BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 10, 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 : 3,479: 51 108 16 2,822 2,863 2,889 2,987: 590 492
Old : 3,479: 51 108 16 2,822 2,863 2,889 2,987: 590 492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 41: 5 0 -1 153 124 157 123: -116 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 3.1 0.5 81.1 82.3 83.0 85.9: 17.0 14.1
Old : 100.0: 1.5 3.1 0.5 81.1 82.3 83.0 85.9: 17.0 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 3 12 11 16 14:
Old : 22: 2 2 3 12 11 16 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 : 57.8 65.2 76.7 80.8 57.8 63.4 73.4 74.3
Old : 57.8 65.2 76.7 80.8 57.8 63.4 73.4 74.3
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 - Futures Only, January 10, 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 : 31,803: 6,520 7,897 1,162 18,788 17,253 26,470 26,312: 5,333 5,491
Old : 31,803: 6,520 7,897 1,162 18,788 17,253 26,470 26,312: 5,333 5,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 1,640: -27 -146 125 1,023 1,807 1,121 1,786: 519 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 24.8 3.7 59.1 54.2 83.2 82.7: 16.8 17.3
Old : 100.0: 20.5 24.8 3.7 59.1 54.2 83.2 82.7: 16.8 17.3
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 : 72: 11 21 11 23 24 44 46:
Old : 72: 11 21 11 23 24 44 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 32.1 61.1 49.3 45.5 32.1 58.6 47.3
Old : 47.7 32.1 61.1 49.3 45.5 32.1 58.6 47.3
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 - Futures Only, January 10, 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 : 238,037: 70,510 54,332 37,655 101,863 109,404 210,028 201,391: 28,009 36,646
Old : 232,547: 69,878 54,623 35,983 100,674 106,584 206,535 197,190: 26,012 35,357
Other: 5,490: 2,077 1,154 227 1,189 2,820 3,493 4,201: 1,997 1,289
: : :
: : Changes in Commitments from: January 3, 2012 :
: 5,191: 1,045 5,050 3,161 -1,363 -4,966 2,843 3,245: 2,348 1,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 22.8 15.8 42.8 46.0 88.2 84.6: 11.8 15.4
Old : 100.0: 30.0 23.5 15.5 43.3 45.8 88.8 84.8: 11.2 15.2
Other: 100.0: 37.8 21.0 4.1 21.7 51.4 63.6 76.5: 36.4 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 97 75 110 50 74 199 228:
Old : 279: 92 84 109 49 74 197 228:
Other: 55: 16 11 5 10 19 29 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 18.7 32.3 25.7 19.3 17.4 31.0 24.0
Old : 19.6 18.8 32.7 25.9 19.5 17.6 31.4 24.3
Other: 31.7 32.5 43.2 48.8 31.7 32.5 42.8 48.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 10, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 333,360: 111,440 68,423 46,555 145,383 158,767 303,378 273,745: 29,982 59,615
Old : 333,360: 111,440 68,423 46,555 145,383 158,767 303,378 273,745: 29,982 59,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 13,713: 2,837 6,761 6,231 589 -3,572 9,657 9,420: 4,056 4,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 20.5 14.0 43.6 47.6 91.0 82.1: 9.0 17.9
Old : 100.0: 33.4 20.5 14.0 43.6 47.6 91.0 82.1: 9.0 17.9
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 : 386: 115 87 122 80 152 264 310:
Old : 386: 115 87 122 80 152 264 310:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 12.4 34.2 19.4 19.9 11.9 32.6 18.2
Old : 20.9 12.4 34.2 19.4 19.9 11.9 32.6 18.2
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 - Futures Only, January 10, 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 : 8,781: 3,511 3,981 964 2,574 2,301 7,049 7,246: 1,732 1,535
Old : 8,781: 3,511 3,981 964 2,574 2,301 7,049 7,246: 1,732 1,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 123: -4 300 110 73 -26 179 384: -56 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 45.3 11.0 29.3 26.2 80.3 82.5: 19.7 17.5
Old : 100.0: 40.0 45.3 11.0 29.3 26.2 80.3 82.5: 19.7 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 : 77: 19 26 13 17 20 45 56:
Old : 77: 19 26 13 17 20 45 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 : 38.8 24.5 53.6 39.8 38.8 24.4 51.0 37.3
