BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 5,720: 476 113 56 4,386 4,881 4,918 5,050: 802 670
Old : 5,720: 476 113 56 4,386 4,881 4,918 5,050: 802 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 380: 49 -5 21 358 450 428 466: -48 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 2.0 1.0 76.7 85.3 86.0 88.3: 14.0 11.7
Old : 100.0: 8.3 2.0 1.0 76.7 85.3 86.0 88.3: 14.0 11.7
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 : 21: 3 2 2 13 10 18 12:
Old : 21: 3 2 2 13 10 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 67.5 78.7 83.1 64.3 66.1 76.8 78.6
Old : 64.3 67.5 78.7 83.1 64.3 66.1 76.8 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 28, 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 : 35,185: 5,781 10,298 1,066 23,871 17,595 30,718 28,959: 4,467 6,226
Old : 35,185: 5,781 10,298 1,066 23,871 17,595 30,718 28,959: 4,467 6,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,186: 271 465 151 1,189 131 1,611 747: -425 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 29.3 3.0 67.8 50.0 87.3 82.3: 12.7 17.7
Old : 100.0: 16.4 29.3 3.0 67.8 50.0 87.3 82.3: 12.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 11 23 9 24 24 40 51:
Old : 76: 11 23 9 24 24 40 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 29.7 63.0 46.7 49.8 28.6 60.8 45.6
Old : 51.6 29.7 63.0 46.7 49.8 28.6 60.8 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, February 28, 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 : 266,858: 82,275 52,885 49,758 103,513 123,267 235,546 225,910: 31,312 40,948
Old : 240,069: 77,815 55,693 40,521 96,973 107,765 215,309 203,979: 24,760 36,090
Other: 26,789: 10,750 3,482 2,947 6,540 15,502 20,237 21,931: 6,552 4,858
: : :
: : Changes in Commitments from: February 21, 2012 :
: 7,948: 2,045 2,271 2,883 868 846 5,796 6,000: 2,152 1,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 19.8 18.6 38.8 46.2 88.3 84.7: 11.7 15.3
Old : 100.0: 32.4 23.2 16.9 40.4 44.9 89.7 85.0: 10.3 15.0
Other: 100.0: 40.1 13.0 11.0 24.4 57.9 75.5 81.9: 24.5 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 99 90 122 49 79 219 245:
Old : 302: 87 107 116 38 77 202 241:
Other: 122: 38 13 16 31 52 78 78:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 17.9 33.8 24.9 18.2 17.1 29.8 23.2
Old : 21.2 18.9 35.3 26.6 20.1 18.1 32.9 24.6
Other: 28.3 22.6 44.3 37.0 25.9 18.7 38.4 32.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 28, 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 : 366,012: 135,674 69,741 55,864 144,466 173,673 336,004 299,278: 30,008 66,734
Old : 366,012: 135,674 69,741 55,864 144,466 173,673 336,004 299,278: 30,008 66,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 8,373: 3,535 6,552 3,580 474 -1,728 7,589 8,404: 784 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 19.1 15.3 39.5 47.5 91.8 81.8: 8.2 18.2
Old : 100.0: 37.1 19.1 15.3 39.5 47.5 91.8 81.8: 8.2 18.2
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 : 446: 144 103 117 71 168 290 327:
Old : 446: 144 103 117 71 168 290 327:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 11.6 32.5 18.2 18.3 11.1 30.3 17.0
Old : 19.7 11.6 32.5 18.2 18.3 11.1 30.3 17.0
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 28, 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 : 10,457: 4,237 3,357 1,587 2,671 3,717 8,495 8,661: 1,962 1,796
Old : 10,457: 4,237 3,357 1,587 2,671 3,717 8,495 8,661: 1,962 1,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 453: 80 88 263 -58 423 285 774: 168 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 32.1 15.2 25.5 35.5 81.2 82.8: 18.8 17.2
Old : 100.0: 40.5 32.1 15.2 25.5 35.5 81.2 82.8: 18.8 17.2
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 : 88: 31 24 16 17 24 60 58:
Old : 88: 31 24 16 17 24 60 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 29.4 53.7 44.6 35.1 25.2 47.5 38.0
Old : 36.4 29.4 53.7 44.6 35.1 25.2 47.5 38.0
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 28, 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 : 56,207: 25,283 8,149 12,155 9,860 12,701 47,298 33,005: 8,909 23,202
Old : 56,207: 25,283 8,149 12,155 9,860 12,701 47,298 33,005: 8,909 23,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,459: 853 28 -86 292 677 1,059 619: 400 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 14.5 21.6 17.5 22.6 84.1 58.7: 15.9 41.3
