MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 14, 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 : 32,903: 5,165 9,622 959 22,183 17,143 28,307 27,724: 4,596 5,179
Old : 32,903: 5,165 9,622 959 22,183 17,143 28,307 27,724: 4,596 5,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 1,423: -54 1,102 68 1,382 276 1,396 1,446: 27 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 29.2 2.9 67.4 52.1 86.0 84.3: 14.0 15.7
Old : 100.0: 15.7 29.2 2.9 67.4 52.1 86.0 84.3: 14.0 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 : 71: 7 22 6 25 24 37 47:
Old : 71: 7 22 6 25 24 37 47:
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 : 52.4 30.8 65.7 47.5 50.7 29.6 63.7 46.3
Old : 52.4 30.8 65.7 47.5 50.7 29.6 63.7 46.3
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 - Futures Only, February 14, 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 : 255,617: 82,368 53,514 45,025 99,232 119,655 226,625 218,194: 28,992 37,423
Old : 233,512: 78,612 56,682 35,883 95,049 107,364 209,544 199,929: 23,968 33,583
Other: 22,105: 10,240 3,316 2,658 4,183 12,291 17,081 18,265: 5,024 3,840
: : :
: : Changes in Commitments from: February 7, 2012 :
: 1,307: -555 -3,122 1,821 -1,275 1,264 -9 -37: 1,316 1,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 20.9 17.6 38.8 46.8 88.7 85.4: 11.3 14.6
Old : 100.0: 33.7 24.3 15.4 40.7 46.0 89.7 85.6: 10.3 14.4
Other: 100.0: 46.3 15.0 12.0 18.9 55.6 77.3 82.6: 22.7 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 96 74 113 50 78 214 225:
Old : 285: 91 91 109 42 76 202 222:
Other: 107: 31 16 15 26 43 64 70:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 18.6 34.2 26.1 18.3 18.5 30.5 25.1
Old : 21.1 19.6 35.6 27.5 20.2 19.5 33.2 26.5
Other: 29.3 26.8 46.2 41.1 25.5 21.7 39.7 35.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 14, 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 : 347,250: 124,238 58,763 47,548 145,128 173,595 316,914 279,906: 30,336 67,344
Old : 347,250: 124,238 58,763 47,548 145,128 173,595 316,914 279,906: 30,336 67,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 7,950: 2,469 1,968 2,698 1,810 2,919 6,977 7,585: 973 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 16.9 13.7 41.8 50.0 91.3 80.6: 8.7 19.4
Old : 100.0: 35.8 16.9 13.7 41.8 50.0 91.3 80.6: 8.7 19.4
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 : 433: 145 94 124 79 165 297 326:
Old : 433: 145 94 124 79 165 297 326:
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 : 20.1 11.7 33.1 18.5 18.8 11.3 30.9 17.6
Old : 20.1 11.7 33.1 18.5 18.8 11.3 30.9 17.6
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 - Futures Only, February 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,035: 3,863 3,123 1,620 2,691 3,383 8,174 8,126: 1,861 1,909
Old : 10,035: 3,863 3,123 1,620 2,691 3,383 8,174 8,126: 1,861 1,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 168: 98 -332 -54 10 363 54 -23: 114 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 31.1 16.1 26.8 33.7 81.5 81.0: 18.5 19.0
Old : 100.0: 38.5 31.1 16.1 26.8 33.7 81.5 81.0: 18.5 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 : 81: 25 26 15 15 23 54 54:
Old : 81: 25 26 15 15 23 54 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 27.5 53.0 41.7 34.7 22.3 45.3 34.6
Old : 38.3 27.5 53.0 41.7 34.7 22.3 45.3 34.6
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 - Futures Only, February 14, 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 : 50,591: 22,593 7,476 10,360 9,394 11,215 42,347 29,051: 8,244 21,540
Old : 50,591: 22,593 7,476 10,360 9,394 11,215 42,347 29,051: 8,244 21,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 2,834: 784 560 1,248 359 291 2,391 2,099: 443 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 14.8 20.5 18.6 22.2 83.7 57.4: 16.3 42.6
Old : 100.0: 44.7 14.8 20.5 18.6 22.2 83.7 57.4: 16.3 42.6
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 : 195: 67 39 47 30 68 125 135:
Old : 195: 67 39 47 30 68 125 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 8.6 23.2 15.1 11.8 7.8 20.0 12.5
Old : 14.1 8.6 23.2 15.1 11.8 7.8 20.0 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, February 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 2,616: 311 1,076 18 1,450 1,127 1,779 2,221: 837 395