Old : 38.8 24.5 53.6 39.8 38.8 24.4 51.0 37.3
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 - Futures Only, January 10, 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 : 37,681: 16,362 6,264 5,224 9,052 8,570 30,638 20,058: 7,043 17,623
Old : 37,681: 16,362 6,264 5,224 9,052 8,570 30,638 20,058: 7,043 17,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 2,785: 1,236 1,321 468 281 693 1,985 2,482: 800 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 16.6 13.9 24.0 22.7 81.3 53.2: 18.7 46.8
Old : 100.0: 43.4 16.6 13.9 24.0 22.7 81.3 53.2: 18.7 46.8
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 : 158: 48 36 36 33 49 104 107:
Old : 158: 48 36 36 33 49 104 107:
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 : 14.8 8.6 25.1 14.7 14.1 7.8 24.4 13.5
Old : 14.8 8.6 25.1 14.7 14.1 7.8 24.4 13.5
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 - Futures Only, January 10, 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 : 121,056: 7,595 603 3,193 110,130 116,857 120,918 120,653: 138 403
Old : 121,056: 7,595 603 3,193 110,130 116,857 120,918 120,653: 138 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -4,549: 0 -621 0 -4,630 -3,913 -4,630 -4,534: 81 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.5 2.6 91.0 96.5 99.9 99.7: 0.1 0.3
Old : 100.0: 6.3 0.5 2.6 91.0 96.5 99.9 99.7: 0.1 0.3
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 : 21: 2 3 1 15 14 17 18:
Old : 21: 2 3 1 15 14 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 76.1 92.3 91.5 34.0 33.0 39.4 38.5
Old : 80.8 76.1 92.3 91.5 34.0 33.0 39.4 38.5
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 - Futures Only, January 10, 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 : 120,997: 23,039 51,688 863 67,906 48,899 91,808 101,450: 29,189 19,547
Old : 120,997: 23,039 51,688 863 67,906 48,899 91,808 101,450: 29,189 19,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 1,234: -4,626 652 -237 3,670 3,163 -1,193 3,578: 2,427 -2,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 42.7 0.7 56.1 40.4 75.9 83.8: 24.1 16.2
Old : 100.0: 19.0 42.7 0.7 56.1 40.4 75.9 83.8: 24.1 16.2
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 : 69: 17 17 2 21 22 39 40:
Old : 69: 17 17 2 21 22 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 61.3 54.6 68.6 41.9 60.9 53.2 66.8
Old : 41.9 61.3 54.6 68.6 41.9 60.9 53.2 66.8
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 - Futures Only, January 10, 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 : 41,869: 5,112 17,209 9 30,706 4,215 35,827 21,433: 6,042 20,436
Old : 41,869: 5,112 17,209 9 30,706 4,215 35,827 21,433: 6,042 20,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 3,870: 1,325 1,067 -53 4,664 893 5,936 1,907: -2,066 1,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 41.1 0.0 73.3 10.1 85.6 51.2: 14.4 48.8
Old : 100.0: 12.2 41.1 0.0 73.3 10.1 85.6 51.2: 14.4 48.8
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: 8 16 1 13 9 21 26:
Old : 42: 8 16 1 13 9 21 26:
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 : 60.2 24.4 75.7 32.4 60.2 24.4 75.2 32.4
Old : 60.2 24.4 75.7 32.4 60.2 24.4 75.2 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 10, 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 : 123,845: 25,147 47,479 101 95,563 71,014 120,811 118,594: 3,034 5,251
Old : 123,845: 25,147 47,479 101 95,563 71,014 120,811 118,594: 3,034 5,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 2,223: 3,074 -423 59 -1,234 2,903 1,899 2,539: 324 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 38.3 0.1 77.2 57.3 97.6 95.8: 2.4 4.2
Old : 100.0: 20.3 38.3 0.1 77.2 57.3 97.6 95.8: 2.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 20 40 1 17 22 37 63:
Old : 94: 20 40 1 17 22 37 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 39.2 88.0 62.1 73.3 39.2 87.5 62.1
Old : 73.3 39.2 88.0 62.1 73.3 39.2 87.5 62.1
