BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 22, 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 : 3,362: 145 207 3 2,609 2,503 2,757 2,713: 605 649
Old : 3,362: 145 207 3 2,609 2,503 2,757 2,713: 605 649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 195: 5 15 0 172 182 177 197: 18 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 6.2 0.1 77.6 74.4 82.0 80.7: 18.0 19.3
Old : 100.0: 4.3 6.2 0.1 77.6 74.4 82.0 80.7: 18.0 19.3
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: 2 2 2 13 13 17 15:
Old : 23: 2 2 2 13 13 17 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 : 56.5 56.5 73.4 69.1 53.2 54.7 66.8 64.5
Old : 56.5 56.5 73.4 69.1 53.2 54.7 66.8 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 22, 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 : 34,480: 8,040 8,465 1,055 20,996 19,037 30,091 28,557: 4,389 5,923
Old : 34,480: 8,040 8,465 1,055 20,996 19,037 30,091 28,557: 4,389 5,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 2,091: 1,839 1,045 -249 753 1,101 2,343 1,897: -252 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 24.6 3.1 60.9 55.2 87.3 82.8: 12.7 17.2
Old : 100.0: 23.3 24.6 3.1 60.9 55.2 87.3 82.8: 12.7 17.2
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 : 77: 16 15 13 27 31 51 51:
Old : 77: 16 15 13 27 31 51 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 31.1 60.1 52.1 45.3 30.7 58.3 51.0
Old : 47.0 31.1 60.1 52.1 45.3 30.7 58.3 51.0
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, November 22, 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 : 253,609: 79,958 35,807 37,958 106,444 136,336 224,360 210,101: 29,249 43,508
Old : 250,732: 79,669 36,062 37,228 105,746 134,523 222,643 207,813: 28,089 42,919
Other: 2,877: 987 443 32 698 1,813 1,717 2,288: 1,160 589
: : :
: : Changes in Commitments from: November 15, 2011 :
: 3,979: -1,018 -2,784 2,769 1,464 -371 3,215 -386: 764 4,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 14.1 15.0 42.0 53.8 88.5 82.8: 11.5 17.2
Old : 100.0: 31.8 14.4 14.8 42.2 53.7 88.8 82.9: 11.2 17.1
Other: 100.0: 34.3 15.4 1.1 24.3 63.0 59.7 79.5: 40.3 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 107 69 107 54 82 231 213:
Old : 293: 107 73 105 54 82 229 213:
Other: 43: 11 8 2 6 17 19 26:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 19.3 30.2 27.4 17.3 17.1 28.8 24.3
Old : 17.7 19.3 30.5 27.5 17.5 17.2 29.1 24.2
Other: 35.0 47.9 49.5 62.6 35.0 47.9 49.5 62.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 22, 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 : 322,239: 111,987 53,835 43,077 138,432 167,273 293,496 264,185: 28,743 58,054
Old : 322,239: 111,987 53,835 43,077 138,432 167,273 293,496 264,185: 28,743 58,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -7,321: -9,473 -3,554 -125 2,541 -3,225 -7,057 -6,904: -264 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 16.7 13.4 43.0 51.9 91.1 82.0: 8.9 18.0
Old : 100.0: 34.8 16.7 13.4 43.0 51.9 91.1 82.0: 8.9 18.0
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 : 394: 135 63 113 81 163 271 300:
Old : 394: 135 63 113 81 163 271 300:
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 : 19.7 13.3 32.7 20.6 19.7 12.7 31.7 19.4
Old : 19.7 13.3 32.7 20.6 19.7 12.7 31.7 19.4
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, November 22, 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 : 9,526: 3,757 4,279 1,357 2,832 2,265 7,946 7,901: 1,580 1,625
Old : 9,526: 3,757 4,279 1,357 2,832 2,265 7,946 7,901: 1,580 1,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 183: -332 -641 513 -56 572 125 444: 58 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 44.9 14.2 29.7 23.8 83.4 82.9: 16.6 17.1
Old : 100.0: 39.4 44.9 14.2 29.7 23.8 83.4 82.9: 16.6 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 : 87: 23 32 14 19 22 54 61:
Old : 87: 23 32 14 19 22 54 61:
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 : 39.3 24.1 54.5 39.6 39.3 23.7 52.3 37.4
