BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 6,200: 342 93 129 5,127 5,086 5,598 5,308: 602 892
Old : 6,200: 342 93 129 5,127 5,086 5,598 5,308: 602 892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 116: 1 3 -7 101 22 94 18: 22 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.5 2.1 82.7 82.0 90.3 85.6: 9.7 14.4
Old : 100.0: 5.5 1.5 2.1 82.7 82.0 90.3 85.6: 9.7 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 : 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 : 68.3 67.6 81.3 80.3 68.3 66.8 80.7 75.8
Old : 68.3 67.6 81.3 80.3 68.3 66.8 80.7 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 47,811: 5,999 2,915 11,008 25,890 22,481 42,896 36,403: 4,914 11,407
Old : 47,811: 5,999 2,915 11,008 25,890 22,481 42,896 36,403: 4,914 11,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 1,265: -7 -136 381 953 714 1,327 959: -63 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 6.1 23.0 54.2 47.0 89.7 76.1: 10.3 23.9
Old : 100.0: 12.5 6.1 23.0 54.2 47.0 89.7 76.1: 10.3 23.9
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 : 73: 16 12 19 34 32 59 54:
Old : 73: 16 12 19 34 32 59 54:
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 28.4 52.9 41.3 36.9 26.5 47.9 36.0
Old : 38.4 28.4 52.9 41.3 36.9 26.5 47.9 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 10, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 307,978: 60,128 54,546 94,567 121,611 115,659 276,306 264,772: 31,672 43,206
Old : 254,889: 52,762 60,142 74,457 103,327 86,807 230,546 221,406: 24,343 33,483
Other: 53,089: 15,739 2,777 11,737 18,284 28,852 45,760 43,366: 7,330 9,724
: : :
: : Changes in Commitments from: April 3, 2012 :
: -9,187: 584 -2,655 -3,288 -4,839 -1,841 -7,543 -7,784: -1,644 -1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 17.7 30.7 39.5 37.6 89.7 86.0: 10.3 14.0
Old : 100.0: 20.7 23.6 29.2 40.5 34.1 90.4 86.9: 9.6 13.1
Other: 100.0: 29.6 5.2 22.1 34.4 54.3 86.2 81.7: 13.8 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 107 94 130 67 69 242 242:
Old : 299: 94 115 127 62 69 233 240:
Other: 129: 45 10 35 48 53 106 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 14.0 28.6 21.5 16.6 12.4 26.5 17.4
Old : 18.7 14.2 29.0 21.9 18.5 12.3 27.6 17.4
Other: 26.9 21.8 41.1 33.7 26.9 18.6 36.3 27.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 441,590: 117,205 60,016 121,689 168,987 191,852 407,881 373,557: 33,709 68,034
Old : 441,590: 117,205 60,016 121,689 168,987 191,852 407,881 373,557: 33,709 68,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -35,447: 981 5,734 -35,938 -135 -829 -35,093 -31,033: -354 -4,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 13.6 27.6 38.3 43.4 92.4 84.6: 7.6 15.4
Old : 100.0: 26.5 13.6 27.6 38.3 43.4 92.4 84.6: 7.6 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 134 111 149 109 159 305 370:
Old : 429: 134 111 149 109 159 305 370:
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 : 17.6 14.8 27.9 20.9 17.3 10.2 26.9 14.9
Old : 17.6 14.8 27.9 20.9 17.3 10.2 26.9 14.9
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 10, 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 : 10,713: 4,290 4,092 1,704 3,038 3,112 9,032 8,908: 1,681 1,805
Old : 10,713: 4,290 4,092 1,704 3,038 3,112 9,032 8,908: 1,681 1,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -181: -65 1 29 -52 -96 -88 -66: -93 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 38.2 15.9 28.4 29.0 84.3 83.2: 15.7 16.8
Old : 100.0: 40.0 38.2 15.9 28.4 29.0 84.3 83.2: 15.7 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 28 30 21 22 23 64 64:
Old : 91: 28 30 21 22 23 64 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 : 34.5 28.8 49.9 43.3 33.4 26.2 45.5 39.6
Old : 34.5 28.8 49.9 43.3 33.4 26.2 45.5 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 48,797: 14,492 3,789 13,044 12,437 11,151 39,973 27,983: 8,824 20,814
