BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 6,242: 441 100 121 4,939 5,303 5,501 5,524: 741 718
Old : 6,242: 441 100 121 4,939 5,303 5,501 5,524: 741 718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -396: -90 -7 -11 -214 -342 -315 -360: -80 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 1.6 1.9 79.1 85.0 88.1 88.5: 11.9 11.5
Old : 100.0: 7.1 1.6 1.9 79.1 85.0 88.1 88.5: 11.9 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 : 22: 4 1 2 13 11 18 13:
Old : 22: 4 1 2 13 11 18 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 : 67.9 69.4 79.6 82.4 67.9 69.1 78.5 79.4
Old : 67.9 69.4 79.6 82.4 67.9 69.1 78.5 79.4
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, March 6, 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 : 55,075: 6,101 4,323 13,866 28,832 23,716 48,799 41,905: 6,276 13,170
Old : 55,075: 6,101 4,323 13,866 28,832 23,716 48,799 41,905: 6,276 13,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -4,722: -721 -371 -326 -3,736 -3,245 -4,783 -3,942: 62 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 7.8 25.2 52.4 43.1 88.6 76.1: 11.4 23.9
Old : 100.0: 11.1 7.8 25.2 52.4 43.1 88.6 76.1: 11.4 23.9
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 : 81: 15 21 23 34 32 62 64:
Old : 81: 15 21 23 34 32 62 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 : 38.6 25.5 52.9 36.6 37.1 21.8 46.2 30.6
Old : 38.6 25.5 52.9 36.6 37.1 21.8 46.2 30.6
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, March 6, 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 : 314,636: 75,483 38,031 88,581 117,467 140,913 281,531 267,525: 33,105 47,111
Old : 276,040: 71,300 45,650 71,404 107,358 118,767 250,062 235,822: 25,978 40,219
Other: 38,596: 12,563 761 8,796 10,109 22,146 31,469 31,704: 7,127 6,892
: : :
: : Changes in Commitments from: February 28, 2012 :
: 3,245: -5,294 1,460 1,036 7,425 -100 3,167 2,396: 78 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 12.1 28.2 37.3 44.8 89.5 85.0: 10.5 15.0
Old : 100.0: 25.8 16.5 25.9 38.9 43.0 90.6 85.4: 9.4 14.6
Other: 100.0: 32.6 2.0 22.8 26.2 57.4 81.5 82.1: 18.5 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 101 86 130 73 85 244 253:
Old : 304: 87 107 125 68 84 234 251:
Other: 126: 42 8 29 45 57 100 87:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 17.1 29.5 24.8 15.6 15.8 25.8 21.1
Old : 18.8 17.1 31.3 25.8 17.3 15.9 28.3 21.6
Other: 21.9 25.2 36.9 36.4 20.7 19.9 29.3 27.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 457,889: 131,404 36,014 130,528 164,206 212,349 426,138 378,891: 31,751 78,998
Old : 457,889: 131,404 36,014 130,528 164,206 212,349 426,138 378,891: 31,751 78,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 3,996: -5,045 -2,662 5,991 3,876 300 4,822 3,630: -826 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 7.9 28.5 35.9 46.4 93.1 82.7: 6.9 17.3
Old : 100.0: 28.7 7.9 28.5 35.9 46.4 93.1 82.7: 6.9 17.3
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 : 458: 166 93 147 105 174 346 347:
Old : 458: 166 93 147 105 174 346 347:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 13.4 28.0 20.0 16.0 10.5 25.8 15.4
Old : 17.1 13.4 28.0 20.0 16.0 10.5 25.8 15.4
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, March 6, 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 : 10,517: 4,165 3,312 1,516 2,590 3,611 8,271 8,438: 2,245 2,078
Old : 10,517: 4,165 3,312 1,516 2,590 3,611 8,271 8,438: 2,245 2,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -104: -66 10 -202 -84 -167 -352 -358: 248 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 31.5 14.4 24.6 34.3 78.6 80.2: 21.4 19.8
Old : 100.0: 39.6 31.5 14.4 24.6 34.3 78.6 80.2: 21.4 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 28 22 15 14 21 52 52:
Old : 78: 28 22 15 14 21 52 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 : 35.2 29.3 52.0 44.3 34.6 26.8 46.6 39.6
Old : 35.2 29.3 52.0 44.3 34.6 26.8 46.6 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 61,978: 25,616 4,445 15,477 11,249 14,062 52,343 33,984: 9,635 27,994
Old : 61,978: 25,616 4,445 15,477 11,249 14,062 52,343 33,984: 9,635 27,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -400: 84 -149 -1,652 972 -102 -596 -1,903: 197 1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 7.2 25.0 18.2 22.7 84.5 54.8: 15.5 45.2
