BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 27, 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 : 6,041: 460 124 77 4,822 5,091 5,359 5,292: 682 749
Old : 6,041: 460 124 77 4,822 5,091 5,359 5,292: 682 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 177: 53 13 4 131 125 188 142: -11 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.1 1.3 79.8 84.3 88.7 87.6: 11.3 12.4
Old : 100.0: 7.6 2.1 1.3 79.8 84.3 88.7 87.6: 11.3 12.4
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 : 21: 4 1 2 12 10 17 12:
Old : 21: 4 1 2 12 10 17 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 : 66.0 68.3 80.1 83.5 66.0 67.8 79.1 78.7
Old : 66.0 68.3 80.1 83.5 66.0 67.8 79.1 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 27, 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 : 32,426: 6,130 9,173 1,005 21,297 16,570 28,432 26,748: 3,994 5,678
Old : 32,426: 6,130 9,173 1,005 21,297 16,570 28,432 26,748: 3,994 5,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 367: 586 -54 50 170 982 806 978: -439 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 28.3 3.1 65.7 51.1 87.7 82.5: 12.3 17.5
Old : 100.0: 18.9 28.3 3.1 65.7 51.1 87.7 82.5: 12.3 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 : 73: 12 19 10 24 23 43 46:
Old : 73: 12 19 10 24 23 43 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 33.5 63.4 49.1 49.2 32.7 61.4 48.2
Old : 51.1 33.5 63.4 49.1 49.2 32.7 61.4 48.2
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 27, 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 : 265,875: 68,208 71,284 47,850 119,608 108,386 235,666 227,520: 30,209 38,355
Old : 230,472: 62,191 74,716 36,038 109,346 87,646 207,575 198,400: 22,897 32,072
Other: 35,403: 13,825 4,376 4,004 10,262 20,740 28,091 29,120: 7,312 6,283
: : :
: : Changes in Commitments from: March 20, 2012 :
: 6,813: 4,709 10,869 -1,072 2,261 -2,868 5,898 6,929: 915 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 26.8 18.0 45.0 40.8 88.6 85.6: 11.4 14.4
Old : 100.0: 27.0 32.4 15.6 47.4 38.0 90.1 86.1: 9.9 13.9
Other: 100.0: 39.1 12.4 11.3 29.0 58.6 79.3 82.3: 20.7 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 92 102 122 53 72 215 251:
Old : 295: 84 120 113 41 66 194 243:
Other: 118: 33 14 23 35 51 82 82:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 15.7 33.6 23.2 19.0 13.8 30.0 19.9
Old : 22.3 16.7 35.5 24.6 21.6 14.7 32.9 20.9
Other: 31.2 22.5 45.7 35.7 28.7 20.3 40.1 31.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 27, 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 : 354,737: 123,859 77,774 53,413 149,803 160,029 327,075 291,216: 27,662 63,521
Old : 354,737: 123,859 77,774 53,413 149,803 160,029 327,075 291,216: 27,662 63,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 3,985: 1,459 7,980 -1,383 2,934 -1,824 3,010 4,773: 975 -788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 21.9 15.1 42.2 45.1 92.2 82.1: 7.8 17.9
Old : 100.0: 34.9 21.9 15.1 42.2 45.1 92.2 82.1: 7.8 17.9
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 : 406: 129 98 125 76 149 265 322:
Old : 406: 129 98 125 76 149 265 322:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 13.4 35.6 20.4 21.9 12.2 34.6 18.6
Old : 21.9 13.4 35.6 20.4 21.9 12.2 34.6 18.6
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 27, 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 : 9,664: 4,161 3,651 984 2,865 3,258 8,010 7,893: 1,654 1,771
Old : 9,664: 4,161 3,651 984 2,865 3,258 8,010 7,893: 1,654 1,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -683: 54 519 -637 237 -425 -346 -543: -337 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 37.8 10.2 29.6 33.7 82.9 81.7: 17.1 18.3
Old : 100.0: 43.1 37.8 10.2 29.6 33.7 82.9 81.7: 17.1 18.3
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 : 89: 30 24 17 20 21 61 58:
Old : 89: 30 24 17 20 21 61 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 28.2 52.1 43.1 37.0 28.2 50.5 43.1
