BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 6,273: 343 94 140 5,181 5,111 5,664 5,346: 609 928
Old : 6,273: 343 94 140 5,181 5,111 5,664 5,346: 609 928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 73: 1 1 11 54 25 66 38: 7 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.5 2.2 82.6 81.5 90.3 85.2: 9.7 14.8
Old : 100.0: 5.5 1.5 2.2 82.6 81.5 90.3 85.2: 9.7 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 : 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 : 68.1 66.8 81.4 79.8 68.1 66.0 80.4 74.9
Old : 68.1 66.8 81.4 79.8 68.1 66.0 80.4 74.9
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 17, 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 : 51,064: 6,392 3,486 11,760 27,763 23,856 45,915 39,102: 5,149 11,962
Old : 51,064: 6,392 3,486 11,760 27,763 23,856 45,915 39,102: 5,149 11,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 3,253: 393 571 752 1,874 1,375 3,019 2,698: 234 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 6.8 23.0 54.4 46.7 89.9 76.6: 10.1 23.4
Old : 100.0: 12.5 6.8 23.0 54.4 46.7 89.9 76.6: 10.1 23.4
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 : 72: 17 11 20 35 31 60 54:
Old : 72: 17 11 20 35 31 60 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 : 37.5 28.3 52.0 41.7 36.0 27.3 47.9 36.4
Old : 37.5 28.3 52.0 41.7 36.0 27.3 47.9 36.4
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 17, 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 : 321,084: 72,495 66,359 95,335 123,071 116,728 290,902 278,423: 30,182 42,661
Old : 258,653: 65,745 72,118 71,831 99,227 83,022 236,803 226,971: 21,850 31,682
Other: 62,430: 16,780 4,272 13,474 23,845 33,706 54,099 51,452: 8,332 10,979
: : :
: : Changes in Commitments from: April 10, 2012 :
: 13,106: 12,368 11,814 768 1,460 1,069 14,596 13,651: -1,491 -545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 20.7 29.7 38.3 36.4 90.6 86.7: 9.4 13.3
Old : 100.0: 25.4 27.9 27.8 38.4 32.1 91.6 87.8: 8.4 12.2
Other: 100.0: 26.9 6.8 21.6 38.2 54.0 86.7 82.4: 13.3 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 104 107 138 71 76 245 269:
Old : 316: 97 122 134 64 76 233 268:
Other: 135: 39 18 37 50 58 108 99:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 13.1 28.3 21.0 15.7 11.8 25.4 17.2
Old : 18.4 13.4 28.3 20.7 17.5 11.6 26.7 16.5
Other: 28.1 20.2 41.8 34.7 28.1 17.9 39.4 29.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 448,354: 120,883 66,331 121,826 171,026 193,776 413,735 381,933: 34,620 66,422
Old : 448,354: 120,883 66,331 121,826 171,026 193,776 413,735 381,933: 34,620 66,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 6,764: 3,679 6,315 137 2,038 1,924 5,854 8,376: 910 -1,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 14.8 27.2 38.1 43.2 92.3 85.2: 7.7 14.8
Old : 100.0: 27.0 14.8 27.2 38.1 43.2 92.3 85.2: 7.7 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 : 433: 122 120 151 112 161 306 377:
Old : 433: 122 120 151 112 161 306 377:
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 : 17.9 14.7 28.6 20.7 17.6 10.2 27.7 15.2
Old : 17.9 14.7 28.6 20.7 17.6 10.2 27.7 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 10,168: 4,328 4,262 1,156 3,086 3,008 8,570 8,426: 1,598 1,741
Old : 10,168: 4,328 4,262 1,156 3,086 3,008 8,570 8,426: 1,598 1,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -546: 38 170 -548 48 -104 -462 -482: -83 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 41.9 11.4 30.4 29.6 84.3 82.9: 15.7 17.1
Old : 100.0: 42.6 41.9 11.4 30.4 29.6 84.3 82.9: 15.7 17.1
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 : 88: 28 29 15 22 24 58 61:
Old : 88: 28 29 15 22 24 58 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 28.8 52.7 43.6 35.2 27.3 48.3 40.4
Old : 35.2 28.8 52.7 43.6 35.2 27.3 48.3 40.4
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 17, 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 : 48,545: 15,305 5,856 12,136 13,300 10,848 40,742 28,840: 7,804 19,705
