BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, April 19, 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 : 3,111: 382 1,211 5 2,040 1,501 2,427 2,717: 684 394
Old : 3,111: 382 1,211 5 2,040 1,501 2,427 2,717: 684 394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 138: 14 50 4 90 101 108 155: 30 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 38.9 0.2 65.6 48.2 78.0 87.3: 22.0 12.7
Old : 100.0: 12.3 38.9 0.2 65.6 48.2 78.0 87.3: 22.0 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 4 2 9 12 13 16:
Old : 22: 2 4 2 9 12 13 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 : 52.5 52.9 70.8 68.7 51.5 52.6 68.5 67.7
Old : 52.5 52.9 70.8 68.7 51.5 52.6 68.5 67.7
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 19, 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 : 35,322: 4,749 4,629 761 25,590 25,617 31,100 31,007: 4,222 4,315
Old : 35,322: 4,749 4,629 761 25,590 25,617 31,100 31,007: 4,222 4,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 703: 103 412 -24 606 553 685 941: 18 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 13.1 2.2 72.4 72.5 88.0 87.8: 12.0 12.2
Old : 100.0: 13.4 13.1 2.2 72.4 72.5 88.0 87.8: 12.0 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 19 14 15 35 34 60 57:
Old : 83: 19 14 15 35 34 60 57:
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 : 49.0 46.0 58.9 59.8 49.0 43.3 57.6 56.8
Old : 49.0 46.0 58.9 59.8 49.0 43.3 57.6 56.8
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 19, 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 : 232,397: 63,839 24,538 49,121 92,340 126,159 205,300 199,818: 27,097 32,579
Old : 195,018: 58,091 35,848 30,401 85,349 102,510 173,841 168,759: 21,177 26,259
Other: 37,379: 21,062 4,004 3,406 6,991 23,649 31,459 31,059: 5,920 6,320
: : :
: : Changes in Commitments from: April 12, 2011 :
: -2,494: -2,533 -1,898 967 -1,194 -902 -2,760 -1,833: 266 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 10.6 21.1 39.7 54.3 88.3 86.0: 11.7 14.0
Old : 100.0: 29.8 18.4 15.6 43.8 52.6 89.1 86.5: 10.9 13.5
Other: 100.0: 56.3 10.7 9.1 18.7 63.3 84.2 83.1: 15.8 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 99 40 97 50 69 206 179:
Old : 249: 87 62 89 37 64 186 173:
Other: 121: 48 10 15 28 49 84 70:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 26.4 32.9 34.1 20.3 25.9 32.6 32.5
Old : 23.0 27.6 36.0 35.9 22.9 27.5 35.8 34.6
Other: 31.7 30.1 49.2 44.4 31.7 27.3 46.7 40.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, April 19, 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 : 376,895: 127,152 51,612 60,622 160,831 191,588 348,605 303,822: 28,290 73,073
Old : 376,895: 127,152 51,612 60,622 160,831 191,588 348,605 303,822: 28,290 73,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -11,160: -948 -937 -8,851 -737 -832 -10,536 -10,620: -624 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 13.7 16.1 42.7 50.8 92.5 80.6: 7.5 19.4
Old : 100.0: 33.7 13.7 16.1 42.7 50.8 92.5 80.6: 7.5 19.4
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 : 440: 135 89 121 83 185 293 337:
Old : 440: 135 89 121 83 185 293 337:
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 13.4 33.1 20.2 21.2 13.2 32.9 19.3
Old : 21.4 13.4 33.1 20.2 21.2 13.2 32.9 19.3
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, April 19, 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 : 9,708: 3,907 3,414 411 3,311 3,682 7,629 7,507: 2,079 2,201
Old : 9,708: 3,907 3,414 411 3,311 3,682 7,629 7,507: 2,079 2,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -259: -218 682 -249 122 -838 -345 -405: 86 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 35.2 4.2 34.1 37.9 78.6 77.3: 21.4 22.7
Old : 100.0: 40.2 35.2 4.2 34.1 37.9 78.6 77.3: 21.4 22.7
