BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 8, 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 : 5,038: 148 99 67 4,307 4,228 4,522 4,394: 516 644
Old : 5,038: 148 99 67 4,307 4,228 4,522 4,394: 516 644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -623: -130 -19 7 -403 -483 -526 -495: -97 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.0 1.3 85.5 83.9 89.8 87.2: 10.2 12.8
Old : 100.0: 2.9 2.0 1.3 85.5 83.9 89.8 87.2: 10.2 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 : 21: 3 1 2 11 11 15 13:
Old : 21: 3 1 2 11 11 15 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 : 70.3 62.6 84.6 79.9 70.3 62.4 82.0 76.1
Old : 70.3 62.6 84.6 79.9 70.3 62.4 82.0 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 8, 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 : 26,387: 5,415 7,998 785 16,749 13,300 22,949 22,083: 3,438 4,304
Old : 26,387: 5,415 7,998 785 16,749 13,300 22,949 22,083: 3,438 4,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -3,642: -574 -255 -114 -2,692 -2,747 -3,380 -3,116: -262 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 30.3 3.0 63.5 50.4 87.0 83.7: 13.0 16.3
Old : 100.0: 20.5 30.3 3.0 63.5 50.4 87.0 83.7: 13.0 16.3
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 : 71: 10 20 14 29 21 47 47:
Old : 71: 10 20 14 29 21 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 36.0 62.3 51.4 45.1 35.1 60.6 50.4
Old : 46.6 36.0 62.3 51.4 45.1 35.1 60.6 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 8, 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 : 267,949: 67,913 90,849 52,149 120,298 88,226 240,360 231,224: 27,589 36,725
Old : 211,400: 61,020 88,256 37,705 93,268 58,016 191,993 183,977: 19,407 27,423
Other: 56,549: 15,260 10,960 6,077 27,030 30,210 48,367 47,247: 8,182 9,302
: : :
: : Changes in Commitments from: May 1, 2012 :
: -1,190: 2,494 7,943 -3,104 -260 -5,762 -870 -923: -320 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 33.9 19.5 44.9 32.9 89.7 86.3: 10.3 13.7
Old : 100.0: 28.9 41.7 17.8 44.1 27.4 90.8 87.0: 9.2 13.0
Other: 100.0: 27.0 19.4 10.7 47.8 53.4 85.5 83.6: 14.5 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 88 112 120 59 77 215 264:
Old : 302: 80 124 106 42 71 188 251:
Other: 135: 33 24 29 49 55 100 94:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 10.6 32.9 16.1 17.9 10.4 30.0 15.6
Old : 21.9 10.6 31.3 16.7 21.9 10.2 30.7 15.8
Other: 41.3 18.2 53.4 32.0 41.3 17.9 52.4 29.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 8, 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 : 339,620: 121,324 87,709 39,203 150,257 159,465 310,784 286,377: 28,836 53,243
Old : 339,620: 121,324 87,709 39,203 150,257 159,465 310,784 286,377: 28,836 53,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -5,951: -769 -2,617 -3,678 -1,317 -2,285 -5,764 -8,580: -187 2,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 25.8 11.5 44.2 47.0 91.5 84.3: 8.5 15.7
Old : 100.0: 35.7 25.8 11.5 44.2 47.0 91.5 84.3: 8.5 15.7
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 : 407: 112 110 111 79 151 250 331:
Old : 407: 112 110 111 79 151 250 331:
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 : 21.2 13.4 33.8 20.4 21.1 13.0 33.3 19.5
Old : 21.2 13.4 33.8 20.4 21.1 13.0 33.3 19.5
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 8, 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 : 8,996: 3,605 3,402 922 2,923 3,335 7,450 7,659: 1,546 1,337
Old : 8,996: 3,605 3,402 922 2,923 3,335 7,450 7,659: 1,546 1,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 69: -126 81 261 134 -66 269 276: -200 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 37.8 10.2 32.5 37.1 82.8 85.1: 17.2 14.9
Old : 100.0: 40.1 37.8 10.2 32.5 37.1 82.8 85.1: 17.2 14.9
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 : 83: 33 22 12 19 23 61 50:
Old : 83: 33 22 12 19 23 61 50:
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 : 30.4 30.0 49.8 46.9 30.4 28.5 46.0 43.8
Old : 30.4 30.0 49.8 46.9 30.4 28.5 46.0 43.8
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, May 8, 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 : 42,006: 16,168 10,339 5,308 13,554 9,432 35,030 25,079: 6,976 16,927
