BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 6,084: 342 90 136 5,027 5,064 5,504 5,290: 580 794
Old : 6,084: 342 90 136 5,027 5,064 5,504 5,290: 580 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -846: -154 -40 -20 -523 -749 -697 -809: -149 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 1.5 2.2 82.6 83.2 90.5 86.9: 9.5 13.1
Old : 100.0: 5.6 1.5 2.2 82.6 83.2 90.5 86.9: 9.5 13.1
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: 2 2 2 14 11 18 13:
Old : 22: 2 2 2 14 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 : 69.0 69.8 81.5 82.4 69.0 69.3 80.6 78.1
Old : 69.0 69.8 81.5 82.4 69.0 69.3 80.6 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, April 3, 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 : 46,546: 6,005 3,051 10,627 24,936 21,766 41,569 35,445: 4,977 11,101
Old : 46,546: 6,005 3,051 10,627 24,936 21,766 41,569 35,445: 4,977 11,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -9,747: -1,280 -1,059 -2,706 -5,158 -3,954 -9,145 -7,719: -602 -2,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 6.6 22.8 53.6 46.8 89.3 76.2: 10.7 23.8
Old : 100.0: 12.9 6.6 22.8 53.6 46.8 89.3 76.2: 10.7 23.8
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 : 72: 16 12 18 33 31 58 52:
Old : 72: 16 12 18 33 31 58 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 : 38.4 28.3 52.9 41.4 36.8 26.5 47.6 36.0
Old : 38.4 28.3 52.9 41.4 36.8 26.5 47.6 36.0
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, April 3, 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 : 317,165: 59,544 57,201 97,855 126,450 117,501 283,849 272,556: 33,316 44,610
Old : 269,734: 52,331 63,564 78,912 112,356 91,561 243,599 234,037: 26,135 35,697
Other: 47,431: 14,718 1,141 11,438 14,094 25,940 40,250 38,519: 7,181 8,913
: : :
: : Changes in Commitments from: March 27, 2012 :
: -854: -4,050 2,114 4,057 -1,055 -6,974 -1,048 -802: 193 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 18.0 30.9 39.9 37.0 89.5 85.9: 10.5 14.1
Old : 100.0: 19.4 23.6 29.3 41.7 33.9 90.3 86.8: 9.7 13.2
Other: 100.0: 31.0 2.4 24.1 29.7 54.7 84.9 81.2: 15.1 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 95 107 127 67 70 230 250:
Old : 297: 81 125 122 62 70 219 249:
Other: 127: 43 11 35 46 52 104 89:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 14.7 27.6 22.9 15.8 12.0 25.3 17.2
Old : 17.9 14.6 28.6 23.0 17.6 12.0 26.7 17.2
Other: 25.8 23.1 39.7 35.7 24.2 20.0 33.5 27.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 477,037: 116,224 54,282 157,627 169,122 192,681 442,974 404,590: 34,063 72,447
Old : 477,037: 116,224 54,282 157,627 169,122 192,681 442,974 404,590: 34,063 72,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 22,761: -5,104 6,700 22,134 2,947 -3,036 19,978 25,799: 2,784 -3,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 11.4 33.0 35.5 40.4 92.9 84.8: 7.1 15.2
Old : 100.0: 24.4 11.4 33.0 35.5 40.4 92.9 84.8: 7.1 15.2
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 : 430: 134 114 158 112 150 320 363:
Old : 430: 134 114 158 112 150 320 363:
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 : 16.6 14.2 27.1 20.9 15.7 9.6 24.7 13.9
Old : 16.6 14.2 27.1 20.9 15.7 9.6 24.7 13.9
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, April 3, 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 : 10,894: 4,355 4,092 1,676 3,089 3,208 9,120 8,975: 1,775 1,920
Old : 10,894: 4,355 4,092 1,676 3,089 3,208 9,120 8,975: 1,775 1,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 1,004: 198 514 504 221 -128 923 889: 81 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 37.6 15.4 28.4 29.4 83.7 82.4: 16.3 17.6
Old : 100.0: 40.0 37.6 15.4 28.4 29.4 83.7 82.4: 16.3 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 33 28 22 21 21 66 65:
Old : 95: 33 28 22 21 21 66 65:
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 : 32.8 29.0 47.5 43.3 32.8 27.3 45.0 40.7
