BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 15, 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 : 5,060: 148 105 58 4,330 4,297 4,536 4,460: 524 600
Old : 5,060: 148 105 58 4,330 4,297 4,536 4,460: 524 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 22: 0 6 -9 23 69 14 66: 8 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.1 1.1 85.6 84.9 89.6 88.1: 10.4 11.9
Old : 100.0: 2.9 2.1 1.1 85.6 84.9 89.6 88.1: 10.4 11.9
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 : 21: 3 1 2 10 11 14 13:
Old : 21: 3 1 2 10 11 14 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 : 70.7 62.2 84.8 80.3 70.7 62.2 82.8 77.3
Old : 70.7 62.2 84.8 80.3 70.7 62.2 82.8 77.3
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 15, 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 : 26,604: 5,681 7,824 812 16,713 13,559 23,206 22,195: 3,398 4,409
Old : 26,604: 5,681 7,824 812 16,713 13,559 23,206 22,195: 3,398 4,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 217: 266 -174 27 -36 259 257 112: -40 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 29.4 3.1 62.8 51.0 87.2 83.4: 12.8 16.6
Old : 100.0: 21.4 29.4 3.1 62.8 51.0 87.2 83.4: 12.8 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 10 19 12 28 21 45 45:
Old : 70: 10 19 12 28 21 45 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 : 46.8 36.0 62.8 51.6 45.2 35.0 61.1 50.5
Old : 46.8 36.0 62.8 51.6 45.2 35.0 61.1 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, May 15, 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 : 268,866: 63,102 87,429 55,166 120,219 88,029 238,487 230,624: 30,379 38,242
Old : 209,365: 55,849 84,187 41,693 90,759 55,467 188,301 181,347: 21,064 28,018
Other: 59,501: 14,876 10,865 5,850 29,460 32,562 50,186 49,277: 9,315 10,224
: : :
: : Changes in Commitments from: May 8, 2012 :
: 917: -4,811 -3,420 3,017 -79 -197 -1,873 -600: 2,790 1,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 32.5 20.5 44.7 32.7 88.7 85.8: 11.3 14.2
Old : 100.0: 26.7 40.2 19.9 43.3 26.5 89.9 86.6: 10.1 13.4
Other: 100.0: 25.0 18.3 9.8 49.5 54.7 84.3 82.8: 15.7 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 89 107 112 63 74 217 251:
Old : 299: 83 120 100 49 69 192 241:
Other: 127: 28 23 27 48 55 91 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 : 20.5 10.1 32.6 16.8 16.6 9.9 28.6 15.1
Old : 20.9 10.4 30.5 17.9 20.9 9.0 29.7 14.8
Other: 42.5 17.4 54.1 30.6 42.5 17.1 52.8 28.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 15, 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 : 338,710: 118,501 84,492 40,732 150,430 159,201 309,663 284,425: 29,047 54,285
Old : 338,710: 118,501 84,492 40,732 150,430 159,201 309,663 284,425: 29,047 54,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -910: -2,823 -3,217 1,529 173 -264 -1,121 -1,952: 211 1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 24.9 12.0 44.4 47.0 91.4 84.0: 8.6 16.0
Old : 100.0: 35.0 24.9 12.0 44.4 47.0 91.4 84.0: 8.6 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 : 401: 106 109 116 87 155 258 332:
Old : 401: 106 109 116 87 155 258 332:
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 : 21.5 13.6 33.9 20.4 21.5 13.1 33.6 19.5
Old : 21.5 13.6 33.9 20.4 21.5 13.1 33.6 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 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,217: 3,568 3,078 1,345 2,741 3,395 7,654 7,818: 1,563 1,399
Old : 9,217: 3,568 3,078 1,345 2,741 3,395 7,654 7,818: 1,563 1,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 221: -37 -324 423 -182 60 204 159: 17 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 33.4 14.6 29.7 36.8 83.0 84.8: 17.0 15.2
Old : 100.0: 38.7 33.4 14.6 29.7 36.8 83.0 84.8: 17.0 15.2
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 : 83: 30 23 14 17 21 59 50:
Old : 83: 30 23 14 17 21 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 : 30.5 31.0 49.2 46.5 29.6 27.6 42.9 41.6
Old : 30.5 31.0 49.2 46.5 29.6 27.6 42.9 41.6
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 15, 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 : 40,454: 16,177 10,456 4,152 12,483 9,178 32,812 23,786: 7,642 16,668
