BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 2,916: 323 1,139 1 1,997 1,399 2,321 2,539: 595 377
Old : 2,916: 323 1,139 1 1,997 1,399 2,321 2,539: 595 377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -364: 15 -26 0 -199 -293 -184 -319: -180 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 39.1 0.0 68.5 48.0 79.6 87.1: 20.4 12.9
Old : 100.0: 11.1 39.1 0.0 68.5 48.0 79.6 87.1: 20.4 12.9
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 : 23: 2 4 1 10 11 13 15:
Old : 23: 2 4 1 10 11 13 15:
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 : 49.9 58.6 70.3 73.1 49.2 57.8 66.7 71.4
Old : 49.9 58.6 70.3 73.1 49.2 57.8 66.7 71.4
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, April 5, 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 : 33,466: 4,549 4,746 540 24,111 24,286 29,200 29,572: 4,266 3,894
Old : 33,466: 4,549 4,746 540 24,111 24,286 29,200 29,572: 4,266 3,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -6,859: -2,837 -1,331 -255 -3,501 -4,268 -6,593 -5,854: -266 -1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.2 1.6 72.0 72.6 87.3 88.4: 12.7 11.6
Old : 100.0: 13.6 14.2 1.6 72.0 72.6 87.3 88.4: 12.7 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 19 13 13 31 31 54 53:
Old : 79: 19 13 13 31 31 54 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 : 48.6 46.0 59.2 59.6 48.6 43.1 57.4 56.5
Old : 48.6 46.0 59.2 59.6 48.6 43.1 57.4 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, April 5, 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 : 243,995: 70,635 27,023 51,339 94,111 129,975 216,085 208,337: 27,910 35,658
Old : 213,068: 66,029 38,603 33,982 89,994 109,916 190,005 182,501: 23,063 30,567
Other: 30,927: 19,134 2,948 2,829 4,117 20,059 26,080 25,836: 4,847 5,091
: : :
: : Changes in Commitments from: March 29, 2011 :
: 12,848: 5,320 371 6,535 2,070 4,846 13,925 11,752: -1,077 1,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 11.1 21.0 38.6 53.3 88.6 85.4: 11.4 14.6
Old : 100.0: 31.0 18.1 15.9 42.2 51.6 89.2 85.7: 10.8 14.3
Other: 100.0: 61.9 9.5 9.1 13.3 64.9 84.3 83.5: 15.7 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 114 47 105 59 70 230 187:
Old : 269: 104 61 101 47 65 214 182:
Other: 113: 41 9 15 30 47 79 68:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 26.4 31.4 34.5 19.6 25.1 31.2 32.1
Old : 22.6 27.3 34.5 35.4 22.5 27.2 34.4 34.3
Other: 33.5 28.7 48.5 44.0 33.5 28.6 46.7 43.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, April 5, 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 : 393,601: 123,439 51,947 75,836 162,010 190,986 361,285 318,769: 32,316 74,832
Old : 393,601: 123,439 51,947 75,836 162,010 190,986 361,285 318,769: 32,316 74,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 11,378: 9,463 -1,429 -983 1,671 12,447 10,151 10,035: 1,227 1,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 13.2 19.3 41.2 48.5 91.8 81.0: 8.2 19.0
Old : 100.0: 31.4 13.2 19.3 41.2 48.5 91.8 81.0: 8.2 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 446: 136 84 125 90 184 309 335:
Old : 446: 136 84 125 90 184 309 335:
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 : 19.9 12.9 31.0 19.7 19.6 12.5 30.8 18.1
Old : 19.9 12.9 31.0 19.7 19.6 12.5 30.8 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, April 5, 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 : 10,112: 4,642 2,183 878 2,814 5,231 8,334 8,292: 1,778 1,820
Old : 10,112: 4,642 2,183 878 2,814 5,231 8,334 8,292: 1,778 1,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 364: 172 569 31 45 -446 248 154: 116 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 21.6 8.7 27.8 51.7 82.4 82.0: 17.6 18.0
