BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 3,329: 228 587 2 2,260 1,908 2,490 2,497: 839 832
Old : 3,329: 228 587 2 2,260 1,908 2,490 2,497: 839 832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 194: 0 102 -2 119 78 117 178: 76 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 17.6 0.1 67.9 57.3 74.8 75.0: 25.2 25.0
Old : 100.0: 6.8 17.6 0.1 67.9 57.3 74.8 75.0: 25.2 25.0
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 1 1 14 13 17 14:
Old : 22: 2 1 1 14 13 17 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 : 38.9 54.4 57.5 69.1 37.4 46.7 55.2 61.1
Old : 38.9 54.4 57.5 69.1 37.4 46.7 55.2 61.1
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 62,518: 8,114 2,663 13,238 32,913 36,524 54,266 52,425: 8,252 10,093
Old : 62,518: 8,114 2,663 13,238 32,913 36,524 54,266 52,425: 8,252 10,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 1,246: 485 -280 98 1,173 1,281 1,757 1,100: -511 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 4.3 21.2 52.6 58.4 86.8 83.9: 13.2 16.1
Old : 100.0: 13.0 4.3 21.2 52.6 58.4 86.8 83.9: 13.2 16.1
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 : 96: 32 9 26 43 46 82 75:
Old : 96: 32 9 26 43 46 82 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 35.5 39.6 46.9 28.6 33.0 35.6 42.2
Old : 28.9 35.5 39.6 46.9 28.6 33.0 35.6 42.2
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 269,823: 75,692 17,026 68,877 98,076 143,699 242,645 229,601: 27,178 40,221
Old : 251,039: 71,775 22,176 60,198 95,620 131,887 227,593 214,262: 23,445 36,777
Other: 18,784: 9,297 230 3,299 2,456 11,811 15,052 15,340: 3,733 3,445
: : :
: : Changes in Commitments from: February 22, 2011 :
: -2,984: 1,481 -1,153 -1,443 -662 -119 -625 -2,715: -2,359 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 6.3 25.5 36.3 53.3 89.9 85.1: 10.1 14.9
Old : 100.0: 28.6 8.8 24.0 38.1 52.5 90.7 85.4: 9.3 14.6
Other: 100.0: 49.5 1.2 17.6 13.1 62.9 80.1 81.7: 19.9 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 118 59 122 64 73 248 211:
Old : 286: 110 66 119 60 71 241 208:
Other: 96: 33 5 20 25 41 67 62:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 24.4 28.0 32.9 17.3 23.6 27.5 30.7
Old : 18.7 24.3 29.4 33.3 18.6 23.5 28.9 31.6
Other: 26.3 32.2 38.4 45.4 26.3 30.5 37.3 42.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 442,164: 125,872 26,762 131,548 154,288 206,888 411,707 365,198: 30,456 76,966
Old : 442,164: 125,872 26,762 131,548 154,288 206,888 411,707 365,198: 30,456 76,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -244: -2,856 1,130 6,022 -1,458 -3,039 1,708 4,114: -1,952 -4,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 6.1 29.8 34.9 46.8 93.1 82.6: 6.9 17.4
Old : 100.0: 28.5 6.1 29.8 34.9 46.8 93.1 82.6: 6.9 17.4
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 : 457: 163 71 137 102 197 322 361:
Old : 457: 163 71 137 102 197 322 361:
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 : 16.9 15.8 27.0 22.7 16.6 13.8 26.4 18.0
Old : 16.9 15.8 27.0 22.7 16.6 13.8 26.4 18.0
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 with Delta-adjusted Options and Futures Combined, March 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,002: 4,501 1,539 975 2,896 5,852 8,372 8,366: 1,630 1,636
Old : 10,002: 4,501 1,539 975 2,896 5,852 8,372 8,366: 1,630 1,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -586: -247 251 -116 152 -979 -212 -844: -374 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 15.4 9.7 29.0 58.5 83.7 83.6: 16.3 16.4
Old : 100.0: 45.0 15.4 9.7 29.0 58.5 83.7 83.6: 16.3 16.4
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 : 84: 27 15 15 21 30 58 55:
Old : 84: 27 15 15 21 30 58 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 : 36.4 30.9 52.9 43.8 36.4 30.9 52.5 42.7
Old : 36.4 30.9 52.9 43.8 36.4 30.9 52.5 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 56,259: 20,778 2,770 11,838 15,665 15,206 48,281 29,815: 7,978 26,444