Old : 39.3 24.1 54.5 39.6 39.3 23.7 52.3 37.4
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, November 22, 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 : 32,505: 13,800 4,213 5,532 7,135 6,748 26,467 16,493: 6,038 16,012
Old : 32,505: 13,800 4,213 5,532 7,135 6,748 26,467 16,493: 6,038 16,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -1,454: -303 -31 258 -892 -838 -937 -611: -517 -843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 13.0 17.0 22.0 20.8 81.4 50.7: 18.6 49.3
Old : 100.0: 42.5 13.0 17.0 22.0 20.8 81.4 50.7: 18.6 49.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 52 31 35 35 49 109 101:
Old : 153: 52 31 35 35 49 109 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 9.2 27.0 15.1 16.2 7.0 24.2 11.4
Old : 16.2 9.2 27.0 15.1 16.2 7.0 24.2 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, November 22, 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 : 105,529: 9,335 127 3,929 91,720 100,838 104,984 104,894: 545 635
Old : 105,529: 9,335 127 3,929 91,720 100,838 104,984 104,894: 545 635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 8,397: 0 0 0 8,227 8,197 8,227 8,197: 170 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.1 3.7 86.9 95.6 99.5 99.4: 0.5 0.6
Old : 100.0: 8.8 0.1 3.7 86.9 95.6 99.5 99.4: 0.5 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: 4 1 1 15 15 19 17:
Old : 22: 4 1 1 15 15 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 70.3 85.3 86.5 57.6 58.1 64.9 65.2
Old : 70.6 70.3 85.3 86.5 57.6 58.1 64.9 65.2
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, November 22, 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 : 129,151: 29,041 51,185 194 73,856 54,766 103,091 106,145: 26,060 23,006
Old : 129,151: 29,041 51,185 194 73,856 54,766 103,091 106,145: 26,060 23,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 5,184: 222 5,151 14 7,707 -2,083 7,943 3,082: -2,759 2,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 39.6 0.2 57.2 42.4 79.8 82.2: 20.2 17.8
Old : 100.0: 22.5 39.6 0.2 57.2 42.4 79.8 82.2: 20.2 17.8
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 : 76: 17 20 3 25 25 44 46:
Old : 76: 17 20 3 25 25 44 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 56.2 57.8 64.7 41.5 56.1 57.1 63.0
Old : 41.8 56.2 57.8 64.7 41.5 56.1 57.1 63.0
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, November 22, 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 : 31,022: 4,049 9,919 121 17,929 7,588 22,099 17,628: 8,923 13,394
Old : 31,022: 4,049 9,919 121 17,929 7,588 22,099 17,628: 8,923 13,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 816: -1,259 2,707 -6 2,621 -1,625 1,356 1,076: -540 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 32.0 0.4 57.8 24.5 71.2 56.8: 28.8 43.2
Old : 100.0: 13.1 32.0 0.4 57.8 24.5 71.2 56.8: 28.8 43.2
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 : 35: 4 14 1 10 11 14 26:
Old : 35: 4 14 1 10 11 14 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 : 53.0 32.6 65.2 40.8 53.0 32.6 64.1 39.9
Old : 53.0 32.6 65.2 40.8 53.0 32.6 64.1 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 22, 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 : 116,535: 6,166 37,748 806 102,807 67,935 109,779 106,489: 6,756 10,046
Old : 116,535: 6,166 37,748 806 102,807 67,935 109,779 106,489: 6,756 10,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 10,839: -11,692 4,869 73 18,775 570 7,156 5,512: 3,683 5,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 32.4 0.7 88.2 58.3 94.2 91.4: 5.8 8.6
Old : 100.0: 5.3 32.4 0.7 88.2 58.3 94.2 91.4: 5.8 8.6
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 : 89: 17 31 2 22 26 40 59:
Old : 89: 17 31 2 22 26 40 59:
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 : 69.8 42.1 83.6 60.6 69.8 40.5 72.7 52.1
Old : 69.8 42.1 83.6 60.6 69.8 40.5 72.7 52.1
