BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, April 26, 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 : 3,176: 386 1,232 4 2,060 1,559 2,450 2,795: 726 381
Old : 3,176: 386 1,232 4 2,060 1,559 2,450 2,795: 726 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 65: 4 21 -1 20 58 23 78: 42 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 38.8 0.1 64.9 49.1 77.1 88.0: 22.9 12.0
Old : 100.0: 12.2 38.8 0.1 64.9 49.1 77.1 88.0: 22.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 4 2 11 12 15 16:
Old : 22: 2 4 2 11 12 15 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 : 52.3 52.3 69.8 69.2 51.1 52.0 67.9 67.3
Old : 52.3 52.3 69.8 69.2 51.1 52.0 67.9 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, April 26, 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 : 35,679: 4,901 4,502 719 25,865 25,921 31,485 31,142: 4,194 4,537
Old : 35,679: 4,901 4,502 719 25,865 25,921 31,485 31,142: 4,194 4,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 357: 152 -127 -42 275 304 385 135: -28 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 12.6 2.0 72.5 72.7 88.2 87.3: 11.8 12.7
Old : 100.0: 13.7 12.6 2.0 72.5 72.7 88.2 87.3: 11.8 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 : 80: 17 12 16 35 34 60 55:
Old : 80: 17 12 16 35 34 60 55:
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 46.3 58.5 60.0 48.6 43.6 57.2 57.0
Old : 48.6 46.3 58.5 60.0 48.6 43.6 57.2 57.0
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 26, 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 : 226,634: 61,149 24,779 45,411 94,866 123,072 201,426 193,262: 25,208 33,372
Old : 186,836: 53,402 34,442 27,417 87,331 98,121 168,150 159,980: 18,686 26,856
Other: 39,798: 21,933 4,523 3,808 7,535 24,951 33,276 33,282: 6,522 6,516
: : :
: : Changes in Commitments from: April 19, 2011 :
: -5,763: -2,690 241 -3,710 2,526 -3,087 -3,874 -6,556: -1,889 793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 10.9 20.0 41.9 54.3 88.9 85.3: 11.1 14.7
Old : 100.0: 28.6 18.4 14.7 46.7 52.5 90.0 85.6: 10.0 14.4
Other: 100.0: 55.1 11.4 9.6 18.9 62.7 83.6 83.6: 16.4 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 103 46 99 50 69 199 187:
Old : 248: 87 68 89 39 64 181 179:
Other: 119: 43 10 17 29 52 81 75:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 27.2 33.5 34.8 20.8 26.7 33.3 33.3
Old : 23.4 28.4 37.0 36.4 23.4 28.3 36.9 35.5
Other: 32.7 30.1 49.5 43.9 32.7 27.1 46.6 39.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, April 26, 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 : 364,340: 124,208 54,726 55,618 160,788 185,137 340,614 295,481: 23,726 68,859
Old : 364,340: 124,208 54,726 55,618 160,788 185,137 340,614 295,481: 23,726 68,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -12,555: -2,944 3,114 -5,004 -43 -6,451 -7,991 -8,341: -4,564 -4,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 15.0 15.3 44.1 50.8 93.5 81.1: 6.5 18.9
Old : 100.0: 34.1 15.0 15.3 44.1 50.8 93.5 81.1: 6.5 18.9
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 : 424: 126 90 114 79 181 277 326:
Old : 424: 126 90 114 79 181 277 326:
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 : 23.1 14.1 35.2 21.3 22.8 13.8 35.0 20.4
Old : 23.1 14.1 35.2 21.3 22.8 13.8 35.0 20.4
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 26, 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 : 9,335: 3,998 3,686 282 3,085 3,377 7,365 7,345: 1,970 1,990
Old : 9,335: 3,998 3,686 282 3,085 3,377 7,365 7,345: 1,970 1,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -373: 91 272 -129 -226 -305 -264 -162: -109 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 39.5 3.0 33.0 36.2 78.9 78.7: 21.1 21.3
Old : 100.0: 42.8 39.5 3.0 33.0 36.2 78.9 78.7: 21.1 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 28 36 9 14 18 47 58:
Old : 87: 28 36 9 14 18 47 58:
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 : 39.9 28.3 54.0 42.4 39.9 28.3 54.0 42.4
Old : 39.9 28.3 54.0 42.4 39.9 28.3 54.0 42.4
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 26, 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 : 40,870: 19,970 5,162 3,403 11,352 10,735 34,725 19,300: 6,145 21,570
