BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 4,011: 308 1,165 1 2,861 2,282 3,170 3,448: 841 562
Old : 4,011: 308 1,165 1 2,861 2,282 3,170 3,448: 841 562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 283: 55 222 -4 292 144 343 362: -59 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 29.0 0.0 71.3 56.9 79.0 86.0: 21.0 14.0
Old : 100.0: 7.7 29.0 0.0 71.3 56.9 79.0 86.0: 21.0 14.0
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 : 24: 1 4 1 12 11 14 15:
Old : 24: 1 4 1 12 11 14 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 : 47.5 57.7 68.0 72.7 47.5 49.4 63.2 64.4
Old : 47.5 57.7 68.0 72.7 47.5 49.4 63.2 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 63,336: 6,999 2,928 14,044 35,260 35,902 56,304 52,874: 7,032 10,462
Old : 63,336: 6,999 2,928 14,044 35,260 35,902 56,304 52,874: 7,032 10,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 964: -354 187 -245 1,166 770 568 712: 396 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 4.6 22.2 55.7 56.7 88.9 83.5: 11.1 16.5
Old : 100.0: 11.1 4.6 22.2 55.7 56.7 88.9 83.5: 11.1 16.5
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 : 92: 25 11 24 45 46 77 74:
Old : 92: 25 11 24 45 46 77 74:
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 : 34.0 34.2 45.8 46.4 33.8 32.0 40.8 41.5
Old : 34.0 34.2 45.8 46.4 33.8 32.0 40.8 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 270,742: 68,285 12,529 76,003 96,013 142,891 240,301 231,423: 30,441 39,319
Old : 238,300: 61,677 22,720 59,668 91,165 121,876 212,509 204,264: 25,791 34,036
Other: 32,442: 16,837 38 6,107 4,848 21,014 27,792 27,159: 4,650 5,283
: : :
: : Changes in Commitments from: March 22, 2011 :
: 17,863: 5,155 -1,124 9,579 -1,382 7,743 13,352 16,198: 4,511 1,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 4.6 28.1 35.5 52.8 88.8 85.5: 11.2 14.5
Old : 100.0: 25.9 9.5 25.0 38.3 51.1 89.2 85.7: 10.8 14.3
Other: 100.0: 51.9 0.1 18.8 14.9 64.8 85.7 83.7: 14.3 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 122 37 112 60 71 228 189:
Old : 258: 108 51 107 52 69 215 187:
Other: 113: 46 4 24 33 46 87 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 25.4 28.0 34.6 17.5 24.4 27.7 31.2
Old : 20.0 25.9 30.6 34.5 19.8 25.2 30.5 32.5
Other: 28.6 30.3 41.0 45.6 28.1 28.8 36.9 40.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 490,042: 114,525 21,125 167,969 173,957 216,109 456,452 405,203: 33,590 84,839
Old : 490,042: 114,525 21,125 167,969 173,957 216,109 456,452 405,203: 33,590 84,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 30,417: 4,914 -1,191 15,624 8,086 10,354 28,624 24,786: 1,794 5,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 4.3 34.3 35.5 44.1 93.1 82.7: 6.9 17.3
Old : 100.0: 23.4 4.3 34.3 35.5 44.1 93.1 82.7: 6.9 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 139 79 137 115 190 332 343:
Old : 434: 139 79 137 115 190 332 343:
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 : 18.1 15.4 28.0 22.6 17.6 12.7 26.3 16.4
Old : 18.1 15.4 28.0 22.6 17.6 12.7 26.3 16.4
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 10,013: 4,470 1,552 1,037 2,794 5,763 8,301 8,352: 1,712 1,661
Old : 10,013: 4,470 1,552 1,037 2,794 5,763 8,301 8,352: 1,712 1,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 356: 77 134 195 172 165 445 495: -89 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 15.5 10.4 27.9 57.6 82.9 83.4: 17.1 16.6
Old : 100.0: 44.6 15.5 10.4 27.9 57.6 82.9 83.4: 17.1 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 30 15 14 18 30 53 55:
Old : 83: 30 15 14 18 30 53 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 : 37.4 31.6 55.8 45.4 37.4 30.3 53.4 42.6
Old : 37.4 31.6 55.8 45.4 37.4 30.3 53.4 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 49,949: 19,703 1,303 10,889 11,794 13,437 42,386 25,628: 7,563 24,321
Old : 49,949: 19,703 1,303 10,889 11,794 13,437 42,386 25,628: 7,563 24,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 1,798: 1,982 243 334 -586 48 1,731 624: 68 1,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 2.6 21.8 23.6 26.9 84.9 51.3: 15.1 48.7
Old : 100.0: 39.4 2.6 21.8 23.6 26.9 84.9 51.3: 15.1 48.7
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 : 188: 62 22 45 55 73 137 129:
Old : 188: 62 22 45 55 73 137 129:
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 : 17.1 10.4 29.1 17.0 16.7 7.8 27.6 10.5
Old : 17.1 10.4 29.1 17.0 16.7 7.8 27.6 10.5
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 29, 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 : 88,155: 13,163 0 9 74,337 87,832 87,509 87,841: 646 314
Old : 88,155: 13,163 0 9 74,337 87,832 87,509 87,841: 646 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 221: -393 0 2 653 286 262 288: -41 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 0.0 0.0 84.3 99.6 99.3 99.6: 0.7 0.4
Old : 100.0: 14.9 0.0 0.0 84.3 99.6 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 0 1 14 13 20 14:
Old : 21: 6 0 1 14 13 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 : 83.3 68.0 94.3 89.3 46.2 38.5 51.8 49.7
Old : 83.3 68.0 94.3 89.3 46.2 38.5 51.8 49.7
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 29, 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 : 129,624: 52,882 2,257 3,739 24,825 105,869 81,446 111,865: 48,178 17,759
Old : 129,624: 52,882 2,257 3,739 24,825 105,869 81,446 111,865: 48,178 17,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 1,326: 3,138 -1,350 6 -348 2,890 2,796 1,546: -1,470 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 1.7 2.9 19.2 81.7 62.8 86.3: 37.2 13.7
Old : 100.0: 40.8 1.7 2.9 19.2 81.7 62.8 86.3: 37.2 13.7
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 : 77: 38 8 13 22 24 67 38:
Old : 77: 38 8 13 22 24 67 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 58.0 28.4 72.6 18.6 56.6 28.2 71.1
Old : 18.7 58.0 28.4 72.6 18.6 56.6 28.2 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 59,688: 24,055 4,516 1,550 7,663 43,430 33,268 49,496: 26,420 10,192
Old : 59,688: 24,055 4,516 1,550 7,663 43,430 33,268 49,496: 26,420 10,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -13: -700 1,440 208 2,461 -648 1,969 1,000: -1,982 -1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 7.6 2.6 12.8 72.8 55.7 82.9: 44.3 17.1
Old : 100.0: 40.3 7.6 2.6 12.8 72.8 55.7 82.9: 44.3 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 : 43: 19 10 8 9 12 32 26:
Old : 43: 19 10 8 9 12 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 57.8 36.5 71.6 25.8 57.7 36.4 70.3
Old : 25.8 57.8 36.5 71.6 25.8 57.7 36.4 70.3
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 29, 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 : 129,361: 91,688 3,613 227 29,260 123,919 121,175 127,759: 8,186 1,602
Old : 129,361: 91,688 3,613 227 29,260 123,919 121,175 127,759: 8,186 1,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 2,286: 2,042 1,515 0 281 1,558 2,323 3,073: -37 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 2.8 0.2 22.6 95.8 93.7 98.8: 6.3 1.2
Old : 100.0: 70.9 2.8 0.2 22.6 95.8 93.7 98.8: 6.3 1.2
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 : 107: 67 7 1 16 18 83 26:
Old : 107: 67 7 1 16 18 83 26:
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 71.1 53.5 85.9 34.8 71.0 53.5 85.8
Old : 34.8 71.1 53.5 85.9 34.8 71.0 53.5 85.8
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 29, 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 : 114,485: 30,190 26,623 6,541 47,553 59,704 84,284 92,868: 30,201 21,617
Old : 114,485: 30,190 26,623 6,541 47,553 59,704 84,284 92,868: 30,201 21,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -12,400: -22,675 2,055 2,538 12,877 -19,513 -7,259 -14,921: -5,140 2,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 23.3 5.7 41.5 52.1 73.6 81.1: 26.4 18.9
Old : 100.0: 26.4 23.3 5.7 41.5 52.1 73.6 81.1: 26.4 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 : 92: 27 26 16 27 29 66 59:
Old : 92: 27 26 16 27 29 66 59:
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 : 23.5 32.9 37.7 45.5 22.6 30.9 32.8 41.6
Old : 23.5 32.9 37.7 45.5 22.6 30.9 32.8 41.6
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 29, 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 : 121,131: 38,167 31,152 11,039 40,464 44,830 89,671 87,022: 31,460 34,109
