BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, April 3, 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 : 5,288: 306 89 58 4,380 4,430 4,744 4,577: 544 711 Old : 5,288: 306 89 58 4,380 4,430 4,744 4,577: 544 711 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -753: -154 -35 -19 -442 -661 -615 -715: -138 -38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 1.7 1.1 82.8 83.8 89.7 86.6: 10.3 13.4 Old : 100.0: 5.8 1.7 1.1 82.8 83.8 89.7 86.6: 10.3 13.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 1 2 12 10 16 12: Old : 20: 3 1 2 12 10 16 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 : 68.4 68.7 82.8 83.2 68.4 68.4 81.1 78.4 Old : 68.4 68.7 82.8 83.2 68.4 68.4 81.1 78.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, April 3, 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 : 27,097: 5,101 6,847 837 17,514 14,274 23,452 21,958: 3,645 5,139 Old : 27,097: 5,101 6,847 837 17,514 14,274 23,452 21,958: 3,645 5,139 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -5,329: -1,029 -2,326 -168 -3,783 -2,296 -4,980 -4,790: -349 -539 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.8 25.3 3.1 64.6 52.7 86.5 81.0: 13.5 19.0 Old : 100.0: 18.8 25.3 3.1 64.6 52.7 86.5 81.0: 13.5 19.0 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 : 65: 11 15 9 23 20 41 37: Old : 65: 11 15 9 23 20 41 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 34.6 62.6 52.0 47.7 33.7 60.4 51.1 Old : 49.0 34.6 62.6 52.0 47.7 33.7 60.4 51.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, April 3, 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 : 259,416: 63,980 72,875 48,040 117,538 100,524 229,558 221,439: 29,858 37,977 Old : 223,202: 57,631 75,563 36,308 106,025 80,110 199,964 191,981: 23,238 31,221 Other: 36,214: 13,900 4,863 4,181 11,513 20,414 29,594 29,458: 6,620 6,756 : : : : : Changes in Commitments from: March 27, 2012 : : -6,459: -4,228 1,591 190 -2,070 -7,862 -6,108 -6,081: -351 -378 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 28.1 18.5 45.3 38.8 88.5 85.4: 11.5 14.6 Old : 100.0: 25.8 33.9 16.3 47.5 35.9 89.6 86.0: 10.4 14.0 Other: 100.0: 38.4 13.4 11.5 31.8 56.4 81.7 81.3: 18.3 18.7 : : : :# Traders : Number of Traders in Each Category : All : 294: 91 104 118 54 68 210 242: Old : 288: 83 119 111 43 63 192 235: Other: 120: 34 17 23 37 49 84 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 : 20.2 15.8 33.2 23.1 18.9 13.8 30.5 20.1 Old : 21.4 16.5 34.2 24.5 21.2 14.8 32.2 21.2 Other: 33.8 22.0 48.9 35.4 31.7 20.1 43.5 31.1 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, April 3, 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 : 361,339: 125,733 88,709 57,665 149,441 155,966 332,839 302,340: 28,500 58,999 Old : 361,339: 125,733 88,709 57,665 149,441 155,966 332,839 302,340: 28,500 58,999 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 6,602: 1,874 10,935 4,252 -362 -4,063 5,764 11,124: 838 -4,522 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 24.6 16.0 41.4 43.2 92.1 83.7: 7.9 16.3 Old : 100.0: 34.8 24.6 16.0 41.4 43.2 92.1 83.7: 7.9 16.3 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 : 403: 119 110 123 81 141 266 326: Old : 403: 119 110 123 81 141 266 326: 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 : 21.2 13.3 34.7 20.2 21.1 12.0 33.5 18.2 Old : 21.2 13.3 34.7 20.2 21.1 12.0 33.5 18.2 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, April 3, 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 : 10,658: 4,362 4,160 1,486 3,075 3,129 8,923 8,775: 1,735 1,883 Old : 10,658: 4,362 4,160 1,486 3,075 3,129 8,923 8,775: 1,735 1,883 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 994: 201 509 502 210 -129 913 882: 81 112 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.9 39.0 13.9 28.9 29.4 83.7 82.3: 16.3 17.7 Old : 100.0: 40.9 39.0 13.9 28.9 29.4 83.7 82.3: 16.3 17.7 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 : 95: 33 28 20 20 21 65 63: Old : 95: 33 28 20 20 21 65 63: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.6 