Old : 100.0: 41.3 7.2 25.0 18.2 22.7 84.5 54.8: 15.5 45.2
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 : 220: 79 37 61 51 79 158 159:
Old : 220: 79 37 61 51 79 158 159:
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 8.8 22.3 14.9 12.6 6.2 20.4 10.5
Old : 13.7 8.8 22.3 14.9 12.6 6.2 20.4 10.5
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, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 9,112: 227 4,285 85 7,875 3,074 8,186 7,443: 926 1,668
Old : 8,566: 200 4,173 79 7,395 2,868 7,674 7,120: 892 1,445
Other: 546: 29 113 4 480 206 513 323: 34 223
: : :
: : Changes in Commitments from: February 28, 2012 :
: -174: 166 -208 -0 -350 -29 -184 -238: 10 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 47.0 0.9 86.4 33.7 89.8 81.7: 10.2 18.3
Old : 100.0: 2.3 48.7 0.9 86.3 33.5 89.6 83.1: 10.4 16.9
Other: 100.0: 5.3 20.7 0.7 87.8 37.8 93.8 59.2: 6.2 40.8
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 8 4 13 10 18 19:
Old : 29: 2 8 4 13 10 18 19:
Other: 16: 2 3 1 9 3 11 7:
:----------------------------------------------------------------------------------------------------
: 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 : 77.4 56.5 84.0 72.3 77.4 56.4 83.6 70.5
Old : 77.1 57.9 83.9 73.3 77.1 57.8 83.4 71.6
Other: 84.6 57.0 91.9 59.2 84.6 56.6 91.7 57.5
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 137,300: 11,579 6,624 3,316 121,849 127,271 136,744 137,211: 556 89
Old : 137,300: 11,579 6,624 3,316 121,849 127,271 136,744 137,211: 556 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 4,831: 53 -118 0 4,790 4,948 4,843 4,830: -12 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 4.8 2.4 88.7 92.7 99.6 99.9: 0.4 0.1
Old : 100.0: 8.4 4.8 2.4 88.7 92.7 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 : 23: 4 3 1 15 15 19 19:
Old : 23: 4 3 1 15 15 19 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 : 72.7 71.0 88.0 86.5 29.2 27.0 36.5 33.3
Old : 72.7 71.0 88.0 86.5 29.2 27.0 36.5 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 157,199: 56,258 29,672 7,794 51,518 98,084 115,569 135,549: 41,629 21,650
Old : 157,199: 56,258 29,672 7,794 51,518 98,084 115,569 135,549: 41,629 21,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 12,906: 5,503 1,301 2,631 2,650 7,533 10,784 11,465: 2,122 1,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 18.9 5.0 32.8 62.4 73.5 86.2: 26.5 13.8
Old : 100.0: 35.8 18.9 5.0 32.8 62.4 73.5 86.2: 26.5 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 37 13 10 26 25 68 43:
Old : 84: 37 13 10 26 25 68 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 : 30.2 51.1 39.9 62.8 29.3 49.9 36.9 58.7
Old : 30.2 51.1 39.9 62.8 29.3 49.9 36.9 58.7
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, March 6, 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 : 56,256: 8,167 27,575 1,601 34,587 11,094 44,355 40,270: 11,900 15,986
Old : 56,256: 8,167 27,575 1,601 34,587 11,094 44,355 40,270: 11,900 15,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 1,479: -1,659 -1,281 417 5,624 840 4,382 -24: -2,903 1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 49.0 2.8 61.5 19.7 78.8 71.6: 21.2 28.4
Old : 100.0: 14.5 49.0 2.8 61.5 19.7 78.8 71.6: 21.2 28.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 20 7 14 17 26 40:
Old : 48: 8 20 7 14 17 26 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 29.7 66.4 41.5 49.7 29.6 63.7 40.3
Old : 50.4 29.7 66.4 41.5 49.7 29.6 63.7 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 with Delta-adjusted Options and Futures Combined, March 6, 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 : 207,994: 84,514 18,167 3,031 114,929 182,796 202,474 203,994: 5,520 4,000
Old : 207,994: 84,514 18,167 3,031 114,929 182,796 202,474 203,994: 5,520 4,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 18,216: 10,704 5,107 2,155 5,687 9,850 18,546 17,112: -330 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 8.7 1.5 55.3 87.9 97.3 98.1: 2.7 1.9
Old : 100.0: 40.6 8.7 1.5 55.3 87.9 97.3 98.1: 2.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 48 22 9 21 21 75 51:
Old : 111: 48 22 9 21 21 75 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 : 50.3 61.6 72.5 79.5 50.3 55.6 66.9 68.1
Old : 50.3 61.6 72.5 79.5 50.3 55.6 66.9 68.1
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 with Delta-adjusted Options and Futures Combined, March 6, 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 : 190,372: 22,211 58,934 2,715 144,175 101,568 169,101 163,217: 21,271 27,155
Old : 190,372: 22,211 58,934 2,715 144,175 101,568 169,101 163,217: 21,271 27,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 7,634: -4,270 9,029 23 11,389 -90 7,142 8,962: 492 -1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 31.0 1.4 75.7 53.4 88.8 85.7: 11.2 14.3
Old : 100.0: 11.7 31.0 1.4 75.7 53.4 88.8 85.7: 11.2 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 19 30 10 33 31 60 63:
Old : 95: 19 30 10 33 31 60 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 49.6 65.0 58.8 45.1 46.1 63.9 54.7
Old : 45.8 49.6 65.0 58.8 45.1 46.1 63.9 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 174,111: 32,927 53,351 13,110 112,233 59,316 158,270 125,776: 15,842 48,335
Old : 174,111: 32,927 53,351 13,110 112,233 59,316 158,270 125,776: 15,842 48,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 1,696: -18,311 502 2,490 18,984 -2,021 3,163 971: -1,467 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 30.6 7.5 64.5 34.1 90.9 72.2: 9.1 27.8
Old : 100.0: 18.9 30.6 7.5 64.5 34.1 90.9 72.2: 9.1 27.8
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 : 116: 20 55 26 29 31 68 93:
Old : 116: 20 55 26 29 31 68 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 13.2 58.3 22.8 44.0 12.5 54.9 20.6
Old : 46.7 13.2 58.3 22.8 44.0 12.5 54.9 20.6
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 with Delta-adjusted Options and Futures Combined, March 6, 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 : 343,172: 40,255 151,478 45,470 219,086 80,586 304,811 277,534: 38,361 65,638
Old : 343,172: 40,255 151,478 45,470 219,086 80,586 304,811 277,534: 38,361 65,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 20,349: 6,041 11,144 5,212 10,332 4,723 21,585 21,078: -1,236 -729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 44.1 13.3 63.8 23.5 88.8 80.9: 11.2 19.1
Old : 100.0: 11.7 44.1 13.3 63.8 23.5 88.8 80.9: 11.2 19.1
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 : 197: 40 79 56 54 56 127 159:
Old : 197: 40 79 56 54 56 127 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 25.8 46.7 33.6 34.4 24.9 43.1 32.0
Old : 35.2 25.8 46.7 33.6 34.4 24.9 43.1 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 29,950: 23,506 6,718 483 2,039 20,754 26,028 27,955: 3,922 1,995
Old : 29,950: 23,506 6,718 483 2,039 20,754 26,028 27,955: 3,922 1,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -5,209: -3,500 1,826 65 -1,071 -7,305 -4,506 -5,414: -703 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 22.4 1.6 6.8 69.3 86.9 93.3: 13.1 6.7
Old : 100.0: 78.5 22.4 1.6 6.8 69.3 86.9 93.3: 13.1 6.7
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 : 53: 25 10 3 7 13 33 25:
Old : 53: 25 10 3 7 13 33 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 : 53.8 62.8 65.6 78.3 53.6 62.8 65.4 78.3
Old : 53.8 62.8 65.6 78.3 53.6 62.8 65.4 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 :14,682,594: 756,046 623,487 6,010,937 7,038,827 7,063,493 13,805,810 13,697,916: 876,784 984,677
Old :14,682,594: 756,046 623,487 6,010,937 7,038,827 7,063,493 13,805,810 13,697,916: 876,784 984,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 171,856: 52,139 91,418 97,755 34,777 9,392 184,671 198,565: -12,815 -26,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.2 40.9 47.9 48.1 94.0 93.3: 6.0 6.7
Old : 100.0: 5.1 4.2 40.9 47.9 48.1 94.0 93.3: 6.0 6.7
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 : 296: 63 66 108 153 154 281 269:
Old : 296: 63 66 108 153 154 281 269:
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 : 19.6 21.4 30.3 33.9 11.6 11.2 16.4 14.5
Old : 19.6 21.4 30.3 33.9 11.6 11.2 16.4 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 1,000,841: 80,624 108,164 79,430 700,863 688,660 860,916 876,253: 139,925 124,588
