BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, April 17, 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 : 5,480: 306 93 63 4,536 4,480 4,905 4,636: 575 844
Old : 5,480: 306 93 63 4,536 4,480 4,905 4,636: 575 844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 74: 4 5 8 54 26 66 39: 8 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 1.7 1.1 82.8 81.8 89.5 84.6: 10.5 15.4
Old : 100.0: 5.6 1.7 1.1 82.8 81.8 89.5 84.6: 10.5 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 67.4 65.3 82.6 80.2 67.4 64.5 80.2 74.8
Old : 67.4 65.3 82.6 80.2 67.4 64.5 80.2 74.8
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 17, 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 : 28,665: 5,252 7,366 835 19,024 15,368 25,111 23,569: 3,554 5,096
Old : 28,665: 5,252 7,366 835 19,024 15,368 25,111 23,569: 3,554 5,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 1,253: 332 357 35 817 748 1,184 1,140: 69 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 25.7 2.9 66.4 53.6 87.6 82.2: 12.4 17.8
Old : 100.0: 18.3 25.7 2.9 66.4 53.6 87.6 82.2: 12.4 17.8
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 : 65: 12 14 12 25 21 43 41:
Old : 65: 12 14 12 25 21 43 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 : 48.3 35.1 64.2 52.4 47.0 34.3 62.2 51.3
Old : 48.3 35.1 64.2 52.4 47.0 34.3 62.2 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, April 17, 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 : 254,266: 69,526 77,645 45,700 112,433 95,175 227,659 218,520: 26,607 35,746
Old : 206,702: 63,546 78,174 32,003 92,233 69,413 187,782 179,590: 18,920 27,112
Other: 47,564: 15,156 8,647 4,521 20,200 25,762 39,877 38,930: 7,687 8,634
: : :
: : Changes in Commitments from: April 10, 2012 :
: 4,902: 5,776 7,193 1,164 100 -2,512 7,040 5,845: -2,138 -943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 30.5 18.0 44.2 37.4 89.5 85.9: 10.5 14.1
Old : 100.0: 30.7 37.8 15.5 44.6 33.6 90.8 86.9: 9.2 13.1
Other: 100.0: 31.9 18.2 9.5 42.5 54.2 83.8 81.8: 16.2 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 92 102 114 59 74 213 251:
Old : 301: 82 121 103 43 69 188 242:
Other: 129: 31 22 23 42 57 88 92:
:----------------------------------------------------------------------------------------------------
: 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 14.1 34.6 21.0 20.0 13.9 32.2 19.9
Old : 22.9 15.0 34.4 23.2 22.9 14.5 33.2 20.8
Other: 36.9 20.6 53.1 34.4 36.9 19.0 51.1 31.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, April 17, 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 : 349,958: 121,014 89,900 45,081 153,892 159,409 319,987 294,390: 29,971 55,568
Old : 349,958: 121,014 89,900 45,081 153,892 159,409 319,987 294,390: 29,971 55,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 4,367: 3,110 8,500 -2,826 2,917 10 3,201 5,684: 1,166 -1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 25.7 12.9 44.0 45.6 91.4 84.1: 8.6 15.9
Old : 100.0: 34.6 25.7 12.9 44.0 45.6 91.4 84.1: 8.6 15.9
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 : 410: 108 111 118 88 154 255 345:
Old : 410: 108 111 118 88 154 255 345:
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 : 22.4 12.4 36.0 19.5 22.3 12.1 35.1 18.8
Old : 22.4 12.4 36.0 19.5 22.3 12.1 35.1 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, April 17, 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 : 9,919: 4,321 4,327 975 3,073 2,907 8,369 8,209: 1,550 1,710
Old : 9,919: 4,321 4,327 975 3,073 2,907 8,369 8,209: 1,550 1,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -553: 36 168 -544 48 -110 -460 -486: -93 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 43.6 9.8 31.0 29.3 84.4 82.8: 15.6 17.2
Old : 100.0: 43.6 43.6 9.8 31.0 29.3 84.4 82.8: 15.6 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 29 28 13 22 23 57 59:
Old : 88: 29 28 13 22 23 57 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 : 36.1 29.5 53.9 44.7 36.1 28.0 49.5 41.8
Old : 36.1 29.5 53.9 44.7 36.1 28.0 49.5 41.8
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 17, 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 : 40,413: 14,693 7,453 6,670 12,601 9,707 33,964 23,830: 6,449 16,583
