MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,567: 5,764 6,868 555 20,713 18,614 27,032 26,037: 3,535 4,530
Old : 30,567: 5,764 6,868 555 20,713 18,614 27,032 26,037: 3,535 4,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -4,771: -2,627 -518 -7 -1,696 -4,483 -4,330 -5,008: -441 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 22.5 1.8 67.8 60.9 88.4 85.2: 11.6 14.8
Old : 100.0: 18.9 22.5 1.8 67.8 60.9 88.4 85.2: 11.6 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 : 72: 15 11 12 28 30 48 48:
Old : 72: 15 11 12 28 30 48 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 : 53.9 35.9 64.2 56.3 53.0 34.0 63.3 54.5
Old : 53.9 35.9 64.2 56.3 53.0 34.0 63.3 54.5
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 260,230: 71,301 44,260 51,090 106,805 121,084 229,196 216,434: 31,034 43,796
Old : 258,884: 71,402 44,342 50,595 106,215 120,325 228,212 215,262: 30,672 43,622
Other: 1,346: 394 413 0 590 759 984 1,172: 362 174
: : :
: : Changes in Commitments from: September 27, 2011 :
: 13,819: 2,969 -4,684 7,338 -605 7,218 9,702 9,872: 4,117 3,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 17.0 19.6 41.0 46.5 88.1 83.2: 11.9 16.8
Old : 100.0: 27.6 17.1 19.5 41.0 46.5 88.2 83.1: 11.8 16.9
Other: 100.0: 29.3 30.7 0.0 43.8 56.4 73.1 87.1: 26.9 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 110 63 112 52 84 235 212:
Old : 292: 110 67 112 52 84 235 212:
Other: 28: 8 8 0 2 10 10 18:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 17.9 31.0 26.3 17.8 16.2 29.3 23.7
Old : 18.5 17.9 31.1 26.4 17.9 16.2 29.4 23.8
Other: 67.2 48.7 72.1 71.8 67.2 48.7 72.1 71.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 340,399: 107,804 56,160 56,795 148,697 172,766 313,296 285,721: 27,103 54,678
Old : 340,399: 107,804 56,160 56,795 148,697 172,766 313,296 285,721: 27,103 54,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 12,772: 11,500 2,874 3,945 -4,339 6,214 11,106 13,033: 1,666 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 16.5 16.7 43.7 50.8 92.0 83.9: 8.0 16.1
Old : 100.0: 31.7 16.5 16.7 43.7 50.8 92.0 83.9: 8.0 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 : 419: 127 92 118 81 169 281 320:
Old : 419: 127 92 118 81 169 281 320:
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 : 20.8 13.7 33.3 21.1 20.8 13.2 32.3 20.4
Old : 20.8 13.7 33.3 21.1 20.8 13.2 32.3 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,856: 4,208 4,545 1,356 3,224 2,427 8,788 8,328: 2,068 2,528
Old : 10,856: 4,208 4,545 1,356 3,224 2,427 8,788 8,328: 2,068 2,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 1,492: 338 1,117 451 369 -193 1,158 1,375: 334 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 41.9 12.5 29.7 22.4 81.0 76.7: 19.0 23.3
Old : 100.0: 38.8 41.9 12.5 29.7 22.4 81.0 76.7: 19.0 23.3
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 : 91: 27 31 17 20 20 55 66:
Old : 91: 27 31 17 20 20 55 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 : 34.4 17.4 46.8 31.0 34.1 17.4 45.0 31.0
Old : 34.4 17.4 46.8 31.0 34.1 17.4 45.0 31.0
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,723: 13,647 5,445 5,267 9,049 8,296 27,963 19,008: 6,760 15,715
Old : 34,723: 13,647 5,445 5,267 9,049 8,296 27,963 19,008: 6,760 15,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -1,970: 247 -1,674 -714 -594 910 -1,061 -1,478: -909 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 15.7 15.2 26.1 23.9 80.5 54.7: 19.5 45.3
Old : 100.0: 39.3 15.7 15.2 26.1 23.9 80.5 54.7: 19.5 45.3
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 : 153: 46 34 45 35 49 112 111:
Old : 153: 46 34 45 35 49 112 111:
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 : 17.4 8.3 28.2 14.0 17.4 7.5 26.4 12.4
Old : 17.4 8.3 28.2 14.0 17.4 7.5 26.4 12.4
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 84,545: 13,260 497 3,222 66,468 79,358 82,950 83,077: 1,595 1,468
Old : 84,545: 13,260 497 3,222 66,468 79,358 82,950 83,077: 1,595 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 816: 1,075 271 -635 1,542 1,622 1,982 1,258: -1,166 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 0.6 3.8 78.6 93.9 98.1 98.3: 1.9 1.7
Old : 100.0: 15.7 0.6 3.8 78.6 93.9 98.1 98.3: 1.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 1 17 15 21 18:
Old : 24: 4 2 1 17 15 21 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 : 63.1 67.5 81.2 85.3 53.0 56.4 65.5 64.6
Old : 63.1 67.5 81.2 85.3 53.0 56.4 65.5 64.6
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 - Futures Only, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 103,733: 22,713 38,395 159 47,148 36,124 70,020 74,678: 33,713 29,055
Old : 103,733: 22,713 38,395 159 47,148 36,124 70,020 74,678: 33,713 29,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 17,587: 1,393 -3,475 125 14,810 14,979 16,328 11,629: 1,259 5,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 37.0 0.2 45.5 34.8 67.5 72.0: 32.5 28.0
Old : 100.0: 21.9 37.0 0.2 45.5 34.8 67.5 72.0: 32.5 28.0
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 : 86: 23 23 2 26 26 51 49:
Old : 86: 23 23 2 26 26 51 49:
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 : 31.0 31.8 41.0 43.6 30.6 31.6 39.8 41.8
Old : 31.0 31.8 41.0 43.6 30.6 31.6 39.8 41.8
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,964: 5,110 6,219 183 10,368 6,941 15,661 13,343: 9,303 11,621
Old : 24,964: 5,110 6,219 183 10,368 6,941 15,661 13,343: 9,303 11,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 1,841: -1,508 2,025 -27 4,121 -26 2,586 1,972: -745 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 24.9 0.7 41.5 27.8 62.7 53.4: 37.3 46.6
Old : 100.0: 20.5 24.9 0.7 41.5 27.8 62.7 53.4: 37.3 46.6
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 : 32: 7 10 4 8 9 17 21:
Old : 32: 7 10 4 8 9 17 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 : 41.1 30.3 57.3 39.8 41.1 30.3 57.0 39.5
Old : 41.1 30.3 57.3 39.8 41.1 30.3 57.0 39.5
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 89,418: 6,904 32,335 137 79,626 50,792 86,667 83,264: 2,751 6,154
Old : 89,418: 6,904 32,335 137 79,626 50,792 86,667 83,264: 2,751 6,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 6,320: -3,307 1,498 -108 8,943 5,070 5,528 6,460: 792 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 36.2 0.2 89.0 56.8 96.9 93.1: 3.1 6.9
Old : 100.0: 7.7 36.2 0.2 89.0 56.8 96.9 93.1: 3.1 6.9
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 : 91: 22 35 1 17 21 40 56:
Old : 91: 22 35 1 17 21 40 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 : 82.2 40.6 86.8 56.1 82.2 40.6 86.0 56.1
Old : 82.2 40.6 86.8 56.1 82.2 40.6 86.0 56.1
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 175,500: 14,929 83,653 306 148,769 60,087 164,004 144,046: 11,496 31,454
Old : 175,500: 14,929 83,653 306 148,769 60,087 164,004 144,046: 11,496 31,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 20,818: 641 5,355 -47 21,954 16,950 22,548 22,258: -1,730 -1,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 47.7 0.2 84.8 34.2 93.4 82.1: 6.6 17.9
Old : 100.0: 8.5 47.7 0.2 84.8 34.2 93.4 82.1: 6.6 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 : 96: 12 47 3 27 18 40 67:
Old : 96: 12 47 3 27 18 40 67:
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 : 42.2 46.9 65.5 57.8 42.2 44.4 65.5 55.3
Old : 42.2 46.9 65.5 57.8 42.2 44.4 65.5 55.3