Old : 100.0: 45.0 14.5 21.6 17.5 22.6 84.1 58.7: 15.9 41.3
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 : 208: 71 43 53 30 71 133 147:
Old : 208: 71 43 53 30 71 133 147:
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 9.3 22.8 15.1 12.4 7.8 20.6 12.2
Old : 14.0 9.3 22.8 15.1 12.4 7.8 20.6 12.2
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 28, 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 : 8,530: 61 4,474 15 7,821 2,683 7,897 7,172: 633 1,358
Old : 8,054: 61 4,384 15 7,368 2,509 7,444 6,908: 610 1,146
Other: 476: 0 90 0 453 174 453 264: 23 212
: : :
: : Changes in Commitments from: February 21, 2012 :
: 747: -5 278 7 588 302 590 587: 157 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 52.5 0.2 91.7 31.5 92.6 84.1: 7.4 15.9
Old : 100.0: 0.8 54.4 0.2 91.5 31.2 92.4 85.8: 7.6 14.2
Other: 100.0: 0.0 18.9 0.0 95.2 36.6 95.2 55.5: 4.8 44.5
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 8 2 12 8 15 16:
Old : 25: 1 8 2 12 8 15 16:
Other: 16: 0 5 0 9 2 9 7:
:----------------------------------------------------------------------------------------------------
: 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 : 81.7 62.8 89.4 78.1 81.7 62.7 88.2 75.8
Old : 81.2 64.9 89.1 79.6 81.2 64.8 88.0 77.3
Other: 89.5 53.4 95.0 55.5 89.5 53.4 95.0 55.5
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, February 28, 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 : 129,332: 11,526 6,742 3,316 113,922 119,186 128,764 129,244: 568 88
Old : 129,332: 11,526 6,742 3,316 113,922 119,186 128,764 129,244: 568 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 4,058: 230 4,952 0 3,727 -878 3,957 4,074: 101 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.2 2.6 88.1 92.2 99.6 99.9: 0.4 0.1
Old : 100.0: 8.9 5.2 2.6 88.1 92.2 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 : 24: 4 4 1 14 15 18 20:
Old : 24: 4 4 1 14 15 18 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 : 74.0 69.3 88.0 85.6 30.4 28.1 38.1 34.6
Old : 74.0 69.3 88.0 85.6 30.4 28.1 38.1 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, February 28, 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 : 136,553: 50,763 28,283 3,292 45,369 86,896 99,424 118,471: 37,129 18,082
Old : 136,553: 50,763 28,283 3,292 45,369 86,896 99,424 118,471: 37,129 18,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 7,304: 2,979 -5,389 -1,194 4,949 13,958 6,734 7,375: 570 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 20.7 2.4 33.2 63.6 72.8 86.8: 27.2 13.2
Old : 100.0: 37.2 20.7 2.4 33.2 63.6 72.8 86.8: 27.2 13.2
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 : 78: 29 13 8 23 25 55 43:
Old : 78: 29 13 8 23 25 55 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 : 32.2 55.1 43.2 65.7 31.1 55.0 40.8 64.1
Old : 32.2 55.1 43.2 65.7 31.1 55.0 40.8 64.1
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 28, 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 : 52,360: 9,775 29,166 127 28,273 9,637 38,175 38,930: 14,185 13,430
Old : 52,360: 9,775 29,166 127 28,273 9,637 38,175 38,930: 14,185 13,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,163: 1,875 1,420 -53 -2,970 1,195 -1,148 2,562: 2,311 -1,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 55.7 0.2 54.0 18.4 72.9 74.4: 27.1 25.6
Old : 100.0: 18.7 55.7 0.2 54.0 18.4 72.9 74.4: 27.1 25.6
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 : 49: 10 18 4 10 16 22 36:
Old : 49: 10 18 4 10 16 22 36:
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 : 45.4 26.4 60.7 40.6 45.4 26.4 59.3 40.4
Old : 45.4 26.4 60.7 40.6 45.4 26.4 59.3 40.4
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 28, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 189,778: 73,810 13,060 876 109,242 172,946 183,928 186,882: 5,850 2,896
Old : 189,778: 73,810 13,060 876 109,242 172,946 183,928 186,882: 5,850 2,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 16,696: 11,035 -290 -799 6,225 17,877 16,461 16,788: 235 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 6.9 0.5 57.6 91.1 96.9 98.5: 3.1 1.5
Old : 100.0: 38.9 6.9 0.5 57.6 91.1 96.9 98.5: 3.1 1.5
