BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 5,702: 193 112 119 4,853 4,802 5,165 5,032: 537 670
Old : 5,702: 193 112 119 4,853 4,802 5,165 5,032: 537 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -762: -131 -15 -16 -513 -605 -659 -635: -102 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 2.0 2.1 85.1 84.2 90.6 88.3: 9.4 11.7
Old : 100.0: 3.4 2.0 2.1 85.1 84.2 90.6 88.3: 9.4 11.7
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 : 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 : 70.6 64.1 83.2 80.2 70.6 63.8 81.8 76.7
Old : 70.6 64.1 83.2 80.2 70.6 63.8 81.8 76.7
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 8, 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 : 48,923: 6,322 4,102 11,522 25,781 22,063 43,625 37,687: 5,298 11,236
Old : 48,923: 6,322 4,102 11,522 25,781 22,063 43,625 37,687: 5,298 11,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -4,177: -726 -313 -738 -2,721 -2,672 -4,184 -3,723: 7 -454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.4 23.6 52.7 45.1 89.2 77.0: 10.8 23.0
Old : 100.0: 12.9 8.4 23.6 52.7 45.1 89.2 77.0: 10.8 23.0
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 : 79: 19 13 21 39 33 64 61:
Old : 79: 19 13 21 39 33 64 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 28.6 50.8 41.6 34.3 26.7 45.8 34.6
Old : 35.7 28.6 50.8 41.6 34.3 26.7 45.8 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 336,917: 64,356 73,522 110,267 130,691 109,386 305,314 293,175: 31,603 43,742
Old : 264,253: 57,113 76,332 84,978 99,545 70,865 241,636 232,175: 22,617 32,078
Other: 72,664: 15,801 5,748 16,732 31,146 38,521 63,678 61,000: 8,986 11,664
: : :
: : Changes in Commitments from: May 1, 2012 :
: 3,422: 1,099 7,651 2,044 762 -5,563 3,905 4,131: -483 -709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 21.8 32.7 38.8 32.5 90.6 87.0: 9.4 13.0
Old : 100.0: 21.6 28.9 32.2 37.7 26.8 91.4 87.9: 8.6 12.1
Other: 100.0: 21.7 7.9 23.0 42.9 53.0 87.6 83.9: 12.4 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 104 108 137 73 81 243 278:
Old : 316: 97 119 126 65 79 227 270:
Other: 143: 42 19 39 58 59 119 102:
:----------------------------------------------------------------------------------------------------
: 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 11.3 26.9 18.5 13.6 8.6 23.2 13.0
Old : 17.6 11.1 26.5 17.5 16.2 7.8 23.2 12.3
Other: 32.1 18.4 43.4 32.4 32.1 16.1 40.8 27.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 450,316: 122,232 64,598 124,691 169,090 196,896 416,013 386,185: 34,304 64,131
Old : 450,316: 122,232 64,598 124,691 169,090 196,896 416,013 386,185: 34,304 64,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -4,574: 1,794 -1,991 -3,432 -2,394 -1,494 -4,031 -6,917: -543 2,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 14.3 27.7 37.5 43.7 92.4 85.8: 7.6 14.2
Old : 100.0: 27.1 14.3 27.7 37.5 43.7 92.4 85.8: 7.6 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 122 118 148 111 159 304 368:
Old : 427: 122 118 148 111 159 304 368:
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 15.3 26.4 21.2 16.1 10.4 25.4 15.1
Old : 16.3 15.3 26.4 21.2 16.1 10.4 25.4 15.1
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 8, 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 : 9,240: 3,596 3,248 1,150 2,925 3,455 7,671 7,852: 1,569 1,388
Old : 9,240: 3,596 3,248 1,150 2,925 3,455 7,671 7,852: 1,569 1,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 81: -139 71 281 133 -65 275 287: -194 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 35.1 12.4 31.7 37.4 83.0 85.0: 17.0 15.0
Old : 100.0: 38.9 35.1 12.4 31.7 37.4 83.0 85.0: 17.0 15.0
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 : 83: 34 21 16 19 23 64 51:
Old : 83: 34 21 16 19 23 64 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 29.3 48.5 45.7 29.6 27.6 44.7 42.4
Old : 29.6 29.3 48.5 45.7 29.6 27.6 44.7 42.4
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 8, 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 : 50,667: 16,487 8,234 11,796 14,175 10,548 42,458 30,578: 8,209 20,089
Old : 50,667: 16,487 8,234 11,796 14,175 10,548 42,458 30,578: 8,209 20,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 1,386: 1,611 -208 552 -227 344 1,937 688: -551 697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 16.3 23.3 28.0 20.8 83.8 60.4: 16.2 39.6
