BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 3,812: 151 431 31 3,091 2,877 3,273 3,339: 539 473
Old : 3,812: 151 431 31 3,091 2,877 3,273 3,339: 539 473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 213: 48 -5 -3 142 206 186 197: 27 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 11.3 0.8 81.1 75.5 85.9 87.6: 14.1 12.4
Old : 100.0: 4.0 11.3 0.8 81.1 75.5 85.9 87.6: 14.1 12.4
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 : 25: 3 3 2 14 13 18 17:
Old : 25: 3 3 2 14 13 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 51.7 75.7 69.0 49.1 49.1 66.0 63.6
Old : 54.0 51.7 75.7 69.0 49.1 49.1 66.0 63.6
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, November 1, 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 : 57,236: 7,674 3,097 12,587 31,414 29,572 51,674 45,255: 5,562 11,981
Old : 57,236: 7,674 3,097 12,587 31,414 29,572 51,674 45,255: 5,562 11,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 3,531: 1,133 312 457 1,263 1,673 2,852 2,441: 679 1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 5.4 22.0 54.9 51.7 90.3 79.1: 9.7 20.9
Old : 100.0: 13.4 5.4 22.0 54.9 51.7 90.3 79.1: 9.7 20.9
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 : 84: 21 13 22 38 38 69 63:
Old : 84: 21 13 22 38 38 69 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 26.9 56.0 42.8 40.4 26.0 49.4 37.0
Old : 41.3 26.9 56.0 42.8 40.4 26.0 49.4 37.0
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, November 1, 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 : 3,714: 610 8 211 2,667 2,747 3,488 2,966: 226 748
Old : 3,714: 610 8 211 2,667 2,747 3,488 2,966: 226 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 153: 5 -7 2 150 164 157 158: -4 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 0.2 5.7 71.8 74.0 93.9 79.9: 6.1 20.1
Old : 100.0: 16.4 0.2 5.7 71.8 74.0 93.9 79.9: 6.1 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 : 20: 3 1 2 6 12 10 14:
Old : 20: 3 1 2 6 12 10 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 45.4 87.9 66.5 62.2 45.4 80.9 64.6
Old : 65.7 45.4 87.9 66.5 62.2 45.4 80.9 64.6
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, November 1, 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 : 326,219: 92,484 15,341 92,283 106,576 169,365 291,343 276,989: 34,876 49,230
Old : 323,469: 92,317 15,767 91,079 105,982 167,882 289,378 274,728: 34,091 48,741
Other: 2,750: 843 249 529 593 1,483 1,966 2,261: 785 489
: : :
: : Changes in Commitments from: October 25, 2011 :
: -4,917: -4,053 -2,283 -332 864 450 -3,521 -2,165: -1,396 -2,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 4.7 28.3 32.7 51.9 89.3 84.9: 10.7 15.1
Old : 100.0: 28.5 4.9 28.2 32.8 51.9 89.5 84.9: 10.5 15.1
Other: 100.0: 30.6 9.1 19.2 21.6 53.9 71.5 82.2: 28.5 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 134 60 133 64 90 275 237:
Old : 323: 133 66 133 64 90 275 237:
Other: 48: 15 10 11 12 19 32 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 : 13.0 19.4 22.4 28.3 12.4 15.6 20.7 23.4
Old : 13.1 19.5 22.6 28.4 12.5 15.7 20.9 23.5
Other: 34.6 34.5 51.6 51.5 32.9 33.8 42.7 45.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 425,094: 122,727 30,475 122,226 153,461 206,948 398,414 359,649: 26,680 65,446
Old : 425,094: 122,727 30,475 122,226 153,461 206,948 398,414 359,649: 26,680 65,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -10,223: -16,320 -1,357 6,996 254 -12,905 -9,071 -7,267: -1,151 -2,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 7.2 28.8 36.1 48.7 93.7 84.6: 6.3 15.4
Old : 100.0: 28.9 7.2 28.8 36.1 48.7 93.7 84.6: 6.3 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 : 419: 136 83 137 100 172 305 336:
Old : 419: 136 83 137 100 172 305 336:
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 15.4 27.0 22.9 14.8 13.6 25.2 18.5
Old : 15.9 15.4 27.0 22.9 14.8 13.6 25.2 18.5
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,678: 4,043 4,734 838 3,010 2,050 7,890 7,622: 1,787 2,056
