MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 21, 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 : 33,999: 5,510 9,833 915 22,682 17,464 29,107 28,212: 4,892 5,787
Old : 33,999: 5,510 9,833 915 22,682 17,464 29,107 28,212: 4,892 5,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 1,096: 345 211 -44 499 321 800 488: 296 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 28.9 2.7 66.7 51.4 85.6 83.0: 14.4 17.0
Old : 100.0: 16.2 28.9 2.7 66.7 51.4 85.6 83.0: 14.4 17.0
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 : 72: 9 20 6 24 25 37 47:
Old : 72: 9 20 6 24 25 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 : 51.3 30.1 64.4 47.2 49.6 29.1 62.6 46.0
Old : 51.3 30.1 64.4 47.2 49.6 29.1 62.6 46.0
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 21, 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 : 258,910: 80,230 50,614 46,875 102,645 122,421 229,750 219,910: 29,160 39,000
Old : 233,879: 76,239 54,148 37,167 97,130 108,079 210,536 199,394: 23,343 34,485
Other: 25,031: 10,894 3,369 2,805 5,515 14,342 19,214 20,516: 5,817 4,515
: : :
: : Changes in Commitments from: February 14, 2012 :
: 3,293: -2,138 -2,900 1,850 3,413 2,766 3,125 1,716: 168 1,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 19.5 18.1 39.6 47.3 88.7 84.9: 11.3 15.1
Old : 100.0: 32.6 23.2 15.9 41.5 46.2 90.0 85.3: 10.0 14.7
Other: 100.0: 43.5 13.5 11.2 22.0 57.3 76.8 82.0: 23.2 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 95 80 116 52 80 221 232:
Old : 296: 88 98 110 43 79 206 229:
Other: 117: 35 14 18 29 48 74 76:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 18.5 34.7 25.6 18.8 18.0 31.0 23.8
Old : 21.7 19.6 36.3 27.2 21.0 18.9 34.2 25.3
Other: 28.9 24.3 46.2 38.9 25.8 20.4 41.5 33.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 21, 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 : 357,639: 132,139 63,189 52,284 143,992 175,401 328,415 290,874: 29,224 66,765
Old : 357,639: 132,139 63,189 52,284 143,992 175,401 328,415 290,874: 29,224 66,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 10,389: 7,901 4,426 4,736 -1,136 1,806 11,501 10,968: -1,112 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 17.7 14.6 40.3 49.0 91.8 81.3: 8.2 18.7
Old : 100.0: 36.9 17.7 14.6 40.3 49.0 91.8 81.3: 8.2 18.7
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 : 445: 157 90 124 77 169 306 325:
Old : 445: 157 90 124 77 169 306 325:
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 11.3 31.8 18.2 17.7 10.8 29.4 16.8
Old : 19.4 11.3 31.8 18.2 17.7 10.8 29.4 16.8
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 - Futures Only, February 21, 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 : 10,004: 4,157 3,269 1,324 2,729 3,294 8,210 7,887: 1,794 2,117
Old : 10,004: 4,157 3,269 1,324 2,729 3,294 8,210 7,887: 1,794 2,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -31: 294 146 -296 38 -89 36 -239: -67 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 32.7 13.2 27.3 32.9 82.1 78.8: 17.9 21.2
Old : 100.0: 41.6 32.7 13.2 27.3 32.9 82.1 78.8: 17.9 21.2
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 : 80: 26 24 14 14 23 52 54:
Old : 80: 26 24 14 14 23 52 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 : 36.8 25.6 54.7 39.6 34.8 22.3 47.9 34.1
Old : 36.8 25.6 54.7 39.6 34.8 22.3 47.9 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, February 21, 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 : 54,748: 24,430 8,121 12,241 9,568 12,024 46,239 32,386: 8,509 22,362
Old : 54,748: 24,430 8,121 12,241 9,568 12,024 46,239 32,386: 8,509 22,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 4,157: 1,837 645 1,881 174 809 3,892 3,335: 265 822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 14.8 22.4 17.5 22.0 84.5 59.2: 15.5 40.8
Old : 100.0: 44.6 14.8 22.4 17.5 22.0 84.5 59.2: 15.5 40.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 71 41 52 29 69 130 141:
Old : 201: 71 41 52 29 69 130 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 9.2 22.8 15.7 11.7 7.7 19.9 12.1
Old : 14.0 9.2 22.8 15.7 11.7 7.7 19.9 12.1
