BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,239: 427 85 114 4,795 5,207 5,336 5,405: 903 834
Old : 6,239: 427 85 114 4,795 5,207 5,336 5,405: 903 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 357: -2 -1 21 284 276 303 296: 54 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.4 1.8 76.8 83.4 85.5 86.6: 14.5 13.4
Old : 100.0: 6.8 1.4 1.8 76.8 83.4 85.5 86.6: 14.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 2 14 11 18 13:
Old : 21: 2 2 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 : 64.7 68.8 77.1 81.1 64.7 67.0 74.9 76.8
Old : 64.7 68.8 77.1 81.1 64.7 67.0 74.9 76.8
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 21, 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 : 57,553: 6,444 4,202 13,656 30,955 26,414 51,055 44,273: 6,498 13,280
Old : 57,553: 6,444 4,202 13,656 30,955 26,414 51,055 44,273: 6,498 13,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 2,344: 319 -153 576 1,000 842 1,895 1,265: 449 1,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 7.3 23.7 53.8 45.9 88.7 76.9: 11.3 23.1
Old : 100.0: 11.2 7.3 23.7 53.8 45.9 88.7 76.9: 11.3 23.1
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 : 80: 13 18 17 38 34 61 59:
Old : 80: 13 18 17 38 34 61 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 : 40.3 24.7 53.2 37.3 38.9 23.3 47.6 32.2
Old : 40.3 24.7 53.2 37.3 38.9 23.3 47.6 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 302,769: 79,407 35,078 83,125 109,754 140,382 272,286 258,585: 30,483 44,184
Old : 269,232: 75,383 41,972 67,591 101,836 121,229 244,810 230,792: 24,422 38,441
Other: 33,537: 11,678 760 7,881 7,917 19,152 27,476 27,793: 6,061 5,744
: : :
: : Changes in Commitments from: February 14, 2012 :
: -4,357: 415 -770 -5,408 836 472 -4,157 -5,706: -200 1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 11.6 27.5 36.2 46.4 89.9 85.4: 10.1 14.6
Old : 100.0: 28.0 15.6 25.1 37.8 45.0 90.9 85.7: 9.1 14.3
Other: 100.0: 34.8 2.3 23.5 23.6 57.1 81.9 82.9: 18.1 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 99 84 129 67 80 248 238:
Old : 302: 90 104 124 63 80 239 237:
Other: 120: 42 8 30 38 52 93 83:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 18.3 31.0 25.1 17.2 17.5 27.6 22.9
Old : 19.8 18.5 32.4 25.9 18.9 17.8 30.4 23.6
Other: 22.2 26.5 36.9 39.3 19.3 20.8 30.7 29.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 444,928: 134,284 34,898 118,289 160,739 213,235 413,312 366,422: 31,616 78,506
Old : 444,928: 134,284 34,898 118,289 160,739 213,235 413,312 366,422: 31,616 78,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 17,474: 9,174 -167 11,159 -1,914 5,898 18,419 16,890: -945 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 7.8 26.6 36.1 47.9 92.9 82.4: 7.1 17.6
Old : 100.0: 30.2 7.8 26.6 36.1 47.9 92.9 82.4: 7.1 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 172 90 150 106 177 358 350:
Old : 468: 172 90 150 106 177 358 350:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 12.9 27.2 19.8 15.0 11.0 24.8 15.7
Old : 16.6 12.9 27.2 19.8 15.0 11.0 24.8 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 10,141: 4,140 3,220 1,429 2,737 3,333 8,306 7,982: 1,834 2,159
Old : 10,141: 4,140 3,220 1,429 2,737 3,333 8,306 7,982: 1,834 2,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -29: 285 139 -282 29 -84 32 -227: -62 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 31.8 14.1 27.0 32.9 81.9 78.7: 18.1 21.3
Old : 100.0: 40.8 31.8 14.1 27.0 32.9 81.9 78.7: 18.1 21.3
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 : 80: 26 24 18 15 23 55 56:
Old : 80: 26 24 18 15 23 55 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 : 36.3 25.3 54.0 39.1 34.3 22.0 47.3 33.6
Old : 36.3 25.3 54.0 39.1 34.3 22.0 47.3 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 60,778: 24,634 4,498 17,115 9,960 13,531 51,710 35,144: 9,068 25,633
Old : 60,778: 24,634 4,498 17,115 9,960 13,531 51,710 35,144: 9,068 25,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 4,807: 1,802 281 2,443 215 980 4,460 3,704: 347 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 7.4 28.2 16.4 22.3 85.1 57.8: 14.9 42.2
