BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 5,817: 190 153 115 4,904 4,951 5,208 5,219: 609 598
Old : 5,817: 190 153 115 4,904 4,951 5,208 5,219: 609 598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 87: -1 33 3 29 80 30 116: 57 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.6 2.0 84.3 85.1 89.5 89.7: 10.5 10.3
Old : 100.0: 3.3 2.6 2.0 84.3 85.1 89.5 89.7: 10.5 10.3
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 : 24: 2 3 2 14 12 18 15:
Old : 24: 2 3 2 14 12 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 : 69.8 62.7 82.4 79.8 69.8 62.4 81.3 76.7
Old : 69.8 62.7 82.4 79.8 69.8 62.4 81.3 76.7
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, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 46,158: 6,144 3,862 10,748 24,324 21,391 41,216 36,001: 4,941 10,156
Old : 46,158: 6,144 3,862 10,748 24,324 21,391 41,216 36,001: 4,941 10,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -1,449: -279 64 -457 -711 -362 -1,447 -756: -2 -694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 8.4 23.3 52.7 46.3 89.3 78.0: 10.7 22.0
Old : 100.0: 13.3 8.4 23.3 52.7 46.3 89.3 78.0: 10.7 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 16 14 20 38 33 62 59:
Old : 76: 16 14 20 38 33 62 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 : 36.6 29.1 51.3 42.7 35.2 27.5 46.7 36.1
Old : 36.6 29.1 51.3 42.7 35.2 27.5 46.7 36.1
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, May 22, 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 : 331,011: 63,768 64,182 110,663 123,656 111,635 298,086 286,480: 32,925 44,531
Old : 331,011: 63,768 64,182 110,663 123,656 111,635 298,086 286,480: 32,925 44,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -1,851: 1,532 -8,887 3,439 -5,526 3,655 -554 -1,792: -1,296 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 19.4 33.4 37.4 33.7 90.1 86.5: 9.9 13.5
Old : 100.0: 19.3 19.4 33.4 37.4 33.7 90.1 86.5: 9.9 13.5
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 : 311: 92 105 126 80 86 238 268:
Old : 311: 92 105 126 80 86 238 268:
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 : 15.9 10.6 25.9 18.1 12.2 8.8 21.8 14.0
Old : 15.9 10.6 25.9 18.1 12.2 8.8 21.8 14.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 447,595: 120,684 49,769 135,572 161,896 197,092 418,152 382,432: 29,443 65,163
Old : 447,595: 120,684 49,769 135,572 161,896 197,092 418,152 382,432: 29,443 65,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -1,082: 2,212 -10,162 9,128 -7,544 -271 3,796 -1,305: -4,877 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 11.1 30.3 36.2 44.0 93.4 85.4: 6.6 14.6
Old : 100.0: 27.0 11.1 30.3 36.2 44.0 93.4 85.4: 6.6 14.6
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 : 417: 121 110 152 110 163 305 362:
Old : 417: 121 110 152 110 163 305 362:
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 15.1 26.5 21.0 15.8 10.4 25.6 14.8
Old : 16.3 15.1 26.5 21.0 15.8 10.4 25.6 14.8
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, May 22, 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 : 9,912: 3,885 3,214 1,528 2,687 3,681 8,100 8,423: 1,812 1,489
Old : 9,912: 3,885 3,214 1,528 2,687 3,681 8,100 8,423: 1,812 1,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 438: 274 248 -2 -64 147 208 393: 230 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 32.4 15.4 27.1 37.1 81.7 85.0: 18.3 15.0
Old : 100.0: 39.2 32.4 15.4 27.1 37.1 81.7 85.0: 18.3 15.0
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 : 85: 37 18 15 19 22 66 48:
Old : 85: 37 18 15 19 22 66 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 : 28.3 33.3 44.7 47.4 26.7 29.6 38.4 42.5
Old : 28.3 33.3 44.7 47.4 26.7 29.6 38.4 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 50,416: 17,172 8,192 11,708 12,910 10,651 41,789 30,551: 8,627 19,866
Old : 50,416: 17,172 8,192 11,708 12,910 10,651 41,789 30,551: 8,627 19,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,416: 884 -119 1,085 -269 414 1,701 1,380: -284 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 16.2 23.2 25.6 21.1 82.9 60.6: 17.1 39.4
Old : 100.0: 34.1 16.2 23.2 25.6 21.1 82.9 60.6: 17.1 39.4
