BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 5,730: 191 120 112 4,875 4,871 5,178 5,103: 552 627
Old : 5,730: 191 120 112 4,875 4,871 5,178 5,103: 552 627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 28: -2 8 -7 22 70 13 70: 15 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.1 2.0 85.1 85.0 90.4 89.1: 9.6 10.9
Old : 100.0: 3.3 2.1 2.0 85.1 85.0 90.4 89.1: 9.6 10.9
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 : 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 : 70.8 63.6 83.2 80.4 70.8 63.5 82.3 77.5
Old : 70.8 63.6 83.2 80.4 70.8 63.5 82.3 77.5
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 15, 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 : 47,607: 6,424 3,799 11,205 25,034 21,753 42,663 36,757: 4,944 10,850
Old : 47,607: 6,424 3,799 11,205 25,034 21,753 42,663 36,757: 4,944 10,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -1,316: 102 -303 -316 -747 -311 -962 -930: -355 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 8.0 23.5 52.6 45.7 89.6 77.2: 10.4 22.8
Old : 100.0: 13.5 8.0 23.5 52.6 45.7 89.6 77.2: 10.4 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 : 78: 16 15 20 38 34 63 60:
Old : 78: 16 15 20 38 34 63 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 : 36.4 28.7 51.8 42.1 35.1 26.8 46.6 35.1
Old : 36.4 28.7 51.8 42.1 35.1 26.8 46.6 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 332,862: 62,235 73,069 107,223 129,182 107,980 298,641 288,272: 34,221 44,590
Old : 257,024: 54,650 75,656 82,573 95,676 66,932 232,899 225,161: 24,125 31,863
Other: 75,838: 15,513 5,341 16,722 33,506 41,048 65,741 63,111: 10,097 12,727
: : :
: : Changes in Commitments from: May 8, 2012 :
: -4,055: -2,121 -454 -3,044 -1,509 -1,406 -6,673 -4,903: 2,618 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 22.0 32.2 38.8 32.4 89.7 86.6: 10.3 13.4
Old : 100.0: 21.3 29.4 32.1 37.2 26.0 90.6 87.6: 9.4 12.4
Other: 100.0: 20.5 7.0 22.0 44.2 54.1 86.7 83.2: 13.3 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 102 104 131 77 80 242 271:
Old : 312: 97 115 123 68 77 225 265:
Other: 138: 41 16 37 58 59 114 101:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 10.0 27.1 17.0 13.0 8.2 22.7 13.1
Old : 17.1 9.4 25.1 16.4 16.0 7.1 23.1 11.9
Other: 33.3 18.6 44.0 32.1 33.3 16.3 42.0 27.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 448,677: 118,472 59,930 126,444 169,440 197,363 414,356 383,737: 34,320 64,940
Old : 448,677: 118,472 59,930 126,444 169,440 197,363 414,356 383,737: 34,320 64,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -1,640: -3,760 -4,668 1,753 350 467 -1,657 -2,448: 17 808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 13.4 28.2 37.8 44.0 92.4 85.5: 7.6 14.5
Old : 100.0: 26.4 13.4 28.2 37.8 44.0 92.4 85.5: 7.6 14.5
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 : 422: 114 118 151 116 164 310 367:
Old : 422: 114 118 151 116 164 310 367:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 15.5 26.8 21.3 16.4 10.7 25.7 15.2
Old : 16.6 15.5 26.8 21.3 16.4 10.7 25.7 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 9,474: 3,611 2,966 1,530 2,751 3,534 7,892 8,030: 1,582 1,444
Old : 9,474: 3,611 2,966 1,530 2,751 3,534 7,892 8,030: 1,582 1,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 235: 15 -282 380 -174 79 221 178: 13 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 31.3 16.1 29.0 37.3 83.3 84.8: 16.7 15.2
Old : 100.0: 38.1 31.3 16.1 29.0 37.3 83.3 84.8: 16.7 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: 30 23 17 18 22 62 52:
Old : 83: 30 23 17 18 22 62 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 30.2 47.9 45.3 28.8 26.6 41.7 40.3
Old : 29.7 30.2 47.9 45.3 28.8 26.6 41.7 40.3
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 15, 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 : 49,000: 16,288 8,311 10,622 13,178 10,237 40,089 29,170: 8,911 19,830
Old : 49,000: 16,288 8,311 10,622 13,178 10,237 40,089 29,170: 8,911 19,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -1,667: -199 77 -1,173 -997 -312 -2,369 -1,408: 702 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 17.0 21.7 26.9 20.9 81.8 59.5: 18.2 40.5