Old : 40,870: 19,970 5,162 3,403 11,352 10,735 34,725 19,300: 6,145 21,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -935: -89 -325 -316 -135 -547 -540 -1,188: -395 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 12.6 8.3 27.8 26.3 85.0 47.2: 15.0 52.8
Old : 100.0: 48.9 12.6 8.3 27.8 26.3 85.0 47.2: 15.0 52.8
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 : 160: 43 31 33 38 66 99 116:
Old : 160: 43 31 33 38 66 99 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 10.6 32.6 16.1 19.1 8.5 32.3 12.9
Old : 19.3 10.6 32.6 16.1 19.1 8.5 32.3 12.9
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 26, 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 : 83,257: 8,705 0 0 73,968 83,045 82,673 83,045: 584 212
Old : 83,257: 8,705 0 0 73,968 83,045 82,673 83,045: 584 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -3,407: -6,488 0 0 3,317 -3,499 -3,171 -3,499: -236 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 0.0 88.8 99.7 99.3 99.7: 0.7 0.3
Old : 100.0: 10.5 0.0 0.0 88.8 99.7 99.3 99.7: 0.7 0.3
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 : 24: 8 0 0 15 15 23 15:
Old : 24: 8 0 0 15 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 : 77.8 64.7 89.0 88.6 47.7 36.7 52.2 49.0
Old : 77.8 64.7 89.0 88.6 47.7 36.7 52.2 49.0
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 26, 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 : 138,939: 61,493 2,430 2 24,838 122,485 86,333 124,917: 52,606 14,022
Old : 138,939: 61,493 2,430 2 24,838 122,485 86,333 124,917: 52,606 14,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -3,022: -5,996 -24 0 1,358 -560 -4,638 -584: 1,616 -2,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 1.7 0.0 17.9 88.2 62.1 89.9: 37.9 10.1
Old : 100.0: 44.3 1.7 0.0 17.9 88.2 62.1 89.9: 37.9 10.1
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 : 87: 46 6 1 20 24 66 31:
Old : 87: 46 6 1 20 24 66 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 : 19.0 58.9 28.0 74.5 18.8 56.3 27.1 71.9
Old : 19.0 58.9 28.0 74.5 18.8 56.3 27.1 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, April 26, 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 : 71,635: 27,549 9,708 2 15,417 51,160 42,968 60,870: 28,667 10,765
Old : 71,635: 27,549 9,708 2 15,417 51,160 42,968 60,870: 28,667 10,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 2,354: 278 -189 1 3,105 1,814 3,384 1,626: -1,030 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 13.6 0.0 21.5 71.4 60.0 85.0: 40.0 15.0
Old : 100.0: 38.5 13.6 0.0 21.5 71.4 60.0 85.0: 40.0 15.0
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 : 45: 18 11 1 8 12 26 24:
Old : 45: 18 11 1 8 12 26 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 : 31.6 60.4 44.9 76.2 29.9 60.4 41.6 74.7
Old : 31.6 60.4 44.9 76.2 29.9 60.4 41.6 74.7
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 26, 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 : 170,977: 138,516 6,710 138 23,592 162,240 162,246 169,088: 8,731 1,889
Old : 170,977: 138,516 6,710 138 23,592 162,240 162,246 169,088: 8,731 1,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -3,322: -4,296 -1,973 1 972 -794 -3,323 -2,766: 1 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 3.9 0.1 13.8 94.9 94.9 98.9: 5.1 1.1
Old : 100.0: 81.0 3.9 0.1 13.8 94.9 94.9 98.9: 5.1 1.1
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 : 130: 77 17 1 15 24 93 41:
Old : 130: 77 17 1 15 24 93 41:
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 : 46.1 65.2 59.9 79.3 46.1 65.0 59.9 79.1
Old : 46.1 65.2 59.9 79.3 46.1 65.0 59.9 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, April 26, 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 : 118,486: 56,867 23,284 46 23,115 79,277 80,028 102,607: 38,458 15,879
Old : 118,486: 56,867 23,284 46 23,115 79,277 80,028 102,607: 38,458 15,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 9,678: 6,295 2,887 -17 -757 9,145 5,521 12,015: 4,157 -2,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 19.7 0.0 19.5 66.9 67.5 86.6: 32.5 13.4
Old : 100.0: 48.0 19.7 0.0 19.5 66.9 67.5 86.6: 32.5 13.4
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 : 105: 41 22 2 20 33 61 57:
Old : 105: 41 22 2 20 33 61 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 : 23.2 35.5 35.9 50.7 23.2 34.2 35.6 49.3
Old : 23.2 35.5 35.9 50.7 23.2 34.2 35.6 49.3
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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 114,134: 14,063 51,060 144 76,538 22,612 90,745 73,816: 23,389 40,318
Old : 114,134: 14,063 51,060 144 76,538 22,612 90,745 73,816: 23,389 40,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -13,704: 1,128 -14,858 56 -19,497 827 -18,313 -13,975: 4,609 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 44.7 0.1 67.1 19.8 79.5 64.7: 20.5 35.3
Old : 100.0: 12.3 44.7 0.1 67.1 19.8 79.5 64.7: 20.5 35.3
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 : 95: 15 42 4 26 21 45 63:
Old : 95: 15 42 4 26 21 45 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 : 37.1 21.0 50.8 33.1 36.9 21.0 48.6 33.0
Old : 37.1 21.0 50.8 33.1 36.9 21.0 48.6 33.0
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 26, 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 : 249,000: 105,683 37,404 2,237 72,619 161,952 180,539 201,593: 68,461 47,407
Old : 249,000: 105,683 37,404 2,237 72,619 161,952 180,539 201,593: 68,461 47,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 4,994: 2,997 -3,087 348 -2,357 6,248 988 3,509: 4,006 1,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 15.0 0.9 29.2 65.0 72.5 81.0: 27.5 19.0
Old : 100.0: 42.4 15.0 0.9 29.2 65.0 72.5 81.0: 27.5 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 : 168: 60 38 15 39 46 104 95:
Old : 168: 60 38 15 39 46 104 95:
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 35.3 34.1 48.6 22.7 35.1 33.9 48.4
Old : 22.7 35.3 34.1 48.6 22.7 35.1 33.9 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, April 26, 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 : 27,220: 19,205 7,748 213 3,523 18,088 22,941 26,049: 4,279 1,171
Old : 27,220: 19,205 7,748 213 3,523 18,088 22,941 26,049: 4,279 1,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 1,431: 1,483 -635 0 -143 2,102 1,340 1,467: 91 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 28.5 0.8 12.9 66.5 84.3 95.7: 15.7 4.3
Old : 100.0: 70.6 28.5 0.8 12.9 66.5 84.3 95.7: 15.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 18 8 1 3 19 21 28:
Old : 47: 18 8 1 3 19 21 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 : 51.6 49.7 70.3 74.5 51.6 49.7 70.3 74.5
Old : 51.6 49.7 70.3 74.5 51.6 49.7 70.3 74.5
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 26, 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 : 9,773,496: 1,192,314 658,793 977,863 6,682,116 7,087,632 8,852,293 8,724,288: 921,203 1,049,208
Old : 9,773,496: 1,192,314 658,793 977,863 6,682,116 7,087,632 8,852,293 8,724,288: 921,203 1,049,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 272,326: 144,952 -12,259 85,665 13,337 179,937 243,954 253,343: 28,372 18,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 6.7 10.0 68.4 72.5 90.6 89.3: 9.4 10.7
Old : 100.0: 12.2 6.7 10.0 68.4 72.5 90.6 89.3: 9.4 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 : 281: 57 53 86 142 149 258 242:
Old : 281: 57 53 86 142 149 258 242:
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 : 42.1 27.9 52.1 41.0 40.2 23.2 46.3 34.1
Old : 42.1 27.9 52.1 41.0 40.2 23.2 46.3 34.1
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 26, 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 : 872,221: 83,074 95,228 18,493 605,934 636,890 707,501 750,611: 164,720 121,609
Old : 872,221: 83,074 95,228 18,493 605,934 636,890 707,501 750,611: 164,720 121,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 12,292: 10,179 -11,421 -3,360 5,691 33,749 12,509 18,967: -217 -6,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 10.9 2.1 69.5 73.0 81.1 86.1: 18.9 13.9
Old : 100.0: 9.5 10.9 2.1 69.5 73.0 81.1 86.1: 18.9 13.9
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 : 536: 106 97 47 220 223 347 347:
Old : 536: 106 97 47 220 223 347 347:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 16.2 26.7 23.6 14.8 15.6 21.2 22.5
Old : 18.7 16.2 26.7 23.6 14.8 15.6 21.2 22.5
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 26, 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 : 323,070: 15,925 26,824 824 188,533 252,780 205,282 280,428: 117,788 42,642
