BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,151: 103 416 7 2,555 2,326 2,665 2,749: 486 402
Old : 3,151: 103 416 7 2,555 2,326 2,665 2,749: 486 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 170: 0 39 5 154 106 159 150: 11 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 13.2 0.2 81.1 73.8 84.6 87.2: 15.4 12.8
Old : 100.0: 3.3 13.2 0.2 81.1 73.8 84.6 87.2: 15.4 12.8
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 : 22: 1 4 2 12 12 15 16:
Old : 22: 1 4 2 12 12 15 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 : 58.5 56.2 80.4 71.8 55.6 55.1 71.4 69.8
Old : 58.5 56.2 80.4 71.8 55.6 55.1 71.4 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 18, 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 : 30,866: 4,789 6,331 801 21,649 19,366 27,239 26,498: 3,627 4,368
Old : 30,866: 4,789 6,331 801 21,649 19,366 27,239 26,498: 3,627 4,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 298: -249 -440 90 439 779 280 429: 18 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 20.5 2.6 70.1 62.7 88.2 85.8: 11.8 14.2
Old : 100.0: 15.5 20.5 2.6 70.1 62.7 88.2 85.8: 11.8 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 15 11 11 28 32 47 50:
Old : 73: 15 11 11 28 32 47 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 : 56.6 37.2 67.4 57.9 55.4 35.3 66.1 56.1
Old : 56.6 37.2 67.4 57.9 55.4 35.3 66.1 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, October 18, 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 : 274,068: 89,807 40,319 48,003 101,219 140,270 239,029 228,592: 35,039 45,476
Old : 272,185: 89,683 40,394 47,392 100,684 139,194 237,759 226,980: 34,426 45,205
Other: 1,883: 735 536 0 535 1,076 1,270 1,612: 613 271
: : :
: : Changes in Commitments from: October 11, 2011 :
: -10,134: 8,362 -6,302 -4,409 -8,284 8,812 -4,331 -1,899: -5,803 -8,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 14.7 17.5 36.9 51.2 87.2 83.4: 12.8 16.6
Old : 100.0: 32.9 14.8 17.4 37.0 51.1 87.4 83.4: 12.6 16.6
Other: 100.0: 39.0 28.5 0.0 28.4 57.1 67.4 85.6: 32.6 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 114 66 110 53 87 243 215:
Old : 305: 115 70 110 53 87 243 215:
Other: 36: 9 12 0 3 12 12 24:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 18.4 27.2 26.6 16.2 16.9 26.3 24.2
Old : 16.3 18.5 27.3 26.7 16.3 17.0 26.5 24.3
Other: 48.1 46.4 63.5 66.6 48.1 46.4 63.5 66.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 18, 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 : 338,012: 132,994 60,813 37,690 142,279 181,842 312,963 280,345: 25,049 57,667
Old : 338,012: 132,994 60,813 37,690 142,279 181,842 312,963 280,345: 25,049 57,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -2,192: 16,474 3,114 -9,306 -5,225 3,851 1,943 -2,341: -4,135 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 18.0 11.2 42.1 53.8 92.6 82.9: 7.4 17.1
Old : 100.0: 39.3 18.0 11.2 42.1 53.8 92.6 82.9: 7.4 17.1
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 : 421: 139 83 100 68 168 269 302:
Old : 421: 139 83 100 68 168 269 302:
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 : 19.8 13.5 32.7 21.0 18.2 13.3 30.3 20.4
Old : 19.8 13.5 32.7 21.0 18.2 13.3 30.3 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 18, 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 : 10,275: 4,086 4,896 1,056 3,451 2,249 8,593 8,201: 1,682 2,074
Old : 10,275: 4,086 4,896 1,056 3,451 2,249 8,593 8,201: 1,682 2,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -439: -124 -30 -167 164 46 -127 -151: -312 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 47.6 10.3 33.6 21.9 83.6 79.8: 16.4 20.2
Old : 100.0: 39.8 47.6 10.3 33.6 21.9 83.6 79.8: 16.4 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 28 33 13 23 20 58 62:
Old : 91: 28 33 13 23 20 58 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 : 35.8 21.5 49.2 35.2 35.3 21.5 46.6 34.9
