BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,147: 103 377 2 2,538 2,359 2,643 2,738: 504 409
Old : 3,147: 103 377 2 2,538 2,359 2,643 2,738: 504 409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -426: -83 -111 -22 -340 -282 -445 -415: 19 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 12.0 0.1 80.6 75.0 84.0 87.0: 16.0 13.0
Old : 100.0: 3.3 12.0 0.1 80.6 75.0 84.0 87.0: 16.0 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 : 20: 1 2 1 13 11 15 13:
Old : 20: 1 2 1 13 11 15 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 : 56.1 54.0 77.4 75.1 50.9 53.8 66.7 72.0
Old : 56.1 54.0 77.4 75.1 50.9 53.8 66.7 72.0
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 with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 52,158: 5,693 2,155 11,841 29,662 26,928 47,196 40,924: 4,962 11,234
Old : 52,158: 5,693 2,155 11,841 29,662 26,928 47,196 40,924: 4,962 11,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 175: -264 -3 33 487 135 255 164: -80 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 4.1 22.7 56.9 51.6 90.5 78.5: 9.5 21.5
Old : 100.0: 10.9 4.1 22.7 56.9 51.6 90.5 78.5: 9.5 21.5
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 : 75: 20 9 21 36 35 63 58:
Old : 75: 20 9 21 36 35 63 58:
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 : 43.5 28.2 58.6 44.1 42.7 27.3 50.6 38.4
Old : 43.5 28.2 58.6 44.1 42.7 27.3 50.6 38.4
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 with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 348,729: 81,231 24,572 105,054 119,530 159,027 305,814 288,652: 42,915 60,077
Old : 346,239: 81,334 25,057 103,813 118,722 157,696 303,869 286,566: 42,370 59,673
Other: 2,491: 629 247 508 808 1,331 1,945 2,087: 545 404
: : :
: : Changes in Commitments from: October 4, 2011 :
: 26,998: 8,153 46 6,326 2,838 10,742 17,318 17,114: 9,681 9,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 7.0 30.1 34.3 45.6 87.7 82.8: 12.3 17.2
Old : 100.0: 23.5 7.2 30.0 34.3 45.5 87.8 82.8: 12.2 17.2
Other: 100.0: 25.3 9.9 20.4 32.4 53.5 78.1 83.8: 21.9 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 125 65 129 62 87 263 227:
Old : 307: 125 69 129 62 87 263 227:
Other: 42: 17 6 12 10 16 31 30:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 17.7 23.7 26.9 13.1 13.8 21.8 20.9
Old : 13.8 17.8 23.8 27.1 13.2 13.8 21.8 21.0
Other: 38.9 33.9 55.8 54.3 37.3 33.5 47.5 47.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 426,029: 120,449 30,911 113,872 160,576 214,418 394,897 359,201: 31,132 66,828
Old : 426,029: 120,449 30,911 113,872 160,576 214,418 394,897 359,201: 31,132 66,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -29,147: 4,994 1,121 -29,894 -5,115 -2,008 -30,015 -30,781: 868 1,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 7.3 26.7 37.7 50.3 92.7 84.3: 7.3 15.7
Old : 100.0: 28.3 7.3 26.7 37.7 50.3 92.7 84.3: 7.3 15.7
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 : 439: 148 78 143 106 180 332 342:
Old : 439: 148 78 143 106 180 332 342:
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 : 17.0 15.6 28.1 23.0 16.5 14.2 26.7 19.3
Old : 17.0 15.6 28.1 23.0 16.5 14.2 26.7 19.3
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 with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,884: 4,194 4,954 1,281 3,356 2,252 8,831 8,487: 2,053 2,397
Old : 10,884: 4,194 4,954 1,281 3,356 2,252 8,831 8,487: 2,053 2,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -125: 7 412 -134 93 -233 -34 45: -91 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 45.5 11.8 30.8 20.7 81.1 78.0: 18.9 22.0
Old : 100.0: 38.5 45.5 11.8 30.8 20.7 81.1 78.0: 18.9 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 25 33 19 22 19 57 66:
Old : 90: 25 33 19 22 19 57 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 : 33.8 19.8 47.4 32.9 33.3 19.8 45.1 32.9
Old : 33.8 19.8 47.4 32.9 33.3 19.8 45.1 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 38,282: 13,895 3,920 9,245 8,513 8,348 31,653 21,512: 6,630 16,770
Old : 38,282: 13,895 3,920 9,245 8,513 8,348 31,653 21,512: 6,630 16,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -824: 239 259 334 -810 -787 -237 -194: -587 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 10.2 24.1 22.2 21.8 82.7 56.2: 17.3 43.8
Old : 100.0: 36.3 10.2 24.1 22.2 21.8 82.7 56.2: 17.3 43.8
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 : 155: 48 32 53 41 49 124 115:
Old : 155: 48 32 53 41 49 124 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 10.7 27.3 17.4 15.7 7.0 24.1 10.9
Old : 16.5 10.7 27.3 17.4 15.7 7.0 24.1 10.9
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 with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 87,865: 12,554 978 3,075 70,928 82,747 86,557 86,800: 1,308 1,065
Old : 87,865: 12,554 978 3,075 70,928 82,747 86,557 86,800: 1,308 1,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -1,627: -706 481 -147 -487 -1,558 -1,340 -1,224: -287 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 1.1 3.5 80.7 94.2 98.5 98.8: 1.5 1.2
Old : 100.0: 14.3 1.1 3.5 80.7 94.2 98.5 98.8: 1.5 1.2
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 : 23: 3 3 1 16 16 19 20:
Old : 23: 3 3 1 16 16 19 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 : 65.3 65.7 82.2 82.5 53.7 54.8 65.1 63.1
Old : 65.3 65.7 82.2 82.5 53.7 54.8 65.1 63.1
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 with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 134,839: 24,015 46,937 5,191 77,790 54,885 106,997 107,014: 27,842 27,825
Old : 134,839: 24,015 46,937 5,191 77,790 54,885 106,997 107,014: 27,842 27,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 11,601: 1,295 9,330 -2,102 23,525 8,051 22,718 15,279: -11,117 -3,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 34.8 3.9 57.7 40.7 79.4 79.4: 20.6 20.6
Old : 100.0: 17.8 34.8 3.9 57.7 40.7 79.4 79.4: 20.6 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 : 85: 21 24 13 30 26 58 56:
Old : 85: 21 24 13 30 26 58 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 : 36.7 46.0 48.1 53.9 36.5 44.5 47.9 50.6
Old : 36.7 46.0 48.1 53.9 36.5 44.5 47.9 50.6
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 with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 32,093: 4,845 4,700 4,871 12,525 9,998 22,241 19,569: 9,852 12,524
Old : 32,093: 4,845 4,700 4,871 12,525 9,998 22,241 19,569: 9,852 12,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -6,401: 1,654 -97 -4,784 -2,317 -1,165 -5,447 -6,046: -954 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 14.6 15.2 39.0 31.2 69.3 61.0: 30.7 39.0
Old : 100.0: 15.1 14.6 15.2 39.0 31.2 69.3 61.0: 30.7 39.0
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 : 35: 7 11 8 12 14 25 27:
Old : 35: 7 11 8 12 14 25 27:
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 26.4 48.9 35.3 30.6 20.2 43.3 27.0
Old : 32.8 26.4 48.9 35.3 30.6 20.2 43.3 27.0
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 with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 88,822: 7,397 32,275 142 78,905 50,335 86,444 82,752: 2,378 6,070
Old : 88,822: 7,397 32,275 142 78,905 50,335 86,444 82,752: 2,378 6,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -596: 493 -60 5 -721 -457 -223 -512: -373 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 36.3 0.2 88.8 56.7 97.3 93.2: 2.7 6.8
Old : 100.0: 8.3 36.3 0.2 88.8 56.7 97.3 93.2: 2.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 18 32 2 16 20 35 53:
Old : 83: 18 32 2 16 20 35 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 42.3 86.9 59.2 77.2 42.3 86.9 59.1
