BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 6,412: 349 112 131 5,307 5,433 5,788 5,677: 624 735
Old : 6,412: 349 112 131 5,307 5,433 5,788 5,677: 624 735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 139: 6 18 -9 126 322 124 331: 15 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 1.8 2.0 82.8 84.7 90.3 88.5: 9.7 11.5
Old : 100.0: 5.4 1.8 2.0 82.8 84.7 90.3 88.5: 9.7 11.5
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 : 24: 2 2 2 14 13 18 15:
Old : 24: 2 2 2 14 13 18 15:
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 : 68.4 65.6 82.1 79.7 68.4 64.8 81.1 75.7
Old : 68.4 65.6 82.1 79.7 68.4 64.8 81.1 75.7
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 24, 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 : 52,741: 6,823 3,995 12,165 28,455 24,520 47,443 40,681: 5,298 12,061
Old : 52,741: 6,823 3,995 12,165 28,455 24,520 47,443 40,681: 5,298 12,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,677: 431 509 405 692 665 1,528 1,579: 149 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 7.6 23.1 54.0 46.5 90.0 77.1: 10.0 22.9
Old : 100.0: 12.9 7.6 23.1 54.0 46.5 90.0 77.1: 10.0 22.9
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 : 77: 18 13 21 37 33 62 60:
Old : 77: 18 13 21 37 33 62 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 28.3 51.7 41.3 35.8 26.9 47.3 35.7
Old : 37.2 28.3 51.7 41.3 35.8 26.9 47.3 35.7
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 24, 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 : 329,016: 65,661 61,760 103,720 127,643 118,850 297,024 284,330: 31,992 44,686
Old : 262,166: 57,999 65,756 78,982 101,635 83,909 238,615 228,647: 23,551 33,519
Other: 66,850: 16,551 4,892 15,850 26,009 34,941 58,409 55,683: 8,441 11,167
: : :
: : Changes in Commitments from: April 17, 2012 :
: 7,932: -6,834 -4,599 8,385 4,572 2,122 6,122 5,907: 1,810 2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 18.8 31.5 38.8 36.1 90.3 86.4: 9.7 13.6
Old : 100.0: 22.1 25.1 30.1 38.8 32.0 91.0 87.2: 9.0 12.8
Other: 100.0: 24.8 7.3 23.7 38.9 52.3 87.4 83.3: 12.6 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 98 102 130 68 76 233 258:
Old : 303: 87 118 123 64 75 223 254:
Other: 137: 35 22 39 52 58 110 101:
:----------------------------------------------------------------------------------------------------
: 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 11.9 28.1 20.2 15.1 9.6 24.9 15.7
Old : 18.1 12.7 28.0 20.6 16.9 10.2 24.8 15.1
Other: 28.1 19.9 40.4 34.1 28.1 17.3 38.1 28.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 463,110: 122,342 67,496 133,102 171,423 197,603 426,866 398,201: 36,243 64,909
Old : 463,110: 122,342 67,496 133,102 171,423 197,603 426,866 398,201: 36,243 64,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 14,756: 1,458 1,165 11,276 397 3,827 13,132 16,268: 1,624 -1,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 14.6 28.7 37.0 42.7 92.2 86.0: 7.8 14.0
Old : 100.0: 26.4 14.6 28.7 37.0 42.7 92.2 86.0: 7.8 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 123 127 154 110 157 306 376:
Old : 431: 123 127 154 110 157 306 376:
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 : 16.1 15.0 26.4 20.9 16.1 9.8 25.5 14.2
Old : 16.1 15.0 26.4 20.9 16.1 9.8 25.5 14.2
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 24, 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 : 9,633: 4,183 3,869 952 2,837 3,292 7,972 8,112: 1,661 1,521
Old : 9,633: 4,183 3,869 952 2,837 3,292 7,972 8,112: 1,661 1,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -535: -145 -394 -204 -249 284 -598 -314: 64 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 40.2 9.9 29.5 34.2 82.8 84.2: 17.2 15.8
Old : 100.0: 43.4 40.2 9.9 29.5 34.2 82.8 84.2: 17.2 15.8
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 : 76: 26 25 14 17 21 53 51:
Old : 76: 26 25 14 17 21 53 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 : 34.8 27.1 51.2 43.5 34.8 26.8 49.9 43.1
Old : 34.8 27.1 51.2 43.5 34.8 26.8 49.9 43.1
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 24, 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 : 50,581: 14,742 7,091 12,490 14,366 10,384 41,598 29,965: 8,983 20,615