Old : 100.0: 45.9 21.6 8.7 27.8 51.7 82.4 82.0: 17.6 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 : 91: 31 20 19 16 29 57 63:
Old : 91: 31 20 19 16 29 57 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 : 36.3 29.3 52.4 41.8 36.3 29.3 52.1 41.7
Old : 36.3 29.3 52.4 41.8 36.3 29.3 52.1 41.7
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, April 5, 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 : 43,148: 20,770 4,714 4,137 11,807 11,626 36,714 20,477: 6,434 22,671
Old : 43,148: 20,770 4,714 4,137 11,807 11,626 36,714 20,477: 6,434 22,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 151: 1,195 19 -750 333 -139 778 -870: -627 1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 10.9 9.6 27.4 26.9 85.1 47.5: 14.9 52.5
Old : 100.0: 48.1 10.9 9.6 27.4 26.9 85.1 47.5: 14.9 52.5
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 : 170: 51 28 37 36 65 109 117:
Old : 170: 51 28 37 36 65 109 117:
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 9.0 32.3 14.0 19.4 8.8 31.8 13.0
Old : 19.7 9.0 32.3 14.0 19.4 8.8 31.8 13.0
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, April 5, 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 : 90,125: 13,662 0 126 74,056 88,110 87,844 88,236: 2,281 1,889
Old : 90,125: 13,662 0 126 74,056 88,110 87,844 88,236: 2,281 1,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 1,981: 490 0 126 -270 280 346 406: 1,635 1,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.0 0.1 82.2 97.8 97.5 97.9: 2.5 2.1
Old : 100.0: 15.2 0.0 0.1 82.2 97.8 97.5 97.9: 2.5 2.1
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 : 25: 9 0 1 13 15 22 16:
Old : 25: 9 0 1 13 15 22 16:
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 : 81.3 66.9 92.0 87.7 44.9 37.9 50.4 49.6
Old : 81.3 66.9 92.0 87.7 44.9 37.9 50.4 49.6
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, April 5, 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 : 138,257: 68,876 3,846 2 17,432 117,936 86,310 121,784: 51,947 16,473
Old : 138,257: 68,876 3,846 2 17,432 117,936 86,310 121,784: 51,947 16,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 19,129: 15,990 2,205 -133 -2,799 15,163 13,058 17,235: 6,071 1,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 2.8 0.0 12.6 85.3 62.4 88.1: 37.6 11.9
Old : 100.0: 49.8 2.8 0.0 12.6 85.3 62.4 88.1: 37.6 11.9
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 : 87: 45 7 1 17 27 62 35:
Old : 87: 45 7 1 17 27 62 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 : 20.6 59.6 29.4 75.4 20.5 58.3 29.4 74.1
Old : 20.6 59.6 29.4 75.4 20.5 58.3 29.4 74.1
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, April 5, 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 : 59,954: 21,588 10,745 1 12,558 40,498 34,147 51,244: 25,807 8,710
Old : 59,954: 21,588 10,745 1 12,558 40,498 34,147 51,244: 25,807 8,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 3,224: -2,596 5,518 0 5,935 -1,707 3,339 3,811: -115 -587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 17.9 0.0 20.9 67.5 57.0 85.5: 43.0 14.5
Old : 100.0: 36.0 17.9 0.0 20.9 67.5 57.0 85.5: 43.0 14.5
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 : 39: 12 12 1 8 11 20 24:
Old : 39: 12 12 1 8 11 20 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 : 30.4 55.4 43.1 74.3 30.4 55.3 43.1 72.1
Old : 30.4 55.4 43.1 74.3 30.4 55.3 43.1 72.1
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, April 5, 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 : 158,825: 126,414 7,352 8 23,925 149,905 150,347 157,265: 8,478 1,560
Old : 158,825: 126,414 7,352 8 23,925 149,905 150,347 157,265: 8,478 1,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 29,464: 34,726 3,739 -219 -5,335 25,986 29,172 29,506: 292 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 4.6 0.0 15.1 94.4 94.7 99.0: 5.3 1.0