Old : 100.0: 40.5 7.4 28.2 16.4 22.3 85.1 57.8: 14.9 42.2
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 : 221: 82 37 64 46 81 158 160:
Old : 221: 82 37 64 46 81 158 160:
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 8.8 21.9 15.1 10.6 6.1 18.1 10.2
Old : 13.7 8.8 21.9 15.1 10.6 6.1 18.1 10.2
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 21, 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 : 8,544: 66 4,228 52 7,661 2,805 7,779 7,085: 765 1,460
Old : 8,142: 66 4,169 48 7,292 2,632 7,406 6,848: 736 1,293
Other: 402: 0 59 4 369 173 373 236: 29 166
: : :
: : Changes in Commitments from: February 14, 2012 :
: 502: 66 -96 41 312 330 419 275: 83 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 49.5 0.6 89.7 32.8 91.0 82.9: 9.0 17.1
Old : 100.0: 0.8 51.2 0.6 89.6 32.3 91.0 84.1: 9.0 15.9
Other: 100.0: 0.1 14.7 1.0 91.7 43.1 92.8 58.7: 7.2 41.3
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 6 2 13 11 16 17:
Old : 26: 1 6 2 13 11 16 17:
Other: 15: 1 3 1 9 3 10 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 57.0 86.9 74.4 78.6 56.9 85.0 72.2
Old : 78.7 58.7 86.7 75.3 78.2 58.6 84.8 73.0
Other: 86.7 56.7 92.0 58.7 86.7 56.7 91.2 57.2
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 129,282: 11,296 1,790 3,316 114,203 124,072 128,815 129,178: 467 104
Old : 129,282: 11,296 1,790 3,316 114,203 124,072 128,815 129,178: 467 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 1,612: 1,095 404 123 209 1,067 1,427 1,594: 185 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 1.4 2.6 88.3 96.0 99.6 99.9: 0.4 0.1
Old : 100.0: 8.7 1.4 2.6 88.3 96.0 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 77.1 73.3 88.3 88.2 31.1 29.6 38.8 36.0
Old : 77.1 73.3 88.3 88.2 31.1 29.6 38.8 36.0
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 21, 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 : 136,787: 47,776 33,586 6,372 43,746 76,699 97,894 116,657: 38,893 20,131
Old : 136,787: 47,776 33,586 6,372 43,746 76,699 97,894 116,657: 38,893 20,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 6,489: 9,232 4,702 644 -4,819 2,902 5,058 8,248: 1,431 -1,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 24.6 4.7 32.0 56.1 71.6 85.3: 28.4 14.7
Old : 100.0: 34.9 24.6 4.7 32.0 56.1 71.6 85.3: 28.4 14.7
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 : 78: 32 13 9 23 25 60 42:
Old : 78: 32 13 9 23 25 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 : 29.0 53.2 38.8 64.1 27.6 53.1 36.5 62.9
Old : 29.0 53.2 38.8 64.1 27.6 53.1 36.5 62.9
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 21, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 53,334: 7,794 27,464 1,042 31,853 8,951 40,689 37,457: 12,646 15,877
Old : 53,334: 7,794 27,464 1,042 31,853 8,951 40,689 37,457: 12,646 15,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 3,058: -658 3,284 -278 1,714 3 778 3,010: 2,280 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 51.5 2.0 59.7 16.8 76.3 70.2: 23.7 29.8
Old : 100.0: 14.6 51.5 2.0 59.7 16.8 76.3 70.2: 23.7 29.8
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: 9 18 6 13 15 25 36:
Old : 47: 9 18 6 13 15 25 36:
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 : 51.5 31.2 64.8 42.1 49.8 31.2 62.9 41.5
Old : 51.5 31.2 64.8 42.1 49.8 31.2 62.9 41.5
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 173,082: 62,775 13,350 1,675 103,017 155,069 167,467 170,094: 5,615 2,988
Old : 173,082: 62,775 13,350 1,675 103,017 155,069 167,467 170,094: 5,615 2,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 13,314: 10,314 2,128 1,025 4,462 13,022 15,801 16,175: -2,487 -2,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 7.7 1.0 59.5 89.6 96.8 98.3: 3.2 1.7
Old : 100.0: 36.3 7.7 1.0 59.5 89.6 96.8 98.3: 3.2 1.7
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 : 107: 50 19 6 19 21 74 43:
Old : 107: 50 19 6 19 21 74 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 : 53.3 62.8 75.7 79.9 53.3 60.6 74.1 74.2
Old : 53.3 62.8 75.7 79.9 53.3 60.6 74.1 74.2
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 21, 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 : 191,544: 27,584 58,612 1,993 141,049 103,195 170,626 163,800: 20,918 27,744