Old : 50,581: 14,742 7,091 12,490 14,366 10,384 41,598 29,965: 8,983 20,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,035: -563 1,235 354 1,065 -464 856 1,125: 1,179 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 14.0 24.7 28.4 20.5 82.2 59.2: 17.8 40.8
Old : 100.0: 29.1 14.0 24.7 28.4 20.5 82.2 59.2: 17.8 40.8
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 : 181: 43 50 44 54 64 119 141:
Old : 181: 43 50 44 54 64 119 141:
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 : 16.3 10.9 28.5 18.4 15.8 7.5 25.1 12.5
Old : 16.3 10.9 28.5 18.4 15.8 7.5 25.1 12.5
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 24, 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 : 10,611: 390 4,869 178 9,208 3,721 9,776 8,768: 835 1,843
Old : 9,704: 358 4,628 170 8,384 3,450 8,912 8,248: 792 1,456
Other: 907: 36 246 4 824 271 865 521: 43 387
: : :
: : Changes in Commitments from: April 17, 2012 :
: 785: 7 296 -3 750 309 753 601: 32 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 45.9 1.7 86.8 35.1 92.1 82.6: 7.9 17.4
Old : 100.0: 3.7 47.7 1.7 86.4 35.6 91.8 85.0: 8.2 15.0
Other: 100.0: 4.0 27.1 0.4 90.8 29.8 95.3 57.4: 4.7 42.6
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 10 6 15 13 22 24:
Old : 33: 2 10 6 15 13 22 24:
Other: 22: 4 4 1 11 5 15 10:
:----------------------------------------------------------------------------------------------------
: 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 : 76.3 56.6 84.2 69.9 76.0 56.3 82.1 66.7
Old : 75.7 57.0 83.5 71.4 75.3 56.7 81.6 68.2
Other: 83.4 53.9 91.9 56.8 83.4 53.9 91.9 56.3
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 127,422: 9,085 6,413 3,258 114,418 117,635 126,761 127,306: 661 116
Old : 127,422: 9,085 6,413 3,258 114,418 117,635 126,761 127,306: 661 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 26: -221 95 0 246 -101 25 -6: 1 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 5.0 2.6 89.8 92.3 99.5 99.9: 0.5 0.1
Old : 100.0: 7.1 5.0 2.6 89.8 92.3 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 : 27: 5 3 2 16 16 21 21:
Old : 27: 5 3 2 16 16 21 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 : 73.3 72.8 87.3 87.2 30.3 31.0 37.7 36.9
Old : 73.3 72.8 87.3 87.2 30.3 31.0 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 24, 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 : 143,387: 62,392 18,348 3,725 33,798 101,667 99,916 123,740: 43,471 19,647
Old : 143,387: 62,392 18,348 3,725 33,798 101,667 99,916 123,740: 43,471 19,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 6,617: 4,686 -1,485 563 -939 8,655 4,310 7,734: 2,307 -1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 12.8 2.6 23.6 70.9 69.7 86.3: 30.3 13.7
Old : 100.0: 43.5 12.8 2.6 23.6 70.9 69.7 86.3: 30.3 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 : 85: 35 15 12 24 28 68 46:
Old : 85: 35 15 12 24 28 68 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 : 33.2 47.6 41.3 64.1 32.8 47.5 40.7 63.3
Old : 33.2 47.6 41.3 64.1 32.8 47.5 40.7 63.3
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 24, 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 : 41,069: 4,312 20,953 120 23,828 4,551 28,260 25,624: 12,809 15,445
Old : 41,069: 4,312 20,953 120 23,828 4,551 28,260 25,624: 12,809 15,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -1,157: -1,728 1,151 22 -2,164 -400 -3,870 773: 2,713 -1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 51.0 0.3 58.0 11.1 68.8 62.4: 31.2 37.6
Old : 100.0: 10.5 51.0 0.3 58.0 11.1 68.8 62.4: 31.2 37.6
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 : 32: 5 13 2 9 10 15 24:
Old : 32: 5 13 2 9 10 15 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 : 53.4 35.3 62.0 45.5 53.4 35.3 61.0 45.5
Old : 53.4 35.3 62.0 45.5 53.4 35.3 61.0 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 162,405: 58,544 18,336 467 98,207 140,344 157,218 159,147: 5,187 3,258
Old : 162,405: 58,544 18,336 467 98,207 140,344 157,218 159,147: 5,187 3,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -5,213: -5,304 589 -113 1,296 -6,727 -4,121 -6,251: -1,092 1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 11.3 0.3 60.5 86.4 96.8 98.0: 3.2 2.0