Old : 100.0: 79.6 4.6 0.0 15.1 94.4 94.7 99.0: 5.3 1.0
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 : 123: 81 9 1 11 24 92 34:
Old : 123: 81 9 1 11 24 92 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 : 37.0 65.3 53.8 80.5 37.0 65.1 53.8 80.4
Old : 37.0 65.3 53.8 80.5 37.0 65.1 53.8 80.4
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, April 5, 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 : 111,219: 53,796 21,382 107 24,080 69,398 77,983 90,887: 33,236 20,332
Old : 111,219: 53,796 21,382 107 24,080 69,398 77,983 90,887: 33,236 20,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 6,713: 23,719 -7,952 -93 -21,287 14,898 2,339 6,853: 4,374 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 19.2 0.1 21.7 62.4 70.1 81.7: 29.9 18.3
Old : 100.0: 48.4 19.2 0.1 21.7 62.4 70.1 81.7: 29.9 18.3
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 : 98: 33 25 1 22 28 56 53:
Old : 98: 33 25 1 22 28 56 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 : 29.4 35.4 39.6 47.7 29.4 34.0 39.3 46.2
Old : 29.4 35.4 39.6 47.7 29.4 34.0 39.3 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, April 5, 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 : 120,632: 16,516 59,747 668 81,153 19,159 98,337 79,574: 22,295 41,058
Old : 120,632: 16,516 59,747 668 81,153 19,159 98,337 79,574: 22,295 41,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 20,255: -21,221 29,062 339 48,001 -19,817 27,119 9,584: -6,864 10,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 49.5 0.6 67.3 15.9 81.5 66.0: 18.5 34.0
Old : 100.0: 13.7 49.5 0.6 67.3 15.9 81.5 66.0: 18.5 34.0
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 : 102: 21 43 4 28 18 51 63:
Old : 102: 21 43 4 28 18 51 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 : 31.9 21.8 47.4 33.0 31.9 21.8 45.0 32.7
Old : 31.9 21.8 47.4 33.0 31.9 21.8 45.0 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, April 5, 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 : 236,270: 99,405 39,548 1,499 70,097 146,642 171,001 187,689: 65,269 48,581
Old : 236,270: 99,405 39,548 1,499 70,097 146,642 171,001 187,689: 65,269 48,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 18,093: 6,374 3,147 -651 7,901 12,131 13,624 14,627: 4,469 3,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 16.7 0.6 29.7 62.1 72.4 79.4: 27.6 20.6
Old : 100.0: 42.1 16.7 0.6 29.7 62.1 72.4 79.4: 27.6 20.6
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 : 178: 63 42 9 40 48 106 96:
Old : 178: 63 42 9 40 48 106 96:
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 : 24.3 31.3 33.6 43.4 24.0 31.2 33.1 43.3
Old : 24.3 31.3 33.6 43.4 24.0 31.2 33.1 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 37,456: 32,067 26,202 0 4,056 11,117 36,123 37,319: 1,333 137
Old : 37,456: 32,067 26,202 0 4,056 11,117 36,123 37,319: 1,333 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 70.0 0.0 10.8 29.7 96.4 99.6: 3.6 0.4
Old : 100.0: 85.6 70.0 0.0 10.8 29.7 96.4 99.6: 3.6 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 : 20: 10 2 0 2 7 12 9:
Old : 20: 10 2 0 2 7 12 9:
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 : 92.0 90.6 95.5 99.2 92.0 90.6 95.5 99.2
Old : 92.0 90.6 95.5 99.2 92.0 90.6 95.5 99.2
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, April 5, 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 : 16,197: 10,129 7,434 3 2,772 7,022 12,904 14,459: 3,293 1,738
Old : 16,197: 10,129 7,434 3 2,772 7,022 12,904 14,459: 3,293 1,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 2,796: 3,531 1,075 -213 -1,584 2,255 1,734 3,117: 1,062 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 45.9 0.0 17.1 43.4 79.7 89.3: 20.3 10.7
