BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 1, 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 : 5,661: 278 118 60 4,710 4,711 5,048 4,889: 613 772
Old : 5,661: 278 118 60 4,710 4,711 5,048 4,889: 613 772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 40: -27 11 0 51 -30 24 -19: 16 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.1 1.1 83.2 83.2 89.2 86.4: 10.8 13.6
Old : 100.0: 4.9 2.1 1.1 83.2 83.2 89.2 86.4: 10.8 13.6
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 : 21: 3 1 2 12 11 16 13:
Old : 21: 3 1 2 12 11 16 13:
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 : 67.9 63.2 82.9 78.9 67.9 62.4 80.6 74.3
Old : 67.9 63.2 82.9 78.9 67.9 62.4 80.6 74.3
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, May 1, 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 : 30,029: 5,989 8,253 899 19,441 16,047 26,329 25,199: 3,700 4,830
Old : 30,029: 5,989 8,253 899 19,441 16,047 26,329 25,199: 3,700 4,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 531: 188 276 83 220 347 491 706: 40 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 27.5 3.0 64.7 53.4 87.7 83.9: 12.3 16.1
Old : 100.0: 19.9 27.5 3.0 64.7 53.4 87.7 83.9: 12.3 16.1
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 : 75: 10 21 13 28 25 46 52:
Old : 75: 10 21 13 28 25 46 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 35.2 63.7 51.4 46.4 34.4 61.9 50.4
Old : 48.2 35.2 63.7 51.4 46.4 34.4 61.9 50.4
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, May 1, 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 : 269,139: 65,419 82,906 55,253 120,558 93,988 241,230 232,147: 27,909 36,992
Old : 215,598: 59,164 81,876 39,544 96,424 66,069 195,132 187,489: 20,466 28,109
Other: 53,541: 16,332 11,107 5,632 24,134 27,919 46,098 44,658: 7,443 8,883
: : :
: : Changes in Commitments from: April 24, 2012 :
: 1,977: -1,901 3,501 1,746 2,291 -2,656 2,136 2,591: -159 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 30.8 20.5 44.8 34.9 89.6 86.3: 10.4 13.7
Old : 100.0: 27.4 38.0 18.3 44.7 30.6 90.5 87.0: 9.5 13.0
Other: 100.0: 30.5 20.7 10.5 45.1 52.1 86.1 83.4: 13.9 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 92 113 124 60 76 226 263:
Old : 313: 84 130 114 45 72 202 256:
Other: 141: 37 27 31 46 58 102 100:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 11.0 33.3 17.5 18.2 10.7 30.1 15.9
Old : 21.3 11.4 32.2 18.9 21.2 10.5 30.2 16.0
Other: 39.3 18.9 53.0 32.9 39.3 18.6 52.0 29.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 1, 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 : 345,571: 122,093 90,326 42,881 151,574 161,750 316,548 294,957: 29,023 50,614
Old : 345,571: 122,093 90,326 42,881 151,574 161,750 316,548 294,957: 29,023 50,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -8,682: -2,298 666 -6,629 1,372 -90 -7,555 -6,053: -1,127 -2,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 26.1 12.4 43.9 46.8 91.6 85.4: 8.4 14.6
Old : 100.0: 35.3 26.1 12.4 43.9 46.8 91.6 85.4: 8.4 14.6
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 : 419: 117 115 116 80 153 253 345:
Old : 419: 117 115 116 80 153 253 345:
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 : 21.0 12.9 34.5 20.2 21.0 12.5 33.0 18.9
Old : 21.0 12.9 34.5 20.2 21.0 12.5 33.0 18.9
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, May 1, 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 : 8,927: 3,731 3,321 661 2,789 3,401 7,181 7,383: 1,746 1,544
Old : 8,927: 3,731 3,321 661 2,789 3,401 7,181 7,383: 1,746 1,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -429: -446 -655 -75 -35 210 -556 -520: 127 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 37.2 7.4 31.2 38.1 80.4 82.7: 19.6 17.3
Old : 100.0: 41.8 37.2 7.4 31.2 38.1 80.4 82.7: 19.6 17.3
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 : 76: 32 19 10 17 21 54 45:
Old : 76: 32 19 10 17 21 54 45:
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 : 29.8 30.1 50.5 48.2 29.8 29.9 47.0 46.0
Old : 29.8 30.1 50.5 48.2 29.8 29.9 47.0 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, May 1, 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 : 40,940: 14,498 9,798 5,668 13,560 9,277 33,726 24,743: 7,214 16,197
