BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,818: 427 124 32 3,598 4,115 4,057 4,271: 761 547
Old : 4,818: 427 124 32 3,598 4,115 4,057 4,271: 761 547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -105: -51 -79 23 -155 -5 -183 -61: 78 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 2.6 0.7 74.7 85.4 84.2 88.6: 15.8 11.4
Old : 100.0: 8.9 2.6 0.7 74.7 85.4 84.2 88.6: 15.8 11.4
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: 2 2 2 13 11 17 13:
Old : 20: 2 2 2 13 11 17 13:
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 : 59.7 70.0 76.2 84.0 59.7 66.8 73.7 79.1
Old : 59.7 70.0 76.2 84.0 59.7 66.8 73.7 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,480: 5,219 8,520 891 20,801 16,867 26,911 26,278: 4,569 5,202
Old : 31,480: 5,219 8,520 891 20,801 16,867 26,911 26,278: 4,569 5,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -3,163: -1,086 150 -300 -1,547 -2,490 -2,933 -2,640: -230 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 27.1 2.8 66.1 53.6 85.5 83.5: 14.5 16.5
Old : 100.0: 16.6 27.1 2.8 66.1 53.6 85.5 83.5: 14.5 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 : 69: 7 20 7 25 23 37 45:
Old : 69: 7 20 7 25 23 37 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 : 52.5 31.4 65.5 48.3 50.7 30.1 63.4 47.0
Old : 52.5 31.4 65.5 48.3 50.7 30.1 63.4 47.0
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 254,310: 82,923 56,636 43,204 100,507 118,391 226,634 218,231: 27,676 36,079
Old : 235,533: 80,297 59,349 34,963 97,007 108,127 212,267 202,439: 23,266 33,094
Other: 18,777: 8,168 2,829 2,699 3,500 10,264 14,367 15,792: 4,410 2,985
: : :
: : Changes in Commitments from: January 31, 2012 :
: 5,767: 4,644 -3,416 2,619 -2,325 4,775 4,938 3,978: 829 1,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 22.3 17.0 39.5 46.6 89.1 85.8: 10.9 14.2
Old : 100.0: 34.1 25.2 14.8 41.2 45.9 90.1 85.9: 9.9 14.1
Other: 100.0: 43.5 15.1 14.4 18.6 54.7 76.5 84.1: 23.5 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 87 87 105 50 75 210 214:
Old : 278: 83 100 101 45 75 201 213:
Other: 104: 32 16 12 23 40 61 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 19.3 34.0 26.4 18.5 19.0 30.6 25.4
Old : 20.7 20.2 35.1 27.6 20.0 19.8 33.2 26.5
Other: 33.2 30.2 47.4 45.1 28.2 23.8 38.8 37.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 339,300: 121,769 56,795 44,850 143,318 170,676 309,937 272,321: 29,363 66,979
Old : 339,300: 121,769 56,795 44,850 143,318 170,676 309,937 272,321: 29,363 66,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 91: -2,021 -12,148 2,467 -1,044 5,733 -598 -3,948: 689 4,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 16.7 13.2 42.2 50.3 91.3 80.3: 8.7 19.7
Old : 100.0: 35.9 16.7 13.2 42.2 50.3 91.3 80.3: 8.7 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 141 91 124 80 162 297 321:
Old : 428: 141 91 124 80 162 297 321:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 12.3 33.6 19.2 19.4 12.0 31.7 18.4
Old : 20.2 12.3 33.6 19.2 19.4 12.0 31.7 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,867: 3,765 3,455 1,674 2,681 3,020 8,120 8,149: 1,747 1,718
Old : 9,867: 3,765 3,455 1,674 2,681 3,020 8,120 8,149: 1,747 1,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -212: -16 -1,534 66 -46 1,057 4 -411: -216 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 35.0 17.0 27.2 30.6 82.3 82.6: 17.7 17.4
Old : 100.0: 38.2 35.0 17.0 27.2 30.6 82.3 82.6: 17.7 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 29 25 18 15 22 56 62:
Old : 88: 29 25 18 15 22 56 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 23.3 52.4 37.8 35.4 21.1 45.6 33.9
