BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 29, 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 : 5,112: 147 157 50 4,359 4,370 4,556 4,577: 556 535
Old : 5,112: 147 157 50 4,359 4,370 4,556 4,577: 556 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -4: -2 7 4 -1 23 1 34: -5 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 3.1 1.0 85.3 85.5 89.1 89.5: 10.9 10.5
Old : 100.0: 2.9 3.1 1.0 85.3 85.5 89.1 89.5: 10.9 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 70.7 62.0 84.5 80.4 70.7 61.9 83.2 78.1
Old : 70.7 62.0 84.5 80.4 70.7 61.9 83.2 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 29, 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 : 27,605: 5,968 7,404 1,043 16,892 14,653 23,903 23,100: 3,702 4,505
Old : 27,605: 5,968 7,404 1,043 16,892 14,653 23,903 23,100: 3,702 4,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 856: 477 -133 95 184 754 756 716: 100 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 26.8 3.8 61.2 53.1 86.6 83.7: 13.4 16.3
Old : 100.0: 21.6 26.8 3.8 61.2 53.1 86.6 83.7: 13.4 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 16 15 29 22 49 44:
Old : 68: 11 16 15 29 22 49 44:
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 36.2 60.7 54.0 43.7 35.7 59.0 52.8
Old : 45.3 36.2 60.7 54.0 43.7 35.7 59.0 52.8
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 29, 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 : 270,961: 67,163 79,445 57,650 117,218 95,929 242,031 233,024: 28,930 37,937
Old : 205,254: 57,421 74,778 44,275 84,549 59,337 186,245 178,390: 19,009 26,864
Other: 65,707: 17,426 12,351 5,691 32,669 36,592 55,786 54,634: 9,921 11,073
: : :
: : Changes in Commitments from: May 22, 2012 :
: 5,802: 1,733 -641 1,362 2,852 5,184 5,947 5,905: -145 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 29.3 21.3 43.3 35.4 89.3 86.0: 10.7 14.0
Old : 100.0: 28.0 36.4 21.6 41.2 28.9 90.7 86.9: 9.3 13.1
Other: 100.0: 26.5 18.8 8.7 49.7 55.7 84.9 83.1: 15.1 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 79 109 114 63 78 207 256:
Old : 289: 75 119 104 44 70 179 245:
Other: 142: 28 31 28 50 60 96 107:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 11.7 32.6 18.0 17.6 11.7 29.4 17.0
Old : 21.1 12.1 31.6 19.1 20.8 11.7 29.7 17.4
Other: 42.2 16.5 55.2 29.2 42.2 16.1 54.3 27.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 29, 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 : 329,817: 115,038 73,370 45,372 143,906 157,507 304,316 276,249: 25,501 53,568
Old : 329,817: 115,038 73,370 45,372 143,906 157,507 304,316 276,249: 25,501 53,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -1,932: -2,580 -3,624 143 -31 2,559 -2,468 -922: 536 -1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 22.2 13.8 43.6 47.8 92.3 83.8: 7.7 16.2
Old : 100.0: 34.9 22.2 13.8 43.6 47.8 92.3 83.8: 7.7 16.2
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 : 386: 114 92 118 78 150 246 321:
Old : 386: 114 92 118 78 150 246 321:
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 : 22.4 13.6 34.8 20.9 22.3 13.5 34.7 20.1
Old : 22.4 13.6 34.8 20.9 22.3 13.5 34.7 20.1
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 29, 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 : 9,600: 3,960 3,348 1,309 2,578 3,706 7,847 8,363: 1,753 1,237
Old : 9,600: 3,960 3,348 1,309 2,578 3,706 7,847 8,363: 1,753 1,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -33: 125 34 -29 -89 164 7 169: -40 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 34.9 13.6 26.9 38.6 81.7 87.1: 18.3 12.9
Old : 100.0: 41.3 34.9 13.6 26.9 38.6 81.7 87.1: 18.3 12.9
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 : 86: 34 19 12 18 24 62 49:
Old : 86: 34 19 12 18 24 62 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 35.6 48.7 50.4 27.6 31.6 41.6 45.1
Old : 29.3 35.6 48.7 50.4 27.6 31.6 41.6 45.1
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 29, 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 : 38,874: 14,658 9,057 5,083 11,962 9,042 31,703 23,182: 7,171 15,692
