BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 6,638: 531 107 132 5,153 5,645 5,816 5,884: 822 754
Old : 6,638: 531 107 132 5,153 5,645 5,816 5,884: 822 754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 399: 104 22 18 358 439 480 479: -81 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 1.6 2.0 77.6 85.0 87.6 88.6: 12.4 11.4
Old : 100.0: 8.0 1.6 2.0 77.6 85.0 87.6 88.6: 12.4 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 1 2 15 11 20 13:
Old : 23: 4 1 2 15 11 20 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 : 65.2 68.8 77.6 82.3 65.2 67.6 76.7 78.3
Old : 65.2 68.8 77.6 82.3 65.2 67.6 76.7 78.3
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 28, 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 : 59,797: 6,822 4,694 14,193 32,568 26,960 53,583 45,847: 6,214 13,950
Old : 59,797: 6,822 4,694 14,193 32,568 26,960 53,583 45,847: 6,214 13,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 2,244: 378 492 536 1,613 546 2,528 1,575: -283 669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 7.9 23.7 54.5 45.1 89.6 76.7: 10.4 23.3
Old : 100.0: 11.4 7.9 23.7 54.5 45.1 89.6 76.7: 10.4 23.3
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 : 84: 18 18 21 38 34 65 64:
Old : 84: 18 18 21 38 34 65 64:
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 : 40.1 24.4 53.1 37.0 38.7 22.8 46.9 32.0
Old : 40.1 24.4 53.1 37.0 38.7 22.8 46.9 32.0
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 28, 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 : 311,391: 80,777 36,571 87,545 110,042 141,014 278,364 265,129: 33,027 46,262
Old : 275,892: 76,484 43,058 72,097 101,167 120,692 249,748 235,846: 26,144 40,045
Other: 35,499: 11,484 704 8,257 8,875 20,322 28,616 29,283: 6,883 6,217
: : :
: : Changes in Commitments from: February 21, 2012 :
: 8,622: 1,370 1,493 4,419 288 632 6,078 6,544: 2,544 2,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 11.7 28.1 35.3 45.3 89.4 85.1: 10.6 14.9
Old : 100.0: 27.7 15.6 26.1 36.7 43.7 90.5 85.5: 9.5 14.5
Other: 100.0: 32.3 2.0 23.3 25.0 57.2 80.6 82.5: 19.4 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 98 99 136 66 80 245 256:
Old : 310: 86 116 131 61 79 235 254:
Other: 126: 46 6 29 42 56 99 86:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 17.5 30.0 24.6 16.4 16.6 26.5 22.2
Old : 18.9 17.5 31.4 25.6 18.1 16.8 29.2 22.8
Other: 21.3 25.8 36.0 38.0 19.5 20.4 28.9 28.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 453,893: 136,449 38,676 124,537 160,330 212,049 421,316 375,261: 32,577 78,632
Old : 453,893: 136,449 38,676 124,537 160,330 212,049 421,316 375,261: 32,577 78,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 8,965: 2,165 3,778 6,247 -409 -1,187 8,004 8,839: 961 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 8.5 27.4 35.3 46.7 92.8 82.7: 7.2 17.3
Old : 100.0: 30.1 8.5 27.4 35.3 46.7 92.8 82.7: 7.2 17.3
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 : 469: 163 100 144 102 176 348 349:
Old : 469: 163 100 144 102 176 348 349:
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 : 17.1 13.2 27.6 19.8 15.5 11.0 25.1 15.6
Old : 17.1 13.2 27.6 19.8 15.5 11.0 25.1 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 10,621: 4,232 3,302 1,718 2,675 3,778 8,624 8,797: 1,997 1,824
Old : 10,621: 4,232 3,302 1,718 2,675 3,778 8,624 8,797: 1,997 1,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 480: 91 82 289 -63 444 318 815: 163 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 31.1 16.2 25.2 35.6 81.2 82.8: 18.8 17.2
Old : 100.0: 39.8 31.1 16.2 25.2 35.6 81.2 82.8: 18.8 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 31 24 20 18 24 63 60:
Old : 88: 31 24 20 18 24 63 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 29.0 52.9 44.0 34.6 24.8 46.7 37.5
Old : 35.9 29.0 52.9 44.0 34.6 24.8 46.7 37.5
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 28, 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 : 62,378: 25,532 4,594 17,129 10,277 14,164 52,939 35,887: 9,439 26,491
Old : 62,378: 25,532 4,594 17,129 10,277 14,164 52,939 35,887: 9,439 26,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,600: 899 97 14 317 632 1,229 743: 371 858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 7.4 27.5 16.5 22.7 84.9 57.5: 15.1 42.5