Old : 48,797: 14,492 3,789 13,044 12,437 11,151 39,973 27,983: 8,824 20,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 285: -2,244 584 193 2,866 431 815 1,207: -530 -923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 7.8 26.7 25.5 22.9 81.9 57.3: 18.1 42.7
Old : 100.0: 29.7 7.8 26.7 25.5 22.9 81.9 57.3: 18.1 42.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 44 41 47 53 63 119 138:
Old : 178: 44 41 47 53 63 119 138:
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 : 16.4 10.5 27.7 16.9 14.7 6.3 23.4 10.0
Old : 16.4 10.5 27.7 16.9 14.7 6.3 23.4 10.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 9,058: 246 4,248 106 7,807 2,925 8,159 7,279: 899 1,779
Old : 8,339: 219 4,067 100 7,158 2,715 7,477 6,882: 863 1,457
Other: 718: 29 183 4 650 209 683 396: 36 322
: : :
: : Changes in Commitments from: April 3, 2012 :
: 304: 3 84 8 296 124 306 216: -2 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 46.9 1.2 86.2 32.3 90.1 80.4: 9.9 19.6
Old : 100.0: 2.6 48.8 1.2 85.8 32.6 89.7 82.5: 10.3 17.5
Other: 100.0: 4.0 25.4 0.6 90.4 29.2 95.0 55.1: 5.0 44.9
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 8 4 13 10 18 19:
Old : 28: 2 8 4 13 10 18 19:
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 : 79.5 56.5 85.6 71.4 79.5 56.4 85.1 69.8
Old : 79.0 57.9 85.0 73.1 79.0 57.8 84.6 71.6
Other: 86.9 51.1 93.5 54.6 86.9 51.1 93.4 53.9
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 127,094: 10,430 6,491 3,193 112,945 117,401 126,568 127,085: 526 9
Old : 127,094: 10,430 6,491 3,193 112,945 117,401 126,568 127,085: 526 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 655: -780 124 0 1,479 597 699 721: -44 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.1 2.5 88.9 92.4 99.6 100.0: 0.4 0.0
Old : 100.0: 8.2 5.1 2.5 88.9 92.4 99.6 100.0: 0.4 0.0
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 : 25: 3 4 1 16 15 19 20:
Old : 25: 3 4 1 16 15 19 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 : 74.0 74.1 88.0 88.4 30.3 31.3 37.7 36.9
Old : 74.0 74.1 88.0 88.4 30.3 31.3 37.7 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 10, 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 : 120,112: 47,999 20,055 2,798 32,175 74,379 82,973 97,233: 37,139 22,879
Old : 120,112: 47,999 20,055 2,798 32,175 74,379 82,973 97,233: 37,139 22,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -13,906: -8,713 -7,140 -233 -948 -10,087 -9,894 -17,459: -4,012 3,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 16.7 2.3 26.8 61.9 69.1 81.0: 30.9 19.0
Old : 100.0: 40.0 16.7 2.3 26.8 61.9 69.1 81.0: 30.9 19.0
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 : 76: 30 16 10 23 22 57 44:
Old : 76: 30 16 10 23 22 57 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 : 34.3 49.1 43.1 60.3 33.7 49.0 42.4 59.8
Old : 34.3 49.1 43.1 60.3 33.7 49.0 42.4 59.8
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, April 10, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 40,839: 6,548 16,467 168 23,446 6,351 30,162 22,986: 10,677 17,852
Old : 40,839: 6,548 16,467 168 23,446 6,351 30,162 22,986: 10,677 17,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -3,755: -75 -4,715 -267 -770 -2,971 -1,111 -7,953: -2,644 4,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 40.3 0.4 57.4 15.6 73.9 56.3: 26.1 43.7
Old : 100.0: 16.0 40.3 0.4 57.4 15.6 73.9 56.3: 26.1 43.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 8 8 1 10 11 18 20:
Old : 30: 8 8 1 10 11 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 : 53.2 35.9 63.0 45.0 53.2 35.9 62.1 44.9
Old : 53.2 35.9 63.0 45.0 53.2 35.9 62.1 44.9
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 10, 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 : 174,230: 84,600 16,000 673 82,838 154,705 168,111 171,378: 6,119 2,852