Old : 100.0: 33.2 17.0 21.7 26.9 20.9 81.8 59.5: 18.2 40.5
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 : 199: 54 43 38 59 73 132 137:
Old : 199: 54 43 38 59 73 132 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 15.1 27.6 22.8 15.3 11.8 24.5 16.3
Old : 16.1 15.1 27.6 22.8 15.3 11.8 24.5 16.3
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 15, 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 : 10,966: 499 4,924 193 9,459 5,273 10,151 10,390: 815 577
Old : 10,966: 499 4,924 193 9,459 5,273 10,151 10,390: 815 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 521: 75 319 -6 432 1,664 502 1,978: 19 -1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 44.9 1.8 86.3 48.1 92.6 94.7: 7.4 5.3
Old : 100.0: 4.6 44.9 1.8 86.3 48.1 92.6 94.7: 7.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 10 8 17 16 26 27:
Old : 35: 2 10 8 17 16 26 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 : 75.6 63.6 84.8 81.0 75.1 62.9 81.7 78.3
Old : 75.6 63.6 84.8 81.0 75.1 62.9 81.7 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 131,804: 8,741 6,404 3,288 119,181 120,603 131,210 130,295: 594 1,509
Old : 131,804: 8,741 6,404 3,288 119,181 120,603 131,210 130,295: 594 1,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 4,293: -17 -65 25 4,427 2,958 4,435 2,918: -142 1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 4.9 2.5 90.4 91.5 99.5 98.9: 0.5 1.1
Old : 100.0: 6.6 4.9 2.5 90.4 91.5 99.5 98.9: 0.5 1.1
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 : 74.5 73.1 87.6 87.0 25.2 25.1 32.2 30.6
Old : 74.5 73.1 87.6 87.0 25.2 25.1 32.2 30.6
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 15, 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 : 151,573: 65,819 15,059 4,117 41,942 109,895 111,877 129,070: 39,696 22,503
Old : 151,573: 65,819 15,059 4,117 41,942 109,895 111,877 129,070: 39,696 22,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -6,259: -3,400 5,333 471 3,152 -10,647 223 -4,844: -6,482 -1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 9.9 2.7 27.7 72.5 73.8 85.2: 26.2 14.8
Old : 100.0: 43.4 9.9 2.7 27.7 72.5 73.8 85.2: 26.2 14.8
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 : 88: 37 17 14 25 26 68 51:
Old : 88: 37 17 14 25 26 68 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 : 39.7 52.4 46.9 64.2 39.1 52.2 46.4 62.3
Old : 39.7 52.4 46.9 64.2 39.1 52.2 46.4 62.3
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 15, 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 : 64,690: 6,127 32,821 94 47,517 3,970 53,738 36,885: 10,952 27,805
Old : 64,690: 6,127 32,821 94 47,517 3,970 53,738 36,885: 10,952 27,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 18,200: 1,147 11,347 0 17,426 613 18,573 11,960: -373 6,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 50.7 0.1 73.5 6.1 83.1 57.0: 16.9 43.0
Old : 100.0: 9.5 50.7 0.1 73.5 6.1 83.1 57.0: 16.9 43.0
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 : 39: 6 17 1 13 9 19 27:
Old : 39: 6 17 1 13 9 19 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 : 53.1 30.7 70.3 40.9 53.1 30.7 70.2 40.9
Old : 53.1 30.7 70.3 40.9 53.1 30.7 70.2 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 174,386: 35,857 21,412 5,051 129,136 142,486 170,044 168,949: 4,342 5,437
Old : 174,386: 35,857 21,412 5,051 129,136 142,486 170,044 168,949: 4,342 5,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 14,217: -17,523 4,960 4,260 28,034 2,615 14,771 11,835: -554 2,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 12.3 2.9 74.1 81.7 97.5 96.9: 2.5 3.1
Old : 100.0: 20.6 12.3 2.9 74.1 81.7 97.5 96.9: 2.5 3.1
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 : 104: 37 32 9 19 21 61 57:
Old : 104: 37 32 9 19 21 61 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 54.8 80.4 73.2 60.4 54.8 78.3 70.5
Old : 60.4 54.8 80.4 73.2 60.4 54.8 78.3 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 204,708: 57,440 32,614 1,597 104,590 151,259 163,626 185,469: 41,081 19,238