Old : 100.0: 40.9 7.4 27.5 16.5 22.7 84.9 57.5: 15.1 42.5
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 : 227: 81 41 65 47 80 161 164:
Old : 227: 81 41 65 47 80 161 164:
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 9.0 22.0 14.8 11.2 6.1 18.9 10.2
Old : 13.4 9.0 22.0 14.8 11.2 6.1 18.9 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 28, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 9,286: 61 4,493 85 8,224 3,103 8,370 7,681: 916 1,605
Old : 8,783: 61 4,407 81 7,766 2,912 7,908 7,400: 875 1,383
Other: 503: 0 86 4 458 191 462 281: 40 222
: : :
: : Changes in Commitments from: February 21, 2012 :
: 742: -5 265 33 563 298 591 596: 151 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 48.4 0.9 88.6 33.4 90.1 82.7: 9.9 17.3
Old : 100.0: 0.7 50.2 0.9 88.4 33.2 90.0 84.3: 10.0 15.7
Other: 100.0: 0.1 17.1 0.8 91.1 37.9 92.0 55.9: 8.0 44.1
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 8 4 13 11 18 19:
Old : 28: 1 8 4 13 11 18 19:
Other: 16: 1 4 1 9 3 10 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 57.7 85.8 73.8 77.9 57.6 84.1 71.6
Old : 78.0 59.5 85.5 74.9 77.5 59.4 83.9 72.8
Other: 85.7 53.2 91.4 55.9 85.7 53.2 90.7 54.7
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 132,469: 11,526 6,742 3,316 117,059 122,323 131,901 132,381: 568 88
Old : 132,469: 11,526 6,742 3,316 117,059 122,323 131,901 132,381: 568 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 3,187: 230 4,952 0 2,856 -1,749 3,086 3,203: 101 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 5.1 2.5 88.4 92.3 99.6 99.9: 0.4 0.1
Old : 100.0: 8.7 5.1 2.5 88.4 92.3 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 : 24: 4 4 1 14 15 18 20:
Old : 24: 4 4 1 14 15 18 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 : 74.6 70.0 88.2 86.0 29.3 27.1 36.9 33.5
Old : 74.6 70.0 88.2 86.0 29.3 27.1 36.9 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 144,292: 50,755 28,371 5,163 48,867 90,550 104,785 124,084: 39,507 20,209
Old : 144,292: 50,755 28,371 5,163 48,867 90,550 104,785 124,084: 39,507 20,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 7,505: 2,979 -5,215 -1,209 5,121 13,851 6,892 7,427: 614 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 19.7 3.6 33.9 62.8 72.6 86.0: 27.4 14.0
Old : 100.0: 35.2 19.7 3.6 33.9 62.8 72.6 86.0: 27.4 14.0
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 : 80: 30 14 10 24 27 59 46:
Old : 80: 30 14 10 24 27 59 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 52.1 40.9 62.3 29.4 52.0 38.6 60.8
Old : 30.5 52.1 40.9 62.3 29.4 52.0 38.6 60.8
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 28, 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 : 54,776: 9,826 28,856 1,184 28,963 10,254 39,973 40,294: 14,804 14,483
Old : 54,776: 9,826 28,856 1,184 28,963 10,254 39,973 40,294: 14,804 14,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,442: 2,032 1,392 142 -2,890 1,303 -716 2,836: 2,158 -1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 52.7 2.2 52.9 18.7 73.0 73.6: 27.0 26.4
Old : 100.0: 17.9 52.7 2.2 52.9 18.7 73.0 73.6: 27.0 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 10 19 6 14 16 27 38:
Old : 50: 10 19 6 14 16 27 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 25.2 58.3 39.3 43.4 25.2 56.9 38.8
Old : 43.4 25.2 58.3 39.3 43.4 25.2 56.9 38.8
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 28, 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 : 189,778: 73,810 13,060 876 109,242 172,946 183,928 186,882: 5,850 2,896
Old : 189,778: 73,810 13,060 876 109,242 172,946 183,928 186,882: 5,850 2,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 16,696: 11,035 -290 -799 6,225 17,877 16,461 16,788: 235 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 6.9 0.5 57.6 91.1 96.9 98.5: 3.1 1.5
Old : 100.0: 38.9 6.9 0.5 57.6 91.1 96.9 98.5: 3.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 52 21 4 20 20 75 44:
Old : 110: 52 21 4 20 20 75 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 : 52.7 63.2 73.4 82.2 52.7 61.0 72.2 74.2
