BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,680: 255 1,141 113 2,688 2,032 3,056 3,286: 624 394
Old : 3,680: 255 1,141 113 2,688 2,032 3,056 3,286: 624 394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -331: -53 -24 112 -173 -250 -114 -162: -217 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 31.0 3.1 73.0 55.2 83.1 89.3: 16.9 10.7
Old : 100.0: 6.9 31.0 3.1 73.0 55.2 83.1 89.3: 16.9 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 5 2 11 11 14 16:
Old : 24: 1 5 2 11 11 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 59.4 71.1 73.5 51.8 53.2 66.0 65.7
Old : 51.8 59.4 71.1 73.5 51.8 53.2 66.0 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 53,589: 4,462 1,929 11,722 30,732 30,618 46,915 44,269: 6,674 9,320
Old : 53,589: 4,462 1,929 11,722 30,732 30,618 46,915 44,269: 6,674 9,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -9,747: -2,538 -999 -2,323 -4,528 -5,284 -9,388 -8,605: -358 -1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.6 21.9 57.3 57.1 87.5 82.6: 12.5 17.4
Old : 100.0: 8.3 3.6 21.9 57.3 57.1 87.5 82.6: 12.5 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 : 84: 27 8 23 39 39 72 64:
Old : 84: 27 8 23 39 39 72 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 34.8 48.0 47.4 35.9 32.9 43.5 42.6
Old : 36.2 34.8 48.0 47.4 35.9 32.9 43.5 42.6
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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 285,498: 73,271 13,291 84,166 98,567 148,024 256,004 245,480: 29,495 40,018
Old : 247,677: 67,953 28,021 61,891 93,484 123,779 223,328 213,691: 24,350 33,986
Other: 37,821: 20,052 3 7,541 5,083 24,245 32,676 31,789: 5,145 6,032
: : :
: : Changes in Commitments from: March 29, 2011 :
: 14,757: 4,986 762 8,163 2,554 5,133 15,702 14,058: -946 699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 4.7 29.5 34.5 51.8 89.7 86.0: 10.3 14.0
Old : 100.0: 27.4 11.3 25.0 37.7 50.0 90.2 86.3: 9.8 13.7
Other: 100.0: 53.0 0.0 19.9 13.4 64.1 86.4 84.1: 13.6 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 117 52 113 62 75 239 196:
Old : 271: 106 65 110 54 73 228 194:
Other: 118: 49 2 21 36 50 92 71:
:----------------------------------------------------------------------------------------------------
: 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 25.1 27.1 33.9 16.9 24.1 26.8 30.6
Old : 19.5 25.6 29.7 33.5 19.4 24.8 29.6 31.7
Other: 27.4 30.0 41.7 43.9 27.4 28.3 38.2 39.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 480,576: 123,695 23,019 147,522 175,444 224,967 446,661 395,508: 33,915 85,068
Old : 480,576: 123,695 23,019 147,522 175,444 224,967 446,661 395,508: 33,915 85,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -9,466: 9,169 1,894 -20,447 1,487 8,858 -9,791 -9,695: 325 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 4.8 30.7 36.5 46.8 92.9 82.3: 7.1 17.7
Old : 100.0: 25.7 4.8 30.7 36.5 46.8 92.9 82.3: 7.1 17.7
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 : 453: 150 76 144 110 190 345 348:
Old : 453: 150 76 144 110 190 345 348:
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 : 18.0 15.5 27.4 22.2 17.6 13.9 26.7 18.0
Old : 18.0 15.5 27.4 22.2 17.6 13.9 26.7 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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,424: 4,705 2,159 1,041 2,847 5,342 8,593 8,542: 1,831 1,882
Old : 10,424: 4,705 2,159 1,041 2,847 5,342 8,593 8,542: 1,831 1,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 411: 235 607 4 52 -421 291 190: 120 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 20.7 10.0 27.3 51.2 82.4 81.9: 17.6 18.1
Old : 100.0: 45.1 20.7 10.0 27.3 51.2 82.4 81.9: 17.6 18.1
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 : 93: 34 18 21 19 29 61 65:
Old : 93: 34 18 21 19 29 61 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 28.4 51.4 40.6 35.2 28.4 50.5 40.5
Old : 35.2 28.4 51.4 40.6 35.2 28.4 50.5 40.5
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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 48,352: 20,853 1,756 8,400 12,130 13,189 41,383 23,346: 6,969 25,006
Old : 48,352: 20,853 1,756 8,400 12,130 13,189 41,383 23,346: 6,969 25,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -1,598: 1,150 453 -2,488 335 -247 -1,003 -2,282: -594 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 3.6 17.4 25.1 27.3 85.6 48.3: 14.4 51.7