Old : 77.2 42.3 86.9 59.2 77.2 42.3 86.9 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 190,968: 15,423 77,057 3,107 158,709 77,007 177,239 157,171: 13,729 33,797
Old : 190,968: 15,423 77,057 3,107 158,709 77,007 177,239 157,171: 13,729 33,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -2,525: -305 -7,682 -7,497 4,525 11,581 -3,277 -3,598: 752 1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 40.4 1.6 83.1 40.3 92.8 82.3: 7.2 17.7
Old : 100.0: 8.1 40.4 1.6 83.1 40.3 92.8 82.3: 7.2 17.7
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 : 97: 15 41 12 31 22 53 68:
Old : 97: 15 41 12 31 22 53 68:
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 : 37.9 45.3 60.8 55.2 37.9 43.5 60.7 53.4
Old : 37.9 45.3 60.8 55.2 37.9 43.5 60.7 53.4
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 with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 162,670: 54,076 19,927 3,450 77,273 107,901 134,799 131,277: 27,871 31,393
Old : 162,670: 54,076 19,927 3,450 77,273 107,901 134,799 131,277: 27,871 31,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 15,823: -6,532 1,816 -2,017 24,944 17,717 16,396 17,516: -572 -1,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 12.2 2.1 47.5 66.3 82.9 80.7: 17.1 19.3
Old : 100.0: 33.2 12.2 2.1 47.5 66.3 82.9 80.7: 17.1 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 30 34 15 26 22 65 62:
Old : 97: 30 34 15 26 22 65 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 50.8 58.6 61.1 47.8 49.2 58.4 59.2
Old : 47.8 50.8 58.6 61.1 47.8 49.2 58.4 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 266,323: 17,562 87,393 30,350 178,799 79,123 226,712 196,866: 39,612 69,457
Old : 266,323: 17,562 87,393 30,350 178,799 79,123 226,712 196,866: 39,612 69,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -28,048: -2,144 -11,211 -17,564 -8,217 -429 -27,925 -29,204: -123 1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 32.8 11.4 67.1 29.7 85.1 73.9: 14.9 26.1
Old : 100.0: 6.6 32.8 11.4 67.1 29.7 85.1 73.9: 14.9 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 31 75 42 55 56 106 153:
Old : 187: 31 75 42 55 56 106 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 15.9 45.6 24.9 35.9 15.3 44.3 22.6
Old : 36.4 15.9 45.6 24.9 35.9 15.3 44.3 22.6
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 with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 25,059: 12,075 5,237 102 11,594 17,538 23,771 22,877: 1,288 2,182
Old : 25,059: 12,075 5,237 102 11,594 17,538 23,771 22,877: 1,288 2,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -1,152: -854 -2,126 0 -92 1,460 -946 -666: -206 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 20.9 0.4 46.3 70.0 94.9 91.3: 5.1 8.7
Old : 100.0: 48.2 20.9 0.4 46.3 70.0 94.9 91.3: 5.1 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 9 12 1 8 9 17 22:
Old : 36: 9 12 1 8 9 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 55.6 86.1 74.3 66.7 55.4 86.1 74.1
Old : 66.7 55.6 86.1 74.3 66.7 55.4 86.1 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :14,315,986: 497,264 624,751 5,428,580 7,681,769 7,309,050 13,607,613 13,362,381: 708,373 953,605
Old :14,315,986: 497,264 624,751 5,428,580 7,681,769 7,309,050 13,607,613 13,362,381: 708,373 953,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -349,740: -121,597 15,958 -262,619 110,476 -83,525 -273,740 -330,187: -76,000 -19,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.4 37.9 53.7 51.1 95.1 93.3: 4.9 6.7
Old : 100.0: 3.5 4.4 37.9 53.7 51.1 95.1 93.3: 4.9 6.7
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 : 278: 42 64 101 149 154 254 269:
Old : 278: 42 64 101 149 154 254 269:
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 : 33.5 20.3 42.8 34.5 21.2 9.3 23.2 14.2