Old : 9,678: 4,043 4,734 838 3,010 2,050 7,890 7,622: 1,787 2,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -467: -203 -233 -180 -63 -58 -445 -471: -22 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 48.9 8.7 31.1 21.2 81.5 78.8: 18.5 21.2
Old : 100.0: 41.8 48.9 8.7 31.1 21.2 81.5 78.8: 18.5 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 : 86: 26 31 15 18 16 55 57:
Old : 86: 26 31 15 18 16 55 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 23.1 53.1 37.8 38.9 23.1 51.5 37.3
Old : 38.9 23.1 53.1 37.8 38.9 23.1 51.5 37.3
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, November 1, 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 : 36,326: 14,196 2,331 7,577 8,194 8,326 29,967 18,234: 6,359 18,093
Old : 36,326: 14,196 2,331 7,577 8,194 8,326 29,967 18,234: 6,359 18,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -4,779: -1,024 -196 -2,527 -475 -757 -4,026 -3,480: -753 -1,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 6.4 20.9 22.6 22.9 82.5 50.2: 17.5 49.8
Old : 100.0: 39.1 6.4 20.9 22.6 22.9 82.5 50.2: 17.5 49.8
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 : 154: 50 31 46 41 51 121 109:
Old : 154: 50 31 46 41 51 121 109:
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 : 16.1 9.8 26.7 15.2 16.0 6.2 24.9 10.2
Old : 16.1 9.8 26.7 15.2 16.0 6.2 24.9 10.2
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, November 1, 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 : 102,857: 11,265 0 3,929 86,651 98,634 101,845 102,563: 1,012 294
Old : 102,857: 11,265 0 3,929 86,651 98,634 101,845 102,563: 1,012 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 8,450: -2,736 -202 951 9,406 7,707 7,621 8,456: 829 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 0.0 3.8 84.2 95.9 99.0 99.7: 1.0 0.3
Old : 100.0: 11.0 0.0 3.8 84.2 95.9 99.0 99.7: 1.0 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: 4 0 1 16 16 20 17:
Old : 21: 4 0 1 16 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 67.9 84.5 85.4 54.2 54.7 63.3 62.1
Old : 68.8 67.9 84.5 85.4 54.2 54.7 63.3 62.1
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, November 1, 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 : 133,935: 27,303 39,528 6,643 69,379 64,581 103,324 110,751: 30,611 23,183
Old : 133,935: 27,303 39,528 6,643 69,379 64,581 103,324 110,751: 30,611 23,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 681: 1,852 -1,167 872 -4,096 5,575 -1,372 5,280: 2,053 -4,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 29.5 5.0 51.8 48.2 77.1 82.7: 22.9 17.3
Old : 100.0: 20.4 29.5 5.0 51.8 48.2 77.1 82.7: 22.9 17.3
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: 24 18 12 28 25 56 51:
Old : 78: 24 18 12 28 25 56 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 45.3 48.2 55.9 35.4 45.1 47.2 54.4
Old : 35.6 45.3 48.2 55.9 35.4 45.1 47.2 54.4
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, November 1, 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 : 29,839: 3,091 5,014 3,478 11,323 10,334 17,892 18,826: 11,947 11,013
Old : 29,839: 3,091 5,014 3,478 11,323 10,334 17,892 18,826: 11,947 11,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -4,275: -1,738 -1,153 -354 -2,341 1,117 -4,433 -389: 157 -3,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 16.8 11.7 37.9 34.6 60.0 63.1: 40.0 36.9
Old : 100.0: 10.4 16.8 11.7 37.9 34.6 60.0 63.1: 40.0 36.9
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 : 32: 5 10 7 13 14 22 27:
Old : 32: 5 10 7 13 14 22 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 : 31.4 24.6 44.0 36.1 30.3 22.7 40.3 31.3
Old : 31.4 24.6 44.0 36.1 30.3 22.7 40.3 31.3
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, November 1, 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 : 105,956: 10,195 36,783 7 92,742 64,064 102,944 100,854: 3,012 5,102
Old : 105,956: 10,195 36,783 7 92,742 64,064 102,944 100,854: 3,012 5,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 9,643: 35 -432 -138 9,228 10,749 9,125 10,179: 518 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 34.7 0.0 87.5 60.5 97.2 95.2: 2.8 4.8