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 : 84: 25 34 9 17 19 47 57:
Old : 84: 25 34 9 17 19 47 57:
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 : 38.4 29.2 52.2 42.2 38.4 29.2 52.2 42.1
Old : 38.4 29.2 52.2 42.2 38.4 29.2 52.2 42.1
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 19, 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 : 41,805: 20,059 5,487 3,719 11,487 11,282 35,265 20,488: 6,540 21,317
Old : 41,805: 20,059 5,487 3,719 11,487 11,282 35,265 20,488: 6,540 21,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -1,086: -501 594 -383 -757 -570 -1,641 -359: 555 -727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 13.1 8.9 27.5 27.0 84.4 49.0: 15.6 51.0
Old : 100.0: 48.0 13.1 8.9 27.5 27.0 84.4 49.0: 15.6 51.0
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 : 166: 51 31 34 37 66 104 118:
Old : 166: 51 31 34 37 66 104 118:
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 10.7 32.5 16.1 18.8 9.6 32.2 13.9
Old : 19.2 10.7 32.5 16.1 18.8 9.6 32.2 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, April 19, 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 : 86,664: 15,193 0 0 70,651 86,544 85,844 86,544: 820 120
Old : 86,664: 15,193 0 0 70,651 86,544 85,844 86,544: 820 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 2,892: 3,003 0 0 95 3,301 3,098 3,301: -206 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 0.0 0.0 81.5 99.9 99.1 99.9: 0.9 0.1
Old : 100.0: 17.5 0.0 0.0 81.5 99.9 99.1 99.9: 0.9 0.1
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 0 14 15 23 15:
Old : 25: 9 0 0 14 15 23 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 : 77.4 65.7 89.4 89.0 49.7 40.3 55.8 53.5
Old : 77.4 65.7 89.4 89.0 49.7 40.3 55.8 53.5
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 19, 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 : 141,961: 67,489 2,454 2 23,480 123,045 90,971 125,501: 50,990 16,460
Old : 141,961: 67,489 2,454 2 23,480 123,045 90,971 125,501: 50,990 16,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -61: 1,135 -159 -74 656 -34 1,717 -267: -1,778 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 1.7 0.0 16.5 86.7 64.1 88.4: 35.9 11.6
Old : 100.0: 47.5 1.7 0.0 16.5 86.7 64.1 88.4: 35.9 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 47 5 1 18 22 65 28:
Old : 83: 47 5 1 18 22 65 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 : 19.6 58.6 29.2 73.9 19.5 56.0 28.6 71.2
Old : 19.6 58.6 29.2 73.9 19.5 56.0 28.6 71.2
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 19, 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 : 69,281: 27,271 9,897 1 12,312 49,346 39,584 59,244: 29,697 10,037
Old : 69,281: 27,271 9,897 1 12,312 49,346 39,584 59,244: 29,697 10,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 7,776: 4,999 2,282 -16 1,235 5,046 6,218 7,312: 1,558 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 14.3 0.0 17.8 71.2 57.1 85.5: 42.9 14.5
Old : 100.0: 39.4 14.3 0.0 17.8 71.2 57.1 85.5: 42.9 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 : 44: 19 9 1 9 12 28 22:
Old : 44: 19 9 1 9 12 28 22:
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 : 30.2 60.0 40.0 76.6 30.2 59.9 39.8 75.7
Old : 30.2 60.0 40.0 76.6 30.2 59.9 39.8 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, April 19, 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 : 174,299: 142,812 8,683 137 22,620 163,034 165,569 171,854: 8,730 2,445
Old : 174,299: 142,812 8,683 137 22,620 163,034 165,569 171,854: 8,730 2,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 7,680: 11,124 1,841 137 -4,054 5,373 7,207 7,351: 473 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 5.0 0.1 13.0 93.5 95.0 98.6: 5.0 1.4
