BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 6,930: 496 130 156 5,550 5,812 6,202 6,099: 728 832
Old : 6,930: 496 130 156 5,550 5,812 6,202 6,099: 728 832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 172: 52 10 6 129 120 187 136: -14 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.9 2.3 80.1 83.9 89.5 88.0: 10.5 12.0
Old : 100.0: 7.2 1.9 2.3 80.1 83.9 89.5 88.0: 10.5 12.0
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 : 23: 3 2 2 14 11 19 13:
Old : 23: 3 2 2 14 11 19 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 : 66.8 69.2 79.0 82.4 66.8 68.6 78.3 78.1
Old : 66.8 69.2 79.0 82.4 66.8 68.6 78.3 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 56,293: 7,286 4,111 13,333 30,095 25,720 50,714 43,164: 5,579 13,129
Old : 56,293: 7,286 4,111 13,333 30,095 25,720 50,714 43,164: 5,579 13,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,192: 916 -221 169 531 1,392 1,616 1,340: -424 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 7.3 23.7 53.5 45.7 90.1 76.7: 9.9 23.3
Old : 100.0: 12.9 7.3 23.7 53.5 45.7 90.1 76.7: 9.9 23.3
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 : 79: 18 15 22 35 33 64 60:
Old : 79: 18 15 22 35 33 64 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 : 39.2 26.8 53.3 39.1 37.7 25.4 47.2 34.0
Old : 39.2 26.8 53.3 39.1 37.7 25.4 47.2 34.0
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 27, 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 : 318,020: 63,594 55,087 93,798 127,505 124,474 284,896 273,358: 33,123 44,661
Old : 271,744: 56,808 62,059 75,045 114,587 98,353 246,440 235,457: 25,304 36,287
Other: 46,275: 14,802 1,044 10,736 12,918 26,121 38,456 37,901: 7,819 8,374
: : :
: : Changes in Commitments from: March 20, 2012 :
: 7,139: 4,457 11,388 -285 2,085 -3,912 6,257 7,191: 882 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 17.3 29.5 40.1 39.1 89.6 86.0: 10.4 14.0
Old : 100.0: 20.9 22.8 27.6 42.2 36.2 90.7 86.6: 9.3 13.4
Other: 100.0: 32.0 2.3 23.2 27.9 56.4 83.1 81.9: 16.9 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 96 108 133 68 74 239 259:
Old : 305: 84 125 127 62 74 226 258:
Other: 124: 42 8 33 45 53 101 88:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 14.7 28.7 23.0 16.6 12.5 25.7 17.7
Old : 19.3 15.0 30.6 23.2 18.6 12.5 28.2 17.8
Other: 23.9 23.4 37.2 35.8 21.9 20.3 30.4 27.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 454,276: 121,328 47,582 135,493 166,175 195,716 422,996 378,791: 31,279 75,485
Old : 454,276: 121,328 47,582 135,493 166,175 195,716 422,996 378,791: 31,279 75,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 7,780: 2,315 7,464 2,429 2,237 -547 6,982 9,346: 798 -1,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 10.5 29.8 36.6 43.1 93.1 83.4: 6.9 16.6
Old : 100.0: 26.7 10.5 29.8 36.6 43.1 93.1 83.4: 6.9 16.6
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 : 433: 140 109 160 107 159 324 359:
Old : 433: 140 109 160 107 159 324 359:
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 : 18.0 14.2 28.7 21.2 17.2 10.6 27.1 15.4
Old : 18.0 14.2 28.7 21.2 17.2 10.6 27.1 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 27, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,891: 4,157 3,578 1,172 2,868 3,336 8,197 8,085: 1,694 1,805
Old : 9,891: 4,157 3,578 1,172 2,868 3,336 8,197 8,085: 1,694 1,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -635: 35 474 -574 238 -393 -300 -493: -335 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 36.2 11.8 29.0 33.7 82.9 81.7: 17.1 18.3
Old : 100.0: 42.0 36.2 11.8 29.0 33.7 82.9 81.7: 17.1 18.3
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 : 89: 30 24 21 20 22 63 61:
Old : 89: 30 24 21 20 22 63 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 27.6 51.1 42.2 36.2 27.6 49.4 41.8
Old : 36.2 27.6 51.1 42.2 36.2 27.6 49.4 41.8
