BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 5,811: 192 168 107 4,892 4,975 5,191 5,251: 620 560
Old : 5,811: 192 168 107 4,892 4,975 5,191 5,251: 620 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -6: 2 16 -7 -12 24 -17 32: 11 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.9 1.8 84.2 85.6 89.3 90.4: 10.7 9.6
Old : 100.0: 3.3 2.9 1.8 84.2 85.6 89.3 90.4: 10.7 9.6
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 : 24: 2 3 2 13 12 17 15:
Old : 24: 2 3 2 13 12 17 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 : 70.3 63.0 82.4 80.0 70.3 62.8 82.1 77.6
Old : 70.3 63.0 82.4 80.0 70.3 62.8 82.1 77.6
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 29, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 47,403: 6,818 3,700 11,019 24,568 22,419 42,405 37,137: 4,998 10,266
Old : 47,403: 6,818 3,700 11,019 24,568 22,419 42,405 37,137: 4,998 10,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 1,246: 674 -163 271 244 1,028 1,189 1,136: 57 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 7.8 23.2 51.8 47.3 89.5 78.3: 10.5 21.7
Old : 100.0: 14.4 7.8 23.2 51.8 47.3 89.5 78.3: 10.5 21.7
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 : 76: 17 12 22 39 33 65 58:
Old : 76: 17 12 22 39 33 65 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 : 35.7 29.1 50.4 42.3 34.3 27.5 45.5 36.6
Old : 35.7 29.1 50.4 42.3 34.3 27.5 45.5 36.6
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 29, 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 : 335,328: 65,487 62,864 111,760 125,661 116,210 302,908 290,834: 32,420 44,493
Old : 252,492: 55,492 64,976 86,298 88,940 70,533 230,730 221,807: 21,762 30,685
Other: 82,835: 18,070 5,963 17,387 36,720 45,677 72,177 69,027: 10,658 13,808
: : :
: : Changes in Commitments from: May 22, 2012 :
: 4,316: 1,719 -1,318 1,098 2,005 4,575 4,821 4,355: -505 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 18.7 33.3 37.5 34.7 90.3 86.7: 9.7 13.3
Old : 100.0: 22.0 25.7 34.2 35.2 27.9 91.4 87.8: 8.6 12.2
Other: 100.0: 21.8 7.2 21.0 44.3 55.1 87.1 83.3: 12.9 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 85 116 134 80 84 242 271:
Old : 305: 82 119 128 70 80 225 266:
Other: 154: 44 21 40 62 65 123 115:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 10.9 27.2 18.5 13.9 9.6 23.4 14.9
Old : 17.2 11.3 25.8 18.2 15.8 9.4 23.0 14.2
Other: 33.5 19.0 45.4 31.5 33.5 16.9 43.5 27.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 446,622: 116,100 44,118 137,300 163,336 201,106 416,735 382,524: 29,887 64,099
Old : 446,622: 116,100 44,118 137,300 163,336 201,106 416,735 382,524: 29,887 64,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -973: -4,584 -5,650 1,728 1,440 4,014 -1,416 91: 444 -1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 9.9 30.7 36.6 45.0 93.3 85.6: 6.7 14.4
Old : 100.0: 26.0 9.9 30.7 36.6 45.0 93.3 85.6: 6.7 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 132 94 153 110 163 306 358:
Old : 414: 132 94 153 110 163 306 358:
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 : 16.9 15.5 27.3 21.5 16.5 10.3 25.9 14.8
Old : 16.9 15.5 27.3 21.5 16.5 10.3 25.9 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 29, 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 : 9,881: 4,010 3,222 1,511 2,597 3,864 8,118 8,596: 1,763 1,285
Old : 9,881: 4,010 3,222 1,511 2,597 3,864 8,118 8,596: 1,763 1,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -31: 124 8 -17 -90 182 18 173: -49 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 32.6 15.3 26.3 39.1 82.2 87.0: 17.8 13.0
Old : 100.0: 40.6 32.6 15.3 26.3 39.1 82.2 87.0: 17.8 13.0
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 : 87: 37 17 16 18 24 66 50:
Old : 87: 37 17 16 18 24 66 50:
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 : 28.4 34.6 47.8 49.0 26.8 30.4 40.9 43.6
Old : 28.4 34.6 47.8 49.0 26.8 30.4 40.9 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 45,384: 14,782 6,971 9,915 12,543 10,086 37,240 26,972: 8,144 18,412
