BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 3,344: 140 192 3 2,556 2,452 2,699 2,647: 645 698
Old : 3,344: 140 192 3 2,556 2,452 2,699 2,647: 645 698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 191: 29 1 2 -34 162 -3 165: 193 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.7 0.1 76.4 73.3 80.7 79.1: 19.3 20.9
Old : 100.0: 4.2 5.7 0.1 76.4 73.3 80.7 79.1: 19.3 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 : 22: 2 1 1 14 12 17 13:
Old : 22: 2 1 1 14 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 52.0 69.8 68.7 47.3 49.7 61.0 61.3
Old : 53.0 52.0 69.8 68.7 47.3 49.7 61.0 61.3
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 15, 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 : 57,283: 8,321 2,828 13,830 28,596 27,823 50,747 44,482: 6,537 12,802
Old : 57,283: 8,321 2,828 13,830 28,596 27,823 50,747 44,482: 6,537 12,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 4,645: 1,084 42 919 1,136 1,772 3,139 2,733: 1,506 1,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 4.9 24.1 49.9 48.6 88.6 77.7: 11.4 22.3
Old : 100.0: 14.5 4.9 24.1 49.9 48.6 88.6 77.7: 11.4 22.3
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 : 81: 24 10 22 35 35 67 59:
Old : 81: 24 10 22 35 35 67 59:
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 25.3 53.6 40.1 37.2 24.8 45.8 35.1
Old : 38.6 25.3 53.6 40.1 37.2 24.8 45.8 35.1
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 15, 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 : 299,672: 79,551 19,694 77,731 112,288 157,824 269,571 255,249: 30,102 44,423
Old : 296,810: 79,282 20,067 76,696 111,651 156,290 267,628 253,053: 29,181 43,757
Other: 2,863: 764 121 541 638 1,534 1,942 2,196: 920 667
: : :
: : Changes in Commitments from: November 8, 2011 :
: -3,458: -3,994 5,110 -4,806 5,358 -2,883 -3,443 -2,579: -16 -879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 6.6 25.9 37.5 52.7 90.0 85.2: 10.0 14.8
Old : 100.0: 26.7 6.8 25.8 37.6 52.7 90.2 85.3: 9.8 14.7
Other: 100.0: 26.7 4.2 18.9 22.3 53.6 67.9 76.7: 32.1 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 118 58 119 62 89 247 224:
Old : 297: 119 61 119 62 89 247 224:
Other: 44: 15 5 10 12 20 29 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 20.5 24.7 29.4 13.6 16.1 23.4 23.8
Old : 14.2 20.6 25.0 29.6 13.7 16.2 23.7 24.0
Other: 33.5 34.9 49.9 51.0 31.7 34.1 40.6 44.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 429,323: 125,966 29,494 121,925 149,880 209,053 397,771 360,472: 31,552 68,851
Old : 429,323: 125,966 29,494 121,925 149,880 209,053 397,771 360,472: 31,552 68,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 6,123: -2,529 3,088 2,311 2,325 283 2,108 5,683: 4,016 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 6.9 28.4 34.9 48.7 92.7 84.0: 7.3 16.0
Old : 100.0: 29.3 6.9 28.4 34.9 48.7 92.7 84.0: 7.3 16.0
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 : 425: 147 80 141 107 176 324 337:
Old : 425: 147 80 141 107 176 324 337:
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 : 15.3 15.5 25.4 23.0 14.8 13.4 24.5 18.2
Old : 15.3 15.5 25.4 23.0 14.8 13.4 24.5 18.2
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 15, 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 : 9,517: 4,063 4,944 916 2,959 1,721 7,939 7,581: 1,578 1,936
Old : 9,517: 4,063 4,944 916 2,959 1,721 7,939 7,581: 1,578 1,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -167: 86 315 40 3 -366 129 -11: -297 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 51.9 9.6 31.1 18.1 83.4 79.7: 16.6 20.3
Old : 100.0: 42.7 51.9 9.6 31.1 18.1 83.4 79.7: 16.6 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 : 86: 27 30 16 18 16 54 58:
Old : 86: 27 30 16 18 16 54 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 24.7 54.7 40.3 39.3 24.7 52.1 39.1
