BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 13, 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 : 3,556: 0 158 5 2,916 2,844 2,921 3,007: 635 549
Old : 3,556: 0 158 5 2,916 2,844 2,921 3,007: 635 549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 520: 0 9 0 479 509 479 518: 41 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.1 82.0 80.0 82.1 84.6: 17.9 15.4
Old : 100.0: 0.0 4.4 0.1 82.0 80.0 82.1 84.6: 17.9 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 11 12 13 14:
Old : 21: 0 2 2 11 12 13 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 : 54.6 63.4 78.7 78.7 53.4 63.0 73.0 75.1
Old : 54.6 63.4 78.7 78.7 53.4 63.0 73.0 75.1
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 13, 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 : 33,408: 7,992 9,740 955 20,246 16,983 29,193 27,678: 4,215 5,730
Old : 33,408: 7,992 9,740 955 20,246 16,983 29,193 27,678: 4,215 5,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 1,319: 505 416 -47 846 508 1,304 877: 15 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 29.2 2.9 60.6 50.8 87.4 82.8: 12.6 17.2
Old : 100.0: 23.9 29.2 2.9 60.6 50.8 87.4 82.8: 12.6 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 : 81: 17 18 10 30 27 54 48:
Old : 81: 17 18 10 30 27 54 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 31.3 59.7 49.1 43.9 31.3 57.8 47.7
Old : 45.7 31.3 59.7 49.1 43.9 31.3 57.8 47.7
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 13, 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 : 249,711: 80,551 34,274 42,312 96,087 133,478 218,950 210,064: 30,761 39,647
Old : 245,559: 79,560 34,335 41,507 95,189 130,822 216,256 206,664: 29,303 38,895
Other: 4,152: 1,775 723 21 898 2,656 2,694 3,400: 1,458 752
: : :
: : Changes in Commitments from: December 6, 2011 :
: -11,507: -6,777 -243 2,158 -6,170 -10,709 -10,789 -8,794: -718 -2,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 13.7 16.9 38.5 53.5 87.7 84.1: 12.3 15.9
Old : 100.0: 32.4 14.0 16.9 38.8 53.3 88.1 84.2: 11.9 15.8
Other: 100.0: 42.8 17.4 0.5 21.6 64.0 64.9 81.9: 35.1 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 106 57 113 53 83 221 220:
Old : 285: 103 62 113 52 83 220 220:
Other: 51: 13 8 4 10 22 24 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 21.1 29.5 28.7 16.9 20.1 27.9 27.2
Old : 17.3 21.2 29.9 28.9 17.1 20.3 28.3 27.4
Other: 36.2 38.2 49.6 56.8 36.2 38.2 49.6 56.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 13, 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 : 311,194: 105,396 56,801 37,431 141,955 162,425 284,782 256,657: 26,412 54,537
Old : 311,194: 105,396 56,801 37,431 141,955 162,425 284,782 256,657: 26,412 54,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -7,845: -5,305 2,795 -1,225 52 -8,133 -6,478 -6,563: -1,367 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 18.3 12.0 45.6 52.2 91.5 82.5: 8.5 17.5
Old : 100.0: 33.9 18.3 12.0 45.6 52.2 91.5 82.5: 8.5 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 : 373: 110 82 105 88 150 249 301:
Old : 373: 110 82 105 88 150 249 301:
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 : 19.9 14.3 34.2 21.6 19.9 13.5 33.4 20.1
Old : 19.9 14.3 34.2 21.6 19.9 13.5 33.4 20.1
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 13, 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 : 11,183: 3,830 5,055 1,155 3,481 2,145 8,466 8,355: 2,717 2,828
Old : 11,183: 3,830 5,055 1,155 3,481 2,145 8,466 8,355: 2,717 2,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -1,183: -134 152 -812 -141 -263 -1,087 -923: -96 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 45.2 10.3 31.1 19.2 75.7 74.7: 24.3 25.3
Old : 100.0: 34.2 45.2 10.3 31.1 19.2 75.7 74.7: 24.3 25.3
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 : 90: 28 29 14 24 22 58 63:
Old : 90: 28 29 14 24 22 58 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 23.3 46.0 36.7 31.0 22.7 41.0 35.0
