BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 5,883: 429 86 93 4,511 4,930 5,033 5,109: 850 774
Old : 5,883: 429 86 93 4,511 4,930 5,033 5,109: 850 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 199: 2 -16 -7 171 75 165 51: 34 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 1.5 1.6 76.7 83.8 85.6 86.8: 14.4 13.2
Old : 100.0: 7.3 1.5 1.6 76.7 83.8 85.6 86.8: 14.4 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 : 21: 3 1 2 14 11 18 13:
Old : 21: 3 1 2 14 11 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 69.4 77.1 81.6 63.5 67.2 74.4 77.1
Old : 63.5 69.4 77.1 81.6 63.5 67.2 74.4 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 55,208: 6,125 4,355 13,080 29,955 25,572 49,160 43,007: 6,049 12,201
Old : 55,208: 6,125 4,355 13,080 29,955 25,572 49,160 43,007: 6,049 12,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 1,923: 16 990 393 1,550 356 1,959 1,739: -35 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 7.9 23.7 54.3 46.3 89.0 77.9: 11.0 22.1
Old : 100.0: 11.1 7.9 23.7 54.3 46.3 89.0 77.9: 11.0 22.1
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 : 79: 10 21 18 37 33 60 59:
Old : 79: 10 21 18 37 33 60 59:
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 : 41.4 25.2 54.4 37.9 39.9 23.7 49.0 32.3
Old : 41.4 25.2 54.4 37.9 39.9 23.7 49.0 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 307,126: 78,992 35,847 88,534 108,918 139,910 276,443 264,291: 30,683 42,835
Old : 276,704: 74,565 41,619 74,353 102,342 122,914 251,260 238,886: 25,444 37,818
Other: 30,422: 10,966 768 7,641 6,576 16,996 25,183 25,406: 5,239 5,017
: : :
: : Changes in Commitments from: February 7, 2012 :
: 1,504: -612 -3,722 2,241 -1,397 1,777 232 296: 1,271 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 11.7 28.8 35.5 45.6 90.0 86.1: 10.0 13.9
Old : 100.0: 26.9 15.0 26.9 37.0 44.4 90.8 86.3: 9.2 13.7
Other: 100.0: 36.0 2.5 25.1 21.6 55.9 82.8 83.5: 17.2 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 95 83 127 65 78 240 232:
Old : 290: 90 98 123 63 77 234 230:
Other: 111: 39 10 27 35 48 84 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 18.2 29.9 25.3 16.3 16.8 26.5 22.6
Old : 18.8 18.2 31.1 25.9 17.7 17.0 28.8 23.2
Other: 22.7 27.7 37.4 41.2 18.5 20.8 28.5 29.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 427,455: 125,110 35,065 107,130 162,653 207,338 394,894 349,533: 32,561 77,922
Old : 427,455: 125,110 35,065 107,130 162,653 207,338 394,894 349,533: 32,561 77,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 14,933: 3,253 1,339 7,687 2,866 4,839 13,807 13,865: 1,127 1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 8.2 25.1 38.1 48.5 92.4 81.8: 7.6 18.2
Old : 100.0: 29.3 8.2 25.1 38.1 48.5 92.4 81.8: 7.6 18.2
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 : 456: 160 95 149 105 173 344 352:
Old : 456: 160 95 149 105 173 344 352:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 13.3 28.5 19.8 16.5 11.2 26.4 16.2
Old : 17.7 13.3 28.5 19.8 16.5 11.2 26.4 16.2
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 10,170: 3,855 3,080 1,711 2,709 3,418 8,274 8,209: 1,896 1,961
Old : 10,170: 3,855 3,080 1,711 2,709 3,418 8,274 8,209: 1,896 1,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 126: 97 -381 -52 -25 374 20 -60: 107 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 30.3 16.8 26.6 33.6 81.4 80.7: 18.6 19.3
Old : 100.0: 37.9 30.3 16.8 26.6 33.6 81.4 80.7: 18.6 19.3
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 : 81: 24 27 19 16 23 57 56:
Old : 81: 24 27 19 16 23 57 56:
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 : 37.8 27.1 52.4 41.2 34.2 22.0 44.7 34.1
Old : 37.8 27.1 52.4 41.2 34.2 22.0 44.7 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 55,971: 22,832 4,217 14,673 9,745 12,551 47,250 31,441: 8,721 24,530
Old : 55,971: 22,832 4,217 14,673 9,745 12,551 47,250 31,441: 8,721 24,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 3,059: 767 292 1,500 366 432 2,634 2,224: 425 835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 7.5 26.2 17.4 22.4 84.4 56.2: 15.6 43.8
