BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 22, 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 : 3,036: 253 943 5 1,945 1,563 2,203 2,511: 833 525
Old : 3,036: 253 943 5 1,945 1,563 2,203 2,511: 833 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 31.1 0.2 64.1 51.5 72.6 82.7: 27.4 17.3
Old : 100.0: 8.3 31.1 0.2 64.1 51.5 72.6 82.7: 27.4 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 : 22: 1 3 2 11 11 14 14:
Old : 22: 1 3 2 11 11 14 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 : 41.5 54.5 62.5 70.0 40.9 52.4 57.7 67.5
Old : 41.5 54.5 62.5 70.0 40.9 52.4 57.7 67.5
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 22, 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 : 39,122: 7,703 5,532 1,201 26,083 27,813 34,987 34,546: 4,135 4,576
Old : 39,122: 7,703 5,532 1,201 26,083 27,813 34,987 34,546: 4,135 4,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 1,382: 957 505 -276 648 928 1,329 1,157: 53 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 14.1 3.1 66.7 71.1 89.4 88.3: 10.6 11.7
Old : 100.0: 19.7 14.1 3.1 66.7 71.1 89.4 88.3: 10.6 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 : 87: 20 15 16 35 37 63 60:
Old : 87: 20 15 16 35 37 63 60:
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 : 44.0 44.1 57.2 56.9 44.0 40.3 55.4 52.9
Old : 44.0 44.1 57.2 56.9 44.0 40.3 55.4 52.9
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 22, 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 : 216,359: 59,962 26,008 38,708 93,349 118,230 192,019 182,946: 24,340 33,413
Old : 194,865: 54,879 31,537 29,801 89,663 103,969 174,343 165,307: 20,522 29,558
Other: 21,494: 12,498 1,886 1,492 3,686 14,261 17,676 17,639: 3,818 3,855
: : :
: : Changes in Commitments from: March 15, 2011 :
: -4,159: -4,899 1,427 -1,459 1,112 -2,021 -5,246 -2,053: 1,087 -2,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 12.0 17.9 43.1 54.6 88.8 84.6: 11.2 15.4
Old : 100.0: 28.2 16.2 15.3 46.0 53.4 89.5 84.8: 10.5 15.2
Other: 100.0: 58.1 8.8 6.9 17.1 66.3 82.2 82.1: 17.8 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 96 45 97 55 67 201 179:
Old : 243: 91 54 92 42 64 183 175:
Other: 108: 34 11 18 29 42 75 65:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 26.5 34.3 35.6 21.5 25.3 34.1 32.6
Old : 24.1 27.2 36.9 36.6 24.0 27.2 36.8 34.8
Other: 36.8 29.3 47.0 44.0 36.8 29.3 47.0 43.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 22, 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 : 360,991: 113,516 56,544 64,382 154,435 172,285 332,333 293,211: 28,658 67,780
Old : 360,991: 113,516 56,544 64,382 154,435 172,285 332,333 293,211: 28,658 67,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -10,358: -12,374 -2,556 784 4,136 -3,694 -7,454 -5,466: -2,904 -4,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 15.7 17.8 42.8 47.7 92.1 81.2: 7.9 18.8
Old : 100.0: 31.4 15.7 17.8 42.8 47.7 92.1 81.2: 7.9 18.8
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 : 410: 118 79 112 84 182 268 323:
Old : 410: 118 79 112 84 182 268 323:
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 : 21.1 12.9 32.8 20.2 21.0 12.3 32.7 18.3
Old : 21.1 12.9 32.8 20.2 21.0 12.3 32.7 18.3
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 22, 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 : 9,429: 4,405 1,486 669 2,601 5,518 7,675 7,673: 1,754 1,756
Old : 9,429: 4,405 1,486 669 2,601 5,518 7,675 7,673: 1,754 1,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 364: 214 12 55 -146 151 123 218: 241 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 15.8 7.1 27.6 58.5 81.4 81.4: 18.6 18.6
Old : 100.0: 46.7 15.8 7.1 27.6 58.5 81.4 81.4: 18.6 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 31 12 9 16 29 50 48:
Old : 79: 31 12 9 16 29 50 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 31.8 56.2 45.4 38.9 31.8 55.8 44.6
Old : 38.9 31.8 56.2 45.4 38.9 31.8 55.8 44.6
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 22, 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 : 41,194: 17,708 4,203 4,554 11,986 11,761 34,248 20,518: 6,946 20,676
