BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 6,517: 442 104 136 5,177 5,503 5,755 5,743: 762 774
Old : 6,517: 442 104 136 5,177 5,503 5,755 5,743: 762 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 275: 2 4 14 238 200 254 219: 21 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.6 2.1 79.4 84.4 88.3 88.1: 11.7 11.9
Old : 100.0: 6.8 1.6 2.1 79.4 84.4 88.3 88.1: 11.7 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 67.8 69.7 79.8 82.6 67.8 69.3 78.5 78.8
Old : 67.8 69.7 79.8 82.6 67.8 69.3 78.5 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, March 13, 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 : 54,078: 6,007 4,337 13,077 28,911 23,756 47,995 41,170: 6,083 12,908
Old : 54,078: 6,007 4,337 13,077 28,911 23,756 47,995 41,170: 6,083 12,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -998: -94 14 -789 78 40 -805 -735: -193 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 8.0 24.2 53.5 43.9 88.8 76.1: 11.2 23.9
Old : 100.0: 11.1 8.0 24.2 53.5 43.9 88.8 76.1: 11.2 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 : 78: 17 17 21 33 31 60 60:
Old : 78: 17 17 21 33 31 60 60:
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 : 39.6 25.0 53.7 36.7 38.2 22.5 47.3 31.1
Old : 39.6 25.0 53.7 36.7 38.2 22.5 47.3 31.1
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 13, 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 : 303,710: 64,905 39,234 84,237 122,213 134,654 271,356 258,125: 32,354 45,585
Old : 262,812: 59,860 47,219 66,406 111,332 111,114 237,597 224,739: 25,215 38,073
Other: 40,898: 13,782 751 9,095 10,881 23,541 33,758 33,386: 7,139 7,512
: : :
: : Changes in Commitments from: March 6, 2012 :
: -10,926: -10,577 1,203 -4,344 4,746 -6,259 -10,175 -9,400: -751 -1,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 12.9 27.7 40.2 44.3 89.3 85.0: 10.7 15.0
Old : 100.0: 22.8 18.0 25.3 42.4 42.3 90.4 85.5: 9.6 14.5
Other: 100.0: 33.7 1.8 22.2 26.6 57.6 82.5 81.6: 17.5 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 102 82 129 67 77 237 242:
Old : 294: 95 100 123 62 77 226 241:
Other: 125: 43 6 31 45 55 100 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 : 18.5 16.8 29.6 23.9 17.2 15.3 26.9 20.5
Old : 20.1 16.9 31.6 24.7 19.4 15.3 29.5 21.1
Other: 22.5 24.3 37.5 35.9 21.8 19.7 30.7 28.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 444,024: 124,885 37,374 128,293 160,649 199,759 413,828 365,427: 30,196 78,597
Old : 444,024: 124,885 37,374 128,293 160,649 199,759 413,828 365,427: 30,196 78,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -13,865: -6,519 1,360 -2,234 -3,556 -12,590 -12,310 -13,464: -1,556 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 8.4 28.9 36.2 45.0 93.2 82.3: 6.8 17.7
Old : 100.0: 28.1 8.4 28.9 36.2 45.0 93.2 82.3: 6.8 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 : 436: 141 100 150 102 160 325 342:
Old : 436: 141 100 150 102 160 325 342:
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 : 18.5 14.2 29.0 21.4 17.9 11.1 28.1 16.2
Old : 18.5 14.2 29.0 21.4 17.9 11.1 28.1 16.2
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 13, 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 : 10,207: 4,055 3,200 1,641 2,596 3,646 8,292 8,486: 1,915 1,721
Old : 10,207: 4,055 3,200 1,641 2,596 3,646 8,292 8,486: 1,915 1,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -310: -110 -112 125 6 35 21 47: -331 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 31.3 16.1 25.4 35.7 81.2 83.1: 18.8 16.9
Old : 100.0: 39.7 31.3 16.1 25.4 35.7 81.2 83.1: 18.8 16.9
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 : 77: 27 21 17 14 21 52 52:
Old : 77: 27 21 17 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 : 36.1 31.6 53.5 46.6 35.3 28.5 48.1 41.5
Old : 36.1 31.6 53.5 46.6 35.3 28.5 48.1 41.5
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 13, 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 : 60,570: 23,096 4,152 15,210 11,248 13,766 49,553 33,127: 11,017 27,443
Old : 60,570: 23,096 4,152 15,210 11,248 13,766 49,553 33,127: 11,017 27,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -1,408: -2,520 -293 -267 -2 -296 -2,790 -857: 1,381 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 6.9 25.1 18.6 22.7 81.8 54.7: 18.2 45.3