Old : 100.0: 9.6 34.7 0.0 87.5 60.5 97.2 95.2: 2.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 14 28 1 20 23 34 52:
Old : 79: 14 28 1 20 23 34 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.2 43.5 89.9 62.7 82.2 43.5 89.5 62.7
Old : 82.2 43.5 89.9 62.7 82.2 43.5 89.5 62.7
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, November 1, 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 : 177,969: 24,326 70,889 4,543 130,973 77,344 159,843 152,777: 18,126 25,192
Old : 177,969: 24,326 70,889 4,543 130,973 77,344 159,843 152,777: 18,126 25,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -1,527: 5,326 1,778 1,078 -8,894 -2,842 -2,489 14: 962 -1,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 39.8 2.6 73.6 43.5 89.8 85.8: 10.2 14.2
Old : 100.0: 13.7 39.8 2.6 73.6 43.5 89.8 85.8: 10.2 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 22 29 12 31 25 59 60:
Old : 90: 22 29 12 31 25 59 60:
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 : 34.5 49.9 55.7 61.7 34.5 48.4 55.5 60.2
Old : 34.5 49.9 55.7 61.7 34.5 48.4 55.5 60.2
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, November 1, 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 : 155,283: 43,506 19,063 8,358 77,266 99,530 129,130 126,950: 26,153 28,332
Old : 155,283: 43,506 19,063 8,358 77,266 99,530 129,130 126,950: 26,153 28,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -24,063: -32,046 -2,265 1,635 14,994 -19,723 -15,416 -20,352: -8,646 -3,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 12.3 5.4 49.8 64.1 83.2 81.8: 16.8 18.2
Old : 100.0: 28.0 12.3 5.4 49.8 64.1 83.2 81.8: 16.8 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 26 34 24 31 22 72 65:
Old : 97: 26 34 24 31 22 72 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 : 41.1 51.8 51.3 58.4 41.1 51.0 50.4 56.4
Old : 41.1 51.8 51.3 58.4 41.1 51.0 50.4 56.4
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, November 1, 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 : 289,306: 26,230 80,760 43,276 179,692 101,595 249,198 225,631: 40,108 63,675
Old : 289,306: 26,230 80,760 43,276 179,692 101,595 249,198 225,631: 40,108 63,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 5,993: 4,404 -12,353 10,375 -12,065 13,366 2,714 11,388: 3,279 -5,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 27.9 15.0 62.1 35.1 86.1 78.0: 13.9 22.0
Old : 100.0: 9.1 27.9 15.0 62.1 35.1 86.1 78.0: 13.9 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 : 206: 38 87 59 56 55 128 167:
Old : 206: 38 87 59 56 55 128 167:
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 : 31.5 18.0 41.8 27.3 29.0 17.1 37.8 24.7
Old : 31.5 18.0 41.8 27.3 29.0 17.1 37.8 24.7
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, November 1, 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 : 24,021: 13,394 2,739 0 8,317 19,682 21,711 22,421: 2,310 1,600
Old : 24,021: 13,394 2,739 0 8,317 19,682 21,711 22,421: 2,310 1,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -654: 96 -1,340 0 -1,126 482 -1,030 -858: 376 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 11.4 0.0 34.6 81.9 90.4 93.3: 9.6 6.7
Old : 100.0: 55.8 11.4 0.0 34.6 81.9 90.4 93.3: 9.6 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 : 37: 10 12 0 7 10 17 22:
Old : 37: 10 12 0 7 10 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 : 66.3 65.1 81.5 79.6 66.3 64.8 81.5 79.3
Old : 66.3 65.1 81.5 79.6 66.3 64.8 81.5 79.3
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, November 1, 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 :14,850,260: 541,634 1,001,995 6,045,992 7,473,253 6,820,347 14,060,880 13,868,334: 789,381 981,926
Old :14,850,260: 541,634 1,001,995 6,045,992 7,473,253 6,820,347 14,060,880 13,868,334: 789,381 981,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 656,577: 153,524 7,094 397,676 103,860 294,914 655,060 699,684: 1,517 -43,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 6.7 40.7 50.3 45.9 94.7 93.4: 5.3 6.6