Old : 100.0: 32.5 16.3 23.3 28.0 20.8 83.8 60.4: 16.2 39.6
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 : 185: 54 33 41 52 72 124 132:
Old : 185: 54 33 41 52 72 124 132:
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 15.5 29.7 23.0 17.1 12.4 27.3 16.8
Old : 17.5 15.5 29.7 23.0 17.1 12.4 27.3 16.8
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 8, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 10,446: 424 4,604 199 9,027 3,609 9,650 8,412: 796 2,034
Old : 9,365: 385 4,314 192 8,056 3,287 8,633 7,793: 732 1,572
Other: 1,081: 42 293 4 971 322 1,017 619: 64 461
: : :
: : Changes in Commitments from: May 1, 2012 :
: -659: 8 -645 42 -577 -188 -527 -791: -132 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 44.1 1.9 86.4 34.6 92.4 80.5: 7.6 19.5
Old : 100.0: 4.1 46.1 2.0 86.0 35.1 92.2 83.2: 7.8 16.8
Other: 100.0: 3.9 27.1 0.4 89.9 29.8 94.1 57.3: 5.9 42.7
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 9 8 16 14 25 25:
Old : 33: 3 9 8 15 14 24 25:
Other: 23: 3 5 1 13 5 17 10:
:----------------------------------------------------------------------------------------------------
: 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 : 76.0 55.3 84.8 67.8 75.4 55.0 82.0 65.1
Old : 75.8 55.4 84.3 69.3 75.2 55.1 81.7 66.3
Other: 79.9 54.3 89.2 56.9 79.9 54.3 89.2 55.8
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 127,511: 8,758 6,469 3,263 114,754 117,645 126,775 127,377: 736 134
Old : 127,511: 8,758 6,469 3,263 114,754 117,645 126,775 127,377: 736 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -397: -373 -67 5 -183 -354 -551 -416: 154 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 5.1 2.6 90.0 92.3 99.4 99.9: 0.6 0.1
Old : 100.0: 6.9 5.1 2.6 90.0 92.3 99.4 99.9: 0.6 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 : 26: 4 3 2 16 16 20 21:
Old : 26: 4 3 2 16 16 20 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 : 73.3 72.9 86.9 87.2 29.9 30.9 37.4 36.5
Old : 73.3 72.9 86.9 87.2 29.9 30.9 37.4 36.5
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 8, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 157,832: 69,219 9,726 3,646 38,790 120,542 111,655 133,914: 46,177 23,918
Old : 157,832: 69,219 9,726 3,646 38,790 120,542 111,655 133,914: 46,177 23,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -14,451: -14,485 -4,220 -376 5,798 -14,355 -9,062 -18,952: -5,389 4,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 6.2 2.3 24.6 76.4 70.7 84.8: 29.3 15.2
Old : 100.0: 43.9 6.2 2.3 24.6 76.4 70.7 84.8: 29.3 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 : 83: 38 11 12 24 26 66 45:
Old : 83: 38 11 12 24 26 66 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 : 35.9 53.8 44.1 65.4 35.5 53.6 43.6 64.1
Old : 35.9 53.8 44.1 65.4 35.5 53.6 43.6 64.1
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, May 8, 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 : 46,490: 4,980 21,474 94 30,091 3,357 35,165 24,925: 11,325 21,566
Old : 46,490: 4,980 21,474 94 30,091 3,357 35,165 24,925: 11,325 21,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 3,908: -712 1,471 -29 7,244 -4,430 6,503 -2,988: -2,595 6,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 46.2 0.2 64.7 7.2 75.6 53.6: 24.4 46.4
Old : 100.0: 10.7 46.2 0.2 64.7 7.2 75.6 53.6: 24.4 46.4
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 : 33: 6 13 1 11 8 17 22:
Old : 33: 6 13 1 11 8 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 29.3 63.8 40.1 51.4 29.3 63.3 40.1
Old : 51.4 29.3 63.8 40.1 51.4 29.3 63.3 40.1
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 8, 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 : 160,169: 53,380 16,452 791 101,102 139,871 155,273 157,114: 4,896 3,055
Old : 160,169: 53,380 16,452 791 101,102 139,871 155,273 157,114: 4,896 3,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 3,670: -4,527 590 221 8,968 2,536 4,662 3,347: -992 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 10.3 0.5 63.1 87.3 96.9 98.1: 3.1 1.9
Old : 100.0: 33.3 10.3 0.5 63.1 87.3 96.9 98.1: 3.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 37 26 6 18 21 58 50:
Old : 99: 37 26 6 18 21 58 50:
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 : 60.7 60.8 80.2 79.9 60.7 60.8 79.1 79.9
Old : 60.7 60.8 80.2 79.9 60.7 60.8 79.1 79.9
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 8, 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 : 204,299: 59,663 34,573 914 100,180 147,784 160,757 183,271: 43,542 21,028
Old : 204,299: 59,663 34,573 914 100,180 147,784 160,757 183,271: 43,542 21,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 8,806: 7,151 -2,339 -1,427 2,071 12,407 7,795 8,641: 1,011 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 16.9 0.4 49.0 72.3 78.7 89.7: 21.3 10.3
Old : 100.0: 29.2 16.9 0.4 49.0 72.3 78.7 89.7: 21.3 10.3
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 : 99: 38 22 5 22 30 64 53:
Old : 99: 38 22 5 22 30 64 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 : 40.5 55.0 50.1 64.9 40.4 52.5 48.8 62.2
Old : 40.5 55.0 50.1 64.9 40.4 52.5 48.8 62.2
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, May 8, 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 : 151,961: 16,429 57,638 3,733 115,485 44,340 135,647 105,711: 16,313 46,249
Old : 151,961: 16,429 57,638 3,733 115,485 44,340 135,647 105,711: 16,313 46,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -2,980: 3,129 -7,298 -2,890 -6,058 9,110 -5,818 -1,077: 2,838 -1,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 37.9 2.5 76.0 29.2 89.3 69.6: 10.7 30.4
Old : 100.0: 10.8 37.9 2.5 76.0 29.2 89.3 69.6: 10.7 30.4
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 : 86: 14 40 14 24 22 48 66:
Old : 86: 14 40 14 24 22 48 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 : 54.1 31.0 66.9 43.2 53.7 30.7 66.1 43.0
Old : 54.1 31.0 66.9 43.2 53.7 30.7 66.1 43.0
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 8, 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 : 364,655: 35,601 178,434 30,679 262,956 79,271 329,236 288,385: 35,419 76,270
Old : 364,655: 35,601 178,434 30,679 262,956 79,271 329,236 288,385: 35,419 76,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 43,339: 1,663 39,813 15 40,195 499 41,873 40,327: 1,466 3,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 48.9 8.4 72.1 21.7 90.3 79.1: 9.7 20.9
Old : 100.0: 9.8 48.9 8.4 72.1 21.7 90.3 79.1: 9.7 20.9
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 : 192: 33 82 41 56 55 115 152:
Old : 192: 33 82 41 56 55 115 152:
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 : 38.2 32.3 52.9 38.8 37.9 31.4 52.6 37.5
Old : 38.2 32.3 52.9 38.8 37.9 31.4 52.6 37.5
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 8, 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 : 18,977: 13,700 14,701 1,211 3,418 2,298 18,329 18,210: 648 767
Old : 18,977: 13,700 14,701 1,211 3,418 2,298 18,329 18,210: 648 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 79: 103 198 -53 -153 -85 -103 60: 182 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 77.5 6.4 18.0 12.1 96.6 96.0: 3.4 4.0
Old : 100.0: 72.2 77.5 6.4 18.0 12.1 96.6 96.0: 3.4 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 : 22: 10 4 2 6 4 16 10:
Old : 22: 10 4 2 6 4 16 10:
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 : 79.5 88.7 89.8 95.7 72.9 87.0 83.2 89.4
Old : 79.5 88.7 89.8 95.7 72.9 87.0 83.2 89.4
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 8, 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 : 17,969: 11,688 5,464 125 3,427 9,902 15,240 15,491: 2,729 2,478
Old : 17,969: 11,688 5,464 125 3,427 9,902 15,240 15,491: 2,729 2,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -1,846: -467 1,334 0 125 -4,280 -342 -2,946: -1,504 1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 30.4 0.7 19.1 55.1 84.8 86.2: 15.2 13.8
Old : 100.0: 65.0 30.4 0.7 19.1 55.1 84.8 86.2: 15.2 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 18 14 1 8 8 26 23:
Old : 47: 18 14 1 8 8 26 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 : 48.1 51.9 60.2 69.3 48.1 51.9 60.2 69.3
Old : 48.1 51.9 60.2 69.3 48.1 51.9 60.2 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :14,001,295: 935,040 681,837 5,172,994 7,014,429 7,133,666 13,122,463 12,988,498: 878,832 1,012,798