Old : 100.0: 43.1 3.6 17.4 25.1 27.3 85.6 48.3: 14.4 51.7
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 : 181: 58 22 39 50 73 125 126:
Old : 181: 58 22 39 50 73 125 126:
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 : 17.6 10.4 29.8 15.4 17.3 7.8 28.4 10.3
Old : 17.6 10.4 29.8 15.4 17.3 7.8 28.4 10.3
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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 90,166: 13,655 0 133 74,097 88,144 87,885 88,277: 2,281 1,889
Old : 90,166: 13,655 0 133 74,097 88,144 87,885 88,277: 2,281 1,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 2,011: 492 0 124 -240 312 376 436: 1,635 1,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 0.0 0.1 82.2 97.8 97.5 97.9: 2.5 2.1
Old : 100.0: 15.1 0.0 0.1 82.2 97.8 97.5 97.9: 2.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 0 2 13 15 22 17:
Old : 25: 9 0 2 13 15 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.3 66.9 92.0 87.7 44.9 37.8 50.4 49.5
Old : 81.3 66.9 92.0 87.7 44.9 37.8 50.4 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 152,166: 66,337 4,279 6,347 25,511 120,542 98,195 131,168: 53,972 20,998
Old : 152,166: 66,337 4,279 6,347 25,511 120,542 98,195 131,168: 53,972 20,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 22,542: 13,455 2,022 2,608 687 14,673 16,749 19,303: 5,793 3,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 2.8 4.2 16.8 79.2 64.5 86.2: 35.5 13.8
Old : 100.0: 43.6 2.8 4.2 16.8 79.2 64.5 86.2: 35.5 13.8
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 : 89: 46 8 14 22 28 73 45:
Old : 89: 46 8 14 22 28 73 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 : 18.8 54.2 27.8 68.6 18.7 52.9 27.1 67.3
Old : 18.8 54.2 27.8 68.6 18.7 52.9 27.1 67.3
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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 63,165: 21,458 10,167 1,515 13,845 41,950 36,817 53,631: 26,348 9,534
Old : 63,165: 21,458 10,167 1,515 13,845 41,950 36,817 53,631: 26,348 9,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 3,478: -2,597 5,651 -35 6,182 -1,480 3,549 4,136: -72 -658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 16.1 2.4 21.9 66.4 58.3 84.9: 41.7 15.1
Old : 100.0: 34.0 16.1 2.4 21.9 66.4 58.3 84.9: 41.7 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 12 13 7 10 12 27 27:
Old : 40: 12 13 7 10 12 27 27:
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 : 28.8 53.0 40.9 70.9 28.8 52.9 40.9 68.8
Old : 28.8 53.0 40.9 70.9 28.8 52.9 40.9 68.8
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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 158,825: 126,414 7,352 8 23,925 149,905 150,347 157,265: 8,478 1,560
Old : 158,825: 126,414 7,352 8 23,925 149,905 150,347 157,265: 8,478 1,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 29,464: 34,726 3,739 -219 -5,335 25,986 29,172 29,506: 292 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 4.6 0.0 15.1 94.4 94.7 99.0: 5.3 1.0
Old : 100.0: 79.6 4.6 0.0 15.1 94.4 94.7 99.0: 5.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 81 9 1 11 24 92 34:
Old : 123: 81 9 1 11 24 92 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 65.3 53.8 80.5 37.0 65.1 53.8 80.4
Old : 37.0 65.3 53.8 80.5 37.0 65.1 53.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 122,050: 53,313 22,269 5,340 29,203 72,504 87,856 100,113: 34,195 21,937
Old : 122,050: 53,313 22,269 5,340 29,203 72,504 87,856 100,113: 34,195 21,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 7,566: 23,123 -4,355 -1,200 -18,350 12,800 3,572 7,245: 3,994 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 18.2 4.4 23.9 59.4 72.0 82.0: 28.0 18.0
Old : 100.0: 43.7 18.2 4.4 23.9 59.4 72.0 82.0: 28.0 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 33 28 15 26 31 69 64:
Old : 101: 33 28 15 26 31 69 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 32.5 36.1 43.7 26.8 31.1 35.8 42.3
Old : 26.8 32.5 36.1 43.7 26.8 31.1 35.8 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 153,322: 18,145 63,540 17,227 91,812 27,722 127,184 108,488: 26,139 44,834