Old : 100.0: 38.1 6.9 25.1 18.6 22.7 81.8 54.7: 18.2 45.3
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 : 209: 69 40 50 52 78 146 150:
Old : 209: 69 40 50 52 78 146 150:
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 : 14.6 9.0 23.4 15.3 12.9 6.3 20.3 10.7
Old : 14.6 9.0 23.4 15.3 12.9 6.3 20.3 10.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 9,355: 228 4,436 84 8,084 3,118 8,397 7,639: 958 1,716
Old : 8,789: 201 4,321 78 7,586 2,912 7,865 7,312: 924 1,478
Other: 565: 29 117 4 499 206 532 327: 34 238
: : :
: : Changes in Commitments from: March 6, 2012 :
: 243: 2 152 -0 210 44 211 196: 32 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 47.4 0.9 86.4 33.3 89.8 81.7: 10.2 18.3
Old : 100.0: 2.3 49.2 0.9 86.3 33.1 89.5 83.2: 10.5 16.8
Other: 100.0: 5.1 20.7 0.7 88.2 36.5 94.1 57.9: 5.9 42.1
: : :
:# 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 : 77.6 57.4 84.2 72.9 77.6 57.4 83.7 71.2
Old : 77.3 58.9 84.0 74.0 77.3 58.8 83.4 72.4
Other: 84.2 55.8 92.1 57.9 84.2 55.4 92.0 56.3
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 137,641: 11,589 6,828 3,316 122,149 127,174 137,054 137,318: 587 323
Old : 137,641: 11,589 6,828 3,316 122,149 127,174 137,054 137,318: 587 323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 342: 10 204 0 301 -96 311 108: 31 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 5.0 2.4 88.7 92.4 99.6 99.8: 0.4 0.2
Old : 100.0: 8.4 5.0 2.4 88.7 92.4 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 3 1 14 15 18 19:
Old : 23: 4 3 1 14 15 18 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 : 72.6 70.0 87.8 86.3 29.1 25.0 36.4 33.1
Old : 72.6 70.0 87.8 86.3 29.1 25.0 36.4 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 178,558: 59,305 32,556 11,623 63,979 114,607 134,907 158,786: 43,651 19,772
Old : 178,558: 59,305 32,556 11,623 63,979 114,607 134,907 158,786: 43,651 19,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 21,359: 3,047 2,884 3,829 12,461 16,524 19,337 23,237: 2,022 -1,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 18.2 6.5 35.8 64.2 75.6 88.9: 24.4 11.1
Old : 100.0: 33.2 18.2 6.5 35.8 64.2 75.6 88.9: 24.4 11.1
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 : 84: 36 13 11 27 26 69 44:
Old : 84: 36 13 11 27 26 69 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 : 27.4 48.8 39.3 66.5 25.7 44.9 32.2 56.4
Old : 27.4 48.8 39.3 66.5 25.7 44.9 32.2 56.4
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 13, 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 : 56,989: 9,351 24,274 3,475 33,820 10,809 46,647 38,558: 10,342 18,431
Old : 56,989: 9,351 24,274 3,475 33,820 10,809 46,647 38,558: 10,342 18,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 734: 1,184 -3,301 1,874 -767 -285 2,292 -1,712: -1,558 2,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 42.6 6.1 59.3 19.0 81.9 67.7: 18.1 32.3
Old : 100.0: 16.4 42.6 6.1 59.3 19.0 81.9 67.7: 18.1 32.3
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 : 44: 8 15 8 15 14 28 34:
Old : 44: 8 15 8 15 14 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 30.2 63.7 41.1 48.5 28.6 61.9 38.2
Old : 48.6 30.2 63.7 41.1 48.5 28.6 61.9 38.2
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 13, 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 : 247,777: 86,449 7,557 37,512 115,569 198,917 239,530 243,986: 8,247 3,791
Old : 247,777: 86,449 7,557 37,512 115,569 198,917 239,530 243,986: 8,247 3,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 39,783: 1,935 -10,610 34,481 640 16,121 37,056 39,992: 2,727 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 3.0 15.1 46.6 80.3 96.7 98.5: 3.3 1.5
Old : 100.0: 34.9 3.0 15.1 46.6 80.3 96.7 98.5: 3.3 1.5
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 : 115: 57 17 8 21 25 83 48:
Old : 115: 57 17 8 21 25 83 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 60.5 67.5 79.5 38.7 54.2 52.2 62.5
Old : 43.5 60.5 67.5 79.5 38.7 54.2 52.2 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 207,505: 21,552 63,288 9,114 158,463 105,466 189,129 177,867: 18,376 29,637