Old : 32.8 29.0 47.5 43.3 32.8 27.3 45.0 40.7
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, April 3, 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 : 48,513: 16,736 3,206 12,851 9,571 10,720 39,158 26,776: 9,355 21,736
Old : 48,513: 16,736 3,206 12,851 9,571 10,720 39,158 26,776: 9,355 21,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -8,078: -3,802 -493 -2,239 -527 -1,830 -6,569 -4,562: -1,509 -3,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 6.6 26.5 19.7 22.1 80.7 55.2: 19.3 44.8
Old : 100.0: 34.5 6.6 26.5 19.7 22.1 80.7 55.2: 19.3 44.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 49 34 45 47 64 115 134:
Old : 174: 49 34 45 47 64 115 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 10.1 27.3 16.5 15.2 6.7 23.2 10.7
Old : 17.5 10.1 27.3 16.5 15.2 6.7 23.2 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, April 3, 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 : 8,754: 243 4,164 98 7,512 2,800 7,853 7,062: 901 1,691
Old : 8,075: 216 3,990 93 6,901 2,597 7,210 6,679: 865 1,396
Other: 679: 29 176 4 610 204 643 383: 36 295
: : :
: : Changes in Commitments from: March 27, 2012 :
: -1,540: 2 -1,048 1 -1,387 -403 -1,384 -1,450: -156 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 47.6 1.1 85.8 32.0 89.7 80.7: 10.3 19.3
Old : 100.0: 2.7 49.4 1.1 85.5 32.2 89.3 82.7: 10.7 17.3
Other: 100.0: 4.2 25.9 0.6 89.9 30.0 94.8 56.5: 5.2 43.5
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 8 4 12 9 17 18:
Old : 27: 2 8 4 12 9 17 18:
Other: 18: 2 4 1 9 4 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 : 79.0 57.8 85.2 71.9 79.0 57.6 84.8 70.5
Old : 78.6 59.1 84.7 73.5 78.6 58.9 84.3 72.1
Other: 86.4 53.3 93.2 56.3 86.4 53.3 93.1 55.2
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 126,439: 11,210 6,367 3,193 111,466 116,804 125,869 126,364: 570 75
Old : 126,439: 11,210 6,367 3,193 111,466 116,804 125,869 126,364: 570 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 303: -139 34 0 429 345 290 379: 13 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.0 2.5 88.2 92.4 99.5 99.9: 0.5 0.1
Old : 100.0: 8.9 5.0 2.5 88.2 92.4 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 4 1 14 14 18 19:
Old : 23: 4 4 1 14 14 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 : 74.3 74.4 88.4 88.7 30.3 31.3 38.0 36.9
Old : 74.3 74.4 88.4 88.7 30.3 31.3 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, April 3, 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 : 134,018: 56,713 27,195 3,031 33,123 84,466 92,867 114,692: 41,150 19,325
Old : 134,018: 56,713 27,195 3,031 33,123 84,466 92,867 114,692: 41,150 19,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 4,415: 3,563 -2,046 58 -589 5,448 3,033 3,460: 1,382 955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 20.3 2.3 24.7 63.0 69.3 85.6: 30.7 14.4
Old : 100.0: 42.3 20.3 2.3 24.7 63.0 69.3 85.6: 30.7 14.4
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 : 79: 34 14 12 23 26 64 45:
Old : 79: 34 14 12 23 26 64 45:
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 : 31.3 46.3 39.2 60.7 30.8 46.2 38.6 60.1
Old : 31.3 46.3 39.2 60.7 30.8 46.2 38.6 60.1
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, April 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 44,594: 6,623 21,182 435 24,216 9,322 31,273 30,939: 13,321 13,655
Old : 44,594: 6,623 21,182 435 24,216 9,322 31,273 30,939: 13,321 13,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 786: 330 -29 -79 -528 1,292 -276 1,184: 1,062 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 47.5 1.0 54.3 20.9 70.1 69.4: 29.9 30.6
Old : 100.0: 14.9 47.5 1.0 54.3 20.9 70.1 69.4: 29.9 30.6
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 : 34: 10 11 2 8 10 18 23:
Old : 34: 10 11 2 8 10 18 23:
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 : 52.9 41.6 61.3 52.3 52.9 41.6 60.6 52.3