Old : 100.0: 36.0 11.3 0.3 60.5 86.4 96.8 98.0: 3.2 2.0
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 : 94: 37 24 3 20 16 59 41:
Old : 94: 37 24 3 20 16 59 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 : 57.6 60.0 80.1 80.0 57.6 60.0 79.0 80.0
Old : 57.6 60.0 80.1 80.0 57.6 60.0 79.0 80.0
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 24, 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 : 179,211: 47,086 40,124 1,703 93,249 115,299 142,037 157,126: 37,173 22,085
Old : 179,211: 47,086 40,124 1,703 93,249 115,299 142,037 157,126: 37,173 22,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 17,745: 14,088 -6,330 145 -7,200 23,957 7,033 17,771: 10,712 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 22.4 1.0 52.0 64.3 79.3 87.7: 20.7 12.3
Old : 100.0: 26.3 22.4 1.0 52.0 64.3 79.3 87.7: 20.7 12.3
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 : 102: 38 24 10 25 30 68 59:
Old : 102: 38 24 10 25 30 68 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 49.7 50.3 60.7 39.5 47.0 49.0 57.9
Old : 39.5 49.7 50.3 60.7 39.5 47.0 49.0 57.9
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 24, 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 : 151,106: 12,399 68,342 6,054 119,722 32,268 138,174 106,664: 12,931 44,442
Old : 151,106: 12,399 68,342 6,054 119,722 32,268 138,174 106,664: 12,931 44,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -5,903: -4,351 -6,392 350 -3,829 1,800 -7,829 -4,242: 1,926 -1,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 45.2 4.0 79.2 21.4 91.4 70.6: 8.6 29.4
Old : 100.0: 8.2 45.2 4.0 79.2 21.4 91.4 70.6: 8.6 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 : 98: 15 47 22 27 23 56 78:
Old : 98: 15 47 22 27 23 56 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 32.1 67.0 39.5 54.8 32.0 66.1 39.5
Old : 55.2 32.1 67.0 39.5 54.8 32.0 66.1 39.5
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 24, 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 : 331,121: 35,230 147,358 31,582 231,064 80,018 297,876 258,958: 33,245 72,163
Old : 331,121: 35,230 147,358 31,582 231,064 80,018 297,876 258,958: 33,245 72,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -10,356: -4,032 -8,966 -1,728 -6,813 -867 -12,573 -11,561: 2,217 1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 44.5 9.5 69.8 24.2 90.0 78.2: 10.0 21.8
Old : 100.0: 10.6 44.5 9.5 69.8 24.2 90.0 78.2: 10.0 21.8
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 : 192: 30 87 47 55 54 123 150:
Old : 192: 30 87 47 55 54 123 150:
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 : 35.7 28.9 50.2 35.3 35.5 27.9 49.9 33.2
Old : 35.7 28.9 50.2 35.3 35.5 27.9 49.9 33.2
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 24, 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 : 20,616: 15,277 14,517 1,256 3,661 4,008 20,194 19,781: 422 835
Old : 20,616: 15,277 14,517 1,256 3,661 4,008 20,194 19,781: 422 835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,917: -539 831 1,090 2,282 645 2,833 2,566: 84 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 70.4 6.1 17.8 19.4 98.0 95.9: 2.0 4.1
Old : 100.0: 74.1 70.4 6.1 17.8 19.4 98.0 95.9: 2.0 4.1
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 : 21: 10 3 2 6 4 16 9:
Old : 21: 10 3 2 6 4 16 9:
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 : 79.0 85.4 91.8 95.8 72.9 83.7 83.0 86.2
Old : 79.0 85.4 91.8 95.8 72.9 83.7 83.0 86.2
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 24, 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 : 19,126: 13,984 4,498 101 1,304 13,030 15,389 17,629: 3,737 1,497
Old : 19,126: 13,984 4,498 101 1,304 13,030 15,389 17,629: 3,737 1,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -4,826: -3,015 -562 101 -1,847 -4,171 -4,761 -4,632: -65 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 23.5 0.5 6.8 68.1 80.5 92.2: 19.5 7.8
Old : 100.0: 73.1 23.5 0.5 6.8 68.1 80.5 92.2: 19.5 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 21 14 1 5 8 26 23:
Old : 47: 21 14 1 5 8 26 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 : 47.1 64.5 60.8 75.8 47.1 64.5 60.8 75.8
Old : 47.1 64.5 60.8 75.8 47.1 64.5 60.8 75.8
