BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, April 24, 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 : 5,621: 305 107 60 4,659 4,741 5,024 4,908: 597 713
Old : 5,621: 305 107 60 4,659 4,741 5,024 4,908: 597 713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 141: -1 14 -3 123 261 119 272: 22 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 1.9 1.1 82.9 84.3 89.4 87.3: 10.6 12.7
Old : 100.0: 5.4 1.9 1.1 82.9 84.3 89.4 87.3: 10.6 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 : 22: 3 1 2 12 12 16 14:
Old : 22: 3 1 2 12 12 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 63.9 83.1 78.9 67.6 63.2 80.8 74.5
Old : 67.6 63.9 83.1 78.9 67.6 63.2 80.8 74.5
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 24, 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 : 29,498: 5,801 7,977 816 19,221 15,700 25,838 24,493: 3,660 5,005
Old : 29,498: 5,801 7,977 816 19,221 15,700 25,838 24,493: 3,660 5,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 833: 549 611 -19 197 332 727 924: 106 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 27.0 2.8 65.2 53.2 87.6 83.0: 12.4 17.0
Old : 100.0: 19.7 27.0 2.8 65.2 53.2 87.6 83.0: 12.4 17.0
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 : 71: 13 17 14 27 23 46 48:
Old : 71: 13 17 14 27 23 46 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 : 48.1 35.3 63.7 51.8 46.3 34.4 61.8 50.8
Old : 48.1 35.3 63.7 51.8 46.3 34.4 61.8 50.8
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 24, 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 : 267,162: 67,320 79,405 53,507 118,267 96,644 239,094 229,556: 28,068 37,606
Old : 216,005: 59,937 77,933 39,462 96,238 69,794 195,637 187,189: 20,368 28,816
Other: 51,157: 15,956 10,045 5,472 22,029 26,850 43,457 42,367: 7,700 8,790
: : :
: : Changes in Commitments from: April 17, 2012 :
: 12,896: -2,206 1,760 7,807 5,834 1,469 11,435 11,036: 1,461 1,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 29.7 20.0 44.3 36.2 89.5 85.9: 10.5 14.1
Old : 100.0: 27.7 36.1 18.3 44.6 32.3 90.6 86.7: 9.4 13.3
Other: 100.0: 31.2 19.6 10.7 43.1 52.5 84.9 82.8: 15.1 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 88 101 116 57 75 209 248:
Old : 292: 75 120 106 44 70 188 239:
Other: 131: 29 24 27 44 57 91 95:
:----------------------------------------------------------------------------------------------------
: 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 12.6 33.9 19.8 19.0 11.8 31.1 17.6
Old : 21.8 13.9 33.6 21.8 21.8 12.4 31.4 18.4
Other: 36.7 19.3 50.5 33.2 36.7 18.3 49.3 29.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, April 24, 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 : 354,253: 124,391 89,660 49,510 150,202 161,840 324,103 301,010: 30,150 53,243
Old : 354,253: 124,391 89,660 49,510 150,202 161,840 324,103 301,010: 30,150 53,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 4,295: 3,377 -240 4,429 -3,690 2,431 4,116 6,620: 179 -2,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 25.3 14.0 42.4 45.7 91.5 85.0: 8.5 15.0
Old : 100.0: 35.1 25.3 14.0 42.4 45.7 91.5 85.0: 8.5 15.0
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 : 409: 107 122 116 89 150 257 341:
Old : 409: 107 122 116 89 150 257 341:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 12.6 33.9 19.9 20.7 12.3 33.0 18.9
Old : 20.7 12.6 33.9 19.9 20.7 12.3 33.0 18.9
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 24, 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 : 9,356: 4,177 3,976 736 2,824 3,191 7,737 7,903: 1,619 1,453
Old : 9,356: 4,177 3,976 736 2,824 3,191 7,737 7,903: 1,619 1,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -563: -144 -351 -239 -249 284 -632 -306: 69 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 42.5 7.9 30.2 34.1 82.7 84.5: 17.3 15.5
Old : 100.0: 44.6 42.5 7.9 30.2 34.1 82.7 84.5: 17.3 15.5
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 : 75: 26 25 11 16 20 50 49:
Old : 75: 26 25 11 16 20 50 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 27.7 52.5 44.6 35.9 27.7 51.4 44.4
Old : 35.9 27.7 52.5 44.6 35.9 27.7 51.4 44.4
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 24, 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 : 41,099: 14,215 8,549 6,242 13,320 9,227 33,777 24,018: 7,322 17,081