Old : 153,322: 18,145 63,540 17,227 91,812 27,722 127,184 108,488: 26,139 44,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 32,191: -20,022 32,388 6,187 51,348 -17,109 37,513 21,467: -5,322 10,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 41.4 11.2 59.9 18.1 83.0 70.8: 17.0 29.2
Old : 100.0: 11.8 41.4 11.2 59.9 18.1 83.0 70.8: 17.0 29.2
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 : 111: 31 42 26 32 21 74 78:
Old : 111: 31 42 26 32 21 74 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 18.3 39.7 28.9 25.1 17.8 36.2 28.0
Old : 26.0 18.3 39.7 28.9 25.1 17.8 36.2 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 284,507: 97,005 34,318 33,711 84,288 159,940 215,003 227,968: 69,504 56,539
Old : 284,507: 97,005 34,318 33,711 84,288 159,940 215,003 227,968: 69,504 56,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 21,028: 5,639 4,163 186 10,731 11,975 16,556 16,323: 4,472 4,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 12.1 11.8 29.6 56.2 75.6 80.1: 24.4 19.9
Old : 100.0: 34.1 12.1 11.8 29.6 56.2 75.6 80.1: 24.4 19.9
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 : 193: 65 55 57 45 54 138 138:
Old : 193: 65 55 57 45 54 138 138:
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 : 20.2 26.0 28.0 36.2 19.8 25.8 27.4 35.8
Old : 20.2 26.0 28.0 36.2 19.8 25.8 27.4 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 37,456: 32,067 26,202 0 4,056 11,117 36,123 37,319: 1,333 137
Old : 37,456: 32,067 26,202 0 4,056 11,117 36,123 37,319: 1,333 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 70.0 0.0 10.8 29.7 96.4 99.6: 3.6 0.4
Old : 100.0: 85.6 70.0 0.0 10.8 29.7 96.4 99.6: 3.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 2 0 2 7 12 9:
Old : 20: 10 2 0 2 7 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.0 90.6 95.5 99.2 92.0 90.6 95.5 99.2
Old : 92.0 90.6 95.5 99.2 92.0 90.6 95.5 99.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 16,197: 10,129 7,434 3 2,772 7,022 12,904 14,459: 3,293 1,738
Old : 16,197: 10,129 7,434 3 2,772 7,022 12,904 14,459: 3,293 1,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 2,796: 3,531 1,075 -213 -1,584 2,255 1,734 3,117: 1,062 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 45.9 0.0 17.1 43.4 79.7 89.3: 20.3 10.7
Old : 100.0: 62.5 45.9 0.0 17.1 43.4 79.7 89.3: 20.3 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 9 1 5 10 19 20:
Old : 37: 14 9 1 5 10 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 54.3 65.8 71.4 51.0 54.3 65.8 71.2
Old : 51.0 54.3 65.8 71.4 51.0 54.3 65.8 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :14,529,717: 854,996 381,467 4,401,113 8,359,653 8,674,242 13,615,762 13,456,822: 913,954 1,072,895
Old :14,529,717: 854,996 381,467 4,401,113 8,359,653 8,674,242 13,615,762 13,456,822: 913,954 1,072,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 574,533: 59,101 -46,846 145,009 345,269 443,446 549,379 541,609: 25,154 32,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.6 30.3 57.5 59.7 93.7 92.6: 6.3 7.4
Old : 100.0: 5.9 2.6 30.3 57.5 59.7 93.7 92.6: 6.3 7.4
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 : 297: 62 58 107 153 164 276 277:
Old : 297: 62 58 107 153 164 276 277:
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 : 29.9 20.7 40.5 32.9 23.5 12.7 26.6 19.0
Old : 29.9 20.7 40.5 32.9 23.5 12.7 26.6 19.0
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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 968,350: 80,316 92,695 70,274 648,650 675,124 799,240 838,093: 169,110 130,257
Old : 968,350: 80,316 92,695 70,274 648,650 675,124 799,240 838,093: 169,110 130,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 16,404: 9,492 -4,424 -2,834 -292 20,919 6,367 13,661: 10,038 2,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 9.6 7.3 67.0 69.7 82.5 86.5: 17.5 13.5
Old : 100.0: 8.3 9.6 7.3 67.0 69.7 82.5 86.5: 17.5 13.5
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 : 576: 111 132 98 236 236 402 412:
Old : 576: 111 132 98 236 236 402 412:
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 : 16.6 13.4 23.8 20.2 13.2 12.7 19.1 18.8
Old : 16.6 13.4 23.8 20.2 13.2 12.7 19.1 18.8
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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 389,425: 15,369 27,643 35,162 221,569 272,128 272,100 334,933: 117,325 54,492