Old : 174,230: 84,600 16,000 673 82,838 154,705 168,111 171,378: 6,119 2,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -1,462: -7,144 8,759 253 6,114 -10,682 -777 -1,670: -685 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 9.2 0.4 47.5 88.8 96.5 98.4: 3.5 1.6
Old : 100.0: 48.6 9.2 0.4 47.5 88.8 96.5 98.4: 3.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 46 28 4 20 17 69 46:
Old : 108: 46 28 4 20 17 69 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 : 51.7 57.8 76.6 80.9 51.7 57.8 74.8 80.9
Old : 51.7 57.8 76.6 80.9 51.7 57.8 74.8 80.9
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 10, 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 : 150,049: 29,682 48,682 1,441 96,323 75,787 127,446 125,909: 22,603 24,140
Old : 150,049: 29,682 48,682 1,441 96,323 75,787 127,446 125,909: 22,603 24,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -133: 1,452 10,244 -1,869 4,647 -7,241 4,230 1,134: -4,363 -1,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 32.4 1.0 64.2 50.5 84.9 83.9: 15.1 16.1
Old : 100.0: 19.8 32.4 1.0 64.2 50.5 84.9 83.9: 15.1 16.1
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 : 92: 27 28 9 26 25 59 56:
Old : 92: 27 28 9 26 25 59 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 51.7 57.5 59.3 44.0 49.3 56.7 56.9
Old : 44.2 51.7 57.5 59.3 44.0 49.3 56.7 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 163,593: 15,928 82,082 5,548 129,670 25,618 151,147 113,248: 12,446 50,345
Old : 163,593: 15,928 82,082 5,548 129,670 25,618 151,147 113,248: 12,446 50,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -7,073: 801 2,459 -3,813 -2,810 -2,485 -5,822 -3,839: -1,250 -3,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 50.2 3.4 79.3 15.7 92.4 69.2: 7.6 30.8
Old : 100.0: 9.7 50.2 3.4 79.3 15.7 92.4 69.2: 7.6 30.8
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 : 101: 14 49 20 28 23 58 76:
Old : 101: 14 49 20 28 23 58 76:
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 : 50.4 33.8 63.5 42.4 49.9 33.8 62.7 42.4
Old : 50.4 33.8 63.5 42.4 49.9 33.8 62.7 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 319,203: 38,030 139,408 32,137 215,363 75,737 285,530 247,282: 33,672 71,920
Old : 319,203: 38,030 139,408 32,137 215,363 75,737 285,530 247,282: 33,672 71,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 31,387: -1,125 21,551 -452 35,826 2,247 34,248 23,345: -2,862 8,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 43.7 10.1 67.5 23.7 89.5 77.5: 10.5 22.5
Old : 100.0: 11.9 43.7 10.1 67.5 23.7 89.5 77.5: 10.5 22.5
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 : 180: 32 78 41 50 48 110 139:
Old : 180: 32 78 41 50 48 110 139:
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 : 32.0 27.7 48.8 35.6 31.8 25.7 46.0 31.2
Old : 32.0 27.7 48.8 35.6 31.8 25.7 46.0 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 21,802: 15,433 8,263 143 2,835 11,762 18,411 20,168: 3,391 1,634
Old : 21,802: 15,433 8,263 143 2,835 11,762 18,411 20,168: 3,391 1,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 1,049: 956 -368 -7 292 1,359 1,241 984: -192 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 37.9 0.7 13.0 53.9 84.4 92.5: 15.6 7.5
Old : 100.0: 70.8 37.9 0.7 13.0 53.9 84.4 92.5: 15.6 7.5
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 : 51: 24 12 1 6 10 30 23:
Old : 51: 24 12 1 6 10 30 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 : 49.1 62.9 63.0 78.1 49.1 62.9 63.0 78.1
Old : 49.1 62.9 63.0 78.1 49.1 62.9 63.0 78.1
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 10, 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 :13,546,649: 682,374 551,535 5,123,410 6,896,092 6,926,128 12,701,876 12,601,073: 844,772 945,575
Old :13,546,649: 682,374 551,535 5,123,410 6,896,092 6,926,128 12,701,876 12,601,073: 844,772 945,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -146,142: 14,280 25,299 -86,500 -72,346 -67,922 -144,565 -129,122: -1,577 -17,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.1 37.8 50.9 51.1 93.8 93.0: 6.2 7.0