Old : 2,616: 311 1,076 18 1,450 1,127 1,779 2,221: 837 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 41.1 0.7 55.4 43.1 68.0 84.9: 32.0 15.1
Old : 100.0: 11.9 41.1 0.7 55.4 43.1 68.0 84.9: 32.0 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 3 3 10 6 18 11:
Old : 21: 7 3 3 10 6 18 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 : 37.4 67.4 51.4 83.4 36.5 67.2 48.4 72.5
Old : 37.4 67.4 51.4 83.4 36.5 67.2 48.4 72.5
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 - Futures Only, February 14, 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 : 7,351: 0 4,225 11 6,933 2,099 6,944 6,335: 407 1,016
Old : 6,994: 0 4,170 11 6,581 1,942 6,592 6,123: 402 871
Other: 357: 0 55 0 352 157 352 212: 5 145
: : :
: : Changes in Commitments from: February 7, 2012 :
: 577: 0 94 1 541 359 542 454: 35 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 57.5 0.1 94.3 28.6 94.5 86.2: 5.5 13.8
Old : 100.0: 0.0 59.6 0.2 94.1 27.8 94.3 87.5: 5.7 12.5
Other: 100.0: 0.0 15.4 0.0 98.6 44.0 98.6 59.4: 1.4 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 6 1 13 8 14 14:
Old : 22: 0 6 1 13 8 14 14:
Other: 15: 0 3 0 10 2 10 5:
:----------------------------------------------------------------------------------------------------
: 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 : 81.9 62.1 91.8 80.6 81.9 61.9 90.0 78.5
Old : 81.3 64.0 91.5 81.7 81.3 63.8 89.7 79.5
Other: 93.6 58.5 97.8 59.4 93.6 58.5 97.8 59.4
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, February 14, 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 : 123,471: 10,201 1,386 3,193 109,795 118,806 123,189 123,385: 282 86
Old : 123,471: 10,201 1,386 3,193 109,795 118,806 123,189 123,385: 282 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 463: 120 394 0 524 65 644 459: -181 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 1.1 2.6 88.9 96.2 99.8 99.9: 0.2 0.1
Old : 100.0: 8.3 1.1 2.6 88.9 96.2 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 4 1 14 15 17 20:
Old : 23: 3 4 1 14 15 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 73.5 88.3 88.8 31.7 30.1 38.9 36.3
Old : 77.1 73.5 88.3 88.8 31.7 30.1 38.9 36.3
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 - Futures Only, February 14, 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 : 122,896: 38,465 28,899 3,936 45,270 69,895 87,671 102,730: 35,225 20,166
Old : 122,896: 38,465 28,899 3,936 45,270 69,895 87,671 102,730: 35,225 20,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -59: 1,400 -5,982 -17 -1,714 4,637 -331 -1,362: 272 1,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 23.5 3.2 36.8 56.9 71.3 83.6: 28.7 16.4
Old : 100.0: 31.3 23.5 3.2 36.8 56.9 71.3 83.6: 28.7 16.4
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 : 76: 32 11 6 22 23 56 38:
Old : 76: 32 11 6 22 23 56 38:
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 : 27.2 58.4 38.8 68.1 26.6 58.3 36.4 65.5
Old : 27.2 58.4 38.8 68.1 26.6 58.3 36.4 65.5
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 - Futures Only, February 14, 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 : 48,092: 8,663 24,526 284 29,411 8,188 38,358 32,998: 9,734 15,094
Old : 48,092: 8,663 24,526 284 29,411 8,188 38,358 32,998: 9,734 15,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 5,266: 332 6,400 -131 5,207 -363 5,408 5,906: -142 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 51.0 0.6 61.2 17.0 79.8 68.6: 20.2 31.4
Old : 100.0: 18.0 51.0 0.6 61.2 17.0 79.8 68.6: 20.2 31.4
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 : 47: 10 17 4 11 14 23 33:
Old : 47: 10 17 4 11 14 23 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 29.7 68.6 41.0 51.4 29.7 66.9 41.0
Old : 53.1 29.7 68.6 41.0 51.4 29.7 66.9 41.0
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 - Futures Only, February 14, 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 : 159,768: 52,461 11,222 650 98,555 142,047 151,666 153,919: 8,102 5,849
Old : 159,768: 52,461 11,222 650 98,555 142,047 151,666 153,919: 8,102 5,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 14,123: 7,847 715 647 2,886 10,511 11,380 11,873: 2,743 2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 7.0 0.4 61.7 88.9 94.9 96.3: 5.1 3.7
Old : 100.0: 32.8 7.0 0.4 61.7 88.9 94.9 96.3: 5.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 47 19 2 20 22 68 43:
Old : 105: 47 19 2 20 22 68 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 63.7 76.9 79.8 57.3 63.7 76.9 78.2
Old : 57.3 63.7 76.9 79.8 57.3 63.7 76.9 78.2
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 - Futures Only, February 14, 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 : 192,071: 29,309 69,908 535 144,022 94,858 173,866 165,301: 18,205 26,770
Old : 192,071: 29,309 69,908 535 144,022 94,858 173,866 165,301: 18,205 26,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -3,662: 1,148 8,625 120 -4,514 -11,959 -3,246 -3,214: -416 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 36.4 0.3 75.0 49.4 90.5 86.1: 9.5 13.9
Old : 100.0: 15.3 36.4 0.3 75.0 49.4 90.5 86.1: 9.5 13.9
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 : 92: 20 30 6 27 27 51 59:
Old : 92: 20 30 6 27 27 51 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 : 48.5 53.3 67.8 63.4 48.4 52.1 67.4 62.2
Old : 48.5 53.3 67.8 63.4 48.4 52.1 67.4 62.2
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 - Futures Only, February 14, 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 : 153,683: 64,096 34,637 86 69,188 83,587 133,370 118,310: 20,313 35,373
Old : 153,683: 64,096 34,637 86 69,188 83,587 133,370 118,310: 20,313 35,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -24,829: -20,751 4,961 16 1,843 -33,979 -18,892 -29,002: -5,937 4,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 22.5 0.1 45.0 54.4 86.8 77.0: 13.2 23.0
Old : 100.0: 41.7 22.5 0.1 45.0 54.4 86.8 77.0: 13.2 23.0
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 : 98: 17 43 5 21 26 43 69:
Old : 98: 17 43 5 21 26 43 69:
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 : 61.9 30.7 70.5 42.6 61.9 30.7 70.2 42.3
Old : 61.9 30.7 70.5 42.6 61.9 30.7 70.2 42.3
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 - Futures Only, February 14, 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 : 291,060: 26,774 175,415 3,391 228,941 53,808 259,106 232,614: 31,954 58,446
Old : 291,060: 26,774 175,415 3,391 228,941 53,808 259,106 232,614: 31,954 58,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 2,403: -5,354 2,694 1,193 6,993 -2,976 2,832 911: -429 1,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 60.3 1.2 78.7 18.5 89.0 79.9: 11.0 20.1
Old : 100.0: 9.2 60.3 1.2 78.7 18.5 89.0 79.9: 11.0 20.1
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 : 177: 19 78 15 51 50 81 132:
Old : 177: 19 78 15 51 50 81 132:
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 : 47.1 33.1 59.6 40.8 47.1 33.1 59.5 40.8
Old : 47.1 33.1 59.6 40.8 47.1 33.1 59.5 40.8
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 - Futures Only, February 14, 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 : 36,704: 29,202 5,332 421 2,769 29,272 32,392 35,025: 4,312 1,679
Old : 36,704: 29,202 5,332 421 2,769 29,272 32,392 35,025: 4,312 1,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 1,684: 1,001 466 41 777 1,032 1,819 1,539: -135 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 14.5 1.1 7.5 79.8 88.3 95.4: 11.7 4.6
Old : 100.0: 79.6 14.5 1.1 7.5 79.8 88.3 95.4: 11.7 4.6
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 : 52: 25 11 2 4 12 30 24:
Old : 52: 25 11 2 4 12 30 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 : 60.2 61.3 71.8 79.9 60.2 61.3 71.8 79.9
Old : 60.2 61.3 71.8 79.9 60.2 61.3 71.8 79.9
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 - Futures Only, February 14, 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 : 8,349,156: 862,795 703,787 1,605,251 5,011,517 5,117,392 7,479,563 7,426,430: 869,593 922,726
Old : 8,349,156: 862,795 703,787 1,605,251 5,011,517 5,117,392 7,479,563 7,426,430: 869,593 922,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 61,314: 29,418 9,994 -8,097 42,641 60,924 63,962 62,821: -2,648 -1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.4 19.2 60.0 61.3 89.6 88.9: 10.4 11.1
Old : 100.0: 10.3 8.4 19.2 60.0 61.3 89.6 88.9: 10.4 11.1
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 : 256: 60 40 80 134 135 237 221:
Old : 256: 60 40 80 134 135 237 221:
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 : 24.3 23.9 37.7 38.4 21.0 19.3 28.8 24.9
Old : 24.3 23.9 37.7 38.4 21.0 19.3 28.8 24.9