Old : 40,454: 16,177 10,456 4,152 12,483 9,178 32,812 23,786: 7,642 16,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -1,552: 9 117 -1,156 -1,071 -254 -2,218 -1,293: 666 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 25.8 10.3 30.9 22.7 81.1 58.8: 18.9 41.2
Old : 100.0: 40.0 25.8 10.3 30.9 22.7 81.1 58.8: 18.9 41.2
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 : 181: 51 40 28 42 59 106 116:
Old : 181: 51 40 28 42 59 106 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 17.3 32.0 24.2 18.0 16.2 29.2 21.7
Old : 19.5 17.3 32.0 24.2 18.0 16.2 29.2 21.7
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 15, 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 : 10,285: 435 4,956 79 9,177 4,923 9,691 9,958: 594 327
Old : 10,285: 435 4,956 79 9,177 4,923 9,691 9,958: 594 327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 588: 77 325 5 466 1,690 548 2,020: 40 -1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 48.2 0.8 89.2 47.9 94.2 96.8: 5.8 3.2
Old : 100.0: 4.2 48.2 0.8 89.2 47.9 94.2 96.8: 5.8 3.2
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 : 34: 2 10 6 16 12 23 23:
Old : 34: 2 10 6 16 12 23 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 : 78.8 67.7 88.1 85.2 78.2 67.0 85.6 82.7
Old : 78.8 67.7 88.1 85.2 78.2 67.0 85.6 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, May 15, 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 : 130,888: 8,741 6,404 3,288 118,265 119,687 130,294 129,379: 594 1,509
Old : 130,888: 8,741 6,404 3,288 118,265 119,687 130,294 129,379: 594 1,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 5,476: -17 -65 25 5,610 4,141 5,618 4,101: -142 1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 4.9 2.5 90.4 91.4 99.5 98.8: 0.5 1.2
Old : 100.0: 6.7 4.9 2.5 90.4 91.4 99.5 98.8: 0.5 1.2
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 : 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 : 74.4 72.9 87.5 86.9 24.7 24.6 31.8 30.1
Old : 74.4 72.9 87.5 86.9 24.7 24.6 31.8 30.1
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 15, 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 : 140,173: 66,286 15,281 357 37,358 103,874 104,001 119,512: 36,172 20,661
Old : 140,173: 66,286 15,281 357 37,358 103,874 104,001 119,512: 36,172 20,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -8,242: -3,628 5,462 -152 1,535 -12,278 -2,245 -6,968: -5,997 -1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 10.9 0.3 26.7 74.1 74.2 85.3: 25.8 14.7
Old : 100.0: 47.3 10.9 0.3 26.7 74.1 74.2 85.3: 25.8 14.7
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 : 85: 35 16 6 21 23 60 41:
Old : 85: 35 16 6 21 23 60 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 : 42.8 56.5 50.6 67.8 42.3 56.4 50.1 67.1
Old : 42.8 56.5 50.6 67.8 42.3 56.4 50.1 67.1
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 15, 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 : 63,543: 6,127 32,821 94 47,283 3,616 53,504 36,531: 10,039 27,012
Old : 63,543: 6,127 32,821 94 47,283 3,616 53,504 36,531: 10,039 27,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 17,826: 1,147 11,347 0 17,394 417 18,541 11,764: -715 6,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 51.7 0.1 74.4 5.7 84.2 57.5: 15.8 42.5
Old : 100.0: 9.6 51.7 0.1 74.4 5.7 84.2 57.5: 15.8 42.5
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 : 39: 6 17 1 12 8 18 26:
Old : 39: 6 17 1 12 8 18 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 31.2 71.5 41.7 54.1 31.2 71.5 41.7
Old : 54.1 31.2 71.5 41.7 54.1 31.2 71.5 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 174,386: 35,857 21,412 5,051 129,136 142,486 170,044 168,949: 4,342 5,437
Old : 174,386: 35,857 21,412 5,051 129,136 142,486 170,044 168,949: 4,342 5,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 14,217: -17,523 4,960 4,260 28,034 2,615 14,771 11,835: -554 2,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 12.3 2.9 74.1 81.7 97.5 96.9: 2.5 3.1
Old : 100.0: 20.6 12.3 2.9 74.1 81.7 97.5 96.9: 2.5 3.1
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 : 104: 37 32 9 19 21 61 57:
Old : 104: 37 32 9 19 21 61 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 54.8 80.4 73.2 60.4 54.8 78.3 70.5
