BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 6,464: 323 126 134 5,366 5,406 5,824 5,667: 640 796
Old : 6,464: 323 126 134 5,366 5,406 5,824 5,667: 640 796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 52: -26 14 3 59 -27 36 -10: 16 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 2.0 2.1 83.0 83.6 90.1 87.7: 9.9 12.3
Old : 100.0: 5.0 2.0 2.1 83.0 83.6 90.1 87.7: 9.9 12.3
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 : 23: 2 2 2 14 12 18 14:
Old : 23: 2 2 2 14 12 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 64.9 81.9 79.5 68.8 64.1 81.1 75.5
Old : 68.8 64.9 81.9 79.5 68.8 64.1 81.1 75.5
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, May 1, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 53,100: 7,048 4,415 12,259 28,502 24,736 47,809 41,410: 5,291 11,691
Old : 53,100: 7,048 4,415 12,259 28,502 24,736 47,809 41,410: 5,291 11,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 359: 225 420 94 47 215 366 729: -7 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 8.3 23.1 53.7 46.6 90.0 78.0: 10.0 22.0
Old : 100.0: 13.3 8.3 23.1 53.7 46.6 90.0 78.0: 10.0 22.0
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 : 82: 14 20 23 38 35 64 66:
Old : 82: 14 20 23 38 35 64 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 28.0 51.5 41.0 35.9 26.5 47.1 35.4
Old : 37.3 28.0 51.5 41.0 35.9 26.5 47.1 35.4
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, May 1, 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 : 333,495: 63,256 65,871 108,223 129,929 114,949 301,409 289,044: 32,086 44,451
Old : 264,298: 56,763 70,325 81,798 101,872 79,053 240,433 231,177: 23,864 33,121
Other: 69,197: 16,948 6,001 15,970 28,057 35,896 60,976 57,867: 8,222 11,330
: : :
: : Changes in Commitments from: April 24, 2012 :
: 4,479: -2,405 4,111 4,503 2,286 -3,900 4,385 4,714: 94 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 19.8 32.5 39.0 34.5 90.4 86.7: 9.6 13.3
Old : 100.0: 21.5 26.6 30.9 38.5 29.9 91.0 87.5: 9.0 12.5
Other: 100.0: 24.5 8.7 23.1 40.5 51.9 88.1 83.6: 11.9 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 101 114 147 71 78 256 276:
Old : 324: 97 126 140 64 77 242 273:
Other: 148: 44 24 41 54 59 121 104:
:----------------------------------------------------------------------------------------------------
: 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 11.2 27.7 18.6 14.4 9.2 24.0 14.1
Old : 17.5 11.1 26.8 18.2 16.4 8.4 23.7 12.9
Other: 30.4 19.0 42.3 33.2 30.4 16.7 40.2 27.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 454,891: 120,437 66,589 128,123 171,483 198,390 420,044 393,102: 34,847 61,788
Old : 454,891: 120,437 66,589 128,123 171,483 198,390 420,044 393,102: 34,847 61,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -8,219: -1,905 -906 -4,978 60 786 -6,823 -5,099: -1,397 -3,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 14.6 28.2 37.7 43.6 92.3 86.4: 7.7 13.6
Old : 100.0: 26.5 14.6 28.2 37.7 43.6 92.3 86.4: 7.7 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 : 438: 135 116 152 112 161 310 378:
Old : 438: 135 116 152 112 161 310 378:
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 : 16.3 15.2 26.9 21.2 16.2 10.0 25.3 14.4
Old : 16.3 15.2 26.9 21.2 16.2 10.0 25.3 14.4
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, May 1, 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 : 9,158: 3,735 3,177 868 2,792 3,520 7,396 7,565: 1,763 1,593
Old : 9,158: 3,735 3,177 868 2,792 3,520 7,396 7,565: 1,763 1,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -475: -447 -692 -83 -45 228 -576 -547: 101 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 34.7 9.5 30.5 38.4 80.8 82.6: 19.2 17.4
Old : 100.0: 40.8 34.7 9.5 30.5 38.4 80.8 82.6: 19.2 17.4
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 : 76: 31 20 14 18 22 58 47:
Old : 76: 31 20 14 18 22 58 47:
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 : 29.1 29.4 49.2 47.0 29.1 28.9 45.8 44.6
Old : 29.1 29.4 49.2 47.0 29.1 28.9 45.8 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 49,281: 14,876 8,442 11,244 14,402 10,205 40,521 29,890: 8,760 19,391