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 134,724: 60,867 17,405 0 46,805 86,267 107,672 103,672: 27,052 31,052
Old : 134,724: 60,867 17,405 0 46,805 86,267 107,672 103,672: 27,052 31,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 8,992: -299 -1,439 -1 9,465 8,677 9,165 7,237: -173 1,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 12.9 0.0 34.7 64.0 79.9 77.0: 20.1 23.0
Old : 100.0: 45.2 12.9 0.0 34.7 64.0 79.9 77.0: 20.1 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 29 32 0 21 19 50 51:
Old : 93: 29 32 0 21 19 50 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 : 41.6 44.9 52.1 57.8 41.6 44.8 51.9 57.7
Old : 41.6 44.9 52.1 57.8 41.6 44.8 51.9 57.7
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 220,839: 18,104 100,801 794 169,387 60,185 188,285 161,780: 32,554 59,059
Old : 220,839: 18,104 100,801 794 169,387 60,185 188,285 161,780: 32,554 59,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 5,667: -1,601 -1,377 -246 9,769 8,247 7,922 6,624: -2,255 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 45.6 0.4 76.7 27.3 85.3 73.3: 14.7 26.7
Old : 100.0: 8.2 45.6 0.4 76.7 27.3 85.3 73.3: 14.7 26.7
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 : 178: 23 74 10 51 48 80 126:
Old : 178: 23 74 10 51 48 80 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 21.3 54.8 29.8 44.4 20.7 54.4 29.1
Old : 44.4 21.3 54.8 29.8 44.4 20.7 54.4 29.1
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 - Futures Only, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,190: 11,826 16,978 5,136 14,769 9,111 31,731 31,225: 459 965
Old : 32,190: 11,826 16,978 5,136 14,769 9,111 31,731 31,225: 459 965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -2,807: -6,877 147 5,070 -970 -7,987 -2,777 -2,770: -30 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 52.7 16.0 45.9 28.3 98.6 97.0: 1.4 3.0
Old : 100.0: 36.7 52.7 16.0 45.9 28.3 98.6 97.0: 1.4 3.0
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 : 20: 5 5 1 6 5 11 11:
Old : 20: 5 5 1 6 5 11 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 : 87.7 84.4 97.0 94.7 71.8 71.8 80.4 79.0
Old : 87.7 84.4 97.0 94.7 71.8 71.8 80.4 79.0
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,211: 12,929 7,363 102 11,686 16,078 24,717 23,543: 1,494 2,668
Old : 26,211: 12,929 7,363 102 11,686 16,078 24,717 23,543: 1,494 2,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 2,407: -1,546 2,479 102 4,618 -843 3,174 1,738: -767 669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 28.1 0.4 44.6 61.3 94.3 89.8: 5.7 10.2
Old : 100.0: 49.3 28.1 0.4 44.6 61.3 94.3 89.8: 5.7 10.2
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 : 38: 10 12 1 9 9 19 22:
Old : 38: 10 12 1 9 9 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 52.5 83.0 70.8 63.9 52.4 83.0 70.7
Old : 63.9 52.5 83.0 70.8 63.9 52.4 83.0 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,328,105: 777,324 906,705 1,284,131 5,549,676 5,261,941 7,611,131 7,452,777: 716,974 875,328
Old : 8,328,105: 777,324 906,705 1,284,131 5,549,676 5,261,941 7,611,131 7,452,777: 716,974 875,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -50,616: -68,199 -19,205 26,426 -5,975 -119,827 -47,748 -112,606: -2,868 61,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 10.9 15.4 66.6 63.2 91.4 89.5: 8.6 10.5
Old : 100.0: 9.3 10.9 15.4 66.6 63.2 91.4 89.5: 8.6 10.5
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 : 256: 47 50 79 133 138 231 228:
Old : 256: 47 50 79 133 138 231 228:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 22.9 49.1 38.4 36.7 15.9 41.3 27.1
Old : 40.7 22.9 49.1 38.4 36.7 15.9 41.3 27.1