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, November 22, 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 : 160,287: 20,691 57,325 553 126,010 75,198 147,254 133,076: 13,033 27,211
Old : 160,287: 20,691 57,325 553 126,010 75,198 147,254 133,076: 13,033 27,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 9,585: -2,664 1,106 117 13,527 5,178 10,980 6,401: -1,395 3,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 35.8 0.3 78.6 46.9 91.9 83.0: 8.1 17.0
Old : 100.0: 12.9 35.8 0.3 78.6 46.9 91.9 83.0: 8.1 17.0
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 : 91: 20 31 4 29 22 50 56:
Old : 91: 20 31 4 29 22 50 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 50.6 63.1 60.0 43.7 49.2 62.3 58.6
Old : 43.9 50.6 63.1 60.0 43.7 49.2 62.3 58.6
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, November 22, 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 : 149,571: 57,018 13,838 58 71,333 111,966 128,409 125,862: 21,162 23,709
Old : 149,571: 57,018 13,838 58 71,333 111,966 128,409 125,862: 21,162 23,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 7,338: 7,102 -2,398 26 216 11,147 7,344 8,775: -6 -1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 9.3 0.0 47.7 74.9 85.9 84.1: 14.1 15.9
Old : 100.0: 38.1 9.3 0.0 47.7 74.9 85.9 84.1: 14.1 15.9
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 : 88: 30 22 3 22 21 54 44:
Old : 88: 30 22 3 22 21 54 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 : 49.6 60.7 61.9 68.6 49.6 60.6 61.4 68.2
Old : 49.6 60.7 61.9 68.6 49.6 60.6 61.4 68.2
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, November 22, 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 : 260,064: 25,943 111,011 3,180 199,707 81,373 228,830 195,564: 31,234 64,500
Old : 260,064: 25,943 111,011 3,180 199,707 81,373 228,830 195,564: 31,234 64,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 15,512: 1,895 10,816 1,635 12,099 2,236 15,629 14,687: -117 825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 42.7 1.2 76.8 31.3 88.0 75.2: 12.0 24.8
Old : 100.0: 10.0 42.7 1.2 76.8 31.3 88.0 75.2: 12.0 24.8
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 : 175: 29 67 17 51 45 89 120:
Old : 175: 29 67 17 51 45 89 120:
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 : 44.2 26.8 54.7 36.8 41.9 26.8 52.3 36.3
Old : 44.2 26.8 54.7 36.8 41.9 26.8 52.3 36.3
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, November 22, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 26,870: 12,639 4,723 0 12,745 19,574 25,384 24,297: 1,486 2,573
Old : 26,870: 12,639 4,723 0 12,745 19,574 25,384 24,297: 1,486 2,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 904: -1,616 1,082 0 2,938 -743 1,322 339: -418 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 17.6 0.0 47.4 72.8 94.5 90.4: 5.5 9.6
Old : 100.0: 47.0 17.6 0.0 47.4 72.8 94.5 90.4: 5.5 9.6
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 : 39: 8 16 0 6 10 14 26:
Old : 39: 8 16 0 6 10 14 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 : 77.1 53.6 89.9 68.8 77.1 53.6 89.9 68.8
Old : 77.1 53.6 89.9 68.8 77.1 53.6 89.9 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 22, 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 : 8,641,460: 418,666 1,223,778 1,561,474 5,949,653 4,824,218 7,929,793 7,609,470: 711,667 1,031,990
Old : 8,641,460: 418,666 1,223,778 1,561,474 5,949,653 4,824,218 7,929,793 7,609,470: 711,667 1,031,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 20,918: -96,061 36,530 58,597 96,210 -71,012 58,746 24,115: -37,828 -3,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 14.2 18.1 68.9 55.8 91.8 88.1: 8.2 11.9
Old : 100.0: 4.8 14.2 18.1 68.9 55.8 91.8 88.1: 8.2 11.9
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 : 268: 33 69 85 135 145 225 255:
Old : 268: 33 69 85 135 145 225 255:
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 : 35.3 23.0 46.8 35.5 30.1 17.4 36.9 23.8
Old : 35.3 23.0 46.8 35.5 30.1 17.4 36.9 23.8