Old : 49,281: 14,876 8,442 11,244 14,402 10,205 40,521 29,890: 8,760 19,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -1,300: 134 1,350 -1,247 36 -179 -1,076 -75: -223 -1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 17.1 22.8 29.2 20.7 82.2 60.7: 17.8 39.3
Old : 100.0: 30.2 17.1 22.8 29.2 20.7 82.2 60.7: 17.8 39.3
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 : 178: 36 52 39 52 62 115 130:
Old : 178: 36 52 39 52 62 115 130:
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 : 17.2 12.5 29.3 20.3 16.8 10.1 26.1 15.0
Old : 17.2 12.5 29.3 20.3 16.8 10.1 26.1 15.0
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, May 1, 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 : 11,104: 417 5,249 156 9,604 3,797 10,177 9,203: 928 1,901
Old : 10,106: 378 4,976 149 8,711 3,516 9,237 8,641: 869 1,465
Other: 998: 43 277 4 893 281 940 562: 59 436
: : :
: : Changes in Commitments from: April 24, 2012 :
: 493: 26 380 -22 396 77 400 435: 93 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 47.3 1.4 86.5 34.2 91.6 82.9: 8.4 17.1
Old : 100.0: 3.7 49.2 1.5 86.2 34.8 91.4 85.5: 8.6 14.5
Other: 100.0: 4.3 27.7 0.4 89.4 28.2 94.1 56.3: 5.9 43.7
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 11 7 16 13 24 25:
Old : 34: 2 11 7 15 13 23 25:
Other: 22: 4 4 1 12 3 16 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 57.4 84.2 70.6 75.7 57.2 82.3 67.3
Old : 76.0 57.7 83.9 72.2 75.5 57.5 82.1 68.9
Other: 79.1 53.9 88.5 56.3 79.1 53.9 88.5 55.1
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 127,909: 9,131 6,536 3,258 114,938 118,000 127,327 127,794: 582 115
Old : 127,909: 9,131 6,536 3,258 114,938 118,000 127,327 127,794: 582 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 486: 46 123 0 519 364 565 487: -79 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 5.1 2.5 89.9 92.3 99.5 99.9: 0.5 0.1
Old : 100.0: 7.1 5.1 2.5 89.9 92.3 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 : 28: 6 3 2 16 16 22 21:
Old : 28: 6 3 2 16 16 22 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 : 73.0 72.8 87.0 87.1 30.1 31.1 37.7 36.7
Old : 73.0 72.8 87.0 87.1 30.1 31.1 37.7 36.7
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, May 1, 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 : 172,283: 83,703 13,946 4,022 32,991 134,897 120,717 152,866: 51,566 19,417
Old : 172,283: 83,703 13,946 4,022 32,991 134,897 120,717 152,866: 51,566 19,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 28,896: 21,311 -4,402 297 -807 33,230 20,801 29,126: 8,095 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 8.1 2.3 19.1 78.3 70.1 88.7: 29.9 11.3
Old : 100.0: 48.6 8.1 2.3 19.1 78.3 70.1 88.7: 29.9 11.3
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 : 88: 38 15 12 23 29 71 46:
Old : 88: 38 15 12 23 29 71 46:
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 : 31.2 53.6 40.8 68.0 30.9 53.4 40.4 67.5
Old : 31.2 53.6 40.8 68.0 30.9 53.4 40.4 67.5
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, May 1, 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 : 42,582: 5,692 20,003 123 22,847 7,786 28,662 27,912: 13,920 14,670
Old : 42,582: 5,692 20,003 123 22,847 7,786 28,662 27,912: 13,920 14,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 1,513: 1,380 -950 3 -980 3,235 403 2,288: 1,111 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 47.0 0.3 53.7 18.3 67.3 65.5: 32.7 34.5
Old : 100.0: 13.4 47.0 0.3 53.7 18.3 67.3 65.5: 32.7 34.5
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 : 35: 7 12 3 10 12 19 25:
Old : 35: 7 12 3 10 12 19 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 : 49.2 35.8 57.8 48.4 49.2 35.8 57.1 48.4
Old : 49.2 35.8 57.8 48.4 49.2 35.8 57.1 48.4
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, May 1, 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 : 156,499: 57,907 15,862 570 92,134 137,335 150,611 153,767: 5,888 2,732
Old : 156,499: 57,907 15,862 570 92,134 137,335 150,611 153,767: 5,888 2,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -5,906: -637 -2,474 103 -6,073 -3,009 -6,607 -5,380: 701 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 10.1 0.4 58.9 87.8 96.2 98.3: 3.8 1.7
Old : 100.0: 37.0 10.1 0.4 58.9 87.8 96.2 98.3: 3.8 1.7