Old : 35.8 21.5 49.2 35.2 35.3 21.5 46.6 34.9
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 18, 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 : 36,060: 14,926 5,175 5,726 8,326 8,504 28,978 19,405: 7,082 16,655
Old : 36,060: 14,926 5,175 5,726 8,326 8,504 28,978 19,405: 7,082 16,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 2,559: 986 -650 532 133 1,080 1,651 962: 908 1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 14.4 15.9 23.1 23.6 80.4 53.8: 19.6 46.2
Old : 100.0: 41.4 14.4 15.9 23.1 23.6 80.4 53.8: 19.6 46.2
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 : 164: 49 34 44 37 55 118 117:
Old : 164: 49 34 44 37 55 118 117:
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 : 17.8 7.9 28.0 13.9 17.8 6.9 27.7 11.1
Old : 17.8 7.9 28.0 13.9 17.8 6.9 27.7 11.1
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 18, 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 : 86,887: 13,532 1,011 2,978 70,152 82,391 86,662 86,380: 225 507
Old : 86,887: 13,532 1,011 2,978 70,152 82,391 86,662 86,380: 225 507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 3,422: 978 33 -97 3,624 4,044 4,505 3,980: -1,083 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 1.2 3.4 80.7 94.8 99.7 99.4: 0.3 0.6
Old : 100.0: 15.6 1.2 3.4 80.7 94.8 99.7 99.4: 0.3 0.6
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 : 22: 3 2 1 16 15 19 18:
Old : 22: 3 2 1 16 15 19 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 : 65.6 65.7 82.4 82.8 52.8 54.4 65.1 63.0
Old : 65.6 65.7 82.4 82.8 52.8 54.4 65.1 63.0
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 18, 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 : 123,074: 23,343 48,138 106 74,197 48,610 97,646 96,854: 25,428 26,220
Old : 123,074: 23,343 48,138 106 74,197 48,610 97,646 96,854: 25,428 26,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 129: -579 -697 72 159 514 -348 -111: 477 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 39.1 0.1 60.3 39.5 79.3 78.7: 20.7 21.3
Old : 100.0: 19.0 39.1 0.1 60.3 39.5 79.3 78.7: 20.7 21.3
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 : 78: 16 26 3 27 21 46 47:
Old : 78: 16 26 3 27 21 46 47:
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 49.0 54.8 58.5 40.5 48.9 54.6 56.8
Old : 40.7 49.0 54.8 58.5 40.5 48.9 54.6 56.8
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 18, 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 : 26,097: 3,829 6,072 43 13,243 7,283 17,115 13,398: 8,982 12,699
Old : 26,097: 3,829 6,072 43 13,243 7,283 17,115 13,398: 8,982 12,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 1,780: -1,404 852 9 3,554 -3 2,159 858: -379 922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 23.3 0.2 50.7 27.9 65.6 51.3: 34.4 48.7
Old : 100.0: 14.7 23.3 0.2 50.7 27.9 65.6 51.3: 34.4 48.7
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 : 34: 5 12 1 8 13 13 26:
Old : 34: 5 12 1 8 13 13 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 25.0 61.4 34.9 49.8 25.0 60.8 34.7
Old : 49.8 25.0 61.4 34.9 49.8 25.0 60.8 34.7
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 18, 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 : 90,949: 8,298 32,427 147 80,011 52,714 88,456 85,288: 2,493 5,661
Old : 90,949: 8,298 32,427 147 80,011 52,714 88,456 85,288: 2,493 5,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 2,127: 901 152 5 1,106 2,379 2,012 2,536: 115 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 35.7 0.2 88.0 58.0 97.3 93.8: 2.7 6.2
Old : 100.0: 9.1 35.7 0.2 88.0 58.0 97.3 93.8: 2.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 21 28 2 17 20 39 49:
Old : 82: 21 28 2 17 20 39 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 : 76.4 43.7 85.7 60.6 76.4 43.7 85.4 60.6
Old : 76.4 43.7 85.7 60.6 76.4 43.7 85.4 60.6