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 24, 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 :13,568,896: 831,892 644,639 4,917,175 6,900,368 6,988,462 12,649,435 12,550,277: 919,461 1,018,620
Old :13,568,896: 831,892 644,639 4,917,175 6,900,368 6,988,462 12,649,435 12,550,277: 919,461 1,018,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 270,339: 57,228 35,120 87,852 95,201 114,649 240,281 237,621: 30,057 32,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 4.8 36.2 50.9 51.5 93.2 92.5: 6.8 7.5
Old : 100.0: 6.1 4.8 36.2 50.9 51.5 93.2 92.5: 6.8 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 : 274: 58 58 99 143 145 258 253:
Old : 274: 58 58 99 143 145 258 253:
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 : 19.0 20.3 30.2 32.2 11.6 10.6 16.6 14.6
Old : 19.0 20.3 30.2 32.2 11.6 10.6 16.6 14.6
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 24, 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 : 928,410: 83,383 109,446 54,258 630,712 634,312 768,353 798,017: 160,056 130,393
Old : 928,410: 83,383 109,446 54,258 630,712 634,312 768,353 798,017: 160,056 130,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -17,297: -8,301 1,771 -8,750 -4,787 -16,283 -21,839 -23,263: 4,542 5,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 11.8 5.8 67.9 68.3 82.8 86.0: 17.2 14.0
Old : 100.0: 9.0 11.8 5.8 67.9 68.3 82.8 86.0: 17.2 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 560: 108 114 98 244 236 403 397:
Old : 560: 108 114 98 244 236 403 397:
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 11.0 19.3 19.4 11.3 10.6 17.8 17.9
Old : 12.4 11.0 19.3 19.4 11.3 10.6 17.8 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 308,151: 11,746 9,626 21,563 203,248 196,239 236,557 227,428: 71,594 80,723
Old : 308,151: 11,746 9,626 21,563 203,248 196,239 236,557 227,428: 71,594 80,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -4,448: -2,819 2,987 -2,819 -663 -9,670 -6,302 -9,502: 1,854 5,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.1 7.0 66.0 63.7 76.8 73.8: 23.2 26.2
Old : 100.0: 3.8 3.1 7.0 66.0 63.7 76.8 73.8: 23.2 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 14 17 26 75 60 104 88:
Old : 120: 14 17 26 75 60 104 88:
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 16.9 30.3 27.5 17.7 16.3 25.2 24.9
Old : 19.6 16.9 30.3 27.5 17.7 16.3 25.2 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 24, 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 : 3,101,292: 388,423 529,340 133,238 2,137,320 2,190,364 2,658,981 2,852,941: 442,311 248,351
Old : 3,101,292: 388,423 529,340 133,238 2,137,320 2,190,364 2,658,981 2,852,941: 442,311 248,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -64,244: -28,150 -6,824 -28,916 -20,620 -33,065 -77,686 -68,805: 13,441 4,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 17.1 4.3 68.9 70.6 85.7 92.0: 14.3 8.0
Old : 100.0: 12.5 17.1 4.3 68.9 70.6 85.7 92.0: 14.3 8.0
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 : 522: 103 108 89 213 217 362 368:
Old : 522: 103 108 89 213 217 362 368:
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 23.9 20.5 14.9 11.9 22.3 19.6
Old : 15.4 12.4 23.9 20.5 14.9 11.9 22.3 19.6
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 24, 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 : 100,887: 12,254 8,991 53 79,775 87,900 92,082 96,944: 8,805 3,943
Old : 100,887: 12,254 8,991 53 79,775 87,900 92,082 96,944: 8,805 3,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 862: -1,559 814 53 2,627 -272 1,121 595: -260 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 8.9 0.1 79.1 87.1 91.3 96.1: 8.7 3.9
Old : 100.0: 12.1 8.9 0.1 79.1 87.1 91.3 96.1: 8.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 9 8 2 59 33 69 42:
Old : 97: 9 8 2 59 33 69 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 : 30.5 44.5 42.2 61.7 30.5 44.4 41.5 61.5
Old : 30.5 44.5 42.2 61.7 30.5 44.4 41.5 61.5
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 24, 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 : 100,151: 28,385 6,565 2,228 58,176 84,920 88,788 93,712: 11,363 6,439