Old : 323,070: 15,925 26,824 824 188,533 252,780 205,282 280,428: 117,788 42,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 4,835: 2,611 -9,335 -167 3,493 18,037 5,937 8,535: -1,102 -3,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 8.3 0.3 58.4 78.2 63.5 86.8: 36.5 13.2
Old : 100.0: 4.9 8.3 0.3 58.4 78.2 63.5 86.8: 36.5 13.2
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 : 120: 12 20 5 56 54 71 76:
Old : 120: 12 20 5 56 54 71 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 31.2 31.0 45.6 21.4 29.8 29.9 44.2
Old : 22.5 31.2 31.0 45.6 21.4 29.8 29.9 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, April 26, 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 : 2,745,754: 385,750 392,028 38,340 2,087,003 1,920,549 2,511,093 2,350,917: 234,661 394,837
Old : 2,745,754: 385,750 392,028 38,340 2,087,003 1,920,549 2,511,093 2,350,917: 234,661 394,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 37,286: 10,121 -38,149 11,750 10,991 78,560 32,862 52,161: 4,424 -14,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.3 1.4 76.0 69.9 91.5 85.6: 8.5 14.4
Old : 100.0: 14.0 14.3 1.4 76.0 69.9 91.5 85.6: 8.5 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 504: 103 94 34 190 203 307 317:
Old : 504: 103 94 34 190 203 307 317:
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 : 22.1 12.7 32.0 20.4 17.8 11.6 26.4 18.6
Old : 22.1 12.7 32.0 20.4 17.8 11.6 26.4 18.6
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 26, 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 : 124,802: 16,774 10,554 105 98,367 111,316 115,246 121,975: 9,556 2,827
Old : 124,802: 16,774 10,554 105 98,367 111,316 115,246 121,975: 9,556 2,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 8,039: 6,542 3,012 -601 2,445 5,639 8,386 8,050: -347 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.5 0.1 78.8 89.2 92.3 97.7: 7.7 2.3
Old : 100.0: 13.4 8.5 0.1 78.8 89.2 92.3 97.7: 7.7 2.3
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 : 103: 17 6 1 53 41 70 48:
Old : 103: 17 6 1 53 41 70 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 38.1 52.4 54.4 33.5 38.1 46.9 54.0
Old : 38.1 38.1 52.4 54.4 33.5 38.1 46.9 54.0
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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 91,470: 25,249 9,828 4,715 52,376 72,523 82,340 87,066: 9,130 4,404
Old : 91,470: 25,249 9,828 4,715 52,376 72,523 82,340 87,066: 9,130 4,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 13,930: 7,897 657 2,876 2,957 10,600 13,729 14,133: 201 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 10.7 5.2 57.3 79.3 90.0 95.2: 10.0 4.8
Old : 100.0: 27.6 10.7 5.2 57.3 79.3 90.0 95.2: 10.0 4.8
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 : 249: 78 37 14 78 88 162 134:
Old : 249: 78 37 14 78 88 162 134:
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 : 21.2 24.7 33.4 38.3 20.5 23.2 29.8 35.0
Old : 21.2 24.7 33.4 38.3 20.5 23.2 29.8 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, April 26, 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 : 18,384: 4,103 1,379 0 10,404 16,107 14,507 17,486: 3,877 898
Old : 18,384: 4,103 1,379 0 10,404 16,107 14,507 17,486: 3,877 898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 4,009: 2,371 3 0 1,670 4,154 4,041 4,157: -32 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 7.5 0.0 56.6 87.6 78.9 95.1: 21.1 4.9
Old : 100.0: 22.3 7.5 0.0 56.6 87.6 78.9 95.1: 21.1 4.9
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 : 28: 4 2 0 12 13 16 15:
Old : 28: 4 2 0 12 13 16 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 : 44.5 52.2 64.5 81.8 44.5 52.2 64.5 81.8
Old : 44.5 52.2 64.5 81.8 44.5 52.2 64.5 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, April 26, 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 : 365,429: 124,361 60,874 4,944 209,859 282,082 339,164 347,900: 26,265 17,529
Old : 365,429: 124,361 60,874 4,944 209,859 282,082 339,164 347,900: 26,265 17,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 49,603: 40,508 16,151 1,499 6,433 32,231 48,440 49,881: 1,163 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 16.7 1.4 57.4 77.2 92.8 95.2: 7.2 4.8