Old : 207,505: 21,552 63,288 9,114 158,463 105,466 189,129 177,867: 18,376 29,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 17,133: -659 4,354 6,399 14,288 3,897 20,028 14,651: -2,896 2,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 30.5 4.4 76.4 50.8 91.1 85.7: 8.9 14.3
Old : 100.0: 10.4 30.5 4.4 76.4 50.8 91.1 85.7: 8.9 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 : 94: 17 34 15 30 31 58 70:
Old : 94: 17 34 15 30 31 58 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 : 44.5 48.8 64.5 57.2 44.2 43.2 62.8 50.6
Old : 44.5 48.8 64.5 57.2 44.2 43.2 62.8 50.6
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, March 13, 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 : 213,010: 22,315 64,772 13,338 162,358 80,246 198,011 158,357: 14,999 54,653
Old : 213,010: 22,315 64,772 13,338 162,358 80,246 198,011 158,357: 14,999 54,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 38,899: -10,613 11,421 228 50,126 20,931 39,741 32,580: -843 6,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 30.4 6.3 76.2 37.7 93.0 74.3: 7.0 25.7
Old : 100.0: 10.5 30.4 6.3 76.2 37.7 93.0 74.3: 7.0 25.7
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 : 111: 17 51 24 31 31 64 90:
Old : 111: 17 51 24 31 31 64 90:
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 16.8 64.6 28.8 42.6 11.0 53.2 17.4
Old : 50.6 16.8 64.6 28.8 42.6 11.0 53.2 17.4
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 13, 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 : 352,838: 39,869 138,177 43,047 222,524 93,187 305,441 274,411: 47,397 78,427
Old : 352,838: 39,869 138,177 43,047 222,524 93,187 305,441 274,411: 47,397 78,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 9,666: -386 -13,301 -2,423 3,438 12,601 629 -3,124: 9,037 12,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 39.2 12.2 63.1 26.4 86.6 77.8: 13.4 22.2
Old : 100.0: 11.3 39.2 12.2 63.1 26.4 86.6 77.8: 13.4 22.2
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 : 193: 34 82 54 55 56 122 159:
Old : 193: 34 82 54 55 56 122 159:
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 : 34.2 24.6 46.7 32.0 33.6 23.6 44.1 29.8
Old : 34.2 24.6 46.7 32.0 33.6 23.6 44.1 29.8
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 13, 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 : 32,911: 19,223 6,000 4,454 5,280 20,713 28,957 31,167: 3,954 1,744
Old : 32,911: 19,223 6,000 4,454 5,280 20,713 28,957 31,167: 3,954 1,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 2,961: -4,283 -718 3,971 3,241 -41 2,929 3,212: 32 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 18.2 13.5 16.0 62.9 88.0 94.7: 12.0 5.3
Old : 100.0: 58.4 18.2 13.5 16.0 62.9 88.0 94.7: 12.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 25 8 6 9 14 35 27:
Old : 51: 25 8 6 9 14 35 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 55.9 64.3 76.6 36.1 51.8 47.9 61.0
Old : 49.6 55.9 64.3 76.6 36.1 51.8 47.9 61.0
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 13, 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 :15,024,023: 738,948 655,986 6,157,936 7,285,435 7,227,820 14,182,318 14,041,742: 841,705 982,281
Old :15,024,023: 738,948 655,986 6,157,936 7,285,435 7,227,820 14,182,318 14,041,742: 841,705 982,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 341,430: -17,098 32,499 146,999 246,608 164,328 376,509 343,826: -35,079 -2,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 4.4 41.0 48.5 48.1 94.4 93.5: 5.6 6.5
Old : 100.0: 4.9 4.4 41.0 48.5 48.1 94.4 93.5: 5.6 6.5
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 : 301: 66 64 111 155 157 284 277:
Old : 301: 66 64 111 155 157 284 277:
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 : 20.2 20.7 31.1 32.8 11.4 10.0 16.4 13.5
Old : 20.2 20.7 31.1 32.8 11.4 10.0 16.4 13.5
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 13, 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 : 1,147,669: 87,684 103,364 99,672 796,020 795,287 983,375 998,322: 164,294 149,347