Old : 48,545: 15,305 5,856 12,136 13,300 10,848 40,742 28,840: 7,804 19,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -252: 813 2,067 -907 864 -303 769 857: -1,021 -1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 12.1 25.0 27.4 22.3 83.9 59.4: 16.1 40.6
Old : 100.0: 31.5 12.1 25.0 27.4 22.3 83.9 59.4: 16.1 40.6
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 : 180: 41 47 42 52 64 114 138:
Old : 180: 41 47 42 52 64 114 138:
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 : 17.7 10.8 29.5 17.8 15.8 6.5 25.3 11.2
Old : 17.7 10.8 29.5 17.8 15.8 6.5 25.3 11.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 9,826: 384 4,573 181 8,458 3,412 9,023 8,167: 803 1,659
Old : 9,002: 355 4,371 172 7,702 3,168 8,229 7,712: 773 1,290
Other: 824: 34 207 4 756 244 794 455: 30 369
: : :
: : Changes in Commitments from: April 10, 2012 :
: 768: 138 326 75 651 488 864 888: -96 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 46.5 1.8 86.1 34.7 91.8 83.1: 8.2 16.9
Old : 100.0: 3.9 48.6 1.9 85.6 35.2 91.4 85.7: 8.6 14.3
Other: 100.0: 4.1 25.1 0.5 91.8 29.6 96.4 55.2: 3.6 44.8
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 11 6 15 13 23 24:
Old : 34: 2 11 6 15 13 23 24:
Other: 22: 4 4 1 11 4 15 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 : 76.9 56.4 84.2 69.4 76.9 56.2 83.1 67.3
Old : 76.3 57.0 83.5 71.2 76.3 56.8 82.7 69.2
Other: 84.2 51.7 93.5 54.7 84.2 51.7 93.5 54.1
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 127,396: 9,306 6,318 3,258 114,172 117,736 126,736 127,312: 660 84
Old : 127,396: 9,306 6,318 3,258 114,172 117,736 126,736 127,312: 660 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 303: -1,124 -173 65 1,228 336 169 228: 134 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 5.0 2.6 89.6 92.4 99.5 99.9: 0.5 0.1
Old : 100.0: 7.3 5.0 2.6 89.6 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 : 26: 4 3 2 16 16 20 21:
Old : 26: 4 3 2 16 16 20 21:
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 : 73.5 73.0 87.5 87.4 30.4 31.1 37.5 37.0
Old : 73.5 73.0 87.5 87.4 30.4 31.1 37.5 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 136,770: 57,706 19,833 3,162 34,737 93,012 95,606 116,007: 41,164 20,763
Old : 136,770: 57,706 19,833 3,162 34,737 93,012 95,606 116,007: 41,164 20,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 16,658: 9,707 -223 364 2,562 18,632 12,633 18,774: 4,025 -2,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 14.5 2.3 25.4 68.0 69.9 84.8: 30.1 15.2
Old : 100.0: 42.2 14.5 2.3 25.4 68.0 69.9 84.8: 30.1 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 : 86: 37 13 11 25 27 69 44:
Old : 86: 37 13 11 25 27 69 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 : 31.0 47.2 39.0 62.7 30.5 47.1 38.3 62.0
Old : 31.0 47.2 39.0 62.7 30.5 47.1 38.3 62.0
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 17, 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 : 42,226: 6,040 19,802 98 25,992 4,951 32,130 24,851: 10,096 17,375
Old : 42,226: 6,040 19,802 98 25,992 4,951 32,130 24,851: 10,096 17,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 1,388: -508 3,335 -70 2,546 -1,401 1,968 1,864: -581 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 46.9 0.2 61.6 11.7 76.1 58.9: 23.9 41.1
Old : 100.0: 14.3 46.9 0.2 61.6 11.7 76.1 58.9: 23.9 41.1
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 : 35: 6 12 1 12 11 18 24:
Old : 35: 6 12 1 12 11 18 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 33.2 63.4 43.7 51.9 33.2 62.8 43.7
Old : 51.9 33.2 63.4 43.7 51.9 33.2 62.8 43.7
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 17, 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 : 167,618: 63,848 17,747 580 96,911 147,071 161,339 165,398: 6,279 2,220
Old : 167,618: 63,848 17,747 580 96,911 147,071 161,339 165,398: 6,279 2,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -6,612: -20,752 1,747 -93 14,073 -7,634 -6,772 -5,980: 160 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 10.6 0.3 57.8 87.7 96.3 98.7: 3.7 1.3
Old : 100.0: 38.1 10.6 0.3 57.8 87.7 96.3 98.7: 3.7 1.3
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 : 104: 43 27 5 19 18 64 48:
Old : 104: 43 27 5 19 18 64 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 59.0 78.5 80.5 55.8 59.0 76.6 80.5