Old : 37.0 28.2 52.1 43.1 37.0 28.2 50.5 43.1
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 27, 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 : 49,535: 20,138 6,315 9,824 9,525 11,316 39,487 27,455: 10,048 22,080
Old : 49,535: 20,138 6,315 9,824 9,525 11,316 39,487 27,455: 10,048 22,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -1,242: -488 -344 766 -985 -494 -707 -72: -535 -1,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 12.7 19.8 19.2 22.8 79.7 55.4: 20.3 44.6
Old : 100.0: 40.7 12.7 19.8 19.2 22.8 79.7 55.4: 20.3 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 : 181: 55 39 44 38 60 119 127:
Old : 181: 55 39 44 38 60 119 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 10.1 27.0 17.1 16.2 8.0 24.3 12.7
Old : 17.3 10.1 27.0 17.1 16.2 8.0 24.3 12.7
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 27, 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 : 9,490: 183 5,109 47 8,479 2,779 8,709 7,935: 781 1,555
Old : 8,869: 156 4,954 47 7,898 2,602 8,101 7,603: 768 1,266
Other: 621: 27 155 0 581 177 608 332: 13 289
: : :
: : Changes in Commitments from: March 20, 2012 :
: 552: -9 409 9 578 5 578 423: -26 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 53.8 0.5 89.3 29.3 91.8 83.6: 8.2 16.4
Old : 100.0: 1.8 55.9 0.5 89.1 29.3 91.3 85.7: 8.7 14.3
Other: 100.0: 4.3 25.0 0.0 93.6 28.5 97.9 53.5: 2.1 46.5
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 8 4 13 9 18 18:
Old : 28: 2 8 4 13 9 18 18:
Other: 17: 1 5 0 8 3 9 8:
:----------------------------------------------------------------------------------------------------
: 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 : 81.1 62.8 88.0 76.2 81.1 62.7 87.0 75.4
Old : 80.5 65.0 87.4 77.8 80.5 64.9 86.4 77.0
Other: 90.5 51.5 97.7 53.5 90.5 51.5 97.7 53.5
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, March 27, 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 : 123,562: 11,349 6,333 3,193 108,463 113,885 123,005 123,411: 557 151
Old : 123,562: 11,349 6,333 3,193 108,463 113,885 123,005 123,411: 557 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -41: -337 40 0 264 -43 -73 -3: 32 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.1 2.6 87.8 92.2 99.5 99.9: 0.5 0.1
Old : 100.0: 9.2 5.1 2.6 87.8 92.2 99.5 99.9: 0.5 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: 4 3 1 14 14 18 18:
Old : 22: 4 3 1 14 14 18 18:
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 : 73.9 74.0 88.2 88.6 31.7 32.7 39.6 38.5
Old : 73.9 74.0 88.2 88.6 31.7 32.7 39.6 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, March 27, 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 : 122,621: 53,432 29,695 906 30,438 75,445 84,776 106,046: 37,845 16,575
Old : 122,621: 53,432 29,695 906 30,438 75,445 84,776 106,046: 37,845 16,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -67,249: -9,336 9,242 -19,065 -34,183 -51,676 -62,584 -61,499: -4,665 -5,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 24.2 0.7 24.8 61.5 69.1 86.5: 30.9 13.5
Old : 100.0: 43.6 24.2 0.7 24.8 61.5 69.1 86.5: 30.9 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 : 76: 31 13 3 21 20 54 34:
Old : 76: 31 13 3 21 20 54 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 54.3 42.0 71.4 32.7 54.2 41.5 71.2
Old : 33.2 54.3 42.0 71.4 32.7 54.2 41.5 71.2
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 27, 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 : 42,852: 6,293 21,389 221 24,561 7,877 31,075 29,487: 11,777 13,365
Old : 42,852: 6,293 21,389 221 24,561 7,877 31,075 29,487: 11,777 13,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -764: -5,454 -1,549 52 2,362 3,737 -3,040 2,240: 2,276 -3,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 49.9 0.5 57.3 18.4 72.5 68.8: 27.5 31.2
Old : 100.0: 14.7 49.9 0.5 57.3 18.4 72.5 68.8: 27.5 31.2
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 : 34: 8 13 2 8 9 16 24:
Old : 34: 8 13 2 8 9 16 24:
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 40.3 64.5 52.0 54.8 40.3 64.1 52.0
Old : 54.8 40.3 64.5 52.0 54.8 40.3 64.1 52.0
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 27, 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 : 178,551: 91,900 9,067 371 78,429 166,888 170,700 176,326: 7,851 2,225
Old : 178,551: 91,900 9,067 371 78,429 166,888 170,700 176,326: 7,851 2,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 3,860: 4,418 -54,086 98 -1,074 60,733 3,442 6,745: 418 -2,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 5.1 0.2 43.9 93.5 95.6 98.8: 4.4 1.2
Old : 100.0: 51.5 5.1 0.2 43.9 93.5 95.6 98.8: 4.4 1.2
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 : 107: 63 9 2 18 19 82 29:
Old : 107: 63 9 2 18 19 82 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 57.9 75.3 82.8 53.0 57.9 73.6 82.8
Old : 53.0 57.9 75.3 82.8 53.0 57.9 73.6 82.8
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 27, 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 : 135,147: 26,609 37,719 157 83,813 74,825 110,579 112,701: 24,568 22,446
Old : 135,147: 26,609 37,719 157 83,813 74,825 110,579 112,701: 24,568 22,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -6,264: 658 -4,084 58 -12,198 -372 -11,482 -4,398: 5,218 -1,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 27.9 0.1 62.0 55.4 81.8 83.4: 18.2 16.6
Old : 100.0: 19.7 27.9 0.1 62.0 55.4 81.8 83.4: 18.2 16.6
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 : 85: 24 25 2 21 26 46 52:
Old : 85: 24 25 2 21 26 46 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 52.1 57.1 60.5 42.4 49.9 56.5 58.3
Old : 42.5 52.1 57.1 60.5 42.4 49.9 56.5 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, March 27, 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 : 145,497: 10,905 78,527 58 123,120 19,024 134,083 97,609: 11,414 47,888
Old : 145,497: 10,905 78,527 58 123,120 19,024 134,083 97,609: 11,414 47,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 5,728: -24,018 17,783 42 30,391 -13,914 6,415 3,911: -687 1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 54.0 0.0 84.6 13.1 92.2 67.1: 7.8 32.9
Old : 100.0: 7.5 54.0 0.0 84.6 13.1 92.2 67.1: 7.8 32.9
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 : 104: 13 55 1 24 18 37 74:
Old : 104: 13 55 1 24 18 37 74:
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 : 53.6 29.0 70.9 37.6 53.6 29.0 70.8 37.6
Old : 53.6 29.0 70.9 37.6 53.6 29.0 70.8 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, March 27, 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 : 239,446: 34,033 123,162 1,194 168,190 55,639 203,417 179,995: 36,029 59,451
Old : 239,446: 34,033 123,162 1,194 168,190 55,639 203,417 179,995: 36,029 59,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -19,089: -16,383 -10,208 132 -8,339 -8,335 -24,590 -18,411: 5,501 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 51.4 0.5 70.2 23.2 85.0 75.2: 15.0 24.8
Old : 100.0: 14.2 51.4 0.5 70.2 23.2 85.0 75.2: 15.0 24.8
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 : 165: 27 72 12 41 41 77 116:
Old : 165: 27 72 12 41 41 77 116:
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 : 38.5 30.2 53.9 37.8 38.0 30.2 52.4 37.8
Old : 38.5 30.2 53.9 37.8 38.0 30.2 52.4 37.8
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 27, 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 : 20,247: 14,046 10,062 152 2,594 8,703 16,792 18,917: 3,455 1,330
Old : 20,247: 14,046 10,062 152 2,594 8,703 16,792 18,917: 3,455 1,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -41: -640 -414 -64 294 946 -410 468: 369 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 49.7 0.8 12.8 43.0 82.9 93.4: 17.1 6.6
Old : 100.0: 69.4 49.7 0.8 12.8 43.0 82.9 93.4: 17.1 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 23 12 1 4 8 27 21:
Old : 47: 23 12 1 4 8 27 21:
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 : 49.1 66.6 62.5 80.3 49.1 66.6 62.5 80.3
Old : 49.1 66.6 62.5 80.3 49.1 66.6 62.5 80.3