Old : 100.0: 62.5 45.9 0.0 17.1 43.4 79.7 89.3: 20.3 10.7
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 : 37: 14 9 1 5 10 19 20:
Old : 37: 14 9 1 5 10 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 54.3 65.8 71.4 51.0 54.3 65.8 71.2
Old : 51.0 54.3 65.8 71.4 51.0 54.3 65.8 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 9,254,557: 884,560 615,270 955,304 6,582,657 6,711,284 8,422,521 8,281,858: 832,036 972,699
Old : 9,254,557: 884,560 615,270 955,304 6,582,657 6,711,284 8,422,521 8,281,858: 832,036 972,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 460,856: 73,350 -35,574 85,250 288,260 385,296 446,860 434,972: 13,996 25,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 6.6 10.3 71.1 72.5 91.0 89.5: 9.0 10.5
Old : 100.0: 9.6 6.6 10.3 71.1 72.5 91.0 89.5: 9.0 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 51 51 81 137 151 241 245:
Old : 275: 51 51 81 137 151 241 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 26.1 49.9 38.8 37.8 20.1 42.6 30.4
Old : 39.8 26.1 49.9 38.8 37.8 20.1 42.6 30.4
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, April 5, 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 : 838,763: 83,505 93,573 15,079 580,197 610,712 678,782 719,365: 159,982 119,399
Old : 838,763: 83,505 93,573 15,079 580,197 610,712 678,782 719,365: 159,982 119,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 12,431: 10,651 -2,049 -3,501 -3,926 15,605 3,224 10,055: 9,207 2,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 11.2 1.8 69.2 72.8 80.9 85.8: 19.1 14.2
Old : 100.0: 10.0 11.2 1.8 69.2 72.8 80.9 85.8: 19.1 14.2
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 : 546: 105 109 46 216 220 343 354:
Old : 546: 105 109 46 216 220 343 354:
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 : 19.1 15.0 27.4 22.3 15.5 14.7 22.3 21.7
Old : 19.1 15.0 27.4 22.3 15.5 14.7 22.3 21.7
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, April 5, 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 : 302,356: 14,627 26,194 510 175,877 227,392 191,014 254,096: 111,342 48,260
Old : 302,356: 14,627 26,194 510 175,877 227,392 191,014 254,096: 111,342 48,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 7,166: 1,095 -6,204 -2 1,338 13,353 2,431 7,147: 4,735 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 8.7 0.2 58.2 75.2 63.2 84.0: 36.8 16.0
Old : 100.0: 4.8 8.7 0.2 58.2 75.2 63.2 84.0: 36.8 16.0
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 : 123: 12 19 5 58 57 73 78:
Old : 123: 12 19 5 58 57 73 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 30.1 33.0 43.8 22.5 29.3 31.8 43.1
Old : 23.6 30.1 33.0 43.8 22.5 29.3 31.8 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, April 5, 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 : 2,682,037: 378,362 370,868 38,875 2,021,601 1,916,601 2,438,838 2,326,344: 243,199 355,693
Old : 2,682,037: 378,362 370,868 38,875 2,021,601 1,916,601 2,438,838 2,326,344: 243,199 355,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 26,326: 22,079 -4,926 8,206 -26,319 11,259 3,966 14,539: 22,360 11,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 13.8 1.4 75.4 71.5 90.9 86.7: 9.1 13.3
Old : 100.0: 14.1 13.8 1.4 75.4 71.5 90.9 86.7: 9.1 13.3
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 : 507: 100 106 35 185 198 301 323:
Old : 507: 100 106 35 185 198 301 323:
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 : 22.4 12.1 32.4 20.3 19.1 12.1 28.1 19.8
Old : 22.4 12.1 32.4 20.3 19.1 12.1 28.1 19.8
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, April 5, 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 : 112,251: 15,215 8,577 0 87,680 100,981 102,895 109,558: 9,356 2,693