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 925,564: 56,382 124,086 27,934 694,185 630,180 778,501 782,200: 147,063 143,364
Old : 925,564: 56,382 124,086 27,934 694,185 630,180 778,501 782,200: 147,063 143,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 44,471: -3,402 -3,678 4,085 33,096 46,059 33,779 46,466: 10,692 -1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 13.4 3.0 75.0 68.1 84.1 84.5: 15.9 15.5
Old : 100.0: 6.1 13.4 3.0 75.0 68.1 84.1 84.5: 15.9 15.5
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 : 597: 83 145 54 223 266 343 430:
Old : 597: 83 145 54 223 266 343 430:
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 : 16.4 9.2 26.8 16.8 13.1 8.8 22.6 14.6
Old : 16.4 9.2 26.8 16.8 13.1 8.8 22.6 14.6
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 296,855: 22,585 31,250 823 201,904 180,164 225,312 212,237: 71,543 84,618
Old : 296,855: 22,585 31,250 823 201,904 180,164 225,312 212,237: 71,543 84,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 11,121: 135 -1,774 188 3,501 13,461 3,824 11,875: 7,297 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 10.5 0.3 68.0 60.7 75.9 71.5: 24.1 28.5
Old : 100.0: 7.6 10.5 0.3 68.0 60.7 75.9 71.5: 24.1 28.5
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 : 131: 15 26 8 57 57 77 86:
Old : 131: 15 26 8 57 57 77 86:
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 : 24.7 19.3 37.0 28.1 23.5 19.3 34.9 27.9
Old : 24.7 19.3 37.0 28.1 23.5 19.3 34.9 27.9
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,143,543: 268,305 563,504 36,231 2,461,407 2,250,078 2,765,943 2,849,813: 377,600 293,730
Old : 3,143,543: 268,305 563,504 36,231 2,461,407 2,250,078 2,765,943 2,849,813: 377,600 293,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 166,750: -2,939 5,226 4,742 147,974 162,989 149,777 172,957: 16,973 -6,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 17.9 1.2 78.3 71.6 88.0 90.7: 12.0 9.3
Old : 100.0: 8.5 17.9 1.2 78.3 71.6 88.0 90.7: 12.0 9.3
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 : 563: 84 137 35 201 242 308 391:
Old : 563: 84 137 35 201 242 308 391:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 12.1 31.7 20.2 16.8 11.8 27.7 19.1
Old : 20.2 12.1 31.7 20.2 16.8 11.8 27.7 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 - Futures Only, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,580: 6,931 5,679 422 102,219 107,119 109,572 113,220: 8,008 4,360
Old : 117,580: 6,931 5,679 422 102,219 107,119 109,572 113,220: 8,008 4,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 11,272: 397 843 388 9,379 10,842 10,164 12,073: 1,108 -801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 4.8 0.4 86.9 91.1 93.2 96.3: 6.8 3.7
Old : 100.0: 5.9 4.8 0.4 86.9 91.1 93.2 96.3: 6.8 3.7
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 : 86: 6 8 1 49 34 56 42:
Old : 86: 6 8 1 49 34 56 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 38.2 53.1 58.7 31.8 35.3 47.5 54.4
Old : 32.8 38.2 53.1 58.7 31.8 35.3 47.5 54.4
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 79,939: 8,892 7,949 1,812 58,018 59,442 68,723 69,203: 11,217 10,736
Old : 79,939: 8,892 7,949 1,812 58,018 59,442 68,723 69,203: 11,217 10,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 3,112: -1,757 2,158 278 3,748 443 2,269 2,879: 843 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 9.9 2.3 72.6 74.4 86.0 86.6: 14.0 13.4
Old : 100.0: 11.1 9.9 2.3 72.6 74.4 86.0 86.6: 14.0 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 41 40 13 78 83 125 130:
Old : 216: 41 40 13 78 83 125 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 23.3 42.1 33.8 29.9 23.3 40.8 33.3
Old : 30.0 23.3 42.1 33.8 29.9 23.3 40.8 33.3
