BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 6, 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 : 5,368: 390 100 53 4,202 4,578 4,645 4,731: 723 637
Old : 5,368: 390 100 53 4,202 4,578 4,645 4,731: 723 637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -352: -86 -13 -3 -184 -303 -273 -319: -79 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 1.9 1.0 78.3 85.3 86.5 88.1: 13.5 11.9
Old : 100.0: 7.3 1.9 1.0 78.3 85.3 86.5 88.1: 13.5 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 1 2 10 10 15 12:
Old : 20: 4 1 2 10 10 15 12:
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 : 67.2 68.2 80.8 83.3 67.2 67.9 78.5 79.9
Old : 67.2 68.2 80.8 83.3 67.2 67.9 78.5 79.9
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, March 6, 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 : 30,745: 5,262 10,110 873 20,201 14,358 26,336 25,341: 4,409 5,404
Old : 30,745: 5,262 10,110 873 20,201 14,358 26,336 25,341: 4,409 5,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -4,440: -519 -188 -193 -3,670 -3,237 -4,382 -3,618: -58 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 32.9 2.8 65.7 46.7 85.7 82.4: 14.3 17.6
Old : 100.0: 17.1 32.9 2.8 65.7 46.7 85.7 82.4: 14.3 17.6
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 : 73: 11 23 8 23 22 39 49:
Old : 73: 11 23 8 23 22 39 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 29.5 62.8 46.6 49.7 28.2 60.7 45.3
Old : 50.7 29.5 62.8 46.6 49.7 28.2 60.7 45.3
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, March 6, 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 : 268,570: 76,943 54,110 49,706 110,772 123,193 237,421 227,009: 31,149 41,561
Old : 239,129: 72,428 57,804 39,197 103,144 105,937 214,769 202,938: 24,360 36,191
Other: 29,441: 11,965 3,756 3,059 7,628 17,256 22,652 24,071: 6,789 5,370
: : :
: : Changes in Commitments from: February 28, 2012 :
: 1,712: -5,332 1,225 -52 7,259 -74 1,875 1,099: -163 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 20.1 18.5 41.2 45.9 88.4 84.5: 11.6 15.5
Old : 100.0: 30.3 24.2 16.4 43.1 44.3 89.8 84.9: 10.2 15.1
Other: 100.0: 40.6 12.8 10.4 25.9 58.6 76.9 81.8: 23.1 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 98 83 119 56 83 219 245:
Old : 300: 87 104 113 45 82 203 242:
Other: 122: 36 13 15 34 54 78 80:
:----------------------------------------------------------------------------------------------------
: 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 17.6 33.2 24.9 17.4 16.2 29.1 21.8
Old : 21.2 18.7 35.2 26.7 19.6 17.2 31.9 23.2
Other: 28.7 21.7 44.3 35.0 27.2 18.4 38.7 30.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 6, 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 : 364,976: 130,863 65,561 57,179 148,311 176,065 336,353 298,805: 28,623 66,171
Old : 364,976: 130,863 65,561 57,179 148,311 176,065 336,353 298,805: 28,623 66,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -1,036: -4,811 -4,180 1,315 3,845 2,392 349 -473: -1,385 -563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 18.0 15.7 40.6 48.2 92.2 81.9: 7.8 18.1
Old : 100.0: 35.9 18.0 15.7 40.6 48.2 92.2 81.9: 7.8 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 146 93 121 74 165 290 319:
Old : 430: 146 93 121 74 165 290 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 11.9 33.5 18.9 19.4 11.6 31.7 17.7
Old : 20.3 11.9 33.5 18.9 19.4 11.6 31.7 17.7
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, March 6, 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 : 10,377: 4,154 3,346 1,414 2,590 3,562 8,158 8,322: 2,219 2,055
Old : 10,377: 4,154 3,346 1,414 2,590 3,562 8,158 8,322: 2,219 2,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -80: -83 -11 -173 -81 -155 -337 -339: 257 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 32.2 13.6 25.0 34.3 78.6 80.2: 21.4 19.8
Old : 100.0: 40.0 32.2 13.6 25.0 34.3 78.6 80.2: 21.4 19.8
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 : 78: 27 23 12 14 21 50 51:
Old : 78: 27 23 12 14 21 50 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 29.6 52.8 44.8 35.0 27.1 47.2 40.2
Old : 35.6 29.6 52.8 44.8 35.0 27.1 47.2 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, March 6, 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 : 55,124: 25,290 7,893 10,033 10,777 12,586 46,100 30,512: 9,024 24,612