Old : 40,413: 14,693 7,453 6,670 12,601 9,707 33,964 23,830: 6,449 16,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -149: 771 1,780 -985 1,167 -217 953 578: -1,102 -727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 18.4 16.5 31.2 24.0 84.0 59.0: 16.0 41.0
Old : 100.0: 36.4 18.4 16.5 31.2 24.0 84.0 59.0: 16.0 41.0
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 : 157: 36 43 36 37 48 94 112:
Old : 157: 36 43 36 37 48 94 112:
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 : 20.7 11.6 34.1 19.4 18.8 8.5 30.1 14.3
Old : 20.7 11.6 34.1 19.4 18.8 8.5 30.1 14.3
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 17, 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 : 9,061: 325 4,520 61 8,113 3,000 8,499 7,581: 562 1,480
Old : 8,272: 296 4,316 61 7,366 2,781 7,723 7,158: 549 1,114
Other: 789: 29 204 0 747 219 776 423: 13 366
: : :
: : Changes in Commitments from: April 10, 2012 :
: 599: 136 343 6 540 374 682 723: -83 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 49.9 0.7 89.5 33.1 93.8 83.7: 6.2 16.3
Old : 100.0: 3.6 52.2 0.7 89.0 33.6 93.4 86.5: 6.6 13.5
Other: 100.0: 3.7 25.9 0.0 94.7 27.8 98.4 53.6: 1.6 46.4
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 11 4 14 10 20 21:
Old : 33: 2 11 4 14 10 20 21:
Other: 20: 2 4 0 10 4 12 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 60.1 88.1 73.4 80.2 59.9 87.5 71.2
Old : 79.6 61.6 87.3 75.7 79.6 61.4 86.9 73.6
Other: 87.3 51.2 97.1 53.6 87.3 51.2 97.1 53.6
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, April 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 125,366: 9,306 6,318 3,258 112,142 115,706 124,706 125,282: 660 84
Old : 125,366: 9,306 6,318 3,258 112,142 115,706 124,706 125,282: 660 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 1,036: -1,124 -173 65 1,961 1,069 902 961: 134 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.0 2.6 89.5 92.3 99.5 99.9: 0.5 0.1
Old : 100.0: 7.4 5.0 2.6 89.5 92.3 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 3 2 16 16 20 21:
Old : 26: 4 3 2 16 16 20 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 : 73.1 72.6 87.3 87.2 31.1 31.9 38.3 37.8
Old : 73.1 72.6 87.3 87.2 31.1 31.9 38.3 37.8
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 17, 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 : 128,841: 58,319 20,291 540 31,141 89,592 90,000 110,423: 38,841 18,418
Old : 128,841: 58,319 20,291 540 31,141 89,592 90,000 110,423: 38,841 18,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 15,008: 10,327 266 -884 1,191 18,432 10,634 17,814: 4,374 -2,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 15.7 0.4 24.2 69.5 69.9 85.7: 30.1 14.3
Old : 100.0: 45.3 15.7 0.4 24.2 69.5 69.9 85.7: 30.1 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 : 84: 36 12 6 20 25 59 40:
Old : 84: 36 12 6 20 25 59 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 : 32.9 50.1 41.4 66.3 32.4 50.0 40.7 65.8
Old : 32.9 50.1 41.4 66.3 32.4 50.0 40.7 65.8
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 17, 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 : 41,358: 6,040 19,802 98 25,816 4,669 31,954 24,569: 9,404 16,789
Old : 41,358: 6,040 19,802 98 25,816 4,669 31,954 24,569: 9,404 16,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 1,363: -508 3,335 -70 2,551 -1,390 1,973 1,875: -610 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 47.9 0.2 62.4 11.3 77.3 59.4: 22.7 40.6
Old : 100.0: 14.6 47.9 0.2 62.4 11.3 77.3 59.4: 22.7 40.6
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 : 35: 6 12 1 12 9 18 22:
Old : 35: 6 12 1 12 9 18 22:
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 : 52.9 33.9 64.3 44.7 52.9 33.9 64.2 44.7
Old : 52.9 33.9 64.3 44.7 52.9 33.9 64.2 44.7
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 17, 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 : 167,618: 63,848 17,747 580 96,911 147,071 161,339 165,398: 6,279 2,220
Old : 167,618: 63,848 17,747 580 96,911 147,071 161,339 165,398: 6,279 2,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -6,612: -20,752 1,747 -93 14,073 -7,634 -6,772 -5,980: 160 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 10.6 0.3 57.8 87.7 96.3 98.7: 3.7 1.3
Old : 100.0: 38.1 10.6 0.3 57.8 87.7 96.3 98.7: 3.7 1.3