Old : 100.0: 5.0 4.1 37.8 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 : 273: 66 48 102 142 145 257 255:
Old : 273: 66 48 102 142 145 257 255:
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 20.4 30.4 33.0 11.8 11.8 16.2 15.3
Old : 19.6 20.4 30.4 33.0 11.8 11.8 16.2 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 952,269: 87,195 112,714 65,373 645,475 653,906 798,043 831,993: 154,226 120,275
Old : 952,269: 87,195 112,714 65,373 645,475 653,906 798,043 831,993: 154,226 120,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 31,772: 4,952 -2,817 5,317 10,965 24,075 21,234 26,575: 10,538 5,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.8 6.9 67.8 68.7 83.8 87.4: 16.2 12.6
Old : 100.0: 9.2 11.8 6.9 67.8 68.7 83.8 87.4: 16.2 12.6
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 : 585: 122 119 112 248 241 430 412:
Old : 585: 122 119 112 248 241 430 412:
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 : 12.3 11.9 19.4 20.8 11.2 11.5 17.4 18.0
Old : 12.3 11.9 19.4 20.8 11.2 11.5 17.4 18.0
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 10, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 321,038: 12,607 10,902 26,407 212,564 214,308 251,578 251,618: 69,459 69,420
Old : 321,038: 12,607 10,902 26,407 212,564 214,308 251,578 251,618: 69,459 69,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 18,650: 319 3,934 2,680 12,967 7,124 15,966 13,739: 2,684 4,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 3.4 8.2 66.2 66.8 78.4 78.4: 21.6 21.6
Old : 100.0: 3.9 3.4 8.2 66.2 66.8 78.4 78.4: 21.6 21.6
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 : 135: 20 19 34 78 67 115 103:
Old : 135: 20 19 34 78 67 115 103:
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 16.9 29.8 28.6 16.8 16.3 23.6 24.9
Old : 19.2 16.9 29.8 28.6 16.8 16.3 23.6 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 3,156,154: 414,049 550,168 153,722 2,164,552 2,197,989 2,732,323 2,901,879: 423,832 254,276
Old : 3,156,154: 414,049 550,168 153,722 2,164,552 2,197,989 2,732,323 2,901,879: 423,832 254,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 65,609: 43,436 -13,483 -7,085 -10,012 84,752 26,340 64,183: 39,269 1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 17.4 4.9 68.6 69.6 86.6 91.9: 13.4 8.1
Old : 100.0: 13.1 17.4 4.9 68.6 69.6 86.6 91.9: 13.4 8.1
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 : 541: 115 108 95 217 222 381 376:
Old : 541: 115 108 95 217 222 381 376:
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 : 15.7 12.4 23.4 20.9 15.0 11.9 21.7 19.0
Old : 15.7 12.4 23.4 20.9 15.0 11.9 21.7 19.0
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 10, 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 : 101,356: 11,375 7,143 867 80,935 89,765 93,177 97,775: 8,179 3,581
Old : 101,356: 11,375 7,143 867 80,935 89,765 93,177 97,775: 8,179 3,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 1,085: -1,868 746 727 3,725 -765 2,584 708: -1,499 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 7.0 0.9 79.9 88.6 91.9 96.5: 8.1 3.5
Old : 100.0: 11.2 7.0 0.9 79.9 88.6 91.9 96.5: 8.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 12 6 1 59 34 71 41:
Old : 98: 12 6 1 59 34 71 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 46.0 42.6 63.8 29.7 45.4 41.2 61.2
Old : 30.0 46.0 42.6 63.8 29.7 45.4 41.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 104,787: 29,782 9,490 2,456 60,562 83,956 92,801 95,903: 11,987 8,885
Old : 104,787: 29,782 9,490 2,456 60,562 83,956 92,801 95,903: 11,987 8,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 13,015: 3,144 1,881 685 2,730 9,286 6,558 11,852: 6,457 1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 9.1 2.3 57.8 80.1 88.6 91.5: 11.4 8.5
Old : 100.0: 28.4 9.1 2.3 57.8 80.1 88.6 91.5: 11.4 8.5
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 : 264: 83 44 20 76 89 171 142:
Old : 264: 83 44 20 76 89 171 142:
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 : 29.3 34.7 39.0 49.1 29.3 33.1 39.0 46.4
Old : 29.3 34.7 39.0 49.1 29.3 33.1 39.0 46.4
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, April 10, 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 : 12,366: 334 1,011 0 5,907 10,225 6,241 11,236: 6,125 1,130
Old : 12,366: 334 1,011 0 5,907 10,225 6,241 11,236: 6,125 1,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 8.2 0.0 47.8 82.7 50.5 90.9: 49.5 9.1
Old : 100.0: 2.7 8.2 0.0 47.8 82.7 50.5 90.9: 49.5 9.1
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 : 20: 1 3 0 8 9 9 12:
Old : 20: 1 3 0 8 9 9 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 : 34.9 67.5 48.4 81.4 34.9 67.5 48.4 81.4
Old : 34.9 67.5 48.4 81.4 34.9 67.5 48.4 81.4
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 10, 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 : 462,107: 150,137 45,292 9,386 273,277 368,655 432,800 423,333: 29,307 38,773
Old : 462,107: 150,137 45,292 9,386 273,277 368,655 432,800 423,333: 29,307 38,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 3,243: 16,945 7,245 528 -15,887 -4,695 1,586 3,078: 1,657 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 9.8 2.0 59.1 79.8 93.7 91.6: 6.3 8.4
Old : 100.0: 32.5 9.8 2.0 59.1 79.8 93.7 91.6: 6.3 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 : 263: 84 43 19 74 86 169 137:
Old : 263: 84 43 19 74 86 169 137:
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 : 32.1 33.7 43.1 48.6 32.1 33.7 43.1 48.2
Old : 32.1 33.7 43.1 48.6 32.1 33.7 43.1 48.2
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 10, 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 : 163,660: 79,774 40,833 4,267 49,795 94,364 133,836 139,464: 29,825 24,196
Old : 163,660: 79,774 40,833 4,267 49,795 94,364 133,836 139,464: 29,825 24,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -2,800: -6,112 3,497 -2,902 6,482 -4,981 -2,532 -4,386: -269 1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 24.9 2.6 30.4 57.7 81.8 85.2: 18.2 14.8
Old : 100.0: 48.7 24.9 2.6 30.4 57.7 81.8 85.2: 18.2 14.8
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 : 85: 24 29 12 19 26 53 57:
Old : 85: 24 29 12 19 26 53 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 45.4 63.5 58.5 53.2 45.0 63.1 57.5
Old : 53.3 45.4 63.5 58.5 53.2 45.0 63.1 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 44,073: 10,615 15,967 0 26,890 5,666 37,505 21,633: 6,568 22,440
Old : 44,073: 10,615 15,967 0 26,890 5,666 37,505 21,633: 6,568 22,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -5,585: -1,466 -3,273 -188 -4,491 -132 -6,145 -3,593: 560 -1,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 36.2 0.0 61.0 12.9 85.1 49.1: 14.9 50.9
Old : 100.0: 24.1 36.2 0.0 61.0 12.9 85.1 49.1: 14.9 50.9
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 : 48: 16 7 0 20 9 36 16:
Old : 48: 16 7 0 20 9 36 16:
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 : 45.3 40.0 57.3 45.7 45.3 40.0 57.3 45.7
Old : 45.3 40.0 57.3 45.7 45.3 40.0 57.3 45.7
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, April 10, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 46,491: 15,800 3,239 3,926 20,432 14,353 40,158 21,518: 6,333 24,973
Old : 46,491: 15,800 3,239 3,926 20,432 14,353 40,158 21,518: 6,333 24,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -2,948: -2,811 106 101 1,086 933 -1,624 1,140: -1,324 -4,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 7.0 8.4 43.9 30.9 86.4 46.3: 13.6 53.7
Old : 100.0: 34.0 7.0 8.4 43.9 30.9 86.4 46.3: 13.6 53.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 11 7 3 24 20 36 29:
Old : 53: 11 7 3 24 20 36 29:
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 : 41.7 20.1 57.3 29.7 36.3 16.3 50.7 23.9
Old : 41.7 20.1 57.3 29.7 36.3 16.3 50.7 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2012