Old : 1,000,841: 80,624 108,164 79,430 700,863 688,660 860,916 876,253: 139,925 124,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 47,187: 436 5,116 10,539 19,701 15,330 30,676 30,986: 16,511 16,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 10.8 7.9 70.0 68.8 86.0 87.6: 14.0 12.4
Old : 100.0: 8.1 10.8 7.9 70.0 68.8 86.0 87.6: 14.0 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 : 579: 118 114 105 247 246 412 419:
Old : 579: 118 114 105 247 246 412 419:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 10.7 20.2 19.5 12.0 9.2 18.2 15.5
Old : 13.2 10.7 20.2 19.5 12.0 9.2 18.2 15.5
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, March 6, 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 : 338,970: 14,162 22,232 29,422 216,013 227,694 259,598 279,348: 79,373 59,622
Old : 338,970: 14,162 22,232 29,422 216,013 227,694 259,598 279,348: 79,373 59,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 13,287: 378 4,818 2,499 5,400 -3,944 8,277 3,374: 5,010 9,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 6.6 8.7 63.7 67.2 76.6 82.4: 23.4 17.6
Old : 100.0: 4.2 6.6 8.7 63.7 67.2 76.6 82.4: 23.4 17.6
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 : 125: 20 16 27 72 66 102 99:
Old : 125: 20 16 27 72 66 102 99:
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 : 19.1 21.4 28.1 33.4 16.3 19.6 22.8 28.2
Old : 19.1 21.4 28.1 33.4 16.3 19.6 22.8 28.2
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, March 6, 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 : 3,309,354: 391,375 488,728 190,970 2,424,248 2,304,826 3,006,593 2,984,523: 302,761 324,831
Old : 3,309,354: 391,375 488,728 190,970 2,424,248 2,304,826 3,006,593 2,984,523: 302,761 324,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 169,498: 23,358 24,562 17,128 71,506 96,370 111,992 138,061: 57,506 31,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.8 5.8 73.3 69.6 90.9 90.2: 9.1 9.8
Old : 100.0: 11.8 14.8 5.8 73.3 69.6 90.9 90.2: 9.1 9.8
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 : 545: 111 108 93 224 231 376 391:
Old : 545: 111 108 93 224 231 376 391:
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 11.4 25.6 19.9 16.1 10.6 23.2 17.0
Old : 16.8 11.4 25.6 19.9 16.1 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, March 6, 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 : 112,497: 17,008 5,872 0 85,945 102,304 102,953 108,176: 9,544 4,321
Old : 112,497: 17,008 5,872 0 85,945 102,304 102,953 108,176: 9,544 4,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 240: 2,145 1,220 0 -82 -1,582 2,063 -362: -1,823 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 5.2 0.0 76.4 90.9 91.5 96.2: 8.5 3.8
Old : 100.0: 15.1 5.2 0.0 76.4 90.9 91.5 96.2: 8.5 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 12 6 0 51 38 63 44:
Old : 91: 12 6 0 51 38 63 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 : 33.3 43.9 48.4 66.4 33.1 43.8 48.0 63.6
Old : 33.3 43.9 48.4 66.4 33.1 43.8 48.0 63.6
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, March 6, 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 : 117,707: 31,581 6,862 2,694 73,850 102,360 108,126 111,917: 9,581 5,790
Old : 117,707: 31,581 6,862 2,694 73,850 102,360 108,126 111,917: 9,581 5,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 1,104: 807 1,307 238 -611 -999 434 546: 670 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.8 2.3 62.7 87.0 91.9 95.1: 8.1 4.9
Old : 100.0: 26.8 5.8 2.3 62.7 87.0 91.9 95.1: 8.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 82 32 24 81 90 172 138:
Old : 250: 82 32 24 81 90 172 138:
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 : 28.4 38.6 40.9 53.2 27.9 34.6 38.1 47.9
Old : 28.4 38.6 40.9 53.2 27.9 34.6 38.1 47.9
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, March 6, 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 : 19,625: 1,456 979 275 14,890 17,354 16,621 18,608: 3,004 1,017
Old : 19,625: 1,456 979 275 14,890 17,354 16,621 18,608: 3,004 1,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 1,073: 77 0 275 793 604 1,145 879: -72 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.0 1.4 75.9 88.4 84.7 94.8: 15.3 5.2
