BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 20, 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 : 5,864: 407 111 73 4,691 4,966 5,171 5,150: 693 714
Old : 5,864: 407 111 73 4,691 4,966 5,171 5,150: 693 714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 212: 14 7 5 246 178 265 190: -53 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.9 1.2 80.0 84.7 88.2 87.8: 11.8 12.2
Old : 100.0: 6.9 1.9 1.2 80.0 84.7 88.2 87.8: 11.8 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 : 21: 4 1 2 12 10 17 12:
Old : 21: 4 1 2 12 10 17 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 : 66.3 68.7 79.6 83.5 66.3 68.2 78.3 78.7
Old : 66.3 68.7 79.6 83.5 66.3 68.2 78.3 78.7
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 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 32,059: 5,544 9,227 955 21,127 15,588 27,626 25,770: 4,433 6,289
Old : 32,059: 5,544 9,227 955 21,127 15,588 27,626 25,770: 4,433 6,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 967: 424 -319 102 462 619 988 402: -21 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 28.8 3.0 65.9 48.6 86.2 80.4: 13.8 19.6
Old : 100.0: 17.3 28.8 3.0 65.9 48.6 86.2 80.4: 13.8 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 11 19 8 24 22 41 44:
Old : 70: 11 19 8 24 22 41 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 : 50.8 29.4 62.6 45.8 49.0 28.7 60.6 44.5
Old : 50.8 29.4 62.6 45.8 49.0 28.7 60.6 44.5
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 20, 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 : 259,062: 63,499 60,415 48,922 117,347 111,254 229,768 220,591: 29,294 38,471
Old : 225,563: 56,793 63,693 38,057 108,022 91,485 202,872 193,235: 22,691 32,328
Other: 33,499: 14,180 4,196 3,391 9,325 19,769 26,896 27,356: 6,603 6,143
: : :
: : Changes in Commitments from: March 13, 2012 :
: 2,754: -2,809 6,498 3,698 2,498 -6,060 3,387 4,136: -633 -1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 23.3 18.9 45.3 42.9 88.7 85.1: 11.3 14.9
Old : 100.0: 25.2 28.2 16.9 47.9 40.6 89.9 85.7: 10.1 14.3
Other: 100.0: 42.3 12.5 10.1 27.8 59.0 80.3 81.7: 19.7 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 86 97 116 54 76 208 246:
Old : 291: 79 114 111 46 73 195 241:
Other: 123: 33 15 23 35 54 83 86:
:----------------------------------------------------------------------------------------------------
: 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 16.5 33.8 23.2 18.8 14.4 29.8 20.1
Old : 22.4 17.9 35.7 25.0 21.4 15.2 32.7 21.5
Other: 30.2 21.2 47.2 35.3 30.1 18.8 42.9 30.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 20, 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 : 350,752: 122,400 69,794 54,796 146,869 161,853 324,065 286,443: 26,687 64,309
Old : 350,752: 122,400 69,794 54,796 146,869 161,853 324,065 286,443: 26,687 64,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -702: -1,352 1,992 -150 1,266 -890 -236 952: -466 -1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 19.9 15.6 41.9 46.1 92.4 81.7: 7.6 18.3
Old : 100.0: 34.9 19.9 15.6 41.9 46.1 92.4 81.7: 7.6 18.3
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 : 396: 139 87 126 72 143 270 305:
Old : 396: 139 87 126 72 143 270 305:
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 : 21.5 13.4 35.2 20.6 21.4 12.4 34.1 19.0
Old : 21.5 13.4 35.2 20.6 21.4 12.4 34.1 19.0
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, March 20, 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 : 10,347: 4,107 3,132 1,621 2,628 3,683 8,356 8,436: 1,991 1,911
Old : 10,347: 4,107 3,132 1,621 2,628 3,683 8,356 8,436: 1,991 1,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 304: 73 -88 85 34 94 192 91: 112 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 30.3 15.7 25.4 35.6 80.8 81.5: 19.2 18.5
Old : 100.0: 39.7 30.3 15.7 25.4 35.6 80.8 81.5: 19.2 18.5
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 : 83: 26 25 16 13 22 51 57:
Old : 83: 26 25 16 13 22 51 57:
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 : 36.6 31.5 53.7 45.7 34.8 27.1 47.7 39.7