Old : 100.0: 3.6 6.7 40.7 50.3 45.9 94.7 93.4: 5.3 6.6
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 : 282: 46 64 104 150 154 261 270:
Old : 282: 46 64 104 150 154 261 270:
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 : 30.8 20.6 41.5 34.5 19.2 10.1 22.0 13.7
Old : 30.8 20.6 41.5 34.5 19.2 10.1 22.0 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, November 1, 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 : 1,032,206: 58,471 111,857 84,383 761,640 712,784 904,494 909,024: 127,712 123,182
Old : 1,032,206: 58,471 111,857 84,383 761,640 712,784 904,494 909,024: 127,712 123,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -15,087: 3,768 -5,739 -1,634 -243 16,659 1,891 9,286: -16,978 -24,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 10.8 8.2 73.8 69.1 87.6 88.1: 12.4 11.9
Old : 100.0: 5.7 10.8 8.2 73.8 69.1 87.6 88.1: 12.4 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 603: 99 139 108 254 266 410 457:
Old : 603: 99 139 108 254 266 410 457:
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 : 14.7 9.3 22.7 16.7 11.7 8.2 18.8 12.4
Old : 14.7 9.3 22.7 16.7 11.7 8.2 18.8 12.4
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, November 1, 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 : 394,300: 25,466 21,039 37,858 257,016 275,501 320,339 334,397: 73,961 59,903
Old : 394,300: 25,466 21,039 37,858 257,016 275,501 320,339 334,397: 73,961 59,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 7,050: -7,410 1,421 1,817 10,675 27,304 5,081 30,541: 1,969 -23,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 5.3 9.6 65.2 69.9 81.2 84.8: 18.8 15.2
Old : 100.0: 6.5 5.3 9.6 65.2 69.9 81.2 84.8: 18.8 15.2
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 : 147: 28 21 38 80 71 124 114:
Old : 147: 28 21 38 80 71 124 114:
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 : 18.5 18.4 27.1 27.6 17.3 17.1 24.6 24.0
Old : 18.5 18.4 27.1 27.6 17.3 17.1 24.6 24.0
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, November 1, 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 : 3,189,530: 245,492 534,558 152,160 2,523,121 2,186,416 2,920,773 2,873,134: 268,757 316,396
Old : 3,189,530: 245,492 534,558 152,160 2,523,121 2,186,416 2,920,773 2,873,134: 268,757 316,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -110,684: 9,510 -82,182 29,130 -54,586 -53,223 -15,947 -106,276: -94,737 -4,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 16.8 4.8 79.1 68.5 91.6 90.1: 8.4 9.9
Old : 100.0: 7.7 16.8 4.8 79.1 68.5 91.6 90.1: 8.4 9.9
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 : 556: 86 131 90 226 244 362 415:
Old : 556: 86 131 90 226 244 362 415:
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 : 19.5 10.5 28.9 17.5 16.2 9.4 24.9 15.2
Old : 19.5 10.5 28.9 17.5 16.2 9.4 24.9 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, November 1, 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 : 111,426: 9,393 5,473 70 93,366 101,575 102,829 107,118: 8,597 4,308
Old : 111,426: 9,393 5,473 70 93,366 101,575 102,829 107,118: 8,597 4,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 2,557: 1,478 -454 11 985 4,167 2,474 3,724: 83 -1,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 4.9 0.1 83.8 91.2 92.3 96.1: 7.7 3.9
Old : 100.0: 8.4 4.9 0.1 83.8 91.2 92.3 96.1: 7.7 3.9
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 : 91: 10 7 1 52 35 62 43:
Old : 91: 10 7 1 52 35 62 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 40.2 51.5 62.0 30.8 38.3 46.1 57.2
Old : 31.7 40.2 51.5 62.0 30.8 38.3 46.1 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 99,470: 16,435 3,551 2,299 63,281 79,596 82,015 85,447: 17,455 14,023
Old : 99,470: 16,435 3,551 2,299 63,281 79,596 82,015 85,447: 17,455 14,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 8,112: -170 -1,068 261 4,661 6,465 4,752 5,657: 3,361 2,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 3.6 2.3 63.6 80.0 82.5 85.9: 17.5 14.1