Old : 191,544: 27,584 58,612 1,993 141,049 103,195 170,626 163,800: 20,918 27,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -5,319: -1,596 -10,943 12 -4,862 6,123 -6,446 -4,808: 1,127 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 30.6 1.0 73.6 53.9 89.1 85.5: 10.9 14.5
Old : 100.0: 14.4 30.6 1.0 73.6 53.9 89.1 85.5: 10.9 14.5
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 : 95: 21 31 9 30 29 58 62:
Old : 95: 21 31 9 30 29 58 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 47.2 67.1 58.4 47.7 46.1 66.7 57.1
Old : 47.8 47.2 67.1 58.4 47.7 46.1 66.7 57.1
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 21, 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 : 168,760: 62,177 45,041 6,755 80,094 72,697 149,026 124,493: 19,733 44,267
Old : 168,760: 62,177 45,041 6,755 80,094 72,697 149,026 124,493: 19,733 44,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 2,405: -1,952 10,237 2,652 5,035 -15,367 5,735 -2,478: -3,330 4,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 26.7 4.0 47.5 43.1 88.3 73.8: 11.7 26.2
Old : 100.0: 36.8 26.7 4.0 47.5 43.1 88.3 73.8: 11.7 26.2
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 : 113: 24 50 18 27 26 63 82:
Old : 113: 24 50 18 27 26 63 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 21.5 61.2 31.5 53.1 21.5 60.9 30.9
Old : 53.1 21.5 61.2 31.5 53.1 21.5 60.9 30.9
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 21, 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 : 332,546: 29,117 166,596 33,731 232,062 63,353 294,911 263,679: 37,635 68,866
Old : 332,546: 29,117 166,596 33,731 232,062 63,353 294,911 263,679: 37,635 68,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -1,923: 2,140 -4,691 853 -6,079 -1,697 -3,087 -5,535: 1,164 3,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 50.1 10.1 69.8 19.1 88.7 79.3: 11.3 20.7
Old : 100.0: 8.8 50.1 10.1 69.8 19.1 88.7 79.3: 11.3 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 23 89 47 54 57 115 155:
Old : 191: 23 89 47 54 57 115 155:
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 : 39.9 28.5 51.0 35.7 39.6 27.9 49.8 34.1
Old : 39.9 28.5 51.0 35.7 39.6 27.9 49.8 34.1
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 21, 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 : 36,889: 29,422 5,211 418 2,712 29,577 32,552 35,206: 4,337 1,683
Old : 36,889: 29,422 5,211 418 2,712 29,577 32,552 35,206: 4,337 1,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 185: 220 -121 -3 -57 305 160 181: 25 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 14.1 1.1 7.4 80.2 88.2 95.4: 11.8 4.6
Old : 100.0: 79.8 14.1 1.1 7.4 80.2 88.2 95.4: 11.8 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 : 54: 28 10 2 5 12 34 23:
Old : 54: 28 10 2 5 12 34 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 : 58.7 60.2 69.7 78.9 58.7 60.2 69.7 78.9
Old : 58.7 60.2 69.7 78.9 58.7 60.2 69.7 78.9
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 21, 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 :14,319,995: 775,131 496,643 5,781,325 6,884,957 7,065,786 13,441,412 13,343,755: 878,583 976,240
Old :14,319,995: 775,131 496,643 5,781,325 6,884,957 7,065,786 13,441,412 13,343,755: 878,583 976,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 241,962: -18,682 -22,690 125,243 196,890 166,114 303,452 268,667: -61,490 -26,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 3.5 40.4 48.1 49.3 93.9 93.2: 6.1 6.8
Old : 100.0: 5.4 3.5 40.4 48.1 49.3 93.9 93.2: 6.1 6.8
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 : 285: 67 55 105 146 147 271 257:
Old : 285: 67 55 105 146 147 271 257:
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 : 20.2 21.1 31.1 33.5 12.4 11.0 16.5 13.7
Old : 20.2 21.1 31.1 33.5 12.4 11.0 16.5 13.7
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 21, 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 : 938,560: 75,011 109,076 68,592 671,105 659,295 814,708 836,963: 123,851 101,597