Old : 60.4 54.8 80.4 73.2 60.4 54.8 78.3 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, May 15, 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 : 199,270: 57,471 32,450 272 102,490 149,212 160,233 181,934: 39,037 17,336
Old : 199,270: 57,471 32,450 272 102,490 149,212 160,233 181,934: 39,037 17,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -531: -2,226 -1,908 78 4,444 2,731 2,296 901: -2,827 -1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 16.3 0.1 51.4 74.9 80.4 91.3: 19.6 8.7
Old : 100.0: 28.8 16.3 0.1 51.4 74.9 80.4 91.3: 19.6 8.7
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 : 105: 42 20 3 22 32 67 52:
Old : 105: 42 20 3 22 32 67 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 : 44.3 57.1 52.8 65.8 43.9 54.6 51.5 63.3
Old : 44.3 57.1 52.8 65.8 43.9 54.6 51.5 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 139,275: 17,455 51,770 281 108,497 44,889 126,233 96,940: 13,042 42,335
Old : 139,275: 17,455 51,770 281 108,497 44,889 126,233 96,940: 13,042 42,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -2,567: 1,086 -5,692 61 -2,688 3,456 -1,541 -2,175: -1,026 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 37.2 0.2 77.9 32.2 90.6 69.6: 9.4 30.4
Old : 100.0: 12.5 37.2 0.2 77.9 32.2 90.6 69.6: 9.4 30.4
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 : 83: 14 36 4 22 15 38 53:
Old : 83: 14 36 4 22 15 38 53:
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 : 57.6 33.5 70.2 45.7 57.6 33.5 70.0 45.7
Old : 57.6 33.5 70.2 45.7 57.6 33.5 70.0 45.7
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 15, 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 : 356,674: 38,475 212,344 1,668 286,563 66,730 326,706 280,742: 29,968 75,932
Old : 356,674: 38,475 212,344 1,668 286,563 66,730 326,706 280,742: 29,968 75,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 35,637: 2,453 32,338 220 33,965 -2,982 36,638 29,576: -1,001 6,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 59.5 0.5 80.3 18.7 91.6 78.7: 8.4 21.3
Old : 100.0: 10.8 59.5 0.5 80.3 18.7 91.6 78.7: 8.4 21.3
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 : 190: 29 89 16 48 42 88 136:
Old : 190: 29 89 16 48 42 88 136:
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 : 43.7 36.2 59.9 42.2 43.5 35.3 59.6 41.3
Old : 43.7 36.2 59.9 42.2 43.5 35.3 59.6 41.3
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 15, 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 : 20,259: 14,370 15,146 1,171 3,801 2,975 19,342 19,292: 917 967
Old : 20,259: 14,370 15,146 1,171 3,801 2,975 19,342 19,292: 917 967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,282: 670 445 -40 383 677 1,013 1,082: 269 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 74.8 5.8 18.8 14.7 95.5 95.2: 4.5 4.8
Old : 100.0: 70.9 74.8 5.8 18.8 14.7 95.5 95.2: 4.5 4.8
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: 9 4 2 6 5 15 11:
Old : 21: 9 4 2 6 5 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 : 78.7 86.6 90.4 94.6 72.8 84.4 84.3 88.6
Old : 78.7 86.6 90.4 94.6 72.8 84.4 84.3 88.6
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 15, 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 : 17,263: 9,124 6,527 162 5,462 8,723 14,748 15,412: 2,515 1,851
Old : 17,263: 9,124 6,527 162 5,462 8,723 14,748 15,412: 2,515 1,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -706: -2,564 1,063 37 2,035 -1,179 -492 -79: -214 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 37.8 0.9 31.6 50.5 85.4 89.3: 14.6 10.7
Old : 100.0: 52.9 37.8 0.9 31.6 50.5 85.4 89.3: 14.6 10.7
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 : 46: 14 18 1 8 6 22 25:
Old : 46: 14 18 1 8 6 22 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 : 47.9 54.7 63.3 69.8 47.9 54.7 63.3 69.8
Old : 47.9 54.7 63.3 69.8 47.9 54.7 63.3 69.8
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 15, 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 : 8,834,239: 832,988 1,080,069 1,757,502 5,470,997 5,007,656 8,061,487 7,845,227: 772,752 989,012