Old : 36.6 31.5 53.7 45.7 34.8 27.1 47.7 39.7
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 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 50,777: 20,626 6,659 9,058 10,510 11,810 40,194 27,527: 10,583 23,250
Old : 50,777: 20,626 6,659 9,058 10,510 11,810 40,194 27,527: 10,583 23,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -2,801: -2,200 -986 -551 -284 -479 -3,035 -2,016: 234 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 13.1 17.8 20.7 23.3 79.2 54.2: 20.8 45.8
Old : 100.0: 40.6 13.1 17.8 20.7 23.3 79.2 54.2: 20.8 45.8
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 : 182: 60 36 45 37 59 122 124:
Old : 182: 60 36 45 37 59 122 124:
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 : 15.3 9.3 24.9 16.0 14.4 8.1 22.3 12.8
Old : 15.3 9.3 24.9 16.0 14.4 8.1 22.3 12.8
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 20, 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 : 8,938: 192 4,700 38 7,901 2,774 8,131 7,512: 807 1,426
Old : 8,388: 165 4,558 38 7,391 2,594 7,594 7,190: 794 1,198
Other: 550: 27 142 0 510 180 537 322: 13 228
: : :
: : Changes in Commitments from: March 13, 2012 :
: 370: 23 267 22 215 87 260 376: 110 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 52.6 0.4 88.4 31.0 91.0 84.0: 9.0 16.0
Old : 100.0: 2.0 54.3 0.5 88.1 30.9 90.5 85.7: 9.5 14.3
Other: 100.0: 4.9 25.8 0.0 92.7 32.7 97.6 58.5: 2.4 41.5
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 7 3 12 9 16 17:
Old : 26: 2 7 3 12 9 16 17:
Other: 17: 1 5 0 8 3 9 8:
:----------------------------------------------------------------------------------------------------
: 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 : 80.2 62.6 87.1 76.9 80.2 62.4 86.4 75.8
Old : 79.7 64.5 86.5 78.1 79.7 64.3 85.8 77.0
Other: 89.5 56.4 97.5 58.5 89.5 56.4 97.5 58.5
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, March 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 123,603: 11,686 6,293 3,193 108,199 113,928 123,078 123,414: 525 189
Old : 123,603: 11,686 6,293 3,193 108,199 113,928 123,078 123,414: 525 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -9,858: 97 -535 -123 -9,770 -9,066 -9,796 -9,724: -62 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 5.1 2.6 87.5 92.2 99.6 99.8: 0.4 0.2
Old : 100.0: 9.5 5.1 2.6 87.5 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 : 22: 4 3 1 14 14 18 18:
Old : 22: 4 3 1 14 14 18 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 : 73.9 73.8 88.5 88.5 31.6 32.6 39.7 38.5
Old : 73.9 73.8 88.5 88.5 31.6 32.6 39.7 38.5
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 20, 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 : 189,870: 62,768 20,453 19,971 64,621 127,121 147,360 167,545: 42,510 22,325
Old : 189,870: 62,768 20,453 19,971 64,621 127,121 147,360 167,545: 42,510 22,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 17,014: 3,220 -12,374 9,920 3,521 15,495 16,661 13,041: 353 3,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 10.8 10.5 34.0 67.0 77.6 88.2: 22.4 11.8
Old : 100.0: 33.1 10.8 10.5 34.0 67.0 77.6 88.2: 22.4 11.8
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 : 84: 34 13 8 30 25 68 42:
Old : 84: 34 13 8 30 25 68 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 : 32.7 48.9 45.3 67.8 24.1 45.0 30.9 54.0
Old : 32.7 48.9 45.3 67.8 24.1 45.0 30.9 54.0
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 20, 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 : 43,616: 11,747 22,938 169 22,199 4,140 34,115 27,247: 9,501 16,369
Old : 43,616: 11,747 22,938 169 22,199 4,140 34,115 27,247: 9,501 16,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -12,689: 2,396 -1,211 -3,251 -11,476 -6,490 -12,331 -10,952: -358 -1,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 52.6 0.4 50.9 9.5 78.2 62.5: 21.8 37.5
Old : 100.0: 26.9 52.6 0.4 50.9 9.5 78.2 62.5: 21.8 37.5
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 : 33: 6 14 1 9 8 15 23:
Old : 33: 6 14 1 9 8 15 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 : 56.0 36.7 70.0 46.3 56.0 36.7 70.0 46.3
Old : 56.0 36.7 70.0 46.3 56.0 36.7 70.0 46.3
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 20, 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 : 174,691: 87,482 63,153 273 79,503 106,155 167,258 169,581: 7,433 5,110
Old : 174,691: 87,482 63,153 273 79,503 106,155 167,258 169,581: 7,433 5,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -73,086: 1,033 55,596 -37,239 -36,066 -92,762 -72,272 -74,405: -814 1,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 36.2 0.2 45.5 60.8 95.7 97.1: 4.3 2.9
Old : 100.0: 50.1 36.2 0.2 45.5 60.8 95.7 97.1: 4.3 2.9
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 : 111: 60 15 2 17 21 79 36:
Old : 111: 60 15 2 17 21 79 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 : 53.1 53.6 76.1 79.1 53.1 53.6 74.3 79.1
Old : 53.1 53.6 76.1 79.1 53.1 53.6 74.3 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, March 20, 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 : 141,411: 25,951 41,803 99 96,011 75,197 122,061 117,099: 19,350 24,312
Old : 141,411: 25,951 41,803 99 96,011 75,197 122,061 117,099: 19,350 24,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -61,469: 4,027 -21,969 -7,147 -60,851 -28,451 -63,971 -57,567: 2,502 -3,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 29.6 0.1 67.9 53.2 86.3 82.8: 13.7 17.2
Old : 100.0: 18.4 29.6 0.1 67.9 53.2 86.3 82.8: 13.7 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 : 87: 24 25 2 24 26 49 52:
Old : 87: 24 25 2 24 26 49 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 : 42.6 49.9 61.2 58.0 42.4 48.1 60.6 56.2
Old : 42.6 49.9 61.2 58.0 42.4 48.1 60.6 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, March 20, 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 : 139,769: 34,923 60,744 16 92,729 32,938 127,668 93,698: 12,101 46,071
Old : 139,769: 34,923 60,744 16 92,729 32,938 127,668 93,698: 12,101 46,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -56,627: 12,674 -3,885 -6,050 -63,633 -41,502 -57,009 -51,437: 382 -5,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 43.5 0.0 66.3 23.6 91.3 67.0: 8.7 33.0
Old : 100.0: 25.0 43.5 0.0 66.3 23.6 91.3 67.0: 8.7 33.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 12 48 1 23 20 35 69:
Old : 98: 12 48 1 23 20 35 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 25.0 72.4 35.2 57.4 25.0 72.4 35.2
Old : 57.4 25.0 72.4 35.2 57.4 25.0 72.4 35.2
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 20, 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 : 258,535: 50,416 133,370 1,062 176,529 63,974 228,007 198,406: 30,528 60,129
Old : 258,535: 50,416 133,370 1,062 176,529 63,974 228,007 198,406: 30,528 60,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -52,522: 10,091 -6,291 -13,815 -35,646 -19,437 -39,370 -39,543: -13,152 -12,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 51.6 0.4 68.3 24.7 88.2 76.7: 11.8 23.3
Old : 100.0: 19.5 51.6 0.4 68.3 24.7 88.2 76.7: 11.8 23.3
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 : 163: 26 69 8 45 38 76 110:
Old : 163: 26 69 8 45 38 76 110:
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 : 39.1 32.6 56.9 40.9 38.9 32.6 56.4 40.9
Old : 39.1 32.6 56.9 40.9 38.9 32.6 56.4 40.9
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 20, 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 : 20,288: 14,686 10,476 216 2,300 7,757 17,202 18,449: 3,086 1,839
Old : 20,288: 14,686 10,476 216 2,300 7,757 17,202 18,449: 3,086 1,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -12,623: -4,537 4,476 -4,238 -2,980 -12,956 -11,755 -12,718: -868 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 51.6 1.1 11.3 38.2 84.8 90.9: 15.2 9.1
Old : 100.0: 72.4 51.6 1.1 11.3 38.2 84.8 90.9: 15.2 9.1
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 : 42: 22 9 1 4 7 26 17:
Old : 42: 22 9 1 4 7 26 17:
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 : 52.5 67.2 65.0 80.5 52.5 67.2 64.5 80.5