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 18, 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 : 175,827: 16,946 70,172 368 146,414 75,827 163,728 146,367: 12,099 29,460
Old : 175,827: 16,946 70,172 368 146,414 75,827 163,728 146,367: 12,099 29,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -8,882: 1,555 -7,191 18 -10,192 1,425 -8,619 -5,748: -263 -3,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 39.9 0.2 83.3 43.1 93.1 83.2: 6.9 16.8
Old : 100.0: 9.6 39.9 0.2 83.3 43.1 93.1 83.2: 6.9 16.8
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 : 95: 15 40 3 28 23 44 65:
Old : 95: 15 40 3 28 23 44 65:
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 : 39.0 46.8 62.9 57.5 39.0 44.9 62.8 55.6
Old : 39.0 46.8 62.9 57.5 39.0 44.9 62.8 55.6
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 18, 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 : 152,255: 49,047 22,140 20 78,263 100,223 127,330 122,383: 24,925 29,872
Old : 152,255: 49,047 22,140 20 78,263 100,223 127,330 122,383: 24,925 29,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -1,594: -5,143 3,069 17 5,113 -5,049 -13 -1,963: -1,581 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 14.5 0.0 51.4 65.8 83.6 80.4: 16.4 19.6
Old : 100.0: 32.2 14.5 0.0 51.4 65.8 83.6 80.4: 16.4 19.6
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 : 100: 31 34 2 21 22 53 57:
Old : 100: 31 34 2 21 22 53 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 52.3 63.3 62.2 51.6 52.3 63.0 62.2
Old : 51.6 52.3 63.3 62.2 51.6 52.3 63.0 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, October 18, 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 : 230,483: 20,977 98,697 821 178,450 70,717 200,248 170,235: 30,235 60,248
Old : 230,483: 20,977 98,697 821 178,450 70,717 200,248 170,235: 30,235 60,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 7,316: 3,937 7,862 141 8,429 1,251 12,507 9,254: -5,191 -1,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 42.8 0.4 77.4 30.7 86.9 73.9: 13.1 26.1
Old : 100.0: 9.1 42.8 0.4 77.4 30.7 86.9 73.9: 13.1 26.1
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 : 175: 24 70 10 49 48 79 122:
Old : 175: 24 70 10 49 48 79 122:
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 : 44.1 19.0 55.0 27.5 42.4 18.8 52.2 26.8
Old : 44.1 19.0 55.0 27.5 42.4 18.8 52.2 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, October 18, 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 : 24,055: 12,445 4,220 0 9,752 17,898 22,197 22,118: 1,858 1,937
Old : 24,055: 12,445 4,220 0 9,752 17,898 22,197 22,118: 1,858 1,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -1,004: 370 -1,017 -102 -1,842 360 -1,574 -759: 570 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 17.5 0.0 40.5 74.4 92.3 91.9: 7.7 8.1
Old : 100.0: 51.7 17.5 0.0 40.5 74.4 92.3 91.9: 7.7 8.1
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 : 35: 9 12 0 7 9 16 21:
Old : 35: 9 12 0 7 9 16 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 : 69.6 60.1 86.5 76.2 69.6 60.1 86.5 76.1
Old : 69.6 60.1 86.5 76.2 69.6 60.1 86.5 76.1
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 18, 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 : 8,135,836: 573,829 1,229,321 1,279,073 5,599,197 4,688,049 7,452,099 7,196,443: 683,737 939,393
Old : 8,135,836: 573,829 1,229,321 1,279,073 5,599,197 4,688,049 7,452,099 7,196,443: 683,737 939,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -63,820: -70,871 347,069 18,495 -47,723 -506,509 -100,099 -140,945: 36,279 77,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 15.1 15.7 68.8 57.6 91.6 88.5: 8.4 11.5
Old : 100.0: 7.1 15.1 15.7 68.8 57.6 91.6 88.5: 8.4 11.5
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 : 253: 40 53 77 132 134 223 227:
Old : 253: 40 53 77 132 134 223 227:
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 : 40.4 22.8 49.1 36.8 36.5 17.6 40.6 25.1