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 21, 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 : 7,783: 66 4,196 8 7,233 2,381 7,307 6,585: 476 1,198
Old : 7,407: 66 4,133 8 6,869 2,224 6,943 6,365: 464 1,042
Other: 376: 0 63 0 364 157 364 220: 12 156
: : :
: : Changes in Commitments from: February 14, 2012 :
: 432: 66 -29 -3 300 282 363 250: 69 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 53.9 0.1 92.9 30.6 93.9 84.6: 6.1 15.4
Old : 100.0: 0.9 55.8 0.1 92.7 30.0 93.7 85.9: 6.3 14.1
Other: 100.0: 0.0 16.8 0.0 96.8 41.8 96.8 58.5: 3.2 41.5
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 6 2 12 8 15 14:
Old : 23: 1 6 2 12 8 15 14:
Other: 15: 0 4 0 9 2 9 6:
:----------------------------------------------------------------------------------------------------
: 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 : 82.4 62.6 90.7 79.3 82.4 62.5 89.3 77.1
Old : 81.9 64.5 90.5 80.4 81.9 64.4 89.1 78.2
Other: 91.5 57.2 96.5 58.5 91.5 57.2 96.5 58.5
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, February 21, 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 : 125,274: 11,296 1,790 3,316 110,195 120,064 124,807 125,170: 467 104
Old : 125,274: 11,296 1,790 3,316 110,195 120,064 124,807 125,170: 467 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 1,803: 1,095 404 123 400 1,258 1,618 1,785: 185 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 1.4 2.6 88.0 95.8 99.6 99.9: 0.4 0.1
Old : 100.0: 9.0 1.4 2.6 88.0 95.8 99.6 99.9: 0.4 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 : 76.4 72.5 88.0 87.9 31.4 29.9 39.3 36.4
Old : 76.4 72.5 88.0 87.9 31.4 29.9 39.3 36.4
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 21, 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 : 129,249: 47,784 33,672 4,486 40,420 72,938 92,690 111,096: 36,559 18,153
Old : 129,249: 47,784 33,672 4,486 40,420 72,938 92,690 111,096: 36,559 18,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 6,353: 9,319 4,773 550 -4,850 3,043 5,019 8,366: 1,334 -2,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 26.1 3.5 31.3 56.4 71.7 86.0: 28.3 14.0
Old : 100.0: 37.0 26.1 3.5 31.3 56.4 71.7 86.0: 28.3 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 30 13 7 22 21 56 37:
Old : 76: 30 13 7 22 21 56 37:
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 : 30.7 56.4 40.8 67.6 29.2 56.2 38.6 66.4
Old : 30.7 56.4 40.8 67.6 29.2 56.2 38.6 66.4
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 21, 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 : 51,197: 7,900 27,746 180 31,243 8,442 39,323 36,368: 11,874 14,829
Old : 51,197: 7,900 27,746 180 31,243 8,442 39,323 36,368: 11,874 14,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 3,105: -763 3,220 -104 1,832 254 965 3,370: 2,140 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 54.2 0.4 61.0 16.5 76.8 71.0: 23.2 29.0
Old : 100.0: 15.4 54.2 0.4 61.0 16.5 76.8 71.0: 23.2 29.0
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 : 47: 9 18 4 10 15 21 35:
Old : 47: 9 18 4 10 15 21 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 32.5 67.2 43.1 51.8 32.5 65.4 43.1
Old : 53.4 32.5 67.2 43.1 51.8 32.5 65.4 43.1
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 21, 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 : 173,082: 62,775 13,350 1,675 103,017 155,069 167,467 170,094: 5,615 2,988
Old : 173,082: 62,775 13,350 1,675 103,017 155,069 167,467 170,094: 5,615 2,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 13,314: 10,314 2,128 1,025 4,462 13,022 15,801 16,175: -2,487 -2,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 7.7 1.0 59.5 89.6 96.8 98.3: 3.2 1.7
Old : 100.0: 36.3 7.7 1.0 59.5 89.6 96.8 98.3: 3.2 1.7
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 : 107: 50 19 6 19 21 74 43:
Old : 107: 50 19 6 19 21 74 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 : 53.3 62.8 75.7 79.9 53.3 60.6 74.1 74.2
Old : 53.3 62.8 75.7 79.9 53.3 60.6 74.1 74.2
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 21, 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 : 186,668: 27,617 58,967 602 139,035 101,041 167,254 160,610: 19,414 26,058