Old : 52.5 67.2 65.0 80.5 52.5 67.2 64.5 80.5
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, March 20, 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 : 7,996,487: 595,836 696,334 1,758,455 4,895,590 4,650,290 7,249,881 7,105,079: 746,606 891,408
Old : 7,996,487: 595,836 696,334 1,758,455 4,895,590 4,650,290 7,249,881 7,105,079: 746,606 891,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -874,508: -207,625 -160,166 -143,988 -490,696 -559,094 -842,309 -863,248: -32,199 -11,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 8.7 22.0 61.2 58.2 90.7 88.9: 9.3 11.1
Old : 100.0: 7.5 8.7 22.0 61.2 58.2 90.7 88.9: 9.3 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 57 42 79 126 131 223 221:
Old : 246: 57 42 79 126 131 223 221:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 25.1 35.6 38.3 19.1 19.7 26.6 23.8
Old : 22.7 25.1 35.6 38.3 19.1 19.7 26.6 23.8
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 20, 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 : 761,130: 78,944 110,947 12,102 539,048 528,344 630,094 651,393: 131,036 109,737
Old : 761,130: 78,944 110,947 12,102 539,048 528,344 630,094 651,393: 131,036 109,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -206,198: -8,494 6,391 -28,090 -147,610 -159,896 -184,194 -181,595: -22,004 -24,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 14.6 1.6 70.8 69.4 82.8 85.6: 17.2 14.4
Old : 100.0: 10.4 14.6 1.6 70.8 69.4 82.8 85.6: 17.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 547: 104 106 42 221 222 348 347:
Old : 547: 104 106 42 221 222 348 347:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 15.1 26.8 23.6 15.9 14.6 24.7 23.1
Old : 17.6 15.1 26.8 23.6 15.9 14.6 24.7 23.1
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 20, 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 : 222,267: 11,231 5,647 715 151,470 153,400 163,416 159,762: 58,851 62,505
Old : 222,267: 11,231 5,647 715 151,470 153,400 163,416 159,762: 58,851 62,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -81,344: -1,357 -8,852 -4,530 -57,211 -57,294 -63,098 -70,676: -18,246 -10,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.5 0.3 68.1 69.0 73.5 71.9: 26.5 28.1
Old : 100.0: 5.1 2.5 0.3 68.1 69.0 73.5 71.9: 26.5 28.1
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 : 101: 7 11 5 56 49 66 62:
Old : 101: 7 11 5 56 49 66 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 : 27.9 24.1 39.4 36.6 25.9 23.8 36.3 36.3
Old : 27.9 24.1 39.4 36.6 25.9 23.8 36.3 36.3
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 20, 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 : 2,694,315: 347,648 535,583 47,852 1,937,890 1,874,722 2,333,390 2,458,157: 360,925 236,158
Old : 2,694,315: 347,648 535,583 47,852 1,937,890 1,874,722 2,333,390 2,458,157: 360,925 236,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -624,270: -72,305 39,597 -81,180 -451,994 -513,010 -605,479 -554,593: -18,791 -69,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 19.9 1.8 71.9 69.6 86.6 91.2: 13.4 8.8
Old : 100.0: 12.9 19.9 1.8 71.9 69.6 86.6 91.2: 13.4 8.8
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 : 519: 102 104 40 192 203 315 326:
Old : 519: 102 104 40 192 203 315 326:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 14.7 30.7 22.5 20.3 14.1 28.7 21.8
Old : 21.5 14.7 30.7 22.5 20.3 14.1 28.7 21.8
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 20, 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 : 98,947: 13,905 4,539 26 74,890 90,731 88,821 95,296: 10,126 3,651
Old : 98,947: 13,905 4,539 26 74,890 90,731 88,821 95,296: 10,126 3,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -27,601: -2,170 -1,783 17 -25,194 -24,419 -27,347 -26,185: -254 -1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.6 0.0 75.7 91.7 89.8 96.3: 10.2 3.7
Old : 100.0: 14.1 4.6 0.0 75.7 91.7 89.8 96.3: 10.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 13 3 1 52 36 65 40:
Old : 90: 13 3 1 52 36 65 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 : 30.9 45.0 44.5 63.4 30.9 42.2 43.8 60.1