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 27, 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 : 56,590: 20,539 3,699 15,090 10,098 12,550 45,726 31,338: 10,864 25,252
Old : 56,590: 20,539 3,699 15,090 10,098 12,550 45,726 31,338: 10,864 25,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -1,730: -470 -81 301 -1,048 -531 -1,216 -311: -514 -1,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 6.5 26.7 17.8 22.2 80.8 55.4: 19.2 44.6
Old : 100.0: 36.3 6.5 26.7 17.8 22.2 80.8 55.4: 19.2 44.6
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 : 206: 65 41 50 58 75 147 151:
Old : 206: 65 41 50 58 75 147 151:
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 : 16.1 9.8 24.9 16.1 14.2 6.3 21.8 10.1
Old : 16.1 9.8 24.9 16.1 14.2 6.3 21.8 10.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 10,294: 241 5,212 97 8,899 3,203 9,237 8,512: 1,057 1,782
Old : 9,637: 214 5,056 92 8,308 3,000 8,614 8,148: 1,023 1,489
Other: 657: 29 158 4 591 203 623 364: 34 292
: : :
: : Changes in Commitments from: March 20, 2012 :
: 572: -10 496 8 610 6 607 509: -35 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 50.6 0.9 86.4 31.1 89.7 82.7: 10.3 17.3
Old : 100.0: 2.2 52.5 1.0 86.2 31.1 89.4 84.5: 10.6 15.5
Other: 100.0: 4.4 24.0 0.6 89.9 30.9 94.9 55.5: 5.1 44.5
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 8 4 14 11 19 20:
Old : 30: 2 8 4 14 11 19 20:
Other: 18: 2 5 1 9 3 11 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 58.2 84.6 72.4 78.0 58.1 83.8 71.0
Old : 77.7 59.9 84.1 73.8 77.7 59.8 83.4 72.2
Other: 86.3 52.2 93.2 55.3 86.3 52.2 93.1 54.1
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 126,136: 11,349 6,333 3,193 111,037 116,459 125,579 125,985: 557 151
Old : 126,136: 11,349 6,333 3,193 111,037 116,459 125,579 125,985: 557 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -104: -337 40 0 201 -106 -136 -66: 32 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 5.0 2.5 88.0 92.3 99.6 99.9: 0.4 0.1
Old : 100.0: 9.0 5.0 2.5 88.0 92.3 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 3 1 14 14 18 18:
Old : 22: 4 3 1 14 14 18 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 : 74.4 74.5 88.5 88.9 30.2 31.2 38.0 36.9
Old : 74.4 74.5 88.5 88.9 30.2 31.2 38.0 36.9
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 27, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 129,603: 53,149 29,241 2,973 33,712 79,018 89,834 111,232: 39,769 18,370
Old : 129,603: 53,149 29,241 2,973 33,712 79,018 89,834 111,232: 39,769 18,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -66,535: -9,345 9,200 -18,883 -33,794 -51,178 -62,022 -60,861: -4,513 -5,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 22.6 2.3 26.0 61.0 69.3 85.8: 30.7 14.2
Old : 100.0: 41.0 22.6 2.3 26.0 61.0 69.3 85.8: 30.7 14.2
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 : 78: 36 10 10 24 25 64 41:
Old : 78: 36 10 10 24 25 64 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 51.3 39.8 67.8 30.9 51.2 39.2 67.4
Old : 31.4 51.3 39.8 67.8 30.9 51.2 39.2 67.4
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 27, 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 : 43,808: 6,293 21,211 513 24,743 8,031 31,550 29,755: 12,258 14,053
Old : 43,808: 6,293 21,211 513 24,743 8,031 31,550 29,755: 12,258 14,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -775: -5,454 -1,556 -1 2,360 3,695 -3,095 2,138: 2,320 -2,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 48.4 1.2 56.5 18.3 72.0 67.9: 28.0 32.1
Old : 100.0: 14.4 48.4 1.2 56.5 18.3 72.0 67.9: 28.0 32.1
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 : 34: 8 13 4 8 10 18 25:
Old : 34: 8 13 4 8 10 18 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 : 53.6 39.4 63.5 50.9 53.6 39.4 62.8 50.9
Old : 53.6 39.4 63.5 50.9 53.6 39.4 62.8 50.9