Old : 32.8 23.3 46.0 36.7 31.0 22.7 41.0 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, December 13, 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 : 30,048: 12,605 4,252 4,289 7,324 5,981 24,218 14,522: 5,830 15,526
Old : 30,048: 12,605 4,252 4,289 7,324 5,981 24,218 14,522: 5,830 15,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -1,104: -71 39 -370 -548 -699 -989 -1,030: -115 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 14.2 14.3 24.4 19.9 80.6 48.3: 19.4 51.7
Old : 100.0: 41.9 14.2 14.3 24.4 19.9 80.6 48.3: 19.4 51.7
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 : 131: 40 28 37 31 34 91 91:
Old : 131: 40 28 37 31 34 91 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 8.3 30.5 14.4 16.8 7.4 28.0 12.5
Old : 17.1 8.3 30.5 14.4 16.8 7.4 28.0 12.5
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 13, 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 : 128,111: 6,572 127 3,559 115,126 121,593 125,257 125,279: 2,854 2,832
Old : 128,111: 6,572 127 3,559 115,126 121,593 125,257 125,279: 2,854 2,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 19,867: -911 0 -1,494 21,763 20,221 19,358 18,727: 509 1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.1 2.8 89.9 94.9 97.8 97.8: 2.2 2.2
Old : 100.0: 5.1 0.1 2.8 89.9 94.9 97.8 97.8: 2.2 2.2
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 : 20: 2 1 1 17 15 19 17:
Old : 20: 2 1 1 17 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 : 74.5 72.7 86.5 87.9 29.8 30.4 36.5 35.6
Old : 74.5 72.7 86.5 87.9 29.8 30.4 36.5 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 13, 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 : 173,429: 35,787 49,172 5,497 105,069 95,658 146,353 150,327: 27,076 23,102
Old : 173,429: 35,787 49,172 5,497 105,069 95,658 146,353 150,327: 27,076 23,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 23,103: 4,765 -2,021 4,494 13,697 20,964 22,956 23,437: 147 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 28.4 3.2 60.6 55.2 84.4 86.7: 15.6 13.3
Old : 100.0: 20.6 28.4 3.2 60.6 55.2 84.4 86.7: 15.6 13.3
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 : 72: 19 16 3 23 33 45 49:
Old : 72: 19 16 3 23 33 45 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 : 39.3 47.2 60.7 64.5 35.3 42.9 46.4 48.9
Old : 39.3 47.2 60.7 64.5 35.3 42.9 46.4 48.9
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 13, 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 : 56,102: 5,005 15,486 4,011 40,110 15,865 49,126 35,362: 6,976 20,740
Old : 56,102: 5,005 15,486 4,011 40,110 15,865 49,126 35,362: 6,976 20,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 13,554: 647 -30 3,915 10,114 6,721 14,676 10,606: -1,122 2,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 27.6 7.1 71.5 28.3 87.6 63.0: 12.4 37.0
Old : 100.0: 8.9 27.6 7.1 71.5 28.3 87.6 63.0: 12.4 37.0
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: 6 17 4 15 14 23 33:
Old : 42: 6 17 4 15 14 23 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 33.7 72.0 39.8 48.4 20.6 59.2 26.1
Old : 55.0 33.7 72.0 39.8 48.4 20.6 59.2 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, December 13, 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 : 125,833: 17,609 40,503 2,516 102,879 77,569 123,004 120,588: 2,829 5,245
Old : 125,833: 17,609 40,503 2,516 102,879 77,569 123,004 120,588: 2,829 5,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -4,398: -610 1,422 1,371 -5,395 -6,347 -4,634 -3,554: 236 -844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 32.2 2.0 81.8 61.6 97.8 95.8: 2.2 4.2
Old : 100.0: 14.0 32.2 2.0 81.8 61.6 97.8 95.8: 2.2 4.2
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 : 96: 24 32 11 22 25 51 66:
Old : 96: 24 32 11 22 25 51 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 : 68.4 43.5 82.9 61.3 68.4 43.1 77.2 56.4
Old : 68.4 43.5 82.9 61.3 68.4 43.1 77.2 56.4