Old : 37.4 23.3 52.4 37.8 35.4 21.1 45.6 33.9
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,757: 21,809 6,916 9,112 9,035 10,924 39,956 26,952: 7,801 20,805
Old : 47,757: 21,809 6,916 9,112 9,035 10,924 39,956 26,952: 7,801 20,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 3,052: 699 1 1,358 335 679 2,392 2,038: 660 1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 14.5 19.1 18.9 22.9 83.7 56.4: 16.3 43.6
Old : 100.0: 45.7 14.5 19.1 18.9 22.9 83.7 56.4: 16.3 43.6
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 : 192: 65 38 43 31 67 121 132:
Old : 192: 65 38 43 31 67 121 132:
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 : 14.4 8.4 24.6 14.9 11.9 7.8 20.7 12.8
Old : 14.4 8.4 24.6 14.9 11.9 7.8 20.7 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 123,008: 10,081 992 3,193 109,271 118,741 122,545 122,926: 463 82
Old : 123,008: 10,081 992 3,193 109,271 118,741 122,545 122,926: 463 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 515: -70 458 0 353 162 283 620: 232 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.8 2.6 88.8 96.5 99.6 99.9: 0.4 0.1
Old : 100.0: 8.2 0.8 2.6 88.8 96.5 99.6 99.9: 0.4 0.1
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 : 22: 3 3 1 14 15 17 19:
Old : 22: 3 3 1 14 15 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 74.0 88.5 89.4 31.8 30.6 38.9 36.8
Old : 77.4 74.0 88.5 89.4 31.8 30.6 38.9 36.8
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 122,955: 37,065 34,881 3,953 46,984 65,258 88,002 104,092: 34,953 18,863
Old : 122,955: 37,065 34,881 3,953 46,984 65,258 88,002 104,092: 34,953 18,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 3,685: 6,925 -14,668 2,250 -7,921 16,998 1,254 4,580: 2,431 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 28.4 3.2 38.2 53.1 71.6 84.7: 28.4 15.3
Old : 100.0: 30.1 28.4 3.2 38.2 53.1 71.6 84.7: 28.4 15.3
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 : 78: 32 10 6 22 26 57 39:
Old : 78: 32 10 6 22 26 57 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 : 28.7 59.7 38.6 68.7 27.2 59.6 35.3 65.9
Old : 28.7 59.7 38.6 68.7 27.2 59.6 35.3 65.9
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,826: 8,331 18,126 415 24,204 8,551 32,950 27,092: 9,876 15,734
Old : 42,826: 8,331 18,126 415 24,204 8,551 32,950 27,092: 9,876 15,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 1,990: 1,854 427 -176 1,096 378 2,774 629: -784 1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 42.3 1.0 56.5 20.0 76.9 63.3: 23.1 36.7
Old : 100.0: 19.5 42.3 1.0 56.5 20.0 76.9 63.3: 23.1 36.7
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 : 45: 10 14 4 12 14 23 31:
Old : 45: 10 14 4 12 14 23 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 : 46.7 28.0 63.6 37.4 44.8 28.0 60.9 37.4
Old : 46.7 28.0 63.6 37.4 44.8 28.0 60.9 37.4
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 145,645: 44,614 10,507 3 95,669 131,536 140,286 142,046: 5,359 3,599
Old : 145,645: 44,614 10,507 3 95,669 131,536 140,286 142,046: 5,359 3,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -4,922: 424 -12,202 2 -5,855 7,924 -5,429 -4,276: 507 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 7.2 0.0 65.7 90.3 96.3 97.5: 3.7 2.5
Old : 100.0: 30.6 7.2 0.0 65.7 90.3 96.3 97.5: 3.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 42 19 2 19 23 62 43:
Old : 99: 42 19 2 19 23 62 43:
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 : 61.5 63.6 80.4 79.6 61.5 63.6 80.4 79.0
Old : 61.5 63.6 80.4 79.6 61.5 63.6 80.4 79.0
