BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,052: 289 1,237 141 2,860 2,272 3,290 3,650: 761 402
Old : 4,052: 289 1,237 141 2,860 2,272 3,290 3,650: 761 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 65: 0 21 2 15 52 18 75: 47 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 30.5 3.5 70.6 56.1 81.2 90.1: 18.8 9.9
Old : 100.0: 7.1 30.5 3.5 70.6 56.1 81.2 90.1: 18.8 9.9
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 : 23: 1 5 3 13 12 17 17:
Old : 23: 1 5 3 13 12 17 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 : 52.9 55.1 71.4 69.8 52.9 47.4 63.9 61.0
Old : 52.9 55.1 71.4 69.8 52.9 47.4 63.9 61.0
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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 55,538: 5,114 1,752 11,565 32,048 32,317 48,727 45,633: 6,811 9,904
Old : 55,538: 5,114 1,752 11,565 32,048 32,317 48,727 45,633: 6,811 9,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 391: 341 -168 -65 146 355 423 122: -31 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 3.2 20.8 57.7 58.2 87.7 82.2: 12.3 17.8
Old : 100.0: 9.2 3.2 20.8 57.7 58.2 87.7 82.2: 12.3 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 : 86: 24 10 23 42 42 75 66:
Old : 86: 24 10 23 42 42 75 66:
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 : 36.5 35.8 48.3 48.0 36.3 34.0 43.4 43.9
Old : 36.5 35.8 48.3 48.0 36.3 34.0 43.4 43.9
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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 259,036: 62,338 12,213 69,794 99,830 139,376 231,963 221,383: 27,073 37,653
Old : 211,371: 54,100 25,743 45,973 91,124 109,580 191,197 181,296: 20,174 30,075
Other: 47,665: 22,821 1,052 9,238 8,706 29,796 40,765 40,087: 6,899 7,578
: : :
: : Changes in Commitments from: April 19, 2011 :
: -4,492: -2,438 1,484 -4,206 3,663 -2,566 -2,981 -5,288: -1,510 797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 4.7 26.9 38.5 53.8 89.5 85.5: 10.5 14.5
Old : 100.0: 25.6 12.2 21.8 43.1 51.8 90.5 85.8: 9.5 14.2
Other: 100.0: 47.9 2.2 19.4 18.3 62.5 85.5 84.1: 14.5 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 114 38 106 56 72 213 192:
Old : 252: 97 61 96 48 68 198 185:
Other: 122: 50 3 22 34 54 91 77:
:----------------------------------------------------------------------------------------------------
: 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 27.7 29.5 35.8 18.3 26.0 29.3 32.2
Old : 20.8 27.4 32.7 35.9 20.7 25.9 32.6 33.3
Other: 27.3 30.8 43.1 44.6 27.3 27.0 38.9 37.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 454,946: 120,621 22,315 133,679 172,791 217,879 427,091 373,874: 27,855 81,073
Old : 454,946: 120,621 22,315 133,679 172,791 217,879 427,091 373,874: 27,855 81,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -13,440: -5,816 2,590 -3,279 -1,164 -9,205 -10,258 -9,893: -3,182 -3,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 4.9 29.4 38.0 47.9 93.9 82.2: 6.1 17.8
Old : 100.0: 26.5 4.9 29.4 38.0 47.9 93.9 82.2: 6.1 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 : 434: 145 76 135 101 191 312 347:
Old : 434: 145 76 135 101 191 312 347:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 16.5 29.9 23.3 19.4 14.4 29.1 19.1
Old : 19.7 16.5 29.9 23.3 19.4 14.4 29.1 19.1
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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,641: 4,028 3,602 485 3,092 3,434 7,605 7,521: 2,037 2,120
Old : 9,641: 4,028 3,602 485 3,092 3,434 7,605 7,521: 2,037 2,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -497: 187 287 -281 -262 -291 -356 -285: -141 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 37.4 5.0 32.1 35.6 78.9 78.0: 21.1 22.0
Old : 100.0: 41.8 37.4 5.0 32.1 35.6 78.9 78.0: 21.1 22.0
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 : 89: 32 33 12 15 18 49 61:
Old : 89: 32 33 12 15 18 49 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 27.4 52.3 41.1 38.6 27.4 52.3 41.0
Old : 38.6 27.4 52.3 41.1 38.6 27.4 52.3 41.0