Old : 41,194: 17,708 4,203 4,554 11,986 11,761 34,248 20,518: 6,946 20,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -4,507: -2,201 -244 -687 -1,285 -1,422 -4,173 -2,353: -334 -2,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 10.2 11.1 29.1 28.6 83.1 49.8: 16.9 50.2
Old : 100.0: 43.0 10.2 11.1 29.1 28.6 83.1 49.8: 16.9 50.2
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 : 166: 46 26 35 37 66 104 116:
Old : 166: 46 26 35 37 66 104 116:
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 : 19.6 9.7 33.0 15.1 19.3 9.0 32.6 13.2
Old : 19.6 9.7 33.0 15.1 19.3 9.0 32.6 13.2
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 22, 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 : 87,925: 13,563 0 0 73,675 87,544 87,238 87,544: 687 381
Old : 87,925: 13,563 0 0 73,675 87,544 87,238 87,544: 687 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 17,474: -102 0 0 18,304 18,304 18,202 18,304: -728 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 0.0 0.0 83.8 99.6 99.2 99.6: 0.8 0.4
Old : 100.0: 15.4 0.0 0.0 83.8 99.6 99.2 99.6: 0.8 0.4
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 : 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 : 83.2 67.5 94.4 88.9 46.0 38.3 52.0 49.8
Old : 83.2 67.5 94.4 88.9 46.0 38.3 52.0 49.8
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 22, 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 : 118,442: 49,722 3,745 0 21,588 99,515 71,310 103,260: 47,132 15,182
Old : 118,442: 49,722 3,745 0 21,588 99,515 71,310 103,260: 47,132 15,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -70,715: -11,067 -53 -1,565 -52,643 -65,544 -65,275 -67,162: -5,440 -3,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 3.2 0.0 18.2 84.0 60.2 87.2: 39.8 12.8
Old : 100.0: 42.0 3.2 0.0 18.2 84.0 60.2 87.2: 39.8 12.8
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 : 74: 34 7 0 21 21 55 28:
Old : 74: 34 7 0 21 21 55 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 : 21.5 62.3 30.2 77.9 21.4 61.6 30.1 77.1
Old : 21.5 62.3 30.2 77.9 21.4 61.6 30.1 77.1
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 22, 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 : 56,786: 24,883 3,582 0 4,050 43,244 28,933 46,826: 27,853 9,960
Old : 56,786: 24,883 3,582 0 4,050 43,244 28,933 46,826: 27,853 9,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -4,720: -7,412 -1,073 -19 689 -2,504 -6,742 -3,596: 2,022 -1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 6.3 0.0 7.1 76.2 51.0 82.5: 49.0 17.5
Old : 100.0: 43.8 6.3 0.0 7.1 76.2 51.0 82.5: 49.0 17.5
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 : 38: 18 7 0 6 11 24 18:
Old : 38: 18 7 0 6 11 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 59.8 34.0 75.1 22.7 59.7 34.0 74.1
Old : 22.7 59.8 34.0 75.1 22.7 59.7 34.0 74.1
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 22, 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 : 127,075: 89,646 2,098 227 28,979 122,361 118,852 124,686: 8,223 2,389
Old : 127,075: 89,646 2,098 227 28,979 122,361 118,852 124,686: 8,223 2,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -34,286: -41,006 -6,979 86 6,184 -27,355 -34,736 -34,248: 450 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 1.7 0.2 22.8 96.3 93.5 98.1: 6.5 1.9
Old : 100.0: 70.5 1.7 0.2 22.8 96.3 93.5 98.1: 6.5 1.9
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 : 109: 69 9 1 13 19 82 29:
Old : 109: 69 9 1 13 19 82 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 71.7 54.7 86.2 35.7 71.6 54.7 86.1
Old : 35.7 71.7 54.7 86.2 35.7 71.6 54.7 86.1
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 22, 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 : 117,974: 53,348 23,624 0 30,235 76,858 83,583 100,482: 34,391 17,492
Old : 117,974: 53,348 23,624 0 30,235 76,858 83,583 100,482: 34,391 17,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 19,793: 24,768 -5,181 -42 -11,441 26,670 13,285 21,447: 6,508 -1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 20.0 0.0 25.6 65.1 70.8 85.2: 29.2 14.8
Old : 100.0: 45.2 20.0 0.0 25.6 65.1 70.8 85.2: 29.2 14.8
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 : 91: 33 22 0 16 28 49 50:
Old : 91: 33 22 0 16 28 49 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 : 30.8 36.5 45.1 54.9 30.8 36.2 44.8 53.8