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 27, 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 : 178,551: 91,900 9,067 371 78,429 166,888 170,700 176,326: 7,851 2,225
Old : 178,551: 91,900 9,067 371 78,429 166,888 170,700 176,326: 7,851 2,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 3,860: 4,418 -54,086 98 -1,074 60,733 3,442 6,745: 418 -2,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 5.1 0.2 43.9 93.5 95.6 98.8: 4.4 1.2
Old : 100.0: 51.5 5.1 0.2 43.9 93.5 95.6 98.8: 4.4 1.2
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 : 107: 63 9 2 18 19 82 29:
Old : 107: 63 9 2 18 19 82 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 57.9 75.3 82.8 53.0 57.9 73.6 82.8
Old : 53.0 57.9 75.3 82.8 53.0 57.9 73.6 82.8
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 27, 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 : 141,842: 25,436 37,996 2,878 87,644 76,575 115,958 117,448: 25,885 24,394
Old : 141,842: 25,436 37,996 2,878 87,644 76,575 115,958 117,448: 25,885 24,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -5,473: 389 -3,790 594 -11,570 -547 -10,587 -3,743: 5,114 -1,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 26.8 2.0 61.8 54.0 81.8 82.8: 18.2 17.2
Old : 100.0: 17.9 26.8 2.0 61.8 54.0 81.8 82.8: 18.2 17.2
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 : 86: 25 24 8 26 28 54 57:
Old : 86: 25 24 8 26 28 54 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 49.6 54.6 57.7 40.6 47.5 54.0 55.6
Old : 40.7 49.6 54.6 57.7 40.6 47.5 54.0 55.6
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 27, 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 : 164,786: 11,086 78,551 9,271 130,473 26,203 150,829 114,024: 13,957 50,762
Old : 164,786: 11,086 78,551 9,271 130,473 26,203 150,829 114,024: 13,957 50,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 5,809: -24,005 17,591 287 30,752 -13,677 7,034 4,200: -1,225 1,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 47.7 5.6 79.2 15.9 91.5 69.2: 8.5 30.8
Old : 100.0: 6.7 47.7 5.6 79.2 15.9 91.5 69.2: 8.5 30.8
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 : 113: 20 56 26 27 25 61 93:
Old : 113: 20 56 26 27 25 61 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 : 47.6 25.6 64.2 33.4 47.0 25.6 62.4 33.2
Old : 47.6 25.6 64.2 33.4 47.0 25.6 62.4 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 284,400: 32,635 121,815 31,455 181,507 65,385 245,597 218,656: 38,803 65,744
Old : 284,400: 32,635 121,815 31,455 181,507 65,385 245,597 218,656: 38,803 65,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -16,880: -17,145 -9,951 1,885 -6,863 -8,265 -22,122 -16,330: 5,242 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 42.8 11.1 63.8 23.0 86.4 76.9: 13.6 23.1
Old : 100.0: 11.5 42.8 11.1 63.8 23.0 86.4 76.9: 13.6 23.1
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 : 182: 35 79 49 48 48 116 143:
Old : 182: 35 79 49 48 48 116 143:
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 25.6 46.6 33.9 32.2 25.5 44.6 31.8
Old : 32.6 25.6 46.6 33.9 32.2 25.5 44.6 31.8
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 27, 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 : 20,247: 14,046 10,062 152 2,594 8,703 16,792 18,917: 3,455 1,330
Old : 20,247: 14,046 10,062 152 2,594 8,703 16,792 18,917: 3,455 1,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -41: -640 -414 -64 294 946 -410 468: 369 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 49.7 0.8 12.8 43.0 82.9 93.4: 17.1 6.6
Old : 100.0: 69.4 49.7 0.8 12.8 43.0 82.9 93.4: 17.1 6.6
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 : 47: 23 12 1 4 8 27 21:
Old : 47: 23 12 1 4 8 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 66.6 62.5 80.3 49.1 66.6 62.5 80.3
Old : 49.1 66.6 62.5 80.3 49.1 66.6 62.5 80.3