Old : 100.0: 7.4 5.0 1.4 75.9 88.4 84.7 94.8: 15.3 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 : 26: 4 1 2 11 12 16 14:
Old : 26: 4 1 2 11 12 16 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 : 59.5 68.1 73.2 86.8 59.5 67.4 73.1 85.4
Old : 59.5 68.1 73.2 86.8 59.5 67.4 73.1 85.4
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, March 6, 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 : 490,406: 156,807 35,597 5,917 294,801 425,031 457,525 466,545: 32,881 23,861
Old : 490,406: 156,807 35,597 5,917 294,801 425,031 457,525 466,545: 32,881 23,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 152: 4,032 6,914 -567 -7,021 -8,014 -3,556 -1,667: 3,708 1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 7.3 1.2 60.1 86.7 93.3 95.1: 6.7 4.9
Old : 100.0: 32.0 7.3 1.2 60.1 86.7 93.3 95.1: 6.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 81 33 22 77 88 165 136:
Old : 249: 81 33 22 77 88 165 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 36.8 45.7 50.2 33.5 36.8 45.7 49.9
Old : 33.5 36.8 45.7 50.2 33.5 36.8 45.7 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 177,714: 95,781 34,396 8,720 37,731 108,540 142,233 151,657: 35,482 26,058
Old : 177,714: 95,781 34,396 8,720 37,731 108,540 142,233 151,657: 35,482 26,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 4,418: -7,450 9,393 1,054 11,694 -9,279 5,299 1,168: -880 3,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 19.4 4.9 21.2 61.1 80.0 85.3: 20.0 14.7
Old : 100.0: 53.9 19.4 4.9 21.2 61.1 80.0 85.3: 20.0 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 38 30 17 27 33 75 70:
Old : 106: 38 30 17 27 33 75 70:
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 : 40.5 41.5 52.0 53.6 39.9 37.0 50.3 49.1
Old : 40.5 41.5 52.0 53.6 39.9 37.0 50.3 49.1
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 with Delta-adjusted Options and Futures Combined, March 6, 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 : 50,210: 5,467 11,490 4,156 32,463 16,142 42,086 31,788: 8,124 18,422
Old : 50,210: 5,467 11,490 4,156 32,463 16,142 42,086 31,788: 8,124 18,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 13,546: -909 188 3,656 9,848 9,999 12,595 13,843: 951 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 22.9 8.3 64.7 32.1 83.8 63.3: 16.2 36.7
Old : 100.0: 10.9 22.9 8.3 64.7 32.1 83.8 63.3: 16.2 36.7
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 : 52: 11 9 8 25 12 41 26:
Old : 52: 11 9 8 25 12 41 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 : 37.4 39.2 49.3 53.1 20.4 27.5 29.8 32.9
Old : 37.4 39.2 49.3 53.1 20.4 27.5 29.8 32.9
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, March 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 68,640: 14,177 3,974 10,292 21,655 29,953 46,124 44,219: 22,516 24,421
Old : 68,640: 14,177 3,974 10,292 21,655 29,953 46,124 44,219: 22,516 24,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 23,379: 1,187 -430 7,220 1,498 3,037 9,905 9,827: 13,474 13,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 5.8 15.0 31.5 43.6 67.2 64.4: 32.8 35.6
Old : 100.0: 20.7 5.8 15.0 31.5 43.6 67.2 64.4: 32.8 35.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 14 10 7 26 29 46 42:
Old : 70: 14 10 7 26 29 46 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 : 23.4 18.6 34.5 29.9 19.9 15.5 28.4 24.4
Old : 23.4 18.6 34.5 29.9 19.9 15.5 28.4 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2012
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (GSCI X $250) :
: : :
All : 10,350: 6,251 743 0 2,684 9,340 8,935 10,083: 1,415 267
Old : 10,350: 6,251 743 0 2,684 9,340 8,935 10,083: 1,415 267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 822: 898 98 0 -70 598 828 696: -6 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 7.2 0.0 25.9 90.2 86.3 97.4: 13.7 2.6
Old : 100.0: 60.4 7.2 0.0 25.9 90.2 86.3 97.4: 13.7 2.6
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 : 22: 11 2 0 6 3 17 5:
Old : 22: 11 2 0 6 3 17 5:
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 : 50.6 96.1 68.6 97.4 50.6 96.1 68.6 97.4
Old : 50.6 96.1 68.6 97.4 50.6 96.1 68.6 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2012