Old : 204,708: 57,440 32,614 1,597 104,590 151,259 163,626 185,469: 41,081 19,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 408: -2,223 -1,959 683 4,409 3,475 2,869 2,198: -2,460 -1,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 15.9 0.8 51.1 73.9 79.9 90.6: 20.1 9.4
Old : 100.0: 28.1 15.9 0.8 51.1 73.9 79.9 90.6: 20.1 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 42 20 7 25 33 71 56:
Old : 105: 42 20 7 25 33 71 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 55.6 51.4 64.5 42.7 53.2 50.1 61.8
Old : 43.1 55.6 51.4 64.5 42.7 53.2 50.1 61.8
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 15, 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 : 150,343: 17,558 51,822 4,298 112,734 48,043 134,590 104,163: 15,753 46,180
Old : 150,343: 17,558 51,822 4,298 112,734 48,043 134,590 104,163: 15,753 46,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -1,618: 1,129 -5,816 565 -2,752 3,703 -1,058 -1,548: -560 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 34.5 2.9 75.0 32.0 89.5 69.3: 10.5 30.7
Old : 100.0: 11.7 34.5 2.9 75.0 32.0 89.5 69.3: 10.5 30.7
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 : 93: 15 44 16 26 22 53 70:
Old : 93: 15 44 16 26 22 53 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 31.1 65.8 42.4 53.3 30.9 64.8 42.2
Old : 53.4 31.1 65.8 42.4 53.3 30.9 64.8 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 420,524: 40,239 212,846 41,531 301,909 82,267 383,678 336,644: 36,845 83,880
Old : 420,524: 40,239 212,846 41,531 301,909 82,267 383,678 336,644: 36,845 83,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 55,869: 4,638 34,412 10,852 38,952 2,996 54,442 48,259: 1,427 7,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 50.6 9.9 71.8 19.6 91.2 80.1: 8.8 19.9
Old : 100.0: 9.6 50.6 9.9 71.8 19.6 91.2 80.1: 8.8 19.9
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 : 209: 40 93 49 58 55 127 168:
Old : 209: 40 93 49 58 55 127 168:
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 : 37.4 30.7 51.3 36.8 36.9 29.9 50.4 35.0
Old : 37.4 30.7 51.3 36.8 36.9 29.9 50.4 35.0
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 15, 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 : 20,259: 14,370 15,146 1,171 3,801 2,975 19,342 19,292: 917 967
Old : 20,259: 14,370 15,146 1,171 3,801 2,975 19,342 19,292: 917 967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,282: 670 445 -40 383 677 1,013 1,082: 269 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 74.8 5.8 18.8 14.7 95.5 95.2: 4.5 4.8
Old : 100.0: 70.9 74.8 5.8 18.8 14.7 95.5 95.2: 4.5 4.8
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 : 21: 9 4 2 6 5 15 11:
Old : 21: 9 4 2 6 5 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 : 78.7 86.6 90.4 94.6 72.8 84.4 84.3 88.6
Old : 78.7 86.6 90.4 94.6 72.8 84.4 84.3 88.6
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 15, 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 : 17,263: 9,124 6,527 162 5,462 8,723 14,748 15,412: 2,515 1,851
Old : 17,263: 9,124 6,527 162 5,462 8,723 14,748 15,412: 2,515 1,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -706: -2,564 1,063 37 2,035 -1,179 -492 -79: -214 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 37.8 0.9 31.6 50.5 85.4 89.3: 14.6 10.7
Old : 100.0: 52.9 37.8 0.9 31.6 50.5 85.4 89.3: 14.6 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 : 46: 14 18 1 8 6 22 25:
Old : 46: 14 18 1 8 6 22 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 : 47.9 54.7 63.3 69.8 47.9 54.7 63.3 69.8
Old : 47.9 54.7 63.3 69.8 47.9 54.7 63.3 69.8
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 15, 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 :13,958,264: 792,360 852,113 5,231,041 7,110,132 6,809,511 13,133,533 12,892,666: 824,731 1,065,599
Old :13,958,264: 792,360 852,113 5,231,041 7,110,132 6,809,511 13,133,533 12,892,666: 824,731 1,065,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -43,031: -142,680 170,276 58,047 95,703 -324,154 11,070 -95,832: -54,101 52,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.1 37.5 50.9 48.8 94.1 92.4: 5.9 7.6