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 27, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :13,399,133: 637,032 527,502 5,204,903 6,701,353 6,690,567 12,543,288 12,422,972: 855,845 976,161
Old :13,399,133: 637,032 527,502 5,204,903 6,701,353 6,690,567 12,543,288 12,422,972: 855,845 976,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 20,121: 73,455 -24,228 -165,477 58,470 204,478 -33,552 14,773: 53,673 5,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 3.9 38.8 50.0 49.9 93.6 92.7: 6.4 7.3
Old : 100.0: 4.8 3.9 38.8 50.0 49.9 93.6 92.7: 6.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 56 58 101 141 141 259 248:
Old : 272: 56 58 101 141 141 259 248:
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 : 19.4 20.7 30.3 33.5 11.4 12.2 15.9 14.7
Old : 19.4 20.7 30.3 33.5 11.4 12.2 15.9 14.7
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 27, 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 : 918,825: 81,086 110,619 61,267 630,078 625,685 772,431 797,572: 146,394 121,253
Old : 918,825: 81,086 110,619 61,267 630,078 625,685 772,431 797,572: 146,394 121,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 22,256: 3,185 -754 5,521 6,498 16,630 15,204 21,397: 7,053 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 12.0 6.7 68.6 68.1 84.1 86.8: 15.9 13.2
Old : 100.0: 8.8 12.0 6.7 68.6 68.1 84.1 86.8: 15.9 13.2
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 : 575: 109 131 100 244 227 415 396:
Old : 575: 109 131 100 244 227 415 396:
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 : 14.2 12.7 21.7 21.4 13.0 12.3 19.9 19.1
Old : 14.2 12.7 21.7 21.4 13.0 12.3 19.9 19.1
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 27, 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 : 306,008: 13,368 7,602 26,247 199,954 203,944 239,570 237,793: 66,438 68,215
Old : 306,008: 13,368 7,602 26,247 199,954 203,944 239,570 237,793: 66,438 68,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 9,744: 1,814 1,801 3,140 2,416 4,734 7,370 9,674: 2,374 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.5 8.6 65.3 66.6 78.3 77.7: 21.7 22.3
Old : 100.0: 4.4 2.5 8.6 65.3 66.6 78.3 77.7: 21.7 22.3
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 : 130: 19 21 34 71 62 110 97:
Old : 130: 19 21 34 71 62 110 97:
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 : 20.5 18.0 30.6 30.0 18.2 17.7 25.5 26.7
Old : 20.5 18.0 30.6 30.0 18.2 17.7 25.5 26.7
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 27, 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 : 3,064,087: 361,425 537,923 152,265 2,150,617 2,108,708 2,664,308 2,798,896: 399,779 265,191
Old : 3,064,087: 361,425 537,923 152,265 2,150,617 2,108,708 2,664,308 2,798,896: 399,779 265,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 62,560: 21,301 1,672 -2,537 20,405 59,480 39,169 58,615: 23,391 3,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 17.6 5.0 70.2 68.8 87.0 91.3: 13.0 8.7
Old : 100.0: 11.8 17.6 5.0 70.2 68.8 87.0 91.3: 13.0 8.7
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 : 533: 102 121 86 218 212 372 367:
Old : 533: 102 121 86 218 212 372 367:
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 : 18.3 12.9 26.5 20.7 17.5 12.4 24.7 19.2
Old : 18.3 12.9 26.5 20.7 17.5 12.4 24.7 19.2
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 27, 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 : 100,642: 13,095 5,171 0 77,394 92,634 90,489 97,805: 10,153 2,837
Old : 100,642: 13,095 5,171 0 77,394 92,634 90,489 97,805: 10,153 2,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,693: -810 632 -26 2,503 1,902 1,667 2,508: 26 -815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 5.1 0.0 76.9 92.0 89.9 97.2: 10.1 2.8
Old : 100.0: 13.0 5.1 0.0 76.9 92.0 89.9 97.2: 10.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 13 4 0 58 37 71 41:
Old : 98: 13 4 0 58 37 71 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 46.9 43.1 64.9 30.8 44.1 42.3 61.6
Old : 30.8 46.9 43.1 64.9 30.8 44.1 42.3 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 89,534: 25,078 8,252 2,255 56,422 71,724 83,756 82,231: 5,778 7,303
Old : 89,534: 25,078 8,252 2,255 56,422 71,724 83,756 82,231: 5,778 7,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -782: -1,557 -68 549 -173 -2,580 -1,181 -2,099: 399 1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 9.2 2.5 63.0 80.1 93.5 91.8: 6.5 8.2
Old : 100.0: 28.0 9.2 2.5 63.0 80.1 93.5 91.8: 6.5 8.2
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 : 259: 79 46 17 74 83 160 139:
Old : 259: 79 46 17 74 83 160 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 33.3 47.0 47.9 36.5 33.3 46.8 47.9
Old : 36.5 33.3 47.0 47.9 36.5 33.3 46.8 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 447,672: 125,392 41,259 11,277 282,112 358,621 418,781 411,157: 28,892 36,515
Old : 447,672: 125,392 41,259 11,277 282,112 358,621 418,781 411,157: 28,892 36,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -3,908: -7,785 -339 2,747 -865 -12,901 -5,903 -10,493: 1,995 6,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 9.2 2.5 63.0 80.1 93.5 91.8: 6.5 8.2
Old : 100.0: 28.0 9.2 2.5 63.0 80.1 93.5 91.8: 6.5 8.2
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 : 259: 79 46 17 74 83 160 139:
Old : 259: 79 46 17 74 83 160 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 33.3 47.0 47.9 36.5 33.3 46.8 47.9
Old : 36.5 33.3 47.0 47.9 36.5 33.3 46.8 47.9
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 27, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 157,558: 91,287 31,894 5,475 31,895 99,358 128,656 136,726: 28,902 20,832
Old : 157,558: 91,287 31,894 5,475 31,895 99,358 128,656 136,726: 28,902 20,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -12,446: -5,436 -20,255 1,519 -5,463 7,645 -9,381 -11,091: -3,065 -1,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 20.2 3.5 20.2 63.1 81.7 86.8: 18.3 13.2
Old : 100.0: 57.9 20.2 3.5 20.2 63.1 81.7 86.8: 18.3 13.2
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 : 94: 33 25 17 23 27 67 58:
Old : 94: 33 25 17 23 27 67 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 47.2 59.3 61.8 51.5 46.8 59.2 60.7
Old : 51.5 47.2 59.3 61.8 51.5 46.8 59.2 60.7
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 27, 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 : 45,659: 7,467 18,304 0 31,768 5,183 39,235 23,487: 6,424 22,172
Old : 45,659: 7,467 18,304 0 31,768 5,183 39,235 23,487: 6,424 22,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 749: 739 925 0 407 -10 1,146 915: -397 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 40.1 0.0 69.6 11.4 85.9 51.4: 14.1 48.6
Old : 100.0: 16.4 40.1 0.0 69.6 11.4 85.9 51.4: 14.1 48.6
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 : 53: 16 8 0 26 7 42 15:
Old : 53: 16 8 0 26 7 42 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 : 38.4 44.2 52.1 48.9 38.4 44.2 52.1 48.9
Old : 38.4 44.2 52.1 48.9 38.4 44.2 52.1 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 46,875: 18,312 2,588 3,383 17,408 13,095 39,103 19,066: 7,772 27,809
Old : 46,875: 18,312 2,588 3,383 17,408 13,095 39,103 19,066: 7,772 27,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 1,703: 331 -626 2,550 -2,409 4,612 472 6,536: 1,231 -4,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 5.5 7.2 37.1 27.9 83.4 40.7: 16.6 59.3
Old : 100.0: 39.1 5.5 7.2 37.1 27.9 83.4 40.7: 16.6 59.3
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: 11 4 3 21 23 34 28:
Old : 51: 11 4 3 21 23 34 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 17.0 59.4 27.1 42.1 15.1 53.9 22.1
Old : 46.1 17.0 59.4 27.1 42.1 15.1 53.9 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2012