BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 6,084: 342 90 136 5,027 5,064 5,504 5,290: 580 794 Old : 6,084: 342 90 136 5,027 5,064 5,504 5,290: 580 794 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -846: -154 -40 -20 -523 -749 -697 -809: -149 -37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 1.5 2.2 82.6 83.2 90.5 86.9: 9.5 13.1 Old : 100.0: 5.6 1.5 2.2 82.6 83.2 90.5 86.9: 9.5 13.1 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 : 22: 2 2 2 14 11 18 13: Old : 22: 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 : 69.0 69.8 81.5 82.4 69.0 69.3 80.6 78.1 Old : 69.0 69.8 81.5 82.4 69.0 69.3 80.6 78.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 46,546: 6,005 3,051 10,627 24,936 21,766 41,569 35,445: 4,977 11,101 Old : 46,546: 6,005 3,051 10,627 24,936 21,766 41,569 35,445: 4,977 11,101 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -9,747: -1,280 -1,059 -2,706 -5,158 -3,954 -9,145 -7,719: -602 -2,027 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 6.6 22.8 53.6 46.8 89.3 76.2: 10.7 23.8 Old : 100.0: 12.9 6.6 22.8 53.6 46.8 89.3 76.2: 10.7 23.8 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 : 72: 16 12 18 33 31 58 52: Old : 72: 16 12 18 33 31 58 52: 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 : 38.4 28.3 52.9 41.4 36.8 26.5 47.6 36.0 Old : 38.4 28.3 52.9 41.4 36.8 26.5 47.6 36.0 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, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 317,165: 59,544 57,201 97,855 126,450 117,501 283,849 272,556: 33,316 44,610 Old : 269,734: 52,331 63,564 78,912 112,356 91,561 243,599 234,037: 26,135 35,697 Other: 47,431: 14,718 1,141 11,438 14,094 25,940 40,250 38,519: 7,181 8,913 : : : : : Changes in Commitments from: March 27, 2012 : : -854: -4,050 2,114 4,057 -1,055 -6,974 -1,048 -802: 193 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.8 18.0 30.9 39.9 37.0 89.5 85.9: 10.5 14.1 Old : 100.0: 19.4 23.6 29.3 41.7 33.9 90.3 86.8: 9.7 13.2 Other: 100.0: 31.0 2.4 24.1 29.7 54.7 84.9 81.2: 15.1 18.8 : : : :# Traders : Number of Traders in Each Category : All : 299: 95 107 127 67 70 230 250: Old : 297: 81 125 122 62 70 219 249: Other: 127: 43 11 35 46 52 104 89: :---------------------------------------------------------------------------------------------------- : 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 : 17.0 14.7 27.6 22.9 15.8 12.0 25.3 17.2 Old : 17.9 14.6 28.6 23.0 17.6 12.0 26.7 17.2 Other: 25.8 23.1 39.7 35.7 24.2 20.0 33.5 27.4 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 477,037: 116,224 54,282 157,627 169,122 192,681 442,974 404,590: 34,063 72,447 Old : 477,037: 116,224 54,282 157,627 169,122 192,681 442,974 404,590: 34,063 72,447 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 22,761: -5,104 6,700 22,134 2,947 -3,036 19,978 25,799: 2,784 -3,037 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 11.4 33.0 35.5 40.4 92.9 84.8: 7.1 15.2 Old : 100.0: 24.4 11.4 33.0 35.5 40.4 92.9 84.8: 7.1 15.2 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 : 430: 134 114 158 112 150 320 363: Old : 430: 134 114 158 112 150 320 363: 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 14.2 27.1 20.9 15.7 9.6 24.7 13.9 Old : 16.6 14.2 27.1 20.9 15.7 9.6 24.7 13.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 10,894: 4,355 4,092 1,676 3,089 3,208 9,120 8,975: 1,775 1,920 Old : 10,894: 4,355 4,092 1,676 3,089 3,208 9,120 8,975: 1,775 1,920 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 1,004: 198 514 504 221 -128 923 889: 81 114 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.0 37.6 15.4 28.4 29.4 83.7 82.4: 16.3 17.6 Old : 100.0: 40.0 37.6 15.4 28.4 29.4 83.7 82.4: 16.3 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 : 95: 33 28 22 21 21 66 65: Old : 95: 33 28 22 21 21 66 65: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.8 29.0 47.5 43.3 32.8 27.3 45.0 40.7 Old : 32.8 29.0 47.5 43.3 32.8 