Old : 112,251: 15,215 8,577 0 87,680 100,981 102,895 109,558: 9,356 2,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 1,994: 715 855 0 857 1,088 1,572 1,943: 422 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.6 0.0 78.1 90.0 91.7 97.6: 8.3 2.4
Old : 100.0: 13.6 7.6 0.0 78.1 90.0 91.7 97.6: 8.3 2.4
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 : 100: 13 8 0 52 40 65 48:
Old : 100: 13 8 0 52 40 65 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 : 41.1 42.3 55.7 57.8 39.4 42.3 53.8 57.8
Old : 41.1 42.3 55.7 57.8 39.4 42.3 53.8 57.8
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, April 5, 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 : 90,141: 25,099 9,541 7,384 48,093 69,483 80,576 86,407: 9,565 3,734
Old : 90,141: 25,099 9,541 7,384 48,093 69,483 80,576 86,407: 9,565 3,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 15,998: 5,764 -423 4,026 5,576 13,474 15,366 17,076: 632 -1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 10.6 8.2 53.4 77.1 89.4 95.9: 10.6 4.1
Old : 100.0: 27.8 10.6 8.2 53.4 77.1 89.4 95.9: 10.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 63 37 14 80 86 147 133:
Old : 237: 63 37 14 80 86 147 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 26.2 38.9 42.5 22.3 25.7 32.6 39.1
Old : 25.8 26.2 38.9 42.5 22.3 25.7 32.6 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, April 5, 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 : 17,942: 6,977 611 0 7,221 16,123 14,198 16,734: 3,744 1,208
Old : 17,942: 6,977 611 0 7,221 16,123 14,198 16,734: 3,744 1,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 6,747: 3,926 -513 0 2,914 7,769 6,840 7,256: -93 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 3.4 0.0 40.2 89.9 79.1 93.3: 20.9 6.7
Old : 100.0: 38.9 3.4 0.0 40.2 89.9 79.1 93.3: 20.9 6.7
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 : 27: 3 2 0 10 13 13 15:
Old : 27: 3 2 0 10 13 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 58.9 72.5 79.5 55.7 58.9 72.5 79.5
Old : 55.7 58.9 72.5 79.5 55.7 58.9 72.5 79.5
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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 360,997: 123,997 78,036 3,531 204,362 266,800 331,890 348,367: 29,107 12,630
Old : 360,997: 123,997 78,036 3,531 204,362 266,800 331,890 348,367: 29,107 12,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 46,255: 29,459 20,716 -138 13,311 28,524 42,632 49,102: 3,623 -2,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 21.6 1.0 56.6 73.9 91.9 96.5: 8.1 3.5
Old : 100.0: 34.3 21.6 1.0 56.6 73.9 91.9 96.5: 8.1 3.5
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 : 234: 60 39 11 74 82 138 128:
Old : 234: 60 39 11 74 82 138 128:
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 : 28.2 28.1 42.7 43.9 26.9 28.1 41.2 43.9
Old : 28.2 28.1 42.7 43.9 26.9 28.1 41.2 43.9
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, April 5, 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 : 146,108: 99,390 8,452 6 12,397 122,422 111,793 130,880: 34,315 15,228
Old : 146,108: 99,390 8,452 6 12,397 122,422 111,793 130,880: 34,315 15,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 7,470: 7,599 2,226 -14 -591 4,990 6,994 7,202: 476 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 5.8 0.0 8.5 83.8 76.5 89.6: 23.5 10.4
Old : 100.0: 68.0 5.8 0.0 8.5 83.8 76.5 89.6: 23.5 10.4
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 : 79: 40 14 2 9 20 49 36:
Old : 79: 40 14 2 9 20 49 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 57.6 50.3 74.2 33.8 57.6 50.3 74.0
Old : 33.8 57.6 50.3 74.2 33.8 57.6 50.3 74.0