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 : 100: 44 21 4 19 20 65 43:
Old : 100: 44 21 4 19 20 65 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 62.3 77.2 82.2 57.7 62.3 76.1 82.2
Old : 57.7 62.3 77.2 82.2 57.7 62.3 76.1 82.2
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, May 1, 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 : 195,493: 52,512 36,912 2,341 98,109 135,376 152,962 174,630: 42,531 20,864
Old : 195,493: 52,512 36,912 2,341 98,109 135,376 152,962 174,630: 42,531 20,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 16,282: 5,426 -3,212 639 4,861 20,077 10,925 17,504: 5,358 -1,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 18.9 1.2 50.2 69.2 78.2 89.3: 21.8 10.7
Old : 100.0: 26.9 18.9 1.2 50.2 69.2 78.2 89.3: 21.8 10.7
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 : 103: 38 23 9 25 33 70 58:
Old : 103: 38 23 9 25 33 70 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 : 39.2 52.8 49.1 62.6 38.9 50.3 47.6 59.7
Old : 39.2 52.8 49.1 62.6 38.9 50.3 47.6 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 154,940: 13,300 64,936 6,623 121,543 35,230 141,465 106,789: 13,475 48,152
Old : 154,940: 13,300 64,936 6,623 121,543 35,230 141,465 106,789: 13,475 48,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 3,835: 900 -3,406 569 1,821 2,962 3,291 125: 544 3,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 41.9 4.3 78.4 22.7 91.3 68.9: 8.7 31.1
Old : 100.0: 8.6 41.9 4.3 78.4 22.7 91.3 68.9: 8.7 31.1
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 : 94: 14 46 21 26 22 55 74:
Old : 94: 14 46 21 26 22 55 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 29.4 66.7 37.9 53.4 29.4 65.9 37.6
Old : 54.1 29.4 66.7 37.9 53.4 29.4 65.9 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 321,316: 33,938 138,622 30,664 222,762 78,772 287,363 248,058: 33,953 73,258
Old : 321,316: 33,938 138,622 30,664 222,762 78,772 287,363 248,058: 33,953 73,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -9,805: -1,292 -8,736 -918 -8,302 -1,246 -10,513 -10,900: 708 1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 43.1 9.5 69.3 24.5 89.4 77.2: 10.6 22.8
Old : 100.0: 10.6 43.1 9.5 69.3 24.5 89.4 77.2: 10.6 22.8
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 : 187: 29 81 48 57 56 121 150:
Old : 187: 29 81 48 57 56 121 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 29.4 49.4 36.0 34.1 28.4 49.2 33.9
Old : 34.3 29.4 49.4 36.0 34.1 28.4 49.2 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 18,898: 13,597 14,503 1,264 3,571 2,383 18,432 18,150: 466 748
Old : 18,898: 13,597 14,503 1,264 3,571 2,383 18,432 18,150: 466 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -1,718: -1,680 -14 8 -90 -1,625 -1,762 -1,631: 44 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 76.7 6.7 18.9 12.6 97.5 96.0: 2.5 4.0
Old : 100.0: 71.9 76.7 6.7 18.9 12.6 97.5 96.0: 2.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 3 2 6 3 16 8:
Old : 21: 10 3 2 6 3 16 8:
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 : 79.4 89.9 91.0 96.0 72.6 87.9 84.2 89.3
Old : 79.4 89.9 91.0 96.0 72.6 87.9 84.2 89.3
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, May 1, 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 : 19,815: 12,155 4,130 125 3,302 14,182 15,582 18,437: 4,233 1,378
Old : 19,815: 12,155 4,130 125 3,302 14,182 15,582 18,437: 4,233 1,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 689: -1,829 -368 24 1,998 1,152 193 808: 496 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 20.8 0.6 16.7 71.6 78.6 93.0: 21.4 7.0
Old : 100.0: 61.3 20.8 0.6 16.7 71.6 78.6 93.0: 21.4 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 : 45: 18 12 1 8 8 26 21:
Old : 45: 18 12 1 8 8 26 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 : 44.7 71.3 58.9 81.7 44.7 71.3 58.9 81.7
Old : 44.7 71.3 58.9 81.7 44.7 71.3 58.9 81.7
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, May 1, 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 :13,821,372: 932,332 692,194 5,031,360 6,949,462 7,085,091 12,913,153 12,808,645: 908,218 1,012,727