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 - Futures Only, February 14, 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 : 796,294: 71,630 112,429 22,419 588,944 573,931 682,992 708,778: 113,302 87,516
Old : 796,294: 71,630 112,429 22,419 588,944 573,931 682,992 708,778: 113,302 87,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -2,302: -2,289 9,871 -3,134 12,980 -74 7,557 6,663: -9,860 -8,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 14.1 2.8 74.0 72.1 85.8 89.0: 14.2 11.0
Old : 100.0: 9.0 14.1 2.8 74.0 72.1 85.8 89.0: 14.2 11.0
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 : 540: 104 103 48 225 229 352 357:
Old : 540: 104 103 48 225 229 352 357:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 13.0 25.1 21.8 14.7 12.4 22.9 19.9
Old : 16.4 13.0 25.1 21.8 14.7 12.4 22.9 19.9
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 - Futures Only, February 14, 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 : 244,939: 10,752 17,601 1,489 165,142 190,015 177,383 209,105: 67,556 35,834
Old : 244,939: 10,752 17,601 1,489 165,142 190,015 177,383 209,105: 67,556 35,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -8,678: 256 -5,549 188 379 -2,731 823 -8,092: -9,501 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 7.2 0.6 67.4 77.6 72.4 85.4: 27.6 14.6
Old : 100.0: 4.4 7.2 0.6 67.4 77.6 72.4 85.4: 27.6 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 : 112: 11 13 5 56 58 70 73:
Old : 112: 11 13 5 56 58 70 73:
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 : 24.5 29.1 35.6 42.2 23.1 28.8 33.9 41.9
Old : 24.5 29.1 35.6 42.2 23.1 28.8 33.9 41.9
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 - Futures Only, February 14, 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 : 2,756,775: 335,508 505,260 73,528 2,119,008 1,919,578 2,528,044 2,498,366: 228,731 258,409
Old : 2,756,775: 335,508 505,260 73,528 2,119,008 1,919,578 2,528,044 2,498,366: 228,731 258,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 31,878: -39,152 50,672 9,818 63,005 13,283 33,671 73,773: -1,793 -41,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 18.3 2.7 76.9 69.6 91.7 90.6: 8.3 9.4
Old : 100.0: 12.2 18.3 2.7 76.9 69.6 91.7 90.6: 8.3 9.4
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 : 515: 101 102 44 200 211 323 335:
Old : 515: 101 102 44 200 211 323 335:
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 : 19.9 12.8 29.3 20.4 19.0 11.8 27.3 18.6
Old : 19.9 12.8 29.3 20.4 19.0 11.8 27.3 18.6
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 - Futures Only, February 14, 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 : 109,029: 12,169 5,584 0 85,523 99,144 97,692 104,728: 11,337 4,301
Old : 109,029: 12,169 5,584 0 85,523 99,144 97,692 104,728: 11,337 4,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: -1,003: 1,938 306 -1,784 -1,758 116 -1,604 -1,362: 601 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 5.1 0.0 78.4 90.9 89.6 96.1: 10.4 3.9
Old : 100.0: 11.2 5.1 0.0 78.4 90.9 89.6 96.1: 10.4 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 : 91: 12 9 0 48 35 60 44:
Old : 91: 12 9 0 48 35 60 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 42.6 47.5 64.6 33.3 42.6 46.6 62.4
Old : 33.6 42.6 47.5 64.6 33.3 42.6 46.6 62.4
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 - Futures Only, February 14, 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 : 106,024: 30,836 5,683 1,528 63,901 93,503 96,266 100,715: 9,758 5,309
Old : 106,024: 30,836 5,683 1,528 63,901 93,503 96,266 100,715: 9,758 5,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 13,212: 2,994 1,198 880 8,694 10,346 12,568 12,424: 643 787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 5.4 1.4 60.3 88.2 90.8 95.0: 9.2 5.0
Old : 100.0: 29.1 5.4 1.4 60.3 88.2 90.8 95.0: 9.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 80 31 12 78 88 163 126:
Old : 250: 80 31 12 78 88 163 126:
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 : 22.1 35.7 34.4 50.4 20.8 31.7 31.3 43.6
Old : 22.1 35.7 34.4 50.4 20.8 31.7 31.3 43.6
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 - Futures Only, February 14, 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 : 18,495: 762 1,225 0 14,580 16,506 15,342 17,731: 3,153 764