Old : 55.8 59.0 78.5 80.5 55.8 59.0 76.6 80.5
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 17, 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 : 161,466: 32,998 46,454 1,558 100,449 91,342 135,005 139,354: 26,462 22,112
Old : 161,466: 32,998 46,454 1,558 100,449 91,342 135,005 139,354: 26,462 22,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 11,417: 3,316 -2,227 117 4,126 15,556 7,558 13,445: 3,859 -2,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 28.8 1.0 62.2 56.6 83.6 86.3: 16.4 13.7
Old : 100.0: 20.4 28.8 1.0 62.2 56.6 83.6 86.3: 16.4 13.7
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 : 89: 27 21 8 27 28 60 51:
Old : 89: 27 21 8 27 28 60 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 53.6 55.6 64.2 42.4 51.0 54.1 61.5
Old : 42.5 53.6 55.6 64.2 42.4 51.0 54.1 61.5
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 17, 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 : 157,009: 16,750 74,734 5,704 123,550 30,468 146,004 110,906: 11,005 46,103
Old : 157,009: 16,750 74,734 5,704 123,550 30,468 146,004 110,906: 11,005 46,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -6,584: 822 -7,348 155 -6,120 4,850 -5,143 -2,342: -1,441 -4,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 47.6 3.6 78.7 19.4 93.0 70.6: 7.0 29.4
Old : 100.0: 10.7 47.6 3.6 78.7 19.4 93.0 70.6: 7.0 29.4
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 : 104: 19 48 20 26 24 56 81:
Old : 104: 19 48 20 26 24 56 81:
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 : 52.2 32.2 65.8 40.0 51.9 32.2 65.0 40.0
Old : 52.2 32.2 65.8 40.0 51.9 32.2 65.0 40.0
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 17, 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 : 341,477: 39,262 156,324 33,310 237,877 80,886 310,449 270,519: 31,028 70,958
Old : 341,477: 39,262 156,324 33,310 237,877 80,886 310,449 270,519: 31,028 70,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 22,275: 1,232 16,916 1,172 22,515 5,149 24,919 23,237: -2,644 -962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 45.8 9.8 69.7 23.7 90.9 79.2: 9.1 20.8
Old : 100.0: 11.5 45.8 9.8 69.7 23.7 90.9 79.2: 9.1 20.8
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 : 191: 32 88 52 52 49 125 148:
Old : 191: 32 88 52 52 49 125 148:
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 : 34.4 29.2 49.4 36.4 34.1 28.2 49.2 34.5
Old : 34.4 29.2 49.4 36.4 34.1 28.2 49.2 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 17,699: 15,816 13,686 166 1,379 3,363 17,361 17,215: 338 484
Old : 17,699: 15,816 13,686 166 1,379 3,363 17,361 17,215: 338 484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 77.3 0.9 7.8 19.0 98.1 97.3: 1.9 2.7
Old : 100.0: 89.4 77.3 0.9 7.8 19.0 98.1 97.3: 1.9 2.7
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 : 21: 12 2 2 4 4 16 8:
Old : 21: 12 2 2 4 4 16 8:
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 : 85.2 93.2 92.1 97.3 84.3 93.2 91.1 96.2
Old : 85.2 93.2 92.1 97.3 84.3 93.2 91.1 96.2
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 17, 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 : 23,952: 16,999 5,060 0 3,151 17,201 20,150 22,261: 3,802 1,691
Old : 23,952: 16,999 5,060 0 3,151 17,201 20,150 22,261: 3,802 1,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 2,150: 1,566 -3,203 -143 316 5,439 1,739 2,093: 411 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 21.1 0.0 13.2 71.8 84.1 92.9: 15.9 7.1
Old : 100.0: 71.0 21.1 0.0 13.2 71.8 84.1 92.9: 15.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 24 10 0 6 10 30 20:
Old : 50: 24 10 0 6 10 30 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 : 48.7 66.7 62.4 80.5 48.7 66.7 62.4 80.5
Old : 48.7 66.7 62.4 80.5 48.7 66.7 62.4 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 :13,298,558: 774,664 609,519 4,829,323 6,805,167 6,873,813 12,409,154 12,312,656: 889,404 985,902
Old :13,298,558: 774,664 609,519 4,829,323 6,805,167 6,873,813 12,409,154 12,312,656: 889,404 985,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -248,091: 92,290 57,984 -294,086 -90,925 -52,315 -292,722 -288,418: 44,631 40,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 4.6 36.3 51.2 51.7 93.3 92.6: 6.7 7.4