Old : 100.0: 81.9 5.0 0.1 13.0 93.5 95.0 98.6: 5.0 1.4
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 : 130: 78 18 1 11 26 90 44:
Old : 130: 78 18 1 11 26 90 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 63.9 59.9 77.8 45.8 63.8 59.9 77.7
Old : 45.8 63.9 59.9 77.8 45.8 63.8 59.9 77.7
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 19, 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 : 108,808: 50,572 20,397 63 23,872 70,132 74,507 90,592: 34,301 18,216
Old : 108,808: 50,572 20,397 63 23,872 70,132 74,507 90,592: 34,301 18,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -11,508: -2,851 -6,355 39 -1,536 -4,168 -4,348 -10,484: -7,160 -1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 18.7 0.1 21.9 64.5 68.5 83.3: 31.5 16.7
Old : 100.0: 46.5 18.7 0.1 21.9 64.5 68.5 83.3: 31.5 16.7
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 : 99: 39 20 3 20 31 60 53:
Old : 99: 39 20 3 20 31 60 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 : 24.3 34.2 36.8 48.4 24.3 32.9 36.5 47.0
Old : 24.3 34.2 36.8 48.4 24.3 32.9 36.5 47.0
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 19, 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 : 127,838: 12,935 65,918 88 96,035 21,785 109,058 87,791: 18,780 40,047
Old : 127,838: 12,935 65,918 88 96,035 21,785 109,058 87,791: 18,780 40,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -2,246: -1,248 -1,142 -348 804 3,537 -792 2,047: -1,454 -4,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 51.6 0.1 75.1 17.0 85.3 68.7: 14.7 31.3
Old : 100.0: 10.1 51.6 0.1 75.1 17.0 85.3 68.7: 14.7 31.3
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: 15 42 3 28 21 45 64:
Old : 98: 15 42 3 28 21 45 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 26.6 54.7 38.4 36.9 26.5 52.8 38.3
Old : 37.3 26.6 54.7 38.4 36.9 26.5 52.8 38.3
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, April 19, 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 : 244,006: 102,686 40,491 1,889 74,976 155,704 179,551 198,084: 64,455 45,922
Old : 244,006: 102,686 40,491 1,889 74,976 155,704 179,551 198,084: 64,455 45,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 803: -2,739 51 189 5,922 3,936 3,372 4,176: -2,569 -3,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 16.6 0.8 30.7 63.8 73.6 81.2: 26.4 18.8
Old : 100.0: 42.1 16.6 0.8 30.7 63.8 73.6 81.2: 26.4 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 : 174: 59 43 14 39 46 103 98:
Old : 174: 59 43 14 39 46 103 98:
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 34.7 33.2 46.8 22.7 34.5 33.1 46.6
Old : 22.7 34.7 33.2 46.8 22.7 34.5 33.1 46.6
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 19, 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 : 37,402: 31,911 26,202 0 4,100 11,010 36,011 37,212: 1,391 190
Old : 37,402: 31,911 26,202 0 4,100 11,010 36,011 37,212: 1,391 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 6: 27 0 0 -68 -42 -41 -42: 47 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 70.1 0.0 11.0 29.4 96.3 99.5: 3.7 0.5
Old : 100.0: 85.3 70.1 0.0 11.0 29.4 96.3 99.5: 3.7 0.5
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 : 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 : 90.8 89.4 95.1 99.0 90.8 89.4 95.1 99.0
Old : 90.8 89.4 95.1 99.0 90.8 89.4 95.1 99.0
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 19, 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 : 25,789: 17,722 8,383 213 3,666 15,986 21,601 24,582: 4,188 1,207
Old : 25,789: 17,722 8,383 213 3,666 15,986 21,601 24,582: 4,188 1,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 4,646: 3,489 486 213 318 4,198 4,020 4,897: 626 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 32.5 0.8 14.2 62.0 83.8 95.3: 16.2 4.7