Old : 389,425: 15,369 27,643 35,162 221,569 272,128 272,100 334,933: 117,325 54,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 8,112: 469 -8,377 -1,050 3,495 17,478 2,913 8,051: 5,198 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 7.1 9.0 56.9 69.9 69.9 86.0: 30.1 14.0
Old : 100.0: 3.9 7.1 9.0 56.9 69.9 69.9 86.0: 30.1 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 : 141: 21 26 35 73 66 113 108:
Old : 141: 21 26 35 73 66 113 108:
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 : 18.4 23.3 25.9 35.4 16.9 22.7 24.1 33.4
Old : 18.4 23.3 25.9 35.4 16.9 22.7 24.1 33.4
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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,894,627: 364,711 365,235 135,586 2,135,404 2,014,978 2,635,702 2,515,800: 258,925 378,827
Old : 2,894,627: 364,711 365,235 135,586 2,135,404 2,014,978 2,635,702 2,515,800: 258,925 378,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 41,464: 17,273 -8,082 18,926 -18,933 17,204 17,266 28,049: 24,198 13,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.6 4.7 73.8 69.6 91.1 86.9: 8.9 13.1
Old : 100.0: 12.6 12.6 4.7 73.8 69.6 91.1 86.9: 8.9 13.1
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 : 522: 103 118 81 207 217 353 373:
Old : 522: 103 118 81 207 217 353 373:
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 : 20.8 11.2 30.1 18.9 17.7 11.2 26.1 18.4
Old : 20.8 11.2 30.1 18.9 17.7 11.2 26.1 18.4
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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 112,255: 15,215 8,577 0 87,681 100,984 102,896 109,561: 9,359 2,694
Old : 112,255: 15,215 8,577 0 87,681 100,984 102,896 109,561: 9,359 2,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 1,995: 715 855 0 856 1,089 1,571 1,944: 423 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.6 0.0 78.1 90.0 91.7 97.6: 8.3 2.4
Old : 100.0: 13.6 7.6 0.0 78.1 90.0 91.7 97.6: 8.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 13 8 0 53 40 66 48:
Old : 100: 13 8 0 53 40 66 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 42.3 55.7 57.8 39.4 42.3 53.8 57.8
Old : 41.1 42.3 55.7 57.8 39.4 42.3 53.8 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 91,616: 25,110 9,506 7,760 49,009 70,414 81,879 87,680: 9,738 3,936
Old : 91,616: 25,110 9,506 7,760 49,009 70,414 81,879 87,680: 9,738 3,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 16,026: 5,783 -448 4,016 5,565 13,529 15,365 17,098: 661 -1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 10.4 8.5 53.5 76.9 89.4 95.7: 10.6 4.3
Old : 100.0: 27.4 10.4 8.5 53.5 76.9 89.4 95.7: 10.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 65 38 23 84 88 157 141:
Old : 240: 65 38 23 84 88 157 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 25.8 38.3 41.8 21.9 25.3 32.1 38.4
Old : 25.4 25.8 38.3 41.8 21.9 25.3 32.1 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 17,993: 6,977 611 0 7,221 16,129 14,198 16,740: 3,795 1,253
Old : 17,993: 6,977 611 0 7,221 16,129 14,198 16,740: 3,795 1,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 6,752: 3,926 -513 0 2,914 7,769 6,840 7,256: -88 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 3.4 0.0 40.1 89.6 78.9 93.0: 21.1 7.0
Old : 100.0: 38.8 3.4 0.0 40.1 89.6 78.9 93.0: 21.1 7.0
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 : 27: 3 2 0 10 14 13 16:
Old : 27: 3 2 0 10 14 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 58.7 72.3 79.3 55.5 58.7 72.3 79.3
Old : 55.5 58.7 72.3 79.3 55.5 58.7 72.3 79.3
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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 368,114: 124,053 77,863 5,411 208,939 271,422 338,403 354,697: 29,711 13,417
Old : 368,114: 124,053 77,863 5,411 208,939 271,422 338,403 354,697: 29,711 13,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 46,370: 29,554 20,593 -186 13,256 28,799 42,625 49,207: 3,745 -2,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 21.2 1.5 56.8 73.7 91.9 96.4: 8.1 3.6
Old : 100.0: 33.7 21.2 1.5 56.8 73.7 91.9 96.4: 8.1 3.6
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 : 237: 62 40 20 80 84 150 136:
Old : 237: 62 40 20 80 84 150 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 27.6 41.9 43.1 26.4 27.6 40.4 43.1