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 195,733: 28,161 61,283 415 148,536 106,817 177,112 168,515: 18,621 27,218
Old : 195,733: 28,161 61,283 415 148,536 106,817 177,112 168,515: 18,621 27,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 4,884: 4,463 11,371 -183 -2,956 -4,395 1,324 6,793: 3,560 -1,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 31.3 0.2 75.9 54.6 90.5 86.1: 9.5 13.9
Old : 100.0: 14.4 31.3 0.2 75.9 54.6 90.5 86.1: 9.5 13.9
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 : 94: 23 29 3 25 27 50 57:
Old : 94: 23 29 3 25 27 50 57:
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 : 48.5 51.1 69.3 61.2 48.4 49.9 68.5 59.8
Old : 48.5 51.1 69.3 61.2 48.4 49.9 68.5 59.8
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 178,512: 84,847 29,676 70 67,345 117,566 152,262 147,312: 26,250 31,200
Old : 178,512: 84,847 29,676 70 67,345 117,566 152,262 147,312: 26,250 31,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 5,545: 3,793 5,291 56 2,186 -654 6,035 4,693: -490 852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 16.6 0.0 37.7 65.9 85.3 82.5: 14.7 17.5
Old : 100.0: 47.5 16.6 0.0 37.7 65.9 85.3 82.5: 14.7 17.5
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 : 106: 27 38 5 17 31 48 70:
Old : 106: 27 38 5 17 31 48 70:
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 : 61.6 40.6 69.1 52.4 61.6 40.6 68.6 52.2
Old : 61.6 40.6 69.1 52.4 61.6 40.6 68.6 52.2
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 288,657: 32,128 172,721 2,198 221,948 56,784 256,274 231,703: 32,383 56,954
Old : 288,657: 32,128 172,721 2,198 221,948 56,784 256,274 231,703: 32,383 56,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -16,671: 222 -16,731 -157 -17,179 1,582 -17,114 -15,306: 443 -1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 59.8 0.8 76.9 19.7 88.8 80.3: 11.2 19.7
Old : 100.0: 11.1 59.8 0.8 76.9 19.7 88.8 80.3: 11.2 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 26 75 15 48 48 84 128:
Old : 177: 26 75 15 48 48 84 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 32.4 58.7 40.0 46.5 32.4 58.7 39.9
Old : 46.6 32.4 58.7 40.0 46.5 32.4 58.7 39.9
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,020: 28,201 4,866 380 1,992 28,240 30,573 33,486: 4,447 1,534
Old : 35,020: 28,201 4,866 380 1,992 28,240 30,573 33,486: 4,447 1,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 3,393: 2,871 -5,667 0 196 9,153 3,067 3,486: 326 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 13.9 1.1 5.7 80.6 87.3 95.6: 12.7 4.4
Old : 100.0: 80.5 13.9 1.1 5.7 80.6 87.3 95.6: 12.7 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 : 47: 22 12 2 3 10 27 22:
Old : 47: 22 12 2 3 10 27 22:
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 : 62.8 64.7 74.5 81.2 62.8 64.7 74.5 81.2
Old : 62.8 64.7 74.5 81.2 62.8 64.7 74.5 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,287,842: 833,377 693,793 1,613,348 4,968,876 5,056,468 7,415,601 7,363,609: 872,241 924,233
Old : 8,287,842: 833,377 693,793 1,613,348 4,968,876 5,056,468 7,415,601 7,363,609: 872,241 924,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 231,768: 62,215 62,520 82,359 82,118 65,364 226,692 210,243: 5,076 21,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 8.4 19.5 60.0 61.0 89.5 88.8: 10.5 11.2
Old : 100.0: 10.1 8.4 19.5 60.0 61.0 89.5 88.8: 10.5 11.2
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 : 253: 58 42 79 131 132 231 220:
Old : 253: 58 42 79 131 132 231 220:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 23.1 37.2 37.2 20.5 17.7 28.3 22.8
Old : 23.6 23.1 37.2 37.2 20.5 17.7 28.3 22.8