Old : 100.0: 40.8 7.5 26.2 17.4 22.4 84.4 56.2: 15.6 43.8
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 : 213: 78 35 58 45 78 150 152:
Old : 213: 78 35 58 45 78 150 152:
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 : 13.4 8.6 22.1 14.6 10.7 6.3 18.2 10.6
Old : 13.4 8.6 22.1 14.6 10.7 6.3 18.2 10.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 2,800: 251 1,088 106 1,526 1,151 1,884 2,345: 916 455
Old : 2,800: 251 1,088 106 1,526 1,151 1,884 2,345: 916 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 38.9 3.8 54.5 41.1 67.3 83.8: 32.7 16.2
Old : 100.0: 9.0 38.9 3.8 54.5 41.1 67.3 83.8: 32.7 16.2
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 : 21: 6 4 5 10 6 18 13:
Old : 21: 6 4 5 10 6 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 62.9 51.0 77.9 34.9 62.8 48.0 68.0
Old : 36.6 62.9 51.0 77.9 34.9 62.8 48.0 68.0
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 8,042: 0 4,324 11 7,349 2,475 7,360 6,809: 682 1,233
Old : 7,658: 0 4,269 11 6,993 2,301 7,004 6,580: 655 1,078
Other: 384: 0 55 0 357 174 357 229: 27 155
: : :
: : Changes in Commitments from: February 7, 2012 :
: 841: 0 193 1 784 466 785 660: 56 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 53.8 0.1 91.4 30.8 91.5 84.7: 8.5 15.3
Old : 100.0: 0.0 55.7 0.1 91.3 30.0 91.4 85.9: 8.6 14.1
Other: 100.0: 0.0 14.3 0.0 93.0 45.3 93.0 59.6: 7.0 40.4
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 6 1 14 10 15 16:
Old : 24: 0 6 1 14 10 15 16:
Other: 15: 0 3 0 10 3 10 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 57.5 87.2 75.9 77.4 57.3 84.5 73.5
Old : 77.4 58.4 87.0 76.8 76.9 58.3 84.2 74.4
Other: 88.3 58.0 92.3 59.6 88.3 58.0 92.3 59.1
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 127,670: 10,201 1,386 3,193 113,994 123,005 127,388 127,584: 282 86
Old : 127,670: 10,201 1,386 3,193 113,994 123,005 127,388 127,584: 282 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 712: 120 394 0 773 314 893 708: -181 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 1.1 2.5 89.3 96.3 99.8 99.9: 0.2 0.1
Old : 100.0: 8.0 1.1 2.5 89.3 96.3 99.8 99.9: 0.2 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: 3 4 1 14 15 17 20:
Old : 23: 3 4 1 14 15 17 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 : 77.9 74.3 88.7 89.2 31.6 30.1 38.6 36.1
Old : 77.9 74.3 88.7 89.2 31.6 30.1 38.6 36.1
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 130,299: 38,544 28,883 5,728 48,565 73,798 92,836 108,409: 37,463 21,890
Old : 130,299: 38,544 28,883 5,728 48,565 73,798 92,836 108,409: 37,463 21,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 1,110: 1,562 -5,882 31 -1,031 5,560 562 -291: 548 1,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 22.2 4.4 37.3 56.6 71.2 83.2: 28.8 16.8
Old : 100.0: 29.6 22.2 4.4 37.3 56.6 71.2 83.2: 28.8 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 34 11 8 23 26 60 42:
Old : 78: 34 11 8 23 26 60 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 : 25.6 55.0 37.0 64.4 25.1 54.9 34.3 61.9
Old : 25.6 55.0 37.0 64.4 25.1 54.9 34.3 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 50,276: 8,451 24,180 1,320 30,139 8,948 39,911 34,448: 10,366 15,829
Old : 50,276: 8,451 24,180 1,320 30,139 8,948 39,911 34,448: 10,366 15,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 5,417: 341 6,404 -131 5,273 -173 5,482 6,100: -65 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 48.1 2.6 59.9 17.8 79.4 68.5: 20.6 31.5
Old : 100.0: 16.8 48.1 2.6 59.9 17.8 79.4 68.5: 20.6 31.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 17 6 15 15 28 35:
Old : 47: 10 17 6 15 15 28 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 28.4 65.9 39.8 49.1 28.4 63.8 39.2
Old : 51.2 28.4 65.9 39.8 49.1 28.4 63.8 39.2
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 159,768: 52,461 11,222 650 98,555 142,047 151,666 153,919: 8,102 5,849