Old : 938,560: 75,011 109,076 68,592 671,105 659,295 814,708 836,963: 123,851 101,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -13,160: 4,119 -1,393 -8,254 -10,732 -5,607 -14,868 -15,255: 1,708 2,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.6 7.3 71.5 70.2 86.8 89.2: 13.2 10.8
Old : 100.0: 8.0 11.6 7.3 71.5 70.2 86.8 89.2: 13.2 10.8
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 : 571: 110 123 100 242 240 401 414:
Old : 571: 110 123 100 242 240 401 414:
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 : 13.9 12.1 21.4 21.1 12.5 10.6 19.4 16.9
Old : 13.9 12.1 21.4 21.1 12.5 10.6 19.4 16.9
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 21, 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 : 321,230: 12,535 19,074 25,193 208,316 232,289 246,044 276,556: 75,186 44,674
Old : 321,230: 12,535 19,074 25,193 208,316 232,289 246,044 276,556: 75,186 44,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -10,885: 1,323 1,410 -7,189 -6,991 -7,738 -12,857 -13,518: 1,972 2,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 5.9 7.8 64.8 72.3 76.6 86.1: 23.4 13.9
Old : 100.0: 3.9 5.9 7.8 64.8 72.3 76.6 86.1: 23.4 13.9
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 : 122: 12 19 23 71 66 97 94:
Old : 122: 12 19 23 71 66 97 94:
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 23.3 29.6 35.9 17.3 22.0 25.3 31.5
Old : 19.8 23.3 29.6 35.9 17.3 22.0 25.3 31.5
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 21, 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 : 3,086,647: 352,783 490,409 176,592 2,313,945 2,135,034 2,843,320 2,802,035: 243,327 284,612
Old : 3,086,647: 352,783 490,409 176,592 2,313,945 2,135,034 2,843,320 2,802,035: 243,327 284,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -11,375: 23,046 -4,950 -14,390 -18,707 10,655 -10,051 -8,685: -1,324 -2,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 15.9 5.7 75.0 69.2 92.1 90.8: 7.9 9.2
Old : 100.0: 11.4 15.9 5.7 75.0 69.2 92.1 90.8: 7.9 9.2
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 : 535: 106 113 90 217 224 364 386:
Old : 535: 106 113 90 217 224 364 386:
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 : 17.8 12.0 26.4 20.8 17.1 11.0 24.3 17.3
Old : 17.8 12.0 26.4 20.8 17.1 11.0 24.3 17.3
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 21, 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 : 108,714: 13,949 5,329 0 84,332 99,584 98,281 104,913: 10,433 3,801
Old : 108,714: 13,949 5,329 0 84,332 99,584 98,281 104,913: 10,433 3,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -322: 1,780 -255 0 -1,195 437 585 182: -907 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.9 0.0 77.6 91.6 90.4 96.5: 9.6 3.5
Old : 100.0: 12.8 4.9 0.0 77.6 91.6 90.4 96.5: 9.6 3.5
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 : 93: 13 7 0 51 36 64 43:
Old : 93: 13 7 0 51 36 64 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 : 32.4 43.5 46.9 64.8 32.1 43.5 46.1 62.2
Old : 32.4 43.5 46.9 64.8 32.1 43.5 46.1 62.2
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 21, 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 : 112,091: 28,464 6,127 2,105 73,057 99,174 103,625 107,406: 8,466 4,685
Old : 112,091: 28,464 6,127 2,105 73,057 99,174 103,625 107,406: 8,466 4,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 4,067: -2,609 501 194 7,888 4,255 5,473 4,949: -1,406 -882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 5.5 1.9 65.2 88.5 92.4 95.8: 7.6 4.2
Old : 100.0: 25.4 5.5 1.9 65.2 88.5 92.4 95.8: 7.6 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 : 249: 78 32 15 79 93 163 135:
Old : 249: 78 32 15 79 93 163 135:
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 : 30.3 36.8 41.6 51.4 29.4 33.3 39.1 46.0
Old : 30.3 36.8 41.6 51.4 29.4 33.3 39.1 46.0
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 with Delta-adjusted Options and Futures Combined, February 21, 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 : 18,200: 819 1,225 0 14,322 16,257 15,141 17,482: 3,059 718
Old : 18,200: 819 1,225 0 14,322 16,257 15,141 17,482: 3,059 718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -300: 57 0 0 -258 -249 -201 -249: -99 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 6.7 0.0 78.7 89.3 83.2 96.1: 16.8 3.9