Old : 30.9 45.0 44.5 63.4 30.9 42.2 43.8 60.1
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 20, 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 : 88,340: 26,675 8,599 724 55,647 73,238 83,046 82,562: 5,294 5,779
Old : 88,340: 26,675 8,599 724 55,647 73,238 83,046 82,562: 5,294 5,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -51,867: -7,277 2,275 -4,653 -33,269 -46,722 -45,199 -49,101: -6,668 -2,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 9.7 0.8 63.0 82.9 94.0 93.5: 6.0 6.5
Old : 100.0: 30.2 9.7 0.8 63.0 82.9 94.0 93.5: 6.0 6.5
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 : 253: 78 39 8 67 86 148 130:
Old : 253: 78 39 8 67 86 148 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 32.6 49.7 47.6 36.8 32.6 49.7 47.6
Old : 36.8 32.6 49.7 47.6 36.8 32.6 49.7 47.6
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, March 20, 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 : 441,701: 133,373 42,994 3,622 278,237 366,192 415,232 412,808: 26,469 28,893
Old : 441,701: 133,373 42,994 3,622 278,237 366,192 415,232 412,808: 26,469 28,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -145,868: -39,419 8,989 -9,447 -92,729 -142,517 -141,595 -142,975: -4,273 -2,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 9.7 0.8 63.0 82.9 94.0 93.5: 6.0 6.5
Old : 100.0: 30.2 9.7 0.8 63.0 82.9 94.0 93.5: 6.0 6.5
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 : 253: 78 39 8 67 86 148 130:
Old : 253: 78 39 8 67 86 148 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 32.6 49.7 47.6 36.8 32.6 49.7 47.6
Old : 36.8 32.6 49.7 47.6 36.8 32.6 49.7 47.6
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 20, 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 : 160,387: 97,025 51,834 196 33,030 88,470 130,251 140,500: 30,136 19,887
Old : 160,387: 97,025 51,834 196 33,030 88,470 130,251 140,500: 30,136 19,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -40,332: -1,444 20,121 -16,841 -20,869 -42,531 -39,154 -39,251: -1,178 -1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 32.3 0.1 20.6 55.2 81.2 87.6: 18.8 12.4
Old : 100.0: 60.5 32.3 0.1 20.6 55.2 81.2 87.6: 18.8 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 30 27 5 15 24 49 52:
Old : 90: 30 27 5 15 24 49 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 : 53.3 49.3 63.0 63.1 53.3 48.9 63.0 62.7
Old : 53.3 49.3 63.0 63.1 53.3 48.9 63.0 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, March 20, 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 : 44,910: 6,728 17,379 0 31,361 5,193 38,089 22,572: 6,821 22,338
Old : 44,910: 6,728 17,379 0 31,361 5,193 38,089 22,572: 6,821 22,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -1,040: 437 -877 0 -1,689 -240 -1,252 -1,117: 212 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 38.7 0.0 69.8 11.6 84.8 50.3: 15.2 49.7
Old : 100.0: 15.0 38.7 0.0 69.8 11.6 84.8 50.3: 15.2 49.7
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 : 49: 14 8 0 24 6 38 14:
Old : 49: 14 8 0 24 6 38 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 42.7 52.3 48.0 38.6 42.7 52.3 48.0
Old : 38.6 42.7 52.3 48.0 38.6 42.7 52.3 48.0
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 20, 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 : 45,172: 17,981 3,214 833 19,817 8,483 38,631 12,530: 6,541 32,642
Old : 45,172: 17,981 3,214 833 19,817 8,483 38,631 12,530: 6,541 32,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -721: -1,317 -6,045 679 1,612 -2,408 974 -7,774: -1,695 7,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 7.1 1.8 43.9 18.8 85.5 27.7: 14.5 72.3
Old : 100.0: 39.8 7.1 1.8 43.9 18.8 85.5 27.7: 14.5 72.3
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 : 50: 11 5 2 25 15 37 21:
Old : 50: 11 5 2 25 15 37 21:
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 : 45.6 12.2 59.0 18.3 42.9 12.2 56.3 17.9
Old : 45.6 12.2 59.0 18.3 42.9 12.2 56.3 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2012