MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 11, 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 : 30,568: 5,038 6,771 711 21,210 18,587 26,959 26,069: 3,609 4,499
Old : 30,568: 5,038 6,771 711 21,210 18,587 26,959 26,069: 3,609 4,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 1: -726 -97 156 497 -27 -73 32: 74 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 22.2 2.3 69.4 60.8 88.2 85.3: 11.8 14.7
Old : 100.0: 16.5 22.2 2.3 69.4 60.8 88.2 85.3: 11.8 14.7
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 : 71: 15 11 12 27 30 47 48:
Old : 71: 15 11 12 27 30 47 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 : 55.9 36.4 66.4 56.9 54.7 34.6 64.9 54.9
Old : 55.9 36.4 66.4 56.9 54.7 34.6 64.9 54.9
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 11, 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 : 284,202: 81,445 46,621 52,412 109,503 131,458 243,360 230,491: 40,842 53,711
Old : 282,452: 81,553 46,770 51,770 108,788 130,454 242,111 228,994: 40,341 53,458
Other: 1,750: 514 473 20 715 1,004 1,249 1,497: 501 253
: : :
: : Changes in Commitments from: October 4, 2011 :
: 23,972: 10,144 2,361 1,322 2,698 10,374 14,164 14,057: 9,808 9,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 16.4 18.4 38.5 46.3 85.6 81.1: 14.4 18.9
Old : 100.0: 28.9 16.6 18.3 38.5 46.2 85.7 81.1: 14.3 18.9
Other: 100.0: 29.4 27.0 1.1 40.9 57.4 71.4 85.5: 28.6 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 119 62 117 53 84 245 217:
Old : 302: 119 66 117 53 84 245 217:
Other: 33: 9 10 1 3 11 13 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 17.7 28.2 26.0 16.2 15.4 26.8 22.7
Old : 16.7 17.7 28.3 26.1 16.3 15.4 26.9 22.8
Other: 53.1 46.2 67.6 68.9 53.1 46.2 67.6 67.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 11, 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 : 340,204: 116,520 57,699 46,996 147,504 177,991 311,020 282,686: 29,184 57,518
Old : 340,204: 116,520 57,699 46,996 147,504 177,991 311,020 282,686: 29,184 57,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -195: 8,716 1,539 -9,799 -1,193 5,225 -2,276 -3,035: 2,081 2,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 17.0 13.8 43.4 52.3 91.4 83.1: 8.6 16.9
Old : 100.0: 34.3 17.0 13.8 43.4 52.3 91.4 83.1: 8.6 16.9
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 : 418: 131 87 118 74 164 278 316:
Old : 418: 131 87 118 74 164 278 316:
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 : 20.7 13.5 33.2 21.1 20.7 13.2 32.3 20.2
Old : 20.7 13.5 33.2 21.1 20.7 13.2 32.3 20.2
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, October 11, 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 : 10,714: 4,210 4,926 1,223 3,287 2,203 8,720 8,352: 1,994 2,362
Old : 10,714: 4,210 4,926 1,223 3,287 2,203 8,720 8,352: 1,994 2,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -142: 2 381 -133 63 -224 -68 24: -74 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 46.0 11.4 30.7 20.6 81.4 78.0: 18.6 22.0
Old : 100.0: 39.3 46.0 11.4 30.7 20.6 81.4 78.0: 18.6 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 26 32 15 21 18 55 62:
Old : 90: 26 32 15 21 18 55 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 : 34.3 20.1 48.1 33.4 33.8 20.1 45.8 33.4
Old : 34.3 20.1 48.1 33.4 33.8 20.1 45.8 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, October 11, 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 : 33,501: 13,940 5,825 5,194 8,193 7,424 27,327 18,443: 6,174 15,058
Old : 33,501: 13,940 5,825 5,194 8,193 7,424 27,327 18,443: 6,174 15,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -1,222: 293 380 -73 -856 -872 -636 -565: -586 -657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 17.4 15.5 24.5 22.2 81.6 55.1: 18.4 44.9