Old : 100.0: 68.7 32.5 0.8 14.2 62.0 83.8 95.3: 16.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 19 9 1 4 19 23 29:
Old : 50: 19 9 1 4 19 23 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 : 48.9 52.1 67.2 74.2 48.9 52.1 67.2 74.2
Old : 48.9 52.1 67.2 74.2 48.9 52.1 67.2 74.2
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 19, 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 : 9,501,170: 1,047,362 671,052 892,198 6,668,779 6,907,695 8,608,339 8,470,945: 892,831 1,030,225
Old : 9,501,170: 1,047,362 671,052 892,198 6,668,779 6,907,695 8,608,339 8,470,945: 892,831 1,030,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 111,346: 91,698 36,407 23,696 -8,572 72,120 106,822 132,223: 4,524 -20,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 7.1 9.4 70.2 72.7 90.6 89.2: 9.4 10.8
Old : 100.0: 11.0 7.1 9.4 70.2 72.7 90.6 89.2: 9.4 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 55 53 84 138 149 249 243:
Old : 279: 55 53 84 138 149 249 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 27.7 51.6 40.4 39.9 23.2 46.0 33.6
Old : 42.2 27.7 51.6 40.4 39.9 23.2 46.0 33.6
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, April 19, 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 : 859,929: 72,895 106,650 21,854 600,242 603,141 694,991 731,644: 164,937 128,284
Old : 859,929: 72,895 106,650 21,854 600,242 603,141 694,991 731,644: 164,937 128,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 16,756: -5,833 5,267 2,800 16,563 1,966 13,530 10,033: 3,226 6,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 12.4 2.5 69.8 70.1 80.8 85.1: 19.2 14.9
Old : 100.0: 8.5 12.4 2.5 69.8 70.1 80.8 85.1: 19.2 14.9
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 : 535: 97 111 47 214 221 336 355:
Old : 535: 97 111 47 214 221 336 355:
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 : 19.0 14.6 27.2 21.8 15.5 14.1 21.8 20.9
Old : 19.0 14.6 27.2 21.8 15.5 14.1 21.8 20.9
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 19, 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 : 318,235: 13,314 36,159 991 185,040 234,743 199,345 271,893: 118,890 46,342
Old : 318,235: 13,314 36,159 991 185,040 234,743 199,345 271,893: 118,890 46,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 14,131: 29 3,031 95 7,655 11,899 7,779 15,025: 6,352 -894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 11.4 0.3 58.1 73.8 62.6 85.4: 37.4 14.6
Old : 100.0: 4.2 11.4 0.3 58.1 73.8 62.6 85.4: 37.4 14.6
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 : 122: 13 22 6 54 55 71 79:
Old : 122: 13 22 6 54 55 71 79:
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 : 22.9 28.8 31.5 42.7 21.8 27.6 30.4 41.5
Old : 22.9 28.8 31.5 42.7 21.8 27.6 30.4 41.5
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 19, 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 : 2,708,468: 375,629 430,177 26,590 2,076,012 1,841,989 2,478,231 2,298,756: 230,237 409,712
Old : 2,708,468: 375,629 430,177 26,590 2,076,012 1,841,989 2,478,231 2,298,756: 230,237 409,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 13,123: -9,963 30,531 -5,823 44,540 -49,666 28,754 -24,958: -15,631 38,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.9 1.0 76.6 68.0 91.5 84.9: 8.5 15.1
Old : 100.0: 13.9 15.9 1.0 76.6 68.0 91.5 84.9: 8.5 15.1
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 : 500: 94 105 31 186 199 295 320:
Old : 500: 94 105 31 186 199 295 320:
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 : 22.5 11.7 32.8 19.6 18.9 11.1 27.5 18.2
Old : 22.5 11.7 32.8 19.6 18.9 11.1 27.5 18.2
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 19, 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 : 116,763: 10,232 7,542 706 95,922 105,677 106,860 113,925: 9,903 2,838
