BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 22, 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 : 5,116: 149 150 46 4,360 4,347 4,555 4,543: 561 573
Old : 5,116: 149 150 46 4,360 4,347 4,555 4,543: 561 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 56: 1 45 -12 30 50 19 83: 37 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.9 0.9 85.2 85.0 89.0 88.8: 11.0 11.2
Old : 100.0: 2.9 2.9 0.9 85.2 85.0 89.0 88.8: 11.0 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 : 22: 3 2 2 11 11 15 14:
Old : 22: 3 2 2 11 11 15 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 : 70.2 61.6 84.4 80.0 70.2 61.5 82.3 77.0
Old : 70.2 61.6 84.4 80.0 70.2 61.5 82.3 77.0
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 22, 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 : 26,749: 5,491 7,537 948 16,708 13,899 23,147 22,384: 3,602 4,365
Old : 26,749: 5,491 7,537 948 16,708 13,899 23,147 22,384: 3,602 4,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 145: -190 -287 136 -5 340 -59 189: 204 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 28.2 3.5 62.5 52.0 86.5 83.7: 13.5 16.3
Old : 100.0: 20.5 28.2 3.5 62.5 52.0 86.5 83.7: 13.5 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 : 68: 11 17 11 28 21 45 43:
Old : 68: 11 17 11 28 21 45 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 35.8 62.2 52.9 44.9 35.3 60.6 51.7
Old : 46.5 35.8 62.2 52.9 44.9 35.3 60.6 51.7
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 22, 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 : 265,159: 65,430 80,086 56,288 114,366 90,745 236,084 227,119: 29,075 38,040
Old : 265,159: 65,430 80,086 56,288 114,366 90,745 236,084 227,119: 29,075 38,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -3,707: 2,328 -7,343 1,122 -5,853 2,716 -2,403 -3,505: -1,304 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 30.2 21.2 43.1 34.2 89.0 85.7: 11.0 14.3
Old : 100.0: 24.7 30.2 21.2 43.1 34.2 89.0 85.7: 11.0 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 83 105 107 66 81 207 254:
Old : 299: 83 105 107 66 81 207 254:
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 : 19.3 11.0 31.4 17.3 16.0 11.0 28.0 16.1
Old : 19.3 11.0 31.4 17.3 16.0 11.0 28.0 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 22, 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 : 331,749: 117,618 76,994 45,229 143,937 154,948 306,784 277,171: 24,965 54,578
Old : 331,749: 117,618 76,994 45,229 143,937 154,948 306,784 277,171: 24,965 54,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -6,961: -883 -7,498 4,497 -6,493 -4,253 -2,879 -7,254: -4,082 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 23.2 13.6 43.4 46.7 92.5 83.5: 7.5 16.5
Old : 100.0: 35.5 23.2 13.6 43.4 46.7 92.5 83.5: 7.5 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 113 98 114 79 151 248 321:
Old : 390: 113 98 114 79 151 248 321:
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 : 21.4 13.3 34.0 20.5 21.4 13.0 33.8 19.7
Old : 21.4 13.3 34.0 20.5 21.4 13.0 33.8 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, May 22, 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 : 9,633: 3,835 3,314 1,338 2,667 3,542 7,840 8,194: 1,793 1,439
Old : 9,633: 3,835 3,314 1,338 2,667 3,542 7,840 8,194: 1,793 1,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 416: 267 236 -7 -74 147 186 376: 230 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 34.4 13.9 27.7 36.8 81.4 85.1: 18.6 14.9
Old : 100.0: 39.8 34.4 13.9 27.7 36.8 81.4 85.1: 18.6 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 : 84: 36 18 12 19 21 63 46:
Old : 84: 36 18 12 19 21 63 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 34.2 46.0 48.7 27.5 30.7 39.1 44.0
Old : 29.1 34.2 46.0 48.7 27.5 30.7 39.1 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, May 22, 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 : 41,583: 16,839 10,748 4,768 12,426 9,381 34,033 24,897: 7,550 16,686
Old : 41,583: 16,839 10,748 4,768 12,426 9,381 34,033 24,897: 7,550 16,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,129: 662 292 616 -57 203 1,221 1,111: -92 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 25.8 11.5 29.9 22.6 81.8 59.9: 18.2 40.1