Old : 100.0: 41.6 17.4 15.5 24.5 22.2 81.6 55.1: 18.4 44.9
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 : 151: 44 33 45 35 48 112 109:
Old : 151: 44 33 45 35 48 112 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 9.3 28.4 15.8 18.0 8.1 27.5 13.0
Old : 18.0 9.3 28.4 15.8 18.0 8.1 27.5 13.0
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 11, 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 : 83,465: 12,554 978 3,075 66,528 78,347 82,157 82,400: 1,308 1,065
Old : 83,465: 12,554 978 3,075 66,528 78,347 82,157 82,400: 1,308 1,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -1,080: -706 481 -147 60 -1,011 -793 -677: -287 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 1.2 3.7 79.7 93.9 98.4 98.7: 1.6 1.3
Old : 100.0: 15.0 1.2 3.7 79.7 93.9 98.4 98.7: 1.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 3 1 16 15 19 19:
Old : 23: 3 3 1 16 15 19 19:
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 : 64.6 65.1 82.4 82.9 53.5 54.8 65.5 63.5
Old : 64.6 65.1 82.4 82.9 53.5 54.8 65.5 63.5
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, October 11, 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 : 122,945: 23,922 48,835 34 74,038 48,096 97,994 96,965: 24,951 25,980
Old : 122,945: 23,922 48,835 34 74,038 48,096 97,994 96,965: 24,951 25,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 19,212: 1,209 10,440 -125 26,890 11,972 27,974 22,287: -8,762 -3,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 39.7 0.0 60.2 39.1 79.7 78.9: 20.3 21.1
Old : 100.0: 19.5 39.7 0.0 60.2 39.1 79.7 78.9: 20.3 21.1
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: 19 26 2 27 24 48 50:
Old : 85: 19 26 2 27 24 48 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 50.4 52.8 57.5 40.0 48.7 52.5 55.4
Old : 40.2 50.4 52.8 57.5 40.0 48.7 52.5 55.4
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 11, 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 : 24,317: 5,233 5,220 34 9,689 7,286 14,956 12,540: 9,361 11,777
Old : 24,317: 5,233 5,220 34 9,689 7,286 14,956 12,540: 9,361 11,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -647: 123 -999 -149 -679 345 -705 -803: 58 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.5 0.1 39.8 30.0 61.5 51.6: 38.5 48.4
Old : 100.0: 21.5 21.5 0.1 39.8 30.0 61.5 51.6: 38.5 48.4
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 : 35: 7 11 1 8 13 15 25:
Old : 35: 7 11 1 8 13 15 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 26.5 52.5 35.4 39.0 26.5 52.3 35.1
Old : 39.2 26.5 52.5 35.4 39.0 26.5 52.3 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 11, 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 : 88,822: 7,397 32,275 142 78,905 50,335 86,444 82,752: 2,378 6,070
Old : 88,822: 7,397 32,275 142 78,905 50,335 86,444 82,752: 2,378 6,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -596: 493 -60 5 -721 -457 -223 -512: -373 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 36.3 0.2 88.8 56.7 97.3 93.2: 2.7 6.8
Old : 100.0: 8.3 36.3 0.2 88.8 56.7 97.3 93.2: 2.7 6.8
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 : 83: 18 32 2 16 20 35 53:
Old : 83: 18 32 2 16 20 35 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 42.3 86.9 59.2 77.2 42.3 86.9 59.1
Old : 77.2 42.3 86.9 59.2 77.2 42.3 86.9 59.1
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 11, 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 : 184,709: 15,391 77,363 350 156,606 74,402 172,347 152,115: 12,362 32,594
Old : 184,709: 15,391 77,363 350 156,606 74,402 172,347 152,115: 12,362 32,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 9,209: 462 -6,290 44 7,837 14,315 8,343 8,069: 866 1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 41.9 0.2 84.8 40.3 93.3 82.4: 6.7 17.6