Old : 33.5 20.3 42.8 34.5 21.2 9.3 23.2 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,077,441: 53,397 116,880 90,364 787,741 716,123 931,502 923,367: 145,940 154,075
Old : 1,077,441: 53,397 116,880 90,364 787,741 716,123 931,502 923,367: 145,940 154,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -56,024: -1,183 -2,976 -9,006 -32,511 -41,642 -42,700 -53,624: -13,325 -2,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 10.8 8.4 73.1 66.5 86.5 85.7: 13.5 14.3
Old : 100.0: 5.0 10.8 8.4 73.1 66.5 86.5 85.7: 13.5 14.3
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 : 596: 81 155 114 238 271 398 464:
Old : 596: 81 155 114 238 271 398 464:
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 8.8 23.1 15.9 11.6 6.7 19.9 10.8
Old : 14.2 8.8 23.1 15.9 11.6 6.7 19.9 10.8
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 with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 390,416: 23,034 24,808 40,984 255,660 237,886 319,678 303,678: 70,738 86,738
Old : 390,416: 23,034 24,808 40,984 255,660 237,886 319,678 303,678: 70,738 86,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -25,517: 1,194 -3,978 -3,115 -15,827 -12,999 -17,748 -20,092: -7,768 -5,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 6.4 10.5 65.5 60.9 81.9 77.8: 18.1 22.2
Old : 100.0: 5.9 6.4 10.5 65.5 60.9 81.9 77.8: 18.1 22.2
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 : 153: 25 30 42 80 69 128 118:
Old : 153: 25 30 42 80 69 128 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 14.8 28.1 23.9 17.8 13.7 25.4 20.0
Old : 18.9 14.8 28.1 23.9 17.8 13.7 25.4 20.0
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 with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,435,127: 239,714 548,262 159,001 2,660,402 2,391,182 3,059,118 3,098,445: 376,009 336,682
Old : 3,435,127: 239,714 548,262 159,001 2,660,402 2,391,182 3,059,118 3,098,445: 376,009 336,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -152,538: -27,133 -10,241 -14,206 -83,419 -143,213 -124,758 -167,661: -27,780 15,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 16.0 4.6 77.4 69.6 89.1 90.2: 10.9 9.8
Old : 100.0: 7.0 16.0 4.6 77.4 69.6 89.1 90.2: 10.9 9.8
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 : 550: 71 144 96 210 251 349 425:
Old : 550: 71 144 96 210 251 349 425:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 10.5 28.9 17.8 15.7 9.4 25.0 15.2
Old : 18.8 10.5 28.9 17.8 15.7 9.4 25.0 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 111,283: 7,482 5,643 46 95,712 100,575 103,240 106,264: 8,043 5,019
Old : 111,283: 7,482 5,643 46 95,712 100,575 103,240 106,264: 8,043 5,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -6,327: 551 -36 -376 -6,511 -6,570 -6,336 -6,982: 9 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 5.1 0.0 86.0 90.4 92.8 95.5: 7.2 4.5
Old : 100.0: 6.7 5.1 0.0 86.0 90.4 92.8 95.5: 7.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 7 8 2 44 34 52 43:
Old : 84: 7 8 2 44 34 52 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 39.3 51.4 59.7 30.4 36.7 47.4 54.8
Old : 31.7 39.3 51.4 59.7 30.4 36.7 47.4 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 76,369: 8,840 5,283 906 55,653 59,729 65,400 65,917: 10,969 10,452
Old : 76,369: 8,840 5,283 906 55,653 59,729 65,400 65,917: 10,969 10,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -4,899: -138 -2,682 -1,232 -3,099 -543 -4,469 -4,457: -430 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 6.9 1.2 72.9 78.2 85.6 86.3: 14.4 13.7
Old : 100.0: 11.6 6.9 1.2 72.9 78.2 85.6 86.3: 14.4 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 : 206: 33 36 19 79 87 121 133:
Old : 206: 33 36 19 79 87 121 133:
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 : 30.7 24.3 40.1 37.2 30.4 24.3 39.2 36.9