Old : 40.4 22.8 49.1 36.8 36.5 17.6 40.6 25.1
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 18, 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 : 892,321: 52,644 123,260 25,454 676,071 600,557 754,169 749,271: 138,152 143,051
Old : 892,321: 52,644 123,260 25,454 676,071 600,557 754,169 749,271: 138,152 143,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 5,473: -2,203 4,848 1,638 5,632 -1,590 5,067 4,896: 405 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 13.8 2.9 75.8 67.3 84.5 84.0: 15.5 16.0
Old : 100.0: 5.9 13.8 2.9 75.8 67.3 84.5 84.0: 15.5 16.0
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 : 590: 80 139 54 231 262 347 421:
Old : 590: 80 139 54 231 262 347 421:
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 : 17.6 9.9 27.2 16.9 14.8 9.1 23.9 14.7
Old : 17.6 9.9 27.2 16.9 14.8 9.1 23.9 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 18, 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 : 291,559: 26,262 23,165 797 198,293 185,085 225,352 209,047: 66,207 82,512
Old : 291,559: 26,262 23,165 797 198,293 185,085 225,352 209,047: 66,207 82,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 7,097: 3,634 -3,136 -216 3,902 8,915 7,320 5,563: -223 1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.9 0.3 68.0 63.5 77.3 71.7: 22.7 28.3
Old : 100.0: 9.0 7.9 0.3 68.0 63.5 77.3 71.7: 22.7 28.3
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 : 132: 16 22 8 61 54 81 80:
Old : 132: 16 22 8 61 54 81 80:
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 : 25.1 20.5 35.4 29.5 23.8 20.5 34.1 29.3
Old : 25.1 20.5 35.4 29.5 23.8 20.5 34.1 29.3
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 18, 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 : 3,003,811: 225,605 594,173 29,587 2,388,892 2,077,358 2,644,084 2,701,118: 359,727 302,693
Old : 3,003,811: 225,605 594,173 29,587 2,388,892 2,077,358 2,644,084 2,701,118: 359,727 302,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -8,121: -19,345 49,758 -568 8,650 -52,523 -11,263 -3,333: 3,142 -4,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 19.8 1.0 79.5 69.2 88.0 89.9: 12.0 10.1
Old : 100.0: 7.5 19.8 1.0 79.5 69.2 88.0 89.9: 12.0 10.1
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 : 558: 77 134 35 203 237 304 383:
Old : 558: 77 134 35 203 237 304 383:
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 : 21.6 11.6 31.3 18.9 18.9 11.1 28.3 18.0
Old : 21.6 11.6 31.3 18.9 18.9 11.1 28.3 18.0
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 18, 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 : 110,884: 6,711 5,933 221 96,022 99,180 102,954 105,334: 7,930 5,550
Old : 110,884: 6,711 5,933 221 96,022 99,180 102,954 105,334: 7,930 5,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -372: -771 290 175 310 -1,395 -286 -930: -86 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 5.4 0.2 86.6 89.4 92.8 95.0: 7.2 5.0
Old : 100.0: 6.1 5.4 0.2 86.6 89.4 92.8 95.0: 7.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 5 6 1 48 34 54 40:
Old : 83: 5 6 1 48 34 54 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 40.0 52.0 59.6 32.6 37.0 48.7 54.5
Old : 33.2 40.0 52.0 59.6 32.6 37.0 48.7 54.5
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 18, 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 : 84,996: 13,366 4,189 1,077 56,427 68,245 70,869 73,511: 14,126 11,485
Old : 84,996: 13,366 4,189 1,077 56,427 68,245 70,869 73,511: 14,126 11,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 9,918: 4,576 -1,135 479 1,597 9,324 6,652 8,669: 3,266 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 4.9 1.3 66.4 80.3 83.4 86.5: 16.6 13.5
Old : 100.0: 15.7 4.9 1.3 66.4 80.3 83.4 86.5: 16.6 13.5
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 : 217: 46 33 9 83 81 133 119:
Old : 217: 46 33 9 83 81 133 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 28.4 37.4 44.0 28.1 28.4 35.4 44.0