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 27, 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 : 8,259,216: 680,120 687,202 1,753,544 5,026,248 4,918,232 7,459,912 7,358,978: 799,304 900,238
Old : 8,259,216: 680,120 687,202 1,753,544 5,026,248 4,918,232 7,459,912 7,358,978: 799,304 900,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 262,729: 84,284 -9,132 -4,911 130,658 267,942 210,031 253,899: 52,698 8,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.3 21.2 60.9 59.5 90.3 89.1: 9.7 10.9
Old : 100.0: 8.2 8.3 21.2 60.9 59.5 90.3 89.1: 9.7 10.9
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 : 252: 54 44 79 129 132 229 222:
Old : 252: 54 44 79 129 132 229 222:
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 : 22.6 25.3 34.7 37.9 18.9 20.3 25.7 24.1
Old : 22.6 25.3 34.7 37.9 18.9 20.3 25.7 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, March 27, 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 : 772,728: 81,917 110,007 13,446 538,797 538,473 634,160 661,926: 138,569 110,802
Old : 772,728: 81,917 110,007 13,446 538,797 538,473 634,160 661,926: 138,569 110,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 11,598: 2,973 -940 1,344 -251 10,129 4,066 10,533: 7,533 1,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 14.2 1.7 69.7 69.7 82.1 85.7: 17.9 14.3
Old : 100.0: 10.6 14.2 1.7 69.7 69.7 82.1 85.7: 17.9 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 548: 103 113 45 228 217 356 350:
Old : 548: 103 113 45 228 217 356 350:
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 : 16.9 15.1 25.7 23.8 15.5 14.6 23.9 23.3
Old : 16.9 15.1 25.7 23.8 15.5 14.6 23.9 23.3
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 27, 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 : 226,179: 12,674 7,782 897 150,646 154,274 164,217 162,953: 61,962 63,226
Old : 226,179: 12,674 7,782 897 150,646 154,274 164,217 162,953: 61,962 63,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 3,912: 1,443 2,135 182 -824 874 801 3,191: 3,111 721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 3.4 0.4 66.6 68.2 72.6 72.0: 27.4 28.0
Old : 100.0: 5.6 3.4 0.4 66.6 68.2 72.6 72.0: 27.4 28.0
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 : 108: 11 13 8 55 51 70 68:
Old : 108: 11 13 8 55 51 70 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 24.3 37.8 36.5 24.6 24.0 34.9 36.2
Old : 27.0 24.3 37.8 36.5 24.6 24.0 34.9 36.2
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 27, 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 : 2,732,746: 368,550 533,461 40,407 1,940,756 1,920,997 2,349,713 2,494,865: 383,033 237,881
Old : 2,732,746: 368,550 533,461 40,407 1,940,756 1,920,997 2,349,713 2,494,865: 383,033 237,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 38,431: 20,902 -2,122 -7,445 2,866 46,275 16,323 36,708: 22,108 1,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.5 1.5 71.0 70.3 86.0 91.3: 14.0 8.7
Old : 100.0: 13.5 19.5 1.5 71.0 70.3 86.0 91.3: 14.0 8.7
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 : 520: 102 109 40 198 201 321 329:
Old : 520: 102 109 40 198 201 321 329:
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 : 20.5 14.4 29.7 22.6 19.6 13.9 28.0 21.9
Old : 20.5 14.4 29.7 22.6 19.6 13.9 28.0 21.9
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 27, 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 : 100,640: 13,095 5,171 0 77,394 92,632 90,489 97,803: 10,151 2,837
Old : 100,640: 13,095 5,171 0 77,394 92,632 90,489 97,803: 10,151 2,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,693: -810 632 -26 2,504 1,901 1,668 2,507: 25 -814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 5.1 0.0 76.9 92.0 89.9 97.2: 10.1 2.8
Old : 100.0: 13.0 5.1 0.0 76.9 92.0 89.9 97.2: 10.1 2.8
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 : 98: 13 4 0 58 37 71 41:
Old : 98: 13 4 0 58 37 71 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 46.9 43.1 64.9 30.8 44.1 42.3 61.6