Old : 56,259: 20,778 2,770 11,838 15,665 15,206 48,281 29,815: 7,978 26,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -652: 481 374 -1,396 306 192 -609 -830: -43 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 4.9 21.0 27.8 27.0 85.8 53.0: 14.2 47.0
Old : 100.0: 36.9 4.9 21.0 27.8 27.0 85.8 53.0: 14.2 47.0
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 : 206: 59 36 50 59 81 150 143:
Old : 206: 59 36 50 59 81 150 143:
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 : 16.3 8.6 27.7 14.1 16.3 7.1 26.3 9.8
Old : 16.3 8.6 27.7 14.1 16.3 7.1 26.3 9.8
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 66,467: 16,238 0 3,772 45,291 61,710 65,301 65,482: 1,166 985
Old : 66,467: 16,238 0 3,772 45,291 61,710 65,301 65,482: 1,166 985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 987: 386 0 -10 -6 112 369 102: 618 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 0.0 5.7 68.1 92.8 98.2 98.5: 1.8 1.5
Old : 100.0: 24.4 0.0 5.7 68.1 92.8 98.2 98.5: 1.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 0 2 12 12 20 14:
Old : 21: 8 0 2 12 12 20 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 : 76.0 60.7 89.3 86.5 62.1 53.3 70.7 69.3
Old : 76.0 60.7 89.3 86.5 62.1 53.3 70.7 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 158,656: 77,644 5,856 3,416 21,637 126,238 102,697 135,511: 55,959 23,145
Old : 158,656: 77,644 5,856 3,416 21,637 126,238 102,697 135,511: 55,959 23,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 10,819: 5,419 1,485 824 1,141 4,685 7,383 6,994: 3,436 3,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 3.7 2.2 13.6 79.6 64.7 85.4: 35.3 14.6
Old : 100.0: 48.9 3.7 2.2 13.6 79.6 64.7 85.4: 35.3 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 : 86: 43 9 9 17 31 64 45:
Old : 86: 43 9 9 17 31 64 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 45.3 32.7 59.4 20.1 45.1 31.9 58.8
Old : 20.1 45.3 32.7 59.4 20.1 45.1 31.9 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 61,681: 29,509 10,775 1,603 3,288 36,232 34,400 48,611: 27,281 13,071
Old : 61,681: 29,509 10,775 1,603 3,288 36,232 34,400 48,611: 27,281 13,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 13,807: 10,841 5,309 88 -4,665 9,639 6,264 15,036: 7,542 -1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 17.5 2.6 5.3 58.7 55.8 78.8: 44.2 21.2
Old : 100.0: 47.8 17.5 2.6 5.3 58.7 55.8 78.8: 44.2 21.2
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 : 46: 18 7 6 7 21 27 32:
Old : 46: 18 7 6 7 21 27 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 : 26.6 40.6 38.1 54.9 26.6 40.6 38.1 54.4
Old : 26.6 40.6 38.1 54.9 26.6 40.6 38.1 54.4
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 134,821: 101,537 4,335 721 25,227 128,045 127,485 133,101: 7,336 1,720
Old : 134,821: 101,537 4,335 721 25,227 128,045 127,485 133,101: 7,336 1,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -15,034: -16,911 163 -28 2,809 -14,432 -14,130 -14,297: -904 -737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 3.2 0.5 18.7 95.0 94.6 98.7: 5.4 1.3
Old : 100.0: 75.3 3.2 0.5 18.7 95.0 94.6 98.7: 5.4 1.3
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 : 117: 68 12 4 16 23 87 37:
Old : 117: 68 12 4 16 23 87 37:
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 : 46.5 59.5 60.1 80.2 46.5 59.5 60.1 80.1
Old : 46.5 59.5 60.1 80.2 46.5 59.5 60.1 80.1
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 138,814: 51,335 26,286 7,292 44,031 81,565 102,658 115,144: 36,156 23,670
Old : 138,814: 51,335 26,286 7,292 44,031 81,565 102,658 115,144: 36,156 23,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 3,704: -731 9,648 201 1,658 -6,696 1,128 3,153: 2,576 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 18.9 5.3 31.7 58.8 74.0 82.9: 26.0 17.1