Old : 55,124: 25,290 7,893 10,033 10,777 12,586 46,100 30,512: 9,024 24,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -1,083: 7 -256 -2,122 917 -115 -1,198 -2,493: 115 1,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 14.3 18.2 19.6 22.8 83.6 55.4: 16.4 44.6
Old : 100.0: 45.9 14.3 18.2 19.6 22.8 83.6 55.4: 16.4 44.6
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 : 199: 70 37 49 31 66 127 138:
Old : 199: 70 37 49 31 66 127 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 9.2 23.1 15.6 14.1 8.0 22.5 13.0
Old : 14.4 9.2 23.1 15.6 14.1 8.0 22.5 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, March 6, 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 : 8,262: 166 4,263 21 7,412 2,628 7,599 6,912: 663 1,350
Old : 7,752: 139 4,146 21 6,942 2,448 7,102 6,615: 650 1,137
Other: 510: 27 117 0 470 180 497 297: 13 213
: : :
: : Changes in Commitments from: February 28, 2012 :
: -268: 105 -211 6 -409 -55 -298 -260: 30 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 51.6 0.3 89.7 31.8 92.0 83.7: 8.0 16.3
Old : 100.0: 1.8 53.5 0.3 89.6 31.6 91.6 85.3: 8.4 14.7
Other: 100.0: 5.3 22.9 0.0 92.2 35.3 97.5 58.2: 2.5 41.8
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 8 3 12 8 16 17:
Old : 26: 2 8 3 12 8 16 17:
Other: 16: 1 4 0 8 3 9 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.0 61.9 88.1 77.1 81.0 61.8 87.4 75.4
Old : 80.5 64.0 87.7 78.4 80.5 63.8 86.9 76.6
Other: 89.6 56.1 97.3 58.2 89.6 56.1 97.3 58.2
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, March 6, 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 : 133,184: 11,579 6,624 3,316 117,733 123,155 132,628 133,095: 556 89
Old : 133,184: 11,579 6,624 3,316 117,733 123,155 132,628 133,095: 556 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 3,852: 53 -118 0 3,811 3,969 3,864 3,851: -12 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 5.0 2.5 88.4 92.5 99.6 99.9: 0.4 0.1
Old : 100.0: 8.7 5.0 2.5 88.4 92.5 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 : 23: 4 3 1 15 15 19 19:
Old : 23: 4 3 1 15 15 19 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 : 71.9 70.2 87.6 86.0 29.5 27.2 37.0 33.7
Old : 71.9 70.2 87.6 86.0 29.5 27.2 37.0 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, March 6, 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 : 146,771: 55,906 29,874 4,960 47,002 92,186 107,868 127,020: 38,903 19,751
Old : 146,771: 55,906 29,874 4,960 47,002 92,186 107,868 127,020: 38,903 19,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 10,218: 5,143 1,591 1,668 1,633 5,290 8,444 8,549: 1,774 1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 20.4 3.4 32.0 62.8 73.5 86.5: 26.5 13.5
Old : 100.0: 38.1 20.4 3.4 32.0 62.8 73.5 86.5: 26.5 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 : 82: 35 13 5 25 23 63 38:
Old : 82: 35 13 5 25 23 63 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 54.6 42.6 67.0 31.4 53.3 39.5 62.7
Old : 32.3 54.6 42.6 67.0 31.4 53.3 39.5 62.7
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, March 6, 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 : 53,649: 8,114 27,592 348 33,875 10,434 42,337 38,374: 11,312 15,275
Old : 53,649: 8,114 27,592 348 33,875 10,434 42,337 38,374: 11,312 15,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 1,289: -1,661 -1,574 221 5,602 797 4,162 -556: -2,873 1,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 51.4 0.6 63.1 19.4 78.9 71.5: 21.1 28.5
Old : 100.0: 15.1 51.4 0.6 63.1 19.4 78.9 71.5: 21.1 28.5
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 : 47: 8 19 4 10 17 19 39:
Old : 47: 8 19 4 10 17 19 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 : 52.7 31.0 69.4 41.9 52.1 31.0 66.8 41.7
Old : 52.7 31.0 69.4 41.9 52.1 31.0 66.8 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, March 6, 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 : 207,994: 84,514 18,167 3,031 114,929 182,796 202,474 203,994: 5,520 4,000
Old : 207,994: 84,514 18,167 3,031 114,929 182,796 202,474 203,994: 5,520 4,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 18,216: 10,704 5,107 2,155 5,687 9,850 18,546 17,112: -330 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 8.7 1.5 55.3 87.9 97.3 98.1: 2.7 1.9