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 : 110: 52 21 4 20 20 75 44:
Old : 110: 52 21 4 20 20 75 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 : 52.7 63.2 73.4 82.2 52.7 61.0 72.2 74.2
Old : 52.7 63.2 73.4 82.2 52.7 61.0 72.2 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 28, 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 : 176,885: 26,931 50,166 763 130,209 99,507 157,903 150,436: 18,982 26,449
Old : 176,885: 26,931 50,166 763 130,209 99,507 157,903 150,436: 18,982 26,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -9,783: -686 -8,801 161 -8,826 -1,534 -9,351 -10,174: -432 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 28.4 0.4 73.6 56.3 89.3 85.0: 10.7 15.0
Old : 100.0: 15.2 28.4 0.4 73.6 56.3 89.3 85.0: 10.7 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 22 30 7 22 31 50 62:
Old : 94: 22 30 7 22 31 50 62:
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 : 49.3 45.9 68.6 56.9 49.3 44.9 68.2 55.4
Old : 49.3 45.9 68.6 56.9 49.3 44.9 68.2 55.4
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 28, 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 : 148,310: 51,558 52,761 704 83,362 52,335 135,624 105,800: 12,686 42,510
Old : 148,310: 51,558 52,761 704 83,362 52,335 135,624 105,800: 12,686 42,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -2,241: -10,504 7,956 566 10,823 -13,808 885 -5,286: -3,126 3,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 35.6 0.5 56.2 35.3 91.4 71.3: 8.6 28.7
Old : 100.0: 34.8 35.6 0.5 56.2 35.3 91.4 71.3: 8.6 28.7
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 : 108: 19 49 7 27 24 51 75:
Old : 108: 19 49 7 27 24 51 75:
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 : 51.6 20.8 66.8 31.1 51.6 20.8 66.8 31.0
Old : 51.6 20.8 66.8 31.1 51.6 20.8 66.8 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, February 28, 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 : 271,282: 35,728 145,402 5,488 194,512 63,056 235,728 213,946: 35,554 57,336
Old : 271,282: 35,728 145,402 5,488 194,512 63,056 235,728 213,946: 35,554 57,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -16,243: 6,359 -26,126 2,257 -26,639 11,439 -18,023 -12,430: 1,780 -3,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 53.6 2.0 71.7 23.2 86.9 78.9: 13.1 21.1
Old : 100.0: 13.2 53.6 2.0 71.7 23.2 86.9 78.9: 13.1 21.1
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 : 179: 30 68 17 48 50 89 125:
Old : 179: 30 68 17 48 50 89 125:
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 : 45.1 29.0 55.3 37.5 45.0 29.0 55.2 37.5
Old : 45.1 29.0 55.3 37.5 45.0 29.0 55.2 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, February 28, 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 : 35,159: 27,006 4,892 418 3,110 28,059 30,534 33,369: 4,625 1,790
Old : 35,159: 27,006 4,892 418 3,110 28,059 30,534 33,369: 4,625 1,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -1,730: -2,416 -319 0 398 -1,518 -2,018 -1,837: 288 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 13.9 1.2 8.8 79.8 86.8 94.9: 13.2 5.1
Old : 100.0: 76.8 13.9 1.2 8.8 79.8 86.8 94.9: 13.2 5.1
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 : 53: 25 10 2 7 12 33 23:
Old : 53: 25 10 2 7 12 33 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 : 53.0 59.8 65.1 78.5 53.0 59.8 65.1 78.5
Old : 53.0 59.8 65.1 78.5 53.0 59.8 65.1 78.5
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 28, 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 : 8,567,848: 775,501 711,045 1,763,118 5,190,678 5,147,110 7,729,297 7,621,273: 838,551 946,575
Old : 8,567,848: 775,501 711,045 1,763,118 5,190,678 5,147,110 7,729,297 7,621,273: 838,551 946,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 122,842: -71,163 20,631 68,858 111,297 -4,417 108,992 85,072: 13,850 37,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 8.3 20.6 60.6 60.1 90.2 89.0: 9.8 11.0
Old : 100.0: 9.1 8.3 20.6 60.6 60.1 90.2 89.0: 9.8 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 : 267: 57 45 88 138 143 246 237:
Old : 267: 57 45 88 138 143 246 237:
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 : 22.9 24.2 37.1 38.2 20.2 19.4 26.7 24.2
Old : 22.9 24.2 37.1 38.2 20.2 19.4 26.7 24.2