Old : 52.7 63.2 73.4 82.2 52.7 61.0 72.2 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 28, 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 : 182,738: 26,481 49,905 2,692 132,786 101,658 161,959 154,255: 20,779 28,484
Old : 182,738: 26,481 49,905 2,692 132,786 101,658 161,959 154,255: 20,779 28,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -8,805: -1,103 -8,707 699 -8,263 -1,537 -8,667 -9,545: -139 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 27.3 1.5 72.7 55.6 88.6 84.4: 11.4 15.6
Old : 100.0: 14.5 27.3 1.5 72.7 55.6 88.6 84.4: 11.4 15.6
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 : 94: 21 31 10 26 32 56 64:
Old : 94: 21 31 10 26 32 56 64:
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 44.6 66.5 55.2 47.7 43.4 66.0 53.4
Old : 47.8 44.6 66.5 55.2 47.7 43.4 66.0 53.4
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 28, 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 : 172,415: 51,238 52,849 10,619 93,248 61,336 155,106 124,805: 17,309 47,610
Old : 172,415: 51,238 52,849 10,619 93,248 61,336 155,106 124,805: 17,309 47,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 3,655: -10,939 7,808 3,864 13,155 -11,360 6,080 312: -2,425 3,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 30.7 6.2 54.1 35.6 90.0 72.4: 10.0 27.6
Old : 100.0: 29.7 30.7 6.2 54.1 35.6 90.0 72.4: 10.0 27.6
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 : 117: 20 55 24 29 29 67 90:
Old : 117: 20 55 24 29 29 67 90:
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 : 44.4 18.2 57.7 27.7 44.4 18.2 57.4 26.9
Old : 44.4 18.2 57.7 27.7 44.4 18.2 57.4 26.9
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 28, 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 : 322,823: 34,214 140,334 40,258 208,754 75,863 283,227 256,456: 39,596 66,367
Old : 322,823: 34,214 140,334 40,258 208,754 75,863 283,227 256,456: 39,596 66,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -9,723: 5,097 -26,262 6,527 -23,308 12,511 -11,684 -7,224: 1,961 -2,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 43.5 12.5 64.7 23.5 87.7 79.4: 12.3 20.6
Old : 100.0: 10.6 43.5 12.5 64.7 23.5 87.7 79.4: 12.3 20.6
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 : 194: 35 77 54 55 56 124 154:
Old : 194: 35 77 54 55 56 124 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 25.1 49.1 33.4 38.1 24.4 47.0 31.6
Old : 38.8 25.1 49.1 33.4 38.1 24.4 47.0 31.6
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 28, 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 : 35,159: 27,006 4,892 418 3,110 28,059 30,534 33,369: 4,625 1,790
Old : 35,159: 27,006 4,892 418 3,110 28,059 30,534 33,369: 4,625 1,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -1,730: -2,416 -319 0 398 -1,518 -2,018 -1,837: 288 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 13.9 1.2 8.8 79.8 86.8 94.9: 13.2 5.1
Old : 100.0: 76.8 13.9 1.2 8.8 79.8 86.8 94.9: 13.2 5.1
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 : 53: 25 10 2 7 12 33 23:
Old : 53: 25 10 2 7 12 33 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 : 53.0 59.8 65.1 78.5 53.0 59.8 65.1 78.5
Old : 53.0 59.8 65.1 78.5 53.0 59.8 65.1 78.5
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 28, 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 :14,510,738: 703,907 532,069 5,913,182 7,004,049 7,054,100 13,621,138 13,499,351: 889,599 1,011,386
Old :14,510,738: 703,907 532,069 5,913,182 7,004,049 7,054,100 13,621,138 13,499,351: 889,599 1,011,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 190,743: -71,224 35,425 131,857 119,093 -11,686 179,726 155,597: 11,016 35,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 3.7 40.8 48.3 48.6 93.9 93.0: 6.1 7.0
Old : 100.0: 4.9 3.7 40.8 48.3 48.6 93.9 93.0: 6.1 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 65 59 108 150 152 277 266:
Old : 292: 65 59 108 150 152 277 266:
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 21.2 30.9 33.7 12.3 11.1 16.0 13.9
Old : 19.6 21.2 30.9 33.7 12.3 11.1 16.0 13.9
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 28, 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 : 953,654: 80,188 103,047 68,891 681,162 673,329 830,240 845,267: 123,414 108,387