Old :14,001,295: 935,040 681,837 5,172,994 7,014,429 7,133,666 13,122,463 12,988,498: 878,832 1,012,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 179,924: 2,708 -10,357 141,635 64,967 48,575 209,310 179,852: -29,386 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 4.9 36.9 50.1 51.0 93.7 92.8: 6.3 7.2
Old : 100.0: 6.7 4.9 36.9 50.1 51.0 93.7 92.8: 6.3 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 : 279: 60 61 105 143 147 266 256:
Old : 279: 60 61 105 143 147 266 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 21.0 29.7 32.5 11.5 10.4 16.9 14.4
Old : 18.5 21.0 29.7 32.5 11.5 10.4 16.9 14.4
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 8, 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 : 974,837: 89,464 108,135 66,409 656,012 671,749 811,885 846,293: 162,952 128,544
Old : 974,837: 89,464 108,135 66,409 656,012 671,749 811,885 846,293: 162,952 128,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 28,280: -4,321 11,165 4,169 24,294 10,835 24,142 26,169: 4,138 2,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.1 6.8 67.3 68.9 83.3 86.8: 16.7 13.2
Old : 100.0: 9.2 11.1 6.8 67.3 68.9 83.3 86.8: 16.7 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 591: 116 120 112 252 253 430 424:
Old : 591: 116 120 112 252 253 430 424:
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 : 11.3 10.7 18.6 19.2 10.2 10.0 16.3 17.2
Old : 11.3 10.7 18.6 19.2 10.2 10.0 16.3 17.2
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 8, 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 : 329,724: 12,769 10,346 28,345 214,408 210,717 255,523 249,409: 74,202 80,316
Old : 329,724: 12,769 10,346 28,345 214,408 210,717 255,523 249,409: 74,202 80,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 15,380: -3,319 4,667 3,981 12,133 4,416 12,795 13,065: 2,584 2,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 3.1 8.6 65.0 63.9 77.5 75.6: 22.5 24.4
Old : 100.0: 3.9 3.1 8.6 65.0 63.9 77.5 75.6: 22.5 24.4
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 : 126: 13 20 27 77 65 109 94:
Old : 126: 13 20 27 77 65 109 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 : 18.5 16.8 28.6 27.5 16.2 16.0 23.2 23.7
Old : 18.5 16.8 28.6 27.5 16.2 16.0 23.2 23.7
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, May 8, 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 : 3,225,565: 415,294 520,763 158,498 2,208,021 2,305,159 2,781,814 2,984,421: 443,751 241,144
Old : 3,225,565: 415,294 520,763 158,498 2,208,021 2,305,159 2,781,814 2,984,421: 443,751 241,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 64,501: -9,423 28,072 5,352 60,805 32,095 56,734 65,520: 7,767 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 16.1 4.9 68.5 71.5 86.2 92.5: 13.8 7.5
Old : 100.0: 12.9 16.1 4.9 68.5 71.5 86.2 92.5: 13.8 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 : 549: 114 109 101 223 232 388 391:
Old : 549: 114 109 101 223 232 388 391:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 12.0 22.7 20.8 13.5 11.5 20.8 19.7
Old : 14.3 12.0 22.7 20.8 13.5 11.5 20.8 19.7
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 8, 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 : 102,658: 10,491 7,215 1,119 82,379 89,013 93,989 97,347: 8,669 5,311
Old : 102,658: 10,491 7,215 1,119 82,379 89,013 93,989 97,347: 8,669 5,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 3,820: -4,657 -1,635 1,069 9,515 2,428 5,927 1,862: -2,107 1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 7.0 1.1 80.2 86.7 91.6 94.8: 8.4 5.2
Old : 100.0: 10.2 7.0 1.1 80.2 86.7 91.6 94.8: 8.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 9 7 2 58 33 68 41:
Old : 95: 9 7 2 58 33 68 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 : 28.0 45.9 41.3 63.2 27.8 45.9 40.3 63.2
Old : 28.0 45.9 41.3 63.2 27.8 45.9 40.3 63.2
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 8, 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 : 106,295: 18,533 10,106 5,865 72,063 84,247 96,461 100,218: 9,833 6,077
Old : 106,295: 18,533 10,106 5,865 72,063 84,247 96,461 100,218: 9,833 6,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 6,045: -7,133 3,667 2,984 11,299 535 7,150 7,186: -1,105 -1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 9.5 5.5 67.8 79.3 90.7 94.3: 9.3 5.7