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 28, 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 : 811,993: 80,391 104,618 22,059 596,662 589,934 699,112 716,611: 112,881 95,382
Old : 811,993: 80,391 104,618 22,059 596,662 589,934 699,112 716,611: 112,881 95,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 3,941: 5,655 -6,039 -3,685 3,134 8,227 5,104 -1,496: -1,163 5,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 12.9 2.7 73.5 72.7 86.1 88.3: 13.9 11.7
Old : 100.0: 9.9 12.9 2.7 73.5 72.7 86.1 88.3: 13.9 11.7
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 : 555: 110 100 48 234 239 362 369:
Old : 555: 110 100 48 234 239 362 369:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 12.6 24.9 21.3 14.7 11.8 22.8 19.6
Old : 16.3 12.6 24.9 21.3 14.7 11.8 22.8 19.6
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 28, 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 : 246,409: 12,424 17,440 1,817 165,213 184,938 179,454 204,195: 66,955 42,214
Old : 246,409: 12,424 17,440 1,817 165,213 184,938 179,454 204,195: 66,955 42,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -1,108: 1,353 -1,867 46 -1,095 -3,421 304 -5,242: -1,412 4,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.1 0.7 67.0 75.1 72.8 82.9: 27.2 17.1
Old : 100.0: 5.0 7.1 0.7 67.0 75.1 72.8 82.9: 27.2 17.1
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 : 105: 10 9 5 55 56 67 68:
Old : 105: 10 9 5 55 56 67 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 : 23.8 28.2 33.7 40.4 22.4 27.9 32.1 40.2
Old : 23.8 28.2 33.7 40.4 22.4 27.9 32.1 40.2
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 28, 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 : 2,827,921: 370,112 466,168 70,934 2,157,245 2,024,978 2,598,291 2,562,080: 229,630 265,841
Old : 2,827,921: 370,112 466,168 70,934 2,157,245 2,024,978 2,598,291 2,562,080: 229,630 265,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 25,245: 16,472 -25,896 -13,616 21,143 58,240 23,999 18,728: 1,246 6,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 16.5 2.5 76.3 71.6 91.9 90.6: 8.1 9.4
Old : 100.0: 13.1 16.5 2.5 76.3 71.6 91.9 90.6: 8.1 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 : 530: 104 101 46 210 222 334 349:
Old : 530: 104 101 46 210 222 334 349:
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 12.8 29.0 20.6 18.9 11.6 27.4 19.2
Old : 19.6 12.8 29.0 20.6 18.9 11.6 27.4 19.2
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 28, 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 : 112,250: 14,863 4,652 0 86,022 103,884 100,885 108,536: 11,365 3,714
Old : 112,250: 14,863 4,652 0 86,022 103,884 100,885 108,536: 11,365 3,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 3,543: 914 -677 0 1,694 4,302 2,608 3,625: 935 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.1 0.0 76.6 92.5 89.9 96.7: 10.1 3.3
Old : 100.0: 13.2 4.1 0.0 76.6 92.5 89.9 96.7: 10.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 13 6 0 52 36 65 42:
Old : 95: 13 6 0 52 36 65 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 44.2 45.6 66.3 31.1 44.2 44.9 63.0
Old : 31.3 44.2 45.6 66.3 31.1 44.2 44.9 63.0
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 28, 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 : 114,795: 30,705 5,582 1,919 73,407 102,296 106,030 109,798: 8,765 4,998
Old : 114,795: 30,705 5,582 1,919 73,407 102,296 106,030 109,798: 8,765 4,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 4,119: 2,396 -598 180 1,110 4,039 3,686 3,621: 433 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 4.9 1.7 63.9 89.1 92.4 95.6: 7.6 4.4
Old : 100.0: 26.7 4.9 1.7 63.9 89.1 92.4 95.6: 7.6 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 78 31 15 80 91 163 133:
Old : 252: 78 31 15 80 91 163 133:
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 : 29.0 38.7 41.2 52.8 28.8 35.0 38.9 48.0
Old : 29.0 38.7 41.2 52.8 28.8 35.0 38.9 48.0
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 28, 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 : 18,544: 1,379 979 0 14,097 16,750 15,476 17,729: 3,068 815
Old : 18,544: 1,379 979 0 14,097 16,750 15,476 17,729: 3,068 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 351: 560 -246 0 -225 493 335 247: 16 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.3 0.0 76.0 90.3 83.5 95.6: 16.5 4.4