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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 45,870: 20,008 2,639 7,354 11,952 11,905 39,314 21,898: 6,555 23,972
Old : 45,870: 20,008 2,639 7,354 11,952 11,905 39,314 21,898: 6,555 23,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -1,648: -101 339 -1,166 157 -975 -1,111 -1,802: -537 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 5.8 16.0 26.1 26.0 85.7 47.7: 14.3 52.3
Old : 100.0: 43.6 5.8 16.0 26.1 26.0 85.7 47.7: 14.3 52.3
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 : 171: 47 28 36 50 73 113 125:
Old : 171: 47 28 36 50 73 113 125:
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 : 17.2 10.9 29.8 16.8 17.0 7.1 28.8 10.3
Old : 17.2 10.9 29.8 16.8 17.0 7.1 28.8 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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 83,803: 8,700 0 5 74,514 83,586 83,219 83,591: 584 212
Old : 83,803: 8,700 0 5 74,514 83,586 83,219 83,591: 584 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -2,945: -6,486 0 -2 3,821 -3,035 -2,667 -3,037: -279 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 0.0 88.9 99.7 99.3 99.7: 0.7 0.3
Old : 100.0: 10.4 0.0 0.0 88.9 99.7 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 0 1 15 15 23 16:
Old : 24: 8 0 1 15 15 23 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 : 77.9 65.0 89.1 88.7 48.1 36.5 52.5 49.3
Old : 77.9 65.0 89.1 88.7 48.1 36.5 52.5 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 149,005: 60,556 2,601 3,728 29,536 125,362 93,820 131,690: 55,186 17,315
Old : 149,005: 60,556 2,601 3,728 29,536 125,362 93,820 131,690: 55,186 17,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -1,570: -6,212 263 257 2,275 -202 -3,679 319: 2,109 -1,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 1.7 2.5 19.8 84.1 63.0 88.4: 37.0 11.6
Old : 100.0: 40.6 1.7 2.5 19.8 84.1 63.0 88.4: 37.0 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 : 88: 44 9 11 21 27 70 42:
Old : 88: 44 9 11 21 27 70 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 : 19.7 55.0 28.6 69.6 19.1 52.5 26.8 67.0
Old : 19.7 55.0 28.6 69.6 19.1 52.5 26.8 67.0
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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 75,008: 27,407 9,410 1,290 16,730 52,028 45,427 62,728: 29,581 12,281
Old : 75,008: 27,407 9,410 1,290 16,730 52,028 45,427 62,728: 29,581 12,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 3,346: 382 -203 224 3,541 2,066 4,147 2,087: -802 1,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 12.5 1.7 22.3 69.4 60.6 83.6: 39.4 16.4
Old : 100.0: 36.5 12.5 1.7 22.3 69.4 60.6 83.6: 39.4 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 18 12 5 10 13 31 27:
Old : 46: 18 12 5 10 13 31 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 : 30.1 57.7 42.9 72.8 28.5 57.6 39.7 71.4
Old : 30.1 57.7 42.9 72.8 28.5 57.6 39.7 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 170,977: 138,516 6,710 138 23,592 162,240 162,246 169,088: 8,731 1,889
Old : 170,977: 138,516 6,710 138 23,592 162,240 162,246 169,088: 8,731 1,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -3,322: -4,296 -1,973 1 972 -794 -3,323 -2,766: 1 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 3.9 0.1 13.8 94.9 94.9 98.9: 5.1 1.1
Old : 100.0: 81.0 3.9 0.1 13.8 94.9 94.9 98.9: 5.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 77 17 1 15 24 93 41:
Old : 130: 77 17 1 15 24 93 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 65.2 59.9 79.3 46.1 65.0 59.9 79.1
Old : 46.1 65.2 59.9 79.3 46.1 65.0 59.9 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 128,548: 55,956 23,776 4,900 27,901 82,202 88,757 110,878: 39,792 17,670
Old : 128,548: 55,956 23,776 4,900 27,901 82,202 88,757 110,878: 39,792 17,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 11,687: 5,840 3,261 821 647 9,567 7,308 13,650: 4,379 -1,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 18.5 3.8 21.7 63.9 69.0 86.3: 31.0 13.7