Old : 27.7 27.6 41.9 43.1 26.4 27.6 40.4 43.1
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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 156,537: 100,332 8,814 3,833 16,425 125,726 120,591 138,373: 35,946 18,164
Old : 156,537: 100,332 8,814 3,833 16,425 125,726 120,591 138,373: 35,946 18,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 8,274: 7,763 1,991 304 -331 5,427 7,736 7,721: 538 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 5.6 2.4 10.5 80.3 77.0 88.4: 23.0 11.6
Old : 100.0: 64.1 5.6 2.4 10.5 80.3 77.0 88.4: 23.0 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 41 15 12 15 20 61 42:
Old : 81: 41 15 12 15 20 61 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 53.9 46.9 69.4 31.5 53.3 46.9 68.7
Old : 31.5 53.9 46.9 69.4 31.5 53.3 46.9 68.7
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, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 57,183: 21,520 8,140 12 28,322 30,781 49,854 38,933: 7,329 18,250
Old : 57,183: 21,520 8,140 12 28,322 30,781 49,854 38,933: 7,329 18,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 458: 1,325 2,221 0 -604 -1,925 721 296: -263 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 14.2 0.0 49.5 53.8 87.2 68.1: 12.8 31.9
Old : 100.0: 37.6 14.2 0.0 49.5 53.8 87.2 68.1: 12.8 31.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 20 13 1 20 22 40 36:
Old : 70: 20 13 1 20 22 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 36.9 58.8 46.6 35.8 26.6 48.8 35.6
Old : 41.8 36.9 58.8 46.6 35.8 26.6 48.8 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 64,219: 11,647 17,241 1,229 44,945 40,071 57,821 58,541: 6,398 5,678
Old : 64,219: 11,647 17,241 1,229 44,945 40,071 57,821 58,541: 6,398 5,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -2,659: 2,118 -1,485 477 4,226 -1,643 6,821 -2,651: -9,480 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 26.8 1.9 70.0 62.4 90.0 91.2: 10.0 8.8
Old : 100.0: 18.1 26.8 1.9 70.0 62.4 90.0 91.2: 10.0 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 20 14 5 26 24 50 39:
Old : 77: 20 14 5 26 24 50 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 36.7 46.6 55.9 24.4 31.4 35.1 45.3
Old : 31.5 36.7 46.6 55.9 24.4 31.4 35.1 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 31,640: 3,425 1,913 280 23,530 27,596 27,235 29,789: 4,405 1,851
Old : 31,640: 3,425 1,913 280 23,530 27,596 27,235 29,789: 4,405 1,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -201: 798 -278 -30 -1,086 135 -318 -173: 117 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 6.0 0.9 74.4 87.2 86.1 94.1: 13.9 5.9
Old : 100.0: 10.8 6.0 0.9 74.4 87.2 86.1 94.1: 13.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 5 1 22 24 27 30:
Old : 48: 5 5 1 22 24 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 43.6 60.9 65.5 40.2 39.7 50.8 56.6
Old : 46.4 43.6 60.9 65.5 40.2 39.7 50.8 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 38,042: 12,047 2,626 94 19,240 32,193 31,381 34,913: 6,661 3,129
Old : 38,042: 12,047 2,626 94 19,240 32,193 31,381 34,913: 6,661 3,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 2,506: 1,394 168 -29 267 1,541 1,632 1,680: 874 826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 6.9 0.2 50.6 84.6 82.5 91.8: 17.5 8.2
Old : 100.0: 31.7 6.9 0.2 50.6 84.6 82.5 91.8: 17.5 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 17 8 3 24 20 42 30:
Old : 62: 17 8 3 24 20 42 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 53.6 49.7 71.6 35.0 51.3 48.6 69.3
Old : 36.1 53.6 49.7 71.6 35.0 51.3 48.6 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 13,417: 6,888 2,807 12 4,523 10,267 11,423 13,086: 1,994 331
Old : 13,417: 6,888 2,807 12 4,523 10,267 11,423 13,086: 1,994 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 45: 2,860 18 0 -2,017 49 843 67: -798 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 20.9 0.1 33.7 76.5 85.1 97.5: 14.9 2.5
Old : 100.0: 51.3 20.9 0.1 33.7 76.5 85.1 97.5: 14.9 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 3 1 7 3 20 6:
Old : 22: 12 3 1 7 3 20 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 97.5 64.9 97.5 47.4 97.4 64.9 97.4
Old : 47.4 97.5 64.9 97.5 47.4 97.4 64.9 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2011