Old : 100.0: 40.6 8.7 1.5 55.3 87.9 97.3 98.1: 2.7 1.9
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 : 111: 48 22 9 21 21 75 51:
Old : 111: 48 22 9 21 21 75 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 61.6 72.5 79.5 50.3 55.6 66.9 68.1
Old : 50.3 61.6 72.5 79.5 50.3 55.6 66.9 68.1
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 - Futures Only, March 6, 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 : 184,104: 22,308 59,407 598 142,025 98,699 164,931 158,704: 19,173 25,400
Old : 184,104: 22,308 59,407 598 142,025 98,699 164,931 158,704: 19,173 25,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 7,219: -4,623 9,241 -165 11,816 -808 7,028 8,268: 191 -1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 32.3 0.3 77.1 53.6 89.6 86.2: 10.4 13.8
Old : 100.0: 12.1 32.3 0.3 77.1 53.6 89.6 86.2: 10.4 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 20 29 7 30 31 55 62:
Old : 95: 20 29 7 30 31 55 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 : 47.3 51.3 67.1 60.5 46.6 47.7 66.0 56.4
Old : 47.3 51.3 67.1 60.5 46.6 47.7 66.0 56.4
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, March 6, 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 : 147,952: 33,281 52,639 1,770 101,188 50,071 136,239 104,480: 11,713 43,472
Old : 147,952: 33,281 52,639 1,770 101,188 50,071 136,239 104,480: 11,713 43,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -358: -18,277 -122 1,066 17,826 -2,264 615 -1,320: -973 962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 35.6 1.2 68.4 33.8 92.1 70.6: 7.9 29.4
Old : 100.0: 22.5 35.6 1.2 68.4 33.8 92.1 70.6: 7.9 29.4
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 : 105: 17 49 8 26 28 49 79:
Old : 105: 17 49 8 26 28 49 79:
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 : 54.8 15.0 67.7 26.0 51.9 14.8 64.7 24.4
Old : 54.8 15.0 67.7 26.0 51.9 14.8 64.7 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, March 6, 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 : 284,739: 39,943 156,416 6,110 205,574 63,286 251,627 225,812: 33,112 58,927
Old : 284,739: 39,943 156,416 6,110 205,574 63,286 251,627 225,812: 33,112 58,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 13,457: 4,215 11,014 622 11,062 230 15,899 11,866: -2,442 1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 54.9 2.1 72.2 22.2 88.4 79.3: 11.6 20.7
Old : 100.0: 14.0 54.9 2.1 72.2 22.2 88.4 79.3: 11.6 20.7
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 : 179: 31 72 19 46 51 88 132:
Old : 179: 31 72 19 46 51 88 132:
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 : 41.9 30.0 53.8 38.5 41.8 30.0 52.7 38.5
Old : 41.9 30.0 53.8 38.5 41.8 30.0 52.7 38.5
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, March 6, 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 : 29,950: 23,506 6,718 483 2,039 20,754 26,028 27,955: 3,922 1,995
Old : 29,950: 23,506 6,718 483 2,039 20,754 26,028 27,955: 3,922 1,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -5,209: -3,500 1,826 65 -1,071 -7,305 -4,506 -5,414: -703 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 22.4 1.6 6.8 69.3 86.9 93.3: 13.1 6.7
Old : 100.0: 78.5 22.4 1.6 6.8 69.3 86.9 93.3: 13.1 6.7
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 : 53: 25 10 3 7 13 33 25:
Old : 53: 25 10 3 7 13 33 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 62.8 65.6 78.3 53.6 62.8 65.4 78.3
Old : 53.8 62.8 65.6 78.3 53.6 62.8 65.4 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 6, 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 : 8,722,939: 831,646 809,528 1,835,160 5,232,775 5,163,773 7,899,581 7,808,461: 823,358 914,478
Old : 8,722,939: 831,646 809,528 1,835,160 5,232,775 5,163,773 7,899,581 7,808,461: 823,358 914,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 155,091: 56,145 98,483 72,042 42,097 16,663 170,284 187,188: -15,193 -32,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 9.3 21.0 60.0 59.2 90.6 89.5: 9.4 10.5
Old : 100.0: 9.5 9.3 21.0 60.0 59.2 90.6 89.5: 9.4 10.5
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 : 269: 60 47 88 134 141 244 236:
Old : 269: 60 47 88 134 141 244 236:
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 : 22.3 24.1 36.1 38.1 19.0 19.0 27.2 24.5