Old : 159,768: 52,461 11,222 650 98,555 142,047 151,666 153,919: 8,102 5,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 14,123: 7,847 715 647 2,886 10,511 11,380 11,873: 2,743 2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 7.0 0.4 61.7 88.9 94.9 96.3: 5.1 3.7
Old : 100.0: 32.8 7.0 0.4 61.7 88.9 94.9 96.3: 5.1 3.7
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 : 105: 47 19 2 20 22 68 43:
Old : 105: 47 19 2 20 22 68 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 63.7 76.9 79.8 57.3 63.7 76.9 78.2
Old : 57.3 63.7 76.9 79.8 57.3 63.7 76.9 78.2
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 196,862: 29,180 69,555 1,981 145,911 97,072 177,072 168,608: 19,791 28,254
Old : 196,862: 29,180 69,555 1,981 145,911 97,072 177,072 168,608: 19,791 28,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -3,008: 986 8,426 285 -4,274 -11,035 -3,003 -2,325: -5 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 35.3 1.0 74.1 49.3 89.9 85.6: 10.1 14.4
Old : 100.0: 14.8 35.3 1.0 74.1 49.3 89.9 85.6: 10.1 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 21 29 10 30 28 57 61:
Old : 92: 21 29 10 30 28 57 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 : 47.3 52.0 66.2 61.9 47.2 50.8 65.7 60.7
Old : 47.3 52.0 66.2 61.9 47.2 50.8 65.7 60.7
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 166,355: 64,129 34,804 4,103 75,059 88,063 143,292 126,971: 23,063 39,384
Old : 166,355: 64,129 34,804 4,103 75,059 88,063 143,292 126,971: 23,063 39,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -21,351: -20,737 5,510 903 3,428 -32,604 -16,406 -26,191: -4,945 4,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 20.9 2.5 45.1 52.9 86.1 76.3: 13.9 23.7
Old : 100.0: 38.5 20.9 2.5 45.1 52.9 86.1 76.3: 13.9 23.7
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 : 105: 19 46 14 26 28 56 77:
Old : 105: 19 46 14 26 28 56 77:
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 : 57.2 28.5 65.1 39.8 57.2 28.5 64.8 38.8
Old : 57.2 28.5 65.1 39.8 57.2 28.5 64.8 38.8
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 334,469: 26,978 171,287 32,879 238,142 65,049 297,998 269,215: 36,471 65,254
Old : 334,469: 26,978 171,287 32,879 238,142 65,049 297,998 269,215: 36,471 65,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 8,621: -4,978 1,911 6,311 7,174 -148 8,507 8,074: 115 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 51.2 9.8 71.2 19.4 89.1 80.5: 10.9 19.5
Old : 100.0: 8.1 51.2 9.8 71.2 19.4 89.1 80.5: 10.9 19.5
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 : 191: 26 84 45 57 56 115 153:
Old : 191: 26 84 45 57 56 115 153:
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 : 41.3 29.5 52.6 37.0 40.9 28.9 51.5 35.5
Old : 41.3 29.5 52.6 37.0 40.9 28.9 51.5 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 36,704: 29,202 5,332 421 2,769 29,272 32,392 35,025: 4,312 1,679
Old : 36,704: 29,202 5,332 421 2,769 29,272 32,392 35,025: 4,312 1,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 1,684: 1,001 466 41 777 1,032 1,819 1,539: -135 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 14.5 1.1 7.5 79.8 88.3 95.4: 11.7 4.6
Old : 100.0: 79.6 14.5 1.1 7.5 79.8 88.3 95.4: 11.7 4.6
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 : 52: 25 11 2 4 12 30 24:
Old : 52: 25 11 2 4 12 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 61.3 71.8 79.9 60.2 61.3 71.8 79.9
Old : 60.2 61.3 71.8 79.9 60.2 61.3 71.8 79.9
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 with Delta-adjusted Options and Futures Combined, February 14, 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 :14,078,033: 793,812 519,333 5,656,082 6,688,067 6,899,672 13,137,961 13,075,087: 940,072 1,002,946
Old :14,078,033: 793,812 519,333 5,656,082 6,688,067 6,899,672 13,137,961 13,075,087: 940,072 1,002,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 162,313: 29,613 -41,122 29,479 113,848 183,821 172,940 172,178: -10,627 -9,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 3.7 40.2 47.5 49.0 93.3 92.9: 6.7 7.1
Old : 100.0: 5.6 3.7 40.2 47.5 49.0 93.3 92.9: 6.7 7.1