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 : 207: 67 40 41 54 72 139 137:
Old : 207: 67 40 41 54 72 139 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 16.5 26.8 23.8 14.3 12.0 23.2 16.3
Old : 16.0 16.5 26.8 23.8 14.3 12.0 23.2 16.3
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, May 22, 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 : 11,060: 500 4,866 295 9,563 5,447 10,358 10,608: 702 452
Old : 11,060: 500 4,866 295 9,563 5,447 10,358 10,608: 702 452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 94: 1 -57 102 104 174 207 218: -113 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 44.0 2.7 86.5 49.2 93.6 95.9: 6.4 4.1
Old : 100.0: 4.5 44.0 2.7 86.5 49.2 93.6 95.9: 6.4 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 : 38: 5 9 10 18 16 29 29:
Old : 38: 5 9 10 18 16 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 63.1 84.5 81.0 74.9 62.6 81.3 78.5
Old : 75.6 63.1 84.5 81.0 74.9 62.6 81.3 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 109,579: 7,784 5,630 3,353 98,049 100,328 109,186 109,311: 393 268
Old : 109,579: 7,784 5,630 3,353 98,049 100,328 109,186 109,311: 393 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -22,225: -957 -774 65 -21,132 -20,275 -22,024 -20,984: -201 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 5.1 3.1 89.5 91.6 99.6 99.8: 0.4 0.2
Old : 100.0: 7.1 5.1 3.1 89.5 91.6 99.6 99.8: 0.4 0.2
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 : 25: 3 3 2 16 16 19 21:
Old : 25: 3 3 2 16 16 19 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 : 70.0 70.0 85.5 86.6 48.4 50.5 57.9 56.6
Old : 70.0 70.0 85.5 86.6 48.4 50.5 57.9 56.6
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, May 22, 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 : 145,799: 57,902 18,093 4,832 44,442 96,021 107,176 118,947: 38,623 26,852
Old : 145,799: 57,902 18,093 4,832 44,442 96,021 107,176 118,947: 38,623 26,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -5,774: -7,917 3,035 715 2,500 -13,873 -4,702 -10,123: -1,072 4,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 12.4 3.3 30.5 65.9 73.5 81.6: 26.5 18.4
Old : 100.0: 39.7 12.4 3.3 30.5 65.9 73.5 81.6: 26.5 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 26 19 11 25 25 55 51:
Old : 79: 26 19 11 25 25 55 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 : 41.0 50.0 48.6 58.7 40.1 48.2 47.4 56.3
Old : 41.0 50.0 48.6 58.7 40.1 48.2 47.4 56.3
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, May 22, 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 : 73,203: 4,841 39,752 275 58,444 3,766 63,560 43,793: 9,643 29,410
Old : 73,203: 4,841 39,752 275 58,444 3,766 63,560 43,793: 9,643 29,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 8,513: -1,286 6,931 181 10,927 -204 9,821 6,908: -1,309 1,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 54.3 0.4 79.8 5.1 86.8 59.8: 13.2 40.2
Old : 100.0: 6.6 54.3 0.4 79.8 5.1 86.8 59.8: 13.2 40.2
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 : 40: 5 20 2 12 9 17 31:
Old : 40: 5 20 2 12 9 17 31:
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 : 59.9 31.6 76.4 42.6 59.8 31.6 76.3 42.6
Old : 59.9 31.6 76.4 42.6 59.8 31.6 76.3 42.6
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, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 189,254: 22,415 38,531 6,678 157,080 137,046 186,173 182,255: 3,081 6,999
Old : 189,254: 22,415 38,531 6,678 157,080 137,046 186,173 182,255: 3,081 6,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 14,868: -13,442 17,119 1,627 27,944 -5,440 16,129 13,306: -1,261 1,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 20.4 3.5 83.0 72.4 98.4 96.3: 1.6 3.7
Old : 100.0: 11.8 20.4 3.5 83.0 72.4 98.4 96.3: 1.6 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 : 118: 31 46 10 24 22 63 72:
Old : 118: 31 46 10 24 22 63 72:
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 : 56.7 51.5 77.4 66.5 56.7 45.9 70.8 58.6
Old : 56.7 51.5 77.4 66.5 56.7 45.9 70.8 58.6
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, May 22, 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 : 190,928: 41,052 29,547 2,769 118,250 135,459 162,072 167,775: 28,856 23,153