27.3 45.0 40.7 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, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 48,513: 16,736 3,206 12,851 9,571 10,720 39,158 26,776: 9,355 21,736 Old : 48,513: 16,736 3,206 12,851 9,571 10,720 39,158 26,776: 9,355 21,736 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -8,078: -3,802 -493 -2,239 -527 -1,830 -6,569 -4,562: -1,509 -3,516 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 6.6 26.5 19.7 22.1 80.7 55.2: 19.3 44.8 Old : 100.0: 34.5 6.6 26.5 19.7 22.1 80.7 55.2: 19.3 44.8 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 : 174: 49 34 45 47 64 115 134: Old : 174: 49 34 45 47 64 115 134: 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 : 17.5 10.1 27.3 16.5 15.2 6.7 23.2 10.7 Old : 17.5 10.1 27.3 16.5 15.2 6.7 23.2 10.7 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, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 8,754: 243 4,164 98 7,512 2,800 7,853 7,062: 901 1,691 Old : 8,075: 216 3,990 93 6,901 2,597 7,210 6,679: 865 1,396 Other: 679: 29 176 4 610 204 643 383: 36 295 : : : : : Changes in Commitments from: March 27, 2012 : : -1,540: 2 -1,048 1 -1,387 -403 -1,384 -1,450: -156 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 47.6 1.1 85.8 32.0 89.7 80.7: 10.3 19.3 Old : 100.0: 2.7 49.4 1.1 85.5 32.2 89.3 82.7: 10.7 17.3 Other: 100.0: 4.2 25.9 0.6 89.9 30.0 94.8 56.5: 5.2 43.5 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 8 4 12 9 17 18: Old : 27: 2 8 4 12 9 17 18: Other: 18: 2 4 1 9 4 11 9: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.0 57.8 85.2 71.9 79.0 57.6 84.8 70.5 Old : 78.6 59.1 84.7 73.5 78.6 58.9 84.3 72.1 Other: 86.4 53.3 93.2 56.3 86.4 53.3 93.1 55.2 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF RUB 2,500,000) : : : : All : 126,439: 11,210 6,367 3,193 111,466 116,804 125,869 126,364: 570 75 Old : 126,439: 11,210 6,367 3,193 111,466 116,804 125,869 126,364: 570 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 303: -139 34 0 429 345 290 379: 13 -76 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 5.0 2.5 88.2 92.4 99.5 99.9: 0.5 0.1 Old : 100.0: 8.9 5.0 2.5 88.2 92.4 99.5 99.9: 0.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 4 4 1 14 14 18 19: Old : 23: 4 4 1 14 14 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.3 74.4 88.4 88.7 30.3 31.3 38.0 36.9 Old : 74.3 74.4 88.4 88.7 30.3 31.3 38.0 36.9 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, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CAD 100,000) : : : : All : 134,018: 56,713 27,195 3,031 33,123 84,466 92,867 114,692: 41,150 19,325 Old : 134,018: 56,713 27,195 3,031 33,123 84,466 92,867 114,692: 41,150 19,325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 4,415: 3,563 -2,046 58 -589 5,448 3,033 3,460: 1,382 955 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.3 20.3 2.3 24.7 63.0 69.3 85.6: 30.7 14.4 Old : 100.0: 42.3 20.3 2.3 24.7 63.0 69.3 85.6: 30.7 14.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 79: 34 14 12 23 26 64 45: Old : 79: 34 14 12 23 26 64 45: 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 46.3 39.2 60.7 30.8 46.2 38.6 60.1 Old : 31.3 46.3 39.2 60.7 30.8 46.2 38.6 60.1 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, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CHF 125,000) : : : : All : 44,594: 6,623 21,182 435 24,216 9,322 31,273 30,939: 13,321 13,655 Old : 44,594: 6,623 21,182 435 24,216 9,322 31,273 30,939: 13,321 13,655 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 786: 330 -29 -79 -528 1,292 -276 1,184: 1,062 -398 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 47.5 1.0 54.3 20.9 70.1 69.4: 29.9 30.6 Old : 100.0: 14.9 47.5 1.0 54.3 20.9 70.1 69.4: 29.9 30.6 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 : 34: 10 11 2 8 10 18 23: Old : 34: 10 11 2 8 10 18 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 : 52.9 41.6 61.3 52.3 52.9 41.6 60.6 52.3 Old : 52.9 