BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 6, 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 : 3,036: 0 149 5 2,437 2,335 2,442 2,489: 594 547
Old : 3,036: 0 149 5 2,437 2,335 2,442 2,489: 594 547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -436: -145 -69 2 -277 -249 -420 -316: -16 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 0.2 80.3 76.9 80.4 82.0: 19.6 18.0
Old : 100.0: 0.0 4.9 0.2 80.3 76.9 80.4 82.0: 19.6 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 : 20: 0 2 2 11 11 13 13:
Old : 20: 0 2 2 11 11 13 13:
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 60.2 76.7 76.7 52.9 59.7 71.1 73.4
Old : 58.5 60.2 76.7 76.7 52.9 59.7 71.1 73.4
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, December 6, 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 : 32,089: 7,487 9,324 1,002 19,400 16,475 27,889 26,801: 4,200 5,288
Old : 32,089: 7,487 9,324 1,002 19,400 16,475 27,889 26,801: 4,200 5,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -3,580: -916 1,129 -308 -2,014 -3,221 -3,238 -2,400: -342 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 29.1 3.1 60.5 51.3 86.9 83.5: 13.1 16.5
Old : 100.0: 23.3 29.1 3.1 60.5 51.3 86.9 83.5: 13.1 16.5
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 : 80: 15 19 10 29 27 51 49:
Old : 80: 15 19 10 29 27 51 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 31.1 60.9 49.7 44.7 31.1 58.8 48.8
Old : 46.7 31.1 60.9 49.7 44.7 31.1 58.8 48.8
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, December 6, 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 : 261,218: 87,328 34,517 40,154 102,257 144,187 229,739 218,858: 31,479 42,360
Old : 257,382: 86,745 34,601 39,542 101,111 141,627 227,398 215,770: 29,984 41,612
Other: 3,836: 1,172 505 23 1,146 2,560 2,341 3,088: 1,495 748
: : :
: : Changes in Commitments from: November 29, 2011 :
: -3,013: 1,676 -4,648 -888 -3,299 3,037 -2,511 -2,499: -502 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 13.2 15.4 39.1 55.2 87.9 83.8: 12.1 16.2
Old : 100.0: 33.7 13.4 15.4 39.3 55.0 88.4 83.8: 11.6 16.2
Other: 100.0: 30.6 13.2 0.6 29.9 66.7 61.0 80.5: 39.0 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 112 59 103 55 89 230 218:
Old : 300: 110 63 102 54 89 228 218:
Other: 49: 12 7 5 11 21 24 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 20.2 28.4 28.2 16.3 18.8 26.8 25.9
Old : 16.7 20.3 28.8 28.3 16.5 18.9 27.2 26.0
Other: 30.8 41.1 44.9 60.0 30.8 41.1 44.7 60.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 6, 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 : 319,039: 110,701 54,006 38,656 141,903 170,558 291,260 263,220: 27,779 55,819
Old : 319,039: 110,701 54,006 38,656 141,903 170,558 291,260 263,220: 27,779 55,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 2,115: -1,537 -562 -1,083 4,060 2,914 1,440 1,269: 675 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 16.9 12.1 44.5 53.5 91.3 82.5: 8.7 17.5
Old : 100.0: 34.7 16.9 12.1 44.5 53.5 91.3 82.5: 8.7 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 124 72 103 88 158 268 290:
Old : 383: 124 72 103 88 158 268 290:
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 : 19.4 14.0 33.3 21.1 18.9 13.2 31.9 19.7
Old : 19.4 14.0 33.3 21.1 18.9 13.2 31.9 19.7
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, December 6, 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 : 12,366: 3,964 4,903 1,967 3,622 2,408 9,553 9,278: 2,813 3,088
Old : 12,366: 3,964 4,903 1,967 3,622 2,408 9,553 9,278: 2,813 3,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 2,147: 257 346 566 492 102 1,315 1,014: 832 1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 39.6 15.9 29.3 19.5 77.3 75.0: 22.7 25.0
Old : 100.0: 32.1 39.6 15.9 29.3 19.5 77.3 75.0: 22.7 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 30 27 20 26 22 66 66:
Old : 95: 30 27 20 26 22 66 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 21.6 41.8 33.7 28.1 21.0 37.4 31.8