Old : 190,928: 41,052 29,547 2,769 118,250 135,459 162,072 167,775: 28,856 23,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -13,780: -16,388 -3,067 1,173 13,661 -15,800 -1,554 -17,694: -12,226 3,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 15.5 1.5 61.9 70.9 84.9 87.9: 15.1 12.1
Old : 100.0: 21.5 15.5 1.5 61.9 70.9 84.9 87.9: 15.1 12.1
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 : 90: 27 20 10 26 32 57 58:
Old : 90: 27 20 10 26 32 57 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 54.5 57.1 62.8 45.7 51.5 55.9 59.8
Old : 45.7 54.5 57.1 62.8 45.7 51.5 55.9 59.8
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, May 22, 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 : 155,118: 20,392 38,314 5,704 110,990 66,988 137,086 111,006: 18,032 44,112
Old : 155,118: 20,392 38,314 5,704 110,990 66,988 137,086 111,006: 18,032 44,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 4,775: 2,833 -13,508 1,407 -1,743 18,945 2,497 6,843: 2,279 -2,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 24.7 3.7 71.6 43.2 88.4 71.6: 11.6 28.4
Old : 100.0: 13.1 24.7 3.7 71.6 43.2 88.4 71.6: 11.6 28.4
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 : 87: 15 39 15 23 24 50 66:
Old : 87: 15 39 15 23 24 50 66:
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 : 52.0 31.7 63.5 45.3 51.0 31.5 62.1 45.0
Old : 52.0 31.7 63.5 45.3 51.0 31.5 62.1 45.0
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, May 22, 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 : 444,126: 35,053 229,365 46,043 324,255 86,178 405,351 361,586: 38,775 82,540
Old : 444,126: 35,053 229,365 46,043 324,255 86,178 405,351 361,586: 38,775 82,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 23,602: -5,186 16,520 4,512 22,347 3,911 21,673 24,942: 1,930 -1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 51.6 10.4 73.0 19.4 91.3 81.4: 8.7 18.6
Old : 100.0: 7.9 51.6 10.4 73.0 19.4 91.3 81.4: 8.7 18.6
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 : 199: 32 91 49 55 57 120 164:
Old : 199: 32 91 49 55 57 120 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 33.6 53.3 40.1 39.3 32.7 52.0 38.0
Old : 39.9 33.6 53.3 40.1 39.3 32.7 52.0 38.0
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, May 22, 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 : 20,542: 14,500 15,147 1,160 4,268 3,243 19,928 19,550: 614 992
Old : 20,542: 14,500 15,147 1,160 4,268 3,243 19,928 19,550: 614 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 283: 130 1 -11 467 268 586 258: -303 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 73.7 5.6 20.8 15.8 97.0 95.2: 3.0 4.8
Old : 100.0: 70.6 73.7 5.6 20.8 15.8 97.0 95.2: 3.0 4.8
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 : 23: 10 4 3 7 5 17 12:
Old : 23: 10 4 3 7 5 17 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 : 78.5 85.4 90.3 93.2 71.8 83.2 83.0 87.0
Old : 78.5 85.4 90.3 93.2 71.8 83.2 83.0 87.0
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, May 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 21,439: 8,418 9,927 0 11,398 8,145 19,816 18,072: 1,623 3,367
Old : 21,439: 8,418 9,927 0 11,398 8,145 19,816 18,072: 1,623 3,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 4,176: -706 3,400 -162 5,936 -578 5,068 2,660: -892 1,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 46.3 0.0 53.2 38.0 92.4 84.3: 7.6 15.7
Old : 100.0: 39.3 46.3 0.0 53.2 38.0 92.4 84.3: 7.6 15.7
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 : 50: 10 23 0 12 5 22 28:
Old : 50: 10 23 0 12 5 22 28:
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 : 56.5 44.0 75.9 59.4 56.5 44.0 75.9 59.4
Old : 56.5 44.0 75.9 59.4 56.5 44.0 75.9 59.4
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, May 22, 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 :13,702,139: 654,267 798,547 5,196,656 7,029,223 6,622,498 12,880,146 12,617,701: 821,993 1,084,438
Old :13,702,139: 654,267 798,547 5,196,656 7,029,223 6,622,498 12,880,146 12,617,701: 821,993 1,084,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -256,125: -138,092 -53,566 -34,385 -80,910 -187,014 -253,388 -274,965: -2,738 18,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.8 37.9 51.3 48.3 94.0 92.1: 6.0 7.9
