BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 13, 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 : 5,652: 393 104 68 4,445 4,788 4,906 4,960: 746 692
Old : 5,652: 393 104 68 4,445 4,788 4,906 4,960: 746 692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 284: 3 4 15 243 210 261 229: 23 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.8 1.2 78.6 84.7 86.8 87.8: 13.2 12.2
Old : 100.0: 7.0 1.8 1.2 78.6 84.7 86.8 87.8: 13.2 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 : 20: 4 1 2 11 10 16 12:
Old : 20: 4 1 2 11 10 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 68.5 80.7 83.5 66.9 68.2 78.3 79.1
Old : 66.9 68.5 80.7 83.5 66.9 68.2 78.3 79.1
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, March 13, 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 : 31,092: 5,120 9,546 853 20,665 14,969 26,638 25,368: 4,454 5,724
Old : 31,092: 5,120 9,546 853 20,665 14,969 26,638 25,368: 4,454 5,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 347: -142 -564 -20 464 611 302 27: 45 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 30.7 2.7 66.5 48.1 85.7 81.6: 14.3 18.4
Old : 100.0: 16.5 30.7 2.7 66.5 48.1 85.7 81.6: 14.3 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 11 21 8 23 23 40 47:
Old : 71: 11 21 8 23 23 40 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 : 51.6 29.2 63.6 45.6 50.4 28.4 61.7 44.3
Old : 51.6 29.2 63.6 45.6 50.4 28.4 61.7 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, March 13, 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 : 256,308: 66,308 53,917 45,224 114,849 117,314 226,381 216,455: 29,927 39,853
Old : 224,877: 61,252 58,281 33,929 106,524 98,673 201,705 190,883: 23,172 33,994
Other: 31,431: 13,230 3,810 3,121 8,325 18,641 24,676 25,572: 6,755 5,859
: : :
: : Changes in Commitments from: March 6, 2012 :
: -12,262: -10,635 -193 -4,482 4,077 -5,879 -11,040 -10,554: -1,222 -1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 21.0 17.6 44.8 45.8 88.3 84.5: 11.7 15.5
Old : 100.0: 27.2 25.9 15.1 47.4 43.9 89.7 84.9: 10.3 15.1
Other: 100.0: 42.1 12.1 9.9 26.5 59.3 78.5 81.4: 21.5 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 96 81 117 52 76 212 235:
Old : 289: 91 100 110 41 75 195 232:
Other: 122: 35 13 19 35 52 80 81:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 16.9 34.0 23.6 19.4 15.9 30.8 21.6
Old : 22.8 18.1 36.3 25.3 22.0 16.8 33.9 23.1
Other: 29.2 21.2 45.4 35.3 28.3 18.6 39.8 30.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 13, 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 : 351,454: 123,752 67,802 54,946 145,603 162,743 324,301 285,491: 27,153 65,963
Old : 351,454: 123,752 67,802 54,946 145,603 162,743 324,301 285,491: 27,153 65,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -13,522: -7,111 2,241 -2,233 -2,708 -13,322 -12,052 -13,314: -1,470 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 19.3 15.6 41.4 46.3 92.3 81.2: 7.7 18.8
Old : 100.0: 35.2 19.3 15.6 41.4 46.3 92.3 81.2: 7.7 18.8
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 : 407: 131 92 118 70 149 265 310:
Old : 407: 131 92 118 70 149 265 310:
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 : 21.7 13.3 34.9 20.5 21.6 12.1 34.4 18.8
Old : 21.7 13.3 34.9 20.5 21.6 12.1 34.4 18.8
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, March 13, 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 : 10,043: 4,034 3,220 1,536 2,594 3,589 8,164 8,345: 1,879 1,698
Old : 10,043: 4,034 3,220 1,536 2,594 3,589 8,164 8,345: 1,879 1,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -334: -120 -126 122 4 27 6 23: -340 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 32.1 15.3 25.8 35.7 81.3 83.1: 18.7 16.9
Old : 100.0: 40.2 32.1 15.3 25.8 35.7 81.3 83.1: 18.7 16.9
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 : 77: 27 20 14 14 21 50 51:
Old : 77: 27 20 14 14 21 50 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 : 36.7 32.0 54.3 47.2 35.9 28.9 48.9 42.1
Old : 36.7 32.0 54.3 47.2 35.9 28.9 48.9 42.1
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, March 13, 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 : 53,578: 22,826 7,645 9,609 10,794 12,289 43,229 29,543: 10,349 24,035
