BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, April 10, 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 : 5,406: 302 88 55 4,482 4,454 4,839 4,597: 567 809
Old : 5,406: 302 88 55 4,482 4,454 4,839 4,597: 567 809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 118: -4 -1 -3 102 24 95 20: 23 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 1.6 1.0 82.9 82.4 89.5 85.0: 10.5 15.0
Old : 100.0: 5.6 1.6 1.0 82.9 82.4 89.5 85.0: 10.5 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 2 12 10 16 12:
Old : 20: 3 1 2 12 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 : 67.6 66.2 82.5 80.8 67.6 65.5 80.6 75.7
Old : 67.6 66.2 82.5 80.8 67.6 65.5 80.6 75.7
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, April 10, 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 : 27,412: 4,920 7,009 800 18,207 14,620 23,927 22,429: 3,485 4,983
Old : 27,412: 4,920 7,009 800 18,207 14,620 23,927 22,429: 3,485 4,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 315: -181 162 -37 693 346 475 471: -160 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 25.6 2.9 66.4 53.3 87.3 81.8: 12.7 18.2
Old : 100.0: 17.9 25.6 2.9 66.4 53.3 87.3 81.8: 12.7 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 12 14 9 25 21 42 39:
Old : 66: 12 14 9 25 21 42 39:
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 : 49.1 34.8 63.8 52.4 47.8 33.9 61.7 51.5
Old : 49.1 34.8 63.8 52.4 47.8 33.9 61.7 51.5
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, April 10, 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 : 249,364: 63,750 70,452 44,536 112,333 97,687 220,619 212,675: 28,745 36,689
Old : 208,012: 56,642 71,278 32,785 96,771 74,874 186,198 178,937: 21,814 29,075
Other: 41,352: 14,626 6,692 4,233 15,562 22,813 34,421 33,738: 6,931 7,614
: : :
: : Changes in Commitments from: April 3, 2012 :
: -10,052: -230 -2,423 -3,504 -5,205 -2,837 -8,939 -8,764: -1,113 -1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 28.3 17.9 45.0 39.2 88.5 85.3: 11.5 14.7
Old : 100.0: 27.2 34.3 15.8 46.5 36.0 89.5 86.0: 10.5 14.0
Other: 100.0: 35.4 16.2 10.2 37.6 55.2 83.2 81.6: 16.8 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 93 97 115 56 68 218 232:
Old : 287: 85 115 110 40 63 197 224:
Other: 123: 33 19 23 39 51 86 85:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 15.0 34.6 22.4 20.0 13.9 32.1 19.8
Old : 22.6 16.2 35.2 24.2 22.6 14.8 33.7 21.1
Other: 34.5 20.7 50.3 33.7 34.5 18.0 46.7 29.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, April 10, 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 : 345,591: 117,904 81,400 47,907 150,975 159,399 316,786 288,706: 28,805 56,885
Old : 345,591: 117,904 81,400 47,907 150,975 159,399 316,786 288,706: 28,805 56,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -15,748: -7,829 -7,309 -9,758 1,534 3,433 -16,053 -13,634: 305 -2,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 23.6 13.9 43.7 46.1 91.7 83.5: 8.3 16.5
Old : 100.0: 34.1 23.6 13.9 43.7 46.1 91.7 83.5: 8.3 16.5
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 : 412: 115 111 118 88 154 262 342:
Old : 412: 115 111 118 88 154 262 342:
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 : 22.2 12.5 35.4 19.8 22.0 12.2 34.1 18.7
Old : 22.2 12.5 35.4 19.8 22.0 12.2 34.1 18.7
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, April 10, 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 : 10,472: 4,285 4,159 1,519 3,025 3,017 8,829 8,695: 1,643 1,777
Old : 10,472: 4,285 4,159 1,519 3,025 3,017 8,829 8,695: 1,643 1,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -186: -77 -1 33 -50 -112 -94 -80: -92 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 39.7 14.5 28.9 28.8 84.3 83.0: 15.7 17.0
Old : 100.0: 40.9 39.7 14.5 28.9 28.8 84.3 83.0: 15.7 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 28 30 19 21 23 62 63:
Old : 91: 28 30 19 21 23 62 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 29.5 50.9 44.3 34.2 26.8 46.5 40.7
Old : 35.1 29.5 50.9 44.3 34.2 26.8 46.5 40.7