Old : 30.7 24.3 40.1 37.2 30.4 24.3 39.2 36.9
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 with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 15,287: 855 0 0 7,115 14,155 7,970 14,155: 7,317 1,132
Old : 15,287: 855 0 0 7,115 14,155 7,970 14,155: 7,317 1,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -90: -512 0 0 201 91 -311 91: 221 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 0.0 46.5 92.6 52.1 92.6: 47.9 7.4
Old : 100.0: 5.6 0.0 0.0 46.5 92.6 52.1 92.6: 47.9 7.4
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 : 22: 2 0 0 9 12 11 12:
Old : 22: 2 0 0 9 12 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 62.7 47.8 87.6 33.4 62.7 47.8 87.6
Old : 33.4 62.7 47.8 87.6 33.4 62.7 47.8 87.6
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 with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 305,410: 41,132 27,618 3,326 242,692 227,869 287,150 258,812: 18,260 46,597
Old : 305,410: 41,132 27,618 3,326 242,692 227,869 287,150 258,812: 18,260 46,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -24,043: 227 -15,052 -4,518 -16,498 -3,169 -20,789 -22,739: -3,254 -1,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 9.0 1.1 79.5 74.6 94.0 84.7: 6.0 15.3
Old : 100.0: 13.5 9.0 1.1 79.5 74.6 94.0 84.7: 6.0 15.3
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 : 205: 32 36 18 78 84 118 130:
Old : 205: 32 36 18 78 84 118 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 23.6 45.9 34.7 34.6 23.6 45.5 34.7
Old : 35.0 23.6 45.9 34.7 34.6 23.6 45.5 34.7
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 with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 127,408: 37,171 25,335 4,403 70,960 71,107 112,534 100,845: 14,874 26,563
Old : 127,408: 37,171 25,335 4,403 70,960 71,107 112,534 100,845: 14,874 26,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 6,419: 1,719 2,755 -5,089 13,420 10,726 10,050 8,393: -3,632 -1,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 19.9 3.5 55.7 55.8 88.3 79.2: 11.7 20.8
Old : 100.0: 29.2 19.9 3.5 55.7 55.8 88.3 79.2: 11.7 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 23 22 14 19 22 47 53:
Old : 73: 23 22 14 19 22 47 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 : 43.8 43.2 61.9 56.0 43.2 42.0 61.3 54.8
Old : 43.8 43.2 61.9 56.0 43.2 42.0 61.3 54.8
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 with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 25,452: 3,250 6,411 5 14,830 8,104 18,085 14,520: 7,367 10,932
Old : 25,452: 3,250 6,411 5 14,830 8,104 18,085 14,520: 7,367 10,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -35: -693 -147 0 685 460 -8 313: -27 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 25.2 0.0 58.3 31.8 71.1 57.0: 28.9 43.0
Old : 100.0: 12.8 25.2 0.0 58.3 31.8 71.1 57.0: 28.9 43.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 7 1 20 8 28 16:
Old : 41: 8 7 1 20 8 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 39.7 44.2 50.3 29.3 39.7 43.9 50.3
Old : 29.6 39.7 44.2 50.3 29.3 39.7 43.9 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 33,009: 5,339 4,323 1,592 18,717 20,472 25,648 26,387: 7,361 6,622
Old : 33,009: 5,339 4,323 1,592 18,717 20,472 25,648 26,387: 7,361 6,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -3,906: -46 601 -338 1,569 -4,640 1,185 -4,377: -5,091 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 13.1 4.8 56.7 62.0 77.7 79.9: 22.3 20.1
Old : 100.0: 16.2 13.1 4.8 56.7 62.0 77.7 79.9: 22.3 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 7 7 3 20 24 30 31:
Old : 54: 7 7 3 20 24 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 30.8 47.9 45.5 33.3 30.8 46.5 43.7
Old : 34.3 30.8 47.9 45.5 33.3 30.8 46.5 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2011