Old : 8,834,239: 832,988 1,080,069 1,757,502 5,470,997 5,007,656 8,061,487 7,845,227: 772,752 989,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -110,013: -192,297 95,390 106,087 30,684 -359,777 -55,526 -158,300: -54,487 48,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 12.2 19.9 61.9 56.7 91.3 88.8: 8.7 11.2
Old : 100.0: 9.4 12.2 19.9 61.9 56.7 91.3 88.8: 8.7 11.2
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 : 253: 53 44 81 132 137 226 232:
Old : 253: 53 44 81 132 137 226 232:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 23.7 36.0 35.3 19.1 17.4 28.0 22.2
Old : 21.5 23.7 36.0 35.3 19.1 17.4 28.0 22.2
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 15, 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 : 851,882: 87,753 99,319 28,376 575,335 595,197 691,463 722,892: 160,419 128,990
Old : 851,882: 87,753 99,319 28,376 575,335 595,197 691,463 722,892: 160,419 128,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 29,164: -2,389 -10,197 7,835 15,187 19,116 20,634 16,754: 8,530 12,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.7 3.3 67.5 69.9 81.2 84.9: 18.8 15.1
Old : 100.0: 10.3 11.7 3.3 67.5 69.9 81.2 84.9: 18.8 15.1
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 : 559: 102 108 57 234 239 366 375:
Old : 559: 102 108 57 234 239 366 375:
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 : 13.2 12.0 20.7 20.9 11.7 11.5 18.5 19.9
Old : 13.2 12.0 20.7 20.9 11.7 11.5 18.5 19.9
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 15, 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 : 258,319: 16,030 13,113 6,615 168,461 155,780 191,106 175,508: 67,213 82,811
Old : 258,319: 16,030 13,113 6,615 168,461 155,780 191,106 175,508: 67,213 82,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 9,107: 3,428 3,251 1,212 4,836 -4,631 9,476 -168: -369 9,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.1 2.6 65.2 60.3 74.0 67.9: 26.0 32.1
Old : 100.0: 6.2 5.1 2.6 65.2 60.3 74.0 67.9: 26.0 32.1
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 : 116: 16 13 10 59 56 80 75:
Old : 116: 16 13 10 59 56 80 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 22.8 32.0 33.7 20.6 22.5 29.8 33.4
Old : 22.4 22.8 32.0 33.7 20.6 22.5 29.8 33.4
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 15, 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 : 2,967,815: 408,713 481,129 58,704 2,034,368 2,197,085 2,501,785 2,736,918: 466,030 230,897
Old : 2,967,815: 408,713 481,129 58,704 2,034,368 2,197,085 2,501,785 2,736,918: 466,030 230,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 100,286: -9,822 -47,979 13,855 51,757 118,734 55,790 84,610: 44,496 15,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 16.2 2.0 68.5 74.0 84.3 92.2: 15.7 7.8
Old : 100.0: 13.8 16.2 2.0 68.5 74.0 84.3 92.2: 15.7 7.8
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 : 529: 101 103 47 205 219 329 346:
Old : 529: 101 103 47 205 219 329 346:
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 : 15.7 13.3 24.5 22.1 14.9 12.8 23.0 21.6
Old : 15.7 13.3 24.5 22.1 14.9 12.8 23.0 21.6
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 15, 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 : 102,036: 11,475 6,706 17 81,983 90,163 93,475 96,886: 8,561 5,150
Old : 102,036: 11,475 6,706 17 81,983 90,163 93,475 96,886: 8,561 5,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -601: 984 -509 -1,102 -379 1,154 -497 -457: -104 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 6.6 0.0 80.3 88.4 91.6 95.0: 8.4 5.0
Old : 100.0: 11.2 6.6 0.0 80.3 88.4 91.6 95.0: 8.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 9 7 1 55 34 65 41:
Old : 93: 9 7 1 55 34 65 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 : 29.8 46.5 44.0 64.8 29.8 46.4 43.7 64.8
Old : 29.8 46.5 44.0 64.8 29.8 46.4 43.7 64.8
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 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 102,304: 22,490 8,543 3,937 67,352 85,004 93,779 97,485: 8,526 4,820
Old : 102,304: 22,490 8,543 3,937 67,352 85,004 93,779 97,485: 8,526 4,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -1,907: 4,033 -1,862 -1,265 -3,636 2,285 -869 -842: -1,038 -1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.4 3.8 65.8 83.1 91.7 95.3: 8.3 4.7