Old : 30.8 36.5 45.1 54.9 30.8 36.2 44.8 53.8
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 22, 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 : 112,051: 52,484 17,959 247 30,066 65,912 82,797 84,118: 29,254 27,933
Old : 112,051: 52,484 17,959 247 30,066 65,912 82,797 84,118: 29,254 27,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -2,650: -119 -4,414 -223 489 8,933 147 4,296: -2,797 -6,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 16.0 0.2 26.8 58.8 73.9 75.1: 26.1 24.9
Old : 100.0: 46.8 16.0 0.2 26.8 58.8 73.9 75.1: 26.1 24.9
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 : 101: 34 27 3 19 26 55 54:
Old : 101: 34 27 3 19 26 55 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 29.8 40.3 45.9 29.6 29.7 40.0 45.3
Old : 29.6 29.8 40.3 45.9 29.6 29.7 40.0 45.3
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 22, 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 : 194,709: 81,574 33,221 2,035 53,020 113,015 136,629 148,271: 58,080 46,438
Old : 194,709: 81,574 33,221 2,035 53,020 113,015 136,629 148,271: 58,080 46,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 3,861: -4,932 -6,969 90 8,543 4,904 3,701 -1,975: 160 5,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 17.1 1.0 27.2 58.0 70.2 76.2: 29.8 23.8
Old : 100.0: 41.9 17.1 1.0 27.2 58.0 70.2 76.2: 29.8 23.8
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 : 154: 49 41 9 38 39 90 86:
Old : 154: 49 41 9 38 39 90 86:
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 : 19.2 31.9 28.8 44.3 18.9 31.8 28.3 44.2
Old : 19.2 31.9 28.8 44.3 18.9 31.8 28.3 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, March 22, 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 : 13,974: 6,005 7,487 212 5,713 3,736 11,930 11,435: 2,044 2,539
Old : 13,974: 6,005 7,487 212 5,713 3,736 11,930 11,435: 2,044 2,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -1,877: -1,272 -2,599 2 -273 441 -1,543 -2,156: -334 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 53.6 1.5 40.9 26.7 85.4 81.8: 14.6 18.2
Old : 100.0: 43.0 53.6 1.5 40.9 26.7 85.4 81.8: 14.6 18.2
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 : 40: 11 11 2 11 8 22 21:
Old : 40: 11 11 2 11 8 22 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 : 41.9 50.9 61.6 64.8 41.9 50.9 61.6 64.8
Old : 41.9 50.9 61.6 64.8 41.9 50.9 61.6 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 22, 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 : 8,866,971: 960,320 664,267 855,582 6,180,391 6,411,054 7,996,293 7,930,903: 870,678 936,068
Old : 8,866,971: 960,320 664,267 855,582 6,180,391 6,411,054 7,996,293 7,930,903: 870,678 936,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 164,889: 22,700 38,892 -9,519 164,212 155,410 177,393 184,783: -12,504 -19,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 7.5 9.6 69.7 72.3 90.2 89.4: 9.8 10.6
Old : 100.0: 10.8 7.5 9.6 69.7 72.3 90.2 89.4: 9.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 51 52 76 128 133 227 220:
Old : 251: 51 52 76 128 133 227 220:
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 : 42.2 26.9 51.6 38.9 39.8 21.6 46.1 31.6
Old : 42.2 26.9 51.6 38.9 39.8 21.6 46.1 31.6
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 22, 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 : 808,947: 66,378 93,228 24,007 584,545 575,325 674,930 692,560: 134,017 116,388
Old : 808,947: 66,378 93,228 24,007 584,545 575,325 674,930 692,560: 134,017 116,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -364,715: -14,809 -10,473 -88,841 -230,651 -234,911 -334,302 -334,225: -30,414 -30,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 11.5 3.0 72.3 71.1 83.4 85.6: 16.6 14.4
Old : 100.0: 8.2 11.5 3.0 72.3 71.1 83.4 85.6: 16.6 14.4
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 : 543: 90 119 56 212 221 336 366:
Old : 543: 90 119 56 212 221 336 366:
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 13.9 28.8 21.3 16.8 13.6 24.5 20.4
Old : 19.7 13.9 28.8 21.3 16.8 13.6 24.5 20.4
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 22, 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 : 294,717: 16,105 32,545 918 182,284 210,518 199,307 243,981: 95,410 50,736