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 13, 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 : 218,203: 23,782 63,291 3,438 179,246 121,639 206,466 188,368: 11,737 29,835
Old : 218,203: 23,782 63,291 3,438 179,246 121,639 206,466 188,368: 11,737 29,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 8,689: -2,529 -6,580 2,895 8,779 12,358 9,145 8,673: -456 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 29.0 1.6 82.1 55.7 94.6 86.3: 5.4 13.7
Old : 100.0: 10.9 29.0 1.6 82.1 55.7 94.6 86.3: 5.4 13.7
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 : 92: 17 32 13 29 30 51 71:
Old : 92: 17 32 13 29 30 51 71:
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 : 43.7 52.7 65.6 61.4 40.6 51.3 61.1 57.6
Old : 43.7 52.7 65.6 61.4 40.6 51.3 61.1 57.6
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, December 13, 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 : 204,818: 52,249 16,649 6,682 127,716 154,671 186,647 178,002: 18,171 26,816
Old : 204,818: 52,249 16,649 6,682 127,716 154,671 186,647 178,002: 18,171 26,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 26,193: -4,568 -1,897 6,528 24,891 19,591 26,851 24,222: -658 1,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 8.1 3.3 62.4 75.5 91.1 86.9: 8.9 13.1
Old : 100.0: 25.5 8.1 3.3 62.4 75.5 91.1 86.9: 8.9 13.1
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 : 79: 22 23 7 24 26 50 52:
Old : 79: 22 23 7 24 26 50 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 51.9 67.9 65.9 46.8 51.8 58.1 58.8
Old : 50.9 51.9 67.9 65.9 46.8 51.8 58.1 58.8
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 13, 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 : 327,740: 35,507 151,964 15,081 244,941 101,015 295,529 268,060: 32,211 59,680
Old : 327,740: 35,507 151,964 15,081 244,941 101,015 295,529 268,060: 32,211 59,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 44,431: 986 21,629 11,745 28,960 8,777 41,691 42,151: 2,740 2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 46.4 4.6 74.7 30.8 90.2 81.8: 9.8 18.2
Old : 100.0: 10.8 46.4 4.6 74.7 30.8 90.2 81.8: 9.8 18.2
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 : 179: 28 75 21 48 48 88 132:
Old : 179: 28 75 21 48 48 88 132:
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 : 39.9 26.1 53.8 35.3 38.9 25.3 51.9 33.0
Old : 39.9 26.1 53.8 35.3 38.9 25.3 51.9 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, December 13, 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 : 28,686: 11,148 5,765 551 15,164 19,901 26,863 26,217: 1,823 2,469
Old : 28,686: 11,148 5,765 551 15,164 19,901 26,863 26,217: 1,823 2,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 1,089: 403 -1,123 550 -212 1,404 741 831: 348 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 20.1 1.9 52.9 69.4 93.6 91.4: 6.4 8.6
Old : 100.0: 38.9 20.1 1.9 52.9 69.4 93.6 91.4: 6.4 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 : 41: 8 17 4 9 12 19 31:
Old : 41: 8 17 4 9 12 19 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 : 69.7 52.4 84.5 68.8 69.3 51.8 84.0 67.7
Old : 69.7 52.4 84.5 68.8 69.3 51.8 84.0 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, December 13, 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 : 8,677,126: 511,628 1,078,745 1,589,997 5,777,259 5,002,237 7,878,884 7,670,979: 798,242 1,006,147
Old : 8,677,126: 511,628 1,078,745 1,589,997 5,777,259 5,002,237 7,878,884 7,670,979: 798,242 1,006,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 181,647: 90,465 28,349 59,519 -34,275 94,019 115,709 181,887: 65,938 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 12.4 18.3 66.6 57.6 90.8 88.4: 9.2 11.6
Old : 100.0: 5.9 12.4 18.3 66.6 57.6 90.8 88.4: 9.2 11.6
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 : 253: 37 58 81 131 138 220 236:
Old : 253: 37 58 81 131 138 220 236:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 23.3 44.6 36.3 28.1 16.9 34.9 24.4