Old : 40,940: 14,498 9,798 5,668 13,560 9,277 33,726 24,743: 7,214 16,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -159: 283 1,249 -574 240 50 -51 725: -108 -884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 23.9 13.8 33.1 22.7 82.4 60.4: 17.6 39.6
Old : 100.0: 35.4 23.9 13.8 33.1 22.7 82.4 60.4: 17.6 39.6
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 : 159: 37 44 33 38 47 95 108:
Old : 159: 37 44 33 38 47 95 108:
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 : 20.1 14.6 34.5 22.6 20.0 13.0 31.3 19.0
Old : 20.1 14.6 34.5 22.6 20.0 13.0 31.3 19.0
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, May 1, 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 : 10,447: 356 5,271 60 9,341 3,449 9,757 8,780: 690 1,667
Old : 9,486: 317 4,990 60 8,461 3,190 8,838 8,240: 648 1,246
Other: 961: 39 281 0 880 259 919 540: 42 421
: : :
: : Changes in Commitments from: April 24, 2012 :
: 576: 25 384 -9 460 124 476 499: 100 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 50.5 0.6 89.4 33.0 93.4 84.0: 6.6 16.0
Old : 100.0: 3.3 52.6 0.6 89.2 33.6 93.2 86.9: 6.8 13.1
Other: 100.0: 4.1 29.2 0.0 91.6 27.0 95.6 56.2: 4.4 43.8
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 11 4 15 10 20 22:
Old : 33: 2 11 4 14 10 19 22:
Other: 21: 2 5 0 11 3 13 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 : 79.1 60.2 87.6 73.6 78.6 60.0 86.2 70.5
Old : 78.9 60.9 87.3 75.6 78.4 60.7 85.9 72.1
Other: 81.7 54.0 91.5 56.2 81.7 54.0 91.5 56.2
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, May 1, 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 : 125,951: 9,131 6,536 3,258 112,980 116,042 125,369 125,836: 582 115
Old : 125,951: 9,131 6,536 3,258 112,980 116,042 125,369 125,836: 582 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 528: 46 123 0 561 406 607 529: -79 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 5.2 2.6 89.7 92.1 99.5 99.9: 0.5 0.1
Old : 100.0: 7.2 5.2 2.6 89.7 92.1 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 : 28: 6 3 2 16 16 22 21:
Old : 28: 6 3 2 16 16 22 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 : 72.6 72.3 86.8 86.9 31.0 31.9 38.6 37.6
Old : 72.6 72.3 86.8 86.9 31.0 31.9 38.6 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, May 1, 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 : 163,036: 84,458 14,235 551 28,754 131,303 113,763 146,089: 49,273 16,947
Old : 163,036: 84,458 14,235 551 28,754 131,303 113,763 146,089: 49,273 16,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 28,137: 21,430 -4,569 29 -1,259 33,207 20,200 28,667: 7,937 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 8.7 0.3 17.6 80.5 69.8 89.6: 30.2 10.4
Old : 100.0: 51.8 8.7 0.3 17.6 80.5 69.8 89.6: 30.2 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 39 12 6 19 27 61 42:
Old : 86: 39 12 6 19 27 61 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 : 33.0 56.5 43.1 71.6 32.6 56.4 42.7 71.4
Old : 33.0 56.5 43.1 71.6 32.6 56.4 42.7 71.4
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, May 1, 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 : 41,657: 5,692 20,003 123 22,574 7,583 28,389 27,709: 13,268 13,948
Old : 41,657: 5,692 20,003 123 22,574 7,583 28,389 27,709: 13,268 13,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 1,502: 1,380 -950 3 -1,045 3,249 338 2,302: 1,164 -800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 48.0 0.3 54.2 18.2 68.1 66.5: 31.9 33.5
Old : 100.0: 13.7 48.0 0.3 54.2 18.2 68.1 66.5: 31.9 33.5
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 : 35: 7 12 3 10 10 19 23:
Old : 35: 7 12 3 10 10 19 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 : 50.3 36.6 58.7 49.5 50.3 36.6 58.3 49.5
Old : 50.3 36.6 58.7 49.5 50.3 36.6 58.3 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, May 1, 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 : 156,499: 57,907 15,862 570 92,134 137,335 150,611 153,767: 5,888 2,732
Old : 156,499: 57,907 15,862 570 92,134 137,335 150,611 153,767: 5,888 2,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -5,906: -637 -2,474 103 -6,073 -3,009 -6,607 -5,380: 701 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 10.1 0.4 58.9 87.8 96.2 98.3: 3.8 1.7
Old : 100.0: 37.0 10.1 0.4 58.9 87.8 96.2 98.3: 3.8 1.7