Old : 100.0: 37.0 18.9 5.3 31.7 58.8 74.0 82.9: 26.0 17.1
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 : 101: 33 27 18 26 34 70 68:
Old : 101: 33 27 18 26 34 70 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 32.4 39.6 47.3 28.5 31.9 38.8 44.2
Old : 28.5 32.4 39.6 47.3 28.5 31.9 38.8 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 151,756: 62,623 22,448 7,774 53,386 83,357 123,783 113,579: 27,973 38,176
Old : 151,756: 62,623 22,448 7,774 53,386 83,357 123,783 113,579: 27,973 38,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 14,654: 39,028 -29,579 779 -29,253 42,196 10,554 13,397: 4,100 1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 14.8 5.1 35.2 54.9 81.6 74.8: 18.4 25.2
Old : 100.0: 41.3 14.8 5.1 35.2 54.9 81.6 74.8: 18.4 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 34 42 23 31 34 80 84:
Old : 123: 34 42 23 31 34 80 84:
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 : 30.1 30.8 42.8 40.1 30.1 30.0 42.8 38.9
Old : 30.1 30.8 42.8 40.1 30.1 30.0 42.8 38.9
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 271,193: 80,406 26,649 42,386 80,867 143,464 203,659 212,498: 67,534 58,694
Old : 271,193: 80,406 26,649 42,386 80,867 143,464 203,659 212,498: 67,534 58,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 12,755: 4,527 355 3,090 225 8,112 7,841 11,557: 4,914 1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 9.8 15.6 29.8 52.9 75.1 78.4: 24.9 21.6
Old : 100.0: 29.6 9.8 15.6 29.8 52.9 75.1 78.4: 24.9 21.6
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 : 182: 61 51 66 46 53 139 138:
Old : 182: 61 51 66 46 53 139 138:
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 : 13.1 22.1 20.4 32.6 12.9 21.2 19.6 29.5
Old : 13.1 22.1 20.4 32.6 12.9 21.2 19.6 29.5
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 26,966: 15,326 7,915 142 8,738 17,260 24,206 25,317: 2,760 1,649
Old : 26,966: 15,326 7,915 142 8,738 17,260 24,206 25,317: 2,760 1,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -864: -649 41 0 272 -1,010 -377 -969: -487 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 29.4 0.5 32.4 64.0 89.8 93.9: 10.2 6.1
Old : 100.0: 56.8 29.4 0.5 32.4 64.0 89.8 93.9: 10.2 6.1
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 : 45: 14 10 1 12 12 26 23:
Old : 45: 14 10 1 12 12 26 23:
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 : 52.6 62.9 70.2 78.0 52.6 61.1 70.2 76.2
Old : 52.6 62.9 70.2 78.0 52.6 61.1 70.2 76.2
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 with Delta-adjusted Options and Futures Combined, March 1, 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 :14,915,557: 867,462 491,963 4,832,888 8,315,384 8,495,386 14,015,733 13,820,237: 899,824 1,095,321
Old :14,915,557: 867,462 491,963 4,832,888 8,315,384 8,495,386 14,015,733 13,820,237: 899,824 1,095,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 508,932: 33,756 102,151 -137,444 610,864 577,620 507,176 542,327: 1,756 -33,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 3.3 32.4 55.7 57.0 94.0 92.7: 6.0 7.3
Old : 100.0: 5.8 3.3 32.4 55.7 57.0 94.0 92.7: 6.0 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 : 301: 70 63 109 146 158 279 273:
Old : 301: 70 63 109 146 158 279 273:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 20.8 41.1 34.1 23.6 12.5 27.1 18.2
Old : 30.8 20.8 41.1 34.1 23.6 12.5 27.1 18.2
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 with Delta-adjusted Options and Futures Combined, March 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,089,709: 78,551 99,137 110,962 745,269 764,783 934,782 974,882: 154,928 114,827
Old : 1,089,709: 78,551 99,137 110,962 745,269 764,783 934,782 974,882: 154,928 114,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 43,845: -3,826 -4,497 15,748 13,094 29,147 25,017 40,398: 18,828 3,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 9.1 10.2 68.4 70.2 85.8 89.5: 14.2 10.5