Old : 100.0: 8.3 41.9 0.2 84.8 40.3 93.3 82.4: 6.7 17.6
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 : 96: 15 40 4 29 21 46 63:
Old : 96: 15 40 4 29 21 46 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 : 39.2 46.9 62.8 57.1 39.2 45.0 62.7 55.2
Old : 39.2 46.9 62.8 57.1 39.2 45.0 62.7 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 11, 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 : 153,849: 54,190 19,071 3 73,150 105,272 127,343 124,346: 26,506 29,503
Old : 153,849: 54,190 19,071 3 73,150 105,272 127,343 124,346: 26,506 29,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 19,125: -6,677 1,666 3 26,345 19,005 19,671 20,674: -546 -1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 12.4 0.0 47.5 68.4 82.8 80.8: 17.2 19.2
Old : 100.0: 35.2 12.4 0.0 47.5 68.4 82.8 80.8: 17.2 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 30 32 1 21 20 52 52:
Old : 95: 30 32 1 21 20 52 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 52.7 62.0 63.6 50.6 52.7 61.8 63.5
Old : 50.6 52.7 62.0 63.6 50.6 52.7 61.8 63.5
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 11, 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 : 223,167: 17,040 90,835 680 170,021 69,466 187,741 160,981: 35,426 62,186
Old : 223,167: 17,040 90,835 680 170,021 69,466 187,741 160,981: 35,426 62,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 2,328: -1,064 -9,966 -114 634 9,281 -544 -799: 2,872 3,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 40.7 0.3 76.2 31.1 84.1 72.1: 15.9 27.9
Old : 100.0: 7.6 40.7 0.3 76.2 31.1 84.1 72.1: 15.9 27.9
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 : 170: 19 71 8 48 50 72 124:
Old : 170: 19 71 8 48 50 72 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 18.2 53.6 27.8 43.0 18.2 53.1 26.9
Old : 43.2 18.2 53.6 27.8 43.0 18.2 53.1 26.9
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 11, 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 : 25,059: 12,075 5,237 102 11,594 17,538 23,771 22,877: 1,288 2,182
Old : 25,059: 12,075 5,237 102 11,594 17,538 23,771 22,877: 1,288 2,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -1,152: -854 -2,126 0 -92 1,460 -946 -666: -206 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 20.9 0.4 46.3 70.0 94.9 91.3: 5.1 8.7
Old : 100.0: 48.2 20.9 0.4 46.3 70.0 94.9 91.3: 5.1 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 : 36: 9 12 1 8 9 17 22:
Old : 36: 9 12 1 8 9 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 55.6 86.1 74.3 66.7 55.4 86.1 74.1
Old : 66.7 55.6 86.1 74.3 66.7 55.4 86.1 74.1
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 11, 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 : 8,199,656: 644,700 882,252 1,260,578 5,646,920 5,194,558 7,552,198 7,337,388: 647,458 862,268
Old : 8,199,656: 644,700 882,252 1,260,578 5,646,920 5,194,558 7,552,198 7,337,388: 647,458 862,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -128,449: -132,624 -24,453 -23,553 97,244 -67,383 -58,933 -115,389: -69,516 -13,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 10.8 15.4 68.9 63.4 92.1 89.5: 7.9 10.5
Old : 100.0: 7.9 10.8 15.4 68.9 63.4 92.1 89.5: 7.9 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 : 251: 40 49 73 133 139 220 228:
Old : 251: 40 49 73 133 139 220 228:
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 : 40.5 23.2 48.8 38.5 36.2 16.5 40.2 26.2
Old : 40.5 23.2 48.8 38.5 36.2 16.5 40.2 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, October 11, 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 : 886,848: 54,846 118,412 23,816 670,439 602,146 749,101 744,374: 137,747 142,474