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: 44 21 4 19 20 65 43:
Old : 100: 44 21 4 19 20 65 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 62.3 77.2 82.2 57.7 62.3 76.1 82.2
Old : 57.7 62.3 77.2 82.2 57.7 62.3 76.1 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, May 1, 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 : 188,288: 53,121 36,628 265 94,215 133,194 147,601 170,087: 40,687 18,201
Old : 188,288: 53,121 36,628 265 94,215 133,194 147,601 170,087: 40,687 18,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 14,920: 5,686 -3,271 32 4,235 19,702 9,953 16,463: 4,967 -1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 19.5 0.1 50.0 70.7 78.4 90.3: 21.6 9.7
Old : 100.0: 28.2 19.5 0.1 50.0 70.7 78.4 90.3: 21.6 9.7
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 : 103: 41 20 3 22 30 65 51:
Old : 103: 41 20 3 22 30 65 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 : 40.4 54.8 50.7 64.9 40.1 52.2 49.2 62.3
Old : 40.4 54.8 50.7 64.9 40.1 52.2 49.2 62.3
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, May 1, 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 : 140,349: 14,110 64,283 199 114,191 31,306 128,500 95,788: 11,849 44,561
Old : 140,349: 14,110 64,283 199 114,191 31,306 128,500 95,788: 11,849 44,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 2,713: 1,441 -4,289 54 273 3,729 1,768 -506: 945 3,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 45.8 0.1 81.4 22.3 91.6 68.2: 8.4 31.8
Old : 100.0: 10.1 45.8 0.1 81.4 22.3 91.6 68.2: 8.4 31.8
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 : 85: 16 37 3 20 17 37 56:
Old : 85: 16 37 3 20 17 37 56:
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 : 58.9 32.4 72.6 41.8 58.9 32.4 72.3 41.8
Old : 58.9 32.4 72.6 41.8 58.9 32.4 72.3 41.8
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, May 1, 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 : 279,605: 34,957 141,947 2,028 211,742 68,746 248,727 212,721: 30,878 66,884
Old : 279,605: 34,957 141,947 2,028 211,742 68,746 248,727 212,721: 30,878 66,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -7,610: -1,332 -7,709 545 -7,553 -1,271 -8,340 -8,435: 730 825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 50.8 0.7 75.7 24.6 89.0 76.1: 11.0 23.9
Old : 100.0: 12.5 50.8 0.7 75.7 24.6 89.0 76.1: 11.0 23.9
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 : 171: 25 72 15 48 45 84 121:
Old : 171: 25 72 15 48 45 84 121:
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 : 39.2 33.8 56.6 40.3 39.1 32.7 56.5 39.2
Old : 39.2 33.8 56.6 40.3 39.1 32.7 56.5 39.2
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, May 1, 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 : 18,898: 13,597 14,503 1,264 3,571 2,383 18,432 18,150: 466 748
Old : 18,898: 13,597 14,503 1,264 3,571 2,383 18,432 18,150: 466 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -1,718: -1,680 -14 8 -90 -1,625 -1,762 -1,631: 44 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 76.7 6.7 18.9 12.6 97.5 96.0: 2.5 4.0
Old : 100.0: 71.9 76.7 6.7 18.9 12.6 97.5 96.0: 2.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 3 2 6 3 16 8:
Old : 21: 10 3 2 6 3 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 : 79.4 89.9 91.0 96.0 72.6 87.9 84.2 89.3
Old : 79.4 89.9 91.0 96.0 72.6 87.9 84.2 89.3
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, May 1, 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 : 19,815: 12,155 4,130 125 3,302 14,182 15,582 18,437: 4,233 1,378
Old : 19,815: 12,155 4,130 125 3,302 14,182 15,582 18,437: 4,233 1,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 689: -1,829 -368 24 1,998 1,152 193 808: 496 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 20.8 0.6 16.7 71.6 78.6 93.0: 21.4 7.0
Old : 100.0: 61.3 20.8 0.6 16.7 71.6 78.6 93.0: 21.4 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 : 45: 18 12 1 8 8 26 21:
Old : 45: 18 12 1 8 8 26 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 : 44.7 71.3 58.9 81.7 44.7 71.3 58.9 81.7
Old : 44.7 71.3 58.9 81.7 44.7 71.3 58.9 81.7
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, May 1, 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 : 8,815,768: 1,008,286 986,201 1,580,749 5,369,666 5,300,943 7,958,701 7,867,893: 857,067 947,875