41.6 61.3 52.3 52.9 41.6 60.6 52.3 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, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF MXN 500,000) : : : : All : 175,692: 91,744 7,241 420 76,724 165,387 168,888 173,048: 6,804 2,644 Old : 175,692: 91,744 7,241 420 76,724 165,387 168,888 173,048: 6,804 2,644 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -2,859: -156 -1,826 49 -1,705 -1,501 -1,812 -3,278: -1,047 419 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.2 4.1 0.2 43.7 94.1 96.1 98.5: 3.9 1.5 Old : 100.0: 52.2 4.1 0.2 43.7 94.1 96.1 98.5: 3.9 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 110: 62 13 4 20 18 84 33: Old : 110: 62 13 4 20 18 84 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.7 60.0 76.0 85.2 53.7 60.0 74.2 85.2 Old : 53.7 60.0 76.0 85.2 53.7 60.0 74.2 85.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF GBP 62,500) : : : : All : 150,182: 28,230 38,437 3,310 91,676 83,028 123,216 124,775: 26,966 25,407 Old : 150,182: 28,230 38,437 3,310 91,676 83,028 123,216 124,775: 26,966 25,407 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 8,340: 2,794 441 432 4,032 6,453 7,258 7,327: 1,081 1,013 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.8 25.6 2.2 61.0 55.3 82.0 83.1: 18.0 16.9 Old : 100.0: 18.8 25.6 2.2 61.0 55.3 82.0 83.1: 18.0 16.9 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 : 88: 28 20 10 28 28 61 53: Old : 88: 28 20 10 28 28 61 53: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.0 48.3 54.2 57.5 40.9 46.0 53.4 55.2 Old : 41.0 48.3 54.2 57.5 40.9 46.0 53.4 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 12,500,000) : : : : All : 170,666: 15,127 79,623 9,362 132,480 28,102 156,970 117,087: 13,696 53,579 Old : 170,666: 15,127 79,623 9,362 132,480 28,102 156,970 117,087: 13,696 53,579 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 5,879: 4,042 1,072 91 2,008 1,900 6,140 3,063: -261 2,817 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 46.7 5.5 77.6 16.5 92.0 68.6: 8.0 31.4 Old : 100.0: 8.9 46.7 5.5 77.6 16.5 92.0 68.6: 8.0 31.4 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 : 105: 22 44 26 29 24 63 82: Old : 105: 22 44 26 29 24 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 : 47.1 30.7 61.6 38.3 46.4 30.7 60.2 38.3 Old : 47.1 30.7 61.6 38.3 46.4 30.7 60.2 38.3 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, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 287,816: 39,156 117,857 32,590 179,537 73,490 251,282 223,937: 36,534 63,879 Old : 287,816: 39,156 117,857 32,590 179,537 73,490 251,282 223,937: 36,534 63,879 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 3,416: 6,521 -3,958 1,134 -1,970 8,104 5,685 5,281: -2,269 -1,865 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 40.9 11.3 62.4 25.5 87.3 77.8: 12.7 22.2 Old : 100.0: 13.6 40.9 11.3 62.4 25.5 87.3 77.8: 12.7 22.2 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 : 181: 36 77 47 50 46 116 140: Old : 181: 36 77 47 50 46 116 140: 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 24.8 45.0 33.5 30.9 24.2 41.0 30.1 Old : 31.3 24.8 45.0 33.5 30.9 24.2 41.0 30.1 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, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF NZD 100,000) : : : : All : 20,753: 14,477 8,631 150 2,543 10,403 17,170 19,184: 3,583 1,569 Old : 20,753: 14,477 8,631 150 2,543 10,403 17,170 19,184: 3,583 1,569 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 506: 431 -1,431 -2 -51 1,700 378 267: 128 239 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.8 41.6 0.7 12.3 50.1 82.7 92.4: 17.3 7.6 Old : 100.0: 69.8 41.6 0.7 12.3 50.1 82.7 92.4: 17.3 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 23 11 1 5 8 28 20: Old : 47: 23 11 1 5 8 28 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 67.0 61.3 80.0 46.4 67.0 61.3 80.0 Old : 46.4 67.0 61.3 80.0 46.4 67.0 61.3 80.