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, April 10, 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 : 40,562: 13,922 5,673 7,655 11,434 9,924 33,011 23,252: 7,551 17,310
Old : 40,562: 13,922 5,673 7,655 11,434 9,924 33,011 23,252: 7,551 17,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -793: -2,387 427 -365 2,700 139 -52 201: -741 -994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 14.0 18.9 28.2 24.5 81.4 57.3: 18.6 42.7
Old : 100.0: 34.3 14.0 18.9 28.2 24.5 81.4 57.3: 18.6 42.7
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 : 154: 35 40 38 38 46 96 110:
Old : 154: 35 40 38 38 46 96 110:
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 : 19.0 11.2 31.9 18.4 17.8 8.3 28.3 13.5
Old : 19.0 11.2 31.9 18.4 17.8 8.3 28.3 13.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, April 10, 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 : 8,462: 189 4,177 55 7,573 2,626 7,817 6,858: 645 1,604
Old : 7,780: 162 3,997 55 6,933 2,443 7,150 6,495: 630 1,285
Other: 682: 27 180 0 640 183 667 363: 15 319
: : :
: : Changes in Commitments from: April 3, 2012 :
: 305: 3 87 9 296 110 308 206: -3 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 49.4 0.6 89.5 31.0 92.4 81.0: 7.6 19.0
Old : 100.0: 2.1 51.4 0.7 89.1 31.4 91.9 83.5: 8.1 16.5
Other: 100.0: 4.0 26.4 0.0 93.8 26.8 97.8 53.2: 2.2 46.8
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 8 4 12 8 17 17:
Old : 27: 2 8 4 12 8 17 17:
Other: 17: 1 4 0 8 4 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 : 82.7 59.5 89.3 74.3 82.7 59.4 88.9 72.6
Old : 82.2 62.0 88.5 76.3 82.2 61.9 88.3 74.8
Other: 90.9 50.4 97.7 53.2 90.9 50.4 97.7 53.2
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, April 10, 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 : 124,330: 10,430 6,491 3,193 110,181 114,637 123,804 124,321: 526 9
Old : 124,330: 10,430 6,491 3,193 110,181 114,637 123,804 124,321: 526 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 561: -780 124 0 1,385 503 605 627: -44 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 5.2 2.6 88.6 92.2 99.6 100.0: 0.4 0.0
Old : 100.0: 8.4 5.2 2.6 88.6 92.2 99.6 100.0: 0.4 0.0
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 : 25: 3 4 1 16 15 19 20:
Old : 25: 3 4 1 16 15 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 73.5 87.8 88.1 31.5 32.5 39.1 38.3
Old : 73.4 73.5 87.8 88.1 31.5 32.5 39.1 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, April 10, 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 : 113,833: 47,992 20,025 1,424 29,950 71,160 79,366 92,609: 34,467 21,224
Old : 113,833: 47,992 20,025 1,424 29,950 71,160 79,366 92,609: 34,467 21,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -12,500: -9,299 -7,779 902 755 -9,422 -7,642 -16,299: -4,858 3,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 17.6 1.3 26.3 62.5 69.7 81.4: 30.3 18.6
Old : 100.0: 42.2 17.6 1.3 26.3 62.5 69.7 81.4: 30.3 18.6
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 : 73: 27 16 6 19 20 49 39:
Old : 73: 27 16 6 19 20 49 39:
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 : 36.1 51.8 45.5 62.8 35.6 51.7 44.7 62.6
Old : 36.1 51.8 45.5 62.8 35.6 51.7 44.7 62.6
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, April 10, 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 : 39,995: 6,548 16,467 168 23,265 6,059 29,981 22,694: 10,014 17,301
Old : 39,995: 6,548 16,467 168 23,265 6,059 29,981 22,694: 10,014 17,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -3,629: -67 -4,824 -61 -770 -3,076 -898 -7,961: -2,731 4,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 41.2 0.4 58.2 15.1 75.0 56.7: 25.0 43.3
Old : 100.0: 16.4 41.2 0.4 58.2 15.1 75.0 56.7: 25.0 43.3
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 : 30: 8 8 1 10 9 18 18:
Old : 30: 8 8 1 10 9 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 : 54.3 36.7 63.9 45.9 54.3 36.7 63.4 45.9
Old : 54.3 36.7 63.9 45.9 54.3 36.7 63.4 45.9
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, April 10, 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 : 174,230: 84,600 16,000 673 82,838 154,705 168,111 171,378: 6,119 2,852