Old : 41,099: 14,215 8,549 6,242 13,320 9,227 33,777 24,018: 7,322 17,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 686: -478 1,096 -428 719 -480 -187 188: 873 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 20.8 15.2 32.4 22.5 82.2 58.4: 17.8 41.6
Old : 100.0: 34.6 20.8 15.2 32.4 22.5 82.2 58.4: 17.8 41.6
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 : 159: 39 46 37 39 47 100 113:
Old : 159: 39 46 37 39 47 100 113:
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 : 19.8 12.1 33.5 20.8 19.8 10.7 31.2 16.9
Old : 19.8 12.1 33.5 20.8 19.8 10.7 31.2 16.9
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 24, 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 : 9,871: 331 4,887 69 8,881 3,325 9,281 8,281: 590 1,590
Old : 8,998: 299 4,637 69 8,066 3,078 8,434 7,784: 564 1,214
Other: 873: 32 250 0 815 247 847 497: 26 376
: : :
: : Changes in Commitments from: April 17, 2012 :
: 810: 6 367 8 768 325 782 700: 28 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 49.5 0.7 90.0 33.7 94.0 83.9: 6.0 16.1
Old : 100.0: 3.3 51.5 0.8 89.6 34.2 93.7 86.5: 6.3 13.5
Other: 100.0: 3.7 28.6 0.0 93.4 28.3 97.0 56.9: 3.0 43.1
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 10 4 14 10 19 21:
Old : 32: 2 10 4 14 10 19 21:
Other: 21: 2 5 0 10 5 12 10:
:----------------------------------------------------------------------------------------------------
: 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 : 79.3 59.9 87.8 73.5 79.0 59.6 86.3 70.3
Old : 78.7 61.1 87.1 75.5 78.3 60.8 85.7 72.0
Other: 86.1 53.6 95.0 56.5 86.1 53.6 95.0 56.5
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, April 24, 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 : 125,423: 9,085 6,413 3,258 112,419 115,636 124,762 125,307: 661 116
Old : 125,423: 9,085 6,413 3,258 112,419 115,636 124,762 125,307: 661 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 57: -221 95 0 277 -70 56 25: 1 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 5.1 2.6 89.6 92.2 99.5 99.9: 0.5 0.1
Old : 100.0: 7.2 5.1 2.6 89.6 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 : 27: 5 3 2 16 16 21 21:
Old : 27: 5 3 2 16 16 21 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 : 72.9 72.4 87.1 87.0 31.1 31.8 38.6 37.8
Old : 72.9 72.4 87.1 87.0 31.1 31.8 38.6 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, April 24, 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 : 134,899: 63,028 18,804 522 30,013 98,096 93,563 117,422: 41,336 17,477
Old : 134,899: 63,028 18,804 522 30,013 98,096 93,563 117,422: 41,336 17,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 6,058: 4,709 -1,487 -18 -1,128 8,504 3,563 6,999: 2,495 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 13.9 0.4 22.2 72.7 69.4 87.0: 30.6 13.0
Old : 100.0: 46.7 13.9 0.4 22.2 72.7 69.4 87.0: 30.6 13.0
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 : 83: 35 13 5 20 26 57 42:
Old : 83: 35 13 5 20 26 57 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 : 35.3 50.6 43.9 67.8 34.9 50.5 43.2 67.3
Old : 35.3 50.6 43.9 67.8 34.9 50.5 43.2 67.3
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 24, 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 : 40,155: 4,312 20,953 120 23,619 4,334 28,051 25,407: 12,104 14,748
Old : 40,155: 4,312 20,953 120 23,619 4,334 28,051 25,407: 12,104 14,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1,203: -1,728 1,151 22 -2,197 -335 -3,903 838: 2,700 -2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 52.2 0.3 58.8 10.8 69.9 63.3: 30.1 36.7
Old : 100.0: 10.7 52.2 0.3 58.8 10.8 69.9 63.3: 30.1 36.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 13 2 9 9 15 23:
Old : 32: 5 13 2 9 9 15 23:
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 : 54.6 36.1 63.0 46.5 54.6 36.1 62.4 46.5
Old : 54.6 36.1 63.0 46.5 54.6 36.1 62.4 46.5
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 24, 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 : 162,405: 58,544 18,336 467 98,207 140,344 157,218 159,147: 5,187 3,258
Old : 162,405: 58,544 18,336 467 98,207 140,344 157,218 159,147: 5,187 3,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -5,213: -5,304 589 -113 1,296 -6,727 -4,121 -6,251: -1,092 1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 11.3 0.3 60.5 86.4 96.8 98.0: 3.2 2.0