Old : 100.0: 7.4 5.3 0.0 76.0 90.3 83.5 95.6: 16.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 0 10 11 14 12:
Old : 25: 4 1 0 10 11 14 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 : 60.0 71.3 74.2 89.6 60.0 71.3 74.1 89.6
Old : 60.0 71.3 74.2 89.6 60.0 71.3 74.1 89.6
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 28, 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 : 481,256: 152,427 28,815 3,797 296,548 427,731 452,772 460,343: 28,484 20,913
Old : 481,256: 152,427 28,815 3,797 296,548 427,731 452,772 460,343: 28,484 20,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 18,841: 10,905 -35 -822 6,673 17,729 16,756 16,872: 2,085 1,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 6.0 0.8 61.6 88.9 94.1 95.7: 5.9 4.3
Old : 100.0: 31.7 6.0 0.8 61.6 88.9 94.1 95.7: 5.9 4.3
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 : 251: 76 33 13 73 90 153 132:
Old : 251: 76 33 13 73 90 153 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 36.5 46.5 49.4 34.4 36.5 46.3 49.4
Old : 34.4 36.5 46.5 49.4 34.4 36.5 46.3 49.4
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 28, 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 : 161,219: 103,665 25,464 2,900 20,156 113,145 126,721 141,509: 34,498 19,710
Old : 161,219: 103,665 25,464 2,900 20,156 113,145 126,721 141,509: 34,498 19,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 11,379: 11,432 7,931 -19 -198 5,323 11,215 13,235: 164 -1,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 15.8 1.8 12.5 70.2 78.6 87.8: 21.4 12.2
Old : 100.0: 64.3 15.8 1.8 12.5 70.2 78.6 87.8: 21.4 12.2
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 : 99: 41 23 6 17 28 62 53:
Old : 99: 41 23 6 17 28 62 53:
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 : 44.5 46.4 55.1 59.9 44.5 46.0 55.1 59.3
Old : 44.5 46.4 55.1 59.9 44.5 46.0 55.1 59.3
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 28, 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 : 36,664: 6,376 11,302 500 22,615 6,143 29,491 17,945: 7,173 18,719
Old : 36,664: 6,376 11,302 500 22,615 6,143 29,491 17,945: 7,173 18,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 5,054: 1,008 1,144 0 4,502 19 5,510 1,163: -456 3,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 30.8 1.4 61.7 16.8 80.4 48.9: 19.6 51.1
Old : 100.0: 17.4 30.8 1.4 61.7 16.8 80.4 48.9: 19.6 51.1
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 : 55: 13 11 1 26 9 40 20:
Old : 55: 13 11 1 26 9 40 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 : 29.1 33.8 42.8 40.9 29.1 33.8 42.8 40.7
Old : 29.1 33.8 42.8 40.9 29.1 33.8 42.8 40.7
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 28, 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 : 45,261: 12,990 4,404 3,072 20,157 26,916 36,219 34,392: 9,042 10,869
Old : 45,261: 12,990 4,404 3,072 20,157 26,916 36,219 34,392: 9,042 10,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 1,507: 1,028 1,895 583 -1,376 4,934 235 7,412: 1,272 -5,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 9.7 6.8 44.5 59.5 80.0 76.0: 20.0 24.0
Old : 100.0: 28.7 9.7 6.8 44.5 59.5 80.0 76.0: 20.0 24.0
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 : 67: 18 8 4 23 25 41 37:
Old : 67: 18 8 4 23 25 41 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 : 27.8 24.0 43.1 39.3 26.8 24.0 39.8 38.3
Old : 27.8 24.0 43.1 39.3 26.8 24.0 39.8 38.3
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 28, 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 : 9,528: 5,353 645 0 2,754 8,742 8,107 9,387: 1,421 141
Old : 9,528: 5,353 645 0 2,754 8,742 8,107 9,387: 1,421 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -183: 996 -344 0 -1,359 175 -363 -169: 180 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 6.8 0.0 28.9 91.8 85.1 98.5: 14.9 1.5
Old : 100.0: 56.2 6.8 0.0 28.9 91.8 85.1 98.5: 14.9 1.5
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 : 22: 11 2 0 6 3 17 5:
Old : 22: 11 2 0 6 3 17 5:
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 : 43.1 97.4 62.6 98.5 43.1 97.4 62.6 98.5
Old : 43.1 97.4 62.6 98.5 43.1 97.4 62.6 98.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2012