Old : 38,874: 14,658 9,057 5,083 11,962 9,042 31,703 23,182: 7,171 15,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -2,709: -2,181 -1,691 315 -464 -339 -2,330 -1,715: -379 -994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 23.3 13.1 30.8 23.3 81.6 59.6: 18.4 40.4
Old : 100.0: 37.7 23.3 13.1 30.8 23.3 81.6 59.6: 18.4 40.4
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 : 180: 61 38 31 33 54 108 112:
Old : 180: 61 38 31 33 54 108 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 18.0 31.7 24.5 17.9 15.1 28.2 20.1
Old : 19.3 18.0 31.7 24.5 17.9 15.1 28.2 20.1
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 29, 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 : 10,574: 147 5,041 67 9,805 5,217 10,019 10,325: 555 249
Old : 10,574: 147 5,041 67 9,805 5,217 10,019 10,325: 555 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 180: -276 104 -28 487 150 183 226: -3 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 47.7 0.6 92.7 49.3 94.8 97.6: 5.2 2.4
Old : 100.0: 1.4 47.7 0.6 92.7 49.3 94.8 97.6: 5.2 2.4
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 : 38: 1 13 6 18 12 24 26:
Old : 38: 1 13 6 18 12 24 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 : 79.1 66.9 88.3 84.5 78.4 66.4 85.8 82.6
Old : 79.1 66.9 88.3 84.5 78.4 66.4 85.8 82.6
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 29, 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 : 107,777: 6,102 5,520 5,034 96,429 96,964 107,565 107,518: 212 259
Old : 107,777: 6,102 5,520 5,034 96,429 96,964 107,565 107,518: 212 259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -779: -1,682 -110 1,681 -597 -2,341 -598 -770: -181 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 5.1 4.7 89.5 90.0 99.8 99.8: 0.2 0.2
Old : 100.0: 5.7 5.1 4.7 89.5 90.0 99.8 99.8: 0.2 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 3 16 16 19 22:
Old : 25: 3 3 3 16 16 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 68.3 86.6 85.1 49.7 49.2 56.0 55.5
Old : 70.9 68.3 86.6 85.1 49.7 49.2 56.0 55.5
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 29, 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 : 126,626: 48,793 14,708 1,013 45,130 84,629 94,936 100,350: 31,690 26,276
Old : 126,626: 48,793 14,708 1,013 45,130 84,629 94,936 100,350: 31,690 26,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -4,366: -8,784 -4,314 869 6,349 -2,344 -1,566 -5,789: -2,800 1,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 11.6 0.8 35.6 66.8 75.0 79.2: 25.0 20.8
Old : 100.0: 38.5 11.6 0.8 35.6 66.8 75.0 79.2: 25.0 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 22 24 10 22 23 52 49:
Old : 79: 22 24 10 22 23 52 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 56.3 51.4 62.7 40.2 55.3 50.9 61.7
Old : 40.7 56.3 51.4 62.7 40.2 55.3 50.9 61.7
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 29, 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 : 71,895: 6,882 37,478 225 57,697 4,355 64,804 42,058: 7,091 29,837
Old : 71,895: 6,882 37,478 225 57,697 4,355 64,804 42,058: 7,091 29,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 63: 1,981 -2,274 40 -478 1,002 1,543 -1,232: -1,480 1,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 52.1 0.3 80.3 6.1 90.1 58.5: 9.9 41.5
Old : 100.0: 9.6 52.1 0.3 80.3 6.1 90.1 58.5: 9.9 41.5
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 : 45: 8 20 3 12 9 21 31:
Old : 45: 8 20 3 12 9 21 31:
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 : 66.7 30.7 79.5 40.3 66.6 30.7 79.4 40.3
Old : 66.7 30.7 79.5 40.3 66.6 30.7 79.4 40.3
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 29, 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 : 187,458: 24,872 37,867 5,487 156,999 139,766 187,358 183,120: 100 4,338
Old : 187,458: 24,872 37,867 5,487 156,999 139,766 187,358 183,120: 100 4,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -1,796: 2,457 -664 -1,191 -81 2,720 1,185 865: -2,981 -2,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 20.2 2.9 83.8 74.6 99.9 97.7: 0.1 2.3
Old : 100.0: 13.3 20.2 2.9 83.8 74.6 99.9 97.7: 0.1 2.3
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 : 119: 28 53 8 22 21 56 77:
Old : 119: 28 53 8 22 21 56 77:
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 : 56.9 52.7 76.9 69.7 56.0 49.2 68.2 62.1