Old : 100.0: 4.8 5.8 37.9 51.3 48.3 94.0 92.1: 6.0 7.9
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 : 276: 58 62 103 140 142 254 259:
Old : 276: 58 62 103 140 142 254 259:
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 21.6 31.2 33.5 12.3 11.1 17.1 13.5
Old : 19.7 21.6 31.2 33.5 12.3 11.1 17.1 13.5
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, May 22, 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 : 1,036,810: 74,400 104,640 71,961 710,158 706,409 856,519 883,010: 180,291 153,800
Old : 1,036,810: 74,400 104,640 71,961 710,158 706,409 856,519 883,010: 180,291 153,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,727: -12,475 7,388 -11,388 19,613 -6,059 -4,250 -10,058: 5,977 11,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 10.1 6.9 68.5 68.1 82.6 85.2: 17.4 14.8
Old : 100.0: 7.2 10.1 6.9 68.5 68.1 82.6 85.2: 17.4 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 : 566: 102 119 97 245 249 403 410:
Old : 566: 102 119 97 245 249 403 410:
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 : 11.8 11.2 19.3 19.5 9.7 9.3 15.6 15.2
Old : 11.8 11.2 19.3 19.5 9.7 9.3 15.6 15.2
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, May 22, 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 : 361,992: 13,675 11,251 31,016 239,079 218,793 283,769 261,060: 78,222 100,932
Old : 361,992: 13,675 11,251 31,016 239,079 218,793 283,769 261,060: 78,222 100,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 6,773: -1,654 -2,481 -3,872 9,489 1,913 3,963 -4,440: 2,811 11,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.1 8.6 66.0 60.4 78.4 72.1: 21.6 27.9
Old : 100.0: 3.8 3.1 8.6 66.0 60.4 78.4 72.1: 21.6 27.9
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 : 124: 17 16 24 78 64 108 92:
Old : 124: 17 16 24 78 64 108 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 17.7 28.5 29.8 15.5 16.7 22.7 24.9
Old : 18.0 17.7 28.5 29.8 15.5 16.7 22.7 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, May 22, 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 : 3,374,094: 346,649 509,972 161,702 2,355,399 2,438,078 2,863,750 3,109,753: 510,344 264,342
Old : 3,374,094: 346,649 509,972 161,702 2,355,399 2,438,078 2,863,750 3,109,753: 510,344 264,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -25,230: -63,848 39,602 -27,836 50,623 -39,859 -41,061 -28,094: 15,831 2,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 15.1 4.8 69.8 72.3 84.9 92.2: 15.1 7.8
Old : 100.0: 10.3 15.1 4.8 69.8 72.3 84.9 92.2: 15.1 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 : 528: 97 110 87 220 230 365 379:
Old : 528: 97 110 87 220 230 365 379:
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 : 15.8 12.1 23.3 20.9 14.2 11.7 21.3 19.6
Old : 15.8 12.1 23.3 20.9 14.2 11.7 21.3 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, May 22, 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 : 105,516: 6,956 6,464 2,557 87,210 91,858 96,723 100,879: 8,793 4,637
Old : 105,516: 6,956 6,464 2,557 87,210 91,858 96,723 100,879: 8,793 4,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 3,460: -4,519 -242 2,540 5,212 1,689 3,233 3,987: 226 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 6.1 2.4 82.7 87.1 91.7 95.6: 8.3 4.4
Old : 100.0: 6.6 6.1 2.4 82.7 87.1 91.7 95.6: 8.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 8 7 2 54 33 63 41:
Old : 89: 8 7 2 54 33 63 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 : 32.2 46.3 45.3 64.5 32.2 46.2 45.0 64.5
Old : 32.2 46.3 45.3 64.5 32.2 46.2 45.0 64.5
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, May 22, 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 : 102,944: 17,703 9,042 6,386 70,398 82,030 94,487 97,458: 8,456 5,485
Old : 102,944: 17,703 9,042 6,386 70,398 82,030 94,487 97,458: 8,456 5,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -1,958: -4,803 891 1,427 1,825 -4,758 -1,552 -2,441: -406 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 8.8 6.2 68.4 79.7 91.8 94.7: 8.2 5.3
Old : 100.0: 17.2 8.8 6.2 68.4 79.7 91.8 94.7: 8.2 5.3