29.6 48.3 44.3 33.6 27.9 46.0 41.6 Old : 33.6 29.6 48.3 44.3 33.6 27.9 46.0 41.6 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, April 3, 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 : 41,355: 16,309 5,246 8,020 8,734 9,785 33,063 23,051: 8,292 18,304 Old : 41,355: 16,309 5,246 8,020 8,734 9,785 33,063 23,051: 8,292 18,304 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -8,180: -3,829 -1,069 -1,804 -791 -1,531 -6,424 -4,404: -1,756 -3,776 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.4 12.7 19.4 21.1 23.7 79.9 55.7: 20.1 44.3 Old : 100.0: 39.4 12.7 19.4 21.1 23.7 79.9 55.7: 20.1 44.3 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 : 155: 45 31 39 32 52 96 113: Old : 155: 45 31 39 32 52 96 113: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.6 10.7 30.6 17.7 17.7 8.6 27.0 14.0 Old : 19.6 10.7 30.6 17.7 17.7 8.6 27.0 14.0 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, April 3, 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 : 8,157: 186 4,090 46 7,277 2,516 7,509 6,652: 648 1,505 Old : 7,514: 159 3,917 46 6,676 2,338 6,881 6,301: 633 1,213 Other: 643: 27 173 0 601 178 628 351: 15 292 : : : : : Changes in Commitments from: March 27, 2012 : : -1,333: 3 -1,019 -1 -1,202 -263 -1,200 -1,283: -133 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 50.1 0.6 89.2 30.8 92.1 81.5: 7.9 18.5 Old : 100.0: 2.1 52.1 0.6 88.8 31.1 91.6 83.9: 8.4 16.1 Other: 100.0: 4.2 26.9 0.0 93.5 27.7 97.7 54.6: 2.3 45.4 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 8 4 11 8 16 17: Old : 26: 2 8 4 11 8 16 17: Other: 17: 1 4 0 8 4 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 : 82.4 61.0 89.0 74.9 82.4 60.8 88.7 73.5 Old : 81.9 63.4 88.2 76.8 81.9 63.2 88.1 75.3 Other: 90.5 52.7 97.5 54.6 90.5 52.7 97.5 54.6 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders - Futures Only, April 3, 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 : 123,769: 11,210 6,367 3,193 108,796 114,134 123,199 123,694: 570 75 Old : 123,769: 11,210 6,367 3,193 108,796 114,134 123,199 123,694: 570 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 207: -139 34 0 333 249 194 283: 13 -76 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 5.1 2.6 87.9 92.2 99.5 99.9: 0.5 0.1 Old : 100.0: 9.1 5.1 2.6 87.9 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 : 23: 4 4 1 14 14 18 19: Old : 23: 4 4 1 14 14 18 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 : 73.8 73.8 88.2 88.5 31.6 32.7 39.5 38.4 Old : 73.8 73.8 88.2 88.5 31.6 32.7 39.5 38.4 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, April 3, 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 : 126,333: 57,291 27,804 522 29,195 80,582 87,008 108,908: 39,325 17,425 Old : 126,333: 57,291 27,804 522 29,195 80,582 87,008 108,908: 39,325 17,425 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 3,712: 3,859 -1,891 -384 -1,243 5,137 2,232 2,862: 1,480 850 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.3 22.0 0.4 23.1 63.8 68.9 86.2: 31.1 13.8 Old : 100.0: 45.3 22.0 0.4 23.1 63.8 68.9 86.2: 31.1 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 : 77: 32 14 5 20 21 55 37: Old : 77: 32 14 5 20 21 55 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.2 49.1 41.6 63.8 32.7 49.0 41.0 63.7 Old : 33.2 49.1 41.6 63.8 32.7 49.0 41.0 63.7 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, April 3, 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 : 43,624: 6,615 21,291 229 24,035 9,135 30,879 30,655: 12,745 12,969 Old : 43,624: 6,615 21,291 229 24,035 9,135 30,879 30,655: 12,745 12,969 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 772: 322 -98 8 -526 1,258 -196 1,168: 968 -396 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 48.8 0.5 55.1 20.9 70.8 70.3: 29.2 29.7 Old : 100.0: 15.2 48.8 0.5 55.1 20.9 70.8 70.3: 29.2 29.7 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 : 34: 9 12 2 8 9 18 22: Old : 34: 9 12 2 8 9 18 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 42.4 62.3 53.5 