Old : 100.0: 43.5 18.5 3.8 21.7 63.9 69.0 86.3: 31.0 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 37 29 15 25 35 72 69:
Old : 108: 37 29 15 25 35 72 69:
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 : 21.4 33.1 33.1 47.0 21.4 31.7 32.8 45.6
Old : 21.4 33.1 33.1 47.0 21.4 31.7 32.8 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 134,744: 14,402 52,942 9,513 85,679 27,853 109,594 90,307: 25,150 44,436
Old : 134,744: 14,402 52,942 9,513 85,679 27,853 109,594 90,307: 25,150 44,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -12,449: 1,146 -14,710 64 -18,169 1,472 -16,958 -13,173: 4,510 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 39.3 7.1 63.6 20.7 81.3 67.0: 18.7 33.0
Old : 100.0: 10.7 39.3 7.1 63.6 20.7 81.3 67.0: 18.7 33.0
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 : 105: 19 48 23 30 24 64 80:
Old : 105: 19 48 23 30 24 64 80:
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 18.3 44.8 28.5 31.3 17.4 41.7 27.6
Old : 31.5 18.3 44.8 28.5 31.3 17.4 41.7 27.6
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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 303,386: 102,927 35,296 37,348 89,932 173,793 230,207 246,438: 73,179 56,948
Old : 303,386: 102,927 35,296 37,348 89,932 173,793 230,207 246,438: 73,179 56,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 18,402: 1,982 -569 7,480 4,574 7,221 14,036 14,132: 4,366 4,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 11.6 12.3 29.6 57.3 75.9 81.2: 24.1 18.8
Old : 100.0: 33.9 11.6 12.3 29.6 57.3 75.9 81.2: 24.1 18.8
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 : 189: 53 67 59 41 52 131 141:
Old : 189: 53 67 59 41 52 131 141:
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 : 19.0 29.1 29.5 40.0 19.0 28.5 28.6 39.4
Old : 19.0 29.1 29.5 40.0 19.0 28.5 28.6 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 27,220: 19,205 7,748 213 3,523 18,088 22,941 26,049: 4,279 1,171
Old : 27,220: 19,205 7,748 213 3,523 18,088 22,941 26,049: 4,279 1,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 1,431: 1,483 -635 0 -143 2,102 1,340 1,467: 91 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 28.5 0.8 12.9 66.5 84.3 95.7: 15.7 4.3
Old : 100.0: 70.6 28.5 0.8 12.9 66.5 84.3 95.7: 15.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 18 8 1 3 19 21 28:
Old : 47: 18 8 1 3 19 21 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 49.7 70.3 74.5 51.6 49.7 70.3 74.5
Old : 51.6 49.7 70.3 74.5 51.6 49.7 70.3 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :15,080,448: 1,156,004 445,456 4,479,042 8,449,061 9,006,605 14,084,108 13,931,103: 996,340 1,149,345
Old :15,080,448: 1,156,004 445,456 4,479,042 8,449,061 9,006,605 14,084,108 13,931,103: 996,340 1,149,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 356,272: 147,510 -40,929 156,830 26,445 222,556 330,785 338,457: 25,487 17,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 3.0 29.7 56.0 59.7 93.4 92.4: 6.6 7.6
Old : 100.0: 7.7 3.0 29.7 56.0 59.7 93.4 92.4: 6.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 73 56 108 158 163 290 276:
Old : 306: 73 56 108 158 163 290 276:
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 21.2 42.5 34.7 26.2 14.6 30.3 22.1
Old : 31.5 21.2 42.5 34.7 26.2 14.6 30.3 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 996,090: 81,991 93,136 69,173 670,432 699,524 821,596 861,832: 174,494 134,258
Old : 996,090: 81,991 93,136 69,173 670,432 699,524 821,596 861,832: 174,494 134,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 30,943: 10,299 -10,300 5,029 15,799 40,202 31,126 34,931: -184 -3,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.4 6.9 67.3 70.2 82.5 86.5: 17.5 13.5
Old : 100.0: 8.2 9.4 6.9 67.3 70.2 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 : 566: 111 120 93 238 236 401 398:
Old : 566: 111 120 93 238 236 401 398:
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 : 16.5 14.3 23.5 21.6 12.6 13.7 18.2 19.8
Old : 16.5 14.3 23.5 21.6 12.6 13.7 18.2 19.8