Old : 121,131: 38,167 31,152 11,039 40,464 44,830 89,671 87,022: 31,460 34,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -10,419: -13,158 12,379 1,016 1,877 -25,842 -10,266 -12,447: -153 2,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 25.7 9.1 33.4 37.0 74.0 71.8: 26.0 28.2
Old : 100.0: 31.5 25.7 9.1 33.4 37.0 74.0 71.8: 26.0 28.2
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 : 107: 35 33 25 26 26 72 73:
Old : 107: 35 33 25 26 26 72 73:
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 : 20.3 20.7 30.2 30.5 20.3 19.9 29.9 29.4
Old : 20.3 20.7 30.2 30.5 20.3 19.9 29.9 29.4
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 29, 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 : 263,479: 91,366 30,155 33,525 73,556 147,965 198,447 211,645: 65,032 51,834
Old : 263,479: 91,366 30,155 33,525 73,556 147,965 198,447 211,645: 65,032 51,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 23,223: 12,072 2,306 -355 8,363 23,571 20,080 25,521: 3,144 -2,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 11.4 12.7 27.9 56.2 75.3 80.3: 24.7 19.7
Old : 100.0: 34.7 11.4 12.7 27.9 56.2 75.3 80.3: 24.7 19.7
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 : 180: 55 54 53 46 50 130 128:
Old : 180: 55 54 53 46 50 130 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 26.1 27.0 35.8 17.0 25.6 26.3 35.3
Old : 17.5 26.1 27.0 35.8 17.0 25.6 26.3 35.3
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 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 13,401: 6,598 6,359 216 4,356 4,767 11,170 11,342: 2,231 2,059
Old : 13,401: 6,598 6,359 216 4,356 4,767 11,170 11,342: 2,231 2,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -573: 593 -1,128 4 -1,357 1,031 -760 -93: 187 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 47.5 1.6 32.5 35.6 83.4 84.6: 16.6 15.4
Old : 100.0: 49.2 47.5 1.6 32.5 35.6 83.4 84.6: 16.6 15.4
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 : 38: 15 9 2 7 8 22 19:
Old : 38: 15 9 2 7 8 22 19:
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 : 42.4 53.0 61.3 69.8 42.3 53.0 61.3 69.8
Old : 42.4 53.0 61.3 69.8 42.3 53.0 61.3 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 :13,955,184: 795,894 428,313 4,256,105 8,014,384 8,230,795 13,066,383 12,915,213: 888,800 1,039,971
Old :13,955,184: 795,894 428,313 4,256,105 8,014,384 8,230,795 13,066,383 12,915,213: 888,800 1,039,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 342,215: -147,970 -41,455 270,008 265,204 92,713 387,242 321,266: -45,027 20,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.1 30.5 57.4 59.0 93.6 92.5: 6.4 7.5
Old : 100.0: 5.7 3.1 30.5 57.4 59.0 93.6 92.5: 6.4 7.5
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 : 286: 67 54 99 148 156 268 261:
Old : 286: 67 54 99 148 156 268 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 21.0 41.3 33.4 24.8 13.1 28.2 19.5
Old : 31.2 21.0 41.3 33.4 24.8 13.1 28.2 19.5
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 29, 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 : 951,946: 70,824 97,119 73,108 648,941 654,205 792,873 824,432: 159,072 127,513
Old : 951,946: 70,824 97,119 73,108 648,941 654,205 792,873 824,432: 159,072 127,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 23,981: 5,283 2,736 -3,048 4,883 21,829 7,118 21,517: 16,863 2,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 10.2 7.7 68.2 68.7 83.3 86.6: 16.7 13.4
Old : 100.0: 7.4 10.2 7.7 68.2 68.7 83.3 86.6: 16.7 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 : 582: 99 142 99 245 235 404 417:
Old : 582: 99 142 99 245 235 404 417:
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 13.3 24.6 20.0 14.0 12.4 20.5 18.5
Old : 16.9 13.3 24.6 20.0 14.0 12.4 20.5 18.5
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 29, 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 : 381,313: 14,900 36,020 36,212 218,074 254,650 269,186 326,882: 112,127 54,431
Old : 381,313: 14,900 36,020 36,212 218,074 254,650 269,186 326,882: 112,127 54,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 3,495: -2,235 783 -687 -4,877 4,935 -7,799 5,030: 11,294 -1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 9.4 9.5 57.2 66.8 70.6 85.7: 29.4 14.3
Old : 100.0: 3.9 9.4 9.5 57.2 66.8 70.6 85.7: 29.4 14.3
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 : 142: 21 29 37 71 60 113 105:
Old : 142: 21 29 37 71 60 113 105:
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 22.5 26.8 35.3 18.0 21.9 25.6 33.1
Old : 19.0 22.5 26.8 35.3 18.0 21.9 25.6 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 2,853,163: 347,439 373,317 116,660 2,154,337 1,997,773 2,618,436 2,487,750: 234,727 365,412
Old : 2,853,163: 347,439 373,317 116,660 2,154,337 1,997,773 2,618,436 2,487,750: 234,727 365,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 102,429: 14,756 -13,065 11,028 48,802 84,472 74,587 82,435: 27,843 19,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 13.1 4.1 75.5 70.0 91.8 87.2: 8.2 12.8
Old : 100.0: 12.2 13.1 4.1 75.5 70.0 91.8 87.2: 8.2 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 : 526: 94 122 79 218 218 355 376:
Old : 526: 94 122 79 218 218 355 376:
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 : 21.3 11.6 31.4 19.8 18.0 11.5 27.0 19.1
Old : 21.3 11.6 31.4 19.8 18.0 11.5 27.0 19.1
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 29, 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 : 110,260: 14,500 7,722 0 86,824 99,895 101,324 107,617: 8,936 2,643
Old : 110,260: 14,500 7,722 0 86,824 99,895 101,324 107,617: 8,936 2,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 5,783: 2,347 1,656 -9 3,667 4,572 6,005 6,219: -221 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 7.0 0.0 78.7 90.6 91.9 97.6: 8.1 2.4
Old : 100.0: 13.2 7.0 0.0 78.7 90.6 91.9 97.6: 8.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 12 9 0 55 41 67 50:
Old : 103: 12 9 0 55 41 67 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 : 40.2 42.2 54.4 57.9 38.5 42.2 52.6 57.9
Old : 40.2 42.2 54.4 57.9 38.5 42.2 52.6 57.9
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 29, 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 : 75,590: 19,327 9,954 3,743 43,443 56,885 66,514 70,582: 9,077 5,008
Old : 75,590: 19,327 9,954 3,743 43,443 56,885 66,514 70,582: 9,077 5,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 19,546: 6,729 -600 2,185 6,164 16,842 15,078 18,427: 4,468 1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 13.2 5.0 57.5 75.3 88.0 93.4: 12.0 6.6
Old : 100.0: 25.6 13.2 5.0 57.5 75.3 88.0 93.4: 12.0 6.6
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 : 222: 48 40 18 74 93 131 142:
Old : 222: 48 40 18 74 93 131 142:
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 : 24.5 22.8 37.5 36.6 23.9 22.4 36.6 35.5
Old : 24.5 22.8 37.5 36.6 23.9 22.4 36.6 35.5
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 29, 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 : 11,242: 3,051 1,124 0 4,307 8,360 7,358 9,484: 3,884 1,757
Old : 11,242: 3,051 1,124 0 4,307 8,360 7,358 9,484: 3,884 1,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -17,225: 2,016 -8,061 -248 -17,932 -6,716 -16,164 -15,025: -1,061 -2,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 10.0 0.0 38.3 74.4 65.5 84.4: 34.5 15.6
Old : 100.0: 27.1 10.0 0.0 38.3 74.4 65.5 84.4: 34.5 15.6
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 : 20: 3 1 0 9 8 12 9:
Old : 20: 3 1 0 9 8 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 61.8 56.8 84.3 39.5 61.8 56.7 84.3
Old : 39.5 61.8 56.8 84.3 39.5 61.8 56.7 84.3
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 29, 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 : 321,744: 94,499 57,270 5,597 195,682 242,624 295,778 305,490: 25,966 16,254
Old : 321,744: 94,499 57,270 5,597 195,682 242,624 295,778 305,490: 25,966 16,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 41,521: 31,510 4,500 -2,195 9,284 42,409 38,598 44,714: 2,923 -3,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 17.8 1.7 60.8 75.4 91.9 94.9: 8.1 5.1
Old : 100.0: 29.4 17.8 1.7 60.8 75.4 91.9 94.9: 8.1 5.1
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 : 220: 47 40 16 70 90 124 139:
Old : 220: 47 40 16 70 90 124 139:
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 : 27.1 23.8 42.4 38.4 26.4 23.8 41.4 38.4
Old : 27.1 23.8 42.4 38.4 26.4 23.8 41.4 38.4
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 29, 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 : 148,262: 92,569 6,823 3,529 16,756 120,299 112,855 130,651: 35,408 17,611
