.0 28.8 84.1 50.0: 15.9 50.0
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 : 186: 58 32 40 31 72 113 129:
Old : 186: 58 32 40 31 72 113 129:
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 : 18.6 9.2 31.6 14.5 18.6 8.7 30.5 12.7
Old : 18.6 9.2 31.6 14.5 18.6 8.7 30.5 12.7
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 15, 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 : 70,451: 13,665 0 0 55,371 69,240 69,036 69,240: 1,415 1,211
Old : 70,451: 13,665 0 0 55,371 69,240 69,036 69,240: 1,415 1,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 4,931: 213 0 0 4,102 4,024 4,315 4,024: 616 907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 0.0 0.0 78.6 98.3 98.0 98.3: 2.0 1.7
Old : 100.0: 19.4 0.0 0.0 78.6 98.3 98.0 98.3: 2.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 0 0 13 13 20 13:
Old : 21: 7 0 0 13 13 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 : 76.5 57.1 89.8 85.6 64.9 49.7 69.7 64.3
Old : 76.5 57.1 89.8 85.6 64.9 49.7 69.7 64.3
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 15, 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 : 189,157: 60,789 3,798 1,565 74,231 165,059 136,585 170,422: 52,572 18,735
Old : 189,157: 60,789 3,798 1,565 74,231 165,059 136,585 170,422: 52,572 18,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 14,442: -20,464 89 812 36,780 12,418 17,128 13,319: -2,686 1,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 2.0 0.8 39.2 87.3 72.2 90.1: 27.8 9.9
Old : 100.0: 32.1 2.0 0.8 39.2 87.3 72.2 90.1: 27.8 9.9
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 : 79: 35 7 4 22 31 60 39:
Old : 79: 35 7 4 22 31 60 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 51.1 47.2 67.1 18.1 33.4 24.9 45.8
Old : 36.6 51.1 47.2 67.1 18.1 33.4 24.9 45.8
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 15, 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 : 61,506: 32,295 4,655 19 3,361 45,748 35,675 50,422: 25,831 11,084
Old : 61,506: 32,295 4,655 19 3,361 45,748 35,675 50,422: 25,831 11,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -1,430: 1,454 -2,525 -54 -1,800 -760 -400 -3,339: -1,030 1,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 7.6 0.0 5.5 74.4 58.0 82.0: 42.0 18.0
Old : 100.0: 52.5 7.6 0.0 5.5 74.4 58.0 82.0: 42.0 18.0
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 : 42: 21 6 2 6 13 27 21:
Old : 42: 21 6 2 6 13 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 56.0 37.4 73.1 24.4 56.0 37.4 72.7
Old : 24.4 56.0 37.4 73.1 24.4 56.0 37.4 72.7
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 15, 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 : 161,361: 130,652 9,077 141 22,795 149,716 153,588 158,934: 7,773 2,427
Old : 161,361: 130,652 9,077 141 22,795 149,716 153,588 158,934: 7,773 2,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 3,586: 11,840 3,430 -1,499 -6,079 678 4,262 2,609: -676 977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 5.6 0.1 14.1 92.8 95.2 98.5: 4.8 1.5
Old : 100.0: 81.0 5.6 0.1 14.1 92.8 95.2 98.5: 4.8 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 : 121: 78 10 1 14 22 92 33:
Old : 121: 78 10 1 14 22 92 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 64.9 59.8 81.4 45.4 64.8 59.8 81.3
Old : 45.4 64.9 59.8 81.4 45.4 64.8 59.8 81.3
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 15, 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 : 98,181: 28,580 28,805 42 41,676 50,188 70,298 79,035: 27,883 19,146
Old : 98,181: 28,580 28,805 42 41,676 50,188 70,298 79,035: 27,883 19,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -47,171: -26,387 7,744 -2,626 -6,281 -46,002 -35,294 -40,884: -11,877 -6,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 29.3 0.0 42.4 51.1 71.6 80.5: 28.4 19.5
Old : 100.0: 29.1 29.3 0.0 42.4 51.1 71.6 80.5: 28.4 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 : 87: 28 22 2 22 23 52 45:
Old : 87: 28 22 2 22 23 52 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 : 31.1 32.9 45.0 47.3 31.1 31.7 44.7 45.8
Old : 31.1 32.9 45.0 47.3 31.1 31.7 44.7 45.8
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 15, 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 : 114,701: 52,603 22,373 470 29,577 56,979 82,650 79,822: 32,051 34,879