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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 409,506: 17,037 25,384 34,885 233,102 299,063 285,024 359,332: 124,483 50,174
Old : 409,506: 17,037 25,384 34,885 233,102 299,063 285,024 359,332: 124,483 50,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 18,407: 2,815 -9,488 6,221 10,147 23,717 19,183 20,450: -776 -2,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 6.2 8.5 56.9 73.0 69.6 87.7: 30.4 12.3
Old : 100.0: 4.2 6.2 8.5 56.9 73.0 69.6 87.7: 30.4 12.3
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 : 138: 17 31 36 70 62 112 104:
Old : 138: 17 31 36 70 62 112 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 24.7 24.8 36.1 16.1 23.6 22.8 34.9
Old : 18.1 24.7 24.8 36.1 16.1 23.6 22.8 34.9
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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,932,920: 378,937 392,920 117,273 2,186,652 2,002,306 2,682,863 2,512,499: 250,057 420,421
Old : 2,932,920: 378,937 392,920 117,273 2,186,652 2,002,306 2,682,863 2,512,499: 250,057 420,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 62,681: 8,481 -33,000 22,980 28,257 82,426 59,719 72,406: 2,962 -9,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 13.4 4.0 74.6 68.3 91.5 85.7: 8.5 14.3
Old : 100.0: 12.9 13.4 4.0 74.6 68.3 91.5 85.7: 8.5 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 518: 105 106 77 209 218 353 362:
Old : 518: 105 106 77 209 218 353 362:
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 12.0 30.1 19.7 16.6 10.9 24.7 17.5
Old : 20.8 12.0 30.1 19.7 16.6 10.9 24.7 17.5
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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 124,808: 16,774 10,554 105 98,371 111,319 115,250 121,978: 9,559 2,831
Old : 124,808: 16,774 10,554 105 98,371 111,319 115,250 121,978: 9,559 2,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 8,039: 6,542 3,012 -601 2,446 5,638 8,387 8,049: -348 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.5 0.1 78.8 89.2 92.3 97.7: 7.7 2.3
Old : 100.0: 13.4 8.5 0.1 78.8 89.2 92.3 97.7: 7.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 17 6 1 54 41 71 48:
Old : 103: 17 6 1 54 41 71 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 38.1 52.4 54.4 33.5 38.1 46.9 54.0
Old : 38.1 38.1 52.4 54.4 33.5 38.1 46.9 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 93,124: 25,270 9,779 5,110 53,499 73,611 83,879 88,500: 9,244 4,624
Old : 93,124: 25,270 9,779 5,110 53,499 73,611 83,879 88,500: 9,244 4,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 14,366: 7,869 646 2,964 3,342 10,872 14,175 14,482: 190 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 10.5 5.5 57.4 79.0 90.1 95.0: 9.9 5.0
Old : 100.0: 27.1 10.5 5.5 57.4 79.0 90.1 95.0: 9.9 5.0
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 : 251: 79 38 18 81 89 169 137:
Old : 251: 79 38 18 81 89 169 137:
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 24.2 32.8 37.6 20.1 22.8 29.2 34.4
Old : 20.8 24.2 32.8 37.6 20.1 22.8 29.2 34.4
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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 18,392: 4,103 1,379 0 10,404 16,107 14,507 17,486: 3,885 906
Old : 18,392: 4,103 1,379 0 10,404 16,107 14,507 17,486: 3,885 906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 4,008: 2,371 3 0 1,670 4,154 4,041 4,157: -33 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 7.5 0.0 56.6 87.6 78.9 95.1: 21.1 4.9
Old : 100.0: 22.3 7.5 0.0 56.6 87.6 78.9 95.1: 21.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 0 12 13 16 15:
Old : 28: 4 2 0 12 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 52.2 64.5 81.8 44.5 52.2 64.5 81.8
Old : 44.5 52.2 64.5 81.8 44.5 52.2 64.5 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 373,657: 124,463 60,630 6,922 215,477 287,518 346,862 355,070: 26,795 18,588
Old : 373,657: 124,463 60,630 6,922 215,477 287,518 346,862 355,070: 26,795 18,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 51,786: 40,243 15,970 2,067 8,362 33,590 50,672 51,626: 1,115 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 16.2 1.9 57.7 76.9 92.8 95.0: 7.2 5.0