Old : 39.3 24.7 54.7 40.3 39.3 24.7 52.1 39.1
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 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 38,588: 14,588 2,521 8,835 8,251 8,620 31,674 19,976: 6,915 18,612
Old : 38,588: 14,588 2,521 8,835 8,251 8,620 31,674 19,976: 6,915 18,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 852: 599 46 756 -706 -378 649 425: 203 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 6.5 22.9 21.4 22.3 82.1 51.8: 17.9 48.2
Old : 100.0: 37.8 6.5 22.9 21.4 22.3 82.1 51.8: 17.9 48.2
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 : 170: 61 32 53 45 54 136 119:
Old : 170: 61 32 53 45 54 136 119:
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 : 14.1 9.3 24.6 15.6 13.9 5.6 21.6 9.3
Old : 14.1 9.3 24.6 15.6 13.9 5.6 21.6 9.3
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 15, 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 : 102,813: 9,335 127 3,929 89,174 98,322 102,438 102,378: 375 435
Old : 102,813: 9,335 127 3,929 89,174 98,322 102,438 102,378: 375 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 67: -1,971 0 0 2,077 6 106 6: -39 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.1 3.8 86.7 95.6 99.6 99.6: 0.4 0.4
Old : 100.0: 9.1 0.1 3.8 86.7 95.6 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 1 1 15 16 19 18:
Old : 22: 4 1 1 15 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 : 67.9 67.7 84.5 86.1 52.8 53.6 60.7 61.0
Old : 67.9 67.7 84.5 86.1 52.8 53.6 60.7 61.0
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 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 134,482: 28,696 44,639 4,575 69,745 62,834 103,015 112,047: 31,467 22,435
Old : 134,482: 28,696 44,639 4,575 69,745 62,834 103,015 112,047: 31,467 22,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 2,706: 751 2,674 -1 2,017 -234 2,766 2,439: -60 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 33.2 3.4 51.9 46.7 76.6 83.3: 23.4 16.7
Old : 100.0: 21.3 33.2 3.4 51.9 46.7 76.6 83.3: 23.4 16.7
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 : 75: 21 18 12 25 27 52 51:
Old : 75: 21 18 12 25 27 52 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 : 37.5 50.1 50.7 59.7 37.3 50.0 50.2 58.0
Old : 37.5 50.1 50.7 59.7 37.3 50.0 50.2 58.0
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 15, 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 : 36,641: 5,235 6,703 3,628 17,642 11,699 26,506 22,030: 10,135 14,610
Old : 36,641: 5,235 6,703 3,628 17,642 11,699 26,506 22,030: 10,135 14,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 5,625: -1,519 2,175 440 7,017 -86 5,938 2,529: -314 3,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 18.3 9.9 48.1 31.9 72.3 60.1: 27.7 39.9
Old : 100.0: 14.3 18.3 9.9 48.1 31.9 72.3 60.1: 27.7 39.9
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 : 35: 9 9 7 12 14 24 27:
Old : 35: 9 9 7 12 14 24 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 : 38.8 25.6 53.6 34.4 37.3 25.2 50.0 31.7
Old : 38.8 25.6 53.6 34.4 37.3 25.2 50.0 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 105,696: 17,858 32,879 733 84,032 67,365 102,623 100,977: 3,073 4,719
Old : 105,696: 17,858 32,879 733 84,032 67,365 102,623 100,977: 3,073 4,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 7,356: 4,771 1,725 270 634 4,033 5,675 6,028: 1,681 1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 31.1 0.7 79.5 63.7 97.1 95.5: 2.9 4.5
Old : 100.0: 16.9 31.1 0.7 79.5 63.7 97.1 95.5: 2.9 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 18 23 3 22 24 41 50:
Old : 81: 18 23 3 22 24 41 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 52.4 85.2 68.8 73.3 52.4 85.1 68.8
Old : 73.4 52.4 85.2 68.8 73.3 52.4 85.1 68.8