Old : 52.9 41.6 61.3 52.3 52.9 41.6 60.6 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 175,692: 91,744 7,241 420 76,724 165,387 168,888 173,048: 6,804 2,644
Old : 175,692: 91,744 7,241 420 76,724 165,387 168,888 173,048: 6,804 2,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -2,859: -156 -1,826 49 -1,705 -1,501 -1,812 -3,278: -1,047 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 4.1 0.2 43.7 94.1 96.1 98.5: 3.9 1.5
Old : 100.0: 52.2 4.1 0.2 43.7 94.1 96.1 98.5: 3.9 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 : 110: 62 13 4 20 18 84 33:
Old : 110: 62 13 4 20 18 84 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 60.0 76.0 85.2 53.7 60.0 74.2 85.2
Old : 53.7 60.0 76.0 85.2 53.7 60.0 74.2 85.2
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, April 3, 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 : 150,182: 28,230 38,437 3,310 91,676 83,028 123,216 124,775: 26,966 25,407
Old : 150,182: 28,230 38,437 3,310 91,676 83,028 123,216 124,775: 26,966 25,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 8,340: 2,794 441 432 4,032 6,453 7,258 7,327: 1,081 1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 25.6 2.2 61.0 55.3 82.0 83.1: 18.0 16.9
Old : 100.0: 18.8 25.6 2.2 61.0 55.3 82.0 83.1: 18.0 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 : 88: 28 20 10 28 28 61 53:
Old : 88: 28 20 10 28 28 61 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 48.3 54.2 57.5 40.9 46.0 53.4 55.2
Old : 41.0 48.3 54.2 57.5 40.9 46.0 53.4 55.2
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, April 3, 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 : 170,666: 15,127 79,623 9,362 132,480 28,102 156,970 117,087: 13,696 53,579
Old : 170,666: 15,127 79,623 9,362 132,480 28,102 156,970 117,087: 13,696 53,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 5,879: 4,042 1,072 91 2,008 1,900 6,140 3,063: -261 2,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 46.7 5.5 77.6 16.5 92.0 68.6: 8.0 31.4
Old : 100.0: 8.9 46.7 5.5 77.6 16.5 92.0 68.6: 8.0 31.4
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 : 105: 22 44 26 29 24 63 82:
Old : 105: 22 44 26 29 24 63 82:
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 : 47.1 30.7 61.6 38.3 46.4 30.7 60.2 38.3
Old : 47.1 30.7 61.6 38.3 46.4 30.7 60.2 38.3
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, April 3, 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 : 287,816: 39,156 117,857 32,590 179,537 73,490 251,282 223,937: 36,534 63,879
Old : 287,816: 39,156 117,857 32,590 179,537 73,490 251,282 223,937: 36,534 63,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 3,416: 6,521 -3,958 1,134 -1,970 8,104 5,685 5,281: -2,269 -1,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 40.9 11.3 62.4 25.5 87.3 77.8: 12.7 22.2
Old : 100.0: 13.6 40.9 11.3 62.4 25.5 87.3 77.8: 12.7 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 : 181: 36 77 47 50 46 116 140:
Old : 181: 36 77 47 50 46 116 140:
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 : 31.3 24.8 45.0 33.5 30.9 24.2 41.0 30.1
Old : 31.3 24.8 45.0 33.5 30.9 24.2 41.0 30.1
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, April 3, 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 : 20,753: 14,477 8,631 150 2,543 10,403 17,170 19,184: 3,583 1,569
Old : 20,753: 14,477 8,631 150 2,543 10,403 17,170 19,184: 3,583 1,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 506: 431 -1,431 -2 -51 1,700 378 267: 128 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 41.6 0.7 12.3 50.1 82.7 92.4: 17.3 7.6
Old : 100.0: 69.8 41.6 0.7 12.3 50.1 82.7 92.4: 17.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 23 11 1 5 8 28 20:
Old : 47: 23 11 1 5 8 28 20:
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 : 46.4 67.0 61.3 80.0 46.4 67.0 61.3 80.0
Old : 46.4 67.0 61.3 80.0 46.4 67.0 61.3 80.0