Old : 28.7 28.4 37.4 44.0 28.1 28.4 35.4 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, October 18, 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 : 20,077: 1,716 0 0 9,224 18,640 10,940 18,640: 9,137 1,437
Old : 20,077: 1,716 0 0 9,224 18,640 10,940 18,640: 9,137 1,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 4,800: 861 0 0 2,109 4,485 2,970 4,485: 1,830 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 0.0 45.9 92.8 54.5 92.8: 45.5 7.2
Old : 100.0: 8.5 0.0 0.0 45.9 92.8 54.5 92.8: 45.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 10 11 12 11:
Old : 22: 2 0 0 10 11 12 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 : 36.4 67.8 49.7 87.9 36.4 67.8 49.7 87.9
Old : 36.4 67.8 49.7 87.9 36.4 67.8 49.7 87.9
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 18, 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 : 324,594: 62,854 25,550 780 236,013 248,024 299,647 274,354: 24,947 50,240
Old : 324,594: 62,854 25,550 780 236,013 248,024 299,647 274,354: 24,947 50,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 25,589: 21,976 -2,275 -1,004 -2,562 24,197 18,410 20,918: 7,179 4,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 7.9 0.2 72.7 76.4 92.3 84.5: 7.7 15.5
Old : 100.0: 19.4 7.9 0.2 72.7 76.4 92.3 84.5: 7.7 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 : 216: 44 34 8 79 79 127 117:
Old : 216: 44 34 8 79 79 127 117:
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 : 34.0 26.6 43.5 39.1 33.6 26.6 43.0 39.1
Old : 34.0 26.6 43.5 39.1 33.6 26.6 43.0 39.1
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 18, 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 : 121,691: 41,395 21,042 0 64,270 77,567 105,665 98,609: 16,026 23,082
Old : 121,691: 41,395 21,042 0 64,270 77,567 105,665 98,609: 16,026 23,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 3,509: 4,199 -5,401 -6 -3,412 10,364 781 4,957: 2,728 -1,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 17.3 0.0 52.8 63.7 86.8 81.0: 13.2 19.0
Old : 100.0: 34.0 17.3 0.0 52.8 63.7 86.8 81.0: 13.2 19.0
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 : 67: 16 21 0 19 17 35 38:
Old : 67: 16 21 0 19 17 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 45.8 70.2 60.1 48.7 45.3 70.2 59.5
Old : 48.7 45.8 70.2 60.1 48.7 45.3 70.2 59.5
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 18, 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 : 25,579: 3,501 6,250 11 14,665 7,374 18,177 13,635: 7,402 11,944
Old : 25,579: 3,501 6,250 11 14,665 7,374 18,177 13,635: 7,402 11,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 127: 251 -161 6 -165 -730 92 -885: 35 1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 24.4 0.0 57.3 28.8 71.1 53.3: 28.9 46.7
Old : 100.0: 13.7 24.4 0.0 57.3 28.8 71.1 53.3: 28.9 46.7
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 : 39: 7 7 1 20 7 27 15:
Old : 39: 7 7 1 20 7 27 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 39.3 43.5 48.4 29.5 39.3 43.2 48.4
Old : 29.8 39.3 43.5 48.4 29.5 39.3 43.2 48.4
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 18, 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 : 34,265: 6,770 3,127 1,555 18,192 17,239 26,517 21,921: 7,748 12,344
Old : 34,265: 6,770 3,127 1,555 18,192 17,239 26,517 21,921: 7,748 12,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 1,256: 1,431 -1,196 -37 -525 -3,233 869 -4,466: 387 5,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 9.1 4.5 53.1 50.3 77.4 64.0: 22.6 36.0
Old : 100.0: 19.8 9.1 4.5 53.1 50.3 77.4 64.0: 22.6 36.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 9 5 3 21 20 32 26:
Old : 51: 9 5 3 21 20 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 27.5 46.9 41.0 31.5 27.5 44.3 38.8
Old : 32.5 27.5 46.9 41.0 31.5 27.5 44.3 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2011