Old : 45,384: 14,782 6,971 9,915 12,543 10,086 37,240 26,972: 8,144 18,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -5,032: -2,390 -1,221 -1,793 -366 -565 -4,549 -3,578: -483 -1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 15.4 21.8 27.6 22.2 82.1 59.4: 17.9 40.6
Old : 100.0: 32.6 15.4 21.8 27.6 22.2 82.1 59.4: 17.9 40.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 66 38 40 50 68 135 130:
Old : 199: 66 38 40 50 68 135 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 15.8 27.7 22.2 15.0 11.3 24.5 15.5
Old : 16.5 15.8 27.7 22.2 15.0 11.3 24.5 15.5
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, May 29, 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 : 11,249: 228 4,934 288 10,024 5,635 10,539 10,857: 710 391
Old : 11,249: 228 4,934 288 10,024 5,635 10,539 10,857: 710 391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 188: -272 68 -7 461 189 181 250: 7 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 43.9 2.6 89.1 50.1 93.7 96.5: 6.3 3.5
Old : 100.0: 2.0 43.9 2.6 89.1 50.1 93.7 96.5: 6.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 11 10 19 16 29 30:
Old : 39: 3 11 10 19 16 29 30:
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 : 75.2 62.9 84.4 81.4 74.5 62.4 81.6 78.6
Old : 75.2 62.9 84.4 81.4 74.5 62.4 81.6 78.6
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 29, 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 : 109,024: 6,102 5,520 5,034 97,676 98,211 108,812 108,765: 212 259
Old : 109,024: 6,102 5,520 5,034 97,676 98,211 108,812 108,765: 212 259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -555: -1,682 -110 1,681 -373 -2,117 -374 -546: -181 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 5.1 4.6 89.6 90.1 99.8 99.8: 0.2 0.2
Old : 100.0: 5.6 5.1 4.6 89.6 90.1 99.8 99.8: 0.2 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 3 16 16 19 22:
Old : 25: 3 3 3 16 16 19 22:
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 : 71.2 68.6 86.7 85.3 50.3 49.8 56.5 56.0
Old : 71.2 68.6 86.7 85.3 50.3 49.8 56.5 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 143,409: 48,866 13,132 7,248 51,381 94,884 107,495 115,265: 35,914 28,145
Old : 143,409: 48,866 13,132 7,248 51,381 94,884 107,495 115,265: 35,914 28,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -2,390: -9,036 -4,961 2,416 6,939 -1,137 319 -3,682: -2,709 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 9.2 5.1 35.8 66.2 75.0 80.4: 25.0 19.6
Old : 100.0: 34.1 9.2 5.1 35.8 66.2 75.0 80.4: 25.0 19.6
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 : 81: 26 22 18 24 25 60 55:
Old : 81: 26 22 18 24 25 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 : 36.2 51.4 46.1 58.9 35.3 49.3 44.3 55.5
Old : 36.2 51.4 46.1 58.9 35.3 49.3 44.3 55.5
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 29, 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 : 73,961: 6,794 37,410 729 58,530 5,230 66,053 43,369: 7,908 30,593
Old : 73,961: 6,794 37,410 729 58,530 5,230 66,053 43,369: 7,908 30,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 758: 1,954 -2,342 454 86 1,463 2,494 -425: -1,736 1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 50.6 1.0 79.1 7.1 89.3 58.6: 10.7 41.4
Old : 100.0: 9.2 50.6 1.0 79.1 7.1 89.3 58.6: 10.7 41.4
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 : 45: 8 20 4 13 12 23 34:
Old : 45: 8 20 4 13 12 23 34:
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 : 64.9 29.9 77.5 39.2 64.8 29.9 77.0 39.2
Old : 64.9 29.9 77.5 39.2 64.8 29.9 77.0 39.2
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 29, 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 : 187,458: 24,872 37,867 5,487 156,999 139,766 187,358 183,120: 100 4,338
Old : 187,458: 24,872 37,867 5,487 156,999 139,766 187,358 183,120: 100 4,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -1,796: 2,457 -664 -1,191 -81 2,720 1,185 865: -2,981 -2,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 20.2 2.9 83.8 74.6 99.9 97.7: 0.1 2.3
Old : 100.0: 13.3 20.2 2.9 83.8 74.6 99.9 97.7: 0.1 2.3
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 : 119: 28 53 8 22 21 56 77:
Old : 119: 28 53 8 22 21 56 77:
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 : 56.9 52.7 76.9 69.7 56.0 49.2 68.2 62.1
