BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 3,599: 103 436 35 2,950 2,671 3,087 3,142: 512 457
Old : 3,599: 103 436 35 2,950 2,671 3,087 3,142: 512 457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 267: 0 29 3 251 199 254 232: 13 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 12.1 1.0 82.0 74.2 85.8 87.3: 14.2 12.7
Old : 100.0: 2.9 12.1 1.0 82.0 74.2 85.8 87.3: 14.2 12.7
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 : 24: 1 4 2 15 12 18 16:
Old : 24: 1 4 2 15 12 18 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 : 54.5 54.3 76.2 71.3 48.8 52.2 67.9 66.7
Old : 54.5 54.3 76.2 71.3 48.8 52.2 67.9 66.7
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 25, 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 : 53,705: 6,541 2,785 12,130 30,150 27,899 48,822 42,814: 4,884 10,892
Old : 53,705: 6,541 2,785 12,130 30,150 27,899 48,822 42,814: 4,884 10,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,469: 1,025 937 361 146 205 1,533 1,503: -63 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 5.2 22.6 56.1 51.9 90.9 79.7: 9.1 20.3
Old : 100.0: 12.2 5.2 22.6 56.1 51.9 90.9 79.7: 9.1 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 19 13 21 38 38 67 62:
Old : 82: 19 13 21 38 38 67 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 : 43.3 27.6 58.0 43.9 42.3 26.6 50.7 37.4
Old : 43.3 27.6 58.0 43.9 42.3 26.6 50.7 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 3,561: 605 16 209 2,517 2,583 3,330 2,808: 231 754
Old : 3,561: 605 16 209 2,517 2,583 3,330 2,808: 231 754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 5: -2 -7 10 -13 1 -4 4: 9 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 0.4 5.9 70.7 72.5 93.5 78.8: 6.5 21.2
Old : 100.0: 17.0 0.4 5.9 70.7 72.5 93.5 78.8: 6.5 21.2
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: 3 1 2 6 13 10 15:
Old : 20: 3 1 2 6 13 10 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 42.5 87.4 64.8 60.4 42.5 80.0 62.6
Old : 64.1 42.5 87.4 64.8 60.4 42.5 80.0 62.6
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 25, 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 : 331,136: 96,537 17,624 92,615 105,711 168,915 294,864 279,155: 36,272 51,981
Old : 328,491: 96,322 17,976 91,477 105,126 167,485 292,925 276,939: 35,566 51,552
Other: 2,645: 852 284 502 585 1,430 1,939 2,216: 706 429
: : :
: : Changes in Commitments from: October 18, 2011 :
: 5,962: 5,798 -793 1,198 -590 5,707 6,407 6,112: -444 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 5.3 28.0 31.9 51.0 89.0 84.3: 11.0 15.7
Old : 100.0: 29.3 5.5 27.8 32.0 51.0 89.2 84.3: 10.8 15.7
Other: 100.0: 32.2 10.7 19.0 22.1 54.1 73.3 83.8: 26.7 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 125 74 140 63 92 282 244:
Old : 330: 125 80 140 63 92 282 244:
Other: 47: 17 8 12 11 18 31 35:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 19.1 22.9 27.5 13.2 16.3 21.3 23.6
Old : 13.7 19.2 23.1 27.7 13.3 16.4 21.5 23.7
Other: 35.9 35.4 53.4 53.0 34.3 34.8 44.7 47.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 435,317: 139,047 31,832 115,231 153,208 219,853 407,486 366,915: 27,831 68,402
Old : 435,317: 139,047 31,832 115,231 153,208 219,853 407,486 366,915: 27,831 68,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 3,616: 890 1,053 4,393 -2,132 -1,681 3,152 3,765: 464 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 7.3 26.5 35.2 50.5 93.6 84.3: 6.4 15.7
Old : 100.0: 31.9 7.3 26.5 35.2 50.5 93.6 84.3: 6.4 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 : 438: 158 72 130 100 185 313 341:
Old : 438: 158 72 130 100 185 313 341:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 15.7 27.2 23.3 14.4 14.2 24.7 19.1
Old : 15.9 15.7 27.2 23.3 14.4 14.2 24.7 19.1
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 with Delta-adjusted Options and Futures Combined, October 25, 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 : 10,144: 4,246 4,968 1,017 3,072 2,108 8,336 8,093: 1,809 2,052