Old : 174,230: 84,600 16,000 673 82,838 154,705 168,111 171,378: 6,119 2,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -1,462: -7,144 8,759 253 6,114 -10,682 -777 -1,670: -685 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 9.2 0.4 47.5 88.8 96.5 98.4: 3.5 1.6
Old : 100.0: 48.6 9.2 0.4 47.5 88.8 96.5 98.4: 3.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 46 28 4 20 17 69 46:
Old : 108: 46 28 4 20 17 69 46:
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 : 51.7 57.8 76.6 80.9 51.7 57.8 74.8 80.9
Old : 51.7 57.8 76.6 80.9 51.7 57.8 74.8 80.9
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, April 10, 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 : 145,522: 29,777 48,561 286 94,248 74,154 124,311 123,001: 21,211 22,521
Old : 145,522: 29,777 48,561 286 94,248 74,154 124,311 123,001: 21,211 22,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 2,862: 515 10,492 126 6,456 -6,655 7,097 3,963: -4,235 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 33.4 0.2 64.8 51.0 85.4 84.5: 14.6 15.5
Old : 100.0: 20.5 33.4 0.2 64.8 51.0 85.4 84.5: 14.6 15.5
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 : 92: 29 26 4 24 23 55 51:
Old : 92: 29 26 4 24 23 55 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 : 45.4 53.4 59.1 61.2 45.3 50.8 58.3 58.7
Old : 45.4 53.4 59.1 61.2 45.3 50.8 58.3 58.7
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, April 10, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 150,875: 16,097 82,181 189 124,239 21,715 140,525 104,085: 10,350 46,790
Old : 150,875: 16,097 82,181 189 124,239 21,715 140,525 104,085: 10,350 46,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 493: 1,534 2,510 43 -632 1,322 945 3,875: -452 -3,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 54.5 0.1 82.3 14.4 93.1 69.0: 6.9 31.0
Old : 100.0: 10.7 54.5 0.1 82.3 14.4 93.1 69.0: 6.9 31.0
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 : 93: 16 41 1 24 17 40 59:
Old : 93: 16 41 1 24 17 40 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 36.7 67.9 46.0 53.7 36.7 67.6 46.0
Old : 54.0 36.7 67.9 46.0 53.7 36.7 67.6 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, April 10, 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 : 274,830: 39,253 140,617 1,180 204,616 66,567 245,049 208,364: 29,781 66,466
Old : 274,830: 39,253 140,617 1,180 204,616 66,567 245,049 208,364: 29,781 66,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 33,824: -582 21,302 -78 37,994 4,448 37,334 25,672: -3,510 8,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 51.2 0.4 74.5 24.2 89.2 75.8: 10.8 24.2
Old : 100.0: 14.3 51.2 0.4 74.5 24.2 89.2 75.8: 10.8 24.2
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 : 165: 26 71 9 44 38 77 111:
Old : 165: 26 71 9 44 38 77 111:
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 : 36.9 32.2 56.4 39.6 36.8 29.9 53.3 36.3
Old : 36.9 32.2 56.4 39.6 36.8 29.9 53.3 36.3
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, April 10, 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 : 21,802: 15,433 8,263 143 2,835 11,762 18,411 20,168: 3,391 1,634
Old : 21,802: 15,433 8,263 143 2,835 11,762 18,411 20,168: 3,391 1,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 1,049: 956 -368 -7 292 1,359 1,241 984: -192 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 37.9 0.7 13.0 53.9 84.4 92.5: 15.6 7.5
Old : 100.0: 70.8 37.9 0.7 13.0 53.9 84.4 92.5: 15.6 7.5
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 : 51: 24 12 1 6 10 30 23:
Old : 51: 24 12 1 6 10 30 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 : 49.1 62.9 63.0 78.1 49.1 62.9 63.0 78.1
Old : 49.1 62.9 63.0 78.1 49.1 62.9 63.0 78.1
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, April 10, 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 : 8,548,758: 732,569 752,975 1,733,035 5,295,410 5,191,211 7,761,014 7,677,221: 787,744 871,537
Old : 8,548,758: 732,569 752,975 1,733,035 5,295,410 5,191,211 7,761,014 7,677,221: 787,744 871,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 110,746: 17,649 44,818 -1,209 94,423 80,900 110,863 124,509: -117 -13,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 8.8 20.3 61.9 60.7 90.8 89.8: 9.2 10.2