Old : 953,654: 80,188 103,047 68,891 681,162 673,329 830,240 845,267: 123,414 108,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 15,095: 5,176 -6,028 299 10,057 14,034 15,532 8,304: -437 6,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.8 7.2 71.4 70.6 87.1 88.6: 12.9 11.4
Old : 100.0: 8.4 10.8 7.2 71.4 70.6 87.1 88.6: 12.9 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 584: 119 118 102 252 246 419 418:
Old : 584: 119 118 102 252 246 419 418:
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 11.9 21.3 20.7 12.5 10.0 19.4 16.5
Old : 13.9 11.9 21.3 20.7 12.5 10.0 19.4 16.5
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 28, 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 : 325,683: 13,784 17,414 26,923 210,613 231,638 251,320 275,975: 74,363 49,708
Old : 325,683: 13,784 17,414 26,923 210,613 231,638 251,320 275,975: 74,363 49,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 4,453: 1,249 -1,660 1,729 2,297 -651 5,276 -581: -823 5,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.3 8.3 64.7 71.1 77.2 84.7: 22.8 15.3
Old : 100.0: 4.2 5.3 8.3 64.7 71.1 77.2 84.7: 22.8 15.3
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 : 121: 13 17 23 72 65 98 92:
Old : 121: 13 17 23 72 65 98 92:
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 22.8 29.1 34.9 16.9 21.1 24.0 30.4
Old : 19.6 22.8 29.1 34.9 16.9 21.1 24.0 30.4
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 28, 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 : 3,139,856: 368,017 464,165 173,841 2,352,742 2,208,455 2,894,601 2,846,462: 245,255 293,393
Old : 3,139,856: 368,017 464,165 173,841 2,352,742 2,208,455 2,894,601 2,846,462: 245,255 293,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 53,209: 15,234 -26,244 -2,750 38,797 73,421 51,281 44,427: 1,928 8,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.8 5.5 74.9 70.3 92.2 90.7: 7.8 9.3
Old : 100.0: 11.7 14.8 5.5 74.9 70.3 92.2 90.7: 7.8 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 : 549: 115 108 92 228 232 383 392:
Old : 549: 115 108 92 228 232 383 392:
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 11.9 26.3 20.8 17.0 10.7 24.4 17.3
Old : 17.7 11.9 26.3 20.8 17.0 10.7 24.4 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 28, 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 : 112,257: 14,863 4,652 0 86,027 103,886 100,890 108,538: 11,367 3,719
Old : 112,257: 14,863 4,652 0 86,027 103,886 100,890 108,538: 11,367 3,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 3,543: 914 -677 0 1,695 4,302 2,609 3,625: 935 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.1 0.0 76.6 92.5 89.9 96.7: 10.1 3.3
Old : 100.0: 13.2 4.1 0.0 76.6 92.5 89.9 96.7: 10.1 3.3
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 : 95: 13 6 0 53 36 66 42:
Old : 95: 13 6 0 53 36 66 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 44.2 45.6 66.3 31.1 44.2 44.9 63.0
Old : 31.3 44.2 45.6 66.3 31.1 44.2 44.9 63.0
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 28, 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 : 116,603: 30,774 5,556 2,457 74,462 103,359 107,692 111,371: 8,911 5,232
Old : 116,603: 30,774 5,556 2,457 74,462 103,359 107,692 111,371: 8,911 5,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 4,512: 2,310 -571 352 1,405 4,185 4,067 3,965: 445 547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 4.8 2.1 63.9 88.6 92.4 95.5: 7.6 4.5
Old : 100.0: 26.4 4.8 2.1 63.9 88.6 92.4 95.5: 7.6 4.5
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 : 255: 80 32 20 84 92 171 138:
Old : 255: 80 32 20 84 92 171 138:
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 : 28.5 38.1 40.5 52.0 28.4 34.4 38.3 47.2
Old : 28.5 38.1 40.5 52.0 28.4 34.4 38.3 47.2
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 28, 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 : 18,552: 1,379 979 0 14,097 16,750 15,476 17,729: 3,076 823
Old : 18,552: 1,379 979 0 14,097 16,750 15,476 17,729: 3,076 823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 352: 560 -246 0 -225 493 335 247: 17 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.3 0.0 76.0 90.3 83.4 95.6: 16.6 4.4