Old : 56.9 52.7 76.9 69.7 56.0 49.2 68.2 62.1
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 29, 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 : 189,686: 36,167 33,340 4,185 122,449 128,185 162,801 165,709: 26,886 23,977
Old : 189,686: 36,167 33,340 4,185 122,449 128,185 162,801 165,709: 26,886 23,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -1,241: -4,885 3,793 1,416 4,198 -7,274 729 -2,066: -1,970 824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 17.6 2.2 64.6 67.6 85.8 87.4: 14.2 12.6
Old : 100.0: 19.1 17.6 2.2 64.6 67.6 85.8 87.4: 14.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 27 24 11 27 31 61 59:
Old : 93: 27 24 11 27 31 61 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 : 44.9 53.0 56.6 61.3 44.8 49.7 54.7 58.0
Old : 44.9 53.0 56.6 61.3 44.8 49.7 54.7 58.0
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 29, 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 : 153,657: 21,708 32,966 5,309 108,832 73,192 135,850 111,467: 17,807 42,190
Old : 153,657: 21,708 32,966 5,309 108,832 73,192 135,850 111,467: 17,807 42,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -1,461: 1,317 -5,348 -395 -2,158 6,204 -1,236 461: -225 -1,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 21.5 3.5 70.8 47.6 88.4 72.5: 11.6 27.5
Old : 100.0: 14.1 21.5 3.5 70.8 47.6 88.4 72.5: 11.6 27.5
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 : 90: 17 39 14 23 25 50 68:
Old : 90: 17 39 14 23 25 50 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 33.0 63.5 44.7 51.1 32.8 62.0 44.3
Old : 51.7 33.0 63.5 44.7 51.1 32.8 62.0 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 484,430: 41,957 242,084 60,663 339,289 96,238 441,909 398,985: 42,521 85,445
Old : 484,430: 41,957 242,084 60,663 339,289 96,238 441,909 398,985: 42,521 85,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 40,304: 6,904 12,718 14,621 15,033 10,060 36,558 37,399: 3,746 2,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 50.0 12.5 70.0 19.9 91.2 82.4: 8.8 17.6
Old : 100.0: 8.7 50.0 12.5 70.0 19.9 91.2 82.4: 8.8 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 36 95 55 54 58 131 167:
Old : 209: 36 95 55 54 58 131 167:
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 : 37.1 31.6 49.2 38.5 36.5 30.6 47.6 35.7
Old : 37.1 31.6 49.2 38.5 36.5 30.6 47.6 35.7
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 29, 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 : 21,041: 14,401 14,313 1,594 4,637 4,430 20,632 20,337: 409 704
Old : 21,041: 14,401 14,313 1,594 4,637 4,430 20,632 20,337: 409 704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 499: -99 -834 434 369 1,187 704 787: -205 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 68.0 7.6 22.0 21.1 98.1 96.7: 1.9 3.3
Old : 100.0: 68.4 68.0 7.6 22.0 21.1 98.1 96.7: 1.9 3.3
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 : 22: 10 3 4 8 5 18 12:
Old : 22: 10 3 4 8 5 18 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 : 73.9 84.1 88.5 94.1 65.8 81.3 76.8 82.5
Old : 73.9 84.1 88.5 94.1 65.8 81.3 76.8 82.5
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 29, 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 : 21,453: 5,798 11,006 158 13,817 7,012 19,773 18,176: 1,680 3,277
Old : 21,453: 5,798 11,006 158 13,817 7,012 19,773 18,176: 1,680 3,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 14: -2,620 1,079 158 2,419 -1,133 -43 104: 57 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 51.3 0.7 64.4 32.7 92.2 84.7: 7.8 15.3
Old : 100.0: 27.0 51.3 0.7 64.4 32.7 92.2 84.7: 7.8 15.3
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 : 42: 8 20 2 10 4 19 25:
Old : 42: 8 20 2 10 4 19 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 : 48.6 42.9 74.9 68.2 48.6 42.9 74.9 68.2
Old : 48.6 42.9 74.9 68.2 48.6 42.9 74.9 68.2
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 29, 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 :13,700,836: 669,200 798,923 5,195,563 7,029,480 6,649,152 12,894,244 12,643,638: 806,592 1,057,198