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 : 104: 43 27 5 19 18 64 48:
Old : 104: 43 27 5 19 18 64 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 59.0 78.5 80.5 55.8 59.0 76.6 80.5
Old : 55.8 59.0 78.5 80.5 55.8 59.0 76.6 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, April 17, 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 : 157,015: 33,221 46,272 592 98,107 89,706 131,920 136,570: 25,095 20,445
Old : 157,015: 33,221 46,272 592 98,107 89,706 131,920 136,570: 25,095 20,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 11,493: 3,444 -2,289 306 3,859 15,552 7,609 13,569: 3,884 -2,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 29.5 0.4 62.5 57.1 84.0 87.0: 16.0 13.0
Old : 100.0: 21.2 29.5 0.4 62.5 57.1 84.0 87.0: 16.0 13.0
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 : 89: 29 19 3 25 26 56 46:
Old : 89: 29 19 3 25 26 56 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 : 43.5 55.2 57.0 66.0 43.4 52.4 55.5 63.3
Old : 43.5 55.2 57.0 66.0 43.4 52.4 55.5 63.3
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 17, 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 : 144,168: 16,917 74,720 136 117,949 26,308 135,002 101,164: 9,166 43,004
Old : 144,168: 16,917 74,720 136 117,949 26,308 135,002 101,164: 9,166 43,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -6,707: 820 -7,461 -53 -6,290 4,593 -5,523 -2,921: -1,184 -3,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 51.8 0.1 81.8 18.2 93.6 70.2: 6.4 29.8
Old : 100.0: 11.7 51.8 0.1 81.8 18.2 93.6 70.2: 6.4 29.8
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 : 93: 15 44 2 22 17 38 62:
Old : 93: 15 44 2 22 17 38 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 : 56.7 35.0 70.9 43.6 56.7 35.0 70.6 43.6
Old : 56.7 35.0 70.9 43.6 56.7 35.0 70.6 43.6
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 17, 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 : 295,844: 40,310 158,435 1,609 226,108 70,285 268,027 230,329: 27,817 65,515
Old : 295,844: 40,310 158,435 1,609 226,108 70,285 268,027 230,329: 27,817 65,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 21,014: 1,057 17,818 429 21,492 3,718 22,978 21,965: -1,964 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 53.6 0.5 76.4 23.8 90.6 77.9: 9.4 22.1
Old : 100.0: 13.6 53.6 0.5 76.4 23.8 90.6 77.9: 9.4 22.1
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 : 178: 31 77 15 45 40 88 120:
Old : 178: 31 77 15 45 40 88 120:
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 : 39.4 33.7 56.8 40.9 39.3 32.6 56.6 39.8
Old : 39.4 33.7 56.8 40.9 39.3 32.6 56.6 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, April 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 17,699: 15,816 13,686 166 1,379 3,363 17,361 17,215: 338 484
Old : 17,699: 15,816 13,686 166 1,379 3,363 17,361 17,215: 338 484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 77.3 0.9 7.8 19.0 98.1 97.3: 1.9 2.7
Old : 100.0: 89.4 77.3 0.9 7.8 19.0 98.1 97.3: 1.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 2 2 4 4 16 8:
Old : 21: 12 2 2 4 4 16 8:
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 : 85.2 93.2 92.1 97.3 84.3 93.2 91.1 96.2
Old : 85.2 93.2 92.1 97.3 84.3 93.2 91.1 96.2
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 17, 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 : 23,952: 16,999 5,060 0 3,151 17,201 20,150 22,261: 3,802 1,691
Old : 23,952: 16,999 5,060 0 3,151 17,201 20,150 22,261: 3,802 1,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 2,150: 1,566 -3,203 -143 316 5,439 1,739 2,093: 411 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 21.1 0.0 13.2 71.8 84.1 92.9: 15.9 7.1
Old : 100.0: 71.0 21.1 0.0 13.2 71.8 84.1 92.9: 15.9 7.1
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 : 50: 24 10 0 6 10 30 20:
Old : 50: 24 10 0 6 10 30 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 : 48.7 66.7 62.4 80.5 48.7 66.7 62.4 80.5
Old : 48.7 66.7 62.4 80.5 48.7 66.7 62.4 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, April 17, 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 : 8,517,016: 826,092 841,912 1,592,186 5,258,610 5,164,864 7,676,888 7,598,962: 840,128 918,054