Old : 148,262: 92,569 6,823 3,529 16,756 120,299 112,855 130,651: 35,408 17,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 39,184: 32,575 -1,975 605 -365 38,645 32,816 37,275: 6,368 1,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 4.6 2.4 11.3 81.1 76.1 88.1: 23.9 11.9
Old : 100.0: 62.4 4.6 2.4 11.3 81.1 76.1 88.1: 23.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 38 13 13 14 22 56 44:
Old : 77: 38 13 13 14 22 56 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 53.6 46.3 69.1 29.4 53.0 46.3 68.3
Old : 29.4 53.6 46.3 69.1 29.4 53.0 46.3 68.3
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 56,725: 20,195 5,919 12 28,926 32,706 49,133 38,637: 7,592 18,088
Old : 56,725: 20,195 5,919 12 28,926 32,706 49,133 38,637: 7,592 18,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 1,037: 3,233 -1,530 0 -1,127 3,084 2,106 1,554: -1,069 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 10.4 0.0 51.0 57.7 86.6 68.1: 13.4 31.9
Old : 100.0: 35.6 10.4 0.0 51.0 57.7 86.6 68.1: 13.4 31.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 20 11 1 20 22 40 34:
Old : 69: 20 11 1 20 22 40 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 39.1 58.4 49.2 36.3 29.0 47.4 37.4
Old : 42.9 39.1 58.4 49.2 36.3 29.0 47.4 37.4
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 29, 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 : 66,878: 9,529 18,726 752 40,719 41,714 51,000 61,192: 15,878 5,686
Old : 66,878: 9,529 18,726 752 40,719 41,714 51,000 61,192: 15,878 5,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -3,415: -5,982 -2,117 247 4,146 1,227 -1,589 -643: -1,826 -2,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 28.0 1.1 60.9 62.4 76.3 91.5: 23.7 8.5
Old : 100.0: 14.2 28.0 1.1 60.9 62.4 76.3 91.5: 23.7 8.5
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 : 79: 18 15 5 28 24 49 41:
Old : 79: 18 15 5 28 24 49 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 : 26.1 36.8 37.9 56.2 19.5 33.0 28.7 50.1
Old : 26.1 36.8 37.9 56.2 19.5 33.0 28.7 50.1
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 with Delta-adjusted Options and Futures Combined, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 31,841: 2,627 2,191 310 24,616 27,461 27,553 29,962: 4,288 1,879
Old : 31,841: 2,627 2,191 310 24,616 27,461 27,553 29,962: 4,288 1,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 184: 269 518 0 -393 -539 -124 -21: 308 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 6.9 1.0 77.3 86.2 86.5 94.1: 13.5 5.9
Old : 100.0: 8.3 6.9 1.0 77.3 86.2 86.5 94.1: 13.5 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 5 1 23 25 27 31:
Old : 48: 4 5 1 23 25 27 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 : 48.8 42.8 63.5 63.4 42.9 37.6 52.6 54.8
Old : 48.8 42.8 63.5 63.4 42.9 37.6 52.6 54.8
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 35,536: 10,653 2,458 123 18,973 30,652 29,749 33,233: 5,787 2,303
Old : 35,536: 10,653 2,458 123 18,973 30,652 29,749 33,233: 5,787 2,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 742: 1,866 10 5 -1,533 1,280 338 1,295: 404 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 6.9 0.3 53.4 86.3 83.7 93.5: 16.3 6.5
Old : 100.0: 30.0 6.9 0.3 53.4 86.3 83.7 93.5: 16.3 6.5
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 : 57: 15 7 3 22 20 38 29:
Old : 57: 15 7 3 22 20 38 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 : 42.1 51.2 54.7 69.9 40.9 48.7 52.9 67.4
Old : 42.1 51.2 54.7 69.9 40.9 48.7 52.9 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 13,372: 4,028 2,789 12 6,540 10,218 10,580 13,019: 2,792 353
Old : 13,372: 4,028 2,789 12 6,540 10,218 10,580 13,019: 2,792 353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -49: 44 0 0 -97 3 -53 3: 4 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 20.9 0.1 48.9 76.4 79.1 97.4: 20.9 2.6
Old : 100.0: 30.1 20.9 0.1 48.9 76.4 79.1 97.4: 20.9 2.6
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 : 20: 10 3 1 6 3 17 6:
Old : 20: 10 3 1 6 3 17 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 : 50.6 97.3 65.1 97.4 50.6 97.2 65.1 97.2
Old : 50.6 97.3 65.1 97.4 50.6 97.2 65.1 97.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2011