Old : 886,848: 54,846 118,412 23,816 670,439 602,146 749,101 744,374: 137,747 142,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -38,715: -1,535 -5,674 -4,118 -23,746 -28,033 -29,399 -37,825: -9,316 -890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.4 2.7 75.6 67.9 84.5 83.9: 15.5 16.1
Old : 100.0: 6.2 13.4 2.7 75.6 67.9 84.5 83.9: 15.5 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 : 567: 72 140 56 216 257 328 416:
Old : 567: 72 140 56 216 257 328 416:
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 : 17.1 9.4 28.0 16.4 14.2 9.1 24.2 14.7
Old : 17.1 9.4 28.0 16.4 14.2 9.1 24.2 14.7
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, October 11, 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 : 284,462: 22,628 26,301 1,013 194,391 176,170 218,032 203,484: 66,430 80,978
Old : 284,462: 22,628 26,301 1,013 194,391 176,170 218,032 203,484: 66,430 80,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -12,393: 43 -4,949 190 -7,513 -3,994 -7,280 -8,753: -5,113 -3,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.2 0.4 68.3 61.9 76.6 71.5: 23.4 28.5
Old : 100.0: 8.0 9.2 0.4 68.3 61.9 76.6 71.5: 23.4 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 : 133: 15 25 8 60 55 81 82:
Old : 133: 15 25 8 60 55 81 82:
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 : 25.7 18.9 36.2 27.9 24.4 18.9 34.8 27.7
Old : 25.7 18.9 36.2 27.9 24.4 18.9 34.8 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, October 11, 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 : 3,011,932: 244,950 544,415 30,155 2,380,242 2,129,881 2,655,347 2,704,451: 356,585 307,481
Old : 3,011,932: 244,950 544,415 30,155 2,380,242 2,129,881 2,655,347 2,704,451: 356,585 307,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -131,611: -23,355 -19,089 -6,076 -81,165 -120,197 -110,596 -145,362: -21,015 13,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 18.1 1.0 79.0 70.7 88.2 89.8: 11.8 10.2
Old : 100.0: 8.1 18.1 1.0 79.0 70.7 88.2 89.8: 11.8 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 : 536: 71 133 36 190 233 287 378:
Old : 536: 71 133 36 190 233 287 378:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 11.9 32.0 19.7 18.0 11.4 28.5 18.7
Old : 21.3 11.9 32.0 19.7 18.0 11.4 28.5 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, October 11, 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 : 111,256: 7,482 5,643 46 95,712 100,575 103,240 106,264: 8,016 4,992
Old : 111,256: 7,482 5,643 46 95,712 100,575 103,240 106,264: 8,016 4,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -6,324: 551 -36 -376 -6,507 -6,544 -6,332 -6,956: 8 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 5.1 0.0 86.0 90.4 92.8 95.5: 7.2 4.5
Old : 100.0: 6.7 5.1 0.0 86.0 90.4 92.8 95.5: 7.2 4.5
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 : 84: 7 8 2 44 34 52 43:
Old : 84: 7 8 2 44 34 52 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 39.3 51.4 59.7 30.4 36.7 47.4 54.8
Old : 31.7 39.3 51.4 59.7 30.4 36.7 47.4 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, October 11, 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 : 75,078: 8,790 5,324 598 54,830 58,920 64,217 64,842: 10,861 10,236
Old : 75,078: 8,790 5,324 598 54,830 58,920 64,217 64,842: 10,861 10,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -4,861: -103 -2,625 -1,215 -3,188 -522 -4,505 -4,361: -356 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 7.1 0.8 73.0 78.5 85.5 86.4: 14.5 13.6
Old : 100.0: 11.7 7.1 0.8 73.0 78.5 85.5 86.4: 14.5 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 31 37 14 75 85 113 129:
Old : 205: 31 37 14 75 85 113 129:
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 : 31.3 24.7 40.8 37.8 30.9 24.7 39.9 37.5