Old : 53,578: 22,826 7,645 9,609 10,794 12,289 43,229 29,543: 10,349 24,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -1,546: -2,464 -248 -424 17 -297 -2,871 -969: 1,325 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 14.3 17.9 20.1 22.9 80.7 55.1: 19.3 44.9
Old : 100.0: 42.6 14.3 17.9 20.1 22.9 80.7 55.1: 19.3 44.9
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 : 185: 61 38 40 31 64 116 126:
Old : 185: 61 38 40 31 64 116 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 9.3 24.7 15.9 14.4 7.9 22.5 13.1
Old : 15.6 9.3 24.7 15.9 14.4 7.9 22.5 13.1
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, March 13, 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 : 8,568: 169 4,433 16 7,686 2,687 7,871 7,136: 697 1,432
Old : 8,039: 142 4,312 16 7,197 2,507 7,355 6,835: 684 1,204
Other: 529: 27 121 0 489 180 516 301: 13 228
: : :
: : Changes in Commitments from: March 6, 2012 :
: 306: 3 170 -5 274 59 272 224: 34 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 51.7 0.2 89.7 31.4 91.9 83.3: 8.1 16.7
Old : 100.0: 1.8 53.6 0.2 89.5 31.2 91.5 85.0: 8.5 15.0
Other: 100.0: 5.1 22.9 0.0 92.4 34.0 97.5 56.9: 2.5 43.1
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 8 3 12 8 16 17:
Old : 26: 2 8 3 12 8 16 17:
Other: 16: 1 4 0 8 3 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 : 81.0 62.3 88.0 77.0 81.0 62.2 87.3 75.5
Old : 80.7 64.4 87.8 78.4 80.7 64.3 86.8 76.8
Other: 89.0 54.8 97.4 56.9 89.0 54.8 97.4 56.9
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, March 13, 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 : 133,461: 11,589 6,828 3,316 117,969 122,994 132,874 133,138: 587 323
Old : 133,461: 11,589 6,828 3,316 117,969 122,994 132,874 133,138: 587 323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 277: 10 204 0 236 -161 246 43: 31 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 5.1 2.5 88.4 92.2 99.6 99.8: 0.4 0.2
Old : 100.0: 8.7 5.1 2.5 88.4 92.2 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 3 1 14 15 18 19:
Old : 23: 4 3 1 14 15 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 69.0 87.4 85.8 29.4 25.3 36.9 33.6
Old : 71.7 69.0 87.4 85.8 29.4 25.3 36.9 33.6
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, March 13, 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 : 172,856: 59,548 32,827 10,051 61,100 111,626 130,699 154,504: 42,157 18,352
Old : 172,856: 59,548 32,827 10,051 61,100 111,626 130,699 154,504: 42,157 18,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 26,085: 3,642 2,953 5,091 14,098 19,440 22,831 27,484: 3,254 -1,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 19.0 5.8 35.3 64.6 75.6 89.4: 24.4 10.6
Old : 100.0: 34.4 19.0 5.8 35.3 64.6 75.6 89.4: 24.4 10.6
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 : 82: 33 14 8 24 23 62 40:
Old : 82: 33 14 8 24 23 62 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 50.4 40.6 68.5 26.6 46.4 33.3 58.2
Old : 28.3 50.4 40.6 68.5 26.6 46.4 33.3 58.2
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, March 13, 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 : 56,305: 9,351 24,149 3,420 33,675 10,630 46,446 38,199: 9,859 18,106
Old : 56,305: 9,351 24,149 3,420 33,675 10,630 46,446 38,199: 9,859 18,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 2,656: 1,237 -3,443 3,072 -200 196 4,109 -175: -1,453 2,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 42.9 6.1 59.8 18.9 82.5 67.8: 17.5 32.2
Old : 100.0: 16.6 42.9 6.1 59.8 18.9 82.5 67.8: 17.5 32.2
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 : 44: 8 15 8 12 14 25 34:
Old : 44: 8 15 8 12 14 25 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 30.2 64.5 41.0 49.1 29.0 62.7 38.5
Old : 49.2 30.2 64.5 41.0 49.1 29.0 62.7 38.5
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, March 13, 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 : 247,777: 86,449 7,557 37,512 115,569 198,917 239,530 243,986: 8,247 3,791
Old : 247,777: 86,449 7,557 37,512 115,569 198,917 239,530 243,986: 8,247 3,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 39,783: 1,935 -10,610 34,481 640 16,121 37,056 39,992: 2,727 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 3.0 15.1 46.6 80.3 96.7 98.5: 3.3 1.5
Old : 100.0: 34.9 3.0 15.1 46.6 80.3 96.7 98.5: 3.3 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 : 115: 57 17 8 21 25 83 48:
Old : 115: 57 17 8 21 25 83 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 60.5 67.5 79.5 38.7 54.2 52.2 62.5
Old : 43.5 60.5 67.5 79.5 38.7 54.2 52.2 62.5
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, March 13, 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 : 202,880: 21,924 63,772 7,246 156,862 103,648 186,032 174,666: 16,848 28,214
Old : 202,880: 21,924 63,772 7,246 156,862 103,648 186,032 174,666: 16,848 28,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 18,776: -384 4,365 6,648 14,837 4,949 21,101 15,962: -2,325 2,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 31.4 3.6 77.3 51.1 91.7 86.1: 8.3 13.9
Old : 100.0: 10.8 31.4 3.6 77.3 51.1 91.7 86.1: 8.3 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 19 32 12 27 29 53 67:
Old : 93: 19 32 12 27 29 53 67:
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 : 45.5 49.9 65.9 58.2 45.2 44.2 64.2 51.6
Old : 45.5 49.9 65.9 58.2 45.2 44.2 64.2 51.6
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, March 13, 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 : 196,396: 22,249 64,629 6,066 156,362 74,440 184,677 145,135: 11,719 51,261
Old : 196,396: 22,249 64,629 6,066 156,362 74,440 184,677 145,135: 11,719 51,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 48,444: -11,032 11,990 4,296 55,174 24,369 48,438 40,655: 6 7,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 32.9 3.1 79.6 37.9 94.0 73.9: 6.0 26.1
Old : 100.0: 11.3 32.9 3.1 79.6 37.9 94.0 73.9: 6.0 26.1
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 : 102: 12 48 7 30 29 47 79:
Old : 102: 12 48 7 30 29 47 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 17.8 69.8 30.9 46.2 11.9 57.8 18.9
Old : 54.9 17.8 69.8 30.9 46.2 11.9 57.8 18.9
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, March 13, 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 : 311,057: 40,325 139,661 14,877 212,175 83,411 267,377 237,949: 43,680 73,108
Old : 311,057: 40,325 139,661 14,877 212,175 83,411 267,377 237,949: 43,680 73,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 26,318: 382 -16,755 8,767 6,601 20,125 15,750 12,137: 10,568 14,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 44.9 4.8 68.2 26.8 86.0 76.5: 14.0 23.5
Old : 100.0: 13.0 44.9 4.8 68.2 26.8 86.0 76.5: 14.0 23.5
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 : 177: 27 75 25 49 50 89 137:
Old : 177: 27 75 25 49 50 89 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 26.7 52.2 34.5 38.0 26.7 50.0 33.8
Old : 38.6 26.7 52.2 34.5 38.0 26.7 50.0 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, March 13, 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 : 32,911: 19,223 6,000 4,454 5,280 20,713 28,957 31,167: 3,954 1,744
Old : 32,911: 19,223 6,000 4,454 5,280 20,713 28,957 31,167: 3,954 1,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 2,961: -4,283 -718 3,971 3,241 -41 2,929 3,212: 32 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 18.2 13.5 16.0 62.9 88.0 94.7: 12.0 5.3
Old : 100.0: 58.4 18.2 13.5 16.0 62.9 88.0 94.7: 12.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 25 8 6 9 14 35 27:
Old : 51: 25 8 6 9 14 35 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 55.9 64.3 76.6 36.1 51.8 47.9 61.0
Old : 49.6 55.9 64.3 76.6 36.1 51.8 47.9 61.0
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, March 13, 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 : 8,870,995: 803,461 856,500 1,902,443 5,386,286 5,209,384 8,092,190 7,968,327: 778,805 902,668
Old : 8,870,995: 803,461 856,500 1,902,443 5,386,286 5,209,384 8,092,190 7,968,327: 778,805 902,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 148,056: -28,185 46,972 67,283 153,511 45,611 192,609 159,866: -44,553 -11,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 9.7 21.4 60.7 58.7 91.2 89.8: 8.8 10.2
Old : 100.0: 9.1 9.7 21.4 60.7 58.7 91.2 89.8: 8.8 10.2
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 : 271: 57 49 88 137 143 246 240:
Old : 271: 57 49 88 137 143 246 240:
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 : 22.5 22.9 36.0 36.5 19.2 17.5 27.6 23.2
Old : 22.5 22.9 36.0 36.5 19.2 17.5 27.6 23.2
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, March 13, 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 : 967,328: 87,438 104,556 40,192 686,658 688,240 814,288 832,988: 153,040 134,340