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All :13,692,790: 668,094 526,236 5,209,910 6,968,438 6,994,050 12,846,441 12,730,195: 846,349 962,595 Old :13,692,790: 668,094 526,236 5,209,910 6,968,438 6,994,050 12,846,441 12,730,195: 846,349 962,595 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 293,658: 31,062 -1,266 5,006 267,085 303,483 303,153 307,223: -9,495 -13,566 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 3.8 38.0 50.9 51.1 93.8 93.0: 6.2 7.0 Old : 100.0: 4.9 3.8 38.0 50.9 51.1 93.8 93.0: 6.2 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 : 275: 66 50 102 143 144 262 252: Old : 275: 66 50 102 143 144 262 252: 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 : 19.2 20.6 30.3 32.9 11.4 12.1 16.0 14.7 Old : 19.2 20.6 30.3 32.9 11.4 12.1 16.0 14.7 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, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 920,497: 82,243 115,531 60,056 634,510 629,831 776,809 805,418: 143,688 115,079 Old : 920,497: 82,243 115,531 60,056 634,510 629,831 776,809 805,418: 143,688 115,079 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 1,672: 1,157 4,911 -1,211 4,432 4,146 4,377 7,846: -2,706 -6,175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 12.6 6.5 68.9 68.4 84.4 87.5: 15.6 12.5 Old : 100.0: 8.9 12.6 6.5 68.9 68.4 84.4 87.5: 15.6 12.5 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 : 583: 113 132 104 251 230 423 407: Old : 583: 113 132 104 251 230 423 407: 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 : 13.3 12.5 20.7 21.5 12.2 12.1 18.6 19.5 Old : 13.3 12.5 20.7 21.5 12.2 12.1 18.6 19.5 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, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 302,388: 12,288 6,968 23,727 199,597 207,184 235,612 237,879: 66,776 64,509 Old : 302,388: 12,288 6,968 23,727 199,597 207,184 235,612 237,879: 66,776 64,509 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -3,620: -1,080 -634 -2,520 -357 3,240 -3,957 86: 337 -3,706 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 2.3 7.8 66.0 68.5 77.9 78.7: 22.1 21.3 Old : 100.0: 4.1 2.3 7.8 66.0 68.5 77.9 78.7: 22.1 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 : 128: 17 18 31 73 65 107 97: Old : 128: 17 18 31 73 65 107 97: 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 : 20.3 18.0 31.2 29.8 17.9 17.6 25.4 26.7 Old : 20.3 18.0 31.2 29.8 17.9 17.6 25.4 26.7 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, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($50 X S&P 500 INDEX) : : : : All : 3,090,545: 370,612 563,651 160,807 2,174,563 2,113,237 2,705,983 2,837,695: 384,563 252,850 Old : 3,090,545: 370,612 563,651 160,807 2,174,563 2,113,237 2,705,983 2,837,695: 384,563 252,850 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 26,458: 9,187 25,728 8,541 23,946 4,530 41,675 38,799: -15,217 -12,342 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.0 18.2 5.2 70.4 68.4 87.6 91.8: 12.4 8.2 Old : 100.0: 12.0 18.2 5.2 70.4 68.4 87.6 91.8: 12.4 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 543: 109 122 92 225 212 383 377: Old : 543: 109 122 92 225 212 383 377: 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 : 17.0 12.7 24.9 21.0 16.2 12.3 23.0 19.5 Old : 17.0 12.7 24.9 21.0 16.2 12.3 23.0 19.5 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, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 100,271: 13,243 6,397 140 77,210 90,530 90,593 97,067: 9,678 3,204 Old : 100,271: 13,243 6,397 140 77,210 90,530 90,593 97,067: 9,678 3,204 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -371: 148 1,226 140 -184 -2,104 104 -738: -475 367 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 6.4 0.1 77.0 90.3 90.3 96.8: 9.7 3.2 Old : 100.0: 13.2 6.4 0.1 77.0 90.3 90.3 96.8: 9.7 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 99: 14 6 1 58 35 72 42: Old : 99: 14 6 1 58 35 72 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.3 45.7 43.7 63.2 31.3 43.8 42.8 59.8 Old : 31.3 45.7 