Old : 8,815,768: 1,008,286 986,201 1,580,749 5,369,666 5,300,943 7,958,701 7,867,893: 857,067 947,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 117,007: 121,267 92,180 -35,918 43,286 63,697 128,635 119,959: -11,628 -2,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 11.2 17.9 60.9 60.1 90.3 89.2: 9.7 10.8
Old : 100.0: 11.4 11.2 17.9 60.9 60.1 90.3 89.2: 9.7 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 : 257: 57 43 79 131 138 234 226:
Old : 257: 57 43 79 131 138 234 226:
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 : 20.8 23.0 34.4 35.1 17.9 17.1 27.0 23.3
Old : 20.8 23.0 34.4 35.1 17.9 17.1 27.0 23.3
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, May 1, 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 : 816,564: 94,620 98,204 22,160 550,150 581,442 666,930 701,806: 149,634 114,758
Old : 816,564: 94,620 98,204 22,160 550,150 581,442 666,930 701,806: 149,634 114,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 11,495: 11,672 -12,220 6,141 -4,485 22,712 13,328 16,634: -1,833 -5,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 12.0 2.7 67.4 71.2 81.7 85.9: 18.3 14.1
Old : 100.0: 11.6 12.0 2.7 67.4 71.2 81.7 85.9: 18.3 14.1
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 : 553: 112 103 55 227 228 365 361:
Old : 553: 112 103 55 227 228 365 361:
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 : 13.8 12.9 21.5 22.1 12.5 12.4 19.9 21.2
Old : 13.8 12.9 21.5 22.1 12.5 12.4 19.9 21.2
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, May 1, 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 : 244,810: 16,121 5,538 4,040 158,768 163,734 178,929 173,312: 65,881 71,498
Old : 244,810: 16,121 5,538 4,040 158,768 163,734 178,929 173,312: 65,881 71,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 3,684: 4,876 -4,063 2,318 -3,139 8,814 4,055 7,069: -371 -3,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.3 1.7 64.9 66.9 73.1 70.8: 26.9 29.2
Old : 100.0: 6.6 2.3 1.7 64.9 66.9 73.1 70.8: 26.9 29.2
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 : 112: 11 12 8 58 57 73 74:
Old : 112: 11 12 8 58 57 73 74:
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 : 24.2 20.9 33.7 32.5 22.2 20.7 31.2 32.3
Old : 24.2 20.9 33.7 32.5 22.2 20.7 31.2 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, May 1, 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 : 2,858,768: 426,954 497,789 56,143 1,956,908 2,088,538 2,440,005 2,642,470: 418,763 216,298
Old : 2,858,768: 426,954 497,789 56,143 1,956,908 2,088,538 2,440,005 2,642,470: 418,763 216,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 39,057: 41,622 -33,143 11,476 -6,731 69,490 46,367 47,823: -7,310 -8,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 17.4 2.0 68.5 73.1 85.4 92.4: 14.6 7.6
Old : 100.0: 14.9 17.4 2.0 68.5 73.1 85.4 92.4: 14.6 7.6
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 : 523: 112 100 46 196 207 329 332:
Old : 523: 112 100 46 196 207 329 332:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 13.4 24.8 21.9 15.7 12.9 23.6 21.2
Old : 16.1 13.4 24.8 21.9 15.7 12.9 23.6 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, May 1, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 98,834: 15,148 8,850 50 72,863 86,582 88,061 95,482: 10,773 3,352
Old : 98,834: 15,148 8,850 50 72,863 86,582 88,061 95,482: 10,773 3,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -2,050: 2,894 -141 -3 -6,912 -1,318 -4,021 -1,462: 1,971 -588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 9.0 0.1 73.7 87.6 89.1 96.6: 10.9 3.4
Old : 100.0: 15.3 9.0 0.1 73.7 87.6 89.1 96.6: 10.9 3.4
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 : 98: 13 8 2 55 32 69 41:
Old : 98: 13 8 2 55 32 69 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 : 29.9 44.8 41.9 61.4 29.8 44.6 41.3 61.2
Old : 29.9 44.8 41.9 61.4 29.8 44.6 41.3 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, May 1, 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 : 98,438: 25,592 6,753 2,190 59,883 82,481 87,665 91,424: 10,773 7,014
Old : 98,438: 25,592 6,753 2,190 59,883 82,481 87,665 91,424: 10,773 7,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -8: -2,639 -39 512 2,495 -1,229 368 -756: -377 747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 6.9 2.2 60.8 83.8 89.1 92.9: 10.9 7.1