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 - Futures Only, January 10, 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 : 199,855: 24,044 59,897 778 162,591 106,978 187,413 167,653: 12,442 32,202
Old : 199,855: 24,044 59,897 778 162,591 106,978 187,413 167,653: 12,442 32,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 6,260: -3,788 166 459 9,695 1,833 6,366 2,458: -106 3,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 30.0 0.4 81.4 53.5 93.8 83.9: 6.2 16.1
Old : 100.0: 12.0 30.0 0.4 81.4 53.5 93.8 83.9: 6.2 16.1
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 : 87: 12 36 4 22 25 37 62:
Old : 87: 12 36 4 22 25 37 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 56.0 76.1 62.2 53.0 54.7 75.9 61.0
Old : 53.0 56.0 76.1 62.2 53.0 54.7 75.9 61.0
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 - Futures Only, January 10, 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 : 163,533: 76,671 17,014 7 63,448 120,176 140,126 137,197: 23,407 26,336
Old : 163,533: 76,671 17,014 7 63,448 120,176 140,126 137,197: 23,407 26,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 4,814: 3,685 509 -2 -881 4,190 2,802 4,697: 2,012 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 10.4 0.0 38.8 73.5 85.7 83.9: 14.3 16.1
Old : 100.0: 46.9 10.4 0.0 38.8 73.5 85.7 83.9: 14.3 16.1
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 : 85: 29 20 1 15 28 45 48:
Old : 85: 29 20 1 15 28 45 48:
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 : 61.7 49.9 70.2 61.4 61.7 49.9 69.6 61.3
Old : 61.7 49.9 70.2 61.4 61.7 49.9 69.6 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 10, 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 : 294,263: 29,770 184,965 1,131 231,765 50,103 262,666 236,199: 31,597 58,064
Old : 294,263: 29,770 184,965 1,131 231,765 50,103 262,666 236,199: 31,597 58,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 11,473: -10,671 5,615 199 18,780 3,187 8,308 9,001: 3,165 2,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 62.9 0.4 78.8 17.0 89.3 80.3: 10.7 19.7
Old : 100.0: 10.1 62.9 0.4 78.8 17.0 89.3 80.3: 10.7 19.7
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 : 183: 28 82 14 48 45 88 129:
Old : 183: 28 82 14 48 45 88 129:
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 : 47.5 30.0 59.3 37.8 47.1 29.9 58.9 37.8
Old : 47.5 30.0 59.3 37.8 47.1 29.9 58.9 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 10, 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 : 14,173: 10,658 5,629 366 542 6,388 11,566 12,383: 2,607 1,790
Old : 14,173: 10,658 5,629 366 542 6,388 11,566 12,383: 2,607 1,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 3,361: 2,801 208 141 -145 3,404 2,797 3,753: 564 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 39.7 2.6 3.8 45.1 81.6 87.4: 18.4 12.6
Old : 100.0: 75.2 39.7 2.6 3.8 45.1 81.6 87.4: 18.4 12.6
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 : 36: 12 13 2 2 9 15 23:
Old : 36: 12 13 2 2 9 15 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 : 66.4 48.2 74.3 65.3 66.4 48.2 73.1 65.3
Old : 66.4 48.2 74.3 65.3 66.4 48.2 73.1 65.3
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 - Futures Only, January 10, 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 : 7,662,714: 362,301 806,161 1,528,252 4,964,207 4,374,131 6,854,760 6,708,544: 807,954 954,170
Old : 7,662,714: 362,301 806,161 1,528,252 4,964,207 4,374,131 6,854,760 6,708,544: 807,954 954,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 72,740: 96,173 -29,358 47,640 -170,280 66,069 -26,467 84,351: 99,207 -11,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 10.5 19.9 64.8 57.1 89.5 87.5: 10.5 12.5
Old : 100.0: 4.7 10.5 19.9 64.8 57.1 89.5 87.5: 10.5 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 38 54 75 125 124 208 214:
Old : 235: 38 54 75 125 124 208 214:
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 22.0 41.6 34.3 25.6 14.1 31.9 19.1
Old : 29.7 22.0 41.6 34.3 25.6 14.1 31.9 19.1