Old : 100.0: 5.8 4.6 36.3 51.2 51.7 93.3 92.6: 6.7 7.4
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 : 274: 56 57 99 144 145 258 252:
Old : 274: 56 57 99 144 145 258 252:
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 : 19.7 20.3 30.5 32.5 12.2 11.1 16.8 15.0
Old : 19.7 20.3 30.5 32.5 12.2 11.1 16.8 15.0
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 17, 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 : 945,706: 91,684 107,675 63,009 635,499 650,595 790,192 821,279: 155,514 124,427
Old : 945,706: 91,684 107,675 63,009 635,499 650,595 790,192 821,279: 155,514 124,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -6,562: 4,489 -5,038 -2,365 -9,976 -3,311 -7,851 -10,714: 1,289 4,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.4 6.7 67.2 68.8 83.6 86.8: 16.4 13.2
Old : 100.0: 9.7 11.4 6.7 67.2 68.8 83.6 86.8: 16.4 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 599: 114 132 112 251 245 430 425:
Old : 599: 114 132 112 251 245 430 425:
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 : 12.4 11.8 19.6 20.6 11.3 11.4 17.5 18.3
Old : 12.4 11.8 19.6 20.6 11.3 11.4 17.5 18.3
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 17, 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 : 312,599: 14,566 6,639 24,382 203,911 205,909 242,859 236,930: 69,740 75,669
Old : 312,599: 14,566 6,639 24,382 203,911 205,909 242,859 236,930: 69,740 75,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -8,439: 1,959 -4,263 -2,025 -8,653 -8,399 -8,720 -14,688: 281 6,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.1 7.8 65.2 65.9 77.7 75.8: 22.3 24.2
Old : 100.0: 4.7 2.1 7.8 65.2 65.9 77.7 75.8: 22.3 24.2
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 : 127: 17 20 32 76 63 112 96:
Old : 127: 17 20 32 76 63 112 96:
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 17.2 30.5 28.3 17.3 16.0 24.2 24.8
Old : 19.6 17.2 30.5 28.3 17.3 16.0 24.2 24.8
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 17, 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 : 3,165,537: 416,573 536,164 162,154 2,157,940 2,223,429 2,736,666 2,921,746: 428,870 243,790
Old : 3,165,537: 416,573 536,164 162,154 2,157,940 2,223,429 2,736,666 2,921,746: 428,870 243,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 9,382: 2,524 -14,004 8,431 -6,612 25,440 4,344 19,867: 5,038 -10,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 16.9 5.1 68.2 70.2 86.5 92.3: 13.5 7.7
Old : 100.0: 13.2 16.9 5.1 68.2 70.2 86.5 92.3: 13.5 7.7
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 : 563: 110 123 101 223 227 389 396:
Old : 563: 110 123 101 223 227 389 396:
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 : 15.4 12.4 23.0 20.6 14.8 12.0 21.7 19.3
Old : 15.4 12.4 23.0 20.6 14.8 12.0 21.7 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 100,025: 13,813 8,177 0 77,148 88,172 90,961 96,349: 9,065 3,677
Old : 100,025: 13,813 8,177 0 77,148 88,172 90,961 96,349: 9,065 3,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -1,331: 2,438 1,034 -867 -3,787 -1,593 -2,216 -1,426: 886 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 8.2 0.0 77.1 88.1 90.9 96.3: 9.1 3.7
Old : 100.0: 13.8 8.2 0.0 77.1 88.1 90.9 96.3: 9.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 13 7 0 60 35 73 42:
Old : 100: 13 7 0 60 35 73 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 : 32.3 45.6 43.9 62.5 32.3 45.3 43.7 62.3
Old : 32.3 45.6 43.9 62.5 32.3 45.3 43.7 62.3
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 17, 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 : 103,908: 30,172 6,567 2,050 60,765 88,032 92,987 96,649: 10,922 7,259
Old : 103,908: 30,172 6,567 2,050 60,765 88,032 92,987 96,649: 10,922 7,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -879: 390 -2,923 -407 203 4,076 186 747: -1,065 -1,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 6.3 2.0 58.5 84.7 89.5 93.0: 10.5 7.0