Old : 10,144: 4,246 4,968 1,017 3,072 2,108 8,336 8,093: 1,809 2,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -320: 172 47 -105 -452 -193 -385 -251: 65 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 49.0 10.0 30.3 20.8 82.2 79.8: 17.8 20.2
Old : 100.0: 41.9 49.0 10.0 30.3 20.8 82.2 79.8: 17.8 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 32 30 17 21 20 63 64:
Old : 93: 32 30 17 21 20 63 64:
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 : 35.9 22.3 49.4 36.1 35.4 22.3 46.6 35.6
Old : 35.9 22.3 49.4 36.1 35.4 22.3 46.6 35.6
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 25, 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 : 41,105: 15,220 2,528 10,103 8,670 9,083 33,993 21,714: 7,112 19,391
Old : 41,105: 15,220 2,528 10,103 8,670 9,083 33,993 21,714: 7,112 19,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -62: 296 -549 -1 25 -463 320 -1,013: -382 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 6.1 24.6 21.1 22.1 82.7 52.8: 17.3 47.2
Old : 100.0: 37.0 6.1 24.6 21.1 22.1 82.7 52.8: 17.3 47.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 54 30 54 41 53 128 119:
Old : 162: 54 30 54 41 53 128 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 10.7 26.7 16.0 15.4 5.9 24.2 9.5
Old : 16.4 10.7 26.7 16.0 15.4 5.9 24.2 9.5
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 with Delta-adjusted Options and Futures Combined, October 25, 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 : 94,407: 14,001 202 2,978 77,245 90,927 94,224 94,107: 183 300
Old : 94,407: 14,001 202 2,978 77,245 90,927 94,224 94,107: 183 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 3,227: 469 -809 0 2,800 4,243 3,269 3,434: -42 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.2 3.2 81.8 96.3 99.8 99.7: 0.2 0.3
Old : 100.0: 14.8 0.2 3.2 81.8 96.3 99.8 99.7: 0.2 0.3
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 : 21: 3 1 1 16 16 19 18:
Old : 21: 3 1 1 16 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 67.7 85.7 86.1 54.4 54.5 63.6 61.7
Old : 69.4 67.7 85.7 86.1 54.4 54.5 63.6 61.7
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 25, 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 : 133,253: 25,451 40,695 5,770 73,475 59,006 104,695 105,471: 28,558 27,782
Old : 133,253: 25,451 40,695 5,770 73,475 59,006 104,695 105,471: 28,558 27,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -2,798: 2,055 -5,054 169 -4,943 2,784 -2,719 -2,101: -79 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 30.5 4.3 55.1 44.3 78.6 79.2: 21.4 20.8
Old : 100.0: 19.1 30.5 4.3 55.1 44.3 78.6 79.2: 21.4 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 : 76: 20 19 12 30 24 57 48:
Old : 76: 20 19 12 30 24 57 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 : 37.5 45.9 50.4 55.9 37.3 45.7 49.7 53.9
Old : 37.5 45.9 50.4 55.9 37.3 45.7 49.7 53.9
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 with Delta-adjusted Options and Futures Combined, October 25, 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 : 34,114: 4,829 6,167 3,832 13,663 9,217 22,324 19,215: 11,790 14,899
Old : 34,114: 4,829 6,167 3,832 13,663 9,217 22,324 19,215: 11,790 14,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 738: 1,259 507 -593 -2,270 -572 -1,603 -658: 2,341 1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 18.1 11.2 40.1 27.0 65.4 56.3: 34.6 43.7
Old : 100.0: 14.2 18.1 11.2 40.1 27.0 65.4 56.3: 34.6 43.7
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 : 35: 6 12 8 13 14 25 28:
Old : 35: 6 12 8 13 14 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 21.7 48.2 31.0 33.4 19.7 46.1 27.5
Old : 34.6 21.7 48.2 31.0 33.4 19.7 46.1 27.5
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 25, 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 : 96,313: 10,160 37,215 145 83,514 53,315 93,819 90,675: 2,494 5,638
Old : 96,313: 10,160 37,215 145 83,514 53,315 93,819 90,675: 2,494 5,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 5,364: 1,862 4,788 -2 3,503 601 5,363 5,387: 1 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 38.6 0.2 86.7 55.4 97.4 94.1: 2.6 5.9