Old : 114,701: 52,603 22,373 470 29,577 56,979 82,650 79,822: 32,051 34,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -16,546: 9,398 -4,176 107 -30,965 -11,781 -21,460 -15,850: 4,914 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 19.5 0.4 25.8 49.7 72.1 69.6: 27.9 30.4
Old : 100.0: 45.9 19.5 0.4 25.8 49.7 72.1 69.6: 27.9 30.4
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 : 99: 28 34 1 16 26 44 61:
Old : 99: 28 34 1 16 26 44 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 27.6 39.3 39.4 27.6 27.6 38.7 39.3
Old : 27.6 27.6 39.3 39.4 27.6 27.6 38.7 39.3
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 - Futures Only, March 15, 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 : 190,848: 86,506 40,190 1,945 44,477 108,111 132,928 150,246: 57,920 40,602
Old : 190,848: 86,506 40,190 1,945 44,477 108,111 132,928 150,246: 57,920 40,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -72,854: -11,665 4,313 -8,657 -48,713 -59,472 -69,035 -63,816: -3,819 -9,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 21.1 1.0 23.3 56.6 69.7 78.7: 30.3 21.3
Old : 100.0: 45.3 21.1 1.0 23.3 56.6 69.7 78.7: 30.3 21.3
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 : 144: 54 28 11 35 40 92 76:
Old : 144: 54 28 11 35 40 92 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 : 19.3 30.9 29.8 48.5 18.9 30.9 29.4 48.4
Old : 19.3 30.9 29.8 48.5 18.9 30.9 29.4 48.4
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 15, 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 : 15,851: 7,277 10,086 210 5,986 3,295 13,473 13,591: 2,378 2,260
Old : 15,851: 7,277 10,086 210 5,986 3,295 13,473 13,591: 2,378 2,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -11,848: -6,190 965 -639 -4,797 -12,154 -11,626 -11,828: -222 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 63.6 1.3 37.8 20.8 85.0 85.7: 15.0 14.3
Old : 100.0: 45.9 63.6 1.3 37.8 20.8 85.0 85.7: 15.0 14.3
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 : 46: 12 15 1 12 8 24 24:
Old : 46: 12 15 1 12 8 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 54.1 61.4 66.1 44.1 54.1 61.4 66.1
Old : 44.1 54.1 61.4 66.1 44.1 54.1 61.4 66.1
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 15, 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 : 8,702,082: 937,620 625,375 865,101 6,016,179 6,255,644 7,818,900 7,746,120: 883,182 955,962
Old : 8,702,082: 937,620 625,375 865,101 6,016,179 6,255,644 7,818,900 7,746,120: 883,182 955,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -822,140: -47,552 -201,220 -127,940 -690,391 -440,841 -865,883 -770,001: 43,743 -52,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 7.2 9.9 69.1 71.9 89.9 89.0: 10.1 11.0
Old : 100.0: 10.8 7.2 9.9 69.1 71.9 89.9 89.0: 10.1 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 : 250: 50 50 75 124 133 223 218:
Old : 250: 50 50 75 124 133 223 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 27.1 51.7 39.8 40.0 22.7 46.1 32.9
Old : 42.3 27.1 51.7 39.8 40.0 22.7 46.1 32.9
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 15, 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 : 1,173,662: 81,187 103,701 112,848 815,196 810,236 1,009,231 1,026,785: 164,431 146,877
Old : 1,173,662: 81,187 103,701 112,848 815,196 810,236 1,009,231 1,026,785: 164,431 146,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 194,135: 2,562 6,008 53,793 116,264 94,491 172,619 154,293: 21,515 39,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 8.8 9.6 69.5 69.0 86.0 87.5: 14.0 12.5
Old : 100.0: 6.9 8.8 9.6 69.5 69.0 86.0 87.5: 14.0 12.5
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 : 569: 103 122 90 249 248 405 412:
Old : 569: 103 122 90 249 248 405 412:
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 : 19.9 17.2 27.3 26.3 11.6 8.7 16.3 14.2
Old : 19.9 17.2 27.3 26.3 11.6 8.7 16.3 14.2
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 - Futures Only, March 15, 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 : 454,544: 15,006 82,619 16,700 312,573 299,621 344,279 398,940: 110,265 55,604
Old : 454,544: 15,006 82,619 16,700 312,573 299,621 344,279 398,940: 110,265 55,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 82,576: 346 31,563 7,222 62,931 32,670 70,499 71,455: 12,077 11,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 18.2 3.7 68.8 65.9 75.7 87.8: 24.3 12.2
Old : 100.0: 3.3 18.2 3.7 68.8 65.9 75.7 87.8: 24.3 12.2