Old : 100.0: 17.4 9.5 5.5 67.8 79.3 90.7 94.3: 9.3 5.7
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 : 233: 63 37 19 82 85 156 130:
Old : 233: 63 37 19 82 85 156 130:
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 : 28.6 29.1 43.2 45.5 25.2 23.1 33.0 32.5
Old : 28.6 29.1 43.2 45.5 25.2 23.1 33.0 32.5
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 8, 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 : 20,624: 966 1,248 622 14,668 17,971 16,256 19,841: 4,368 783
Old : 20,624: 966 1,248 622 14,668 17,971 16,256 19,841: 4,368 783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 4,135: -508 291 74 5,071 3,948 4,637 4,313: -502 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 6.1 3.0 71.1 87.1 78.8 96.2: 21.2 3.8
Old : 100.0: 4.7 6.1 3.0 71.1 87.1 78.8 96.2: 21.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 1 12 8 15 11:
Old : 25: 2 3 1 12 8 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 79.4 63.4 89.9 47.6 79.4 63.4 89.2
Old : 47.6 79.4 63.4 89.9 47.6 79.4 63.4 89.2
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 8, 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 : 428,351: 96,436 52,889 17,615 286,977 331,378 401,027 401,883: 27,324 26,469
Old : 428,351: 96,436 52,889 17,615 286,977 331,378 401,027 401,883: 27,324 26,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 9,553: -31,311 18,695 12,735 31,141 -17,065 12,566 14,365: -3,012 -4,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 12.3 4.1 67.0 77.4 93.6 93.8: 6.4 6.2
Old : 100.0: 22.5 12.3 4.1 67.0 77.4 93.6 93.8: 6.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 64 35 18 74 80 148 123:
Old : 230: 64 35 18 74 80 148 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 30.8 49.9 44.5 34.2 30.8 49.9 44.5
Old : 34.2 30.8 49.9 44.5 34.2 30.8 49.9 44.5
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 8, 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 : 161,980: 72,067 47,840 4,321 61,361 83,026 137,749 135,188: 24,231 26,792
Old : 161,980: 72,067 47,840 4,321 61,361 83,026 137,749 135,188: 24,231 26,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 4,178: -16,602 11,321 -862 28,123 -12,480 10,659 -2,021: -6,481 6,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 29.5 2.7 37.9 51.3 85.0 83.5: 15.0 16.5
Old : 100.0: 44.5 29.5 2.7 37.9 51.3 85.0 83.5: 15.0 16.5
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 : 89: 27 29 13 21 27 57 60:
Old : 89: 27 29 13 21 27 57 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 45.0 62.7 57.6 48.3 44.6 62.5 57.2
Old : 48.3 45.0 62.7 57.6 48.3 44.6 62.5 57.2
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 8, 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 : 41,146: 9,714 13,535 0 24,489 5,043 34,203 18,578: 6,943 22,568
Old : 41,146: 9,714 13,535 0 24,489 5,043 34,203 18,578: 6,943 22,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: -1,005: 299 -647 0 -1,252 148 -953 -499: -52 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 32.9 0.0 59.5 12.3 83.1 45.2: 16.9 54.8
Old : 100.0: 23.6 32.9 0.0 59.5 12.3 83.1 45.2: 16.9 54.8
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 : 42: 13 7 0 19 6 32 13:
Old : 42: 13 7 0 19 6 32 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 : 45.8 37.9 56.9 42.9 45.8 37.9 56.9 42.9
Old : 45.8 37.9 56.9 42.9 45.8 37.9 56.9 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 2012
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (NIKKEI INDEX X JPY 500) :
: : :
All : 70,080: 18,439 2,547 7,986 30,800 14,767 57,225 25,300: 12,855 44,780
Old : 70,080: 18,439 2,547 7,986 30,800 14,767 57,225 25,300: 12,855 44,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 3,518: 1,491 -1,079 300 1,191 -770 2,982 -1,549: 536 5,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 3.6 11.4 43.9 21.1 81.7 36.1: 18.3 63.9
Old : 100.0: 26.3 3.6 11.4 43.9 21.1 81.7 36.1: 18.3 63.9
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 : 52: 12 6 4 22 18 37 25:
Old : 52: 12 6 4 22 18 37 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 : 37.0 21.4 55.4 27.0 31.9 13.0 45.5 16.7
Old : 37.0 21.4 55.4 27.0 31.9 13.0 45.5 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2012