Old : 100.0: 40.5 25.8 11.5 29.9 22.6 81.8 59.9: 18.2 40.1
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 : 187: 64 38 31 36 60 113 118:
Old : 187: 64 38 31 36 60 113 118:
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 : 18.6 18.9 30.9 25.3 16.7 16.5 27.4 21.9
Old : 18.6 18.9 30.9 25.3 16.7 16.5 27.4 21.9
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 22, 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 : 10,394: 423 4,937 95 9,318 5,067 9,836 10,099: 558 295
Old : 10,394: 423 4,937 95 9,318 5,067 9,836 10,099: 558 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 109: -12 -19 16 141 144 145 141: -36 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 47.5 0.9 89.6 48.7 94.6 97.2: 5.4 2.8
Old : 100.0: 4.1 47.5 0.9 89.6 48.7 94.6 97.2: 5.4 2.8
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 : 37: 2 12 8 17 12 26 25:
Old : 37: 2 12 8 17 12 26 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 : 79.2 67.2 88.4 84.7 78.4 66.6 85.8 82.5
Old : 79.2 67.2 88.4 84.7 78.4 66.6 85.8 82.5
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 22, 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 : 108,556: 7,784 5,630 3,353 97,026 99,305 108,163 108,288: 393 268
Old : 108,556: 7,784 5,630 3,353 97,026 99,305 108,163 108,288: 393 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -22,332: -957 -774 65 -21,239 -20,382 -22,131 -21,091: -201 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 5.2 3.1 89.4 91.5 99.6 99.8: 0.4 0.2
Old : 100.0: 7.2 5.2 3.1 89.4 91.5 99.6 99.8: 0.4 0.2
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 : 25: 3 3 2 16 16 19 21:
Old : 25: 3 3 2 16 16 19 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 : 69.7 69.7 85.3 86.4 47.9 50.0 57.5 56.2
Old : 69.7 69.7 85.3 86.4 47.9 50.0 57.5 56.2
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 22, 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 : 130,992: 57,577 19,022 144 38,781 86,973 96,502 106,139: 34,490 24,853
Old : 130,992: 57,577 19,022 144 38,781 86,973 96,502 106,139: 34,490 24,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -9,181: -8,709 3,741 -213 1,423 -16,901 -7,499 -13,373: -1,682 4,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 14.5 0.1 29.6 66.4 73.7 81.0: 26.3 19.0
Old : 100.0: 44.0 14.5 0.1 29.6 66.4 73.7 81.0: 26.3 19.0
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 : 77: 21 22 4 21 23 45 46:
Old : 77: 21 22 4 21 23 45 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 54.1 53.4 62.5 44.8 53.4 52.9 61.8
Old : 45.3 54.1 53.4 62.5 44.8 53.4 52.9 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, May 22, 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 : 71,832: 4,901 39,752 185 58,175 3,353 63,261 43,290: 8,571 28,542
Old : 71,832: 4,901 39,752 185 58,175 3,353 63,261 43,290: 8,571 28,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 8,289: -1,226 6,931 91 10,892 -263 9,757 6,759: -1,468 1,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 55.3 0.3 81.0 4.7 88.1 60.3: 11.9 39.7
Old : 100.0: 6.8 55.3 0.3 81.0 4.7 88.1 60.3: 11.9 39.7
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 : 40: 5 20 2 12 7 17 29:
Old : 40: 5 20 2 12 7 17 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 32.2 77.8 43.4 60.9 32.2 77.7 43.4
Old : 61.0 32.2 77.8 43.4 60.9 32.2 77.7 43.4
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 22, 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 : 189,254: 22,415 38,531 6,678 157,080 137,046 186,173 182,255: 3,081 6,999
Old : 189,254: 22,415 38,531 6,678 157,080 137,046 186,173 182,255: 3,081 6,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 14,868: -13,442 17,119 1,627 27,944 -5,440 16,129 13,306: -1,261 1,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 20.4 3.5 83.0 72.4 98.4 96.3: 1.6 3.7
Old : 100.0: 11.8 20.4 3.5 83.0 72.4 98.4 96.3: 1.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 31 46 10 24 22 63 72:
Old : 118: 31 46 10 24 22 63 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 51.5 77.4 66.5 56.7 45.9 70.8 58.6
Old : 56.7 51.5 77.4 66.5 56.7 45.9 70.8 58.6