Old : 8,517,016: 826,092 841,912 1,592,186 5,258,610 5,164,864 7,676,888 7,598,962: 840,128 918,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -31,742: 93,523 88,937 -140,849 -36,800 -26,347 -84,126 -78,259: 52,384 46,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.9 18.7 61.7 60.6 90.1 89.2: 9.9 10.8
Old : 100.0: 9.7 9.9 18.7 61.7 60.6 90.1 89.2: 9.9 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 54 41 78 132 137 228 228:
Old : 254: 54 41 78 132 137 228 228:
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 : 21.9 23.0 34.5 35.9 19.4 18.0 27.0 23.9
Old : 21.9 23.0 34.5 35.9 19.4 18.0 27.0 23.9
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 17, 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 : 796,135: 92,587 108,560 16,679 539,870 557,196 649,136 682,435: 147,000 113,701
Old : 796,135: 92,587 108,560 16,679 539,870 557,196 649,136 682,435: 147,000 113,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 5,550: 5,789 -4,475 699 -4,936 4,913 1,553 1,138: 3,997 4,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.6 2.1 67.8 70.0 81.5 85.7: 18.5 14.3
Old : 100.0: 11.6 13.6 2.1 67.8 70.0 81.5 85.7: 18.5 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 : 573: 105 118 54 235 233 365 381:
Old : 573: 105 118 54 235 233 365 381:
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 : 14.7 14.0 22.6 22.9 13.4 13.5 20.8 22.4
Old : 14.7 14.0 22.6 22.9 13.4 13.5 20.8 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, April 17, 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 : 235,260: 14,515 6,639 1,569 154,044 156,297 170,128 164,505: 65,132 70,755
Old : 235,260: 14,515 6,639 1,569 154,044 156,297 170,128 164,505: 65,132 70,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -238: 2,373 -3,411 514 -4,474 -3,817 -1,587 -6,714: 1,349 6,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.8 0.7 65.5 66.4 72.3 69.9: 27.7 30.1
Old : 100.0: 6.2 2.8 0.7 65.5 66.4 72.3 69.9: 27.7 30.1
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 : 112: 12 15 7 58 51 74 69:
Old : 112: 12 15 7 58 51 74 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 : 25.3 21.7 35.3 33.3 23.0 21.3 32.6 33.0
Old : 25.3 21.7 35.3 33.3 23.0 21.3 32.6 33.0
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 17, 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 : 2,804,377: 417,430 536,676 48,480 1,929,128 2,004,493 2,395,038 2,589,649: 409,339 214,728
Old : 2,804,377: 417,430 536,676 48,480 1,929,128 2,004,493 2,395,038 2,589,649: 409,339 214,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 28,939: 5,909 -16,490 12,099 -2,309 43,652 15,699 39,261: 13,240 -10,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 19.1 1.7 68.8 71.5 85.4 92.3: 14.6 7.7
Old : 100.0: 14.9 19.1 1.7 68.8 71.5 85.4 92.3: 14.6 7.7
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 : 547: 101 117 48 205 215 329 358:
Old : 547: 101 117 48 205 215 329 358:
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 : 17.4 14.0 26.0 22.4 16.8 13.5 24.5 21.9
Old : 17.4 14.0 26.0 22.4 16.8 13.5 24.5 21.9
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 17, 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 : 100,021: 13,813 8,177 0 77,146 88,169 90,959 96,346: 9,062 3,675
Old : 100,021: 13,813 8,177 0 77,146 88,169 90,959 96,346: 9,062 3,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -1,330: 2,438 1,034 -867 -3,789 -1,596 -2,218 -1,429: 888 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 8.2 0.0 77.1 88.2 90.9 96.3: 9.1 3.7
Old : 100.0: 13.8 8.2 0.0 77.1 88.2 90.9 96.3: 9.1 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 : 100: 13 7 0 59 35 72 42:
Old : 100: 13 7 0 59 35 72 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 : 32.3 45.6 43.9 62.5 32.3 45.3 43.7 62.3
Old : 32.3 45.6 43.9 62.5 32.3 45.3 43.7 62.3
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 17, 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 : 101,027: 30,161 6,876 1,016 59,096 86,136 90,273 94,028: 10,755 6,999
Old : 101,027: 30,161 6,876 1,016 59,096 86,136 90,273 94,028: 10,755 6,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -1,172: 451 -2,967 -500 -51 3,934 -100 467: -1,072 -1,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 6.8 1.0 58.5 85.3 89.4 93.1: 10.6 6.9