Old : 100.0: 36.0 11.3 0.3 60.5 86.4 96.8 98.0: 3.2 2.0
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 : 94: 37 24 3 20 16 59 41:
Old : 94: 37 24 3 20 16 59 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 : 57.6 60.0 80.1 80.0 57.6 60.0 79.0 80.0
Old : 57.6 60.0 80.1 80.0 57.6 60.0 79.0 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, April 24, 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 : 173,368: 47,435 39,899 233 89,980 113,492 137,648 153,624: 35,720 19,744
Old : 173,368: 47,435 39,899 233 89,980 113,492 137,648 153,624: 35,720 19,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 16,353: 14,214 -6,373 -359 -8,127 23,786 5,728 17,054: 10,625 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 23.0 0.1 51.9 65.5 79.4 88.6: 20.6 11.4
Old : 100.0: 27.4 23.0 0.1 51.9 65.5 79.4 88.6: 20.6 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 40 22 4 21 28 62 53:
Old : 102: 40 22 4 21 28 62 53:
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 : 40.6 51.3 51.7 62.7 40.5 48.5 50.5 59.9
Old : 40.6 51.3 51.7 62.7 40.5 48.5 50.5 59.9
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 24, 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 : 137,636: 12,669 68,572 145 113,918 27,577 126,732 96,294: 10,904 41,342
Old : 137,636: 12,669 68,572 145 113,918 27,577 126,732 96,294: 10,904 41,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -6,532: -4,248 -6,148 9 -4,031 1,269 -8,270 -4,870: 1,738 -1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 49.8 0.1 82.8 20.0 92.1 70.0: 7.9 30.0
Old : 100.0: 9.2 49.8 0.1 82.8 20.0 92.1 70.0: 7.9 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 12 43 3 22 17 36 61:
Old : 89: 12 43 3 22 17 36 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 : 60.4 35.2 72.7 43.4 60.4 35.2 72.4 43.4
Old : 60.4 35.2 72.7 43.4 60.4 35.2 72.4 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, April 24, 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 : 287,215: 36,289 149,656 1,483 219,295 70,017 257,067 221,156: 30,148 66,059
Old : 287,215: 36,289 149,656 1,483 219,295 70,017 257,067 221,156: 30,148 66,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -8,629: -4,021 -8,779 -126 -6,813 -268 -10,960 -9,173: 2,331 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 52.1 0.5 76.4 24.4 89.5 77.0: 10.5 23.0
Old : 100.0: 12.6 52.1 0.5 76.4 24.4 89.5 77.0: 10.5 23.0
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 : 177: 28 77 11 47 43 83 123:
Old : 177: 28 77 11 47 43 83 123:
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 : 40.9 33.3 57.6 39.6 40.9 32.2 57.5 38.5
Old : 40.9 33.3 57.6 39.6 40.9 32.2 57.5 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 20,616: 15,277 14,517 1,256 3,661 4,008 20,194 19,781: 422 835
Old : 20,616: 15,277 14,517 1,256 3,661 4,008 20,194 19,781: 422 835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,917: -539 831 1,090 2,282 645 2,833 2,566: 84 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 70.4 6.1 17.8 19.4 98.0 95.9: 2.0 4.1
Old : 100.0: 74.1 70.4 6.1 17.8 19.4 98.0 95.9: 2.0 4.1
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 : 21: 10 3 2 6 4 16 9:
Old : 21: 10 3 2 6 4 16 9:
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 : 79.0 85.4 91.8 95.8 72.9 83.7 83.0 86.2
Old : 79.0 85.4 91.8 95.8 72.9 83.7 83.0 86.2
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 24, 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 : 19,126: 13,984 4,498 101 1,304 13,030 15,389 17,629: 3,737 1,497
Old : 19,126: 13,984 4,498 101 1,304 13,030 15,389 17,629: 3,737 1,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -4,826: -3,015 -562 101 -1,847 -4,171 -4,761 -4,632: -65 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 23.5 0.5 6.8 68.1 80.5 92.2: 19.5 7.8
Old : 100.0: 73.1 23.5 0.5 6.8 68.1 80.5 92.2: 19.5 7.8
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 : 47: 21 14 1 5 8 26 23:
Old : 47: 21 14 1 5 8 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 64.5 60.8 75.8 47.1 64.5 60.8 75.8
Old : 47.1 64.5 60.8 75.8 47.1 64.5 60.8 75.8
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 24, 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 : 8,698,761: 887,019 894,021 1,616,667 5,326,380 5,237,246 7,830,066 7,747,934: 868,695 950,827