Old : 100.0: 7.2 9.1 10.2 68.4 70.2 85.8 89.5: 14.2 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 589: 123 122 105 247 247 427 418:
Old : 589: 123 122 105 247 247 427 418:
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 : 16.9 15.4 24.1 23.5 12.4 10.5 17.3 16.5
Old : 16.9 15.4 24.1 23.5 12.4 10.5 17.3 16.5
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 446,488: 18,893 47,564 48,417 279,335 300,148 346,645 396,130: 99,843 50,358
Old : 446,488: 18,893 47,564 48,417 279,335 300,148 346,645 396,130: 99,843 50,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 26,198: 2,031 1,176 10,766 5,354 13,030 18,151 24,973: 8,046 1,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 10.7 10.8 62.6 67.2 77.6 88.7: 22.4 11.3
Old : 100.0: 4.2 10.7 10.8 62.6 67.2 77.6 88.7: 22.4 11.3
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 : 145: 25 24 33 75 68 116 109:
Old : 145: 25 24 33 75 68 116 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 17.8 29.3 31.4 18.3 17.7 25.7 30.0
Old : 20.6 17.8 29.3 31.4 18.3 17.7 25.7 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,216,107: 482,560 442,133 128,456 2,329,666 2,323,173 2,940,682 2,893,762: 275,425 322,345
Old : 3,216,107: 482,560 442,133 128,456 2,329,666 2,323,173 2,940,682 2,893,762: 275,425 322,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 88,235: -8,459 -7,544 4,086 38,702 80,585 34,329 77,127: 53,906 11,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 13.7 4.0 72.4 72.2 91.4 90.0: 8.6 10.0
Old : 100.0: 15.0 13.7 4.0 72.4 72.2 91.4 90.0: 8.6 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 537: 111 112 85 220 227 379 376:
Old : 537: 111 112 85 220 227 379 376:
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 : 18.8 18.5 27.9 25.3 16.7 14.0 24.2 20.1
Old : 18.8 18.5 27.9 25.3 16.7 14.0 24.2 20.1
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 101,538: 11,119 6,516 1,530 76,674 89,310 89,323 97,356: 12,215 4,182
Old : 101,538: 11,119 6,516 1,530 76,674 89,310 89,323 97,356: 12,215 4,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 703: -3,035 -228 1,526 648 -1,483 -861 -185: 1,564 888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 6.4 1.5 75.5 88.0 88.0 95.9: 12.0 4.1
Old : 100.0: 11.0 6.4 1.5 75.5 88.0 88.0 95.9: 12.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 13 6 1 48 43 61 50:
Old : 94: 13 6 1 48 43 61 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 37.7 52.5 56.3 36.7 37.7 49.1 56.3
Old : 39.2 37.7 52.5 56.3 36.7 37.7 49.1 56.3
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 94,877: 19,923 9,677 3,771 59,699 74,948 83,393 88,397: 11,485 6,481
Old : 94,877: 19,923 9,677 3,771 59,699 74,948 83,393 88,397: 11,485 6,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -2,970: -6,207 613 -1,116 1,357 -2,179 -5,966 -2,683: 2,996 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 10.2 4.0 62.9 79.0 87.9 93.2: 12.1 6.8
Old : 100.0: 21.0 10.2 4.0 62.9 79.0 87.9 93.2: 12.1 6.8
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 : 255: 75 43 23 86 85 170 142:
Old : 255: 75 43 23 86 85 170 142:
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 : 21.9 31.4 32.4 47.8 16.1 26.2 24.8 37.7
Old : 21.9 31.4 32.4 47.8 16.1 26.2 24.8 37.7
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 20,822: 1,048 3,022 304 15,253 13,874 16,605 17,200: 4,217 3,622
Old : 20,822: 1,048 3,022 304 15,253 13,874 16,605 17,200: 4,217 3,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -516: -2,757 488 -0 1,911 -1,133 -846 -645: 329 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 14.5 1.5 73.3 66.6 79.7 82.6: 20.3 17.4
Old : 100.0: 5.0 14.5 1.5 73.3 66.6 79.7 82.6: 20.3 17.4
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 : 25: 2 3 1 13 12 16 15:
Old : 25: 2 3 1 13 12 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 : 51.7 46.8 70.3 67.6 49.4 41.5 64.2 62.3