Old : 1,147,669: 87,684 103,364 99,672 796,020 795,287 983,375 998,322: 164,294 149,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 146,827: 7,060 -4,800 20,242 95,157 106,627 122,459 122,069: 24,369 24,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.0 8.7 69.4 69.3 85.7 87.0: 14.3 13.0
Old : 100.0: 7.6 9.0 8.7 69.4 69.3 85.7 87.0: 14.3 13.0
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 : 593: 122 124 123 266 255 449 441:
Old : 593: 122 124 123 266 255 449 441:
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 : 12.6 12.7 19.5 21.0 11.5 8.2 17.0 13.8
Old : 12.6 12.7 19.5 21.0 11.5 8.2 17.0 13.8
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 13, 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 : 403,574: 15,874 13,294 36,707 266,656 271,949 319,236 321,951: 84,338 81,624
Old : 403,574: 15,874 13,294 36,707 266,656 271,949 319,236 321,951: 84,338 81,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 64,604: 1,712 -8,938 7,285 50,642 44,255 59,639 42,602: 4,965 22,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 3.3 9.1 66.1 67.4 79.1 79.8: 20.9 20.2
Old : 100.0: 3.9 3.3 9.1 66.1 67.4 79.1 79.8: 20.9 20.2
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 : 126: 21 13 27 80 70 112 99:
Old : 126: 21 13 27 80 70 112 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 : 16.5 19.3 26.4 30.6 14.8 16.3 20.4 22.6
Old : 16.5 19.3 26.4 30.6 14.8 16.3 20.4 22.6
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, March 13, 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 : 3,720,471: 410,884 502,181 262,989 2,646,820 2,616,686 3,320,693 3,381,857: 399,778 338,614
Old : 3,720,471: 410,884 502,181 262,989 2,646,820 2,616,686 3,320,693 3,381,857: 399,778 338,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 411,117: 19,509 13,454 72,019 222,572 311,861 314,100 397,334: 97,017 13,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.5 7.1 71.1 70.3 89.3 90.9: 10.7 9.1
Old : 100.0: 11.0 13.5 7.1 71.1 70.3 89.3 90.9: 10.7 9.1
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 : 555: 110 120 113 239 239 408 414:
Old : 555: 110 120 113 239 239 408 414:
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 : 16.5 10.4 24.4 19.1 15.8 9.3 21.9 15.4
Old : 16.5 10.4 24.4 19.1 15.8 9.3 21.9 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 126,556: 16,075 6,322 9 100,090 115,152 116,174 121,483: 10,382 5,073
Old : 126,556: 16,075 6,322 9 100,090 115,152 116,174 121,483: 10,382 5,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 14,059: -933 450 9 14,144 12,849 13,220 13,308: 839 751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 5.0 0.0 79.1 91.0 91.8 96.0: 8.2 4.0
Old : 100.0: 12.7 5.0 0.0 79.1 91.0 91.8 96.0: 8.2 4.0
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 : 96: 13 5 1 61 47 75 52:
Old : 96: 13 5 1 61 47 75 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 : 32.6 40.6 47.5 59.6 30.5 40.1 44.3 56.9
Old : 32.6 40.6 47.5 59.6 30.5 40.1 44.3 56.9
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 13, 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 : 142,663: 34,165 6,222 6,107 90,276 121,432 130,548 133,761: 12,115 8,902
Old : 142,663: 34,165 6,222 6,107 90,276 121,432 130,548 133,761: 12,115 8,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 24,957: 2,584 -640 3,413 16,425 19,072 22,422 21,844: 2,535 3,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 4.4 4.3 63.3 85.1 91.5 93.8: 8.5 6.2
Old : 100.0: 23.9 4.4 4.3 63.3 85.1 91.5 93.8: 8.5 6.2
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 : 264: 89 33 21 93 100 191 146:
Old : 264: 89 33 21 93 100 191 146:
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 : 25.7 33.0 35.8 49.2 22.9 27.6 30.8 38.9
Old : 25.7 33.0 35.8 49.2 22.9 27.6 30.8 38.9
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 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 22,702: 1,218 1,348 939 14,723 18,219 16,880 20,506: 5,822 2,196
Old : 22,702: 1,218 1,348 939 14,723 18,219 16,880 20,506: 5,822 2,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 3,077: -238 369 664 -167 865 259 1,898: 2,818 1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.9 4.1 64.9 80.3 74.4 90.3: 25.6 9.7
Old : 100.0: 5.4 5.9 4.1 64.9 80.3 74.4 90.3: 25.6 9.7