Old : 30.8 46.9 43.1 64.9 30.8 44.1 42.3 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, March 27, 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 : 87,135: 25,074 8,638 1,290 55,110 70,199 81,473 80,126: 5,661 7,008
Old : 87,135: 25,074 8,638 1,290 55,110 70,199 81,473 80,126: 5,661 7,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -1,205: -1,601 39 565 -538 -3,040 -1,573 -2,435: 368 1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 9.9 1.5 63.2 80.6 93.5 92.0: 6.5 8.0
Old : 100.0: 28.8 9.9 1.5 63.2 80.6 93.5 92.0: 6.5 8.0
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 : 256: 77 45 11 67 83 147 136:
Old : 256: 77 45 11 67 83 147 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 34.2 48.3 49.2 37.5 34.2 48.1 49.2
Old : 37.5 34.2 48.3 49.2 37.5 34.2 48.1 49.2
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 27, 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 : 435,674: 125,370 43,189 6,449 275,548 350,994 407,367 400,632: 28,307 35,042
Old : 435,674: 125,370 43,189 6,449 275,548 350,994 407,367 400,632: 28,307 35,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -6,027: -8,003 195 2,827 -2,689 -15,198 -7,865 -12,176: 1,838 6,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 9.9 1.5 63.2 80.6 93.5 92.0: 6.5 8.0
Old : 100.0: 28.8 9.9 1.5 63.2 80.6 93.5 92.0: 6.5 8.0
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 : 256: 77 45 11 67 83 147 136:
Old : 256: 77 45 11 67 83 147 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 34.2 48.3 49.2 37.5 34.2 48.1 49.2
Old : 37.5 34.2 48.3 49.2 37.5 34.2 48.1 49.2
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 27, 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 : 147,373: 91,615 32,041 901 27,485 95,723 120,001 128,665: 27,372 18,708
Old : 147,373: 91,615 32,041 901 27,485 95,723 120,001 128,665: 27,372 18,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -13,014: -5,410 -19,793 705 -5,545 7,253 -10,250 -11,835: -2,764 -1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 21.7 0.6 18.6 65.0 81.4 87.3: 18.6 12.7
Old : 100.0: 62.2 21.7 0.6 18.6 65.0 81.4 87.3: 18.6 12.7
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 : 86: 29 22 5 20 22 52 46:
Old : 86: 29 22 5 20 22 52 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 50.5 63.3 65.5 55.0 50.0 63.3 65.1
Old : 55.0 50.5 63.3 65.5 55.0 50.0 63.3 65.1
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 27, 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 : 45,659: 7,467 18,304 0 31,768 5,183 39,235 23,487: 6,424 22,172
Old : 45,659: 7,467 18,304 0 31,768 5,183 39,235 23,487: 6,424 22,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 749: 739 925 0 407 -10 1,146 915: -397 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 40.1 0.0 69.6 11.4 85.9 51.4: 14.1 48.6
Old : 100.0: 16.4 40.1 0.0 69.6 11.4 85.9 51.4: 14.1 48.6
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 : 53: 16 8 0 26 7 42 15:
Old : 53: 16 8 0 26 7 42 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 44.2 52.1 48.9 38.4 44.2 52.1 48.9
Old : 38.4 44.2 52.1 48.9 38.4 44.2 52.1 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, March 27, 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 : 46,875: 18,312 2,588 3,383 17,408 13,095 39,103 19,066: 7,772 27,809
Old : 46,875: 18,312 2,588 3,383 17,408 13,095 39,103 19,066: 7,772 27,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,703: 331 -626 2,550 -2,409 4,612 472 6,536: 1,231 -4,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 5.5 7.2 37.1 27.9 83.4 40.7: 16.6 59.3
Old : 100.0: 39.1 5.5 7.2 37.1 27.9 83.4 40.7: 16.6 59.3
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 : 51: 11 4 3 21 23 34 28:
Old : 51: 11 4 3 21 23 34 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 17.0 59.4 27.1 42.1 15.1 53.9 22.1
Old : 46.1 17.0 59.4 27.1 42.1 15.1 53.9 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2012