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 22, 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 : 184,497: 40,842 29,502 928 116,176 132,355 157,946 162,785: 26,551 21,712
Old : 184,497: 40,842 29,502 928 116,176 132,355 157,946 162,785: 26,551 21,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -14,773: -16,629 -2,948 656 13,686 -16,857 -2,287 -19,149: -12,486 4,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 16.0 0.5 63.0 71.7 85.6 88.2: 14.4 11.8
Old : 100.0: 22.1 16.0 0.5 63.0 71.7 85.6 88.2: 14.4 11.8
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 : 89: 27 20 7 23 30 53 54:
Old : 89: 27 20 7 23 30 53 54:
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 : 47.3 56.3 59.1 64.9 47.3 53.2 57.8 61.7
Old : 47.3 56.3 59.1 64.9 47.3 53.2 57.8 61.7
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 22, 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 : 142,168: 20,483 38,498 228 106,143 63,037 126,854 101,763: 15,314 40,405
Old : 142,168: 20,483 38,498 228 106,143 63,037 126,854 101,763: 15,314 40,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 2,893: 3,028 -13,272 -53 -2,354 18,148 621 4,823: 2,272 -1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 27.1 0.2 74.7 44.3 89.2 71.6: 10.8 28.4
Old : 100.0: 14.4 27.1 0.2 74.7 44.3 89.2 71.6: 10.8 28.4
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 : 78: 16 30 3 18 18 35 50:
Old : 78: 16 30 3 18 18 35 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 : 56.3 34.6 68.9 49.2 56.0 34.6 67.9 49.2
Old : 56.3 34.6 68.9 49.2 56.0 34.6 67.9 49.2
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 22, 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 : 376,708: 34,714 230,075 2,598 308,311 69,614 345,623 302,287: 31,085 74,421
Old : 376,708: 34,714 230,075 2,598 308,311 69,614 345,623 302,287: 31,085 74,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 20,034: -3,761 17,731 930 21,748 2,884 18,917 21,545: 1,117 -1,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 61.1 0.7 81.8 18.5 91.7 80.2: 8.3 19.8
Old : 100.0: 9.2 61.1 0.7 81.8 18.5 91.7 80.2: 8.3 19.8
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 : 186: 30 82 17 46 48 88 135:
Old : 186: 30 82 17 46 48 88 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 39.6 62.0 46.2 46.4 38.5 61.6 44.8
Old : 46.6 39.6 62.0 46.2 46.4 38.5 61.6 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, May 22, 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 : 20,542: 14,500 15,147 1,160 4,268 3,243 19,928 19,550: 614 992
Old : 20,542: 14,500 15,147 1,160 4,268 3,243 19,928 19,550: 614 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 283: 130 1 -11 467 268 586 258: -303 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 73.7 5.6 20.8 15.8 97.0 95.2: 3.0 4.8
Old : 100.0: 70.6 73.7 5.6 20.8 15.8 97.0 95.2: 3.0 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 : 23: 10 4 3 7 5 17 12:
Old : 23: 10 4 3 7 5 17 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 : 78.5 85.4 90.3 93.2 71.8 83.2 83.0 87.0
Old : 78.5 85.4 90.3 93.2 71.8 83.2 83.0 87.0
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 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 21,439: 8,418 9,927 0 11,398 8,145 19,816 18,072: 1,623 3,367
Old : 21,439: 8,418 9,927 0 11,398 8,145 19,816 18,072: 1,623 3,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 4,176: -706 3,400 -162 5,936 -578 5,068 2,660: -892 1,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 46.3 0.0 53.2 38.0 92.4 84.3: 7.6 15.7
Old : 100.0: 39.3 46.3 0.0 53.2 38.0 92.4 84.3: 7.6 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 : 50: 10 23 0 12 5 22 28:
Old : 50: 10 23 0 12 5 22 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 44.0 75.9 59.4 56.5 44.0 75.9 59.4
Old : 56.5 44.0 75.9 59.4 56.5 44.0 75.9 59.4
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 22, 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 : 8,591,135: 703,630 1,065,302 1,689,901 5,424,689 4,825,064 7,818,220 7,580,267: 772,915 1,010,868