Old : 100.0: 16.5 3.6 2.3 63.6 80.0 82.5 85.9: 17.5 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 : 214: 56 23 15 83 83 146 114:
Old : 214: 56 23 15 83 83 146 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 26.7 36.6 43.7 23.9 24.5 30.7 38.6
Old : 28.4 26.7 36.6 43.7 23.9 24.5 30.7 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 30,422: 2,331 292 0 15,844 28,791 18,175 29,083: 12,247 1,339
Old : 30,422: 2,331 292 0 15,844 28,791 18,175 29,083: 12,247 1,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 7,384: 246 0 0 4,472 7,099 4,718 7,099: 2,666 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.0 0.0 52.1 94.6 59.7 95.6: 40.3 4.4
Old : 100.0: 7.7 1.0 0.0 52.1 94.6 59.7 95.6: 40.3 4.4
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 : 24: 2 1 0 9 13 11 14:
Old : 24: 2 1 0 9 13 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 62.8 54.5 88.0 40.0 62.8 54.5 88.0
Old : 40.0 62.8 54.5 88.0 40.0 62.8 54.5 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 345,238: 79,103 24,882 2,910 237,185 254,025 319,198 281,818: 26,040 63,420
Old : 345,238: 79,103 24,882 2,910 237,185 254,025 319,198 281,818: 26,040 63,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 3,640: -851 -4,112 74 946 -3,171 168 -7,208: 3,471 10,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 7.2 0.8 68.7 73.6 92.5 81.6: 7.5 18.4
Old : 100.0: 22.9 7.2 0.8 68.7 73.6 92.5 81.6: 7.5 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 55 23 14 81 79 142 110:
Old : 212: 55 23 14 81 79 142 110:
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 : 31.2 26.4 40.8 38.5 30.6 26.3 40.3 38.3
Old : 31.2 26.4 40.8 38.5 30.6 26.3 40.3 38.3
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, November 1, 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 : 159,897: 58,348 34,250 9,471 69,449 93,527 137,268 137,248: 22,629 22,649
Old : 159,897: 58,348 34,250 9,471 69,449 93,527 137,268 137,248: 22,629 22,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 20,370: 12,338 13,693 2,508 3,249 8,457 18,095 24,658: 2,274 -4,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 21.4 5.9 43.4 58.5 85.8 85.8: 14.2 14.2
Old : 100.0: 36.5 21.4 5.9 43.4 58.5 85.8 85.8: 14.2 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 30 23 15 22 23 56 57:
Old : 84: 30 23 15 22 23 56 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 39.3 57.6 55.6 39.4 38.6 57.4 53.7
Old : 39.4 39.3 57.6 55.6 39.4 38.6 57.4 53.7
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, November 1, 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 : 28,806: 2,688 9,012 0 19,625 7,278 22,313 16,290: 6,493 12,516
Old : 28,806: 2,688 9,012 0 19,625 7,278 22,313 16,290: 6,493 12,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 2,379: -1,456 1,906 -12 4,258 -316 2,790 1,578: -411 801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 31.3 0.0 68.1 25.3 77.5 56.6: 22.5 43.4
Old : 100.0: 9.3 31.3 0.0 68.1 25.3 77.5 56.6: 22.5 43.4
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 : 46: 7 10 0 23 8 30 18:
Old : 46: 7 10 0 23 8 30 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 : 31.6 36.2 48.2 47.3 31.4 36.2 47.9 47.3
Old : 31.6 36.2 48.2 47.3 31.4 36.2 47.9 47.3
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, November 1, 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 : 47,083: 8,585 4,722 2,422 28,704 13,917 39,711 21,061: 7,372 26,022
Old : 47,083: 8,585 4,722 2,422 28,704 13,917 39,711 21,061: 7,372 26,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 6,272: 2,504 -2,023 823 3,669 266 6,996 -934: -724 7,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 10.0 5.1 61.0 29.6 84.3 44.7: 15.7 55.3
Old : 100.0: 18.2 10.0 5.1 61.0 29.6 84.3 44.7: 15.7 55.3
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 : 61: 11 6 3 29 20 42 27:
Old : 61: 11 6 3 29 20 42 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 : 25.4 17.5 39.3 27.6 24.7 17.5 37.6 25.2
Old : 25.4 17.5 39.3 27.6 24.7 17.5 37.6 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2011