BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 5,684: 427 102 100 4,340 4,855 4,868 5,058: 816 626
Old : 5,684: 427 102 100 4,340 4,855 4,868 5,058: 816 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -45: -51 -46 6 55 5 9 -35: -55 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.8 1.8 76.4 85.4 85.6 89.0: 14.4 11.0
Old : 100.0: 7.5 1.8 1.8 76.4 85.4 85.6 89.0: 14.4 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 2 15 12 19 14:
Old : 22: 2 2 2 15 12 19 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 : 61.9 71.3 75.9 83.1 61.9 68.4 73.8 78.8
Old : 61.9 71.3 75.9 83.1 61.9 68.4 73.8 78.8
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 53,285: 6,109 3,365 12,687 28,405 25,217 47,201 41,268: 6,084 12,017
Old : 53,285: 6,109 3,365 12,687 28,405 25,217 47,201 41,268: 6,084 12,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -648: -822 -673 914 -827 -1,056 -735 -816: 88 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 6.3 23.8 53.3 47.3 88.6 77.4: 11.4 22.6
Old : 100.0: 11.5 6.3 23.8 53.3 47.3 88.6 77.4: 11.4 22.6
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 : 77: 13 16 19 37 32 60 57:
Old : 77: 13 16 19 37 32 60 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 : 41.4 25.3 54.5 38.2 39.9 24.1 48.9 32.5
Old : 41.4 25.3 54.5 38.2 39.9 24.1 48.9 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 305,623: 79,603 39,570 86,293 110,315 138,133 276,211 263,995: 29,412 41,628
Old : 279,131: 76,880 45,093 72,933 104,529 123,591 254,342 241,617: 24,789 37,514
Other: 26,492: 8,840 593 7,243 5,786 14,541 21,869 22,378: 4,622 4,114
: : :
: : Changes in Commitments from: January 31, 2012 :
: 9,555: 5,342 -3,237 4,652 -1,061 6,168 8,933 7,583: 622 1,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 12.9 28.2 36.1 45.2 90.4 86.4: 9.6 13.6
Old : 100.0: 27.5 16.2 26.1 37.4 44.3 91.1 86.6: 8.9 13.4
Other: 100.0: 33.4 2.2 27.3 21.8 54.9 82.6 84.5: 17.4 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 93 87 121 63 76 234 224:
Old : 283: 87 101 117 61 76 228 223:
Other: 108: 42 8 24 31 44 80 71:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 18.8 29.9 25.5 16.6 17.4 26.8 22.8
Old : 18.8 19.0 30.9 26.1 17.9 17.6 29.0 23.3
Other: 24.3 29.5 40.7 43.9 20.0 21.4 27.4 30.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 412,521: 121,857 33,725 99,443 159,787 202,499 381,087 335,667: 31,435 76,854
Old : 412,521: 121,857 33,725 99,443 159,787 202,499 381,087 335,667: 31,435 76,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -20,487: -1,415 -3,904 -19,423 245 -321 -20,593 -23,648: 106 3,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 8.2 24.1 38.7 49.1 92.4 81.4: 7.6 18.6
Old : 100.0: 29.5 8.2 24.1 38.7 49.1 92.4 81.4: 7.6 18.6
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 : 444: 152 93 143 103 169 335 342:
Old : 444: 152 93 143 103 169 335 342:
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 : 17.7 13.9 28.9 20.3 16.7 11.7 27.0 16.8
Old : 17.7 13.9 28.9 20.3 16.7 11.7 27.0 16.8
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 10,044: 3,758 3,462 1,763 2,734 3,044 8,255 8,269: 1,789 1,775
Old : 10,044: 3,758 3,462 1,763 2,734 3,044 8,255 8,269: 1,789 1,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -198: 0 -1,545 73 -46 1,059 27 -413: -225 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 34.5 17.6 27.2 30.3 82.2 82.3: 17.8 17.7
Old : 100.0: 37.4 34.5 17.6 27.2 30.3 82.2 82.3: 17.8 17.7
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 : 88: 29 25 21 16 22 58 64:
Old : 88: 29 25 21 16 22 58 64:
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 : 36.8 22.9 51.5 37.2 34.7 20.8 44.8 33.3
Old : 36.8 22.9 51.5 37.2 34.7 20.8 44.8 33.3
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 52,912: 22,065 3,925 13,173 9,379 12,119 44,616 29,217: 8,296 23,695