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 : 24: 3 2 2 10 12 14 15:
Old : 24: 3 2 2 10 12 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 57.8 66.3 77.1 52.9 56.7 61.2 73.4
Old : 54.3 57.8 66.3 77.1 52.9 56.7 61.2 73.4
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 13, 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 : 599,805: 173,860 33,494 16,716 377,763 516,067 568,340 566,277: 31,465 33,528
Old : 599,805: 173,860 33,494 16,716 377,763 516,067 568,340 566,277: 31,465 33,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 109,399: 17,054 -2,103 10,799 82,962 91,036 110,815 99,732: -1,416 9,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 5.6 2.8 63.0 86.0 94.8 94.4: 5.2 5.6
Old : 100.0: 29.0 5.6 2.8 63.0 86.0 94.8 94.4: 5.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 89 32 20 90 99 186 145:
Old : 263: 89 32 20 90 99 186 145:
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 : 27.9 30.9 38.4 46.8 27.2 30.7 36.6 41.6
Old : 27.9 30.9 38.4 46.8 27.2 30.7 36.6 41.6
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 13, 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 : 208,030: 98,118 31,429 20,134 56,789 133,470 175,041 185,033: 32,989 22,997
Old : 208,030: 98,118 31,429 20,134 56,789 133,470 175,041 185,033: 32,989 22,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 30,315: 2,337 -2,967 11,414 19,058 24,930 32,808 33,376: -2,493 -3,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 15.1 9.7 27.3 64.2 84.1 88.9: 15.9 11.1
Old : 100.0: 47.2 15.1 9.7 27.3 64.2 84.1 88.9: 15.9 11.1
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 : 101: 37 27 15 24 30 74 59:
Old : 101: 37 27 15 24 30 74 59:
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 45.7 57.3 61.5 35.5 32.9 42.6 44.0
Old : 38.6 45.7 57.3 61.5 35.5 32.9 42.6 44.0
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 13, 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 : 45,950: 6,291 18,256 0 33,050 5,433 39,341 23,689: 6,609 22,261
Old : 45,950: 6,291 18,256 0 33,050 5,433 39,341 23,689: 6,609 22,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -4,260: 824 6,766 -4,156 587 -10,709 -2,745 -8,099: -1,515 3,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 39.7 0.0 71.9 11.8 85.6 51.6: 14.4 48.4
Old : 100.0: 13.7 39.7 0.0 71.9 11.8 85.6 51.6: 14.4 48.4
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 : 52: 12 12 0 24 6 36 18:
Old : 52: 12 12 0 24 6 36 18:
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 : 37.1 39.5 52.2 45.9 37.1 39.5 52.2 45.9
Old : 37.1 39.5 52.2 45.9 37.1 39.5 52.2 45.9
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 13, 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 : 45,893: 19,298 9,259 154 18,205 10,891 37,657 20,304: 8,236 25,589
Old : 45,893: 19,298 9,259 154 18,205 10,891 37,657 20,304: 8,236 25,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -22,747: 5,121 5,285 -10,138 -3,450 -19,062 -8,467 -23,915: -14,280 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 20.2 0.3 39.7 23.7 82.1 44.2: 17.9 55.8
Old : 100.0: 42.0 20.2 0.3 39.7 23.7 82.1 44.2: 17.9 55.8
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 : 56: 16 8 2 19 16 36 25:
Old : 56: 16 8 2 19 16 36 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 : 43.6 19.2 55.4 29.7 42.3 19.2 54.1 29.7
Old : 43.6 19.2 55.4 29.7 42.3 19.2 54.1 29.7
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 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 11,692: 6,394 828 0 3,673 10,451 10,067 11,279: 1,625 413
Old : 11,692: 6,394 828 0 3,673 10,451 10,067 11,279: 1,625 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 1,342: 143 85 0 989 1,111 1,132 1,196: 210 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 7.1 0.0 31.4 89.4 86.1 96.5: 13.9 3.5
Old : 100.0: 54.7 7.1 0.0 31.4 89.4 86.1 96.5: 13.9 3.5
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: 11 2 0 7 3 18 5:
Old : 22: 11 2 0 7 3 18 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 : 47.9 95.4 66.1 96.5 45.1 87.0 61.1 88.1
Old : 47.9 95.4 66.1 96.5 45.1 87.0 61.1 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2012