Old :13,821,372: 932,332 692,194 5,031,360 6,949,462 7,085,091 12,913,153 12,808,645: 908,218 1,012,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 252,475: 100,439 47,555 114,185 49,094 96,629 263,718 258,369: -11,243 -5,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 5.0 36.4 50.3 51.3 93.4 92.7: 6.6 7.3
Old : 100.0: 6.7 5.0 36.4 50.3 51.3 93.4 92.7: 6.6 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 : 276: 57 60 99 144 146 265 249:
Old : 276: 57 60 99 144 146 265 249:
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 : 18.6 20.7 29.9 32.4 11.3 10.6 16.5 14.7
Old : 18.6 20.7 29.9 32.4 11.3 10.6 16.5 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, May 1, 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 : 946,557: 93,784 96,970 62,240 631,718 660,914 787,743 820,124: 158,814 126,433
Old : 946,557: 93,784 96,970 62,240 631,718 660,914 787,743 820,124: 158,814 126,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 18,148: 10,402 -12,476 7,982 1,006 26,602 19,390 22,107: -1,242 -3,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 10.2 6.6 66.7 69.8 83.2 86.6: 16.8 13.4
Old : 100.0: 9.9 10.2 6.6 66.7 69.8 83.2 86.6: 16.8 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 127 112 104 242 238 421 403:
Old : 579: 127 112 104 242 238 421 403:
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 : 11.9 11.2 18.8 20.0 10.8 10.7 17.2 18.3
Old : 11.9 11.2 18.8 20.0 10.8 10.7 17.2 18.3
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, May 1, 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 : 314,345: 16,088 5,679 24,364 202,275 206,301 242,727 236,344: 71,617 78,001
Old : 314,345: 16,088 5,679 24,364 202,275 206,301 242,727 236,344: 71,617 78,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 6,194: 4,342 -3,947 2,801 -973 10,061 6,170 8,915: 23 -2,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.8 7.8 64.3 65.6 77.2 75.2: 22.8 24.8
Old : 100.0: 5.1 1.8 7.8 64.3 65.6 77.2 75.2: 22.8 24.8
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 : 127: 13 21 29 77 65 112 94:
Old : 127: 13 21 29 77 65 112 94:
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 : 19.3 16.4 29.7 28.0 17.3 16.1 24.0 25.1
Old : 19.3 16.4 29.7 28.0 17.3 16.1 24.0 25.1
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, May 1, 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 : 3,161,064: 424,717 492,691 153,146 2,147,216 2,273,065 2,725,079 2,918,901: 435,985 242,162
Old : 3,161,064: 424,717 492,691 153,146 2,147,216 2,273,065 2,725,079 2,918,901: 435,985 242,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 59,772: 36,294 -36,649 19,908 9,896 82,701 66,099 65,960: -6,327 -6,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 15.6 4.8 67.9 71.9 86.2 92.3: 13.8 7.7
Old : 100.0: 13.4 15.6 4.8 67.9 71.9 86.2 92.3: 13.8 7.7
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 : 538: 121 106 92 213 217 378 371:
Old : 538: 121 106 92 213 217 378 371:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 12.1 22.6 20.3 14.2 11.7 21.1 19.2
Old : 14.6 12.1 22.6 20.3 14.2 11.7 21.1 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, May 1, 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 : 98,838: 15,148 8,850 50 72,864 86,585 88,062 95,485: 10,776 3,353
Old : 98,838: 15,148 8,850 50 72,864 86,585 88,062 95,485: 10,776 3,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -2,049: 2,894 -141 -3 -6,911 -1,315 -4,020 -1,459: 1,971 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 9.0 0.1 73.7 87.6 89.1 96.6: 10.9 3.4
Old : 100.0: 15.3 9.0 0.1 73.7 87.6 89.1 96.6: 10.9 3.4
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 : 98: 13 8 2 56 32 70 41:
Old : 98: 13 8 2 56 32 70 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 : 29.9 44.8 41.9 61.4 29.8 44.6 41.3 61.2
Old : 29.9 44.8 41.9 61.4 29.8 44.6 41.3 61.2
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, May 1, 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 : 100,249: 25,666 6,439 2,881 60,764 83,712 89,311 93,032: 10,938 7,218
Old : 100,249: 25,666 6,439 2,881 60,764 83,712 89,311 93,032: 10,938 7,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 98: -2,718 -126 653 2,588 -1,208 523 -681: -425 779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 6.4 2.9 60.6 83.5 89.1 92.8: 10.9 7.2