Old : 52,912: 22,065 3,925 13,173 9,379 12,119 44,616 29,217: 8,296 23,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 3,314: 694 -298 1,654 324 728 2,673 2,085: 641 1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 7.4 24.9 17.7 22.9 84.3 55.2: 15.7 44.8
Old : 100.0: 41.7 7.4 24.9 17.7 22.9 84.3 55.2: 15.7 44.8
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 : 209: 72 39 52 43 76 142 148:
Old : 209: 72 39 52 43 76 142 148:
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 : 13.5 8.3 23.2 14.3 10.8 6.2 18.6 10.8
Old : 13.5 8.3 23.2 14.3 10.8 6.2 18.6 10.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 7,201: 0 4,131 10 6,565 2,008 6,575 6,149: 625 1,051
Old : 6,880: 0 4,087 10 6,271 1,835 6,281 5,932: 599 948
Other: 321: 0 44 0 295 174 295 218: 26 103
: : :
: : Changes in Commitments from: January 31, 2012 :
: -787: 0 -760 7 -690 -90 -683 -843: -105 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 57.4 0.1 91.2 27.9 91.3 85.4: 8.7 14.6
Old : 100.0: 0.0 59.4 0.1 91.1 26.7 91.3 86.2: 8.7 13.8
Other: 100.0: 0.0 13.7 0.0 91.8 54.2 91.8 67.9: 8.2 32.1
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 4 1 13 10 14 14:
Old : 22: 0 4 1 13 10 14 14:
Other: 12: 0 2 0 8 3 8 5:
:----------------------------------------------------------------------------------------------------
: 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 : 76.8 63.1 88.4 79.5 76.2 63.0 86.4 78.9
Old : 76.4 63.4 88.3 80.0 75.8 63.3 86.2 79.5
Other: 84.6 66.9 91.8 67.9 84.6 66.9 91.2 67.2
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 126,958: 10,081 992 3,193 113,221 122,691 126,495 126,876: 463 82
Old : 126,958: 10,081 992 3,193 113,221 122,691 126,495 126,876: 463 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 96: -70 458 0 -66 -257 -136 201: 232 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.8 2.5 89.2 96.6 99.6 99.9: 0.4 0.1
Old : 100.0: 7.9 0.8 2.5 89.2 96.6 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 3 1 14 15 17 19:
Old : 22: 3 3 1 14 15 17 19:
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 : 78.1 74.8 88.9 89.7 31.6 30.4 38.4 36.4
Old : 78.1 74.8 88.9 89.7 31.6 30.4 38.4 36.4
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 129,189: 36,981 34,765 5,697 49,596 68,237 92,274 108,700: 36,915 20,489
Old : 129,189: 36,981 34,765 5,697 49,596 68,237 92,274 108,700: 36,915 20,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 1,589: 7,107 -14,616 1,544 -9,360 15,997 -709 2,925: 2,298 -1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 26.9 4.4 38.4 52.8 71.4 84.1: 28.6 15.9
Old : 100.0: 28.6 26.9 4.4 38.4 52.8 71.4 84.1: 28.6 15.9
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 : 80: 33 11 7 23 28 60 42:
Old : 80: 33 11 7 23 28 60 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 56.8 36.8 65.4 25.9 56.7 33.8 62.7
Old : 27.3 56.8 36.8 65.4 25.9 56.7 33.8 62.7
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 44,859: 8,111 17,775 1,452 24,866 9,120 34,428 28,347: 10,431 16,512
Old : 44,859: 8,111 17,775 1,452 24,866 9,120 34,428 28,347: 10,431 16,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 1,158: 2,060 703 -753 630 92 1,937 42: -778 1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 39.6 3.2 55.4 20.3 76.7 63.2: 23.3 36.8
Old : 100.0: 18.1 39.6 3.2 55.4 20.3 76.7 63.2: 23.3 36.8
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 : 45: 10 14 6 15 15 27 33:
Old : 45: 10 14 6 15 15 27 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 27.5 61.0 36.5 42.7 26.7 58.0 35.7
Old : 44.9 27.5 61.0 36.5 42.7 26.7 58.0 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 145,645: 44,614 10,507 3 95,669 131,536 140,286 142,046: 5,359 3,599
Old : 145,645: 44,614 10,507 3 95,669 131,536 140,286 142,046: 5,359 3,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -4,922: 424 -12,202 2 -5,855 7,924 -5,429 -4,276: 507 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 7.2 0.0 65.7 90.3 96.3 97.5: 3.7 2.5