Old : 967,328: 87,438 104,556 40,192 686,658 688,240 814,288 832,988: 153,040 134,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 120,541: 8,146 -4,635 10,661 76,995 92,652 95,802 98,678: 24,739 21,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.8 4.2 71.0 71.1 84.2 86.1: 15.8 13.9
Old : 100.0: 9.0 10.8 4.2 71.0 71.1 84.2 86.1: 15.8 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 563: 114 104 73 255 244 398 393:
Old : 563: 114 104 73 255 244 398 393:
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 : 14.9 14.2 22.7 21.3 13.6 9.8 20.2 16.4
Old : 14.9 14.2 22.7 21.3 13.6 9.8 20.2 16.4
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, March 13, 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 : 303,611: 12,588 14,499 5,245 208,681 210,694 226,514 230,438: 77,097 73,173
Old : 303,611: 12,588 14,499 5,245 208,681 210,694 226,514 230,438: 77,097 73,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 50,906: -101 -7,139 3,523 42,537 34,240 45,959 30,624: 4,947 20,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 4.8 1.7 68.7 69.4 74.6 75.9: 25.4 24.1
Old : 100.0: 4.1 4.8 1.7 68.7 69.4 74.6 75.9: 25.4 24.1
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 : 108: 11 11 11 70 63 87 79:
Old : 108: 11 11 11 70 63 87 79:
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 : 21.1 24.7 31.3 35.1 19.7 21.6 27.3 30.2
Old : 21.1 24.7 31.3 35.1 19.7 21.6 27.3 30.2
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, March 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,318,585: 419,953 495,986 129,032 2,389,884 2,387,732 2,938,869 3,012,750: 379,716 305,835
Old : 3,318,585: 419,953 495,986 129,032 2,389,884 2,387,732 2,938,869 3,012,750: 379,716 305,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 348,176: 33,722 5,005 43,207 172,288 292,059 249,217 340,271: 98,959 7,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 14.9 3.9 72.0 72.0 88.6 90.8: 11.4 9.2
Old : 100.0: 12.7 14.9 3.9 72.0 72.0 88.6 90.8: 11.4 9.2
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 : 537: 109 103 66 223 228 358 373:
Old : 537: 109 103 66 223 228 358 373:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 11.6 27.3 20.0 17.8 10.4 25.4 17.5
Old : 18.6 11.6 27.3 20.0 17.8 10.4 25.4 17.5
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, March 13, 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 : 126,548: 16,075 6,322 9 100,084 115,150 116,168 121,481: 10,380 5,067
Old : 126,548: 16,075 6,322 9 100,084 115,150 116,168 121,481: 10,380 5,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 14,058: -933 450 9 14,143 12,849 13,219 13,308: 839 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 5.0 0.0 79.1 91.0 91.8 96.0: 8.2 4.0
Old : 100.0: 12.7 5.0 0.0 79.1 91.0 91.8 96.0: 8.2 4.0
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 : 96: 13 5 1 60 47 74 52:
Old : 96: 13 5 1 60 47 74 52:
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 : 32.6 40.6 47.5 59.6 30.5 40.1 44.3 56.9
Old : 32.6 40.6 47.5 59.6 30.5 40.1 44.3 56.9
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, March 13, 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 : 140,207: 33,952 6,324 5,378 88,916 119,961 128,245 131,663: 11,961 8,544
Old : 140,207: 33,952 6,324 5,378 88,916 119,961 128,245 131,663: 11,961 8,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 24,477: 2,446 -625 3,363 16,108 18,774 21,916 21,513: 2,561 2,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 4.5 3.8 63.4 85.6 91.5 93.9: 8.5 6.1
Old : 100.0: 24.2 4.5 3.8 63.4 85.6 91.5 93.9: 8.5 6.1
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 : 260: 87 31 17 88 100 182 142:
Old : 260: 87 31 17 88 100 182 142:
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 : 26.2 33.6 36.4 49.9 23.3 28.1 31.3 39.7
Old : 26.2 33.6 36.4 49.9 23.3 28.1 31.3 39.7
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, March 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 22,693: 1,218 1,348 939 14,723 18,219 16,880 20,506: 5,813 2,187
Old : 22,693: 1,218 1,348 939 14,723 18,219 16,880 20,506: 5,813 2,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 3,075: -238 369 664 -167 865 259 1,898: 2,816 1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.9 4.1 64.9 80.3 74.4 90.4: 25.6 9.6