Old : 100.0: 7.4 5.3 0.0 76.0 90.3 83.4 95.6: 16.6 4.4
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 : 25: 4 1 0 10 11 14 12:
Old : 25: 4 1 0 10 11 14 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 : 60.0 71.3 74.2 89.6 60.0 71.3 74.1 89.6
Old : 60.0 71.3 74.2 89.6 60.0 71.3 74.1 89.6
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 28, 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 : 490,254: 152,774 28,683 6,484 301,823 433,045 461,081 468,212: 29,173 22,042
Old : 490,254: 152,774 28,683 6,484 301,823 433,045 461,081 468,212: 29,173 22,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 20,799: 10,475 98 35 8,148 18,458 18,658 18,591: 2,140 2,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 5.9 1.3 61.6 88.3 94.0 95.5: 6.0 4.5
Old : 100.0: 31.2 5.9 1.3 61.6 88.3 94.0 95.5: 6.0 4.5
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 : 254: 78 34 18 78 91 162 137:
Old : 254: 78 34 18 78 91 162 137:
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 : 33.8 35.8 45.7 48.5 33.8 35.8 45.4 48.5
Old : 33.8 35.8 45.7 48.5 33.8 35.8 45.4 48.5
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 28, 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 : 173,296: 103,231 25,003 7,666 26,037 117,819 136,934 150,489: 36,362 22,807
Old : 173,296: 103,231 25,003 7,666 26,037 117,819 136,934 150,489: 36,362 22,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 13,196: 11,053 7,745 1,365 845 6,002 13,262 15,112: -66 -1,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 14.4 4.4 15.0 68.0 79.0 86.8: 21.0 13.2
Old : 100.0: 59.6 14.4 4.4 15.0 68.0 79.0 86.8: 21.0 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 : 103: 42 26 17 22 29 75 61:
Old : 103: 42 26 17 22 29 75 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 : 41.4 43.5 51.3 56.9 41.4 43.1 51.3 55.6
Old : 41.4 43.5 51.3 56.9 41.4 43.1 51.3 55.6
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 28, 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 : 36,664: 6,376 11,302 500 22,615 6,143 29,491 17,945: 7,173 18,719
Old : 36,664: 6,376 11,302 500 22,615 6,143 29,491 17,945: 7,173 18,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 5,054: 1,008 1,144 0 4,502 19 5,510 1,163: -456 3,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 30.8 1.4 61.7 16.8 80.4 48.9: 19.6 51.1
Old : 100.0: 17.4 30.8 1.4 61.7 16.8 80.4 48.9: 19.6 51.1
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 : 55: 13 11 1 26 9 40 20:
Old : 55: 13 11 1 26 9 40 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 : 29.1 33.8 42.8 40.9 29.1 33.8 42.8 40.7
Old : 29.1 33.8 42.8 40.9 29.1 33.8 42.8 40.7
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 28, 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 : 45,261: 12,990 4,404 3,072 20,157 26,916 36,219 34,392: 9,042 10,869
Old : 45,261: 12,990 4,404 3,072 20,157 26,916 36,219 34,392: 9,042 10,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,507: 1,028 1,895 583 -1,376 4,934 235 7,412: 1,272 -5,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 9.7 6.8 44.5 59.5 80.0 76.0: 20.0 24.0
Old : 100.0: 28.7 9.7 6.8 44.5 59.5 80.0 76.0: 20.0 24.0
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 : 67: 18 8 4 23 25 41 37:
Old : 67: 18 8 4 23 25 41 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 24.0 43.1 39.3 26.8 24.0 39.8 38.3
Old : 27.8 24.0 43.1 39.3 26.8 24.0 39.8 38.3
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 28, 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 : 9,528: 5,353 645 0 2,754 8,742 8,107 9,387: 1,421 141
Old : 9,528: 5,353 645 0 2,754 8,742 8,107 9,387: 1,421 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -183: 996 -344 0 -1,359 175 -363 -169: 180 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 6.8 0.0 28.9 91.8 85.1 98.5: 14.9 1.5
Old : 100.0: 56.2 6.8 0.0 28.9 91.8 85.1 98.5: 14.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 11 2 0 6 3 17 5:
Old : 22: 11 2 0 6 3 17 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 97.4 62.6 98.5 43.1 97.4 62.6 98.5
Old : 43.1 97.4 62.6 98.5 43.1 97.4 62.6 98.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2012