Old : 8,591,135: 703,630 1,065,302 1,689,901 5,424,689 4,825,064 7,818,220 7,580,267: 772,915 1,010,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -243,104: -129,358 -14,767 -67,601 -46,308 -182,592 -243,267 -264,960: 163 21,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 12.4 19.7 63.1 56.2 91.0 88.2: 9.0 11.8
Old : 100.0: 8.2 12.4 19.7 63.1 56.2 91.0 88.2: 9.0 11.8
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 : 253: 52 51 83 129 132 224 233:
Old : 253: 52 51 83 129 132 224 233:
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 : 23.2 24.3 37.3 36.2 19.8 17.7 28.1 21.5
Old : 23.2 24.3 37.3 36.2 19.8 17.7 28.1 21.5
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 22, 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 : 873,488: 74,029 108,494 24,120 608,380 600,939 706,528 733,553: 166,960 139,935
Old : 873,488: 74,029 108,494 24,120 608,380 600,939 706,528 733,553: 166,960 139,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 21,606: -13,724 9,175 -4,256 33,045 5,742 15,065 10,661: 6,541 10,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 12.4 2.8 69.6 68.8 80.9 84.0: 19.1 16.0
Old : 100.0: 8.5 12.4 2.8 69.6 68.8 80.9 84.0: 19.1 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 : 538: 86 110 55 233 237 357 365:
Old : 538: 86 110 55 233 237 357 365:
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 : 13.1 11.8 21.2 20.3 11.6 11.0 18.5 18.3
Old : 13.1 11.8 21.2 20.3 11.6 11.0 18.5 18.3
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 22, 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 : 273,358: 13,139 12,621 6,999 183,982 161,367 204,120 180,987: 69,238 92,371
Old : 273,358: 13,139 12,621 6,999 183,982 161,367 204,120 180,987: 69,238 92,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 15,039: -2,891 -492 384 15,521 5,587 13,014 5,479: 2,025 9,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.6 2.6 67.3 59.0 74.7 66.2: 25.3 33.8
Old : 100.0: 4.8 4.6 2.6 67.3 59.0 74.7 66.2: 25.3 33.8
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 : 110: 13 11 8 61 52 78 68:
Old : 110: 13 11 8 61 52 78 68:
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 : 21.3 22.6 33.0 33.6 20.6 22.3 30.1 33.3
Old : 21.3 22.6 33.0 33.6 20.6 22.3 30.1 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, May 22, 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 : 3,000,650: 344,174 519,091 45,878 2,121,988 2,197,861 2,512,040 2,762,830: 488,610 237,820
Old : 3,000,650: 344,174 519,091 45,878 2,121,988 2,197,861 2,512,040 2,762,830: 488,610 237,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 32,835: -64,539 37,962 -12,826 87,620 776 10,255 25,912: 22,580 6,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 17.3 1.5 70.7 73.2 83.7 92.1: 16.3 7.9
Old : 100.0: 11.5 17.3 1.5 70.7 73.2 83.7 92.1: 16.3 7.9
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 : 510: 87 103 47 208 218 323 340:
Old : 510: 87 103 47 208 218 323 340:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 13.6 25.5 22.0 16.1 13.1 24.1 21.5
Old : 17.0 13.6 25.5 22.0 16.1 13.1 24.1 21.5
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 22, 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 : 105,500: 6,956 6,464 2,557 87,199 91,853 96,712 100,874: 8,788 4,626
Old : 105,500: 6,956 6,464 2,557 87,199 91,853 96,712 100,874: 8,788 4,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 3,464: -4,519 -242 2,540 5,216 1,690 3,237 3,988: 227 -524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 6.1 2.4 82.7 87.1 91.7 95.6: 8.3 4.4
Old : 100.0: 6.6 6.1 2.4 82.7 87.1 91.7 95.6: 8.3 4.4
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 : 89: 8 7 2 54 33 63 41:
Old : 89: 8 7 2 54 33 63 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 : 32.2 46.3 45.3 64.5 32.2 46.2 45.0 64.5
Old : 32.2 46.3 45.3 64.5 32.2 46.2 45.0 64.5
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 22, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 101,472: 17,610 9,143 5,893 69,701 81,116 93,204 96,152: 8,268 5,320
Old : 101,472: 17,610 9,143 5,893 69,701 81,116 93,204 96,152: 8,268 5,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -832: -4,880 599 1,956 2,349 -3,888 -575 -1,333: -257 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 9.0 5.8 68.7 79.9 91.9 94.8: 8.1 5.2