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, November 22, 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 : 901,580: 53,817 110,744 23,833 694,906 649,763 772,556 784,341: 129,024 117,240
Old : 901,580: 53,817 110,744 23,833 694,906 649,763 772,556 784,341: 129,024 117,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 3,695: -8,898 2,605 -7,205 17,383 8,280 1,280 3,680: 2,415 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 12.3 2.6 77.1 72.1 85.7 87.0: 14.3 13.0
Old : 100.0: 6.0 12.3 2.6 77.1 72.1 85.7 87.0: 14.3 13.0
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 : 578: 85 130 52 240 256 358 407:
Old : 578: 85 130 52 240 256 358 407:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 10.9 26.3 18.7 13.6 8.8 21.9 15.0
Old : 16.7 10.9 26.3 18.7 13.6 8.8 21.9 15.0
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, November 22, 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 : 294,476: 21,425 17,669 1,420 201,823 208,412 224,668 227,501: 69,808 66,975
Old : 294,476: 21,425 17,669 1,420 201,823 208,412 224,668 227,501: 69,808 66,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -10,893: -9,557 -708 -234 -1,862 -12,138 -11,653 -13,080: 760 2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.0 0.5 68.5 70.8 76.3 77.3: 23.7 22.7
Old : 100.0: 7.3 6.0 0.5 68.5 70.8 76.3 77.3: 23.7 22.7
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 : 120: 13 16 7 62 54 78 74:
Old : 120: 13 16 7 62 54 78 74:
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 : 25.4 24.2 35.8 34.5 24.2 23.5 33.8 31.8
Old : 25.4 24.2 35.8 34.5 24.2 23.5 33.8 31.8
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, November 22, 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 : 3,035,521: 231,750 535,165 42,277 2,465,413 2,206,756 2,739,440 2,784,198: 296,081 251,323
Old : 3,035,521: 231,750 535,165 42,277 2,465,413 2,206,756 2,739,440 2,784,198: 296,081 251,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 72,942: -34,991 -21,719 3,431 96,225 102,090 64,665 83,802: 8,277 -10,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 17.6 1.4 81.2 72.7 90.2 91.7: 9.8 8.3
Old : 100.0: 7.6 17.6 1.4 81.2 72.7 90.2 91.7: 9.8 8.3
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 : 549: 81 128 40 214 234 321 377:
Old : 549: 81 128 40 214 234 321 377:
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 : 22.2 11.9 32.1 20.0 19.6 11.6 28.9 19.2
Old : 22.2 11.9 32.1 20.0 19.6 11.6 28.9 19.2
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, November 22, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 117,120: 8,349 5,152 1,275 98,107 105,106 107,731 111,533: 9,389 5,587
Old : 117,120: 8,349 5,152 1,275 98,107 105,106 107,731 111,533: 9,389 5,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 5,994: 83 -89 1,271 6,664 3,850 8,018 5,032: -2,024 962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 4.4 1.1 83.8 89.7 92.0 95.2: 8.0 4.8
Old : 100.0: 7.1 4.4 1.1 83.8 89.7 92.0 95.2: 8.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 9 6 1 52 33 61 40:
Old : 88: 9 6 1 52 33 61 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 39.5 51.6 61.9 32.3 39.4 49.3 58.2
Old : 33.2 39.5 51.6 61.9 32.3 39.4 49.3 58.2
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, November 22, 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 : 94,718: 10,511 7,344 1,704 63,666 69,695 75,882 78,744: 18,836 15,974
Old : 94,718: 10,511 7,344 1,704 63,666 69,695 75,882 78,744: 18,836 15,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -7,284: -4,394 3,891 -1,263 -923 -10,659 -6,579 -8,031: -705 747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 7.8 1.8 67.2 73.6 80.1 83.1: 19.9 16.9
Old : 100.0: 11.1 7.8 1.8 67.2 73.6 80.1 83.1: 19.9 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 : 212: 45 32 12 77 86 128 124:
Old : 212: 45 32 12 77 86 128 124:
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 : 28.0 25.4 37.9 39.3 23.0 25.2 31.7 34.7