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, April 3, 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 :13,692,790: 668,094 526,236 5,209,910 6,968,438 6,994,050 12,846,441 12,730,195: 846,349 962,595
Old :13,692,790: 668,094 526,236 5,209,910 6,968,438 6,994,050 12,846,441 12,730,195: 846,349 962,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 293,658: 31,062 -1,266 5,006 267,085 303,483 303,153 307,223: -9,495 -13,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 3.8 38.0 50.9 51.1 93.8 93.0: 6.2 7.0
Old : 100.0: 4.9 3.8 38.0 50.9 51.1 93.8 93.0: 6.2 7.0
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 : 275: 66 50 102 143 144 262 252:
Old : 275: 66 50 102 143 144 262 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 20.6 30.3 32.9 11.4 12.1 16.0 14.7
Old : 19.2 20.6 30.3 32.9 11.4 12.1 16.0 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, April 3, 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 : 920,497: 82,243 115,531 60,056 634,510 629,831 776,809 805,418: 143,688 115,079
Old : 920,497: 82,243 115,531 60,056 634,510 629,831 776,809 805,418: 143,688 115,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 1,672: 1,157 4,911 -1,211 4,432 4,146 4,377 7,846: -2,706 -6,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 12.6 6.5 68.9 68.4 84.4 87.5: 15.6 12.5
Old : 100.0: 8.9 12.6 6.5 68.9 68.4 84.4 87.5: 15.6 12.5
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 : 583: 113 132 104 251 230 423 407:
Old : 583: 113 132 104 251 230 423 407:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 12.5 20.7 21.5 12.2 12.1 18.6 19.5
Old : 13.3 12.5 20.7 21.5 12.2 12.1 18.6 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 302,388: 12,288 6,968 23,727 199,597 207,184 235,612 237,879: 66,776 64,509
Old : 302,388: 12,288 6,968 23,727 199,597 207,184 235,612 237,879: 66,776 64,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -3,620: -1,080 -634 -2,520 -357 3,240 -3,957 86: 337 -3,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 2.3 7.8 66.0 68.5 77.9 78.7: 22.1 21.3
Old : 100.0: 4.1 2.3 7.8 66.0 68.5 77.9 78.7: 22.1 21.3
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 : 128: 17 18 31 73 65 107 97:
Old : 128: 17 18 31 73 65 107 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 : 20.3 18.0 31.2 29.8 17.9 17.6 25.4 26.7
Old : 20.3 18.0 31.2 29.8 17.9 17.6 25.4 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, April 3, 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 : 3,090,545: 370,612 563,651 160,807 2,174,563 2,113,237 2,705,983 2,837,695: 384,563 252,850
Old : 3,090,545: 370,612 563,651 160,807 2,174,563 2,113,237 2,705,983 2,837,695: 384,563 252,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 26,458: 9,187 25,728 8,541 23,946 4,530 41,675 38,799: -15,217 -12,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 18.2 5.2 70.4 68.4 87.6 91.8: 12.4 8.2
Old : 100.0: 12.0 18.2 5.2 70.4 68.4 87.6 91.8: 12.4 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 : 543: 109 122 92 225 212 383 377:
Old : 543: 109 122 92 225 212 383 377:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 12.7 24.9 21.0 16.2 12.3 23.0 19.5
Old : 17.0 12.7 24.9 21.0 16.2 12.3 23.0 19.5
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, April 3, 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 : 100,271: 13,243 6,397 140 77,210 90,530 90,593 97,067: 9,678 3,204
Old : 100,271: 13,243 6,397 140 77,210 90,530 90,593 97,067: 9,678 3,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -371: 148 1,226 140 -184 -2,104 104 -738: -475 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 6.4 0.1 77.0 90.3 90.3 96.8: 9.7 3.2
Old : 100.0: 13.2 6.4 0.1 77.0 90.3 90.3 96.8: 9.7 3.2
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 : 99: 14 6 1 58 35 72 42:
Old : 99: 14 6 1 58 35 72 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 45.7 43.7 63.2 31.3 43.8 42.8 59.8
Old : 31.3 45.7 43.7 63.2 31.3 43.8 42.8 59.8