54.0 42.4 61.9 53.5 Old : 54.0 42.4 62.3 53.5 54.0 42.4 61.9 53.5 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, April 3, 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 : 175,692: 91,744 7,241 420 76,724 165,387 168,888 173,048: 6,804 2,644 Old : 175,692: 91,744 7,241 420 76,724 165,387 168,888 173,048: 6,804 2,644 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -2,859: -156 -1,826 49 -1,705 -1,501 -1,812 -3,278: -1,047 419 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.2 4.1 0.2 43.7 94.1 96.1 98.5: 3.9 1.5 Old : 100.0: 52.2 4.1 0.2 43.7 94.1 96.1 98.5: 3.9 1.5 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 : 110: 62 13 4 20 18 84 33: Old : 110: 62 13 4 20 18 84 33: 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 : 53.7 60.0 76.0 85.2 53.7 60.0 74.2 85.2 Old : 53.7 60.0 76.0 85.2 53.7 60.0 74.2 85.2 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, April 3, 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 : 142,660: 29,262 38,069 160 87,792 80,809 117,214 119,038: 25,446 23,622 Old : 142,660: 29,262 38,069 160 87,792 80,809 117,214 119,038: 25,446 23,622 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 7,513: 2,653 350 3 3,979 5,984 6,635 6,337: 878 1,176 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 26.7 0.1 61.5 56.6 82.2 83.4: 17.8 16.6 Old : 100.0: 20.5 26.7 0.1 61.5 56.6 82.2 83.4: 17.8 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 : 87: 27 21 3 24 26 53 48: Old : 87: 27 21 3 24 26 53 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.0 50.8 56.9 60.5 42.9 48.4 56.1 58.2 Old : 43.0 50.8 56.9 60.5 42.9 48.4 56.1 58.2 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, April 3, 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 : 150,382: 14,563 79,671 146 124,871 20,393 139,580 100,210: 10,802 50,172 Old : 150,382: 14,563 79,671 146 124,871 20,393 139,580 100,210: 10,802 50,172 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 4,885: 3,658 1,144 88 1,751 1,369 5,497 2,601: -612 2,284 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 53.0 0.1 83.0 13.6 92.8 66.6: 7.2 33.4 Old : 100.0: 9.7 53.0 0.1 83.0 13.6 92.8 66.6: 7.2 33.4 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 : 93: 12 44 1 26 16 38 61: Old : 93: 12 44 1 26 16 38 61: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 34.9 68.7 43.5 52.9 34.9 68.7 43.5 Old : 52.9 34.9 68.7 43.5 52.9 34.9 68.7 43.5 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, April 3, 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 : 241,006: 39,835 119,315 1,258 166,622 62,119 207,715 182,692: 33,291 58,314 Old : 241,006: 39,835 119,315 1,258 166,622 62,119 207,715 182,692: 33,291 58,314 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 1,560: 5,802 -3,847 64 -1,568 6,480 4,298 2,697: -2,738 -1,137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 49.5 0.5 69.1 25.8 86.2 75.8: 13.8 24.2 Old : 100.0: 16.5 49.5 0.5 69.1 25.8 86.2 75.8: 13.8 24.2 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 : 163: 30 68 14 43 37 83 109: Old : 163: 30 68 14 43 37 83 109: 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 : 37.2 29.6 52.6 38.1 36.7 28.9 48.8 36.0 Old : 37.2 29.6 52.6 38.1 36.7 28.9 48.8 36.0 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, April 3, 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 : 20,753: 14,477 8,631 150 2,543 10,403 17,170 19,184: 3,583 1,569 Old : 20,753: 14,477 8,631 150 2,543 10,403 17,170 19,184: 3,583 1,569 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 506: 431 -1,431 -2 -51 1,700 378 267: 128 239 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.8 41.6 0.7 12.3 50.1 82.7 92.4: 17.3 7.6 Old : 100.0: 69.8 41.6 0.7 12.3 50.1 82.7 92.4: 17.3 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 23 11 1 5 8 28 20: Old : 47: 23 11 1 5 8 28 20: 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 : 46.4 67.0 61.3 80.0 46.4 67.0 61.3 80.0 Old : 46.4 67.0 61.3 80.0 46.4 67.0 61.3 80.0 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, April 