Old : 100.0: 30.6 7.2 0.0 65.7 90.3 96.3 97.5: 3.7 2.5
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 : 99: 42 19 2 19 23 62 43:
Old : 99: 42 19 2 19 23 62 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 : 61.5 63.6 80.4 79.6 61.5 63.6 80.4 79.0
Old : 61.5 63.6 80.4 79.6 61.5 63.6 80.4 79.0
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 with Delta-adjusted Options and Futures Combined, February 7, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 199,870: 28,194 61,130 1,696 150,184 108,108 180,074 170,933: 19,796 28,937
Old : 199,870: 28,194 61,130 1,696 150,184 108,108 180,074 170,933: 19,796 28,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 2,319: 5,158 10,879 -1,829 -4,810 -5,056 -1,481 3,994: 3,800 -1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 30.6 0.8 75.1 54.1 90.1 85.5: 9.9 14.5
Old : 100.0: 14.1 30.6 0.8 75.1 54.1 90.1 85.5: 9.9 14.5
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 : 95: 22 31 10 29 28 59 61:
Old : 95: 22 31 10 29 28 59 61:
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 : 47.5 50.0 67.9 60.0 47.4 48.9 67.1 58.6
Old : 47.5 50.0 67.9 60.0 47.4 48.9 67.1 58.6
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 187,706: 84,866 29,294 3,200 71,631 120,667 159,698 153,161: 28,009 34,545
Old : 187,706: 84,866 29,294 3,200 71,631 120,667 159,698 153,161: 28,009 34,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 3,689: 3,978 5,397 -709 1,257 -1,141 4,526 3,548: -837 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 15.6 1.7 38.2 64.3 85.1 81.6: 14.9 18.4
Old : 100.0: 45.2 15.6 1.7 38.2 64.3 85.1 81.6: 14.9 18.4
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 : 113: 30 41 14 24 32 63 78:
Old : 113: 30 41 14 24 32 63 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 38.7 65.7 50.4 58.6 38.6 65.2 49.2
Old : 58.6 38.7 65.7 50.4 58.6 38.6 65.2 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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 325,847: 31,956 169,376 26,568 230,968 65,197 289,491 261,141: 36,356 64,706
Old : 325,847: 31,956 169,376 26,568 230,968 65,197 289,491 261,141: 36,356 64,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -29,703: 1,365 -17,200 -9,185 -22,074 -1,454 -29,894 -27,840: 191 -1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 52.0 8.2 70.9 20.0 88.8 80.1: 11.2 19.9
Old : 100.0: 9.8 52.0 8.2 70.9 20.0 88.8 80.1: 11.2 19.9
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 : 188: 31 79 40 54 54 111 147:
Old : 188: 31 79 40 54 54 111 147:
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 29.3 52.8 36.7 41.3 28.7 52.2 35.4
Old : 41.6 29.3 52.8 36.7 41.3 28.7 52.2 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 35,020: 28,201 4,866 380 1,992 28,240 30,573 33,486: 4,447 1,534
Old : 35,020: 28,201 4,866 380 1,992 28,240 30,573 33,486: 4,447 1,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 3,393: 2,871 -5,667 0 196 9,153 3,067 3,486: 326 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 13.9 1.1 5.7 80.6 87.3 95.6: 12.7 4.4
Old : 100.0: 80.5 13.9 1.1 5.7 80.6 87.3 95.6: 12.7 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 : 47: 22 12 2 3 10 27 22:
Old : 47: 22 12 2 3 10 27 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 : 62.8 64.7 74.5 81.2 62.8 64.7 74.5 81.2
Old : 62.8 64.7 74.5 81.2 62.8 64.7 74.5 81.2
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 with Delta-adjusted Options and Futures Combined, February 7, 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 :13,915,719: 764,199 560,455 5,626,603 6,574,218 6,715,851 12,965,021 12,902,909: 950,699 1,012,810