Old : 100.0: 5.7 6.1 37.5 50.9 48.8 94.1 92.4: 5.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 59 57 102 143 146 257 257:
Old : 275: 59 57 102 143 146 257 257:
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 : 18.9 21.9 30.2 33.4 11.9 11.0 17.2 14.2
Old : 18.9 21.9 30.2 33.4 11.9 11.0 17.2 14.2
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 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,035,083: 86,875 97,253 83,349 690,545 712,467 860,769 893,068: 174,314 142,015
Old : 1,035,083: 86,875 97,253 83,349 690,545 712,467 860,769 893,068: 174,314 142,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 60,246: -2,588 -10,882 16,939 34,533 40,719 48,884 46,776: 11,362 13,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 9.4 8.1 66.7 68.8 83.2 86.3: 16.8 13.7
Old : 100.0: 8.4 9.4 8.1 66.7 68.8 83.2 86.3: 16.8 13.7
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 : 591: 119 119 114 251 254 429 429:
Old : 591: 119 119 114 251 254 429 429:
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 : 11.2 10.6 18.5 19.0 9.6 9.5 15.2 15.9
Old : 11.2 10.6 18.5 19.0 9.6 9.5 15.2 15.9
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 15, 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 : 355,218: 15,329 13,731 34,888 229,590 216,880 279,807 265,499: 75,411 89,719
Old : 355,218: 15,329 13,731 34,888 229,590 216,880 279,807 265,499: 75,411 89,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 25,494: 2,560 3,385 6,542 15,182 6,163 24,284 16,091: 1,210 9,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 3.9 9.8 64.6 61.1 78.8 74.7: 21.2 25.3
Old : 100.0: 4.3 3.9 9.8 64.6 61.1 78.8 74.7: 21.2 25.3
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 : 129: 20 17 31 78 66 114 99:
Old : 129: 20 17 31 78 66 114 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 17.1 27.2 28.3 15.0 16.1 21.5 24.1
Old : 17.7 17.1 27.2 28.3 15.0 16.1 21.5 24.1
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 15, 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 : 3,399,324: 410,497 470,371 189,538 2,304,776 2,477,937 2,904,811 3,137,846: 494,513 261,478
Old : 3,399,324: 410,497 470,371 189,538 2,304,776 2,477,937 2,904,811 3,137,846: 494,513 261,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 173,759: -4,797 -50,392 31,040 96,754 172,778 122,997 153,425: 50,762 20,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 13.8 5.6 67.8 72.9 85.5 92.3: 14.5 7.7
Old : 100.0: 12.1 13.8 5.6 67.8 72.9 85.5 92.3: 14.5 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 : 553: 113 113 103 223 234 389 397:
Old : 553: 113 113 103 223 234 389 397:
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 : 14.5 11.6 22.2 20.3 13.2 11.2 20.2 19.1
Old : 14.5 11.6 22.2 20.3 13.2 11.2 20.2 19.1
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 15, 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 : 102,056: 11,475 6,706 17 81,998 90,169 93,490 96,892: 8,567 5,165
Old : 102,056: 11,475 6,706 17 81,998 90,169 93,490 96,892: 8,567 5,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -602: 984 -509 -1,102 -381 1,155 -499 -456: -103 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 6.6 0.0 80.3 88.4 91.6 94.9: 8.4 5.1
Old : 100.0: 11.2 6.6 0.0 80.3 88.4 91.6 94.9: 8.4 5.1
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 : 93: 9 7 1 55 34 65 41:
Old : 93: 9 7 1 55 34 65 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 : 29.8 46.5 44.0 64.8 29.8 46.4 43.7 64.8
Old : 29.8 46.5 44.0 64.8 29.8 46.4 43.7 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 104,901: 22,506 8,151 4,960 68,573 86,788 96,039 99,899: 8,862 5,002
Old : 104,901: 22,506 8,151 4,960 68,573 86,788 96,039 99,899: 8,862 5,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -1,393: 3,973 -1,955 -905 -3,490 2,541 -422 -319: -971 -1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 7.8 4.7 65.4 82.7 91.6 95.2: 8.4 4.8
Old : 100.0: 21.5 7.8 4.7 65.4 82.7 91.6 95.2: 8.4 4.8