Old : 100.0: 25.6 6.4 2.9 60.6 83.5 89.1 92.8: 10.9 7.2
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 : 246: 81 33 18 82 83 173 124:
Old : 246: 81 33 18 82 83 173 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 36.4 37.7 50.6 26.1 32.4 34.4 45.2
Old : 27.0 36.4 37.7 50.6 26.1 32.4 34.4 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 16,490: 1,474 957 548 9,597 14,023 11,619 15,528: 4,871 962
Old : 16,490: 1,474 957 548 9,597 14,023 11,619 15,528: 4,871 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 1,262: 657 468 74 1,062 830 1,793 1,372: -531 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.8 3.3 58.2 85.0 70.5 94.2: 29.5 5.8
Old : 100.0: 8.9 5.8 3.3 58.2 85.0 70.5 94.2: 29.5 5.8
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 : 23: 3 3 1 7 10 11 13:
Old : 23: 3 3 1 7 10 11 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 : 48.9 69.5 63.3 82.3 48.9 69.5 62.9 81.7
Old : 48.9 69.5 63.3 82.3 48.9 69.5 62.9 81.7
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, May 1, 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 : 418,798: 127,746 34,194 4,880 255,835 348,444 388,462 387,518: 30,337 31,281
Old : 418,798: 127,746 34,194 4,880 255,835 348,444 388,462 387,518: 30,337 31,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: -5,819: -14,187 -280 206 7,631 -10,190 -6,350 -10,263: 531 4,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 8.2 1.2 61.1 83.2 92.8 92.5: 7.2 7.5
Old : 100.0: 30.5 8.2 1.2 61.1 83.2 92.8 92.5: 7.2 7.5
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 : 243: 80 31 16 79 79 168 117:
Old : 243: 80 31 16 79 79 168 117:
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 : 30.1 36.2 41.2 51.9 30.1 36.2 41.2 51.7
Old : 30.1 36.2 41.2 51.9 30.1 36.2 41.2 51.7
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, May 1, 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 : 157,802: 88,669 36,519 5,183 33,238 95,506 127,090 137,208: 30,712 20,594
Old : 157,802: 88,669 36,519 5,183 33,238 95,506 127,090 137,208: 30,712 20,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 949: 8,214 1,884 415 -11,495 1,088 -2,866 3,386: 3,815 -2,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 23.1 3.3 21.1 60.5 80.5 86.9: 19.5 13.1
Old : 100.0: 56.2 23.1 3.3 21.1 60.5 80.5 86.9: 19.5 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 : 84: 30 25 15 18 25 59 54:
Old : 84: 30 25 15 18 25 59 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 47.1 60.1 61.4 48.3 46.7 59.6 60.9
Old : 48.4 47.1 60.1 61.4 48.3 46.7 59.6 60.9
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, May 1, 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 : 42,151: 9,415 14,182 0 25,741 4,895 35,156 19,077: 6,995 23,074
Old : 42,151: 9,415 14,182 0 25,741 4,895 35,156 19,077: 6,995 23,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 337: -485 92 0 200 20 -285 112: 622 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 33.6 0.0 61.1 11.6 83.4 45.3: 16.6 54.7
Old : 100.0: 22.3 33.6 0.0 61.1 11.6 83.4 45.3: 16.6 54.7
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 : 42: 13 7 0 19 5 32 12:
Old : 42: 13 7 0 19 5 32 12:
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 : 45.2 38.4 57.6 43.4 45.2 38.4 57.6 43.4
Old : 45.2 38.4 57.6 43.4 45.2 38.4 57.6 43.4
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, May 1, 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 : 66,562: 16,948 3,626 7,686 29,609 15,537 54,243 26,849: 12,319 39,713
Old : 66,562: 16,948 3,626 7,686 29,609 15,537 54,243 26,849: 12,319 39,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 2,979: 679 -464 353 2,304 -2,443 3,336 -2,554: -357 5,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 5.4 11.5 44.5 23.3 81.5 40.3: 18.5 59.7
Old : 100.0: 25.5 5.4 11.5 44.5 23.3 81.5 40.3: 18.5 59.7
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 : 55: 15 7 4 21 18 38 27:
Old : 55: 15 7 4 21 18 38 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 : 39.5 22.0 55.0 28.6 33.0 13.5 43.7 17.4
Old : 39.5 22.0 55.0 28.6 33.0 13.5 43.7 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 4, 2012