Old : 42,006: 16,168 10,339 5,308 13,554 9,432 35,030 25,079: 6,976 16,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 1,066: 1,670 541 -360 -6 155 1,304 336: -238 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 24.6 12.6 32.3 22.5 83.4 59.7: 16.6 40.3
Old : 100.0: 38.5 24.6 12.6 32.3 22.5 83.4 59.7: 16.6 40.3
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 : 167: 46 35 32 37 58 101 111:
Old : 167: 46 35 32 37 58 101 111:
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 : 20.2 17.7 34.7 24.7 20.0 16.4 32.2 21.8
Old : 20.2 17.7 34.7 24.7 20.0 16.4 32.2 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, May 8, 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 : 9,697: 358 4,631 74 8,711 3,233 9,143 7,938: 554 1,759
Old : 8,656: 319 4,334 74 7,755 2,936 8,148 7,344: 508 1,312
Other: 1,041: 39 297 0 956 297 995 594: 46 447
: : :
: : Changes in Commitments from: May 1, 2012 :
: -750: 2 -640 14 -630 -216 -614 -842: -136 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 47.8 0.8 89.8 33.3 94.3 81.9: 5.7 18.1
Old : 100.0: 3.7 50.1 0.9 89.6 33.9 94.1 84.8: 5.9 15.2
Other: 100.0: 3.7 28.5 0.0 91.8 28.5 95.6 57.1: 4.4 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 10 6 15 10 22 21:
Old : 32: 2 10 6 14 10 21 21:
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 : 79.6 58.9 88.9 71.8 78.9 58.6 86.7 69.4
Old : 79.4 59.4 88.5 73.7 78.8 59.1 86.4 71.0
Other: 82.5 54.8 92.1 57.1 82.5 54.8 92.1 57.1
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, May 8, 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 : 125,412: 8,758 6,469 3,263 112,655 115,546 124,676 125,278: 736 134
Old : 125,412: 8,758 6,469 3,263 112,655 115,546 124,676 125,278: 736 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -539: -373 -67 5 -325 -496 -693 -558: 154 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 5.2 2.6 89.8 92.1 99.4 99.9: 0.6 0.1
Old : 100.0: 7.0 5.2 2.6 89.8 92.1 99.4 99.9: 0.6 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 : 72.9 72.4 86.7 87.0 30.6 31.6 38.2 37.3
Old : 72.9 72.4 86.7 87.0 30.6 31.6 38.2 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, May 8, 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 : 148,415: 69,914 9,819 509 35,823 116,152 106,246 126,480: 42,169 21,935
Old : 148,415: 69,914 9,819 509 35,823 116,152 106,246 126,480: 42,169 21,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -14,621: -14,544 -4,416 -42 7,069 -15,151 -7,517 -19,609: -7,104 4,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 6.6 0.3 24.1 78.3 71.6 85.2: 28.4 14.8
Old : 100.0: 47.1 6.6 0.3 24.1 78.3 71.6 85.2: 28.4 14.8
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 : 81: 36 11 3 20 25 59 36:
Old : 81: 36 11 3 20 25 59 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 57.1 46.8 68.4 37.7 57.0 46.4 68.0
Old : 38.1 57.1 46.8 68.4 37.7 57.0 46.4 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, May 8, 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 : 45,717: 4,980 21,474 94 29,889 3,199 34,963 24,767: 10,754 20,950
Old : 45,717: 4,980 21,474 94 29,889 3,199 34,963 24,767: 10,754 20,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 4,060: -712 1,471 -29 7,315 -4,384 6,574 -2,942: -2,514 7,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 47.0 0.2 65.4 7.0 76.5 54.2: 23.5 45.8
Old : 100.0: 10.9 47.0 0.2 65.4 7.0 76.5 54.2: 23.5 45.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 13 1 11 7 17 21:
Old : 33: 6 13 1 11 7 17 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 : 52.3 29.8 64.8 40.8 52.3 29.8 64.4 40.8
Old : 52.3 29.8 64.8 40.8 52.3 29.8 64.4 40.8
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 8, 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 : 160,169: 53,380 16,452 791 101,102 139,871 155,273 157,114: 4,896 3,055
Old : 160,169: 53,380 16,452 791 101,102 139,871 155,273 157,114: 4,896 3,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 3,670: -4,527 590 221 8,968 2,536 4,662 3,347: -992 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 10.3 0.5 63.1 87.3 96.9 98.1: 3.1 1.9
Old : 100.0: 33.3 10.3 0.5 63.1 87.3 96.9 98.1: 3.1 1.9
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 : 99: 37 26 6 18 21 58 50:
Old : 99: 37 26 6 18 21 58 50:
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 : 60.7 60.8 80.2 79.9 60.7 60.8 79.1 79.9
Old : 60.7 60.8 80.2 79.9 60.7 60.8 79.1 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, May 8, 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 : 199,801: 59,697 34,358 194 98,046 146,481 157,937 181,033: 41,864 18,768
Old : 199,801: 59,697 34,358 194 98,046 146,481 157,937 181,033: 41,864 18,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 11,513: 6,576 -2,270 -71 3,831 13,287 10,336 10,946: 1,177 567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 17.2 0.1 49.1 73.3 79.0 90.6: 21.0 9.4
Old : 100.0: 29.9 17.2 0.1 49.1 73.3 79.0 90.6: 21.0 9.4
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 : 99: 39 21 3 18 28 59 50:
Old : 99: 39 21 3 18 28 59 50:
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 : 41.4 56.2 51.2 66.2 41.3 53.7 49.9 63.7
Old : 41.4 56.2 51.2 66.2 41.3 53.7 49.9 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, May 8, 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 : 141,842: 16,369 57,462 220 111,185 41,433 127,774 99,115: 14,068 42,727
Old : 141,842: 16,369 57,462 220 111,185 41,433 127,774 99,115: 14,068 42,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 1,493: 2,259 -6,821 21 -3,006 10,127 -726 3,327: 2,219 -1,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 40.5 0.2 78.4 29.2 90.1 69.9: 9.9 30.1
Old : 100.0: 11.5 40.5 0.2 78.4 29.2 90.1 69.9: 9.9 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 : 77: 13 33 2 20 15 34 49:
Old : 77: 13 33 2 20 15 34 49:
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 33.1 70.7 46.2 57.7 33.1 70.5 46.2
Old : 57.7 33.1 70.7 46.2 57.7 33.1 70.5 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, May 8, 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 : 321,037: 36,022 180,006 1,448 252,598 69,712 290,068 251,166: 30,969 69,871
Old : 321,037: 36,022 180,006 1,448 252,598 69,712 290,068 251,166: 30,969 69,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 41,432: 1,065 38,059 -580 40,856 966 41,341 38,445: 91 2,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 56.1 0.5 78.7 21.7 90.4 78.2: 9.6 21.8
Old : 100.0: 11.2 56.1 0.5 78.7 21.7 90.4 78.2: 9.6 21.8
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 : 178: 23 81 13 48 43 81 127:
Old : 178: 23 81 13 48 43 81 127:
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 : 43.2 36.7 59.8 43.7 43.1 35.7 59.7 42.7
Old : 43.2 36.7 59.8 43.7 43.1 35.7 59.7 42.7
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 8, 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 : 18,977: 13,700 14,701 1,211 3,418 2,298 18,329 18,210: 648 767
Old : 18,977: 13,700 14,701 1,211 3,418 2,298 18,329 18,210: 648 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 79: 103 198 -53 -153 -85 -103 60: 182 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 77.5 6.4 18.0 12.1 96.6 96.0: 3.4 4.0
Old : 100.0: 72.2 77.5 6.4 18.0 12.1 96.6 96.0: 3.4 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 : 22: 10 4 2 6 4 16 10:
Old : 22: 10 4 2 6 4 16 10:
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 : 79.5 88.7 89.8 95.7 72.9 87.0 83.2 89.4
Old : 79.5 88.7 89.8 95.7 72.9 87.0 83.2 89.4
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 8, 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 : 17,969: 11,688 5,464 125 3,427 9,902 15,240 15,491: 2,729 2,478
Old : 17,969: 11,688 5,464 125 3,427 9,902 15,240 15,491: 2,729 2,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -1,846: -467 1,334 0 125 -4,280 -342 -2,946: -1,504 1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 30.4 0.7 19.1 55.1 84.8 86.2: 15.2 13.8
Old : 100.0: 65.0 30.4 0.7 19.1 55.1 84.8 86.2: 15.2 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 18 14 1 8 8 26 23:
Old : 47: 18 14 1 8 8 26 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 : 48.1 51.9 60.2 69.3 48.1 51.9 60.2 69.3
Old : 48.1 51.9 60.2 69.3 48.1 51.9 60.2 69.3
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 8, 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 : 8,944,252: 1,025,285 984,679 1,651,415 5,440,313 5,367,433 8,117,013 8,003,527: 827,239 940,725