Old : 32.6 23.3 44.6 36.3 28.1 16.9 34.9 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 13, 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 : 1,023,384: 71,350 106,964 39,502 772,724 751,025 883,576 897,491: 139,809 125,894
Old : 1,023,384: 71,350 106,964 39,502 772,724 751,025 883,576 897,491: 139,809 125,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 96,391: 12,872 4,383 6,430 70,699 79,757 90,002 90,571: 6,390 5,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 10.5 3.9 75.5 73.4 86.3 87.7: 13.7 12.3
Old : 100.0: 7.0 10.5 3.9 75.5 73.4 86.3 87.7: 13.7 12.3
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 : 554: 92 111 67 250 262 374 408:
Old : 554: 92 111 67 250 262 374 408:
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 : 14.2 10.7 23.2 18.7 11.3 8.4 18.8 14.1
Old : 14.2 10.7 23.2 18.7 11.3 8.4 18.8 14.1
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 13, 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 : 342,167: 34,596 17,876 2,496 221,959 258,858 259,051 279,230: 83,116 62,937
Old : 342,167: 34,596 17,876 2,496 221,959 258,858 259,051 279,230: 83,116 62,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 18,587: 3,015 -2,150 951 18,934 12,636 22,900 11,437: -4,313 7,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.2 0.7 64.9 75.7 75.7 81.6: 24.3 18.4
Old : 100.0: 10.1 5.2 0.7 64.9 75.7 75.7 81.6: 24.3 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 13 18 14 67 62 89 85:
Old : 122: 13 18 14 67 62 89 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 : 24.3 25.3 36.0 37.2 22.8 25.2 33.6 35.1
Old : 24.3 25.3 36.0 37.2 22.8 25.2 33.6 35.1
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 13, 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 : 3,406,086: 259,751 521,421 109,048 2,753,824 2,460,834 3,122,623 3,091,303: 283,463 314,783
Old : 3,406,086: 259,751 521,421 109,048 2,753,824 2,460,834 3,122,623 3,091,303: 283,463 314,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 389,022: 24,511 7,890 52,172 258,825 335,606 335,508 395,668: 53,514 -6,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 15.3 3.2 80.9 72.2 91.7 90.8: 8.3 9.2
Old : 100.0: 7.6 15.3 3.2 80.9 72.2 91.7 90.8: 8.3 9.2
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 : 526: 87 109 60 229 239 346 378:
Old : 526: 87 109 60 229 239 346 378:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 10.8 29.2 18.2 17.7 10.4 26.2 16.9
Old : 19.8 10.8 29.2 18.2 17.7 10.4 26.2 16.9
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 13, 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 : 132,247: 7,936 5,422 244 115,068 121,560 123,248 127,226: 8,999 5,021
Old : 132,247: 7,936 5,422 244 115,068 121,560 123,248 127,226: 8,999 5,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 15,097: -458 2 212 17,871 14,881 17,625 15,095: -2,528 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 4.1 0.2 87.0 91.9 93.2 96.2: 6.8 3.8
Old : 100.0: 6.0 4.1 0.2 87.0 91.9 93.2 96.2: 6.8 3.8
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 : 92: 8 7 2 58 48 67 56:
Old : 92: 8 7 2 58 48 67 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 : 33.2 36.5 49.6 57.7 32.4 35.7 46.2 51.9
Old : 33.2 36.5 49.6 57.7 32.4 35.7 46.2 51.9
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 13, 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 : 114,413: 12,959 3,932 4,026 78,108 88,209 95,094 96,168: 19,319 18,245
Old : 114,413: 12,959 3,932 4,026 78,108 88,209 95,094 96,168: 19,319 18,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 20,204: 3,510 -779 2,882 13,184 15,797 19,577 17,901: 628 2,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 3.4 3.5 68.3 77.1 83.1 84.1: 16.9 15.9
Old : 100.0: 11.3 3.4 3.5 68.3 77.1 83.1 84.1: 16.9 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 : 217: 50 28 17 88 97 145 136:
Old : 217: 50 28 17 88 97 145 136:
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 : 25.3 23.9 35.3 40.0 22.4 20.2 29.2 28.7