Old : 56.9 52.7 76.9 69.7 56.0 49.2 68.2 62.1
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 29, 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 : 181,435: 36,052 34,577 854 120,129 123,473 157,035 158,904: 24,400 22,531
Old : 181,435: 36,052 34,577 854 120,129 123,473 157,035 158,904: 24,400 22,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -3,062: -4,790 5,075 -74 3,953 -8,882 -911 -3,881: -2,151 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 19.1 0.5 66.2 68.1 86.6 87.6: 13.4 12.4
Old : 100.0: 19.9 19.1 0.5 66.2 68.1 86.6 87.6: 13.4 12.4
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 : 92: 25 26 7 23 29 54 56:
Old : 92: 25 26 7 23 29 54 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 55.2 59.2 63.9 46.9 51.8 57.2 60.5
Old : 46.9 55.2 59.2 63.9 46.9 51.8 57.2 60.5
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 29, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 140,684: 21,620 32,950 196 103,632 69,457 125,448 102,603: 15,236 38,081
Old : 140,684: 21,620 32,950 196 103,632 69,457 125,448 102,603: 15,236 38,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -1,484: 1,137 -5,548 -32 -2,511 6,420 -1,406 840: -78 -2,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 23.4 0.1 73.7 49.4 89.2 72.9: 10.8 27.1
Old : 100.0: 15.4 23.4 0.1 73.7 49.4 89.2 72.9: 10.8 27.1
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 : 80: 17 31 2 17 20 35 52:
Old : 80: 17 31 2 17 20 35 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 : 56.0 36.1 68.9 48.6 56.0 36.1 67.6 48.6
Old : 56.0 36.1 68.9 48.6 56.0 36.1 67.6 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, May 29, 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 : 394,160: 40,287 243,702 2,798 318,223 71,325 361,308 317,825: 32,852 76,335
Old : 394,160: 40,287 243,702 2,798 318,223 71,325 361,308 317,825: 32,852 76,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 17,452: 5,573 13,627 200 9,912 1,711 15,685 15,538: 1,767 1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 61.8 0.7 80.7 18.1 91.7 80.6: 8.3 19.4
Old : 100.0: 10.2 61.8 0.7 80.7 18.1 91.7 80.6: 8.3 19.4
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 : 196: 34 84 19 47 50 95 139:
Old : 196: 34 84 19 47 50 95 139:
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 : 45.1 38.4 59.4 45.2 44.9 37.6 59.0 44.0
Old : 45.1 38.4 59.4 45.2 44.9 37.6 59.0 44.0
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 29, 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 : 21,041: 14,401 14,313 1,594 4,637 4,430 20,632 20,337: 409 704
Old : 21,041: 14,401 14,313 1,594 4,637 4,430 20,632 20,337: 409 704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 499: -99 -834 434 369 1,187 704 787: -205 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 68.0 7.6 22.0 21.1 98.1 96.7: 1.9 3.3
Old : 100.0: 68.4 68.0 7.6 22.0 21.1 98.1 96.7: 1.9 3.3
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 : 22: 10 3 4 8 5 18 12:
Old : 22: 10 3 4 8 5 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 : 73.9 84.1 88.5 94.1 65.8 81.3 76.8 82.5
Old : 73.9 84.1 88.5 94.1 65.8 81.3 76.8 82.5
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 29, 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 : 21,453: 5,798 11,006 158 13,817 7,012 19,773 18,176: 1,680 3,277
Old : 21,453: 5,798 11,006 158 13,817 7,012 19,773 18,176: 1,680 3,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 14: -2,620 1,079 158 2,419 -1,133 -43 104: 57 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 51.3 0.7 64.4 32.7 92.2 84.7: 7.8 15.3
Old : 100.0: 27.0 51.3 0.7 64.4 32.7 92.2 84.7: 7.8 15.3
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 : 42: 8 20 2 10 4 19 25:
Old : 42: 8 20 2 10 4 19 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 : 48.6 42.9 74.9 68.2 48.6 42.9 74.9 68.2
Old : 48.6 42.9 74.9 68.2 48.6 42.9 74.9 68.2
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 29, 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 : 8,570,861: 732,774 1,089,405 1,652,997 5,428,825 4,848,359 7,814,596 7,590,761: 756,265 980,100