Old : 294,717: 16,105 32,545 918 182,284 210,518 199,307 243,981: 95,410 50,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -159,827: 1,099 -50,074 -15,782 -130,289 -89,103 -144,972 -154,959: -14,855 -4,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 11.0 0.3 61.9 71.4 67.6 82.8: 32.4 17.2
Old : 100.0: 5.5 11.0 0.3 61.9 71.4 67.6 82.8: 32.4 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 16 16 9 55 54 78 72:
Old : 123: 16 16 9 55 54 78 72:
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 : 24.6 26.6 34.5 41.9 23.4 25.9 33.3 41.2
Old : 24.6 26.6 34.5 41.9 23.4 25.9 33.3 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, March 22, 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 : 2,571,151: 336,705 388,753 30,105 2,011,304 1,824,035 2,378,114 2,242,893: 193,037 328,258
Old : 2,571,151: 336,705 388,753 30,105 2,011,304 1,824,035 2,378,114 2,242,893: 193,037 328,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
:-1,024,441: -359,708 -82,162 -85,129 -501,811 -729,041 -946,648 -896,332: -77,793 -128,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 15.1 1.2 78.2 70.9 92.5 87.2: 7.5 12.8
Old : 100.0: 13.1 15.1 1.2 78.2 70.9 92.5 87.2: 7.5 12.8
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 : 506: 86 117 39 185 198 292 334:
Old : 506: 86 117 39 185 198 292 334:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 12.1 34.4 20.0 20.4 11.9 30.3 19.4
Old : 23.4 12.1 34.4 20.0 20.4 11.9 30.3 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 22, 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 : 104,474: 12,153 6,066 9 83,157 95,321 95,319 101,396: 9,155 3,078
Old : 104,474: 12,153 6,066 9 83,157 95,321 95,319 101,396: 9,155 3,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -24,471: 34 -1,775 -525 -21,376 -21,244 -21,867 -23,544: -2,604 -927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.8 0.0 79.6 91.2 91.2 97.1: 8.8 2.9
Old : 100.0: 11.6 5.8 0.0 79.6 91.2 91.2 97.1: 8.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 9 6 1 48 42 57 49:
Old : 92: 9 6 1 48 42 57 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 39.7 54.3 57.3 39.2 39.7 52.3 57.1
Old : 41.0 39.7 54.3 57.3 39.2 39.7 52.3 57.1
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 22, 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 : 54,965: 12,647 10,676 1,149 36,678 39,346 50,475 51,171: 4,490 3,793
Old : 54,965: 12,647 10,676 1,149 36,678 39,346 50,475 51,171: 4,490 3,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -57,652: -883 -799 -7,732 -44,034 -46,179 -52,649 -54,709: -5,003 -2,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 19.4 2.1 66.7 71.6 91.8 93.1: 8.2 6.9
Old : 100.0: 23.0 19.4 2.1 66.7 71.6 91.8 93.1: 8.2 6.9
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 : 199: 39 36 9 63 80 104 123:
Old : 199: 39 36 9 63 80 104 123:
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 : 31.2 27.0 45.6 40.0 30.5 27.0 44.9 40.0
Old : 31.2 27.0 45.6 40.0 30.5 27.0 44.9 40.0
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 22, 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 : 274,824: 63,237 53,378 5,747 183,389 196,732 252,373 255,857: 22,451 18,967
Old : 274,824: 63,237 53,378 5,747 183,389 196,732 252,373 255,857: 22,451 18,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -153,449: -34,835 6,909 -3,376 -108,977 -155,775 -147,188 -152,242: -6,261 -1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 19.4 2.1 66.7 71.6 91.8 93.1: 8.2 6.9
Old : 100.0: 23.0 19.4 2.1 66.7 71.6 91.8 93.1: 8.2 6.9
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 : 199: 39 36 9 63 80 104 123:
Old : 199: 39 36 9 63 80 104 123:
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 : 31.2 27.0 45.6 40.0 30.5 27.0 44.9 40.0
Old : 31.2 27.0 45.6 40.0 30.5 27.0 44.9 40.0
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 22, 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 : 101,180: 59,626 7,892 5 13,863 79,549 73,494 87,446: 27,686 13,734
Old : 101,180: 59,626 7,892 5 13,863 79,549 73,494 87,446: 27,686 13,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 854: 3,274 -509 -27 966 5,319 4,213 4,783: -3,359 -3,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 7.8 0.0 13.7 78.6 72.6 86.4: 27.4 13.6