Old : 100.0: 29.0 6.3 2.0 58.5 84.7 89.5 93.0: 10.5 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 : 250: 77 37 21 77 88 167 135:
Old : 250: 77 37 21 77 88 167 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 37.8 39.4 52.5 28.3 35.5 39.4 48.9
Old : 28.3 37.8 39.4 52.5 28.3 35.5 39.4 48.9
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 17, 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 : 12,996: 672 486 0 6,989 11,674 7,661 12,160: 5,335 836
Old : 12,996: 672 486 0 6,989 11,674 7,661 12,160: 5,335 836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 630: 338 -525 0 1,082 1,449 1,420 924: -790 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 3.7 0.0 53.8 89.8 58.9 93.6: 41.1 6.4
Old : 100.0: 5.2 3.7 0.0 53.8 89.8 58.9 93.6: 41.1 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 8 11 10 12:
Old : 21: 2 1 0 8 11 10 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 : 40.8 68.1 54.3 82.8 40.8 68.1 54.3 82.7
Old : 40.8 68.1 54.3 82.8 40.8 68.1 54.3 82.7
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 17, 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 : 454,563: 150,688 33,597 7,060 268,880 381,791 426,628 422,447: 27,935 32,115
Old : 454,563: 150,688 33,597 7,060 268,880 381,791 426,628 422,447: 27,935 32,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -7,544: 552 -11,695 -2,327 -4,397 13,136 -6,172 -886: -1,372 -6,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 7.4 1.6 59.2 84.0 93.9 92.9: 6.1 7.1
Old : 100.0: 33.2 7.4 1.6 59.2 84.0 93.9 92.9: 6.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 76 38 20 75 84 164 130:
Old : 249: 76 38 20 75 84 164 130:
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 : 31.2 36.2 43.9 51.8 31.2 36.2 43.9 51.3
Old : 31.2 36.2 43.9 51.8 31.2 36.2 43.9 51.3
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 17, 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 : 157,659: 83,755 34,853 4,379 39,690 97,258 127,824 136,489: 29,834 21,170
Old : 157,659: 83,755 34,853 4,379 39,690 97,258 127,824 136,489: 29,834 21,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -6,002: 3,981 -5,980 111 -10,104 2,894 -6,012 -2,975: 10 -3,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 22.1 2.8 25.2 61.7 81.1 86.6: 18.9 13.4
Old : 100.0: 53.1 22.1 2.8 25.2 61.7 81.1 86.6: 18.9 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 30 23 13 19 26 58 53:
Old : 84: 30 23 13 19 26 58 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 : 50.8 46.9 61.6 60.5 50.7 46.5 61.1 60.0
Old : 50.8 46.9 61.6 60.5 50.7 46.5 61.1 60.0
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 17, 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 : 42,771: 9,764 14,658 0 26,111 4,840 35,875 19,498: 6,896 23,273
Old : 42,771: 9,764 14,658 0 26,111 4,840 35,875 19,498: 6,896 23,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -1,302: -851 -1,309 0 -779 -826 -1,630 -2,135: 328 833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 34.3 0.0 61.0 11.3 83.9 45.6: 16.1 54.4
Old : 100.0: 22.8 34.3 0.0 61.0 11.3 83.9 45.6: 16.1 54.4
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 : 44: 15 7 0 19 5 34 12:
Old : 44: 15 7 0 19 5 34 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 : 46.4 39.2 58.7 43.9 46.4 39.2 58.7 43.9
Old : 46.4 39.2 58.7 43.9 46.4 39.2 58.7 43.9
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 17, 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 : 62,892: 15,814 3,423 7,350 27,005 14,452 50,169 25,225: 12,723 37,667
Old : 62,892: 15,814 3,423 7,350 27,005 14,452 50,169 25,225: 12,723 37,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 16,401: 14 184 3,424 6,573 99 10,011 3,707: 6,390 12,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 5.4 11.7 42.9 23.0 79.8 40.1: 20.2 59.9
Old : 100.0: 25.1 5.4 11.7 42.9 23.0 79.8 40.1: 20.2 59.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 5 3 20 19 34 26:
Old : 49: 13 5 3 20 19 34 26:
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 : 41.5 19.6 58.0 27.3 34.4 12.0 45.8 17.0
Old : 41.5 19.6 58.0 27.3 34.4 12.0 45.8 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2012