Old : 100.0: 34.0 16.7 1.4 57.4 77.2 92.8 95.2: 7.2 4.8
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 : 245: 77 37 12 71 85 151 131:
Old : 245: 77 37 12 71 85 151 131:
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 : 25.1 25.2 38.9 40.8 24.8 25.2 37.2 40.8
Old : 25.1 25.2 38.9 40.8 24.8 25.2 37.2 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, April 26, 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 : 143,468: 88,675 7,808 1 18,141 117,274 106,817 125,083: 36,651 18,385
Old : 143,468: 88,675 7,808 1 18,141 117,274 106,817 125,083: 36,651 18,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -264: -2,914 1,180 -1 940 -2,025 -1,975 -846: 1,711 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 5.4 0.0 12.6 81.7 74.5 87.2: 25.5 12.8
Old : 100.0: 61.8 5.4 0.0 12.6 81.7 74.5 87.2: 25.5 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 38 10 1 13 20 51 31:
Old : 76: 38 10 1 13 20 51 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 : 34.8 54.7 49.3 71.6 34.8 54.7 49.3 71.3
Old : 34.8 54.7 49.3 71.6 34.8 54.7 49.3 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, April 26, 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 : 55,806: 19,907 8,264 1,240 27,678 29,205 48,825 38,709: 6,981 17,097
Old : 55,806: 19,907 8,264 1,240 27,678 29,205 48,825 38,709: 6,981 17,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -9: -1,975 -202 1,240 472 -699 -263 339: 254 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 14.8 2.2 49.6 52.3 87.5 69.4: 12.5 30.6
Old : 100.0: 35.7 14.8 2.2 49.6 52.3 87.5 69.4: 12.5 30.6
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 : 69: 21 13 2 22 17 44 31:
Old : 69: 21 13 2 22 17 44 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 : 38.0 37.2 57.2 47.3 29.3 27.1 43.1 35.9
Old : 38.0 37.2 57.2 47.3 29.3 27.1 43.1 35.9
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 26, 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 : 64,230: 11,723 17,524 1,102 43,672 39,463 56,497 58,089: 7,733 6,141
Old : 64,230: 11,723 17,524 1,102 43,672 39,463 56,497 58,089: 7,733 6,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 3,159: 26 -621 499 2,129 2,723 2,654 2,601: 505 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 27.3 1.7 68.0 61.4 88.0 90.4: 12.0 9.6
Old : 100.0: 18.3 27.3 1.7 68.0 61.4 88.0 90.4: 12.0 9.6
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 : 76: 18 14 4 25 24 46 39:
Old : 76: 18 14 4 25 24 46 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 : 34.9 33.2 47.9 54.8 27.8 27.8 38.9 46.4
Old : 34.9 33.2 47.9 54.8 27.8 27.8 38.9 46.4
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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 34,421: 4,455 3,221 280 25,401 28,312 30,136 31,813: 4,285 2,608
Old : 34,421: 4,455 3,221 280 25,401 28,312 30,136 31,813: 4,285 2,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 1,613: 737 1,598 -25 984 -685 1,696 888: -83 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.4 0.8 73.8 82.3 87.6 92.4: 12.4 7.6
Old : 100.0: 12.9 9.4 0.8 73.8 82.3 87.6 92.4: 12.4 7.6
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 : 48: 5 4 1 23 24 28 29:
Old : 48: 5 4 1 23 24 28 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 : 46.2 41.5 61.6 64.2 41.0 37.1 53.3 55.3
Old : 46.2 41.5 61.6 64.2 41.0 37.1 53.3 55.3
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 26, 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 : 41,006: 13,291 2,872 17 20,582 34,869 33,890 37,758: 7,116 3,248
Old : 41,006: 13,291 2,872 17 20,582 34,869 33,890 37,758: 7,116 3,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -810: -143 -812 -17 -1,923 -261 -2,083 -1,090: 1,273 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 7.0 0.0 50.2 85.0 82.6 92.1: 17.4 7.9
Old : 100.0: 32.4 7.0 0.0 50.2 85.0 82.6 92.1: 17.4 7.9
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 : 63: 19 8 1 25 19 44 28:
Old : 63: 19 8 1 25 19 44 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 : 34.4 55.7 49.8 73.6 32.1 53.5 47.4 71.0
Old : 34.4 55.7 49.8 73.6 32.1 53.5 47.4 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2011