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 798,596: 73,919 102,558 25,552 575,964 574,005 675,435 702,116: 123,162 96,481
Old : 798,596: 73,919 102,558 25,552 575,964 574,005 675,435 702,116: 123,162 96,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -703: -2,697 -6,628 3,250 3,417 3,599 3,970 221: -4,673 -924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 12.8 3.2 72.1 71.9 84.6 87.9: 15.4 12.1
Old : 100.0: 9.3 12.8 3.2 72.1 71.9 84.6 87.9: 15.4 12.1
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 : 525: 102 98 46 223 216 344 341:
Old : 525: 102 98 46 223 216 344 341:
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 : 16.2 13.0 24.9 22.2 14.2 12.4 22.1 20.1
Old : 16.2 13.0 24.9 22.2 14.2 12.4 22.1 20.1
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 253,617: 10,496 23,150 1,301 164,763 192,746 176,560 217,197: 77,057 36,420
Old : 253,617: 10,496 23,150 1,301 164,763 192,746 176,560 217,197: 77,057 36,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 353: -32 1,130 55 1,377 677 1,400 1,862: -1,047 -1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 9.1 0.5 65.0 76.0 69.6 85.6: 30.4 14.4
Old : 100.0: 4.1 9.1 0.5 65.0 76.0 69.6 85.6: 30.4 14.4
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 : 108: 10 13 5 56 54 69 69:
Old : 108: 10 13 5 56 54 69 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 : 24.1 28.7 34.3 42.6 22.7 28.4 32.5 42.4
Old : 24.1 28.7 34.3 42.6 22.7 28.4 32.5 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,724,897: 374,660 454,588 63,710 2,056,003 1,906,295 2,494,373 2,424,593: 230,524 300,304
Old : 2,724,897: 374,660 454,588 63,710 2,056,003 1,906,295 2,494,373 2,424,593: 230,524 300,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -5,280: -4,443 -29,911 7,092 10,200 14,612 12,849 -8,207: -18,129 2,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.7 2.3 75.5 70.0 91.5 89.0: 8.5 11.0
Old : 100.0: 13.7 16.7 2.3 75.5 70.0 91.5 89.0: 8.5 11.0
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 : 503: 101 95 41 201 201 318 321:
Old : 503: 101 95 41 201 201 318 321:
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 : 19.6 12.8 29.2 20.2 18.0 11.7 26.3 18.5
Old : 19.6 12.8 29.2 20.2 18.0 11.7 26.3 18.5
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 110,032: 10,231 5,278 1,784 87,281 99,028 99,296 106,090: 10,736 3,942
Old : 110,032: 10,231 5,278 1,784 87,281 99,028 99,296 106,090: 10,736 3,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 432: 246 200 1,784 -1,243 -1,157 787 827: -355 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 4.8 1.6 79.3 90.0 90.2 96.4: 9.8 3.6
Old : 100.0: 9.3 4.8 1.6 79.3 90.0 90.2 96.4: 9.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 12 7 1 50 35 62 43:
Old : 91: 12 7 1 50 35 62 43:
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 41.8 45.9 63.4 31.2 41.7 44.4 61.6
Old : 31.5 41.8 45.9 63.4 31.2 41.7 44.4 61.6
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 92,812: 27,843 4,485 648 55,207 83,157 83,697 88,290: 9,115 4,522
Old : 92,812: 27,843 4,485 648 55,207 83,157 83,697 88,290: 9,115 4,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 879: 2,390 547 -422 -1,551 383 417 508: 462 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 4.8 0.7 59.5 89.6 90.2 95.1: 9.8 4.9
Old : 100.0: 30.0 4.8 0.7 59.5 89.6 90.2 95.1: 9.8 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 : 245: 80 28 9 79 85 162 119:
Old : 245: 80 28 9 79 85 162 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 33.7 30.7 48.5 17.5 30.3 28.8 43.0
Old : 18.8 33.7 30.7 48.5 17.5 30.3 28.8 43.0