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 : 134: 15 21 19 74 67 101 97:
Old : 134: 15 21 19 74 67 101 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 27.5 33.7 42.2 20.0 25.1 28.2 37.0
Old : 22.4 27.5 33.7 42.2 20.0 25.1 28.2 37.0
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 15, 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 : 3,595,592: 696,413 470,915 115,234 2,513,115 2,553,076 3,324,762 3,139,225: 270,830 456,367
Old : 3,595,592: 696,413 470,915 115,234 2,513,115 2,553,076 3,324,762 3,139,225: 270,830 456,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 557,793: 161,835 22,983 82,100 266,666 309,107 510,601 414,190: 47,192 143,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 13.1 3.2 69.9 71.0 92.5 87.3: 7.5 12.7
Old : 100.0: 19.4 13.1 3.2 69.9 71.0 92.5 87.3: 7.5 12.7
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 : 534: 98 120 75 219 232 362 384:
Old : 534: 98 120 75 219 232 362 384:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 17.9 32.2 24.8 19.8 12.8 26.6 19.4
Old : 23.6 17.9 32.2 24.8 19.8 12.8 26.6 19.4
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 15, 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 : 128,945: 12,119 7,841 534 104,533 116,565 117,186 124,940: 11,759 4,005
Old : 128,945: 12,119 7,841 534 104,533 116,565 117,186 124,940: 11,759 4,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 24,975: 1,057 -662 -521 24,237 26,344 24,773 25,161: 202 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 6.1 0.4 81.1 90.4 90.9 96.9: 9.1 3.1
Old : 100.0: 9.4 6.1 0.4 81.1 90.4 90.9 96.9: 9.1 3.1
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: 10 6 1 55 45 65 52:
Old : 94: 10 6 1 55 45 65 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 : 44.9 41.9 56.8 57.5 29.0 30.0 39.3 44.1
Old : 44.9 41.9 56.8 57.5 29.0 30.0 39.3 44.1
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 15, 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 : 112,617: 13,530 11,474 8,881 80,712 85,525 103,123 105,881: 9,493 6,736
Old : 112,617: 13,530 11,474 8,881 80,712 85,525 103,123 105,881: 9,493 6,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 18,947: -8,258 1,049 5,443 23,046 11,915 20,230 18,407: -1,283 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 10.2 7.9 71.7 75.9 91.6 94.0: 8.4 6.0
Old : 100.0: 12.0 10.2 7.9 71.7 75.9 91.6 94.0: 8.4 6.0
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 : 238: 64 42 24 91 95 165 152:
Old : 238: 64 42 24 91 95 165 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 27.1 39.3 45.0 12.9 16.1 18.7 24.8
Old : 24.9 27.1 39.3 45.0 12.9 16.1 18.7 24.8
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 15, 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 : 26,962: 835 9,100 137 22,239 15,024 23,211 24,261: 3,751 2,701
Old : 26,962: 835 9,100 137 22,239 15,024 23,211 24,261: 3,751 2,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 6,046: 50 4,369 137 5,674 1,602 5,861 6,108: 185 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 33.8 0.5 82.5 55.7 86.1 90.0: 13.9 10.0
Old : 100.0: 3.1 33.8 0.5 82.5 55.7 86.1 90.0: 13.9 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 : 29: 3 5 1 16 15 20 20:
Old : 29: 3 5 1 16 15 20 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 : 54.9 51.5 72.7 70.6 53.5 51.0 68.6 68.0
Old : 54.9 51.5 72.7 70.6 53.5 51.0 68.6 68.0
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 15, 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 : 428,273: 98,072 46,469 9,123 292,366 352,507 399,561 408,099: 28,712 20,174
Old : 428,273: 98,072 46,469 9,123 292,366 352,507 399,561 408,099: 28,712 20,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 64,507: -19,714 5,229 4,703 86,858 51,564 71,847 61,496: -7,340 3,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 10.9 2.1 68.3 82.3 93.3 95.3: 6.7 4.7
Old : 100.0: 22.9 10.9 2.1 68.3 82.3 93.3 95.3: 6.7 4.7
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 : 234: 64 40 20 87 92 158 145:
Old : 234: 64 40 20 87 92 158 145:
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 : 24.1 34.4 39.8 51.8 22.3 30.2 32.1 43.8
Old : 24.1 34.4 39.8 51.8 22.3 30.2 32.1 43.8
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 15, 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 : 100,326: 56,352 8,401 32 12,897 74,230 69,281 82,663: 31,045 17,663