Old :13,915,719: 764,199 560,455 5,626,603 6,574,218 6,715,851 12,965,021 12,902,909: 950,699 1,012,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 291,036: 57,249 -64,284 70,732 148,268 247,670 276,249 254,117: 14,787 36,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 4.0 40.4 47.2 48.3 93.2 92.7: 6.8 7.3
Old : 100.0: 5.5 4.0 40.4 47.2 48.3 93.2 92.7: 6.8 7.3
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 : 280: 65 52 100 144 147 262 254:
Old : 280: 65 52 100 144 147 262 254:
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 : 20.1 21.1 31.5 33.3 12.5 9.9 17.2 13.0
Old : 20.1 21.1 31.5 33.3 12.5 9.9 17.2 13.0
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 944,693: 73,504 101,431 77,773 661,891 656,847 813,168 836,052: 131,524 108,641
Old : 944,693: 73,504 101,431 77,773 661,891 656,847 813,168 836,052: 131,524 108,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 29,691: -2,507 -6,975 12,413 23,227 22,171 33,133 27,609: -3,442 2,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 10.7 8.2 70.1 69.5 86.1 88.5: 13.9 11.5
Old : 100.0: 7.8 10.7 8.2 70.1 69.5 86.1 88.5: 13.9 11.5
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 : 556: 110 117 95 240 227 396 393:
Old : 556: 110 117 95 240 227 396 393:
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 : 13.7 11.4 21.1 21.0 12.0 10.4 18.7 17.0
Old : 13.7 11.4 21.1 21.0 12.0 10.4 18.7 17.0
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 339,591: 11,398 23,652 32,719 212,870 240,578 256,987 296,949: 82,604 42,642
Old : 339,591: 11,398 23,652 32,719 212,870 240,578 256,987 296,949: 82,604 42,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 18,706: 854 2,109 6,022 12,001 10,718 18,877 18,849: -171 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 7.0 9.6 62.7 70.8 75.7 87.4: 24.3 12.6
Old : 100.0: 3.4 7.0 9.6 62.7 70.8 75.7 87.4: 24.3 12.6
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 : 126: 14 21 27 71 64 101 96:
Old : 126: 14 21 27 71 64 101 96:
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 : 19.2 22.7 29.0 35.1 17.0 21.2 24.1 31.6
Old : 19.2 22.7 29.0 35.1 17.0 21.2 24.1 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 3,025,509: 368,586 446,949 167,218 2,245,104 2,081,346 2,780,908 2,695,513: 244,601 329,996
Old : 3,025,509: 368,586 446,949 167,218 2,245,104 2,081,346 2,780,908 2,695,513: 244,601 329,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 54,923: -7,893 -36,509 23,043 56,129 57,264 71,279 43,798: -16,356 11,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 14.8 5.5 74.2 68.8 91.9 89.1: 8.1 10.9
Old : 100.0: 12.2 14.8 5.5 74.2 68.8 91.9 89.1: 8.1 10.9
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 : 522: 105 109 85 216 212 361 366:
Old : 522: 105 109 85 216 212 361 366:
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 : 17.6 11.6 26.4 19.7 16.2 10.6 23.2 17.0
Old : 17.6 11.6 26.4 19.7 16.2 10.6 23.2 17.0
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 110,043: 10,231 5,278 1,784 87,290 99,030 99,305 106,092: 10,738 3,951
Old : 110,043: 10,231 5,278 1,784 87,290 99,030 99,305 106,092: 10,738 3,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 436: 246 200 1,784 -1,238 -1,158 792 826: -356 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 4.8 1.6 79.3 90.0 90.2 96.4: 9.8 3.6
Old : 100.0: 9.3 4.8 1.6 79.3 90.0 90.2 96.4: 9.8 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 : 91: 12 7 1 51 35 63 43:
Old : 91: 12 7 1 51 35 63 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 : 31.5 41.8 45.9 63.4 31.2 41.7 44.4 61.6
Old : 31.5 41.8 45.9 63.4 31.2 41.7 44.4 61.6
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 94,375: 27,968 4,428 933 56,237 84,252 85,139 89,613: 9,236 4,761
Old : 94,375: 27,968 4,428 933 56,237 84,252 85,139 89,613: 9,236 4,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 1,345: 2,454 453 -338 -1,256 777 860 892: 485 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 4.7 1.0 59.6 89.3 90.2 95.0: 9.8 5.0