Old : 100.0: 33.3 16.2 1.9 57.7 76.9 92.8 95.0: 7.2 5.0
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 : 247: 78 38 16 76 86 160 134:
Old : 247: 78 38 16 76 86 160 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 24.7 38.1 39.9 24.3 24.7 36.4 39.9
Old : 24.5 24.7 38.1 39.9 24.3 24.7 36.4 39.9
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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 154,278: 88,780 7,590 3,999 22,602 120,759 115,381 132,349: 38,897 21,930
Old : 154,278: 88,780 7,590 3,999 22,602 120,759 115,381 132,349: 38,897 21,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 2,393: -2,890 1,352 865 2,245 -1,413 220 805: 2,173 1,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 4.9 2.6 14.6 78.3 74.8 85.8: 25.2 14.2
Old : 100.0: 57.5 4.9 2.6 14.6 78.3 74.8 85.8: 25.2 14.2
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 : 81: 40 13 10 18 20 61 40:
Old : 81: 40 13 10 18 20 61 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 : 32.3 50.9 45.8 66.6 32.3 50.4 45.8 65.9
Old : 32.3 50.9 45.8 66.6 32.3 50.4 45.8 65.9
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 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 55,806: 19,907 8,264 1,240 27,678 29,205 48,825 38,709: 6,981 17,097
Old : 55,806: 19,907 8,264 1,240 27,678 29,205 48,825 38,709: 6,981 17,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -9: -1,975 -202 1,240 472 -699 -263 339: 254 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 14.8 2.2 49.6 52.3 87.5 69.4: 12.5 30.6
Old : 100.0: 35.7 14.8 2.2 49.6 52.3 87.5 69.4: 12.5 30.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 21 13 2 22 17 44 31:
Old : 69: 21 13 2 22 17 44 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 37.2 57.2 47.3 29.3 27.1 43.1 35.9
Old : 38.0 37.2 57.2 47.3 29.3 27.1 43.1 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 64,230: 11,723 17,524 1,102 43,672 39,463 56,497 58,089: 7,733 6,141
Old : 64,230: 11,723 17,524 1,102 43,672 39,463 56,497 58,089: 7,733 6,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 3,159: 26 -621 499 2,129 2,723 2,654 2,601: 505 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 27.3 1.7 68.0 61.4 88.0 90.4: 12.0 9.6
Old : 100.0: 18.3 27.3 1.7 68.0 61.4 88.0 90.4: 12.0 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 18 14 4 25 24 46 39:
Old : 76: 18 14 4 25 24 46 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 33.2 47.9 54.8 27.8 27.8 38.9 46.4
Old : 34.9 33.2 47.9 54.8 27.8 27.8 38.9 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 34,421: 4,455 3,221 280 25,401 28,312 30,136 31,813: 4,285 2,608
Old : 34,421: 4,455 3,221 280 25,401 28,312 30,136 31,813: 4,285 2,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 1,613: 737 1,598 -25 984 -685 1,696 888: -83 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.4 0.8 73.8 82.3 87.6 92.4: 12.4 7.6
Old : 100.0: 12.9 9.4 0.8 73.8 82.3 87.6 92.4: 12.4 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 4 1 23 24 28 29:
Old : 48: 5 4 1 23 24 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 41.5 61.6 64.2 41.0 37.1 53.3 55.3
Old : 46.2 41.5 61.6 64.2 41.0 37.1 53.3 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 41,006: 13,291 2,872 17 20,582 34,869 33,890 37,758: 7,116 3,248
Old : 41,006: 13,291 2,872 17 20,582 34,869 33,890 37,758: 7,116 3,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -810: -143 -812 -17 -1,923 -261 -2,083 -1,090: 1,273 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 7.0 0.0 50.2 85.0 82.6 92.1: 17.4 7.9
Old : 100.0: 32.4 7.0 0.0 50.2 85.0 82.6 92.1: 17.4 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 19 8 1 25 19 44 28:
Old : 63: 19 8 1 25 19 44 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 55.7 49.8 73.6 32.1 53.5 47.4 71.0
Old : 34.4 55.7 49.8 73.6 32.1 53.5 47.4 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2011