Old : 28.0 25.4 37.9 39.3 23.0 25.2 31.7 34.7
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, November 22, 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 : 30,644: 980 538 50 15,210 28,634 16,240 29,222: 14,404 1,422
Old : 30,644: 980 538 50 15,210 28,634 16,240 29,222: 14,404 1,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -2,027: -1,474 0 0 -917 -1,964 -2,391 -1,964: 364 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.8 0.2 49.6 93.4 53.0 95.4: 47.0 4.6
Old : 100.0: 3.2 1.8 0.2 49.6 93.4 53.0 95.4: 47.0 4.6
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 : 23: 1 1 1 9 13 11 14:
Old : 23: 1 1 1 9 13 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 59.7 51.0 85.5 40.7 59.7 50.9 85.5
Old : 40.7 59.7 51.0 85.5 40.7 59.7 50.9 85.5
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, November 22, 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 : 320,368: 51,867 38,243 4,060 242,282 205,305 298,209 247,608: 22,159 72,760
Old : 320,368: 51,867 38,243 4,060 242,282 205,305 298,209 247,608: 22,159 72,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -26,285: -22,657 11,395 1,744 -28 -43,475 -20,941 -30,336: -5,344 4,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 11.9 1.3 75.6 64.1 93.1 77.3: 6.9 22.7
Old : 100.0: 16.2 11.9 1.3 75.6 64.1 93.1 77.3: 6.9 22.7
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 : 211: 44 33 10 72 82 121 120:
Old : 211: 44 33 10 72 82 121 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 20.3 42.8 31.0 30.5 20.1 42.0 30.8
Old : 31.0 20.3 42.8 31.0 30.5 20.1 42.0 30.8
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, November 22, 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 : 128,192: 43,450 25,490 7 63,506 83,333 106,963 108,830: 21,229 19,362
Old : 128,192: 43,450 25,490 7 63,506 83,333 106,963 108,830: 21,229 19,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -8,273: -13,902 -7,532 7 5,447 -2,064 -8,448 -9,589: 175 1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 19.9 0.0 49.5 65.0 83.4 84.9: 16.6 15.1
Old : 100.0: 33.9 19.9 0.0 49.5 65.0 83.4 84.9: 16.6 15.1
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 : 77: 20 24 1 20 20 40 45:
Old : 77: 20 24 1 20 20 40 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 49.6 66.3 65.6 45.9 48.6 66.3 64.6
Old : 45.9 49.6 66.3 65.6 45.9 48.6 66.3 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, November 22, 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 : 30,572: 4,507 8,130 47 19,381 8,114 23,935 16,291: 6,637 14,281
Old : 30,572: 4,507 8,130 47 19,381 8,114 23,935 16,291: 6,637 14,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 531: 399 -1,120 -20 -178 576 201 -564: 330 1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 26.6 0.2 63.4 26.5 78.3 53.3: 21.7 46.7
Old : 100.0: 14.7 26.6 0.2 63.4 26.5 78.3 53.3: 21.7 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 : 45: 8 8 1 22 10 30 19:
Old : 45: 8 8 1 22 10 30 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 : 27.9 33.7 46.5 45.6 27.6 33.7 46.1 45.6
Old : 27.9 33.7 46.5 45.6 27.6 33.7 46.1 45.6
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, November 22, 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 : 49,442: 7,752 7,464 1,793 32,836 16,505 42,381 25,762: 7,061 23,680
Old : 49,442: 7,752 7,464 1,793 32,836 16,505 42,381 25,762: 7,061 23,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 2,043: 157 1,116 -491 1,627 1,857 1,293 2,482: 750 -439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 15.1 3.6 66.4 33.4 85.7 52.1: 14.3 47.9
Old : 100.0: 15.7 15.1 3.6 66.4 33.4 85.7 52.1: 14.3 47.9
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 : 67: 10 8 3 32 22 44 31:
Old : 67: 10 8 3 32 22 44 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 : 30.2 19.4 45.8 32.5 29.2 18.7 44.8 29.5
Old : 30.2 19.4 45.8 32.5 29.2 18.7 44.8 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2011