Old : 100.0: 29.9 6.8 1.0 58.5 85.3 89.4 93.1: 10.6 6.9
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 : 244: 74 34 13 70 87 151 129:
Old : 244: 74 34 13 70 87 151 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 38.9 40.5 53.8 29.1 36.5 40.5 50.6
Old : 29.1 38.9 40.5 53.8 29.1 36.5 40.5 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, April 17, 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 : 12,989: 672 486 0 6,989 11,674 7,661 12,160: 5,328 829
Old : 12,989: 672 486 0 6,989 11,674 7,661 12,160: 5,328 829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 630: 338 -525 0 1,082 1,449 1,420 924: -790 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 3.7 0.0 53.8 89.9 59.0 93.6: 41.0 6.4
Old : 100.0: 5.2 3.7 0.0 53.8 89.9 59.0 93.6: 41.0 6.4
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 : 21: 2 1 0 8 11 10 12:
Old : 21: 2 1 0 8 11 10 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 : 40.8 68.1 54.3 82.8 40.8 68.1 54.3 82.7
Old : 40.8 68.1 54.3 82.8 40.8 68.1 54.3 82.7
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 17, 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 : 440,192: 150,633 35,140 1,889 260,537 372,311 413,059 409,340: 27,133 30,852
Old : 440,192: 150,633 35,140 1,889 260,537 372,311 413,059 409,340: 27,133 30,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -9,009: 859 -11,917 -2,792 -5,666 12,425 -7,599 -2,284: -1,410 -6,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 8.0 0.4 59.2 84.6 93.8 93.0: 6.2 7.0
Old : 100.0: 34.2 8.0 0.4 59.2 84.6 93.8 93.0: 6.2 7.0
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 : 243: 73 35 12 68 83 148 124:
Old : 243: 73 35 12 68 83 148 124:
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 : 32.3 37.4 45.3 53.3 32.3 37.4 45.3 53.3
Old : 32.3 37.4 45.3 53.3 32.3 37.4 45.3 53.3
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 17, 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 : 148,796: 83,830 35,409 182 36,524 94,156 120,536 129,747: 28,260 19,049
Old : 148,796: 83,830 35,409 182 36,524 94,156 120,536 129,747: 28,260 19,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -5,274: 4,024 -4,968 -69 -9,869 2,681 -5,914 -2,356: 640 -2,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 23.8 0.1 24.5 63.3 81.0 87.2: 19.0 12.8
Old : 100.0: 56.3 23.8 0.1 24.5 63.3 81.0 87.2: 19.0 12.8
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 : 80: 27 22 3 14 24 44 46:
Old : 80: 27 22 3 14 24 44 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 : 53.8 49.7 65.0 64.0 53.8 49.3 64.8 63.5
Old : 53.8 49.7 65.0 64.0 53.8 49.3 64.8 63.5
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 17, 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 : 42,771: 9,764 14,658 0 26,111 4,840 35,875 19,498: 6,896 23,273
Old : 42,771: 9,764 14,658 0 26,111 4,840 35,875 19,498: 6,896 23,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -1,302: -851 -1,309 0 -779 -826 -1,630 -2,135: 328 833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 34.3 0.0 61.0 11.3 83.9 45.6: 16.1 54.4
Old : 100.0: 22.8 34.3 0.0 61.0 11.3 83.9 45.6: 16.1 54.4
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 : 44: 15 7 0 19 5 34 12:
Old : 44: 15 7 0 19 5 34 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 : 46.4 39.2 58.7 43.9 46.4 39.2 58.7 43.9
Old : 46.4 39.2 58.7 43.9 46.4 39.2 58.7 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, April 17, 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 : 62,892: 15,814 3,423 7,350 27,005 14,452 50,169 25,225: 12,723 37,667
Old : 62,892: 15,814 3,423 7,350 27,005 14,452 50,169 25,225: 12,723 37,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 16,401: 14 184 3,424 6,573 99 10,011 3,707: 6,390 12,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 5.4 11.7 42.9 23.0 79.8 40.1: 20.2 59.9
Old : 100.0: 25.1 5.4 11.7 42.9 23.0 79.8 40.1: 20.2 59.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 5 3 20 19 34 26:
Old : 49: 13 5 3 20 19 34 26:
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 : 41.5 19.6 58.0 27.3 34.4 12.0 45.8 17.0
Old : 41.5 19.6 58.0 27.3 34.4 12.0 45.8 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2012