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 : 282: 72 50 101 144 146 266 253:
Old : 282: 72 50 101 144 146 266 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 21.3 31.2 33.9 12.8 11.2 17.4 14.3
Old : 20.5 21.3 31.2 33.9 12.8 11.2 17.4 14.3
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 951,720: 70,892 110,469 76,846 681,837 664,903 829,576 852,218: 122,144 99,501
Old : 951,720: 70,892 110,469 76,846 681,837 664,903 829,576 852,218: 122,144 99,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 7,027: -2,612 9,038 -927 19,946 8,055 16,407 16,167: -9,381 -9,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 11.6 8.1 71.6 69.9 87.2 89.5: 12.8 10.5
Old : 100.0: 7.4 11.6 8.1 71.6 69.9 87.2 89.5: 12.8 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 : 571: 109 126 107 245 238 411 414:
Old : 571: 109 126 107 245 238 411 414:
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 : 13.7 11.4 21.2 20.7 12.3 10.3 19.1 16.7
Old : 13.7 11.4 21.2 20.7 12.3 10.3 19.1 16.7
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 332,115: 11,212 17,665 32,383 215,307 240,027 258,902 290,074: 73,214 42,041
Old : 332,115: 11,212 17,665 32,383 215,307 240,027 258,902 290,074: 73,214 42,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -7,476: -186 -5,987 -336 2,437 -551 1,915 -6,875: -9,391 -601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 5.3 9.8 64.8 72.3 78.0 87.3: 22.0 12.7
Old : 100.0: 3.4 5.3 9.8 64.8 72.3 78.0 87.3: 22.0 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 : 130: 16 21 30 73 67 106 101:
Old : 130: 16 21 30 73 67 106 101:
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 22.7 29.6 34.8 17.0 21.2 24.8 30.9
Old : 19.6 22.7 29.6 34.8 17.0 21.2 24.8 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 3,098,021: 329,737 495,359 190,982 2,332,652 2,124,379 2,853,371 2,810,720: 244,651 287,301
Old : 3,098,021: 329,737 495,359 190,982 2,332,652 2,124,379 2,853,371 2,810,720: 244,651 287,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 72,512: -38,849 48,411 23,763 87,548 43,033 72,462 115,207: 50 -42,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.0 6.2 75.3 68.6 92.1 90.7: 7.9 9.3
Old : 100.0: 10.6 16.0 6.2 75.3 68.6 92.1 90.7: 7.9 9.3
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 : 533: 105 115 96 219 221 372 384:
Old : 533: 105 115 96 219 221 372 384:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 11.5 26.2 19.8 16.9 10.5 24.0 16.9
Old : 17.7 11.5 26.2 19.8 16.9 10.5 24.0 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 109,036: 12,169 5,584 0 85,527 99,147 97,696 104,731: 11,340 4,305
Old : 109,036: 12,169 5,584 0 85,527 99,147 97,696 104,731: 11,340 4,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -1,007: 1,938 306 -1,784 -1,762 116 -1,608 -1,362: 601 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 5.1 0.0 78.4 90.9 89.6 96.1: 10.4 3.9
Old : 100.0: 11.2 5.1 0.0 78.4 90.9 89.6 96.1: 10.4 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 : 91: 12 9 0 49 35 61 44:
Old : 91: 12 9 0 49 35 61 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 42.6 47.5 64.6 33.3 42.6 46.6 62.4
Old : 33.6 42.6 47.5 64.6 33.3 42.6 46.6 62.4
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 108,024: 31,072 5,626 1,911 65,169 94,920 98,153 102,457: 9,871 5,567
Old : 108,024: 31,072 5,626 1,911 65,169 94,920 98,153 102,457: 9,871 5,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 13,649: 3,104 1,199 977 8,933 10,668 13,014 12,844: 635 806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.2 1.8 60.3 87.9 90.9 94.8: 9.1 5.2
Old : 100.0: 28.8 5.2 1.8 60.3 87.9 90.9 94.8: 9.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 83 31 18 83 89 173 131:
Old : 253: 83 31 18 83 89 173 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 35.1 33.7 49.4 20.5 31.1 30.8 42.8
Old : 21.7 35.1 33.7 49.4 20.5 31.1 30.8 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 18,500: 762 1,225 0 14,580 16,506 15,342 17,731: 3,158 769
