BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 3,794: 289 1,169 123 2,698 2,073 3,111 3,365: 683 429
Old : 3,794: 289 1,169 123 2,698 2,073 3,111 3,365: 683 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 114: 34 28 10 10 41 54 79: 59 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 30.8 3.3 71.1 54.6 82.0 88.7: 18.0 11.3
Old : 100.0: 7.6 30.8 3.3 71.1 54.6 82.0 88.7: 18.0 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 5 2 12 11 15 16:
Old : 23: 1 5 2 12 11 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 58.0 71.4 72.6 51.9 51.0 65.6 64.4
Old : 51.9 58.0 71.4 72.6 51.9 51.0 65.6 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, April 12, 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 : 54,701: 4,942 1,711 11,687 31,097 31,578 47,726 44,976: 6,975 9,725
Old : 54,701: 4,942 1,711 11,687 31,097 31,578 47,726 44,976: 6,975 9,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 1,112: 480 -218 -35 365 960 811 707: 301 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 3.1 21.4 56.8 57.7 87.2 82.2: 12.8 17.8
Old : 100.0: 9.0 3.1 21.4 56.8 57.7 87.2 82.2: 12.8 17.8
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 : 83: 23 10 23 40 40 72 64:
Old : 83: 23 10 23 40 40 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 : 36.1 35.1 48.2 47.7 35.9 33.3 42.7 43.1
Old : 36.1 35.1 48.2 47.7 35.9 33.3 42.7 43.1
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 12, 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 : 276,920: 67,579 12,338 81,625 99,303 145,402 248,506 239,365: 28,414 37,555
Old : 236,134: 62,499 26,379 58,705 91,897 120,079 213,102 205,164: 23,032 30,970
Other: 40,786: 19,815 694 8,184 7,406 25,323 35,405 34,201: 5,381 6,585
: : :
: : Changes in Commitments from: April 5, 2011 :
: -8,579: -5,692 -953 -2,541 736 -2,621 -7,497 -6,115: -1,081 -2,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 4.5 29.5 35.9 52.5 89.7 86.4: 10.3 13.6
Old : 100.0: 26.5 11.2 24.9 38.9 50.9 90.2 86.9: 9.8 13.1
Other: 100.0: 48.6 1.7 20.1 18.2 62.1 86.8 83.9: 13.2 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 122 36 111 60 75 231 192:
Old : 262: 104 56 105 52 72 218 188:
Other: 117: 47 4 22 34 50 89 73:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 25.9 27.9 34.3 17.3 24.4 27.5 30.5
Old : 19.3 25.7 30.1 33.9 19.2 24.5 30.0 31.6
Other: 27.4 30.2 42.9 44.7 27.4 27.5 39.3 38.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 475,769: 127,201 21,456 142,966 174,149 226,832 444,316 391,255: 31,453 84,514
Old : 475,769: 127,201 21,456 142,966 174,149 226,832 444,316 391,255: 31,453 84,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -4,807: 3,506 -1,563 -4,556 -1,296 1,865 -2,345 -4,253: -2,462 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 4.5 30.0 36.6 47.7 93.4 82.2: 6.6 17.8
Old : 100.0: 26.7 4.5 30.0 36.6 47.7 93.4 82.2: 6.6 17.8
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 : 448: 155 72 141 110 190 343 344:
Old : 448: 155 72 141 110 190 343 344:
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 : 18.2 15.8 27.7 22.3 17.7 13.9 27.0 18.3
Old : 18.2 15.8 27.7 22.3 17.7 13.9 27.0 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 10,400: 4,188 2,718 945 3,247 4,546 8,380 8,210: 2,020 2,191
Old : 10,400: 4,188 2,718 945 3,247 4,546 8,380 8,210: 2,020 2,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -24: -517 559 -96 400 -796 -213 -333: 189 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 26.1 9.1 31.2 43.7 80.6 78.9: 19.4 21.1
Old : 100.0: 40.3 26.1 9.1 31.2 43.7 80.6 78.9: 19.4 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 32 28 19 23 23 64 64:
Old : 94: 32 28 19 23 23 64 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 : 34.7 28.3 48.1 40.9 34.7 28.3 48.1 40.2
Old : 34.7 28.3 48.1 40.9 34.7 28.3 48.1 40.2
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 12, 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 : 48,540: 20,653 1,947 8,573 12,616 13,360 41,842 23,880: 6,698 24,660
Old : 48,540: 20,653 1,947 8,573 12,616 13,360 41,842 23,880: 6,698 24,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 189: -200 191 173 487 171 459 534: -270 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 4.0 17.7 26.0 27.5 86.2 49.2: 13.8 50.8
Old : 100.0: 42.5 4.0 17.7 26.0 27.5 86.2 49.2: 13.8 50.8
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 : 182: 59 25 39 50 77 123 130:
Old : 182: 59 25 39 50 77 123 130:
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 : 17.3 10.3 29.9 16.1 16.7 7.4 28.5 9.9
Old : 17.3 10.3 29.9 16.1 16.7 7.4 28.5 9.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 83,845: 12,185 0 5 70,590 83,311 82,780 83,316: 1,065 529
Old : 83,845: 12,185 0 5 70,590 83,311 82,780 83,316: 1,065 529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -6,321: -1,470 0 -128 -3,507 -4,833 -5,105 -4,961: -1,216 -1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 0.0 0.0 84.2 99.4 98.7 99.4: 1.3 0.6
Old : 100.0: 14.5 0.0 0.0 84.2 99.4 98.7 99.4: 1.3 0.6
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 : 25: 9 0 1 13 15 22 16:
Old : 25: 9 0 1 13 15 22 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 : 79.2 67.1 91.1 90.4 50.1 40.9 55.1 53.1
Old : 79.2 67.1 91.1 90.4 50.1 40.9 55.1 53.1
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 12, 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 : 149,529: 65,787 2,246 3,086 25,815 125,575 94,688 130,907: 54,841 18,622
Old : 149,529: 65,787 2,246 3,086 25,815 125,575 94,688 130,907: 54,841 18,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -2,637: -549 -2,033 -3,261 304 5,033 -3,507 -261: 870 -2,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 1.5 2.1 17.3 84.0 63.3 87.5: 36.7 12.5
Old : 100.0: 44.0 1.5 2.1 17.3 84.0 63.3 87.5: 36.7 12.5
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 : 83: 44 5 10 20 27 66 40:
Old : 83: 44 5 10 20 27 66 40:
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 : 19.5 56.2 28.7 70.9 18.8 54.7 27.7 69.3
Old : 19.5 56.2 28.7 70.9 18.8 54.7 27.7 69.3
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 12, 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 : 63,772: 22,122 7,460 791 11,946 44,986 34,858 53,238: 28,914 10,535
Old : 63,772: 22,122 7,460 791 11,946 44,986 34,858 53,238: 28,914 10,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 607: 664 -2,707 -724 -1,899 3,037 -1,959 -394: 2,566 1,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 11.7 1.2 18.7 70.5 54.7 83.5: 45.3 16.5
Old : 100.0: 34.7 11.7 1.2 18.7 70.5 54.7 83.5: 45.3 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 : 41: 16 9 4 11 13 30 23:
Old : 41: 16 9 4 11 13 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 57.1 37.2 73.5 28.6 57.0 37.2 71.7
Old : 28.6 57.1 37.2 73.5 28.6 57.0 37.2 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 166,619: 131,688 6,842 0 26,674 157,661 158,362 164,503: 8,257 2,116
Old : 166,619: 131,688 6,842 0 26,674 157,661 158,362 164,503: 8,257 2,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 7,794: 5,274 -510 -8 2,749 7,756 8,015 7,238: -221 556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 4.1 0.0 16.0 94.6 95.0 98.7: 5.0 1.3
Old : 100.0: 79.0 4.1 0.0 16.0 94.6 95.0 98.7: 5.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 80 14 0 15 22 95 36:
Old : 129: 80 14 0 15 22 95 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 : 41.4 65.6 57.2 80.2 41.4 65.4 57.2 80.1
Old : 41.4 65.6 57.2 80.2 41.4 65.4 57.2 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 128,211: 53,198 26,619 3,888 28,357 76,988 85,443 107,495: 42,768 20,716
Old : 128,211: 53,198 26,619 3,888 28,357 76,988 85,443 107,495: 42,768 20,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 6,161: -114 4,350 -1,452 -846 4,484 -2,412 7,382: 8,573 -1,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 20.8 3.0 22.1 60.0 66.6 83.8: 33.4 16.2
Old : 100.0: 41.5 20.8 3.0 22.1 60.0 66.6 83.8: 33.4 16.2
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 : 100: 32 25 12 25 35 66 63:
Old : 100: 32 25 12 25 35 66 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 32.5 33.5 46.4 21.9 32.0 33.3 45.1
Old : 21.9 32.5 33.5 46.4 21.9 32.0 33.3 45.1
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 12, 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 : 148,192: 14,562 67,708 9,474 101,910 23,315 125,947 100,498: 22,245 47,694
Old : 148,192: 14,562 67,708 9,474 101,910 23,315 125,947 100,498: 22,245 47,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -5,130: -3,583 4,168 -7,752 10,098 -4,407 -1,237 -7,991: -3,894 2,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 45.7 6.4 68.8 15.7 85.0 67.8: 15.0 32.2
Old : 100.0: 9.8 45.7 6.4 68.8 15.7 85.0 67.8: 15.0 32.2
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 : 105: 23 43 20 32 22 64 76:
Old : 105: 23 43 20 32 22 64 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 23.0 48.2 34.3 29.8 23.0 45.7 33.8
Old : 31.2 23.0 48.2 34.3 29.8 23.0 45.7 33.8
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 12, 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 : 278,862: 103,390 36,128 26,165 78,725 159,862 208,280 222,154: 70,583 56,708
Old : 278,862: 103,390 36,128 26,165 78,725 159,862 208,280 222,154: 70,583 56,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -5,645: 6,385 1,811 -7,546 -5,562 -78 -6,723 -5,814: 1,078 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 13.0 9.4 28.2 57.3 74.7 79.7: 25.3 20.3
Old : 100.0: 37.1 13.0 9.4 28.2 57.3 74.7 79.7: 25.3 20.3
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 : 189: 59 57 50 44 53 131 132:
Old : 189: 59 57 50 44 53 131 132:
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 : 20.0 29.5 28.5 39.2 19.9 28.9 27.7 38.6
Old : 20.0 29.5 28.5 39.2 19.9 28.9 27.7 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 37,396: 31,884 26,202 0 4,168 11,052 36,052 37,254: 1,344 142
Old : 37,396: 31,884 26,202 0 4,168 11,052 36,052 37,254: 1,344 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -60: -183 0 0 112 -65 -71 -65: 11 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 70.1 0.0 11.1 29.6 96.4 99.6: 3.6 0.4
Old : 100.0: 85.3 70.1 0.0 11.1 29.6 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 : 91.0 89.7 95.3 99.2 91.0 89.7 95.3 99.2
Old : 91.0 89.7 95.3 99.2 91.0 89.7 95.3 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 12, 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 : 21,143: 14,233 7,897 0 3,348 11,788 17,581 19,685: 3,562 1,458
Old : 21,143: 14,233 7,897 0 3,348 11,788 17,581 19,685: 3,562 1,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 4,946: 4,104 463 -3 576 4,766 4,677 5,226: 269 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 37.4 0.0 15.8 55.8 83.2 93.1: 16.8 6.9
Old : 100.0: 67.3 37.4 0.0 15.8 55.8 83.2 93.1: 16.8 6.9
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 : 47: 20 8 0 3 17 23 25:
Old : 47: 20 8 0 3 17 23 25:
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 : 48.1 53.1 66.7 72.4 48.1 53.1 66.7 72.3
Old : 48.1 53.1 66.7 72.4 48.1 53.1 66.7 72.3
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 12, 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 :14,661,081: 899,309 438,461 4,337,492 8,459,557 8,736,373 13,696,358 13,512,327: 964,723 1,148,754
Old :14,661,081: 899,309 438,461 4,337,492 8,459,557 8,736,373 13,696,358 13,512,327: 964,723 1,148,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 131,364: 44,313 56,995 -63,621 99,904 62,132 80,596 55,505: 50,769 75,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 3.0 29.6 57.7 59.6 93.4 92.2: 6.6 7.8
Old : 100.0: 6.1 3.0 29.6 57.7 59.6 93.4 92.2: 6.6 7.8
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 : 300: 70 58 109 152 161 282 275:
Old : 300: 70 58 109 152 161 282 275:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 20.9 41.6 33.7 25.0 13.9 28.2 20.4
Old : 30.7 20.9 41.6 33.7 25.0 13.9 28.2 20.4
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 12, 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 : 978,236: 78,056 99,327 74,836 654,012 672,769 806,903 846,932: 171,332 131,303
Old : 978,236: 78,056 99,327 74,836 654,012 672,769 806,903 846,932: 171,332 131,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 9,886: -2,261 6,632 4,561 5,363 -2,354 7,663 8,839: 2,222 1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 10.2 7.7 66.9 68.8 82.5 86.6: 17.5 13.4
Old : 100.0: 8.0 10.2 7.7 66.9 68.8 82.5 86.6: 17.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 581: 118 134 110 236 236 414 421:
Old : 581: 118 134 110 236 236 414 421:
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 13.1 23.7 19.8 12.8 12.5 18.7 18.3
Old : 16.6 13.1 23.7 19.8 12.8 12.5 18.7 18.3
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 12, 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 : 395,193: 15,069 33,658 36,296 225,672 272,479 277,037 342,433: 118,156 52,760
Old : 395,193: 15,069 33,658 36,296 225,672 272,479 277,037 342,433: 118,156 52,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 5,768: -300 6,015 1,134 4,103 351 4,938 7,500: 831 -1,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 8.5 9.2 57.1 68.9 70.1 86.6: 29.9 13.4
Old : 100.0: 3.8 8.5 9.2 57.1 68.9 70.1 86.6: 29.9 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 : 143: 22 29 37 72 64 114 110:
Old : 143: 22 29 37 72 64 114 110:
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 : 18.9 22.8 26.1 34.5 17.2 21.9 24.1 32.3
Old : 18.9 22.8 26.1 34.5 17.2 21.9 24.1 32.3
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 12, 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 : 2,915,212: 376,533 389,951 131,095 2,141,701 2,001,450 2,649,330 2,522,497: 265,882 392,715
Old : 2,915,212: 376,533 389,951 131,095 2,141,701 2,001,450 2,649,330 2,522,497: 265,882 392,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 20,585: 11,822 24,716 -4,491 6,297 -13,527 13,628 6,697: 6,957 13,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 13.4 4.5 73.5 68.7 90.9 86.5: 9.1 13.5
Old : 100.0: 12.9 13.4 4.5 73.5 68.7 90.9 86.5: 9.1 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 : 526: 111 116 91 208 217 365 378:
Old : 526: 111 116 91 208 217 365 378:
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 : 20.7 11.1 29.9 18.9 17.2 11.1 25.4 18.1
Old : 20.7 11.1 29.9 18.9 17.2 11.1 25.4 18.1
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, April 12, 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 : 113,182: 13,132 8,336 61 90,557 102,236 103,750 110,633: 9,432 2,549