Old : 29.6 21.6 41.8 33.7 28.1 21.0 37.4 31.8
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, December 6, 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 : 31,152: 12,676 4,213 4,659 7,872 6,680 25,207 15,552: 5,945 15,600
Old : 31,152: 12,676 4,213 4,659 7,872 6,680 25,207 15,552: 5,945 15,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -608: -1,082 -473 -409 789 423 -702 -459: 94 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 13.5 15.0 25.3 21.4 80.9 49.9: 19.1 50.1
Old : 100.0: 40.7 13.5 15.0 25.3 21.4 80.9 49.9: 19.1 50.1
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 : 134: 40 29 37 34 39 96 95:
Old : 134: 40 29 37 34 39 96 95:
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 : 17.5 8.3 30.1 14.7 16.8 7.1 27.6 12.0
Old : 17.5 8.3 30.1 14.7 16.8 7.1 27.6 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, December 6, 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 : 108,244: 7,483 127 5,053 93,363 101,372 105,899 106,552: 2,345 1,692
Old : 108,244: 7,483 127 5,053 93,363 101,372 105,899 106,552: 2,345 1,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 2,915: 21 0 984 118 821 1,123 1,805: 1,792 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.1 4.7 86.3 93.7 97.8 98.4: 2.2 1.6
Old : 100.0: 6.9 0.1 4.7 86.3 93.7 97.8 98.4: 2.2 1.6
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 : 21: 3 1 2 15 15 18 18:
Old : 21: 3 1 2 15 15 18 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 : 69.7 67.8 83.7 85.0 55.0 54.5 61.3 61.3
Old : 69.7 67.8 83.7 85.0 55.0 54.5 61.3 61.3
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, December 6, 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 : 150,326: 31,022 51,193 1,003 91,372 74,694 123,397 126,890: 26,929 23,436
Old : 150,326: 31,022 51,193 1,003 91,372 74,694 123,397 126,890: 26,929 23,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 7,095: 953 -5,745 484 4,569 12,630 6,006 7,369: 1,089 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 34.1 0.7 60.8 49.7 82.1 84.4: 17.9 15.6
Old : 100.0: 20.6 34.1 0.7 60.8 49.7 82.1 84.4: 17.9 15.6
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 : 75: 21 16 6 22 32 47 50:
Old : 75: 21 16 6 22 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 : 39.1 53.1 56.7 63.3 38.8 50.5 52.5 57.2
Old : 39.1 53.1 56.7 63.3 38.8 50.5 52.5 57.2
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, December 6, 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 : 42,548: 4,358 15,516 96 29,996 9,144 34,450 24,756: 8,098 17,792
Old : 42,548: 4,358 15,516 96 29,996 9,144 34,450 24,756: 8,098 17,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 5,324: -592 1,239 -27 6,028 1,739 5,409 2,951: -85 2,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 36.5 0.2 70.5 21.5 81.0 58.2: 19.0 41.8
Old : 100.0: 10.2 36.5 0.2 70.5 21.5 81.0 58.2: 19.0 41.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 16 2 13 14 19 32:
Old : 42: 6 16 2 13 14 19 32:
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 : 59.3 29.1 71.0 37.4 58.7 29.1 70.1 36.7
Old : 59.3 29.1 71.0 37.4 58.7 29.1 70.1 36.7
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, December 6, 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 : 130,231: 18,219 39,081 1,145 108,274 83,916 127,638 124,142: 2,593 6,089
Old : 130,231: 18,219 39,081 1,145 108,274 83,916 127,638 124,142: 2,593 6,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 9,337: 11,680 -3,698 350 -2,548 12,995 9,482 9,647: -145 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 30.0 0.9 83.1 64.4 98.0 95.3: 2.0 4.7
Old : 100.0: 14.0 30.0 0.9 83.1 64.4 98.0 95.3: 2.0 4.7
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 : 87: 18 28 4 22 25 42 57:
Old : 87: 18 28 4 22 25 42 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 : 65.5 41.4 82.1 65.3 65.5 40.4 75.8 57.3
Old : 65.5 41.4 82.1 65.3 65.5 40.4 75.8 57.3