Old :13,700,836: 669,200 798,923 5,195,563 7,029,480 6,649,152 12,894,244 12,643,638: 806,592 1,057,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -1,303: 14,933 375 -1,093 258 26,654 14,098 25,937: -15,401 -27,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.8 37.9 51.3 48.5 94.1 92.3: 5.9 7.7
Old : 100.0: 4.9 5.8 37.9 51.3 48.5 94.1 92.3: 5.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 56 65 104 143 147 258 265:
Old : 280: 56 65 104 143 147 258 265:
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 : 19.4 21.7 31.4 33.8 12.3 11.2 17.3 13.7
Old : 19.4 21.7 31.4 33.8 12.3 11.2 17.3 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 1,041,519: 71,658 109,532 70,749 718,800 704,730 861,207 885,012: 180,312 156,508
Old : 1,041,519: 71,658 109,532 70,749 718,800 704,730 861,207 885,012: 180,312 156,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 4,709: -2,742 4,892 -1,212 8,642 -1,679 4,688 2,002: 21 2,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 10.5 6.8 69.0 67.7 82.7 85.0: 17.3 15.0
Old : 100.0: 6.9 10.5 6.8 69.0 67.7 82.7 85.0: 17.3 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 : 575: 100 130 99 248 253 406 425:
Old : 575: 100 130 99 248 253 406 425:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 11.1 19.2 19.3 9.8 9.2 15.6 14.9
Old : 11.8 11.1 19.2 19.3 9.8 9.2 15.6 14.9
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, May 29, 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 : 359,761: 12,364 8,331 31,579 240,141 214,942 284,085 254,852: 75,676 104,909
Old : 359,761: 12,364 8,331 31,579 240,141 214,942 284,085 254,852: 75,676 104,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -2,231: -1,311 -2,920 564 1,063 -3,851 315 -6,207: -2,546 3,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 2.3 8.8 66.8 59.7 79.0 70.8: 21.0 29.2
Old : 100.0: 3.4 2.3 8.8 66.8 59.7 79.0 70.8: 21.0 29.2
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 : 126: 18 16 28 78 65 110 96:
Old : 126: 18 16 28 78 65 110 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 18.5 28.7 30.2 15.6 17.5 22.9 25.1
Old : 17.8 18.5 28.7 30.2 15.6 17.5 22.9 25.1
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 29, 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 : 3,408,792: 325,003 534,540 167,317 2,393,293 2,448,941 2,885,613 3,150,798: 523,179 257,995
Old : 3,408,792: 325,003 534,540 167,317 2,393,293 2,448,941 2,885,613 3,150,798: 523,179 257,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 34,698: -21,646 24,567 5,615 37,894 10,863 21,863 41,045: 12,835 -6,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 15.7 4.9 70.2 71.8 84.7 92.4: 15.3 7.6
Old : 100.0: 9.5 15.7 4.9 70.2 71.8 84.7 92.4: 15.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 536: 93 122 86 224 232 368 389:
Old : 536: 93 122 86 224 232 368 389:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 12.0 23.3 20.7 14.1 11.6 21.4 19.4
Old : 15.7 12.0 23.3 20.7 14.1 11.6 21.4 19.4
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 29, 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 : 103,873: 8,227 7,142 646 86,236 91,485 95,109 99,273: 8,764 4,600
Old : 103,873: 8,227 7,142 646 86,236 91,485 95,109 99,273: 8,764 4,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -1,643: 1,271 678 -1,911 -974 -373 -1,614 -1,606: -29 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 6.9 0.6 83.0 88.1 91.6 95.6: 8.4 4.4
Old : 100.0: 7.9 6.9 0.6 83.0 88.1 91.6 95.6: 8.4 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 : 90: 8 9 2 53 31 62 41:
Old : 90: 8 9 2 53 31 62 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 : 32.4 46.4 45.8 64.4 32.4 46.4 45.5 64.4
Old : 32.4 46.4 45.8 64.4 32.4 46.4 45.5 64.4
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 29, 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 : 100,176: 15,061 9,485 4,583 72,127 80,683 91,771 94,752: 8,405 5,424
Old : 100,176: 15,061 9,485 4,583 72,127 80,683 91,771 94,752: 8,405 5,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -2,768: -2,642 444 -1,804 1,729 -1,347 -2,716 -2,707: -51 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 9.5 4.6 72.0 80.5 91.6 94.6: 8.4 5.4
Old : 100.0: 15.0 9.5 4.6 72.0 80.5 91.6 94.6: 8.4 5.4