Old : 113,182: 13,132 8,336 61 90,557 102,236 103,750 110,633: 9,432 2,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 927: -2,083 -241 61 2,876 1,253 854 1,073: 73 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 7.4 0.1 80.0 90.3 91.7 97.7: 8.3 2.3
Old : 100.0: 11.6 7.4 0.1 80.0 90.3 91.7 97.7: 8.3 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 13 6 1 54 39 68 45:
Old : 98: 13 6 1 54 39 68 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 : 40.8 41.0 55.2 57.2 35.7 41.0 50.0 57.2
Old : 40.8 41.0 55.2 57.2 35.7 41.0 50.0 57.2
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 12, 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 : 86,434: 21,211 9,842 6,926 49,036 65,845 77,173 82,613: 9,261 3,820
Old : 86,434: 21,211 9,842 6,926 49,036 65,845 77,173 82,613: 9,261 3,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -5,183: -3,899 336 -834 27 -4,569 -4,706 -5,066: -477 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 11.4 8.0 56.7 76.2 89.3 95.6: 10.7 4.4
Old : 100.0: 24.5 11.4 8.0 56.7 76.2 89.3 95.6: 10.7 4.4
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 : 248: 70 38 21 81 96 158 149:
Old : 248: 70 38 21 81 96 158 149:
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 : 21.8 25.1 35.4 39.8 20.3 24.8 29.8 37.7
Old : 21.8 25.1 35.4 39.8 20.3 24.8 29.8 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 17,602: 5,820 1,334 120 8,093 14,993 14,032 16,447: 3,570 1,156
Old : 17,602: 5,820 1,334 120 8,093 14,993 14,032 16,447: 3,570 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -391: -1,157 723 120 872 -1,136 -166 -294: -225 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 7.6 0.7 46.0 85.2 79.7 93.4: 20.3 6.6
Old : 100.0: 33.1 7.6 0.7 46.0 85.2 79.7 93.4: 20.3 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 : 29: 5 3 3 11 11 18 15:
Old : 29: 5 3 3 11 11 18 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 : 50.5 53.0 68.1 79.8 50.5 53.0 68.1 79.3
Old : 50.5 53.0 68.1 79.8 50.5 53.0 68.1 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 12, 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 : 344,158: 104,736 70,323 6,251 204,718 254,260 315,705 330,834: 28,453 13,324
Old : 344,158: 104,736 70,323 6,251 204,718 254,260 315,705 330,834: 28,453 13,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -23,956: -19,317 -7,540 839 -4,221 -17,162 -22,698 -23,863: -1,258 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 20.4 1.8 59.5 73.9 91.7 96.1: 8.3 3.9
Old : 100.0: 30.4 20.4 1.8 59.5 73.9 91.7 96.1: 8.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 66 41 18 77 92 150 144:
Old : 244: 66 41 18 77 92 150 144:
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 : 25.3 26.0 39.6 41.9 24.0 26.0 37.8 41.9
Old : 25.3 26.0 39.6 41.9 24.0 26.0 37.8 41.9
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 12, 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 : 156,359: 97,168 6,450 2,606 18,742 126,704 118,516 135,759: 37,843 20,599
Old : 156,359: 97,168 6,450 2,606 18,742 126,704 118,516 135,759: 37,843 20,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -178: -3,164 -2,364 -1,228 2,317 978 -2,075 -2,613: 1,897 2,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 4.1 1.7 12.0 81.0 75.8 86.8: 24.2 13.2
Old : 100.0: 62.1 4.1 1.7 12.0 81.0 75.8 86.8: 24.2 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 41 12 10 16 19 61 37:
Old : 79: 41 12 10 16 19 61 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 53.8 45.7 69.7 32.1 53.5 45.7 69.2
Old : 32.1 53.8 45.7 69.7 32.1 53.5 45.7 69.2
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 12, 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 : 54,553: 23,251 7,448 6 23,956 29,971 47,213 37,425: 7,340 17,128