Old : 18,500: 762 1,225 0 14,580 16,506 15,342 17,731: 3,158 769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 2,764: 472 246 0 2,337 2,457 2,809 2,703: -45 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 6.6 0.0 78.8 89.2 82.9 95.8: 17.1 4.2
Old : 100.0: 4.1 6.6 0.0 78.8 89.2 82.9 95.8: 17.1 4.2
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 : 25: 2 1 0 11 13 13 14:
Old : 25: 2 1 0 11 13 13 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 : 62.1 67.3 75.1 89.8 62.1 67.3 75.0 89.8
Old : 62.1 67.3 75.1 89.8 62.1 67.3 75.0 89.8
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 447,619: 155,362 25,817 5,744 252,947 392,069 414,053 423,630: 33,566 23,989
Old : 447,619: 155,362 25,817 5,744 252,947 392,069 414,053 423,630: 33,566 23,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 54,424: 15,520 7,123 2,527 32,978 41,053 51,025 50,703: 3,399 3,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 5.8 1.3 56.5 87.6 92.5 94.6: 7.5 5.4
Old : 100.0: 34.7 5.8 1.3 56.5 87.6 92.5 94.6: 7.5 5.4
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 : 252: 83 31 17 76 86 165 128:
Old : 252: 83 31 17 76 86 165 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 32.5 37.1 48.1 24.7 32.4 37.1 48.1
Old : 24.7 32.5 37.1 48.1 24.7 32.4 37.1 48.1
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 160,729: 93,765 19,667 5,671 25,722 112,446 125,157 137,785: 35,571 22,944
Old : 160,729: 93,765 19,667 5,671 25,722 112,446 125,157 137,785: 35,571 22,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 3,243: -436 1,079 -124 2,863 311 2,303 1,265: 940 1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 12.2 3.5 16.0 70.0 77.9 85.7: 22.1 14.3
Old : 100.0: 58.3 12.2 3.5 16.0 70.0 77.9 85.7: 22.1 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 : 94: 37 21 12 24 28 71 51:
Old : 94: 37 21 12 24 28 71 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 : 42.1 47.8 51.5 60.7 42.1 47.3 51.3 59.3
Old : 42.1 47.8 51.5 60.7 42.1 47.3 51.3 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 25,302: 4,861 7,812 500 13,340 5,312 18,701 13,624: 6,601 11,678
Old : 25,302: 4,861 7,812 500 13,340 5,312 18,701 13,624: 6,601 11,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 1,228: 164 2 -1 478 -557 641 -556: 587 1,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 30.9 2.0 52.7 21.0 73.9 53.8: 26.1 46.2
Old : 100.0: 19.2 30.9 2.0 52.7 21.0 73.9 53.8: 26.1 46.2
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 : 40: 9 8 1 18 6 28 14:
Old : 40: 9 8 1 18 6 28 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 : 31.8 40.2 44.9 48.6 31.8 40.2 44.9 46.6
Old : 31.8 40.2 44.9 48.6 31.8 40.2 44.9 46.6
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 with Delta-adjusted Options and Futures Combined, February 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 46,081: 11,392 1,026 3,411 22,455 14,494 37,258 18,931: 8,823 27,150
Old : 46,081: 11,392 1,026 3,411 22,455 14,494 37,258 18,931: 8,823 27,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 1,388: -890 -233 939 -2,262 2,859 -2,213 3,565: 3,601 -2,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 2.2 7.4 48.7 31.5 80.9 41.1: 19.1 58.9
Old : 100.0: 24.7 2.2 7.4 48.7 31.5 80.9 41.1: 19.1 58.9
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 : 54: 15 3 4 21 21 36 28:
Old : 54: 15 3 4 21 21 36 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 17.1 46.7 26.0 25.1 14.2 40.7 20.9
Old : 29.7 17.1 46.7 26.0 25.1 14.2 40.7 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 10,903: 4,484 1,110 13 5,048 9,457 9,545 10,580: 1,358 323
Old : 10,903: 4,484 1,110 13 5,048 9,457 9,545 10,580: 1,358 323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 10.2 0.1 46.3 86.7 87.5 97.0: 12.5 3.0
Old : 100.0: 41.1 10.2 0.1 46.3 86.7 87.5 97.0: 12.5 3.0
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: 10 3 1 6 3 17 6:
Old : 21: 10 3 1 6 3 17 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 94.3 72.0 97.0 49.2 83.3 64.0 86.0
Old : 54.8 94.3 72.0 97.0 49.2 83.3 64.0 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2012