Old : 100.0: 4.5 6.7 0.0 78.7 89.3 83.2 96.1: 16.8 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 : 23: 2 1 0 10 11 12 12:
Old : 23: 2 1 0 10 11 12 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 : 62.5 70.6 76.4 91.3 62.5 70.6 76.2 91.3
Old : 62.5 70.6 76.4 91.3 62.5 70.6 76.2 91.3
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 21, 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 : 469,456: 142,299 28,585 6,449 293,675 414,587 442,422 449,621: 27,033 19,835
Old : 469,456: 142,299 28,585 6,449 293,675 414,587 442,422 449,621: 27,033 19,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 21,837: -13,063 2,768 705 40,728 22,518 28,369 25,991: -6,533 -4,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 6.1 1.4 62.6 88.3 94.2 95.8: 5.8 4.2
Old : 100.0: 30.3 6.1 1.4 62.6 88.3 94.2 95.8: 5.8 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 : 249: 77 34 14 73 92 156 134:
Old : 249: 77 34 14 73 92 156 134:
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 : 35.1 34.1 46.7 47.9 35.1 34.1 46.7 47.9
Old : 35.1 34.1 46.7 47.9 35.1 34.1 46.7 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 160,100: 92,178 17,259 6,302 25,192 111,817 123,672 135,377: 36,428 24,722
Old : 160,100: 92,178 17,259 6,302 25,192 111,817 123,672 135,377: 36,428 24,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -629: -1,587 -2,409 631 -529 -629 -1,486 -2,408: 857 1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 10.8 3.9 15.7 69.8 77.2 84.6: 22.8 15.4
Old : 100.0: 57.6 10.8 3.9 15.7 69.8 77.2 84.6: 22.8 15.4
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 : 96: 38 22 14 22 30 71 55:
Old : 96: 38 22 14 22 30 71 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 46.3 50.4 59.5 41.0 45.9 50.3 58.1
Old : 41.0 46.3 50.4 59.5 41.0 45.9 50.3 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 31,610: 5,368 10,158 500 18,113 6,124 23,981 16,782: 7,629 14,828
Old : 31,610: 5,368 10,158 500 18,113 6,124 23,981 16,782: 7,629 14,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 6,308: 507 2,346 0 4,773 812 5,280 3,158: 1,028 3,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 32.1 1.6 57.3 19.4 75.9 53.1: 24.1 46.9
Old : 100.0: 17.0 32.1 1.6 57.3 19.4 75.9 53.1: 24.1 46.9
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 : 49: 12 10 1 22 8 35 18:
Old : 49: 12 10 1 22 8 35 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 35.9 43.2 46.2 30.2 35.9 43.1 44.6
Old : 30.3 35.9 43.2 46.2 30.2 35.9 43.1 44.6
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 21, 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 : 43,754: 11,962 2,509 2,489 21,533 21,982 35,984 26,980: 7,770 16,774
Old : 43,754: 11,962 2,509 2,489 21,533 21,982 35,984 26,980: 7,770 16,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -2,327: 570 1,483 -922 -922 7,488 -1,274 8,049: -1,053 -10,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.7 5.7 49.2 50.2 82.2 61.7: 17.8 38.3
Old : 100.0: 27.3 5.7 5.7 49.2 50.2 82.2 61.7: 17.8 38.3
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 : 63: 15 8 3 23 23 39 33:
Old : 63: 15 8 3 23 23 39 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 20.6 44.0 34.6 26.4 20.1 41.2 32.1
Old : 27.3 20.6 44.0 34.6 26.4 20.1 41.2 32.1
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 21, 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 : 9,711: 4,357 989 0 4,113 8,567 8,470 9,556: 1,241 155
Old : 9,711: 4,357 989 0 4,113 8,567 8,470 9,556: 1,241 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -1,192: -127 -121 -13 -935 -890 -1,075 -1,024: -117 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 10.2 0.0 42.4 88.2 87.2 98.4: 12.8 1.6
Old : 100.0: 44.9 10.2 0.0 42.4 88.2 87.2 98.4: 12.8 1.6
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 : 21: 9 3 0 6 3 15 6:
Old : 21: 9 3 0 6 3 15 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 : 55.2 95.7 71.9 98.4 55.2 95.7 71.9 98.4
Old : 55.2 95.7 71.9 98.4 55.2 95.7 71.9 98.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2012