Old : 54,553: 23,251 7,448 6 23,956 29,971 47,213 37,425: 7,340 17,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -2,630: 1,731 -692 -6 -4,366 -810 -2,641 -1,508: 11 -1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 13.7 0.0 43.9 54.9 86.5 68.6: 13.5 31.4
Old : 100.0: 42.6 13.7 0.0 43.9 54.9 86.5 68.6: 13.5 31.4
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 : 71: 20 15 1 20 21 40 37:
Old : 71: 20 15 1 20 21 40 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 38.4 57.7 47.6 34.6 26.9 45.4 35.0
Old : 42.5 38.4 57.7 47.6 34.6 26.9 45.4 35.0
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 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 61,402: 10,278 18,661 999 42,785 32,444 54,062 52,104: 7,340 9,298
Old : 61,402: 10,278 18,661 999 42,785 32,444 54,062 52,104: 7,340 9,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -2,817: -1,369 1,420 -230 -2,160 -7,627 -3,759 -6,437: 942 3,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 30.4 1.6 69.7 52.8 88.0 84.9: 12.0 15.1
Old : 100.0: 16.7 30.4 1.6 69.7 52.8 88.0 84.9: 12.0 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 : 76: 18 14 5 25 24 47 39:
Old : 76: 18 14 5 25 24 47 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 : 35.7 38.8 49.5 54.3 28.1 33.3 40.2 45.7
Old : 35.7 38.8 49.5 54.3 28.1 33.3 40.2 45.7
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 12, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 32,887: 4,223 2,111 280 23,803 28,225 28,306 30,616: 4,581 2,271
Old : 32,887: 4,223 2,111 280 23,803 28,225 28,306 30,616: 4,581 2,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 1,247: 798 198 0 273 629 1,071 827: 176 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 6.4 0.9 72.4 85.8 86.1 93.1: 13.9 6.9
Old : 100.0: 12.8 6.4 0.9 72.4 85.8 86.1 93.1: 13.9 6.9
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 : 47: 5 4 1 22 24 27 29:
Old : 47: 5 4 1 22 24 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 43.9 60.7 65.7 40.1 39.6 50.8 56.7
Old : 46.3 43.9 60.7 65.7 40.1 39.6 50.8 56.7
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 12, 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 : 40,472: 13,580 3,334 75 20,117 34,289 33,772 37,698: 6,700 2,774
Old : 40,472: 13,580 3,334 75 20,117 34,289 33,772 37,698: 6,700 2,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 2,430: 1,533 708 -19 877 2,096 2,391 2,785: 39 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 8.2 0.2 49.7 84.7 83.4 93.1: 16.6 6.9
Old : 100.0: 33.6 8.2 0.2 49.7 84.7 83.4 93.1: 16.6 6.9
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 : 68: 20 8 2 26 22 47 31:
Old : 68: 20 8 2 26 22 47 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 53.8 49.3 70.8 33.4 51.6 48.2 68.6
Old : 34.5 53.8 49.3 70.8 33.4 51.6 48.2 68.6
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 12, 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 : 13,840: 6,860 2,809 48 4,828 10,312 11,736 13,169: 2,104 671
Old : 13,840: 6,860 2,809 48 4,828 10,312 11,736 13,169: 2,104 671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 423: -28 2 36 305 45 313 83: 110 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 20.3 0.3 34.9 74.5 84.8 95.2: 15.2 4.8
Old : 100.0: 49.6 20.3 0.3 34.9 74.5 84.8 95.2: 15.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 12 3 2 8 5 21 9:
Old : 24: 12 3 2 8 5 21 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 : 45.6 94.2 62.0 95.1 45.4 94.1 61.7 94.1
Old : 45.6 94.2 62.0 95.1 45.4 94.1 61.7 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2011