Old : 22.3 24.1 36.1 38.1 19.0 19.0 27.2 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, March 6, 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 : 846,787: 79,292 109,191 29,530 609,663 595,589 718,485 734,310: 128,301 112,477
Old : 846,787: 79,292 109,191 29,530 609,663 595,589 718,485 734,310: 128,301 112,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 34,794: -1,099 4,573 7,471 13,001 5,655 19,373 17,699: 15,420 17,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 12.9 3.5 72.0 70.3 84.8 86.7: 15.2 13.3
Old : 100.0: 9.4 12.9 3.5 72.0 70.3 84.8 86.7: 15.2 13.3
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 : 549: 101 104 58 233 239 360 376:
Old : 549: 101 104 58 233 239 360 376:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 11.9 23.7 19.9 14.1 10.9 21.5 18.3
Old : 15.6 11.9 23.7 19.9 14.1 10.9 21.5 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, March 6, 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 : 252,705: 12,689 21,638 1,722 166,144 176,454 180,555 199,814: 72,150 52,891
Old : 252,705: 12,689 21,638 1,722 166,144 176,454 180,555 199,814: 72,150 52,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 6,296: 265 4,198 -95 931 -8,484 1,101 -4,381: 5,195 10,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 8.6 0.7 65.7 69.8 71.4 79.1: 28.6 20.9
Old : 100.0: 5.0 8.6 0.7 65.7 69.8 71.4 79.1: 28.6 20.9
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 : 106: 12 11 7 58 55 74 69:
Old : 106: 12 11 7 58 55 74 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 : 23.2 26.5 32.5 38.2 21.9 26.3 30.9 37.9
Old : 23.2 26.5 32.5 38.2 21.9 26.3 30.9 37.9
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 - Futures Only, March 6, 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 : 2,970,409: 386,231 490,981 85,825 2,217,596 2,095,673 2,689,652 2,672,479: 280,757 297,930
Old : 2,970,409: 386,231 490,981 85,825 2,217,596 2,095,673 2,689,652 2,672,479: 280,757 297,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 142,488: 16,119 24,813 14,891 60,351 70,695 91,361 110,399: 51,127 32,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 16.5 2.9 74.7 70.6 90.5 90.0: 9.5 10.0
Old : 100.0: 13.0 16.5 2.9 74.7 70.6 90.5 90.0: 9.5 10.0
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 : 526: 99 102 51 208 224 328 356:
Old : 526: 99 102 51 208 224 328 356:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 12.6 28.4 20.2 17.9 11.3 26.7 18.4
Old : 18.7 12.6 28.4 20.2 17.9 11.3 26.7 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, March 6, 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 : 112,490: 17,008 5,872 0 85,941 102,301 102,949 108,173: 9,541 4,317
Old : 112,490: 17,008 5,872 0 85,941 102,301 102,949 108,173: 9,541 4,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 240: 2,145 1,220 0 -81 -1,583 2,064 -363: -1,824 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 5.2 0.0 76.4 90.9 91.5 96.2: 8.5 3.8
Old : 100.0: 15.1 5.2 0.0 76.4 90.9 91.5 96.2: 8.5 3.8
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 : 91: 12 6 0 50 38 62 44:
Old : 91: 12 6 0 50 38 62 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 43.9 48.4 66.4 33.1 43.8 48.0 63.6
Old : 33.3 43.9 48.4 66.4 33.1 43.8 48.0 63.6
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, March 6, 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 : 115,730: 31,506 6,949 2,014 72,809 101,186 106,329 110,150: 9,401 5,580
Old : 115,730: 31,506 6,949 2,014 72,809 101,186 106,329 110,150: 9,401 5,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 935: 801 1,367 95 -598 -1,110 299 352: 636 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 6.0 1.7 62.9 87.4 91.9 95.2: 8.1 4.8
Old : 100.0: 27.2 6.0 1.7 62.9 87.4 91.9 95.2: 8.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 79 32 18 76 90 163 133:
Old : 247: 79 32 18 76 90 163 133:
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 : 28.9 39.2 41.6 53.9 28.4 35.2 38.7 48.8
Old : 28.9 39.2 41.6 53.9 28.4 35.2 38.7 48.8
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, March 6, 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 : 19,618: 1,456 979 275 14,890 17,354 16,621 18,608: 2,997 1,010