Old : 116,763: 10,232 7,542 706 95,922 105,677 106,860 113,925: 9,903 2,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 3,588: -2,900 -794 645 5,366 3,446 3,111 3,297: 477 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 6.5 0.6 82.2 90.5 91.5 97.6: 8.5 2.4
Old : 100.0: 8.8 6.5 0.6 82.2 90.5 91.5 97.6: 8.5 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 : 96: 12 6 1 50 40 62 47:
Old : 96: 12 6 1 50 40 62 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 37.8 55.6 55.4 35.0 37.8 49.6 55.0
Old : 40.3 37.8 55.6 55.4 35.0 37.8 49.6 55.0
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 19, 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 : 77,540: 17,352 9,170 1,839 49,419 61,923 68,611 72,933: 8,929 4,607
Old : 77,540: 17,352 9,170 1,839 49,419 61,923 68,611 72,933: 8,929 4,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -6,939: -4,033 -881 -4,170 1,317 -2,861 -6,886 -7,912: -54 973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 11.8 2.4 63.7 79.9 88.5 94.1: 11.5 5.9
Old : 100.0: 22.4 11.8 2.4 63.7 79.9 88.5 94.1: 11.5 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 : 237: 60 38 16 78 92 144 141:
Old : 237: 60 38 16 78 92 144 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 24.2 34.6 38.5 21.5 23.9 31.6 37.4
Old : 23.2 24.2 34.6 38.5 21.5 23.9 31.6 37.4
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 19, 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 : 14,375: 1,732 1,376 0 8,734 11,953 10,466 13,329: 3,909 1,046
Old : 14,375: 1,732 1,376 0 8,734 11,953 10,466 13,329: 3,909 1,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -2,883: -3,972 233 0 653 -3,036 -3,319 -2,803: 436 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 9.6 0.0 60.8 83.2 72.8 92.7: 27.2 7.3
Old : 100.0: 12.0 9.6 0.0 60.8 83.2 72.8 92.7: 27.2 7.3
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 : 28: 5 2 0 11 12 16 14:
Old : 28: 5 2 0 11 12 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 52.5 59.4 80.7 41.4 52.5 59.4 80.7
Old : 41.4 52.5 59.4 80.7 41.4 52.5 59.4 80.7
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 19, 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 : 315,826: 83,853 44,723 3,445 203,426 249,851 290,724 298,019: 25,102 17,807
Old : 315,826: 83,853 44,723 3,445 203,426 249,851 290,724 298,019: 25,102 17,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -20,282: -20,391 -25,656 -762 3,319 873 -17,834 -25,545: -2,448 5,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 14.2 1.1 64.4 79.1 92.1 94.4: 7.9 5.6
Old : 100.0: 26.6 14.2 1.1 64.4 79.1 92.1 94.4: 7.9 5.6
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 : 233: 58 39 12 73 88 134 136:
Old : 233: 58 39 12 73 88 134 136:
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 : 26.3 24.7 39.6 40.0 24.7 24.6 37.7 40.0
Old : 26.3 24.7 39.6 40.0 24.7 24.6 37.7 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, April 19, 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 : 143,732: 91,589 6,628 2 17,201 119,299 108,792 125,929: 34,940 17,803
Old : 143,732: 91,589 6,628 2 17,201 119,299 108,792 125,929: 34,940 17,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -5,301: -5,564 126 -60 1,258 -4,903 -4,366 -4,837: -935 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 4.6 0.0 12.0 83.0 75.7 87.6: 24.3 12.4
Old : 100.0: 63.7 4.6 0.0 12.0 83.0 75.7 87.6: 24.3 12.4
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 : 80: 41 12 1 12 20 53 33:
Old : 80: 41 12 1 12 20 53 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 57.1 45.7 73.3 32.9 57.0 45.7 73.1