Old : 100.0: 8.6 8.8 20.3 61.9 60.7 90.8 89.8: 9.2 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 : 251: 57 37 80 133 135 229 227:
Old : 251: 57 37 80 133 135 229 227:
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 : 22.2 24.0 34.9 36.9 19.1 18.9 25.7 24.1
Old : 22.2 24.0 34.9 36.9 19.1 18.9 25.7 24.1
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, April 10, 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 : 790,586: 86,798 113,035 15,980 544,805 552,282 647,583 681,297: 143,003 109,289
Old : 790,586: 86,798 113,035 15,980 544,805 552,282 647,583 681,297: 143,003 109,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 14,518: 3,666 -2,200 1,065 1,932 10,776 6,664 9,641: 7,855 4,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 14.3 2.0 68.9 69.9 81.9 86.2: 18.1 13.8
Old : 100.0: 11.0 14.3 2.0 68.9 69.9 81.9 86.2: 18.1 13.8
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 : 556: 104 111 52 232 229 364 364:
Old : 556: 104 111 52 232 229 364 364:
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 : 14.8 14.3 22.9 23.3 13.5 13.8 20.9 22.6
Old : 14.8 14.3 22.9 23.3 13.5 13.8 20.9 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, April 10, 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 : 235,498: 12,142 10,050 1,055 158,518 160,114 171,715 171,219: 63,783 64,279
Old : 235,498: 12,142 10,050 1,055 158,518 160,114 171,715 171,219: 63,783 64,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 10,116: -231 3,453 8 8,471 1,766 8,248 5,227: 1,868 4,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 4.3 0.4 67.3 68.0 72.9 72.7: 27.1 27.3
Old : 100.0: 5.2 4.3 0.4 67.3 68.0 72.9 72.7: 27.1 27.3
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 : 116: 11 14 6 61 54 75 71:
Old : 116: 11 14 6 61 54 75 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 22.4 35.3 34.0 22.9 22.2 32.5 33.8
Old : 25.3 22.4 35.3 34.0 22.9 22.2 32.5 33.8
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, April 10, 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 : 2,775,438: 411,521 553,166 36,381 1,931,437 1,960,841 2,379,339 2,550,388: 396,099 225,050
Old : 2,775,438: 411,521 553,166 36,381 1,931,437 1,960,841 2,379,339 2,550,388: 396,099 225,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 22,011: 37,800 -9,949 -13,029 -32,693 45,048 -7,922 22,070: 29,933 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 19.9 1.3 69.6 70.6 85.7 91.9: 14.3 8.1
Old : 100.0: 14.8 19.9 1.3 69.6 70.6 85.7 91.9: 14.3 8.1
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 : 526: 102 107 45 199 209 325 337:
Old : 526: 102 107 45 199 209 325 337:
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 : 17.9 14.1 26.5 22.5 17.1 13.5 24.7 21.4
Old : 17.9 14.1 26.5 22.5 17.1 13.5 24.7 21.4
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, April 10, 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 : 101,351: 11,375 7,143 867 80,935 89,765 93,177 97,775: 8,174 3,576
Old : 101,351: 11,375 7,143 867 80,935 89,765 93,177 97,775: 8,174 3,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 1,082: -1,868 746 727 3,725 -765 2,584 708: -1,502 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 7.0 0.9 79.9 88.6 91.9 96.5: 8.1 3.5
Old : 100.0: 11.2 7.0 0.9 79.9 88.6 91.9 96.5: 8.1 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 : 98: 12 6 1 59 34 71 41:
Old : 98: 12 6 1 59 34 71 41:
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 : 30.0 46.0 42.6 63.8 29.7 45.4 41.2 61.2
Old : 30.0 46.0 42.6 63.8 29.7 45.4 41.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, April 10, 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 : 102,199: 29,710 9,843 1,515 59,148 82,202 90,373 93,561: 11,827 8,638
Old : 102,199: 29,710 9,843 1,515 59,148 82,202 90,373 93,561: 11,827 8,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 12,776: 3,081 1,840 688 2,596 9,007 6,365 11,534: 6,411 1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 9.6 1.5 57.9 80.4 88.4 91.5: 11.6 8.5