Old : 100.0: 22.0 8.4 3.8 65.8 83.1 91.7 95.3: 8.3 4.7
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 : 232: 61 37 22 73 89 146 136:
Old : 232: 61 37 22 73 89 146 136:
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 : 27.0 29.0 41.7 46.0 25.2 22.7 33.7 32.8
Old : 27.0 29.0 41.7 46.0 25.2 22.7 33.7 32.8
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 15, 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 : 21,260: 1,711 1,361 629 15,495 18,461 17,835 20,451: 3,425 809
Old : 21,260: 1,711 1,361 629 15,495 18,461 17,835 20,451: 3,425 809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 643: 745 113 7 827 490 1,579 610: -936 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 6.4 3.0 72.9 86.8 83.9 96.2: 16.1 3.8
Old : 100.0: 8.0 6.4 3.0 72.9 86.8 83.9 96.2: 16.1 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 : 29: 4 3 1 13 9 18 12:
Old : 29: 4 3 1 13 9 18 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 : 47.6 78.8 64.3 88.9 47.6 78.8 64.3 88.3
Old : 47.6 78.8 64.3 88.9 47.6 78.8 64.3 88.3
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 15, 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 : 405,222: 116,108 48,124 4,327 259,284 332,717 379,719 385,168: 25,503 20,054
Old : 405,222: 116,108 48,124 4,327 259,284 332,717 379,719 385,168: 25,503 20,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -12,749: 20,051 -6,264 -9,973 -22,316 8,976 -12,238 -7,261: -511 -5,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 11.9 1.1 64.0 82.1 93.7 95.1: 6.3 4.9
Old : 100.0: 28.7 11.9 1.1 64.0 82.1 93.7 95.1: 6.3 4.9
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 : 230: 60 37 18 65 84 135 129:
Old : 230: 60 37 18 65 84 135 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 32.2 48.7 45.9 32.8 32.2 48.7 45.9
Old : 32.8 32.2 48.7 45.9 32.8 32.2 48.7 45.9
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 15, 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 : 144,001: 51,066 46,332 169 73,951 72,336 125,186 118,837: 18,815 25,164
Old : 144,001: 51,066 46,332 169 73,951 72,336 125,186 118,837: 18,815 25,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -8,107: -21,079 -709 -105 15,906 -8,076 -5,278 -8,890: -2,829 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 32.2 0.1 51.4 50.2 86.9 82.5: 13.1 17.5
Old : 100.0: 35.5 32.2 0.1 51.4 50.2 86.9 82.5: 13.1 17.5
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 : 85: 19 31 6 19 25 42 58:
Old : 85: 19 31 6 19 25 42 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 46.9 66.8 59.6 54.7 46.4 66.6 59.1
Old : 54.8 46.9 66.8 59.6 54.7 46.4 66.6 59.1
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 15, 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 : 35,519: 4,016 7,179 0 23,708 5,381 27,724 12,560: 7,795 22,959
Old : 35,519: 4,016 7,179 0 23,708 5,381 27,724 12,560: 7,795 22,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -5,627: -5,698 -6,356 0 -781 338 -6,479 -6,018: 852 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 20.2 0.0 66.7 15.1 78.1 35.4: 21.9 64.6
Old : 100.0: 11.3 20.2 0.0 66.7 15.1 78.1 35.4: 21.9 64.6
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 : 40: 10 7 0 18 7 28 14:
Old : 40: 10 7 0 18 7 28 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 27.9 54.7 32.5 42.5 27.9 54.7 32.5
Old : 42.5 27.9 54.7 32.5 42.5 27.9 54.7 32.5
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 15, 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 : 66,621: 13,135 3,630 6,613 30,364 16,434 50,112 26,677: 16,509 39,944
Old : 66,621: 13,135 3,630 6,613 30,364 16,434 50,112 26,677: 16,509 39,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -3,459: -5,304 1,083 -1,373 -436 1,667 -7,113 1,377: 3,654 -4,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 5.4 9.9 45.6 24.7 75.2 40.0: 24.8 60.0
Old : 100.0: 19.7 5.4 9.9 45.6 24.7 75.2 40.0: 24.8 60.0
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 : 51: 11 6 4 21 20 35 27:
Old : 51: 11 6 4 21 20 35 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 : 32.1 23.1 47.6 30.5 26.2 14.7 38.7 19.1
Old : 32.1 23.1 47.6 30.5 26.2 14.7 38.7 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 21, 2012