Old : 8,944,252: 1,025,285 984,679 1,651,415 5,440,313 5,367,433 8,117,013 8,003,527: 827,239 940,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 128,484: 16,999 -1,522 70,666 70,647 66,490 158,312 135,634: -29,828 -7,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 11.0 18.5 60.8 60.0 90.8 89.5: 9.2 10.5
Old : 100.0: 11.5 11.0 18.5 60.8 60.0 90.8 89.5: 9.2 10.5
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 : 262: 57 47 86 132 141 237 236:
Old : 262: 57 47 86 132 141 237 236:
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 23.1 34.6 34.5 18.1 16.7 27.6 22.5
Old : 20.7 23.1 34.6 34.5 18.1 16.7 27.6 22.5
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 8, 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 : 822,718: 90,142 109,516 20,540 560,147 576,081 670,829 706,138: 151,889 116,580
Old : 822,718: 90,142 109,516 20,540 560,147 576,081 670,829 706,138: 151,889 116,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 6,154: -4,479 11,312 -1,620 9,998 -5,360 3,899 4,332: 2,255 1,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.3 2.5 68.1 70.0 81.5 85.8: 18.5 14.2
Old : 100.0: 11.0 13.3 2.5 68.1 70.0 81.5 85.8: 18.5 14.2
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 : 562: 105 103 53 233 241 363 374:
Old : 562: 105 103 53 233 241 363 374:
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 : 13.4 12.4 21.0 21.5 12.0 11.8 19.3 20.8
Old : 13.4 12.4 21.0 21.5 12.0 11.8 19.3 20.8
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 8, 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 : 249,212: 12,602 9,862 5,403 163,625 160,411 181,630 175,676: 67,582 73,536
Old : 249,212: 12,602 9,862 5,403 163,625 160,411 181,630 175,676: 67,582 73,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 4,402: -3,519 4,324 1,363 4,857 -3,323 2,701 2,364: 1,701 2,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.0 2.2 65.7 64.4 72.9 70.5: 27.1 29.5
Old : 100.0: 5.1 4.0 2.2 65.7 64.4 72.9 70.5: 27.1 29.5
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 : 112: 11 12 8 58 56 73 73:
Old : 112: 11 12 8 58 56 73 73:
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 : 23.3 21.6 33.3 31.8 21.4 21.4 30.9 31.6
Old : 23.3 21.6 33.3 31.8 21.4 21.4 30.9 31.6
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 8, 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 : 2,867,529: 418,535 529,108 44,849 1,982,611 2,078,351 2,445,995 2,652,308: 421,534 215,221
Old : 2,867,529: 418,535 529,108 44,849 1,982,611 2,078,351 2,445,995 2,652,308: 421,534 215,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 8,761: -8,419 31,319 -11,294 25,703 -10,187 5,990 9,838: 2,771 -1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 18.5 1.6 69.1 72.5 85.3 92.5: 14.7 7.5
Old : 100.0: 14.6 18.5 1.6 69.1 72.5 85.3 92.5: 14.7 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 530: 104 100 46 204 221 328 347:
Old : 530: 104 100 46 204 221 328 347:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 13.5 24.7 22.4 15.2 12.9 23.6 21.9
Old : 15.8 13.5 24.7 22.4 15.2 12.9 23.6 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, May 8, 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 : 102,637: 10,491 7,215 1,119 82,362 89,009 93,972 97,343: 8,665 5,294
Old : 102,637: 10,491 7,215 1,119 82,362 89,009 93,972 97,343: 8,665 5,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 3,803: -4,657 -1,635 1,069 9,499 2,427 5,911 1,861: -2,108 1,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 7.0 1.1 80.2 86.7 91.6 94.8: 8.4 5.2
Old : 100.0: 10.2 7.0 1.1 80.2 86.7 91.6 94.8: 8.4 5.2
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 : 95: 9 7 2 58 32 68 40:
Old : 95: 9 7 2 58 32 68 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 45.9 41.3 63.3 27.8 45.9 40.3 63.2
Old : 28.0 45.9 41.3 63.3 27.8 45.9 40.3 63.2
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 8, 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 : 104,211: 18,457 10,405 5,202 70,988 82,719 94,647 98,327: 9,564 5,884
Old : 104,211: 18,457 10,405 5,202 70,988 82,719 94,647 98,327: 9,564 5,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 5,773: -7,135 3,652 3,012 11,105 238 6,982 6,903: -1,209 -1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 10.0 5.0 68.1 79.4 90.8 94.4: 9.2 5.6