Old : 100.0: 29.1 9.6 1.5 57.9 80.4 88.4 91.5: 11.6 8.5
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 : 259: 80 42 12 70 87 157 135:
Old : 259: 80 42 12 70 87 157 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 35.6 39.9 50.1 30.0 33.9 39.9 47.9
Old : 30.0 35.6 39.9 50.1 30.0 33.9 39.9 47.9
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, April 10, 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 : 12,359: 334 1,011 0 5,907 10,225 6,241 11,236: 6,118 1,123
Old : 12,359: 334 1,011 0 5,907 10,225 6,241 11,236: 6,118 1,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 8.2 0.0 47.8 82.7 50.5 90.9: 49.5 9.1
Old : 100.0: 2.7 8.2 0.0 47.8 82.7 50.5 90.9: 49.5 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 : 20: 1 3 0 8 9 9 12:
Old : 20: 1 3 0 8 9 9 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 : 34.9 67.6 48.4 81.4 34.9 67.6 48.4 81.4
Old : 34.9 67.6 48.4 81.4 34.9 67.6 48.4 81.4
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, April 10, 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 : 449,201: 149,774 47,057 4,681 266,203 359,886 420,658 411,624: 28,543 37,577
Old : 449,201: 149,774 47,057 4,681 266,203 359,886 420,658 411,624: 28,543 37,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 2,083: 16,630 7,042 542 -16,554 -6,092 618 1,492: 1,465 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 10.5 1.0 59.3 80.1 93.6 91.6: 6.4 8.4
Old : 100.0: 33.3 10.5 1.0 59.3 80.1 93.6 91.6: 6.4 8.4
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 : 258: 81 41 11 68 84 155 130:
Old : 258: 81 41 11 68 84 155 130:
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 : 33.0 34.7 44.3 49.7 33.0 34.7 44.3 49.7
Old : 33.0 34.7 44.3 49.7 33.0 34.7 44.3 49.7
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, April 10, 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 : 154,070: 79,806 40,377 251 46,393 91,475 126,450 132,103: 27,620 21,967
Old : 154,070: 79,806 40,377 251 46,393 91,475 126,450 132,103: 27,620 21,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 2,245: -6,184 3,706 -878 9,303 -2,536 2,241 292: 4 1,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 26.2 0.2 30.1 59.4 82.1 85.7: 17.9 14.3
Old : 100.0: 51.8 26.2 0.2 30.1 59.4 82.1 85.7: 17.9 14.3
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 : 81: 24 25 5 15 24 42 51:
Old : 81: 24 25 5 15 24 42 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 : 56.5 48.3 67.2 61.7 56.5 47.8 67.0 61.3
Old : 56.5 48.3 67.2 61.7 56.5 47.8 67.0 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, April 10, 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 : 44,073: 10,615 15,967 0 26,890 5,666 37,505 21,633: 6,568 22,440
Old : 44,073: 10,615 15,967 0 26,890 5,666 37,505 21,633: 6,568 22,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -5,585: -1,466 -3,273 -188 -4,491 -132 -6,145 -3,593: 560 -1,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 36.2 0.0 61.0 12.9 85.1 49.1: 14.9 50.9
Old : 100.0: 24.1 36.2 0.0 61.0 12.9 85.1 49.1: 14.9 50.9
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 : 48: 16 7 0 20 9 36 16:
Old : 48: 16 7 0 20 9 36 16:
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 : 45.3 40.0 57.3 45.7 45.3 40.0 57.3 45.7
Old : 45.3 40.0 57.3 45.7 45.3 40.0 57.3 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, April 10, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 46,491: 15,800 3,239 3,926 20,432 14,353 40,158 21,518: 6,333 24,973
Old : 46,491: 15,800 3,239 3,926 20,432 14,353 40,158 21,518: 6,333 24,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -2,948: -2,811 106 101 1,086 933 -1,624 1,140: -1,324 -4,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 7.0 8.4 43.9 30.9 86.4 46.3: 13.6 53.7
Old : 100.0: 34.0 7.0 8.4 43.9 30.9 86.4 46.3: 13.6 53.7
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 : 53: 11 7 3 24 20 36 29:
Old : 53: 11 7 3 24 20 36 29:
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 : 41.7 20.1 57.3 29.7 36.3 16.3 50.7 23.9
Old : 41.7 20.1 57.3 29.7 36.3 16.3 50.7 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2012