Old : 25.3 23.9 35.3 40.0 22.4 20.2 29.2 28.7
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, December 13, 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 : 31,870: 2,946 538 0 13,950 30,126 16,896 30,664: 14,974 1,206
Old : 31,870: 2,946 538 0 13,950 30,126 16,896 30,664: 14,974 1,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 1,982: 1,965 0 -50 -869 1,880 1,046 1,830: 936 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 1.7 0.0 43.8 94.5 53.0 96.2: 47.0 3.8
Old : 100.0: 9.2 1.7 0.0 43.8 94.5 53.0 96.2: 47.0 3.8
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 : 24: 1 1 0 12 15 13 16:
Old : 24: 1 1 0 12 15 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 57.3 50.0 84.7 42.0 57.3 49.1 84.7
Old : 42.8 57.3 50.0 84.7 42.0 57.3 49.1 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, December 13, 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 : 412,713: 64,402 31,306 5,797 320,790 290,417 390,989 327,520: 21,724 85,193
Old : 412,713: 64,402 31,306 5,797 320,790 290,417 390,989 327,520: 21,724 85,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 91,111: 17,154 5,535 5,232 70,267 69,586 92,653 80,353: -1,542 10,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 7.6 1.4 77.7 70.4 94.7 79.4: 5.3 20.6
Old : 100.0: 15.6 7.6 1.4 77.7 70.4 94.7 79.4: 5.3 20.6
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 : 217: 49 29 16 82 96 138 135:
Old : 217: 49 29 16 82 96 138 135:
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 : 30.9 21.6 41.2 33.0 30.9 21.3 39.6 31.1
Old : 30.9 21.6 41.2 33.0 30.9 21.3 39.6 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, December 13, 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 : 153,296: 60,132 25,703 3,963 70,313 106,719 134,408 136,385: 18,888 16,911
Old : 153,296: 60,132 25,703 3,963 70,313 106,719 134,408 136,385: 18,888 16,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 10,489: 6,479 1,874 1,008 2,028 7,480 9,515 10,362: 974 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 16.8 2.6 45.9 69.6 87.7 89.0: 12.3 11.0
Old : 100.0: 39.2 16.8 2.6 45.9 69.6 87.7 89.0: 12.3 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 22 24 5 23 27 48 53:
Old : 83: 22 24 5 23 27 48 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 : 39.3 44.9 60.4 60.3 38.5 43.2 56.9 57.6
Old : 39.3 44.9 60.4 60.3 38.5 43.2 56.9 57.6
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, December 13, 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 : 22,552: 3,507 8,718 0 13,854 5,204 17,361 13,922: 5,191 8,630
Old : 22,552: 3,507 8,718 0 13,854 5,204 17,361 13,922: 5,191 8,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -8,124: -234 3,676 -1,511 -5,260 -4,445 -7,005 -2,280: -1,119 -5,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 38.7 0.0 61.4 23.1 77.0 61.7: 23.0 38.3
Old : 100.0: 15.6 38.7 0.0 61.4 23.1 77.0 61.7: 23.0 38.3
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 : 34: 7 8 0 15 5 22 13:
Old : 34: 7 8 0 15 5 22 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 : 36.6 46.5 56.0 57.3 36.6 46.5 56.0 57.3
Old : 36.6 46.5 56.0 57.3 36.6 46.5 56.0 57.3
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 13, 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 : 30,842: 7,567 1,321 54 16,700 13,182 24,321 14,557: 6,521 16,285
Old : 30,842: 7,567 1,321 54 16,700 13,182 24,321 14,557: 6,521 16,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -19,212: 3,463 -6,121 -2,223 -20,538 -3,567 -19,298 -11,911: 86 -7,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 4.3 0.2 54.1 42.7 78.9 47.2: 21.1 52.8
Old : 100.0: 24.5 4.3 0.2 54.1 42.7 78.9 47.2: 21.1 52.8
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 : 39: 8 5 2 17 13 25 20:
Old : 39: 8 5 2 17 13 25 20:
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 25.8 56.0 37.5 38.8 25.8 54.7 35.3
Old : 40.1 25.8 56.0 37.5 38.8 25.8 54.7 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2011