3, 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 : 8,438,012: 714,920 708,157 1,734,244 5,200,987 5,110,311 7,650,151 7,552,712: 787,861 885,300 Old : 8,438,012: 714,920 708,157 1,734,244 5,200,987 5,110,311 7,650,151 7,552,712: 787,861 885,300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 178,796: 34,800 20,955 -19,300 174,739 192,079 190,239 193,734: -11,443 -14,938 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 8.4 20.6 61.6 60.6 90.7 89.5: 9.3 10.5 Old : 100.0: 8.5 8.4 20.6 61.6 60.6 90.7 89.5: 9.3 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 : 256: 58 42 80 130 137 230 229: Old : 256: 58 42 80 130 137 230 229: 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 : 22.5 25.1 34.5 37.5 19.1 20.2 26.2 24.2 Old : 22.5 25.1 34.5 37.5 19.1 20.2 26.2 24.2 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, April 3, 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 : 776,067: 83,131 115,234 14,915 542,873 541,507 640,919 671,656: 135,148 104,412 Old : 776,067: 83,131 115,234 14,915 542,873 541,507 640,919 671,656: 135,148 104,412 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 3,339: 1,215 5,227 1,469 4,076 3,033 6,760 9,730: -3,420 -6,390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 14.8 1.9 70.0 69.8 82.6 86.5: 17.4 13.5 Old : 100.0: 10.7 14.8 1.9 70.0 69.8 82.6 86.5: 17.4 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 : 555: 104 117 49 233 217 363 357: Old : 555: 104 117 49 233 217 363 357: 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 : 15.8 14.9 24.5 24.6 14.4 14.4 22.5 23.7 Old : 15.8 14.9 24.5 24.6 14.4 14.4 22.5 23.7 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, April 3, 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 : 225,382: 12,373 6,597 1,047 150,047 158,348 163,467 165,992: 61,915 59,390 Old : 225,382: 12,373 6,597 1,047 150,047 158,348 163,467 165,992: 61,915 59,390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -797: -301 -1,185 150 -599 4,074 -750 3,039: -47 -3,836 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 2.9 0.5 66.6 70.3 72.5 73.6: 27.5 26.4 Old : 100.0: 5.5 2.9 0.5 66.6 70.3 72.5 73.6: 27.5 26.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 108: 11 12 7 54 50 69 65: Old : 108: 11 12 7 54 50 69 65: 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 : 26.6 23.7 37.4 36.0 24.0 23.5 34.5 35.8 Old : 26.6 23.7 37.4 36.0 24.0 23.5 34.5 35.8 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, April 3, 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 : 2,753,427: 373,721 563,115 49,410 1,964,130 1,915,793 2,387,261 2,528,318: 366,166 225,109 Old : 2,753,427: 373,721 563,115 49,410 1,964,130 1,915,793 2,387,261 2,528,318: 366,166 225,109 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 20,681: 5,171 29,654 9,003 23,374 -5,204 37,548 33,453: -16,867 -12,772 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 20.5 1.8 71.3 69.6 86.7 91.8: 13.3 8.2 Old : 100.0: 13.6 20.5 1.8 71.3 69.6 86.7 91.8: 13.3 8.2 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 : 528: 106 111 44 204 200 329 336: Old : 528: 106 111 44 204 200 329 336: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.1 14.3 27.9 23.0 18.2 13.8 26.2 22.0 Old : 19.1 14.3 27.9 23.0 18.2 13.8 26.2 22.0 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, April 3, 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 : 100,269: 13,243 6,397 140 77,210 90,530 90,593 97,067: 9,676 3,202 Old : 100,269: 13,243 6,397 140 77,210 90,530 90,593 97,067: 9,676 3,202 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -371: 148 1,226 140 -184 -2,102 104 -736: -475 365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 6.4 0.1 77.0 90.3 90.3 96.8: 9.7 3.2 Old : 100.0: 13.2 6.4 0.1 77.0 90.3 90.3 96.8: 9.7 3.2 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 : 99: 14 6 1 58 35 72 42: Old : 99: 14 6 1 58 35 72 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 : 31.3 45.7 43.7 63.2 31.3 43.8 42.8 59.8 Old : 31.3 45.7 