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 : 236: 65 37 26 79 90 158 139:
Old : 236: 65 37 26 79 90 158 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 28.3 40.7 44.9 24.7 22.1 32.9 31.8
Old : 26.3 28.3 40.7 44.9 24.7 22.1 32.9 31.8
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 15, 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 : 21,268: 1,711 1,361 629 15,495 18,461 17,835 20,451: 3,433 817
Old : 21,268: 1,711 1,361 629 15,495 18,461 17,835 20,451: 3,433 817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 644: 745 113 7 827 490 1,579 610: -935 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 6.4 3.0 72.9 86.8 83.9 96.2: 16.1 3.8
Old : 100.0: 8.0 6.4 3.0 72.9 86.8 83.9 96.2: 16.1 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 : 29: 4 3 1 13 9 18 12:
Old : 29: 4 3 1 13 9 18 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 : 47.6 78.7 64.3 88.9 47.6 78.7 64.3 88.2
Old : 47.6 78.7 64.3 88.9 47.6 78.7 64.3 88.2
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 15, 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 : 418,164: 116,186 46,163 9,442 265,392 341,635 391,020 397,239: 27,143 20,924
Old : 418,164: 116,186 46,163 9,442 265,392 341,635 391,020 397,239: 27,143 20,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -10,187: 19,751 -6,727 -8,173 -21,585 10,256 -10,007 -4,643: -181 -5,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 11.0 2.3 63.5 81.7 93.5 95.0: 6.5 5.0
Old : 100.0: 27.8 11.0 2.3 63.5 81.7 93.5 95.0: 6.5 5.0
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 : 234: 64 37 23 71 85 148 132:
Old : 234: 64 37 23 71 85 148 132:
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 : 31.8 31.2 47.3 44.7 31.8 31.2 47.3 44.4
Old : 31.8 31.2 47.3 44.7 31.8 31.2 47.3 44.4
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 15, 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 : 158,182: 51,299 46,934 6,142 78,547 77,432 135,988 130,509: 22,194 27,673
Old : 158,182: 51,299 46,934 6,142 78,547 77,432 135,988 130,509: 22,194 27,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -3,798: -20,768 -906 1,821 17,186 -5,594 -1,762 -4,679: -2,036 881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 29.7 3.9 49.7 49.0 86.0 82.5: 14.0 17.5
Old : 100.0: 32.4 29.7 3.9 49.7 49.0 86.0 82.5: 14.0 17.5
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 : 90: 24 31 15 23 29 56 66:
Old : 90: 24 31 15 23 29 56 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 : 50.3 42.7 61.4 54.3 50.0 42.3 60.7 53.8
Old : 50.3 42.7 61.4 54.3 50.0 42.3 60.7 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 35,519: 4,016 7,179 0 23,708 5,381 27,724 12,560: 7,795 22,959
Old : 35,519: 4,016 7,179 0 23,708 5,381 27,724 12,560: 7,795 22,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -5,627: -5,698 -6,356 0 -781 338 -6,479 -6,018: 852 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 20.2 0.0 66.7 15.1 78.1 35.4: 21.9 64.6
Old : 100.0: 11.3 20.2 0.0 66.7 15.1 78.1 35.4: 21.9 64.6
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 : 40: 10 7 0 18 7 28 14:
Old : 40: 10 7 0 18 7 28 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 : 42.5 27.9 54.7 32.5 42.5 27.9 54.7 32.5
Old : 42.5 27.9 54.7 32.5 42.5 27.9 54.7 32.5
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 15, 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 : 66,621: 13,135 3,630 6,613 30,364 16,434 50,112 26,677: 16,509 39,944
Old : 66,621: 13,135 3,630 6,613 30,364 16,434 50,112 26,677: 16,509 39,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -3,459: -5,304 1,083 -1,373 -436 1,667 -7,113 1,377: 3,654 -4,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 5.4 9.9 45.6 24.7 75.2 40.0: 24.8 60.0
Old : 100.0: 19.7 5.4 9.9 45.6 24.7 75.2 40.0: 24.8 60.0
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 : 51: 11 6 4 21 20 35 27:
Old : 51: 11 6 4 21 20 35 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 23.1 47.6 30.5 26.2 14.7 38.7 19.1
Old : 32.1 23.1 47.6 30.5 26.2 14.7 38.7 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 21, 2012