Old : 8,570,861: 732,774 1,089,405 1,652,997 5,428,825 4,848,359 7,814,596 7,590,761: 756,265 980,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -20,274: 29,144 24,103 -36,904 4,136 23,295 -3,624 10,494: -16,650 -30,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 12.7 19.3 63.3 56.6 91.2 88.6: 8.8 11.4
Old : 100.0: 8.5 12.7 19.3 63.3 56.6 91.2 88.6: 8.8 11.4
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 : 255: 53 50 82 131 137 225 237:
Old : 255: 53 50 82 131 137 225 237:
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 : 22.9 24.8 37.4 36.7 19.8 18.2 28.4 21.9
Old : 22.9 24.8 37.4 36.7 19.8 18.2 28.4 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, May 29, 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 : 881,189: 71,857 113,173 22,380 618,591 602,236 712,828 737,788: 168,361 143,401
Old : 881,189: 71,857 113,173 22,380 618,591 602,236 712,828 737,788: 168,361 143,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 7,701: -2,172 4,679 -1,740 10,212 1,296 6,300 4,235: 1,401 3,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 12.8 2.5 70.2 68.3 80.9 83.7: 19.1 16.3
Old : 100.0: 8.2 12.8 2.5 70.2 68.3 80.9 83.7: 19.1 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 : 543: 86 116 55 236 239 357 376:
Old : 543: 86 116 55 236 239 357 376:
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 11.7 21.2 20.0 11.5 10.8 18.5 18.2
Old : 13.1 11.7 21.2 20.0 11.5 10.8 18.5 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, May 29, 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 : 273,113: 11,805 9,253 7,091 186,795 159,773 205,691 176,117: 67,422 96,996
Old : 273,113: 11,805 9,253 7,091 186,795 159,773 205,691 176,117: 67,422 96,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -245: -1,334 -3,368 92 2,813 -1,594 1,571 -4,870: -1,816 4,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 3.4 2.6 68.4 58.5 75.3 64.5: 24.7 35.5
Old : 100.0: 4.3 3.4 2.6 68.4 58.5 75.3 64.5: 24.7 35.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 13 11 8 61 53 78 69:
Old : 112: 13 11 8 61 53 78 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 23.6 33.5 33.8 20.6 23.3 30.4 33.5
Old : 21.5 23.6 33.5 33.8 20.6 23.3 30.4 33.5
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 29, 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 : 3,040,378: 324,205 543,544 52,498 2,158,981 2,212,313 2,535,684 2,808,355: 504,694 232,023
Old : 3,040,378: 324,205 543,544 52,498 2,158,981 2,212,313 2,535,684 2,808,355: 504,694 232,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 39,728: -19,969 24,453 6,620 36,993 14,452 23,644 45,525: 16,084 -5,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 17.9 1.7 71.0 72.8 83.4 92.4: 16.6 7.6
Old : 100.0: 10.7 17.9 1.7 71.0 72.8 83.4 92.4: 16.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 515: 85 111 47 212 218 324 349:
Old : 515: 85 111 47 212 218 324 349:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 13.5 25.4 21.9 16.0 13.0 24.2 21.4
Old : 16.8 13.5 25.4 21.9 16.0 13.0 24.2 21.4
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 29, 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 : 103,853: 8,227 7,142 646 86,236 91,485 95,109 99,273: 8,744 4,580
Old : 103,853: 8,227 7,142 646 86,236 91,485 95,109 99,273: 8,744 4,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -1,647: 1,271 678 -1,911 -963 -368 -1,603 -1,601: -44 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 6.9 0.6 83.0 88.1 91.6 95.6: 8.4 4.4
Old : 100.0: 7.9 6.9 0.6 83.0 88.1 91.6 95.6: 8.4 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 : 90: 8 9 2 53 31 62 41:
Old : 90: 8 9 2 53 31 62 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 : 32.4 46.4 45.8 64.4 32.4 46.4 45.5 64.4
Old : 32.4 46.4 45.8 64.4 32.4 46.4 45.5 64.4
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 29, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 98,712: 14,998 9,638 4,092 71,377 79,721 90,467 93,450: 8,245 5,262
Old : 98,712: 14,998 9,638 4,092 71,377 79,721 90,467 93,450: 8,245 5,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -2,761: -2,612 495 -1,801 1,676 -1,396 -2,737 -2,702: -24 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 9.8 4.1 72.3 80.8 91.6 94.7: 8.4 5.3