Old : 18,495: 762 1,225 0 14,580 16,506 15,342 17,731: 3,153 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 2,764: 472 246 0 2,337 2,457 2,809 2,703: -45 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 6.6 0.0 78.8 89.2 83.0 95.9: 17.0 4.1
Old : 100.0: 4.1 6.6 0.0 78.8 89.2 83.0 95.9: 17.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 0 11 13 13 14:
Old : 25: 2 1 0 11 13 13 14:
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 : 62.1 67.4 75.1 89.8 62.1 67.4 75.0 89.8
Old : 62.1 67.4 75.1 89.8 62.1 67.4 75.0 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 - Futures Only, February 14, 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 : 437,643: 154,182 26,099 3,832 246,605 384,987 404,619 414,918: 33,024 22,725
Old : 437,643: 154,182 26,099 3,832 246,605 384,987 404,619 414,918: 33,024 22,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 52,238: 14,969 7,118 2,041 31,787 39,447 48,797 48,606: 3,441 3,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 6.0 0.9 56.3 88.0 92.5 94.8: 7.5 5.2
Old : 100.0: 35.2 6.0 0.9 56.3 88.0 92.5 94.8: 7.5 5.2
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 : 249: 80 31 11 70 85 154 123:
Old : 249: 80 31 11 70 85 154 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 33.2 38.0 49.2 25.2 33.2 38.0 49.2
Old : 25.2 33.2 38.0 49.2 25.2 33.2 38.0 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, February 14, 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 : 151,885: 93,866 20,125 2,674 21,447 108,889 117,987 131,688: 33,898 20,197
Old : 151,885: 93,866 20,125 2,674 21,447 108,889 117,987 131,688: 33,898 20,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 3,006: -466 888 -20 2,485 153 1,999 1,021: 1,007 1,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 13.3 1.8 14.1 71.7 77.7 86.7: 22.3 13.3
Old : 100.0: 61.8 13.3 1.8 14.1 71.7 77.7 86.7: 22.3 13.3
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 : 90: 35 19 3 19 26 57 45:
Old : 90: 35 19 3 19 26 57 45:
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 : 44.6 50.4 54.5 63.6 44.6 50.0 54.3 62.7
Old : 44.6 50.4 54.5 63.6 44.6 50.0 54.3 62.7
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 - Futures Only, February 14, 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 : 25,302: 4,861 7,812 500 13,340 5,312 18,701 13,624: 6,601 11,678
Old : 25,302: 4,861 7,812 500 13,340 5,312 18,701 13,624: 6,601 11,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 1,228: 164 2 -1 478 -557 641 -556: 587 1,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 30.9 2.0 52.7 21.0 73.9 53.8: 26.1 46.2
Old : 100.0: 19.2 30.9 2.0 52.7 21.0 73.9 53.8: 26.1 46.2
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: 9 8 1 18 6 28 14:
Old : 40: 9 8 1 18 6 28 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 40.2 44.9 48.6 31.8 40.2 44.9 46.6
Old : 31.8 40.2 44.9 48.6 31.8 40.2 44.9 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, February 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 46,081: 11,392 1,026 3,411 22,455 14,494 37,258 18,931: 8,823 27,150
Old : 46,081: 11,392 1,026 3,411 22,455 14,494 37,258 18,931: 8,823 27,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 1,388: -890 -233 939 -2,262 2,859 -2,213 3,565: 3,601 -2,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 2.2 7.4 48.7 31.5 80.9 41.1: 19.1 58.9
Old : 100.0: 24.7 2.2 7.4 48.7 31.5 80.9 41.1: 19.1 58.9
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 : 54: 15 3 4 21 21 36 28:
Old : 54: 15 3 4 21 21 36 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 : 29.7 17.1 46.7 26.0 25.1 14.2 40.7 20.9
Old : 29.7 17.1 46.7 26.0 25.1 14.2 40.7 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, February 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 10,903: 4,484 1,110 13 5,048 9,457 9,545 10,580: 1,358 323
Old : 10,903: 4,484 1,110 13 5,048 9,457 9,545 10,580: 1,358 323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 10.2 0.1 46.3 86.7 87.5 97.0: 12.5 3.0
Old : 100.0: 41.1 10.2 0.1 46.3 86.7 87.5 97.0: 12.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 3 1 6 3 17 6:
Old : 21: 10 3 1 6 3 17 6:
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 : 54.8 94.3 72.0 97.0 49.2 83.3 64.0 86.0
Old : 54.8 94.3 72.0 97.0 49.2 83.3 64.0 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2012