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, December 6, 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 : 209,514: 26,311 69,871 543 170,467 109,281 197,321 179,695: 12,193 29,819
Old : 209,514: 26,311 69,871 543 170,467 109,281 197,321 179,695: 12,193 29,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 18,786: 2,808 -292 -109 16,190 18,908 18,889 18,507: -103 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 33.3 0.3 81.4 52.2 94.2 85.8: 5.8 14.2
Old : 100.0: 12.6 33.3 0.3 81.4 52.2 94.2 85.8: 5.8 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 : 93: 19 30 5 28 27 48 61:
Old : 93: 19 30 5 28 27 48 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 : 43.9 55.9 65.4 62.9 43.9 54.6 65.3 61.7
Old : 43.9 55.9 65.4 62.9 43.9 54.6 65.3 61.7
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, December 6, 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 : 178,625: 56,817 18,546 154 102,825 135,080 159,796 153,780: 18,829 24,845
Old : 178,625: 56,817 18,546 154 102,825 135,080 159,796 153,780: 18,829 24,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 12,346: 655 2,931 132 12,291 9,199 13,078 12,262: -732 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 10.4 0.1 57.6 75.6 89.5 86.1: 10.5 13.9
Old : 100.0: 31.8 10.4 0.1 57.6 75.6 89.5 86.1: 10.5 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 26 26 3 22 26 51 52:
Old : 87: 26 26 3 22 26 51 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 57.4 70.2 67.7 51.7 57.3 65.7 66.5
Old : 53.0 57.4 70.2 67.7 51.7 57.3 65.7 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, December 6, 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 : 283,309: 34,521 130,335 3,336 215,981 92,238 253,838 225,909: 29,471 57,400
Old : 283,309: 34,521 130,335 3,336 215,981 92,238 253,838 225,909: 29,471 57,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 5,798: 6,901 -1,587 1,031 -2,565 11,534 5,367 10,978: 431 -5,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 46.0 1.2 76.2 32.6 89.6 79.7: 10.4 20.3
Old : 100.0: 12.2 46.0 1.2 76.2 32.6 89.6 79.7: 10.4 20.3
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 : 180: 29 71 18 51 48 90 127:
Old : 180: 29 71 18 51 48 90 127:
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 : 45.5 24.6 57.2 36.0 45.3 24.6 57.0 34.4
Old : 45.5 24.6 57.2 36.0 45.3 24.6 57.0 34.4
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, December 6, 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 : 27,597: 10,745 6,888 1 15,376 18,497 26,122 25,386: 1,475 2,211
Old : 27,597: 10,745 6,888 1 15,376 18,497 26,122 25,386: 1,475 2,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -680: -273 -412 1 -443 -115 -715 -526: 35 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 25.0 0.0 55.7 67.0 94.7 92.0: 5.3 8.0
Old : 100.0: 38.9 25.0 0.0 55.7 67.0 94.7 92.0: 5.3 8.0
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 : 42: 8 18 1 11 9 19 28:
Old : 42: 8 18 1 11 9 19 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 51.8 87.3 69.9 73.2 51.1 87.2 69.2
Old : 73.2 51.8 87.3 69.9 73.2 51.1 87.2 69.2
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, December 6, 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 : 8,495,479: 421,163 1,050,396 1,530,478 5,811,534 4,908,218 7,763,175 7,489,092: 732,304 1,006,387
Old : 8,495,479: 421,163 1,050,396 1,530,478 5,811,534 4,908,218 7,763,175 7,489,092: 732,304 1,006,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -226,128: -6,634 -145,642 -16,485 -166,123 56,755 -189,242 -105,372: -36,886 -120,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 12.4 18.0 68.4 57.8 91.4 88.2: 8.6 11.8
Old : 100.0: 5.0 12.4 18.0 68.4 57.8 91.4 88.2: 8.6 11.8
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 : 251: 31 61 78 132 137 217 233:
Old : 251: 31 61 78 132 137 217 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 23.5 45.9 36.5 29.5 17.2 36.0 24.4
Old : 34.4 23.5 45.9 36.5 29.5 17.2 36.0 24.4