Old : 100.0: 15.2 9.8 4.1 72.3 80.8 91.6 94.7: 8.4 5.3
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 : 217: 47 36 17 72 88 130 131:
Old : 217: 47 36 17 72 88 130 131:
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 : 31.0 28.0 45.8 44.6 23.1 19.1 30.7 28.3
Old : 31.0 28.0 45.8 44.6 23.1 19.1 30.7 28.3
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 29, 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 : 22,798: 1,163 1,856 666 17,747 19,445 19,576 21,967: 3,222 831
Old : 22,798: 1,163 1,856 666 17,747 19,445 19,576 21,967: 3,222 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 349: 28 -245 10 1,005 614 1,043 379: -694 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 8.1 2.9 77.8 85.3 85.9 96.4: 14.1 3.6
Old : 100.0: 5.1 8.1 2.9 77.8 85.3 85.9 96.4: 14.1 3.6
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 : 26: 3 2 1 13 8 16 11:
Old : 26: 3 2 1 13 8 16 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 : 49.3 79.9 68.1 90.7 49.3 79.9 68.1 89.9
Old : 49.3 79.9 68.1 90.7 49.3 79.9 68.1 89.9
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 29, 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 : 379,569: 81,840 51,573 4,465 268,151 301,378 354,456 357,416: 25,113 22,153
Old : 379,569: 81,840 51,573 4,465 268,151 301,378 354,456 357,416: 25,113 22,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -15,548: -14,062 2,837 -8,193 3,355 -10,048 -18,900 -15,404: 3,352 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 13.6 1.2 70.6 79.4 93.4 94.2: 6.6 5.8
Old : 100.0: 21.6 13.6 1.2 70.6 79.4 93.4 94.2: 6.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 47 36 15 64 83 121 124:
Old : 216: 47 36 15 64 83 121 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 30.1 52.8 44.8 37.9 30.1 52.8 44.8
Old : 37.9 30.1 52.8 44.8 37.9 30.1 52.8 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, May 29, 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 : 142,616: 14,788 50,315 493 112,809 62,740 128,090 113,548: 14,526 29,068
Old : 142,616: 14,788 50,315 493 112,809 62,740 128,090 113,548: 14,526 29,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 2,653: -15,211 3,418 360 21,971 -2,927 7,120 851: -4,467 1,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 35.3 0.3 79.1 44.0 89.8 79.6: 10.2 20.4
Old : 100.0: 10.4 35.3 0.3 79.1 44.0 89.8 79.6: 10.2 20.4
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 : 82: 14 33 6 22 22 40 57:
Old : 82: 14 33 6 22 22 40 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 : 61.1 42.1 70.7 52.6 60.9 41.6 70.6 52.1
Old : 61.1 42.1 70.7 52.6 60.9 41.6 70.6 52.1
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 29, 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 : 34,948: 3,954 6,882 67 23,238 5,368 27,259 12,317: 7,689 22,631
Old : 34,948: 3,954 6,882 67 23,238 5,368 27,259 12,317: 7,689 22,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -147: 23 -907 67 -87 68 3 -772: -150 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 19.7 0.2 66.5 15.4 78.0 35.2: 22.0 64.8
Old : 100.0: 11.3 19.7 0.2 66.5 15.4 78.0 35.2: 22.0 64.8
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 : 38: 9 7 1 18 7 27 15:
Old : 38: 9 7 1 18 7 27 15:
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 27.1 54.1 32.8 41.6 27.1 54.1 32.8
Old : 41.6 27.1 54.1 32.8 41.6 27.1 54.1 32.8
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 29, 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 : 71,235: 12,781 3,198 6,309 39,814 12,897 58,904 22,404: 12,331 48,831
Old : 71,235: 12,781 3,198 6,309 39,814 12,897 58,904 22,404: 12,331 48,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 2,615: -328 -581 -490 2,972 -186 2,154 -1,257: 461 3,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.5 8.9 55.9 18.1 82.7 31.5: 17.3 68.5
Old : 100.0: 17.9 4.5 8.9 55.9 18.1 82.7 31.5: 17.3 68.5
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 : 53: 13 6 2 23 17 37 24:
Old : 53: 13 6 2 23 17 37 24:
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 15.9 50.6 21.7 29.3 8.9 43.2 13.3
Old : 34.7 15.9 50.6 21.7 29.3 8.9 43.2 13.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2012