Old : 8,698,761: 887,019 894,021 1,616,667 5,326,380 5,237,246 7,830,066 7,747,934: 868,695 950,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 181,745: 60,927 52,109 24,481 67,770 72,382 153,178 148,972: 28,567 32,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 10.3 18.6 61.2 60.2 90.0 89.1: 10.0 10.9
Old : 100.0: 10.2 10.3 18.6 61.2 60.2 90.0 89.1: 10.0 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 : 255: 53 45 78 132 137 228 230:
Old : 255: 53 45 78 132 137 228 230:
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 22.8 34.8 35.2 18.4 17.1 27.0 23.1
Old : 21.2 22.8 34.8 35.2 18.4 17.1 27.0 23.1
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, April 24, 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 : 805,068: 82,948 110,424 16,019 554,635 558,730 653,602 685,172: 151,467 119,896
Old : 805,068: 82,948 110,424 16,019 554,635 558,730 653,602 685,172: 151,467 119,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 8,933: -9,639 1,864 -660 14,765 1,534 4,466 2,738: 4,467 6,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.7 2.0 68.9 69.4 81.2 85.1: 18.8 14.9
Old : 100.0: 10.3 13.7 2.0 68.9 69.4 81.2 85.1: 18.8 14.9
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 : 537: 95 106 52 233 227 354 359:
Old : 537: 95 106 52 233 227 354 359:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 12.7 22.1 21.6 13.0 12.2 20.5 20.7
Old : 14.3 12.7 22.1 21.6 13.0 12.2 20.5 20.7
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 24, 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 : 241,126: 11,245 9,601 1,722 161,907 154,920 174,874 166,243: 66,252 74,883
Old : 241,126: 11,245 9,601 1,722 161,907 154,920 174,874 166,243: 66,252 74,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 5,866: -3,270 2,962 153 7,863 -1,377 4,746 1,738: 1,120 4,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 4.0 0.7 67.1 64.2 72.5 68.9: 27.5 31.1
Old : 100.0: 4.7 4.0 0.7 67.1 64.2 72.5 68.9: 27.5 31.1
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 : 106: 9 12 6 57 52 68 68:
Old : 106: 9 12 6 57 52 68 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 : 24.7 21.1 35.0 32.2 22.6 20.9 32.6 32.0
Old : 24.7 21.1 35.0 32.2 22.6 20.9 32.6 32.0
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 24, 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 : 2,819,711: 385,332 530,932 44,667 1,963,639 2,019,048 2,393,638 2,594,647: 426,073 225,064
Old : 2,819,711: 385,332 530,932 44,667 1,963,639 2,019,048 2,393,638 2,594,647: 426,073 225,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 15,334: -32,098 -5,744 -3,813 34,511 14,555 -1,400 4,998: 16,734 10,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 18.8 1.6 69.6 71.6 84.9 92.0: 15.1 8.0
Old : 100.0: 13.7 18.8 1.6 69.6 71.6 84.9 92.0: 15.1 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 : 509: 94 104 45 200 206 318 331:
Old : 509: 94 104 45 200 206 318 331:
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 13.6 25.7 22.4 16.4 13.1 24.6 21.4
Old : 16.9 13.6 25.7 22.4 16.4 13.1 24.6 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, April 24, 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 : 100,884: 12,254 8,991 53 79,775 87,900 92,082 96,944: 8,802 3,940
Old : 100,884: 12,254 8,991 53 79,775 87,900 92,082 96,944: 8,802 3,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 863: -1,559 814 53 2,629 -269 1,123 598: -260 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 8.9 0.1 79.1 87.1 91.3 96.1: 8.7 3.9
Old : 100.0: 12.1 8.9 0.1 79.1 87.1 91.3 96.1: 8.7 3.9
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 : 97: 9 8 2 59 33 69 42:
Old : 97: 9 8 2 59 33 69 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 : 30.5 44.5 42.2 61.7 30.5 44.4 41.5 61.5
Old : 30.5 44.5 42.2 61.7 30.5 44.4 41.5 61.5
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 24, 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 : 98,447: 28,231 6,792 1,678 57,388 83,710 87,297 92,180: 11,150 6,267
Old : 98,447: 28,231 6,792 1,678 57,388 83,710 87,297 92,180: 11,150 6,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -2,581: -1,930 -84 663 -1,708 -2,427 -2,976 -1,848: 395 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 6.9 1.7 58.3 85.0 88.7 93.6: 11.3 6.4