Old : 19,618: 1,456 979 275 14,890 17,354 16,621 18,608: 2,997 1,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 1,074: 77 0 275 793 604 1,145 879: -71 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.0 1.4 75.9 88.5 84.7 94.9: 15.3 5.1
Old : 100.0: 7.4 5.0 1.4 75.9 88.5 84.7 94.9: 15.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 2 11 12 16 14:
Old : 26: 4 1 2 11 12 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 68.2 73.3 86.8 59.5 67.4 73.2 85.5
Old : 59.5 68.2 73.3 86.8 59.5 67.4 73.2 85.5
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, March 6, 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 : 480,559: 156,430 36,030 2,517 289,593 419,162 448,540 457,709: 32,019 22,850
Old : 480,559: 156,430 36,030 2,517 289,593 419,162 448,540 457,709: 32,019 22,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -697: 4,003 7,215 -1,280 -6,955 -8,569 -4,232 -2,634: 3,535 1,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 7.5 0.5 60.3 87.2 93.3 95.2: 6.7 4.8
Old : 100.0: 32.6 7.5 0.5 60.3 87.2 93.3 95.2: 6.7 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 78 33 15 71 88 154 131:
Old : 246: 78 33 15 71 88 154 131:
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 : 34.2 37.6 46.7 50.9 34.2 37.5 46.7 50.9
Old : 34.2 37.6 46.7 50.9 34.2 37.5 46.7 50.9
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 - Futures Only, March 6, 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 : 164,007: 96,358 34,638 3,356 31,532 103,390 131,246 141,384: 32,761 22,623
Old : 164,007: 96,358 34,638 3,356 31,532 103,390 131,246 141,384: 32,761 22,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 2,788: -7,307 9,174 456 11,376 -9,755 4,525 -125: -1,737 2,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 21.1 2.0 19.2 63.0 80.0 86.2: 20.0 13.8
Old : 100.0: 58.8 21.1 2.0 19.2 63.0 80.0 86.2: 20.0 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 35 29 8 22 31 63 62:
Old : 102: 35 29 8 22 31 63 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 : 43.9 44.5 56.2 57.7 43.2 40.2 54.5 53.3
Old : 43.9 44.5 56.2 57.7 43.2 40.2 54.5 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, March 6, 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 : 50,210: 5,467 11,490 4,156 32,463 16,142 42,086 31,788: 8,124 18,422
Old : 50,210: 5,467 11,490 4,156 32,463 16,142 42,086 31,788: 8,124 18,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 13,546: -909 188 3,656 9,848 9,999 12,595 13,843: 951 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 22.9 8.3 64.7 32.1 83.8 63.3: 16.2 36.7
Old : 100.0: 10.9 22.9 8.3 64.7 32.1 83.8 63.3: 16.2 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 : 52: 11 9 8 25 12 41 26:
Old : 52: 11 9 8 25 12 41 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 39.2 49.3 53.1 20.4 27.5 29.8 32.9
Old : 37.4 39.2 49.3 53.1 20.4 27.5 29.8 32.9
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, March 6, 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 : 68,640: 14,177 3,974 10,292 21,655 29,953 46,124 44,219: 22,516 24,421
Old : 68,640: 14,177 3,974 10,292 21,655 29,953 46,124 44,219: 22,516 24,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 23,379: 1,187 -430 7,220 1,498 3,037 9,905 9,827: 13,474 13,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 5.8 15.0 31.5 43.6 67.2 64.4: 32.8 35.6
Old : 100.0: 20.7 5.8 15.0 31.5 43.6 67.2 64.4: 32.8 35.6
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 : 70: 14 10 7 26 29 46 42:
Old : 70: 14 10 7 26 29 46 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 : 23.4 18.6 34.5 29.9 19.9 15.5 28.4 24.4
Old : 23.4 18.6 34.5 29.9 19.9 15.5 28.4 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 10,350: 6,251 743 0 2,684 9,340 8,935 10,083: 1,415 267
Old : 10,350: 6,251 743 0 2,684 9,340 8,935 10,083: 1,415 267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 822: 898 98 0 -70 598 828 696: -6 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 7.2 0.0 25.9 90.2 86.3 97.4: 13.7 2.6
Old : 100.0: 60.4 7.2 0.0 25.9 90.2 86.3 97.4: 13.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 11 2 0 6 3 17 5:
Old : 22: 11 2 0 6 3 17 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 96.1 68.6 97.4 50.6 96.1 68.6 97.4
Old : 50.6 96.1 68.6 97.4 50.6 96.1 68.6 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2012