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,366: 1,367 0 0 6,914 14,064 8,281 14,064: 7,085 1,302
Old : 15,366: 1,367 0 0 6,914 14,064 8,281 14,064: 7,085 1,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 1,856: -691 0 0 1,792 2,659 1,101 2,659: 755 -803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 0.0 45.0 91.5 53.9 91.5: 46.1 8.5
Old : 100.0: 8.9 0.0 0.0 45.0 91.5 53.9 91.5: 46.1 8.5
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 : 24: 2 0 0 11 12 13 12:
Old : 24: 2 0 0 11 12 13 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 : 29.2 60.8 44.5 85.6 29.2 60.8 44.5 85.6
Old : 29.2 60.8 44.5 85.6 29.2 60.8 44.5 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 322,866: 40,475 42,593 6,213 255,520 226,890 302,208 275,696: 20,658 47,170
Old : 322,866: 40,475 42,593 6,213 255,520 226,890 302,208 275,696: 20,658 47,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 6,280: -9,258 6,861 5,318 9,782 -11,081 5,842 1,098: 438 5,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 13.2 1.9 79.1 70.3 93.6 85.4: 6.4 14.6
Old : 100.0: 12.5 13.2 1.9 79.1 70.3 93.6 85.4: 6.4 14.6
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 : 214: 39 41 12 74 79 119 126:
Old : 214: 39 41 12 74 79 119 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 20.8 46.0 30.9 32.6 20.8 45.5 30.9
Old : 32.8 20.8 46.0 30.9 32.6 20.8 45.5 30.9
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 100,016: 35,937 23,026 5 49,285 51,991 85,227 75,022: 14,789 24,994
Old : 100,016: 35,937 23,026 5 49,285 51,991 85,227 75,022: 14,789 24,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 17,436: 6,515 -1,229 -8 13,610 14,538 20,117 13,301: -2,681 4,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 23.0 0.0 49.3 52.0 85.2 75.0: 14.8 25.0
Old : 100.0: 35.9 23.0 0.0 49.3 52.0 85.2 75.0: 14.8 25.0
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 : 72: 18 23 2 16 20 34 45:
Old : 72: 18 23 2 16 20 34 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 34.0 65.7 51.0 43.8 32.7 65.5 49.8
Old : 43.8 34.0 65.7 51.0 43.8 32.7 65.5 49.8
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 - Futures Only, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,487: 3,943 6,558 5 14,145 7,644 18,093 14,207: 7,394 11,280
Old : 25,487: 3,943 6,558 5 14,145 7,644 18,093 14,207: 7,394 11,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -285: -302 530 3 -611 -762 -910 -229: 625 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 25.7 0.0 55.5 30.0 71.0 55.7: 29.0 44.3
Old : 100.0: 15.5 25.7 0.0 55.5 30.0 71.0 55.7: 29.0 44.3
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 : 41: 10 8 1 18 7 28 16:
Old : 41: 10 8 1 18 7 28 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 : 30.1 40.3 44.8 50.3 29.8 40.3 44.5 50.3
Old : 30.1 40.3 44.8 50.3 29.8 40.3 44.5 50.3
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, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,915: 5,385 3,722 1,930 17,148 25,112 24,463 30,764: 12,452 6,151
Old : 36,915: 5,385 3,722 1,930 17,148 25,112 24,463 30,764: 12,452 6,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 6,280: -63 -1,242 1,327 -714 4,299 550 4,384: 5,730 1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 10.1 5.2 46.5 68.0 66.3 83.3: 33.7 16.7
Old : 100.0: 14.6 10.1 5.2 46.5 68.0 66.3 83.3: 33.7 16.7
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 : 52: 7 7 2 20 21 29 28:
Old : 52: 7 7 2 20 21 29 28:
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 : 29.0 37.7 40.5 54.8 28.1 37.7 38.7 51.4
Old : 29.0 37.7 40.5 54.8 28.1 37.7 38.7 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2011