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 : 229: 51 40 20 79 92 143 139:
Old : 229: 51 40 20 79 92 143 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 27.0 42.5 44.4 23.7 19.4 31.9 28.8
Old : 28.2 27.0 42.5 44.4 23.7 19.4 31.9 28.8
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, May 22, 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 : 22,456: 1,135 2,101 656 16,742 18,831 18,533 21,588: 3,923 868
Old : 22,456: 1,135 2,101 656 16,742 18,831 18,533 21,588: 3,923 868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,188: -576 740 27 1,247 370 698 1,137: 490 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 9.4 2.9 74.6 83.9 82.5 96.1: 17.5 3.9
Old : 100.0: 5.1 9.4 2.9 74.6 83.9 82.5 96.1: 17.5 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 : 27: 2 3 1 13 8 16 12:
Old : 27: 2 3 1 13 8 16 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 : 46.7 77.9 64.6 88.7 46.7 77.9 64.6 88.0
Old : 46.7 77.9 64.6 88.7 46.7 77.9 64.6 88.0
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, May 22, 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 : 402,436: 96,365 48,230 15,125 268,280 315,996 379,771 379,352: 22,666 23,085
Old : 402,436: 96,365 48,230 15,125 268,280 315,996 379,771 379,352: 22,666 23,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -15,728: -19,821 2,068 5,683 2,888 -25,639 -11,250 -17,888: -4,478 2,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 12.0 3.8 66.7 78.5 94.4 94.3: 5.6 5.7
Old : 100.0: 23.9 12.0 3.8 66.7 78.5 94.4 94.3: 5.6 5.7
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 : 227: 53 37 18 72 88 136 132:
Old : 227: 53 37 18 72 88 136 132:
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 30.6 49.8 44.6 34.8 30.6 49.5 44.3
Old : 34.8 30.6 49.8 44.6 34.8 30.6 49.5 44.3
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, May 22, 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 : 157,310: 29,936 47,005 8,329 96,659 72,138 134,925 127,472: 22,386 29,838
Old : 157,310: 29,936 47,005 8,329 96,659 72,138 134,925 127,472: 22,386 29,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -872: -21,363 70 2,187 18,113 -5,295 -1,063 -3,037: 192 2,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 29.9 5.3 61.4 45.9 85.8 81.0: 14.2 19.0
Old : 100.0: 19.0 29.9 5.3 61.4 45.9 85.8 81.0: 14.2 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 14 40 17 22 27 50 70:
Old : 88: 14 40 17 22 27 50 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 39.9 61.9 48.8 49.2 39.5 61.1 48.4
Old : 49.6 39.9 61.9 48.8 49.2 39.5 61.1 48.4
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, May 22, 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 : 35,095: 3,931 7,789 0 23,325 5,300 27,256 13,089: 7,839 22,006
Old : 35,095: 3,931 7,789 0 23,325 5,300 27,256 13,089: 7,839 22,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -424: -85 610 0 -383 -81 -468 529: 44 -953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 22.2 0.0 66.5 15.1 77.7 37.3: 22.3 62.7
Old : 100.0: 11.2 22.2 0.0 66.5 15.1 77.7 37.3: 22.3 62.7
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 : 40: 10 7 0 19 6 29 13:
Old : 40: 10 7 0 19 6 29 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 : 41.6 29.8 54.0 35.2 41.6 29.8 54.0 35.2
Old : 41.6 29.8 54.0 35.2 41.6 29.8 54.0 35.2
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, May 22, 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 : 68,620: 13,109 3,779 6,799 36,842 13,083 56,750 23,661: 11,870 44,959
Old : 68,620: 13,109 3,779 6,799 36,842 13,083 56,750 23,661: 11,870 44,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,999: -26 149 186 6,478 -3,351 6,638 -3,016: -4,639 5,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 5.5 9.9 53.7 19.1 82.7 34.5: 17.3 65.5
Old : 100.0: 19.1 5.5 9.9 53.7 19.1 82.7 34.5: 17.3 65.5
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 : 55: 13 7 2 24 17 38 25:
Old : 55: 13 7 2 24 17 38 25:
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 : 34.7 18.6 49.8 25.0 27.9 10.9 42.1 14.8
Old : 34.7 18.6 49.8 25.0 27.9 10.9 42.1 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2012