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, December 6, 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 : 926,993: 58,477 102,580 33,072 702,025 671,268 793,574 806,920: 133,419 120,073
Old : 926,993: 58,477 102,580 33,072 702,025 671,268 793,574 806,920: 133,419 120,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 24,712: 9,656 -6,844 5,968 3,706 22,163 19,330 21,286: 5,382 3,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.1 3.6 75.7 72.4 85.6 87.0: 14.4 13.0
Old : 100.0: 6.3 11.1 3.6 75.7 72.4 85.6 87.0: 14.4 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 : 555: 89 115 57 236 247 356 388:
Old : 555: 89 115 57 236 247 356 388:
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 : 15.6 11.2 24.7 19.3 12.6 8.9 20.5 15.2
Old : 15.6 11.2 24.7 19.3 12.6 8.9 20.5 15.2
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, December 6, 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 : 323,580: 31,581 20,026 1,545 203,025 246,222 236,151 267,793: 87,429 55,787
Old : 323,580: 31,581 20,026 1,545 203,025 246,222 236,151 267,793: 87,429 55,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 24,472: 8,401 137 -100 1,033 29,491 9,334 29,528: 15,138 -5,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 6.2 0.5 62.7 76.1 73.0 82.8: 27.0 17.2
Old : 100.0: 9.8 6.2 0.5 62.7 76.1 73.0 82.8: 27.0 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 : 123: 12 19 8 60 62 76 85:
Old : 123: 12 19 8 60 62 76 85:
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 : 23.0 26.3 35.0 39.3 21.9 26.3 33.6 37.1
Old : 23.0 26.3 35.0 39.3 21.9 26.3 33.6 37.1
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, December 6, 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 : 3,017,064: 235,240 513,531 56,876 2,494,999 2,125,228 2,787,115 2,695,635: 229,949 321,429
Old : 3,017,064: 235,240 513,531 56,876 2,494,999 2,125,228 2,787,115 2,695,635: 229,949 321,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 1,199: 27,608 -13,571 9,003 13,367 -36,641 49,978 -41,209: -48,779 42,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 17.0 1.9 82.7 70.4 92.4 89.3: 7.6 10.7
Old : 100.0: 7.8 17.0 1.9 82.7 70.4 92.4 89.3: 7.6 10.7
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 : 526: 85 112 47 213 218 324 351:
Old : 526: 85 112 47 213 218 324 351:
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 : 21.9 11.7 32.0 19.8 19.6 11.3 29.1 19.3
Old : 21.9 11.7 32.0 19.8 19.6 11.3 29.1 19.3
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, December 6, 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 : 117,150: 8,394 5,420 32 97,197 106,679 105,623 112,131: 11,527 5,019
Old : 117,150: 8,394 5,420 32 97,197 106,679 105,623 112,131: 11,527 5,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -2,835: -56 -146 23 -4,378 -2,187 -4,411 -2,310: 1,576 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 4.6 0.0 83.0 91.1 90.2 95.7: 9.8 4.3
Old : 100.0: 7.2 4.6 0.0 83.0 91.1 90.2 95.7: 9.8 4.3
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 : 88: 8 6 1 51 38 59 45:
Old : 88: 8 6 1 51 38 59 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 : 33.9 40.0 50.9 60.4 32.8 38.8 46.9 55.9
Old : 33.9 40.0 50.9 60.4 32.8 38.8 46.9 55.9
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, December 6, 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 : 94,208: 9,450 4,711 1,144 64,924 72,412 75,517 78,267: 18,691 15,941
Old : 94,208: 9,450 4,711 1,144 64,924 72,412 75,517 78,267: 18,691 15,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 6,007: 1,858 -948 720 2,629 6,700 5,206 6,472: 801 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 5.0 1.2 68.9 76.9 80.2 83.1: 19.8 16.9
Old : 100.0: 10.0 5.0 1.2 68.9 76.9 80.2 83.1: 19.8 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 : 208: 44 30 11 77 86 127 121:
Old : 208: 44 30 11 77 86 127 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 26.7 39.5 42.0 26.0 24.7 33.5 34.6