Old : 100.0: 17.7 10.0 5.0 68.1 79.4 90.8 94.4: 9.2 5.6
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 : 230: 60 37 16 78 82 147 126:
Old : 230: 60 37 16 78 82 147 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 29.7 44.0 46.4 25.7 23.6 33.6 33.2
Old : 29.1 29.7 44.0 46.4 25.7 23.6 33.6 33.2
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 8, 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 : 20,617: 966 1,248 622 14,668 17,971 16,256 19,841: 4,361 776
Old : 20,617: 966 1,248 622 14,668 17,971 16,256 19,841: 4,361 776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 4,134: -508 291 74 5,071 3,948 4,637 4,313: -503 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 6.1 3.0 71.1 87.2 78.8 96.2: 21.2 3.8
Old : 100.0: 4.7 6.1 3.0 71.1 87.2 78.8 96.2: 21.2 3.8
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 : 25: 2 3 1 12 8 15 11:
Old : 25: 2 3 1 12 8 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 79.4 63.4 89.9 47.6 79.4 63.4 89.2
Old : 47.6 79.4 63.4 89.9 47.6 79.4 63.4 89.2
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 8, 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 : 417,971: 96,057 54,388 14,300 281,600 323,741 391,957 392,429: 26,014 25,542
Old : 417,971: 96,057 54,388 14,300 281,600 323,741 391,957 392,429: 26,014 25,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 8,194: -31,318 18,623 12,875 30,168 -18,549 11,725 12,949: -3,531 -4,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.0 3.4 67.4 77.5 93.8 93.9: 6.2 6.1
Old : 100.0: 23.0 13.0 3.4 67.4 77.5 93.8 93.9: 6.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 61 35 14 70 77 138 119:
Old : 227: 61 35 14 70 77 138 119:
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 : 35.1 31.6 51.1 45.6 35.1 31.6 51.1 45.6
Old : 35.1 31.6 51.1 45.6 35.1 31.6 51.1 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, May 8, 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 : 152,108: 72,145 47,041 274 58,045 80,412 130,464 127,727: 21,644 24,381
Old : 152,108: 72,145 47,041 274 58,045 80,412 130,464 127,727: 21,644 24,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 4,359: -16,504 10,672 -168 28,736 -11,675 12,064 -1,171: -7,705 5,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 30.9 0.2 38.2 52.9 85.8 84.0: 14.2 16.0
Old : 100.0: 47.4 30.9 0.2 38.2 52.9 85.8 84.0: 14.2 16.0
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 : 84: 27 25 6 18 23 47 52:
Old : 84: 27 25 6 18 23 47 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 : 51.4 47.9 66.5 61.4 51.4 47.5 66.3 60.9
Old : 51.4 47.9 66.5 61.4 51.4 47.5 66.3 60.9
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 8, 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 : 41,146: 9,714 13,535 0 24,489 5,043 34,203 18,578: 6,943 22,568
Old : 41,146: 9,714 13,535 0 24,489 5,043 34,203 18,578: 6,943 22,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -1,005: 299 -647 0 -1,252 148 -953 -499: -52 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 32.9 0.0 59.5 12.3 83.1 45.2: 16.9 54.8
Old : 100.0: 23.6 32.9 0.0 59.5 12.3 83.1 45.2: 16.9 54.8
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 : 42: 13 7 0 19 6 32 13:
Old : 42: 13 7 0 19 6 32 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 : 45.8 37.9 56.9 42.9 45.8 37.9 56.9 42.9
Old : 45.8 37.9 56.9 42.9 45.8 37.9 56.9 42.9
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, May 8, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (NIKKEI INDEX X JPY 500) :
: : :
All : 70,080: 18,439 2,547 7,986 30,800 14,767 57,225 25,300: 12,855 44,780
Old : 70,080: 18,439 2,547 7,986 30,800 14,767 57,225 25,300: 12,855 44,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 3,518: 1,491 -1,079 300 1,191 -770 2,982 -1,549: 536 5,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 3.6 11.4 43.9 21.1 81.7 36.1: 18.3 63.9
Old : 100.0: 26.3 3.6 11.4 43.9 21.1 81.7 36.1: 18.3 63.9
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 : 52: 12 6 4 22 18 37 25:
Old : 52: 12 6 4 22 18 37 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 21.4 55.4 27.0 31.9 13.0 45.5 16.7
Old : 37.0 21.4 55.4 27.0 31.9 13.0 45.5 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2012