Old : 32.9 57.1 45.7 73.3 32.9 57.0 45.7 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, April 19, 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 : 55,815: 21,882 8,466 0 27,206 29,904 49,088 38,370: 6,727 17,445
Old : 55,815: 21,882 8,466 0 27,206 29,904 49,088 38,370: 6,727 17,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 1,262: -1,369 1,018 -6 3,250 -67 1,875 945: -613 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 15.2 0.0 48.7 53.6 87.9 68.7: 12.1 31.3
Old : 100.0: 39.2 15.2 0.0 48.7 53.6 87.9 68.7: 12.1 31.3
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 : 68: 18 15 0 22 17 40 32:
Old : 68: 18 15 0 22 17 40 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 38.4 59.3 48.3 34.1 27.8 47.8 36.5
Old : 41.7 38.4 59.3 48.3 34.1 27.8 47.8 36.5
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 19, 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 : 61,071: 11,697 18,145 603 41,543 36,740 53,843 55,488: 7,228 5,583
Old : 61,071: 11,697 18,145 603 41,543 36,740 53,843 55,488: 7,228 5,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -331: 1,419 -516 -396 -1,242 4,296 -219 3,384: -112 -3,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 29.7 1.0 68.0 60.2 88.2 90.9: 11.8 9.1
Old : 100.0: 19.2 29.7 1.0 68.0 60.2 88.2 90.9: 11.8 9.1
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 : 74: 18 12 3 26 24 47 36:
Old : 74: 18 12 3 26 24 47 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 : 33.9 38.5 46.9 58.3 26.2 33.1 37.6 49.8
Old : 33.9 38.5 46.9 58.3 26.2 33.1 37.6 49.8
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 19, 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 : 32,808: 3,718 1,623 305 24,417 28,997 28,440 30,925: 4,368 1,883
Old : 32,808: 3,718 1,623 305 24,417 28,997 28,440 30,925: 4,368 1,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -79: -505 -488 25 614 772 134 309: -213 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 4.9 0.9 74.4 88.4 86.7 94.3: 13.3 5.7
Old : 100.0: 11.3 4.9 0.9 74.4 88.4 86.7 94.3: 13.3 5.7
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 : 49: 5 5 1 23 24 28 30:
Old : 49: 5 5 1 23 24 28 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 : 46.2 42.1 60.8 65.9 39.9 37.8 50.8 57.3
Old : 46.2 42.1 60.8 65.9 39.9 37.8 50.8 57.3
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 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 41,816: 13,434 3,684 34 22,505 35,130 35,973 38,848: 5,843 2,968
Old : 41,816: 13,434 3,684 34 22,505 35,130 35,973 38,848: 5,843 2,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 1,344: -146 350 -41 2,388 841 2,201 1,150: -857 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 8.8 0.1 53.8 84.0 86.0 92.9: 14.0 7.1
Old : 100.0: 32.1 8.8 0.1 53.8 84.0 86.0 92.9: 14.0 7.1
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 : 69: 19 9 1 27 21 46 31:
Old : 69: 19 9 1 27 21 46 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 52.8 51.3 70.3 33.5 50.6 49.0 68.1
Old : 35.8 52.8 51.3 70.3 33.5 50.6 49.0 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, April 19, 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 : 12,040: 5,606 691 12 4,315 10,768 9,933 11,471: 2,107 569
Old : 12,040: 5,606 691 12 4,315 10,768 9,933 11,471: 2,107 569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -1,800: -1,254 -2,118 -36 -513 456 -1,803 -1,698: 3 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 5.7 0.1 35.8 89.4 82.5 95.3: 17.5 4.7
Old : 100.0: 46.6 5.7 0.1 35.8 89.4 82.5 95.3: 17.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 3 1 5 3 16 6:
Old : 20: 10 3 1 5 3 16 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 : 51.2 94.1 67.9 95.3 51.2 94.1 67.9 95.2
Old : 51.2 94.1 67.9 95.3 51.2 94.1 67.9 95.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2011