Old : 29.6 26.7 39.5 42.0 26.0 24.7 33.5 34.6
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, December 6, 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 : 29,888: 981 538 50 14,819 28,246 15,850 28,834: 14,038 1,054
Old : 29,888: 981 538 50 14,819 28,246 15,850 28,834: 14,038 1,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 815: 981 0 0 101 1,086 1,082 1,086: -267 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.8 0.2 49.6 94.5 53.0 96.5: 47.0 3.5
Old : 100.0: 3.3 1.8 0.2 49.6 94.5 53.0 96.5: 47.0 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 12 13 14 14:
Old : 24: 1 1 1 12 13 14 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 : 39.3 59.9 49.8 86.3 39.3 59.5 49.7 86.0
Old : 39.3 59.9 49.8 86.3 39.3 59.5 49.7 86.0
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, December 6, 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 : 321,602: 47,248 25,771 565 250,523 220,831 298,336 247,167: 23,266 74,435
Old : 321,602: 47,248 25,771 565 250,523 220,831 298,336 247,167: 23,266 74,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 25,959: 9,290 165 -1,307 12,638 28,070 20,621 26,928: 5,338 -969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 8.0 0.2 77.9 68.7 92.8 76.9: 7.2 23.1
Old : 100.0: 14.7 8.0 0.2 77.9 68.7 92.8 76.9: 7.2 23.1
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 : 207: 44 30 9 73 82 121 117:
Old : 207: 44 30 9 73 82 121 117:
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 : 34.4 23.4 45.6 34.5 34.2 23.0 45.1 34.2
Old : 34.4 23.4 45.6 34.5 34.2 23.0 45.1 34.2
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, December 6, 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 : 142,807: 53,653 23,829 2,955 68,285 99,239 124,893 126,023: 17,914 16,784
Old : 142,807: 53,653 23,829 2,955 68,285 99,239 124,893 126,023: 17,914 16,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 18,047: 19,346 2,064 2,916 -4,538 18,675 17,724 23,655: 323 -5,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 16.7 2.1 47.8 69.5 87.5 88.2: 12.5 11.8
Old : 100.0: 37.6 16.7 2.1 47.8 69.5 87.5 88.2: 12.5 11.8
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 : 79: 17 24 4 24 27 43 53:
Old : 79: 17 24 4 24 27 43 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 47.0 62.2 60.6 40.1 46.0 61.7 59.5
Old : 40.1 47.0 62.2 60.6 40.1 46.0 61.7 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, December 6, 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 : 30,676: 3,741 5,042 1,511 19,114 9,649 24,366 16,202: 6,310 14,474
Old : 30,676: 3,741 5,042 1,511 19,114 9,649 24,366 16,202: 6,310 14,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 2,357: 357 -540 1,407 838 1,134 2,602 2,001: -245 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 16.4 4.9 62.3 31.5 79.4 52.8: 20.6 47.2
Old : 100.0: 12.2 16.4 4.9 62.3 31.5 79.4 52.8: 20.6 47.2
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 : 44: 8 8 4 21 11 31 21:
Old : 44: 8 8 4 21 11 31 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 : 27.9 31.1 46.7 41.5 27.7 27.8 45.7 37.3
Old : 27.9 31.1 46.7 41.5 27.7 27.8 45.7 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, December 6, 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 : 50,054: 4,104 7,442 2,277 37,238 16,749 43,619 26,468: 6,435 23,586
Old : 50,054: 4,104 7,442 2,277 37,238 16,749 43,619 26,468: 6,435 23,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 827: -633 -981 629 2,641 -465 2,637 -817: -1,810 1,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 14.9 4.5 74.4 33.5 87.1 52.9: 12.9 47.1
Old : 100.0: 8.2 14.9 4.5 74.4 33.5 87.1 52.9: 12.9 47.1
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 : 66: 8 10 6 36 21 47 34:
Old : 66: 8 10 6 36 21 47 34:
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 18.1 42.7 31.8 24.1 17.3 36.6 24.1
Old : 28.0 18.1 42.7 31.8 24.1 17.3 36.6 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2011