Old : 100.0: 58.9 7.8 0.0 13.7 78.6 72.6 86.4: 27.4 13.6
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 : 67: 27 14 1 10 19 37 34:
Old : 67: 27 14 1 10 19 37 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 : 35.9 60.5 49.9 72.6 35.9 60.1 49.9 72.3
Old : 35.9 60.5 49.9 72.6 35.9 60.1 49.9 72.3
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 22, 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 : 55,688: 16,962 7,449 12 30,053 29,622 47,027 37,083: 8,661 18,605
Old : 55,688: 16,962 7,449 12 30,053 29,622 47,027 37,083: 8,661 18,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 7,800: 5,614 -67 -3 7,245 10,031 12,856 9,961: -5,056 -2,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 13.4 0.0 54.0 53.2 84.4 66.6: 15.6 33.4
Old : 100.0: 30.5 13.4 0.0 54.0 53.2 84.4 66.6: 15.6 33.4
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 : 69: 16 13 1 20 24 36 38:
Old : 69: 16 13 1 20 24 36 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 36.4 57.9 46.4 35.0 29.6 46.7 37.7
Old : 41.5 36.4 57.9 46.4 35.0 29.6 46.7 37.7
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 22, 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 : 70,293: 15,511 20,843 505 36,573 40,487 52,589 61,835: 17,704 8,458
Old : 70,293: 15,511 20,843 505 36,573 40,487 52,589 61,835: 17,704 8,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -6,082: -33 6,406 58 -16,838 6,820 -16,813 13,284: 10,731 -19,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 29.7 0.7 52.0 57.6 74.8 88.0: 25.2 12.0
Old : 100.0: 22.1 29.7 0.7 52.0 57.6 74.8 88.0: 25.2 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 : 79: 25 14 2 26 20 53 34:
Old : 79: 25 14 2 26 20 53 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 : 21.4 33.4 32.6 55.7 16.3 31.4 25.2 50.6
Old : 21.4 33.4 32.6 55.7 16.3 31.4 25.2 50.6
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 22, 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 : 31,657: 2,358 1,673 310 25,009 28,000 27,677 29,983: 3,980 1,674
Old : 31,657: 2,358 1,673 310 25,009 28,000 27,677 29,983: 3,980 1,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -2,573: -1,148 916 45 250 -168 -853 793: -1,720 -3,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.3 1.0 79.0 88.4 87.4 94.7: 12.6 5.3
Old : 100.0: 7.4 5.3 1.0 79.0 88.4 87.4 94.7: 12.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 6 1 23 23 26 30:
Old : 47: 3 6 1 23 23 26 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 : 49.4 43.1 64.1 65.0 41.7 38.9 52.6 57.2
Old : 49.4 43.1 64.1 65.0 41.7 38.9 52.6 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, March 22, 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 : 34,794: 8,787 2,448 118 20,506 29,372 29,411 31,938: 5,383 2,856
Old : 34,794: 8,787 2,448 118 20,506 29,372 29,411 31,938: 5,383 2,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -6,608: -1,941 731 34 -3,526 -6,882 -5,433 -6,117: -1,175 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.0 0.3 58.9 84.4 84.5 91.8: 15.5 8.2
Old : 100.0: 25.3 7.0 0.3 58.9 84.4 84.5 91.8: 15.5 8.2
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 : 56: 13 7 2 23 19 37 27:
Old : 56: 13 7 2 23 19 37 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 : 41.6 49.4 54.7 69.0 40.4 46.9 53.3 66.4
Old : 41.6 49.4 54.7 69.0 40.4 46.9 53.3 66.4
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 22, 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 : 13,421: 3,984 2,789 12 6,637 10,215 10,633 13,016: 2,788 405
Old : 13,421: 3,984 2,789 12 6,637 10,215 10,633 13,016: 2,788 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -986: -284 -90 0 -375 -465 -659 -555: -327 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 20.8 0.1 49.5 76.1 79.2 97.0: 20.8 3.0
Old : 100.0: 29.7 20.8 0.1 49.5 76.1 79.2 97.0: 20.8 3.0
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 : 20: 11 3 1 5 2 17 5:
Old : 20: 11 3 1 5 2 17 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 97.0 65.9 97.0 51.9 96.9 65.9 96.9
Old : 51.9 97.0 65.9 97.0 51.9 96.9 65.9 96.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2011