Old : 100,326: 56,352 8,401 32 12,897 74,230 69,281 82,663: 31,045 17,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -52,539: -24,404 1,340 -5,148 -17,483 -51,430 -47,035 -55,238: -5,504 2,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 8.4 0.0 12.9 74.0 69.1 82.4: 30.9 17.6
Old : 100.0: 56.2 8.4 0.0 12.9 74.0 69.1 82.4: 30.9 17.6
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 : 64: 26 12 2 9 20 35 34:
Old : 64: 26 12 2 9 20 35 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 : 32.9 57.9 46.5 69.3 32.9 57.5 46.5 68.9
Old : 32.9 57.9 46.5 69.3 32.9 57.5 46.5 68.9
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 15, 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 : 47,888: 11,348 7,516 15 22,808 19,591 34,171 27,122: 13,717 20,766
Old : 47,888: 11,348 7,516 15 22,808 19,591 34,171 27,122: 13,717 20,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -16,467: 3,718 -4,893 -2,404 -11,971 -58 -10,657 -7,355: -5,810 -9,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 15.7 0.0 47.6 40.9 71.4 56.6: 28.6 43.4
Old : 100.0: 23.7 15.7 0.0 47.6 40.9 71.4 56.6: 28.6 43.4
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 : 62: 17 12 1 20 18 38 30:
Old : 62: 17 12 1 20 18 38 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 : 28.6 27.8 42.6 39.3 27.0 21.8 37.6 33.2
Old : 28.6 27.8 42.6 39.3 27.0 21.8 37.6 33.2
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 15, 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 : 76,375: 15,544 14,437 447 53,411 33,667 69,402 48,551: 6,973 27,824
Old : 76,375: 15,544 14,437 447 53,411 33,667 69,402 48,551: 6,973 27,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 2,345: -1,968 9,805 -950 9,302 -13,700 6,384 -4,845: -4,039 7,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 18.9 0.6 69.9 44.1 90.9 63.6: 9.1 36.4
Old : 100.0: 20.4 18.9 0.6 69.9 44.1 90.9 63.6: 9.1 36.4
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: 20 14 1 29 21 50 35:
Old : 76: 20 14 1 29 21 50 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 28.1 50.3 38.2 32.1 28.1 45.5 37.6
Old : 35.6 28.1 50.3 38.2 32.1 28.1 45.5 37.6
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 - Futures Only, March 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,230: 3,506 757 265 24,759 28,168 28,530 29,190: 5,700 5,040
Old : 34,230: 3,506 757 265 24,759 28,168 28,530 29,190: 5,700 5,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: .: -1,192 -784 0 2,026 859 834 75: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 2.2 0.8 72.3 82.3 83.3 85.3: 16.7 14.7
Old : 100.0: 10.2 2.2 0.8 72.3 82.3 83.3 85.3: 16.7 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 3 1 24 23 30 27:
Old : 45: 6 3 1 24 23 30 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 : 44.6 42.3 59.6 61.5 34.8 36.0 47.8 52.6
Old : 44.6 42.3 59.6 61.5 34.8 36.0 47.8 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, March 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,402: 10,728 1,717 84 24,032 36,254 34,844 38,055: 6,558 3,347
Old : 41,402: 10,728 1,717 84 24,032 36,254 34,844 38,055: 6,558 3,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: .: 1,364 -566 0 2,737 5,531 4,101 4,965: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 4.1 0.2 58.0 87.6 84.2 91.9: 15.8 8.1
Old : 100.0: 25.9 4.1 0.2 58.0 87.6 84.2 91.9: 15.8 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 15 4 1 24 22 40 26:
Old : 55: 15 4 1 24 22 40 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 45.7 54.9 68.3 33.4 41.4 43.1 59.2
Old : 42.4 45.7 54.9 68.3 33.4 41.4 43.1 59.2
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 15, 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 : 14,407: 4,268 2,879 12 7,012 10,680 11,292 13,571: 3,115 836
Old : 14,407: 4,268 2,879 12 7,012 10,680 11,292 13,571: 3,115 836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -309: -102 -238 -42 -364 -198 -508 -478: 199 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 20.0 0.1 48.7 74.1 78.4 94.2: 21.6 5.8
Old : 100.0: 29.6 20.0 0.1 48.7 74.1 78.4 94.2: 21.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 11 3 1 7 3 19 6:
Old : 22: 11 3 1 7 3 19 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 : 49.1 93.4 63.0 94.2 49.1 92.9 63.0 93.6
Old : 49.1 93.4 63.0 94.2 49.1 92.9 63.0 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2011