43.7 63.2 31.3 43.8 42.8 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 INDEX X $100) : : : : All : 91,773: 26,638 7,609 1,772 57,833 74,670 86,243 84,051: 5,530 7,722 Old : 91,773: 26,638 7,609 1,772 57,833 74,670 86,243 84,051: 5,530 7,722 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 2,238: 1,560 -643 -484 1,410 2,946 2,487 1,820: -248 419 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 8.3 1.9 63.0 81.4 94.0 91.6: 6.0 8.4 Old : 100.0: 29.0 8.3 1.9 63.0 81.4 94.0 91.6: 6.0 8.4 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 : 264: 86 39 15 80 83 172 131: Old : 264: 86 39 15 80 83 172 131: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.1 33.9 45.7 48.7 35.1 33.9 45.7 48.6 Old : 35.1 33.9 45.7 48.7 35.1 33.9 45.7 48.6 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, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 STOCK INDEX X $20) : : : : All : 458,864: 133,192 38,047 8,859 289,163 373,350 431,214 420,255: 27,650 38,608 Old : 458,864: 133,192 38,047 8,859 289,163 373,350 431,214 420,255: 27,650 38,608 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 11,191: 7,799 -3,213 -2,418 7,052 14,729 12,433 9,099: -1,242 2,093 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 8.3 1.9 63.0 81.4 94.0 91.6: 6.0 8.4 Old : 100.0: 29.0 8.3 1.9 63.0 81.4 94.0 91.6: 6.0 8.4 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 : 264: 86 39 15 80 83 172 131: Old : 264: 86 39 15 80 83 172 131: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.1 33.9 45.7 48.7 35.1 33.9 45.7 48.6 Old : 35.1 33.9 45.7 48.7 35.1 33.9 45.7 48.6 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, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF AUD 100,000) : : : : All : 166,461: 85,885 37,336 7,169 43,313 99,345 136,367 143,850: 30,093 22,611 Old : 166,461: 85,885 37,336 7,169 43,313 99,345 136,367 143,850: 30,093 22,611 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 8,903: -5,402 5,443 1,695 11,418 -13 7,711 7,124: 1,192 1,779 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.6 22.4 4.3 26.0 59.7 81.9 86.4: 18.1 13.6 Old : 100.0: 51.6 22.4 4.3 26.0 59.7 81.9 86.4: 18.1 13.6 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 : 96: 34 31 20 19 26 67 63: Old : 96: 34 31 20 19 26 67 63: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 43.1 60.5 57.0 53.6 42.6 59.8 55.8 Old : 53.8 43.1 60.5 57.0 53.6 42.6 59.8 55.8 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, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X $5.00) : : : : All : 49,658: 12,081 19,240 188 31,381 5,798 43,650 25,226: 6,008 24,432 Old : 49,658: 12,081 19,240 188 31,381 5,798 43,650 25,226: 6,008 24,432 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 3,999: 4,614 936 188 -387 615 4,415 1,739: -416 2,260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 38.7 0.4 63.2 11.7 87.9 50.8: 12.1 49.2 Old : 100.0: 24.3 38.7 0.4 63.2 11.7 87.9 50.8: 12.1 49.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 16 9 1 26 8 42 18: Old : 55: 16 9 1 26 8 42 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.0 40.4 53.7 46.0 41.0 40.4 53.3 46.0 Old : 41.0 40.4 53.7 46.0 41.0 40.4 53.3 46.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X JPY 500) : : : : All : 49,439: 18,611 3,133 3,825 19,346 13,420 41,782 20,378: 7,657 29,061 Old : 49,439: 18,611 3,133 3,825 19,346 13,420 41,782 20,378: 7,657 29,061 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 2,564: 299 545 442 1,938 325 2,679 1,312: -115 1,252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.6 6.3 7.7 39.1 27.1 84.5 41.2: 15.5 58.8 Old : 100.0: 37.6 6.3 7.7 39.1 27.1 84.5 41.2: 15.5 58.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 12 5 3 23 20 36 27: Old : 53: 12 5 3 23 20 36 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 18.3 57.4 27.5 40.9 15.9 51.2 22.3 Old : 45.5 18.3 57.4 27.5 40.9 15.9 51.2 22.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2012