Old : 100.0: 26.0 6.9 2.2 60.8 83.8 89.1 92.9: 10.9 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 : 241: 77 32 14 78 81 163 119:
Old : 241: 77 32 14 78 81 163 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 37.0 38.4 51.3 26.6 33.0 35.0 46.0
Old : 27.5 37.0 38.4 51.3 26.6 33.0 35.0 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, May 1, 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 : 16,483: 1,474 957 548 9,597 14,023 11,619 15,528: 4,864 955
Old : 16,483: 1,474 957 548 9,597 14,023 11,619 15,528: 4,864 955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 1,263: 657 468 74 1,062 830 1,793 1,372: -530 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.8 3.3 58.2 85.1 70.5 94.2: 29.5 5.8
Old : 100.0: 8.9 5.8 3.3 58.2 85.1 70.5 94.2: 29.5 5.8
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 : 23: 3 3 1 7 10 11 13:
Old : 23: 3 3 1 7 10 11 13:
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 : 48.9 69.5 63.3 82.4 48.9 69.5 62.9 81.7
Old : 48.9 69.5 63.3 82.4 48.9 69.5 62.9 81.7
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, May 1, 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 : 409,777: 127,375 35,765 1,425 251,432 342,290 380,232 379,480: 29,545 30,297
Old : 409,777: 127,375 35,765 1,425 251,432 342,290 380,232 379,480: 29,545 30,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -6,356: -13,788 157 -502 7,167 -10,293 -7,123 -10,638: 767 4,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 8.7 0.3 61.4 83.5 92.8 92.6: 7.2 7.4
Old : 100.0: 31.1 8.7 0.3 61.4 83.5 92.8 92.6: 7.2 7.4
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 : 238: 76 30 11 75 76 157 111:
Old : 238: 76 30 11 75 76 157 111:
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 : 30.7 37.0 42.1 52.8 30.7 37.0 42.1 52.8
Old : 30.7 37.0 42.1 52.8 30.7 37.0 42.1 52.8
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, May 1, 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 : 147,749: 88,649 36,369 442 29,309 92,087 118,400 128,898: 29,349 18,851
Old : 147,749: 88,649 36,369 442 29,309 92,087 118,400 128,898: 29,349 18,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 1,010: 8,052 1,813 146 -11,451 1,199 -3,253 3,158: 4,263 -2,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 24.6 0.3 19.8 62.3 80.1 87.2: 19.9 12.8
Old : 100.0: 60.0 24.6 0.3 19.8 62.3 80.1 87.2: 19.9 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 : 79: 29 21 8 16 21 50 45:
Old : 79: 29 21 8 16 21 50 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 50.3 63.8 65.5 51.6 49.8 63.4 65.0
Old : 51.6 50.3 63.8 65.5 51.6 49.8 63.4 65.0
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, May 1, 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 : 42,151: 9,415 14,182 0 25,741 4,895 35,156 19,077: 6,995 23,074
Old : 42,151: 9,415 14,182 0 25,741 4,895 35,156 19,077: 6,995 23,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 337: -485 92 0 200 20 -285 112: 622 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 33.6 0.0 61.1 11.6 83.4 45.3: 16.6 54.7
Old : 100.0: 22.3 33.6 0.0 61.1 11.6 83.4 45.3: 16.6 54.7
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 : 42: 13 7 0 19 5 32 12:
Old : 42: 13 7 0 19 5 32 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 : 45.2 38.4 57.6 43.4 45.2 38.4 57.6 43.4
Old : 45.2 38.4 57.6 43.4 45.2 38.4 57.6 43.4
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, May 1, 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 : 66,562: 16,948 3,626 7,686 29,609 15,537 54,243 26,849: 12,319 39,713
Old : 66,562: 16,948 3,626 7,686 29,609 15,537 54,243 26,849: 12,319 39,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 2,979: 679 -464 353 2,304 -2,443 3,336 -2,554: -357 5,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 5.4 11.5 44.5 23.3 81.5 40.3: 18.5 59.7
Old : 100.0: 25.5 5.4 11.5 44.5 23.3 81.5 40.3: 18.5 59.7
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 : 55: 15 7 4 21 18 38 27:
Old : 55: 15 7 4 21 18 38 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 22.0 55.0 28.6 33.0 13.5 43.7 17.4
Old : 39.5 22.0 55.0 28.6 33.0 13.5 43.7 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 4, 2012