43.7 63.2 31.3 43.8 42.8 59.8 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, April 3, 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 : 89,424: 26,629 8,003 828 56,551 73,196 84,008 82,026: 5,416 7,397 Old : 89,424: 26,629 8,003 828 56,551 73,196 84,008 82,026: 5,416 7,397 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 2,289: 1,555 -635 -462 1,442 2,997 2,535 1,900: -246 389 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 8.9 0.9 63.2 81.9 93.9 91.7: 6.1 8.3 Old : 100.0: 29.8 8.9 0.9 63.2 81.9 93.9 91.7: 6.1 8.3 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 : 260: 83 38 9 72 83 158 127: Old : 260: 83 38 9 72 83 158 127: 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 : 36.0 34.7 46.8 49.9 36.0 34.7 46.8 49.9 Old : 36.0 34.7 46.8 49.9 36.0 34.7 46.8 49.9 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, April 3, 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 : 447,118: 133,144 40,015 4,139 282,757 365,978 420,040 410,132: 27,078 36,986 Old : 447,118: 133,144 40,015 4,139 282,757 365,978 420,040 410,132: 27,078 36,986 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 11,444: 7,774 -3,174 -2,310 7,209 14,984 12,673 9,500: -1,229 1,944 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 8.9 0.9 63.2 81.9 93.9 91.7: 6.1 8.3 Old : 100.0: 29.8 8.9 0.9 63.2 81.9 93.9 91.7: 6.1 8.3 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 : 260: 83 38 9 72 83 158 127: Old : 260: 83 38 9 72 83 158 127: 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 : 36.0 34.7 46.8 49.9 36.0 34.7 46.8 49.9 Old : 36.0 34.7 46.8 49.9 36.0 34.7 46.8 49.9 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, April 3, 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 : 151,825: 85,990 36,671 1,129 37,090 94,011 124,209 131,811: 27,616 20,014 Old : 151,825: 85,990 36,671 1,129 37,090 94,011 124,209 131,811: 27,616 20,014 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 4,452: -5,625 4,630 228 9,605 -1,712 4,208 3,146: 244 1,306 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.6 24.2 0.7 24.4 61.9 81.8 86.8: 18.2 13.2 Old : 100.0: 56.6 24.2 0.7 24.4 61.9 81.8 86.8: 18.2 13.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 88: 31 27 6 13 22 48 51: Old : 88: 31 27 6 13 22 48 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 : 58.8 47.2 65.8 61.9 58.8 46.8 65.6 61.5 Old : 58.8 47.2 65.8 61.9 58.8 46.8 65.6 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders - Futures Only, April 3, 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 : 49,658: 12,081 19,240 188 31,381 5,798 43,650 25,226: 6,008 24,432 Old : 49,658: 12,081 19,240 188 31,381 5,798 43,650 25,226: 6,008 24,432 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 3,999: 4,614 936 188 -387 615 4,415 1,739: -416 2,260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 38.7 0.4 63.2 11.7 87.9 50.8: 12.1 49.2 Old : 100.0: 24.3 38.7 0.4 63.2 11.7 87.9 50.8: 12.1 49.2 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 : 55: 16 9 1 26 8 42 18: Old : 55: 16 9 1 26 8 42 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 : 41.0 40.4 53.7 46.0 41.0 40.4 53.3 46.0 Old : 41.0 40.4 53.7 46.0 41.0 40.4 53.3 46.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, April 3, 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 : 49,439: 18,611 3,133 3,825 19,346 13,420 41,782 20,378: 7,657 29,061 Old : 49,439: 18,611 3,133 3,825 19,346 13,420 41,782 20,378: 7,657 29,061 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 2,564: 299 545 442 1,938 325 2,679 1,312: -115 1,252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.6 6.3 7.7 39.1 27.1 84.5 41.2: 15.5 58.8 Old : 100.0: 37.6 6.3 7.7 39.1 27.1 84.5 41.2: 15.5 58.8 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 : 53: 12 5 3 23 20 36 27: Old : 53: 12 5 3 23 20 36 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 18.3 57.4 27.5 40.9 15.9 51.2 22.3 Old : 45.5 18.3 57.4 27.5 40.9 15.9 51.2 22.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2012