Old : 100.0: 10.5 38.6 0.2 86.7 55.4 97.4 94.1: 2.6 5.9
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 : 81: 13 31 2 19 24 33 56:
Old : 81: 13 31 2 19 24 33 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 : 79.5 43.3 88.5 60.3 79.5 43.3 88.3 60.3
Old : 79.5 43.3 88.5 60.3 79.5 43.3 88.3 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 179,496: 19,000 69,111 3,465 139,867 80,186 162,332 152,763: 17,164 26,733
Old : 179,496: 19,000 69,111 3,465 139,867 80,186 162,332 152,763: 17,164 26,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -3,247: 2,138 -849 317 -9,138 1,584 -6,683 1,052: 3,437 -4,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 38.5 1.9 77.9 44.7 90.4 85.1: 9.6 14.9
Old : 100.0: 10.6 38.5 1.9 77.9 44.7 90.4 85.1: 9.6 14.9
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 : 90: 16 34 11 30 25 51 65:
Old : 90: 16 34 11 30 25 51 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 48.2 57.3 60.1 34.9 46.5 57.2 58.3
Old : 34.9 48.2 57.3 60.1 34.9 46.5 57.2 58.3
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 25, 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 : 179,345: 75,552 21,328 6,722 62,272 119,253 144,546 147,303: 34,799 32,042
Old : 179,345: 75,552 21,328 6,722 62,272 119,253 144,546 147,303: 34,799 32,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 15,372: 26,987 -676 794 -20,986 15,405 6,795 15,524: 8,576 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 11.9 3.7 34.7 66.5 80.6 82.1: 19.4 17.9
Old : 100.0: 42.1 11.9 3.7 34.7 66.5 80.6 82.1: 19.4 17.9
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 : 120: 44 37 25 27 28 88 73:
Old : 120: 44 37 25 27 28 88 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 49.0 49.4 58.9 41.7 48.0 49.1 56.8
Old : 41.7 49.0 49.4 58.9 41.7 48.0 49.1 56.8
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 with Delta-adjusted Options and Futures Combined, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 283,313: 21,826 93,113 32,901 191,757 88,229 246,484 214,243: 36,829 69,071
Old : 283,313: 21,826 93,113 32,901 191,757 88,229 246,484 214,243: 36,829 69,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 6,055: 443 -1,657 -22 3,986 6,992 4,407 5,314: 1,648 741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 32.9 11.6 67.7 31.1 87.0 75.6: 13.0 24.4
Old : 100.0: 7.7 32.9 11.6 67.7 31.1 87.0 75.6: 13.0 24.4
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 : 191: 35 77 48 55 54 114 155:
Old : 191: 35 77 48 55 54 114 155:
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 : 36.8 17.2 46.5 26.3 34.4 17.0 43.1 23.9
Old : 36.8 17.2 46.5 26.3 34.4 17.0 43.1 23.9
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 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 24,675: 13,298 4,079 0 9,443 19,200 22,741 23,279: 1,934 1,396
Old : 24,675: 13,298 4,079 0 9,443 19,200 22,741 23,279: 1,934 1,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 620: 853 -141 0 -309 1,302 544 1,161: 76 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 16.5 0.0 38.3 77.8 92.2 94.3: 7.8 5.7
Old : 100.0: 53.9 16.5 0.0 38.3 77.8 92.2 94.3: 7.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 9 14 0 8 10 17 24:
Old : 39: 9 14 0 8 10 17 24:
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 : 65.1 62.5 83.2 76.7 65.1 62.5 83.2 76.6
Old : 65.1 62.5 83.2 76.7 65.1 62.5 83.2 76.6
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 25, 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 :14,193,684: 388,110 994,901 5,648,316 7,369,393 6,525,433 13,405,820 13,168,650: 787,864 1,025,033
Old :14,193,684: 388,110 994,901 5,648,316 7,369,393 6,525,433 13,405,820 13,168,650: 787,864 1,025,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 110,262: -39,647 -1,670 64,750 46,069 51,311 71,172 114,392: 39,090 -4,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 7.0 39.8 51.9 46.0 94.4 92.8: 5.6 7.2