Old : 100.0: 5.4 5.9 4.1 64.9 80.3 74.4 90.4: 25.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 2 10 12 14 15:
Old : 24: 3 2 2 10 12 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 57.8 66.3 77.2 52.9 56.7 61.2 73.4
Old : 54.3 57.8 66.3 77.2 52.9 56.7 61.2 73.4
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, March 13, 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 : 587,569: 172,792 34,005 13,069 370,966 508,709 556,827 555,783: 30,742 31,786
Old : 587,569: 172,792 34,005 13,069 370,966 508,709 556,827 555,783: 30,742 31,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 107,010: 16,362 -2,025 10,552 81,373 89,547 108,287 98,074: -1,277 8,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 5.8 2.2 63.1 86.6 94.8 94.6: 5.2 5.4
Old : 100.0: 29.4 5.8 2.2 63.1 86.6 94.8 94.6: 5.2 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 87 30 15 84 99 175 141:
Old : 259: 87 30 15 84 99 175 141:
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 : 28.5 31.6 39.2 47.7 27.8 31.3 37.4 42.6
Old : 28.5 31.6 39.2 47.7 27.8 31.3 37.4 42.6
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, March 13, 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 : 200,719: 98,469 31,713 17,037 53,899 131,001 169,405 179,751: 31,314 20,968
Old : 200,719: 98,469 31,713 17,037 53,899 131,001 169,405 179,751: 31,314 20,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 36,712: 2,111 -2,925 13,681 22,367 27,611 38,159 38,367: -1,447 -1,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 15.8 8.5 26.9 65.3 84.4 89.6: 15.6 10.4
Old : 100.0: 49.1 15.8 8.5 26.9 65.3 84.4 89.6: 15.6 10.4
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 : 97: 35 25 12 20 29 66 55:
Old : 97: 35 25 12 20 29 66 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 47.2 59.3 63.4 36.7 34.2 44.1 45.6
Old : 39.9 47.2 59.3 63.4 36.7 34.2 44.1 45.6
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, March 13, 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 : 45,950: 6,291 18,256 0 33,050 5,433 39,341 23,689: 6,609 22,261
Old : 45,950: 6,291 18,256 0 33,050 5,433 39,341 23,689: 6,609 22,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -4,260: 824 6,766 -4,156 587 -10,709 -2,745 -8,099: -1,515 3,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 39.7 0.0 71.9 11.8 85.6 51.6: 14.4 48.4
Old : 100.0: 13.7 39.7 0.0 71.9 11.8 85.6 51.6: 14.4 48.4
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 : 52: 12 12 0 24 6 36 18:
Old : 52: 12 12 0 24 6 36 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 : 37.1 39.5 52.2 45.9 37.1 39.5 52.2 45.9
Old : 37.1 39.5 52.2 45.9 37.1 39.5 52.2 45.9
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, March 13, 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 : 45,893: 19,298 9,259 154 18,205 10,891 37,657 20,304: 8,236 25,589
Old : 45,893: 19,298 9,259 154 18,205 10,891 37,657 20,304: 8,236 25,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -22,747: 5,121 5,285 -10,138 -3,450 -19,062 -8,467 -23,915: -14,280 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 20.2 0.3 39.7 23.7 82.1 44.2: 17.9 55.8
Old : 100.0: 42.0 20.2 0.3 39.7 23.7 82.1 44.2: 17.9 55.8
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 : 56: 16 8 2 19 16 36 25:
Old : 56: 16 8 2 19 16 36 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 19.2 55.4 29.7 42.3 19.2 54.1 29.7
Old : 43.6 19.2 55.4 29.7 42.3 19.2 54.1 29.7
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, March 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (GSCI X $250) :
: : :
All : 11,692: 6,394 828 0 3,673 10,451 10,067 11,279: 1,625 413
Old : 11,692: 6,394 828 0 3,673 10,451 10,067 11,279: 1,625 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 1,342: 143 85 0 989 1,111 1,132 1,196: 210 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 7.1 0.0 31.4 89.4 86.1 96.5: 13.9 3.5
Old : 100.0: 54.7 7.1 0.0 31.4 89.4 86.1 96.5: 13.9 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 : 22: 11 2 0 7 3 18 5:
Old : 22: 11 2 0 7 3 18 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 : 47.9 95.4 66.1 96.5 45.1 87.0 61.1 88.1
Old : 47.9 95.4 66.1 96.5 45.1 87.0 61.1 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2012