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, April 5, 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 : 57,183: 21,520 8,140 12 28,322 30,781 49,854 38,933: 7,329 18,250
Old : 57,183: 21,520 8,140 12 28,322 30,781 49,854 38,933: 7,329 18,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 458: 1,325 2,221 0 -604 -1,925 721 296: -263 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 14.2 0.0 49.5 53.8 87.2 68.1: 12.8 31.9
Old : 100.0: 37.6 14.2 0.0 49.5 53.8 87.2 68.1: 12.8 31.9
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 : 70: 20 13 1 20 22 40 36:
Old : 70: 20 13 1 20 22 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 36.9 58.8 46.6 35.8 26.6 48.8 35.6
Old : 41.8 36.9 58.8 46.6 35.8 26.6 48.8 35.6
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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 64,219: 11,647 17,241 1,229 44,945 40,071 57,821 58,541: 6,398 5,678
Old : 64,219: 11,647 17,241 1,229 44,945 40,071 57,821 58,541: 6,398 5,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -2,659: 2,118 -1,485 477 4,226 -1,643 6,821 -2,651: -9,480 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 26.8 1.9 70.0 62.4 90.0 91.2: 10.0 8.8
Old : 100.0: 18.1 26.8 1.9 70.0 62.4 90.0 91.2: 10.0 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 20 14 5 26 24 50 39:
Old : 77: 20 14 5 26 24 50 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 : 31.5 36.7 46.6 55.9 24.4 31.4 35.1 45.3
Old : 31.5 36.7 46.6 55.9 24.4 31.4 35.1 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, April 5, 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 : 31,640: 3,425 1,913 280 23,530 27,596 27,235 29,789: 4,405 1,851
Old : 31,640: 3,425 1,913 280 23,530 27,596 27,235 29,789: 4,405 1,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -201: 798 -278 -30 -1,086 135 -318 -173: 117 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 6.0 0.9 74.4 87.2 86.1 94.1: 13.9 5.9
Old : 100.0: 10.8 6.0 0.9 74.4 87.2 86.1 94.1: 13.9 5.9
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 : 48: 5 5 1 22 24 27 30:
Old : 48: 5 5 1 22 24 27 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 : 46.4 43.6 60.9 65.5 40.2 39.7 50.8 56.6
Old : 46.4 43.6 60.9 65.5 40.2 39.7 50.8 56.6
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, April 5, 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 : 38,042: 12,047 2,626 94 19,240 32,193 31,381 34,913: 6,661 3,129
Old : 38,042: 12,047 2,626 94 19,240 32,193 31,381 34,913: 6,661 3,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 2,506: 1,394 168 -29 267 1,541 1,632 1,680: 874 826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 6.9 0.2 50.6 84.6 82.5 91.8: 17.5 8.2
Old : 100.0: 31.7 6.9 0.2 50.6 84.6 82.5 91.8: 17.5 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 : 62: 17 8 3 24 20 42 30:
Old : 62: 17 8 3 24 20 42 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 : 36.1 53.6 49.7 71.6 35.0 51.3 48.6 69.3
Old : 36.1 53.6 49.7 71.6 35.0 51.3 48.6 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, April 5, 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 : 13,417: 6,888 2,807 12 4,523 10,267 11,423 13,086: 1,994 331
Old : 13,417: 6,888 2,807 12 4,523 10,267 11,423 13,086: 1,994 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 45: 2,860 18 0 -2,017 49 843 67: -798 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 20.9 0.1 33.7 76.5 85.1 97.5: 14.9 2.5
Old : 100.0: 51.3 20.9 0.1 33.7 76.5 85.1 97.5: 14.9 2.5
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 : 22: 12 3 1 7 3 20 6:
Old : 22: 12 3 1 7 3 20 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 : 47.4 97.5 64.9 97.5 47.4 97.4 64.9 97.4
Old : 47.4 97.5 64.9 97.5 47.4 97.4 64.9 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2011