Old : 51.7 46.8 70.3 67.6 49.4 41.5 64.2 62.3
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 370,276: 101,018 39,923 10,689 222,230 305,373 333,937 355,985: 36,339 14,291
Old : 370,276: 101,018 39,923 10,689 222,230 305,373 333,937 355,985: 36,339 14,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -12,267: -27,153 -9,279 4,321 -2,768 -5,229 -25,600 -10,187: 13,333 -2,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 10.8 2.9 60.0 82.5 90.2 96.1: 9.8 3.9
Old : 100.0: 27.3 10.8 2.9 60.0 82.5 90.2 96.1: 9.8 3.9
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 : 252: 76 41 22 81 82 164 138:
Old : 252: 76 41 22 81 82 164 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 35.2 30.6 54.5 17.8 34.5 29.0 52.4
Old : 19.1 35.2 30.6 54.5 17.8 34.5 29.0 52.4
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 143,901: 80,978 8,227 4,514 20,376 113,341 105,869 126,083: 38,032 17,818
Old : 143,901: 80,978 8,227 4,514 20,376 113,341 105,869 126,083: 38,032 17,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 11,305: 8,355 1,296 676 -130 9,314 8,900 11,285: 2,405 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 5.7 3.1 14.2 78.8 73.6 87.6: 26.4 12.4
Old : 100.0: 56.3 5.7 3.1 14.2 78.8 73.6 87.6: 26.4 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 : 90: 43 15 18 19 26 66 55:
Old : 90: 43 15 18 19 26 66 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 : 30.8 49.2 41.6 67.2 30.8 48.6 41.5 66.1
Old : 30.8 49.2 41.6 67.2 30.8 48.6 41.5 66.1
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 with Delta-adjusted Options and Futures Combined, March 1, 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 : 44,396: 8,632 12,154 406 24,819 10,572 33,857 23,132: 10,539 21,264
Old : 44,396: 8,632 12,154 406 24,819 10,572 33,857 23,132: 10,539 21,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -3,488: -680 -3,380 214 -1,915 90 -2,381 -3,076: -1,107 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 27.4 0.9 55.9 23.8 76.3 52.1: 23.7 47.9
Old : 100.0: 19.4 27.4 0.9 55.9 23.8 76.3 52.1: 23.7 47.9
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 : 64: 19 12 3 22 15 41 30:
Old : 64: 19 12 3 22 15 41 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 : 30.1 21.6 42.6 35.2 29.1 21.6 41.6 35.2
Old : 30.1 21.6 42.6 35.2 29.1 21.6 41.6 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 64,564: 15,065 3,941 1,379 36,048 33,069 52,492 38,389: 12,072 26,175
Old : 64,564: 15,065 3,941 1,379 36,048 33,069 52,492 38,389: 12,072 26,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 1,905: -1,067 1,192 -226 835 -1,138 -458 -172: 2,363 2,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 6.1 2.1 55.8 51.2 81.3 59.5: 18.7 40.5
Old : 100.0: 23.3 6.1 2.1 55.8 51.2 81.3 59.5: 18.7 40.5
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 : 64: 21 5 4 20 23 42 31:
Old : 64: 21 5 4 20 23 42 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 : 32.3 32.6 45.2 43.4 30.3 32.6 43.2 42.1
Old : 32.3 32.6 45.2 43.4 30.3 32.6 43.2 42.1
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 with Delta-adjusted Options and Futures Combined, March 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,328: 3,916 3,122 0 7,907 10,890 11,823 14,012: 2,505 316
Old : 14,328: 3,916 3,122 0 7,907 10,890 11,823 14,012: 2,505 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 45: 88 15 0 -60 -3 28 12: 17 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 21.8 0.0 55.2 76.0 82.5 97.8: 17.5 2.2
Old : 100.0: 27.3 21.8 0.0 55.2 76.0 82.5 97.8: 17.5 2.2
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 : 20: 9 4 0 6 2 15 6:
Old : 20: 9 4 0 6 2 15 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 : 57.8 95.9 72.2 97.8 57.8 95.8 72.2 97.6
Old : 57.8 95.9 72.2 97.8 57.8 95.8 72.2 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2011