Old : 100.0: 2.7 7.0 39.8 51.9 46.0 94.4 92.8: 5.6 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 44 60 101 148 154 254 266:
Old : 275: 44 60 101 148 154 254 266:
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 : 31.6 20.3 41.7 34.0 20.7 10.2 23.0 13.7
Old : 31.6 20.3 41.7 34.0 20.7 10.2 23.0 13.7
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 25, 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 : 1,047,293: 54,703 117,596 86,017 761,883 696,125 902,603 899,737: 144,690 147,555
Old : 1,047,293: 54,703 117,596 86,017 761,883 696,125 902,603 899,737: 144,690 147,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -51,936: 3,240 -5,471 -11,353 -41,919 -27,425 -50,033 -44,248: -1,903 -7,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.2 8.2 72.7 66.5 86.2 85.9: 13.8 14.1
Old : 100.0: 5.2 11.2 8.2 72.7 66.5 86.2 85.9: 13.8 14.1
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 : 605: 88 149 109 248 271 403 462:
Old : 605: 88 149 109 248 271 403 462:
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 : 14.8 8.6 22.9 15.7 12.1 6.9 19.9 11.4
Old : 14.8 8.6 22.9 15.7 12.1 6.9 19.9 11.4
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 25, 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 : 387,250: 32,876 19,618 36,041 246,341 248,197 315,259 303,856: 71,991 83,395
Old : 387,250: 32,876 19,618 36,041 246,341 248,197 315,259 303,856: 71,991 83,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -19,115: 6,014 -1,495 -8,214 -18,221 -4,628 -20,420 -14,337: 1,305 -4,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 5.1 9.3 63.6 64.1 81.4 78.5: 18.6 21.5
Old : 100.0: 8.5 5.1 9.3 63.6 64.1 81.4 78.5: 18.6 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 : 141: 25 23 37 75 64 118 106:
Old : 141: 25 23 37 75 64 118 106:
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 : 19.1 17.5 28.5 25.6 18.2 16.7 26.8 23.3
Old : 19.1 17.5 28.5 25.6 18.2 16.7 26.8 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 3,300,214: 235,982 616,740 123,030 2,577,707 2,239,639 2,936,720 2,979,409: 363,494 320,804
Old : 3,300,214: 235,982 616,740 123,030 2,577,707 2,239,639 2,936,720 2,979,409: 363,494 320,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -164,103: 17,602 11,600 -47,171 -118,493 -113,984 -148,062 -149,555: -16,041 -14,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 18.7 3.7 78.1 67.9 89.0 90.3: 11.0 9.7
Old : 100.0: 7.2 18.7 3.7 78.1 67.9 89.0 90.3: 11.0 9.7
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 : 563: 77 140 92 224 251 359 425:
Old : 563: 77 140 92 224 251 359 425:
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 : 19.0 9.6 28.8 16.4 16.6 9.2 25.5 15.1
Old : 19.0 9.6 28.8 16.4 16.6 9.2 25.5 15.1
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 25, 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 : 108,869: 7,915 5,927 59 92,381 97,408 100,355 103,394: 8,514 5,475
Old : 108,869: 7,915 5,927 59 92,381 97,408 100,355 103,394: 8,514 5,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -2,042: 1,204 -6 -162 -3,641 -1,772 -2,599 -1,940: 557 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 5.4 0.1 84.9 89.5 92.2 95.0: 7.8 5.0
Old : 100.0: 7.3 5.4 0.1 84.9 89.5 92.2 95.0: 7.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 8 7 1 52 33 60 41:
Old : 89: 8 7 1 52 33 60 41:
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 : 32.0 41.0 49.7 60.7 30.9 37.7 45.8 55.4
Old : 32.0 41.0 49.7 60.7 30.9 37.7 45.8 55.4
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 25, 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 : 91,358: 16,605 4,620 2,038 58,620 73,131 77,263 79,789: 14,095 11,568
Old : 91,358: 16,605 4,620 2,038 58,620 73,131 77,263 79,789: 14,095 11,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 4,664: 3,241 566 497 1,064 3,809 4,802 4,873: -138 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 5.1 2.2 64.2 80.0 84.6 87.3: 15.4 12.7
Old : 100.0: 18.2 5.1 2.2 64.2 80.0 84.6 87.3: 15.4 12.7
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 : 213: 52 25 14 83 83 142 115:
Old : 213: 52 25 14 83 83 142 115:
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 : 27.2 27.6 36.1 43.0 25.2 26.8 32.9 40.8
Old : 27.2 27.6 36.1 43.0 25.2 26.8 32.9 40.8
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 25, 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 : 23,038: 2,085 292 0 11,372 21,692 13,457 21,984: 9,581 1,054
Old : 23,038: 2,085 292 0 11,372 21,692 13,457 21,984: 9,581 1,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 2,948: 369 292 0 2,148 3,052 2,517 3,344: 431 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 1.3 0.0 49.4 94.2 58.4 95.4: 41.6 4.6
Old : 100.0: 9.1 1.3 0.0 49.4 94.2 58.4 95.4: 41.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 10 11 12 12:
Old : 23: 2 1 0 10 11 12 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 : 38.6 64.3 52.9 88.8 38.6 64.3 52.9 88.8
Old : 38.6 64.3 52.9 88.8 38.6 64.3 52.9 88.8
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 25, 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 : 341,599: 79,954 28,994 2,836 236,239 257,196 319,030 289,026: 22,569 52,573
Old : 341,599: 79,954 28,994 2,836 236,239 257,196 319,030 289,026: 22,569 52,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 8,579: 17,109 4,120 -262 -5,421 3,787 11,426 7,645: -2,848 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 8.5 0.8 69.2 75.3 93.4 84.6: 6.6 15.4
Old : 100.0: 23.4 8.5 0.8 69.2 75.3 93.4 84.6: 6.6 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 : 211: 51 25 13 80 79 137 111:
Old : 211: 51 25 13 80 79 137 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 28.4 41.6 41.1 30.8 28.4 40.9 41.1
Old : 31.0 28.4 41.6 41.1 30.8 28.4 40.9 41.1
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 with Delta-adjusted Options and Futures Combined, October 25, 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 : 139,527: 46,010 20,557 6,962 66,200 85,070 119,173 112,589: 20,354 26,938
Old : 139,527: 46,010 20,557 6,962 66,200 85,070 119,173 112,589: 20,354 26,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 6,646: 4,431 1,546 1,145 -1,406 2,659 4,170 5,350: 2,476 1,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 14.7 5.0 47.4 61.0 85.4 80.7: 14.6 19.3
Old : 100.0: 33.0 14.7 5.0 47.4 61.0 85.4 80.7: 14.6 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 : 78: 25 22 15 22 23 53 54:
Old : 78: 25 22 15 22 23 53 54:
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 : 38.9 41.6 60.6 54.5 38.7 40.5 60.4 53.2
Old : 38.9 41.6 60.6 54.5 38.7 40.5 60.4 53.2
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 25, 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 : 26,427: 4,144 7,106 12 15,367 7,594 19,523 14,712: 6,904 11,715
Old : 26,427: 4,144 7,106 12 15,367 7,594 19,523 14,712: 6,904 11,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 848: 643 856 1 702 220 1,346 1,077: -498 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 26.9 0.0 58.1 28.7 73.9 55.7: 26.1 44.3
Old : 100.0: 15.7 26.9 0.0 58.1 28.7 73.9 55.7: 26.1 44.3
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 : 44: 8 9 1 21 8 29 18:
Old : 44: 8 9 1 21 8 29 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 38.1 43.0 47.4 29.8 38.1 42.7 47.4
Old : 30.1 38.1 43.0 47.4 29.8 38.1 42.7 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 40,811: 6,081 6,745 1,599 25,035 13,651 32,715 21,995: 8,096 18,816
Old : 40,811: 6,081 6,745 1,599 25,035 13,651 32,715 21,995: 8,096 18,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 6,546: -689 3,618 44 6,843 -3,588 6,198 74: 348 6,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 16.5 3.9 61.3 33.4 80.2 53.9: 19.8 46.1
Old : 100.0: 14.9 16.5 3.9 61.3 33.4 80.2 53.9: 19.8 46.1
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 : 58: 9 9 3 23 21 34 31:
Old : 58: 9 9 3 23 21 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 21.8 45.7 33.3 29.8 21.8 43.5 31.4
Old : 30.7 21.8 45.7 33.3 29.8 21.8 43.5 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2011