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,731: 290 979 0 12,243 14,049 12,533 15,028: 3,198 703
Old : 15,731: 290 979 0 12,243 14,049 12,533 15,028: 3,198 703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 237: -499 0 0 639 248 140 248: 97 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 6.2 0.0 77.8 89.3 79.7 95.5: 20.3 4.5
Old : 100.0: 1.8 6.2 0.0 77.8 89.3 79.7 95.5: 20.3 4.5
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 : 23: 1 1 0 11 12 12 13:
Old : 23: 1 1 0 11 12 12 13:
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 : 58.2 65.3 72.8 90.0 58.2 65.3 72.7 90.0
Old : 58.2 65.3 72.8 90.0 58.2 65.3 72.7 90.0
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 385,405: 139,213 18,981 1,791 214,818 345,540 355,822 366,312: 29,583 19,093
Old : 385,405: 139,213 18,981 1,791 214,818 345,540 355,822 366,312: 29,583 19,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 3,212: 11,949 239 386 -10,949 673 1,386 1,298: 1,826 1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 4.9 0.5 55.7 89.7 92.3 95.0: 7.7 5.0
Old : 100.0: 36.1 4.9 0.5 55.7 89.7 92.3 95.0: 7.7 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 : 244: 80 28 9 71 82 154 116:
Old : 244: 80 28 9 71 82 154 116:
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 : 21.1 33.1 34.7 48.8 21.1 33.1 34.7 48.8
Old : 21.1 33.1 34.7 48.8 21.1 33.1 34.7 48.8
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 148,879: 94,332 19,237 2,694 18,962 108,736 115,988 130,667: 32,891 18,212
Old : 148,879: 94,332 19,237 2,694 18,962 108,736 115,988 130,667: 32,891 18,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -1,236: -3,139 -190 -225 -2,365 -768 -5,729 -1,183: 4,493 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 12.9 1.8 12.7 73.0 77.9 87.8: 22.1 12.2
Old : 100.0: 63.4 12.9 1.8 12.7 73.0 77.9 87.8: 22.1 12.2
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 : 89: 36 19 3 14 26 53 45:
Old : 89: 36 19 3 14 26 53 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 : 47.1 52.4 55.3 64.4 47.1 52.0 54.7 63.5
Old : 47.1 52.4 55.3 64.4 47.1 52.0 54.7 63.5
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,074: 4,697 7,810 501 12,862 5,869 18,060 14,180: 6,014 9,894
Old : 24,074: 4,697 7,810 501 12,862 5,869 18,060 14,180: 6,014 9,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 2,239: 1,198 1,338 501 348 885 2,047 2,724: 192 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 32.4 2.1 53.4 24.4 75.0 58.9: 25.0 41.1
Old : 100.0: 19.5 32.4 2.1 53.4 24.4 75.0 58.9: 25.0 41.1
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 : 44: 9 9 2 20 7 30 17:
Old : 44: 9 9 2 20 7 30 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 : 28.1 41.2 41.8 50.5 28.1 41.2 41.8 48.9
Old : 28.1 41.2 41.8 50.5 28.1 41.2 41.8 48.9
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 - Futures Only, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,693: 12,282 1,259 2,472 24,717 11,635 39,471 15,366: 5,222 29,327
Old : 44,693: 12,282 1,259 2,472 24,717 11,635 39,471 15,366: 5,222 29,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 2,262: 4,982 -955 -2,482 315 -3,052 2,815 -6,489: -553 8,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 2.8 5.5 55.3 26.0 88.3 34.4: 11.7 65.6
Old : 100.0: 27.5 2.8 5.5 55.3 26.0 88.3 34.4: 11.7 65.6
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 : 58: 18 4 3 23 20 41 27:
Old : 58: 18 4 3 23 20 41 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 : 33.2 15.0 51.2 22.3 28.6 13.8 46.2 18.5
Old : 33.2 15.0 51.2 22.3 28.6 13.8 46.2 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2012