Old : 186,668: 27,617 58,967 602 139,035 101,041 167,254 160,610: 19,414 26,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -5,403: -1,692 -10,941 67 -4,987 6,183 -6,612 -4,691: 1,209 -712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 31.6 0.3 74.5 54.1 89.6 86.0: 10.4 14.0
Old : 100.0: 14.8 31.6 0.3 74.5 54.1 89.6 86.0: 10.4 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 21 31 5 26 28 51 60:
Old : 95: 21 31 5 26 28 51 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 48.5 68.8 59.9 49.0 47.3 68.4 58.6
Old : 49.0 48.5 68.8 59.9 49.0 47.3 68.4 58.6
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 21, 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 : 150,551: 62,062 44,805 138 72,539 66,143 134,739 111,086: 15,812 39,465
Old : 150,551: 62,062 44,805 138 72,539 66,143 134,739 111,086: 15,812 39,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -3,132: -2,034 10,168 52 3,351 -17,444 1,369 -7,224: -4,501 4,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 29.8 0.1 48.2 43.9 89.5 73.8: 10.5 26.2
Old : 100.0: 41.2 29.8 0.1 48.2 43.9 89.5 73.8: 10.5 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 23 46 6 22 24 48 73:
Old : 106: 23 46 6 22 24 48 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 : 59.5 23.8 68.6 34.7 59.5 23.8 68.2 34.4
Old : 59.5 23.8 68.6 34.7 59.5 23.8 68.2 34.4
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 21, 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 : 287,525: 29,369 171,528 3,231 221,151 51,617 253,751 226,376: 33,774 61,149
Old : 287,525: 29,369 171,528 3,231 221,151 51,617 253,751 226,376: 33,774 61,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -3,535: 2,595 -3,887 -160 -7,790 -2,191 -5,355 -6,238: 1,820 2,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 59.7 1.1 76.9 18.0 88.3 78.7: 11.7 21.3
Old : 100.0: 10.2 59.7 1.1 76.9 18.0 88.3 78.7: 11.7 21.3
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 : 176: 22 76 14 46 50 79 130:
Old : 176: 22 76 14 46 50 79 130:
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 : 45.9 32.3 57.6 39.4 45.8 32.3 57.6 39.4
Old : 45.9 32.3 57.6 39.4 45.8 32.3 57.6 39.4
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 21, 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 : 36,889: 29,422 5,211 418 2,712 29,577 32,552 35,206: 4,337 1,683
Old : 36,889: 29,422 5,211 418 2,712 29,577 32,552 35,206: 4,337 1,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 185: 220 -121 -3 -57 305 160 181: 25 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 14.1 1.1 7.4 80.2 88.2 95.4: 11.8 4.6
Old : 100.0: 79.8 14.1 1.1 7.4 80.2 88.2 95.4: 11.8 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 : 54: 28 10 2 5 12 34 23:
Old : 54: 28 10 2 5 12 34 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 60.2 69.7 78.9 58.7 60.2 69.7 78.9
Old : 58.7 60.2 69.7 78.9 58.7 60.2 69.7 78.9
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 21, 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 : 8,445,006: 846,664 690,414 1,694,260 5,079,381 5,151,527 7,620,305 7,536,201: 824,701 908,805
Old : 8,445,006: 846,664 690,414 1,694,260 5,079,381 5,151,527 7,620,305 7,536,201: 824,701 908,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 95,850: -16,131 -13,373 89,009 67,864 34,135 140,742 109,771: -44,892 -13,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.2 20.1 60.1 61.0 90.2 89.2: 9.8 10.8
Old : 100.0: 10.0 8.2 20.1 60.1 61.0 90.2 89.2: 9.8 10.8
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 : 259: 59 42 84 135 136 241 225:
Old : 259: 59 42 84 135 136 241 225:
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 : 23.5 24.2 36.8 38.3 20.5 19.0 27.5 24.3
Old : 23.5 24.2 36.8 38.3 20.5 19.0 27.5 24.3
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 21, 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 : 808,052: 74,736 110,657 25,744 593,528 581,707 694,008 718,107: 114,044 89,945
Old : 808,052: 74,736 110,657 25,744 593,528 581,707 694,008 718,107: 114,044 89,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 11,758: 3,107 -1,772 3,325 4,585 7,776 11,017 9,329: 742 2,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 13.7 3.2 73.5 72.0 85.9 88.9: 14.1 11.1