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 : 219: 49 36 22 75 89 138 134:
Old : 219: 49 36 22 75 89 138 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 27.6 45.2 44.1 22.8 18.8 30.2 27.8
Old : 30.6 27.6 45.2 44.1 22.8 18.8 30.2 27.8
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 29, 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 : 22,808: 1,163 1,856 666 17,747 19,445 19,576 21,967: 3,232 841
Old : 22,808: 1,163 1,856 666 17,747 19,445 19,576 21,967: 3,232 841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 352: 28 -245 10 1,005 614 1,043 379: -691 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 8.1 2.9 77.8 85.3 85.8 96.3: 14.2 3.7
Old : 100.0: 5.1 8.1 2.9 77.8 85.3 85.8 96.3: 14.2 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 : 26: 3 2 1 13 8 16 11:
Old : 26: 3 2 1 13 8 16 11:
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 : 49.2 79.9 68.0 90.6 49.2 79.9 68.0 89.8
Old : 49.2 79.9 68.0 90.6 49.2 79.9 68.0 89.8
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 29, 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 : 386,837: 82,155 50,812 6,919 271,899 306,192 360,973 363,923: 25,863 22,914
Old : 386,837: 82,155 50,812 6,919 271,899 306,192 360,973 363,923: 25,863 22,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -15,600: -14,210 2,582 -8,207 3,619 -9,804 -18,797 -15,429: 3,198 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 13.1 1.8 70.3 79.2 93.3 94.1: 6.7 5.9
Old : 100.0: 21.2 13.1 1.8 70.3 79.2 93.3 94.1: 6.7 5.9
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 : 218: 49 36 21 68 85 131 128:
Old : 218: 49 36 21 68 85 131 128:
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 29.5 51.8 44.1 37.2 29.5 51.8 43.8
Old : 37.2 29.5 51.8 44.1 37.2 29.5 51.8 43.8
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 29, 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 : 162,028: 14,217 50,378 9,610 119,900 69,938 143,727 129,926: 18,301 32,102
Old : 162,028: 14,217 50,378 9,610 119,900 69,938 143,727 129,926: 18,301 32,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 4,718: -15,719 3,373 1,280 23,241 -2,200 8,803 2,454: -4,085 2,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 31.1 5.9 74.0 43.2 88.7 80.2: 11.3 19.8
Old : 100.0: 8.8 31.1 5.9 74.0 43.2 88.7 80.2: 11.3 19.8
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 : 89: 18 36 17 24 28 52 71:
Old : 89: 18 36 17 24 28 52 71:
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 : 54.3 37.0 63.1 46.3 54.0 36.6 62.3 45.9
Old : 54.3 37.0 63.1 46.3 54.0 36.6 62.3 45.9
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 29, 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 : 34,948: 3,954 6,882 67 23,238 5,368 27,259 12,317: 7,689 22,631
Old : 34,948: 3,954 6,882 67 23,238 5,368 27,259 12,317: 7,689 22,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -147: 23 -907 67 -87 68 3 -772: -150 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 19.7 0.2 66.5 15.4 78.0 35.2: 22.0 64.8
Old : 100.0: 11.3 19.7 0.2 66.5 15.4 78.0 35.2: 22.0 64.8
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 : 38: 9 7 1 18 7 27 15:
Old : 38: 9 7 1 18 7 27 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 : 41.6 27.1 54.1 32.8 41.6 27.1 54.1 32.8
Old : 41.6 27.1 54.1 32.8 41.6 27.1 54.1 32.8
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 29, 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 : 71,235: 12,781 3,198 6,309 39,814 12,897 58,904 22,404: 12,331 48,831
Old : 71,235: 12,781 3,198 6,309 39,814 12,897 58,904 22,404: 12,331 48,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 2,615: -328 -581 -490 2,972 -186 2,154 -1,257: 461 3,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.5 8.9 55.9 18.1 82.7 31.5: 17.3 68.5
Old : 100.0: 17.9 4.5 8.9 55.9 18.1 82.7 31.5: 17.3 68.5
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 : 53: 13 6 2 23 17 37 24:
Old : 53: 13 6 2 23 17 37 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 : 34.7 15.9 50.6 21.7 29.3 8.9 43.2 13.3
Old : 34.7 15.9 50.6 21.7 29.3 8.9 43.2 13.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2012