Old : 100,151: 28,385 6,565 2,228 58,176 84,920 88,788 93,712: 11,363 6,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -3,758: -1,787 -2 178 -2,589 -3,113 -4,198 -2,937: 441 -820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 6.6 2.2 58.1 84.8 88.7 93.6: 11.3 6.4
Old : 100.0: 28.3 6.6 2.2 58.1 84.8 88.7 93.6: 11.3 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 : 237: 73 33 16 78 83 161 123:
Old : 237: 73 33 16 78 83 161 123:
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 : 26.4 36.8 37.6 51.7 26.4 33.2 36.7 46.2
Old : 26.4 36.8 37.6 51.7 26.4 33.2 36.7 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 15,228: 817 489 474 8,535 13,193 9,826 14,156: 5,402 1,072
Old : 15,228: 817 489 474 8,535 13,193 9,826 14,156: 5,402 1,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 2,232: 145 3 474 1,546 1,519 2,165 1,996: 67 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 3.2 3.1 56.0 86.6 64.5 93.0: 35.5 7.0
Old : 100.0: 5.4 3.2 3.1 56.0 86.6 64.5 93.0: 35.5 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 : 21: 2 2 1 7 10 10 12:
Old : 21: 2 2 1 7 10 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 : 47.3 69.8 59.9 83.0 47.3 69.8 59.3 83.0
Old : 47.3 69.8 59.9 83.0 47.3 69.8 59.3 83.0
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 24, 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 : 424,617: 141,934 34,474 4,674 248,204 358,633 394,812 397,781: 29,805 26,836
Old : 424,617: 141,934 34,474 4,674 248,204 358,633 394,812 397,781: 29,805 26,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -29,946: -8,755 878 -2,386 -20,675 -23,158 -31,816 -24,666: 1,871 -5,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 8.1 1.1 58.5 84.5 93.0 93.7: 7.0 6.3
Old : 100.0: 33.4 8.1 1.1 58.5 84.5 93.0 93.7: 7.0 6.3
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 : 236: 74 32 16 75 80 158 119:
Old : 236: 74 32 16 75 80 158 119:
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 : 29.9 36.3 42.1 52.4 29.9 36.3 42.1 52.1
Old : 29.9 36.3 42.1 52.4 29.9 36.3 42.1 52.1
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 24, 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 : 156,853: 80,454 34,636 4,768 44,734 94,418 129,956 133,822: 26,897 23,031
Old : 156,853: 80,454 34,636 4,768 44,734 94,418 129,956 133,822: 26,897 23,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -806: -3,300 -217 389 5,043 -2,839 2,132 -2,667: -2,938 1,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 22.1 3.0 28.5 60.2 82.9 85.3: 17.1 14.7
Old : 100.0: 51.3 22.1 3.0 28.5 60.2 82.9 85.3: 17.1 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 30 23 14 21 27 60 55:
Old : 86: 30 23 14 21 27 60 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 46.6 62.2 60.1 50.8 46.2 61.8 59.4
Old : 50.9 46.6 62.2 60.1 50.8 46.2 61.8 59.4
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 24, 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 : 41,814: 9,900 14,090 0 25,541 4,875 35,441 18,965: 6,373 22,849
Old : 41,814: 9,900 14,090 0 25,541 4,875 35,441 18,965: 6,373 22,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -957: 136 -568 0 -570 35 -434 -533: -523 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 33.7 0.0 61.1 11.7 84.8 45.4: 15.2 54.6
Old : 100.0: 23.7 33.7 0.0 61.1 11.7 84.8 45.4: 15.2 54.6
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 : 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 38.8 59.0 43.7 46.4 38.8 59.0 43.6
Old : 46.4 38.8 59.0 43.7 46.4 38.8 59.0 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 63,583: 16,269 4,090 7,333 27,305 17,980 50,907 29,403: 12,676 34,180
Old : 63,583: 16,269 4,090 7,333 27,305 17,980 50,907 29,403: 12,676 34,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 691: 455 667 -17 300 3,528 738 4,178: -47 -3,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 6.4 11.5 42.9 28.3 80.1 46.2: 19.9 53.8
Old : 100.0: 25.6 6.4 11.5 42.9 28.3 80.1 46.2: 19.9 53.8
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 : 50: 11 6 3 22 19 35 26:
Old : 50: 11 6 3 22 19 35 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 : 40.9 23.6 57.3 32.3 32.8 15.6 44.3 22.7
Old : 40.9 23.6 57.3 32.3 32.8 15.6 44.3 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2012