Old : 100.0: 9.2 13.7 3.2 73.5 72.0 85.9 88.9: 14.1 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 : 547: 105 106 50 227 232 353 367:
Old : 547: 105 106 50 227 232 353 367:
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 : 16.2 13.0 24.7 21.8 14.6 12.3 22.5 19.9
Old : 16.2 13.0 24.7 21.8 14.6 12.3 22.5 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 21, 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 : 247,517: 11,071 19,307 1,771 166,308 188,359 179,150 209,437: 68,367 38,080
Old : 247,517: 11,071 19,307 1,771 166,308 188,359 179,150 209,437: 68,367 38,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 2,578: 319 1,706 282 1,166 -1,656 1,767 332: 811 2,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 7.8 0.7 67.2 76.1 72.4 84.6: 27.6 15.4
Old : 100.0: 4.5 7.8 0.7 67.2 76.1 72.4 84.6: 27.6 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 9 10 4 55 56 66 68:
Old : 104: 9 10 4 55 56 66 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 : 24.1 28.8 34.8 41.4 22.4 28.6 33.1 41.1
Old : 24.1 28.8 34.8 41.4 22.4 28.6 33.1 41.1
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 - Futures Only, February 21, 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 : 2,802,676: 353,640 492,064 84,550 2,136,102 1,966,738 2,574,292 2,543,352: 228,384 259,324
Old : 2,802,676: 353,640 492,064 84,550 2,136,102 1,966,738 2,574,292 2,543,352: 228,384 259,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 45,901: 18,132 -13,196 11,022 17,094 47,160 46,248 44,986: -347 915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 17.6 3.0 76.2 70.2 91.9 90.7: 8.1 9.3
Old : 100.0: 12.6 17.6 3.0 76.2 70.2 91.9 90.7: 8.1 9.3
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 : 523: 102 105 48 202 215 324 348:
Old : 523: 102 105 48 202 215 324 348:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 13.2 28.9 20.8 18.8 11.8 27.0 19.1
Old : 19.6 13.2 28.9 20.8 18.8 11.8 27.0 19.1
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 21, 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 : 108,707: 13,949 5,329 0 84,328 99,582 98,277 104,911: 10,430 3,796
Old : 108,707: 13,949 5,329 0 84,328 99,582 98,277 104,911: 10,430 3,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -322: 1,780 -255 0 -1,195 438 585 183: -907 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.9 0.0 77.6 91.6 90.4 96.5: 9.6 3.5
Old : 100.0: 12.8 4.9 0.0 77.6 91.6 90.4 96.5: 9.6 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 : 93: 13 7 0 50 36 63 43:
Old : 93: 13 7 0 50 36 63 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 : 32.4 43.5 46.9 64.8 32.1 43.5 46.1 62.2
Old : 32.4 43.5 46.9 64.8 32.1 43.5 46.1 62.2
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 21, 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 : 110,676: 28,308 6,180 1,739 72,297 98,257 102,344 106,176: 8,332 4,500
Old : 110,676: 28,308 6,180 1,739 72,297 98,257 102,344 106,176: 8,332 4,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 4,652: -2,528 497 210 8,396 4,754 6,078 5,462: -1,426 -809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 5.6 1.6 65.3 88.8 92.5 95.9: 7.5 4.1
Old : 100.0: 25.6 5.6 1.6 65.3 88.8 92.5 95.9: 7.5 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 : 247: 76 32 11 74 93 155 132:
Old : 247: 76 32 11 74 93 155 132:
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 : 30.7 37.2 42.1 52.0 29.7 33.7 39.6 46.6
Old : 30.7 37.2 42.1 52.0 29.7 33.7 39.6 46.6
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 21, 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 : 18,193: 819 1,225 0 14,322 16,257 15,141 17,482: 3,052 711
Old : 18,193: 819 1,225 0 14,322 16,257 15,141 17,482: 3,052 711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -302: 57 0 0 -258 -249 -201 -249: -101 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 6.7 0.0 78.7 89.4 83.2 96.1: 16.8 3.9
Old : 100.0: 4.5 6.7 0.0 78.7 89.4 83.2 96.1: 16.8 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 : 23: 2 1 0 10 11 12 12:
Old : 23: 2 1 0 10 11 12 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 : 62.5 70.7 76.4 91.3 62.5 70.7 76.3 91.3
Old : 62.5 70.7 76.4 91.3 62.5 70.7 76.3 91.3
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 21, 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 : 462,415: 141,522 28,850 4,619 289,875 410,002 436,016 443,471: 26,399 18,944
Old : 462,415: 141,522 28,850 4,619 289,875 410,002 436,016 443,471: 26,399 18,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 24,772: -12,660 2,751 787 43,270 25,015 31,397 28,553: -6,625 -3,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 6.2 1.0 62.7 88.7 94.3 95.9: 5.7 4.1
Old : 100.0: 30.6 6.2 1.0 62.7 88.7 94.3 95.9: 5.7 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 : 247: 75 34 10 67 92 147 131:
Old : 247: 75 34 10 67 92 147 131:
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 : 35.6 34.6 47.3 48.6 35.6 34.6 47.3 48.6
Old : 35.6 34.6 47.3 48.6 35.6 34.6 47.3 48.6
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 21, 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 : 149,840: 92,233 17,533 2,919 20,354 107,822 115,506 128,274: 34,334 21,566
Old : 149,840: 92,233 17,533 2,919 20,354 107,822 115,506 128,274: 34,334 21,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -2,045: -1,633 -2,592 245 -1,093 -1,067 -2,481 -3,414: 436 1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 11.7 1.9 13.6 72.0 77.1 85.6: 22.9 14.4
Old : 100.0: 61.6 11.7 1.9 13.6 72.0 77.1 85.6: 22.9 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 : 92: 39 17 5 17 28 59 47:
Old : 92: 39 17 5 17 28 59 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 : 43.8 49.3 53.9 62.6 43.8 48.9 53.8 61.8
Old : 43.8 49.3 53.9 62.6 43.8 48.9 53.8 61.8
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 21, 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 : 31,610: 5,368 10,158 500 18,113 6,124 23,981 16,782: 7,629 14,828
Old : 31,610: 5,368 10,158 500 18,113 6,124 23,981 16,782: 7,629 14,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 6,308: 507 2,346 0 4,773 812 5,280 3,158: 1,028 3,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 32.1 1.6 57.3 19.4 75.9 53.1: 24.1 46.9
Old : 100.0: 17.0 32.1 1.6 57.3 19.4 75.9 53.1: 24.1 46.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 12 10 1 22 8 35 18:
Old : 49: 12 10 1 22 8 35 18:
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 : 30.3 35.9 43.2 46.2 30.2 35.9 43.1 44.6
Old : 30.3 35.9 43.2 46.2 30.2 35.9 43.1 44.6
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 21, 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 : 43,754: 11,962 2,509 2,489 21,533 21,982 35,984 26,980: 7,770 16,774
Old : 43,754: 11,962 2,509 2,489 21,533 21,982 35,984 26,980: 7,770 16,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -2,327: 570 1,483 -922 -922 7,488 -1,274 8,049: -1,053 -10,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.7 5.7 49.2 50.2 82.2 61.7: 17.8 38.3
Old : 100.0: 27.3 5.7 5.7 49.2 50.2 82.2 61.7: 17.8 38.3
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 : 63: 15 8 3 23 23 39 33:
Old : 63: 15 8 3 23 23 39 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 : 27.3 20.6 44.0 34.6 26.4 20.1 41.2 32.1
Old : 27.3 20.6 44.0 34.6 26.4 20.1 41.2 32.1
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 21, 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 : 9,711: 4,357 989 0 4,113 8,567 8,470 9,556: 1,241 155
Old : 9,711: 4,357 989 0 4,113 8,567 8,470 9,556: 1,241 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -1,192: -127 -121 -13 -935 -890 -1,075 -1,024: -117 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 10.2 0.0 42.4 88.2 87.2 98.4: 12.8 1.6
Old : 100.0: 44.9 10.2 0.0 42.4 88.2 87.2 98.4: 12.8 1.6
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 : 21: 9 3 0 6 3 15 6:
Old : 21: 9 3 0 6 3 15 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 : 55.2 95.7 71.9 98.4 55.2 95.7 71.9 98.4
Old : 55.2 95.7 71.9 98.4 55.2 95.7 71.9 98.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2012