Old : 100.0: 17.4 9.0 5.8 68.7 79.9 91.9 94.8: 8.1 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 : 226: 49 39 15 75 91 134 135:
Old : 226: 49 39 15 75 91 134 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 27.4 43.1 44.9 24.0 19.7 32.4 29.3
Old : 28.6 27.4 43.1 44.9 24.0 19.7 32.4 29.3
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 22, 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 : 22,449: 1,135 2,101 656 16,742 18,831 18,533 21,588: 3,916 861
Old : 22,449: 1,135 2,101 656 16,742 18,831 18,533 21,588: 3,916 861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,189: -576 740 27 1,247 370 698 1,137: 491 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 9.4 2.9 74.6 83.9 82.6 96.2: 17.4 3.8
Old : 100.0: 5.1 9.4 2.9 74.6 83.9 82.6 96.2: 17.4 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 : 27: 2 3 1 13 8 16 12:
Old : 27: 2 3 1 13 8 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 77.9 64.6 88.7 46.7 77.9 64.6 88.0
Old : 46.7 77.9 64.6 88.7 46.7 77.9 64.6 88.0
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 22, 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 : 395,117: 95,902 48,736 12,658 264,796 311,426 373,356 372,820: 21,761 22,297
Old : 395,117: 95,902 48,736 12,658 264,796 311,426 373,356 372,820: 21,761 22,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -10,105: -20,206 612 8,331 5,512 -21,291 -6,363 -12,348: -3,742 2,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 12.3 3.2 67.0 78.8 94.5 94.4: 5.5 5.6
Old : 100.0: 24.3 12.3 3.2 67.0 78.8 94.5 94.4: 5.5 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 : 224: 51 36 12 68 87 126 128:
Old : 224: 51 36 12 68 87 126 128:
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 : 35.4 31.2 50.7 45.3 35.4 31.2 50.4 45.3
Old : 35.4 31.2 50.7 45.3 35.4 31.2 50.4 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, May 22, 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 : 139,963: 29,999 46,897 133 90,838 65,667 120,970 112,697: 18,993 27,266
Old : 139,963: 29,999 46,897 133 90,838 65,667 120,970 112,697: 18,993 27,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -4,038: -21,067 565 -36 16,887 -6,669 -4,216 -6,140: 178 2,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 33.5 0.1 64.9 46.9 86.4 80.5: 13.6 19.5
Old : 100.0: 21.4 33.5 0.1 64.9 46.9 86.4 80.5: 13.6 19.5
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 : 83: 14 35 6 19 21 37 58:
Old : 83: 14 35 6 19 21 37 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 : 55.1 44.9 68.6 54.9 55.0 44.3 68.4 54.4
Old : 55.1 44.9 68.6 54.9 55.0 44.3 68.4 54.4
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 22, 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 : 35,095: 3,931 7,789 0 23,325 5,300 27,256 13,089: 7,839 22,006
Old : 35,095: 3,931 7,789 0 23,325 5,300 27,256 13,089: 7,839 22,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -424: -85 610 0 -383 -81 -468 529: 44 -953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 22.2 0.0 66.5 15.1 77.7 37.3: 22.3 62.7
Old : 100.0: 11.2 22.2 0.0 66.5 15.1 77.7 37.3: 22.3 62.7
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 : 40: 10 7 0 19 6 29 13:
Old : 40: 10 7 0 19 6 29 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 : 41.6 29.8 54.0 35.2 41.6 29.8 54.0 35.2
Old : 41.6 29.8 54.0 35.2 41.6 29.8 54.0 35.2
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 22, 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 : 68,620: 13,109 3,779 6,799 36,842 13,083 56,750 23,661: 11,870 44,959
Old : 68,620: 13,109 3,779 6,799 36,842 13,083 56,750 23,661: 11,870 44,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: 1,999: -26 149 186 6,478 -3,351 6,638 -3,016: -4,639 5,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 5.5 9.9 53.7 19.1 82.7 34.5: 17.3 65.5
Old : 100.0: 19.1 5.5 9.9 53.7 19.1 82.7 34.5: 17.3 65.5
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 : 55: 13 7 2 24 17 38 25:
Old : 55: 13 7 2 24 17 38 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 : 34.7 18.6 49.8 25.0 27.9 10.9 42.1 14.8
Old : 34.7 18.6 49.8 25.0 27.9 10.9 42.1 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2012