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 - Futures Only, January 10, 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 : 755,841: 61,440 100,473 16,535 558,551 545,949 636,525 662,957: 119,316 92,884
Old : 755,841: 61,440 100,473 16,535 558,551 545,949 636,525 662,957: 119,316 92,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -32,989: 4,534 5,457 -24,763 -2,445 1,006 -22,674 -18,301: -10,315 -14,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 13.3 2.2 73.9 72.2 84.2 87.7: 15.8 12.3
Old : 100.0: 8.1 13.3 2.2 73.9 72.2 84.2 87.7: 15.8 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 524: 97 104 47 219 217 341 343:
Old : 524: 97 104 47 219 217 341 343:
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 11.5 26.8 18.9 15.4 11.0 23.8 17.7
Old : 17.7 11.5 26.8 18.9 15.4 11.0 23.8 17.7
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 - Futures Only, January 10, 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 : 237,402: 9,388 18,439 1,140 158,662 169,887 169,190 189,466: 68,212 47,936
Old : 237,402: 9,388 18,439 1,140 158,662 169,887 169,190 189,466: 68,212 47,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -17,210: -23,704 -3,234 -82 5,007 -127 -18,779 -3,443: 1,569 -13,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 7.8 0.5 66.8 71.6 71.3 79.8: 28.7 20.2
Old : 100.0: 4.0 7.8 0.5 66.8 71.6 71.3 79.8: 28.7 20.2
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 : 100: 10 10 4 51 52 63 64:
Old : 100: 10 10 4 51 52 63 64:
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 20.7 38.3 35.9 26.4 20.5 36.4 35.5
Old : 28.0 20.7 38.3 35.9 26.4 20.5 36.4 35.5
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 - Futures Only, January 10, 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 : 2,592,195: 298,308 448,218 38,924 1,999,443 1,880,312 2,336,675 2,367,454: 255,520 224,741
Old : 2,592,195: 298,308 448,218 38,924 1,999,443 1,880,312 2,336,675 2,367,454: 255,520 224,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -78,893: 22,291 -75,448 -4,504 -37,260 5,663 -19,473 -74,289: -59,420 -4,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 17.3 1.5 77.1 72.5 90.1 91.3: 9.9 8.7
Old : 100.0: 11.5 17.3 1.5 77.1 72.5 90.1 91.3: 9.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 501: 97 102 40 196 198 311 322:
Old : 501: 97 102 40 196 198 311 322:
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 : 21.4 13.5 30.4 21.3 19.7 12.5 27.4 20.4
Old : 21.4 13.5 30.4 21.3 19.7 12.5 27.4 20.4
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 - Futures Only, January 10, 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 : 103,615: 7,251 4,931 153 87,051 94,453 94,455 99,537: 9,160 4,078
Old : 103,615: 7,251 4,931 153 87,051 94,453 94,455 99,537: 9,160 4,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -119: 490 -1,191 145 -538 1,174 97 128: -216 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 4.8 0.1 84.0 91.2 91.2 96.1: 8.8 3.9
Old : 100.0: 7.0 4.8 0.1 84.0 91.2 91.2 96.1: 8.8 3.9
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 : 92: 10 8 1 52 37 62 46:
Old : 92: 10 8 1 52 37 62 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 45.3 46.6 63.9 31.0 42.0 43.1 59.3
Old : 31.5 45.3 46.6 63.9 31.0 42.0 43.1 59.3
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 - Futures Only, January 10, 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 : 69,158: 13,404 3,692 1,426 44,845 58,546 59,675 63,664: 9,483 5,494
Old : 69,158: 13,404 3,692 1,426 44,845 58,546 59,675 63,664: 9,483 5,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 16,227: 3,842 -467 1,158 8,580 13,028 13,580 13,719: 2,648 2,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 5.3 2.1 64.8 84.7 86.3 92.1: 13.7 7.9
Old : 100.0: 19.4 5.3 2.1 64.8 84.7 86.3 92.1: 13.7 7.9
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: 52 28 11 69 85 126 119:
Old : 209: 52 28 11 69 85 126 119:
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 : 26.7 22.0 38.5 36.0 26.7 20.0 38.2 32.0
Old : 26.7 22.0 38.5 36.0 26.7 20.0 38.2 32.0
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 - Futures Only, January 10, 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 : 9,500: 1,201 365 0 5,792 6,252 6,993 6,617: 2,507 2,883
Old : 9,500: 1,201 365 0 5,792 6,252 6,993 6,617: 2,507 2,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 3.8 0.0 61.0 65.8 73.6 69.7: 26.4 30.3
Old : 100.0: 12.6 3.8 0.0 61.0 65.8 73.6 69.7: 26.4 30.3
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 : 22: 2 1 0 11 9 13 10:
Old : 22: 2 1 0 11 9 13 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 : 42.0 54.6 59.5 67.3 42.0 54.6 59.3 67.3
Old : 42.0 54.6 59.5 67.3 42.0 54.6 59.3 67.3
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 - Futures Only, January 10, 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 : 298,290: 66,992 22,610 1,153 195,267 261,472 263,412 285,235: 34,878 13,055
Old : 298,290: 66,992 22,610 1,153 195,267 261,472 263,412 285,235: 34,878 13,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 33,636: 19,179 1,814 -185 13,939 33,881 32,933 35,510: 703 -1,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 7.6 0.4 65.5 87.7 88.3 95.6: 11.7 4.4
Old : 100.0: 22.5 7.6 0.4 65.5 87.7 88.3 95.6: 11.7 4.4
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 : 209: 51 29 9 60 82 115 116:
Old : 209: 51 29 9 60 82 115 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 25.2 44.0 40.4 30.9 25.2 44.0 40.4
Old : 30.9 25.2 44.0 40.4 30.9 25.2 44.0 40.4
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 - Futures Only, January 10, 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 : 125,914: 78,721 25,195 2,623 20,526 80,649 101,870 108,467: 24,044 17,447
Old : 125,914: 78,721 25,195 2,623 20,526 80,649 101,870 108,467: 24,044 17,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 8,667: 8,453 1,464 2 -4,203 6,759 4,252 8,225: 4,415 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 20.0 2.1 16.3 64.1 80.9 86.1: 19.1 13.9
Old : 100.0: 62.5 20.0 2.1 16.3 64.1 80.9 86.1: 19.1 13.9
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 : 78: 23 22 1 13 24 37 46:
Old : 78: 23 22 1 13 24 37 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 43.4 64.3 54.7 55.2 42.4 63.3 53.6
Old : 55.2 43.4 64.3 54.7 55.2 42.4 63.3 53.6
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 - Futures Only, January 10, 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 : 23,171: 3,882 8,490 2 13,469 5,194 17,353 13,686: 5,818 9,485
Old : 23,171: 3,882 8,490 2 13,469 5,194 17,353 13,686: 5,818 9,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -383: 80 594 2 -390 -168 -308 428: -75 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 36.6 0.0 58.1 22.4 74.9 59.1: 25.1 40.9
Old : 100.0: 16.8 36.6 0.0 58.1 22.4 74.9 59.1: 25.1 40.9
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 : 38: 8 9 1 17 6 25 16:
Old : 38: 8 9 1 17 6 25 16:
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 : 34.5 45.3 50.9 53.1 34.5 45.3 50.9 53.1
Old : 34.5 45.3 50.9 53.1 34.5 45.3 50.9 53.1
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 - Futures Only, January 10, 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 : 38,723: 7,375 2,890 2,318 23,943 12,915 33,636 18,123: 5,087 20,600
Old : 38,723: 7,375 2,890 2,318 23,943 12,915 33,636 18,123: 5,087 20,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 1,368: 236 -885 778 1,082 2,382 2,096 2,275: -728 -907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 7.5 6.0 61.8 33.4 86.9 46.8: 13.1 53.2
Old : 100.0: 19.0 7.5 6.0 61.8 33.4 86.9 46.8: 13.1 53.2
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 : 52: 9 7 1 22 20 32 27:
Old : 52: 9 7 1 22 20 32 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 : 38.9 19.9 58.1 31.5 37.3 17.0 52.8 26.6
Old : 38.9 19.9 58.1 31.5 37.3 17.0 52.8 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2012