Old : 100.0: 29.6 4.7 1.0 59.6 89.3 90.2 95.0: 9.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 83 30 13 83 86 170 125:
Old : 250: 83 30 13 83 86 170 125:
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 : 18.5 33.1 30.2 47.7 17.2 29.8 28.4 42.3
Old : 18.5 33.1 30.2 47.7 17.2 29.8 28.4 42.3
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 15,736: 290 979 0 12,243 14,049 12,533 15,028: 3,203 708
Old : 15,736: 290 979 0 12,243 14,049 12,533 15,028: 3,203 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 237: -499 0 0 639 248 140 248: 97 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 6.2 0.0 77.8 89.3 79.6 95.5: 20.4 4.5
Old : 100.0: 1.8 6.2 0.0 77.8 89.3 79.6 95.5: 20.4 4.5
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 : 23: 1 1 0 11 12 12 13:
Old : 23: 1 1 0 11 12 12 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 : 58.2 65.3 72.8 90.0 58.2 65.3 72.7 90.0
Old : 58.2 65.3 72.8 90.0 58.2 65.3 72.7 90.0
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 393,195: 139,842 18,694 3,217 219,969 351,016 363,028 372,927: 30,167 20,268
Old : 393,195: 139,842 18,694 3,217 219,969 351,016 363,028 372,927: 30,167 20,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 5,537: 12,268 -230 806 -9,474 2,644 3,600 3,219: 1,937 2,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 4.8 0.8 55.9 89.3 92.3 94.8: 7.7 5.2
Old : 100.0: 35.6 4.8 0.8 55.9 89.3 92.3 94.8: 7.7 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 : 249: 83 30 13 76 83 163 122:
Old : 249: 83 30 13 76 83 163 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 32.4 34.1 47.8 20.7 32.4 34.0 47.8
Old : 20.7 32.4 34.1 47.8 20.7 32.4 34.0 47.8
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 157,486: 94,200 18,589 5,795 22,859 112,136 122,855 136,520: 34,631 20,966
Old : 157,486: 94,200 18,589 5,795 22,859 112,136 122,855 136,520: 34,631 20,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: -5,381: -2,669 -961 -1,845 -4,729 -1,926 -9,243 -4,732: 3,862 -649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 11.8 3.7 14.5 71.2 78.0 86.7: 22.0 13.3
Old : 100.0: 59.8 11.8 3.7 14.5 71.2 78.0 86.7: 22.0 13.3
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 : 93: 38 21 11 20 28 67 51:
Old : 93: 38 21 11 20 28 67 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 49.9 52.3 61.6 44.6 49.3 51.7 60.3
Old : 44.6 49.9 52.3 61.6 44.6 49.3 51.7 60.3
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 24,074: 4,697 7,810 501 12,862 5,869 18,060 14,180: 6,014 9,894
Old : 24,074: 4,697 7,810 501 12,862 5,869 18,060 14,180: 6,014 9,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 2,239: 1,198 1,338 501 348 885 2,047 2,724: 192 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 32.4 2.1 53.4 24.4 75.0 58.9: 25.0 41.1
Old : 100.0: 19.5 32.4 2.1 53.4 24.4 75.0 58.9: 25.0 41.1
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 : 44: 9 9 2 20 7 30 17:
Old : 44: 9 9 2 20 7 30 17:
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 : 28.1 41.2 41.8 50.5 28.1 41.2 41.8 48.9
Old : 28.1 41.2 41.8 50.5 28.1 41.2 41.8 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 44,693: 12,282 1,259 2,472 24,717 11,635 39,471 15,366: 5,222 29,327
Old : 44,693: 12,282 1,259 2,472 24,717 11,635 39,471 15,366: 5,222 29,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 2,262: 4,982 -955 -2,482 315 -3,052 2,815 -6,489: -553 8,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 2.8 5.5 55.3 26.0 88.3 34.4: 11.7 65.6
Old : 100.0: 27.5 2.8 5.5 55.3 26.0 88.3 34.4: 11.7 65.6
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 : 58: 18 4 3 23 20 41 27:
Old : 58: 18 4 3 23 20 41 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 15.0 51.2 22.3 28.6 13.8 46.2 18.5
Old : 33.2 15.0 51.2 22.3 28.6 13.8 46.2 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2012