Old : 100.0: 28.7 6.9 1.7 58.3 85.0 88.7 93.6: 11.3 6.4
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 : 234: 70 33 13 73 82 152 120:
Old : 234: 70 33 13 73 82 152 120:
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 : 26.8 37.5 38.1 52.4 26.8 33.8 37.3 47.0
Old : 26.8 37.5 38.1 52.4 26.8 33.8 37.3 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, April 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 15,220: 817 489 474 8,535 13,193 9,826 14,156: 5,394 1,064
Old : 15,220: 817 489 474 8,535 13,193 9,826 14,156: 5,394 1,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,231: 145 3 474 1,546 1,519 2,165 1,996: 66 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 3.2 3.1 56.1 86.7 64.6 93.0: 35.4 7.0
Old : 100.0: 5.4 3.2 3.1 56.1 86.7 64.6 93.0: 35.4 7.0
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 : 21: 2 2 1 7 10 10 12:
Old : 21: 2 2 1 7 10 10 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 : 47.3 69.8 59.9 83.0 47.3 69.8 59.3 83.0
Old : 47.3 69.8 59.9 83.0 47.3 69.8 59.3 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, April 24, 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 : 416,133: 141,163 35,608 1,927 244,265 352,583 387,355 390,118: 28,778 26,015
Old : 416,133: 141,163 35,608 1,927 244,265 352,583 387,355 390,118: 28,778 26,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -24,059: -9,470 468 38 -16,272 -19,728 -25,704 -19,222: 1,645 -4,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 8.6 0.5 58.7 84.7 93.1 93.7: 6.9 6.3
Old : 100.0: 33.9 8.6 0.5 58.7 84.7 93.1 93.7: 6.9 6.3
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 : 233: 71 32 12 70 79 148 116:
Old : 233: 71 32 12 70 79 148 116:
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 : 30.4 37.1 42.9 53.3 30.4 37.1 42.9 53.3
Old : 30.4 37.1 42.9 53.3 30.4 37.1 42.9 53.3
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 24, 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 : 146,739: 80,597 34,556 296 40,760 90,888 121,653 125,740: 25,086 20,999
Old : 146,739: 80,597 34,556 296 40,760 90,888 121,653 125,740: 25,086 20,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -2,057: -3,233 -853 114 4,236 -3,268 1,117 -4,007: -3,174 1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 23.5 0.2 27.8 61.9 82.9 85.7: 17.1 14.3
Old : 100.0: 54.9 23.5 0.2 27.8 61.9 82.9 85.7: 17.1 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 : 82: 28 21 5 17 24 48 47:
Old : 82: 28 21 5 17 24 48 47:
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 : 54.3 49.8 66.1 63.9 54.3 49.4 65.9 63.5
Old : 54.3 49.8 66.1 63.9 54.3 49.4 65.9 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, April 24, 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 : 41,814: 9,900 14,090 0 25,541 4,875 35,441 18,965: 6,373 22,849
Old : 41,814: 9,900 14,090 0 25,541 4,875 35,441 18,965: 6,373 22,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -957: 136 -568 0 -570 35 -434 -533: -523 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 33.7 0.0 61.1 11.7 84.8 45.4: 15.2 54.6
Old : 100.0: 23.7 33.7 0.0 61.1 11.7 84.8 45.4: 15.2 54.6
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 : 44: 15 7 0 19 5 34 12:
Old : 44: 15 7 0 19 5 34 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 : 46.4 38.8 59.0 43.7 46.4 38.8 59.0 43.6
Old : 46.4 38.8 59.0 43.7 46.4 38.8 59.0 43.6
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 24, 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 : 63,583: 16,269 4,090 7,333 27,305 17,980 50,907 29,403: 12,676 34,180
Old : 63,583: 16,269 4,090 7,333 27,305 17,980 50,907 29,403: 12,676 34,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 691: 455 667 -17 300 3,528 738 4,178: -47 -3,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 6.4 11.5 42.9 28.3 80.1 46.2: 19.9 53.8
Old : 100.0: 25.6 6.4 11.5 42.9 28.3 80.1 46.2: 19.9 53.8
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 : 50: 11 6 3 22 19 35 26:
Old : 50: 11 6 3 22 19 35 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 23.6 57.3 32.3 32.8 15.6 44.3 22.7
Old : 40.9 23.6 57.3 32.3 32.8 15.6 44.3 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2012