Old : 31.3 24.7 40.8 37.8 30.9 24.7 39.9 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, October 11, 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 : 15,277: 855 0 0 7,115 14,155 7,970 14,155: 7,307 1,122
Old : 15,277: 855 0 0 7,115 14,155 7,970 14,155: 7,307 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -89: -512 0 0 201 91 -311 91: 222 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 0.0 46.6 92.7 52.2 92.7: 47.8 7.3
Old : 100.0: 5.6 0.0 0.0 46.6 92.7 52.2 92.7: 47.8 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 9 12 11 12:
Old : 22: 2 0 0 9 12 11 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 : 33.4 62.8 47.9 87.7 33.4 62.8 47.9 87.7
Old : 33.4 62.8 47.9 87.7 33.4 62.8 47.9 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, October 11, 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 : 299,005: 40,878 27,825 1,784 238,575 223,827 281,237 253,436: 17,768 45,569
Old : 299,005: 40,878 27,825 1,784 238,575 223,827 281,237 253,436: 17,768 45,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -23,861: 403 -14,768 -4,429 -16,945 -3,063 -20,971 -22,260: -2,890 -1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 9.3 0.6 79.8 74.9 94.1 84.8: 5.9 15.2
Old : 100.0: 13.7 9.3 0.6 79.8 74.9 94.1 84.8: 5.9 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 30 37 13 73 82 109 126:
Old : 204: 30 37 13 73 82 109 126:
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 : 35.7 24.1 46.9 35.4 35.3 24.1 46.5 35.4
Old : 35.7 24.1 46.9 35.4 35.3 24.1 46.5 35.4
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, October 11, 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 : 118,182: 37,196 26,443 6 67,682 67,203 104,884 93,652: 13,298 24,530
Old : 118,182: 37,196 26,443 6 67,682 67,203 104,884 93,652: 13,298 24,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 18,166: 1,259 3,417 1 18,397 15,212 19,657 18,630: -1,491 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 22.4 0.0 57.3 56.9 88.7 79.2: 11.3 20.8
Old : 100.0: 31.5 22.4 0.0 57.3 56.9 88.7 79.2: 11.3 20.8
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 : 71: 18 25 2 15 17 33 44:
Old : 71: 18 25 2 15 17 33 44:
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 : 47.1 46.2 66.6 60.0 47.1 45.1 66.6 58.9
Old : 47.1 46.2 66.6 60.0 47.1 45.1 66.6 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 11, 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 : 25,452: 3,250 6,411 5 14,830 8,104 18,085 14,520: 7,367 10,932
Old : 25,452: 3,250 6,411 5 14,830 8,104 18,085 14,520: 7,367 10,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -35: -693 -147 0 685 460 -8 313: -27 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 25.2 0.0 58.3 31.8 71.1 57.0: 28.9 43.0
Old : 100.0: 12.8 25.2 0.0 58.3 31.8 71.1 57.0: 28.9 43.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 7 1 20 8 28 16:
Old : 41: 8 7 1 20 8 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 : 29.6 39.7 44.2 50.3 29.3 39.7 43.9 50.3
Old : 29.6 39.7 44.2 50.3 29.3 39.7 43.9 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 11, 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 : 33,009: 5,339 4,323 1,592 18,717 20,472 25,648 26,387: 7,361 6,622
Old : 33,009: 5,339 4,323 1,592 18,717 20,472 25,648 26,387: 7,361 6,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -3,906: -46 601 -338 1,569 -4,640 1,185 -4,377: -5,091 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 13.1 4.8 56.7 62.0 77.7 79.9: 22.3 20.1
Old : 100.0: 16.2 13.1 4.8 56.7 62.0 77.7 79.9: 22.3 20.1
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 : 54: 7 7 3 20 24 30 31:
Old : 54: 7 7 3 20 24 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 30.8 47.9 45.5 33.3 30.8 46.5 43.7
Old : 34.3 30.8 47.9 45.5 33.3 30.8 46.5 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2011