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, April 3, 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 : 91,773: 26,638 7,609 1,772 57,833 74,670 86,243 84,051: 5,530 7,722
Old : 91,773: 26,638 7,609 1,772 57,833 74,670 86,243 84,051: 5,530 7,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 2,238: 1,560 -643 -484 1,410 2,946 2,487 1,820: -248 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 8.3 1.9 63.0 81.4 94.0 91.6: 6.0 8.4
Old : 100.0: 29.0 8.3 1.9 63.0 81.4 94.0 91.6: 6.0 8.4
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 : 264: 86 39 15 80 83 172 131:
Old : 264: 86 39 15 80 83 172 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 33.9 45.7 48.7 35.1 33.9 45.7 48.6
Old : 35.1 33.9 45.7 48.7 35.1 33.9 45.7 48.6
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, April 3, 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 : 458,864: 133,192 38,047 8,859 289,163 373,350 431,214 420,255: 27,650 38,608
Old : 458,864: 133,192 38,047 8,859 289,163 373,350 431,214 420,255: 27,650 38,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 11,191: 7,799 -3,213 -2,418 7,052 14,729 12,433 9,099: -1,242 2,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 8.3 1.9 63.0 81.4 94.0 91.6: 6.0 8.4
Old : 100.0: 29.0 8.3 1.9 63.0 81.4 94.0 91.6: 6.0 8.4
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 : 264: 86 39 15 80 83 172 131:
Old : 264: 86 39 15 80 83 172 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 33.9 45.7 48.7 35.1 33.9 45.7 48.6
Old : 35.1 33.9 45.7 48.7 35.1 33.9 45.7 48.6
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, April 3, 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 : 166,461: 85,885 37,336 7,169 43,313 99,345 136,367 143,850: 30,093 22,611
Old : 166,461: 85,885 37,336 7,169 43,313 99,345 136,367 143,850: 30,093 22,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 8,903: -5,402 5,443 1,695 11,418 -13 7,711 7,124: 1,192 1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 22.4 4.3 26.0 59.7 81.9 86.4: 18.1 13.6
Old : 100.0: 51.6 22.4 4.3 26.0 59.7 81.9 86.4: 18.1 13.6
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 : 96: 34 31 20 19 26 67 63:
Old : 96: 34 31 20 19 26 67 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 43.1 60.5 57.0 53.6 42.6 59.8 55.8
Old : 53.8 43.1 60.5 57.0 53.6 42.6 59.8 55.8
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, April 3, 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 : 49,658: 12,081 19,240 188 31,381 5,798 43,650 25,226: 6,008 24,432
Old : 49,658: 12,081 19,240 188 31,381 5,798 43,650 25,226: 6,008 24,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 3,999: 4,614 936 188 -387 615 4,415 1,739: -416 2,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 38.7 0.4 63.2 11.7 87.9 50.8: 12.1 49.2
Old : 100.0: 24.3 38.7 0.4 63.2 11.7 87.9 50.8: 12.1 49.2
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 : 55: 16 9 1 26 8 42 18:
Old : 55: 16 9 1 26 8 42 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 : 41.0 40.4 53.7 46.0 41.0 40.4 53.3 46.0
Old : 41.0 40.4 53.7 46.0 41.0 40.4 53.3 46.0
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, April 3, 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 : 49,439: 18,611 3,133 3,825 19,346 13,420 41,782 20,378: 7,657 29,061
Old : 49,439: 18,611 3,133 3,825 19,346 13,420 41,782 20,378: 7,657 29,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 2,564: 299 545 442 1,938 325 2,679 1,312: -115 1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 6.3 7.7 39.1 27.1 84.5 41.2: 15.5 58.8
Old : 100.0: 37.6 6.3 7.7 39.1 27.1 84.5 41.2: 15.5 58.8
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 : 53: 12 5 3 23 20 36 27:
Old : 53: 12 5 3 23 20 36 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 : 45.5 18.3 57.4 27.5 40.9 15.9 51.2 22.3
Old : 45.5 18.3 57.4 27.5 40.9 15.9 51.2 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2012