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 15, 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 : 156,988: 23,588 55,436 3,212 114,200 73,043 141,001 131,691: 15,987 25,297
Old : 156,988: 23,588 55,436 3,212 114,200 73,043 141,001 131,691: 15,987 25,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 2,809: 803 4,357 385 5,359 -1,882 6,547 2,860: -3,737 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 35.3 2.0 72.7 46.5 89.8 83.9: 10.2 16.1
Old : 100.0: 15.0 35.3 2.0 72.7 46.5 89.8 83.9: 10.2 16.1
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 : 91: 24 27 11 32 26 61 59:
Old : 91: 24 27 11 32 26 61 59:
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 : 40.6 48.1 58.6 58.7 40.3 47.0 57.7 57.2
Old : 40.6 48.1 58.6 58.7 40.3 47.0 57.7 57.2
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 15, 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 : 153,994: 48,711 16,383 5,192 76,827 103,951 130,729 125,526: 23,265 28,468
Old : 153,994: 48,711 16,383 5,192 76,827 103,951 130,729 125,526: 23,265 28,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 3,186: 5,404 -506 -304 250 5,037 5,350 4,227: -2,163 -1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 10.6 3.4 49.9 67.5 84.9 81.5: 15.1 18.5
Old : 100.0: 31.6 10.6 3.4 49.9 67.5 84.9 81.5: 15.1 18.5
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 : 92: 26 31 20 25 23 61 64:
Old : 92: 26 31 20 25 23 61 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 : 45.5 55.0 57.3 61.4 45.5 54.4 56.8 59.9
Old : 45.5 55.0 57.3 61.4 45.5 54.4 56.8 59.9
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 15, 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 : 291,503: 24,011 94,582 33,888 195,808 90,432 253,707 218,902: 37,796 72,601
Old : 291,503: 24,011 94,582 33,888 195,808 90,432 253,707 218,902: 37,796 72,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 21,296: -3,167 19,153 4,051 20,550 -7,713 21,433 15,491: -138 5,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 32.4 11.6 67.2 31.0 87.0 75.1: 13.0 24.9
Old : 100.0: 8.2 32.4 11.6 67.2 31.0 87.0 75.1: 13.0 24.9
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 : 191: 37 73 42 58 54 117 147:
Old : 191: 37 73 42 58 54 117 147:
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 : 36.9 21.2 46.6 30.1 34.4 21.2 43.0 27.9
Old : 36.9 21.2 46.6 30.1 34.4 21.2 43.0 27.9
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, November 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 25,966: 14,255 3,641 0 9,807 20,317 24,062 23,958: 1,904 2,008
Old : 25,966: 14,255 3,641 0 9,807 20,317 24,062 23,958: 1,904 2,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,216: -330 606 -5 1,696 -62 1,361 539: -145 677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 14.0 0.0 37.8 78.2 92.7 92.3: 7.3 7.7
Old : 100.0: 54.9 14.0 0.0 37.8 78.2 92.7 92.3: 7.3 7.7
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: 8 13 0 6 10 14 23:
Old : 35: 8 13 0 6 10 14 23:
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 : 75.5 58.8 88.2 74.0 75.5 58.8 88.2 73.9
Old : 75.5 58.8 88.2 74.0 75.5 58.8 88.2 73.9
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 15, 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 :14,614,908: 328,169 953,127 5,815,685 7,635,169 6,696,472 13,779,024 13,465,284: 835,884 1,149,624
Old :14,614,908: 328,169 953,127 5,815,685 7,635,169 6,696,472 13,779,024 13,465,284: 835,884 1,149,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -380,437: -241,015 -18,301 -362,928 246,918 -103,978 -357,026 -485,208: -23,411 104,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 6.5 39.8 52.2 45.8 94.3 92.1: 5.7 7.9
Old : 100.0: 2.2 6.5 39.8 52.2 45.8 94.3 92.1: 5.7 7.9
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 : 285: 48 66 105 154 156 261 277:
Old : 285: 48 66 105 154 156 261 277:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 19.9 40.0 32.9 19.0 10.4 22.3 13.7
Old : 29.4 19.9 40.0 32.9 19.0 10.4 22.3 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 15, 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 : 1,065,240: 62,662 108,231 87,497 779,438 740,816 929,597 936,544: 135,643 128,696
Old : 1,065,240: 62,662 108,231 87,497 779,438 740,816 929,597 936,544: 135,643 128,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 19,134: 6,491 -2,387 562 3,930 18,799 10,983 16,974: 8,151 2,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 10.2 8.2 73.2 69.5 87.3 87.9: 12.7 12.1
Old : 100.0: 5.9 10.2 8.2 73.2 69.5 87.3 87.9: 12.7 12.1
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 : 614: 100 146 112 261 266 428 457:
Old : 614: 100 146 112 261 266 428 457:
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 : 14.2 9.3 22.0 16.9 11.2 7.2 17.9 11.7
Old : 14.2 9.3 22.0 16.9 11.2 7.2 17.9 11.7
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 15, 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 : 398,909: 30,811 19,070 33,912 259,364 274,147 324,087 327,129: 74,822 71,780
Old : 398,909: 30,811 19,070 33,912 259,364 274,147 324,087 327,129: 74,822 71,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 2,958: 1,496 1,874 -890 -1,348 -3,550 -742 -2,566: 3,700 5,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 4.8 8.5 65.0 68.7 81.2 82.0: 18.8 18.0
Old : 100.0: 7.7 4.8 8.5 65.0 68.7 81.2 82.0: 18.8 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 23 28 40 81 69 125 116:
Old : 149: 23 28 40 81 69 125 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 17.6 28.8 27.4 17.9 16.0 26.4 23.3
Old : 18.9 17.6 28.8 27.4 17.9 16.0 26.4 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, November 15, 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 : 3,331,654: 267,117 553,665 160,066 2,600,366 2,333,342 3,027,550 3,047,073: 304,104 284,581
Old : 3,331,654: 267,117 553,665 160,066 2,600,366 2,333,342 3,027,550 3,047,073: 304,104 284,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 80,879: 31,530 -14,747 705 26,393 111,747 58,628 97,704: 22,252 -16,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 16.6 4.8 78.1 70.0 90.9 91.5: 9.1 8.5
Old : 100.0: 8.0 16.6 4.8 78.1 70.0 90.9 91.5: 9.1 8.5
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 : 568: 87 137 94 232 248 380 418:
Old : 568: 87 137 94 232 248 380 418:
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 : 19.2 10.6 28.1 18.2 15.9 10.0 24.2 16.5
Old : 19.2 10.6 28.1 18.2 15.9 10.0 24.2 16.5
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 15, 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 : 111,149: 8,266 5,241 4 91,449 101,273 99,719 106,518: 11,430 4,631
Old : 111,149: 8,266 5,241 4 91,449 101,273 99,719 106,518: 11,430 4,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 3,186: 484 -222 -209 159 3,579 434 3,148: 2,753 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.7 0.0 82.3 91.1 89.7 95.8: 10.3 4.2
Old : 100.0: 7.4 4.7 0.0 82.3 91.1 89.7 95.8: 10.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 8 6 1 52 36 60 43:
Old : 89: 8 6 1 52 36 60 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 : 34.4 39.4 50.2 60.6 32.8 38.8 47.3 56.6
Old : 34.4 39.4 50.2 60.6 32.8 38.8 47.3 56.6
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 15, 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 : 103,133: 14,943 3,379 3,248 65,271 81,069 83,462 87,696: 19,672 15,438
Old : 103,133: 14,943 3,379 3,248 65,271 81,069 83,462 87,696: 19,672 15,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,434: -86 -484 320 1,578 2,442 1,812 2,278: -378 -844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 3.3 3.1 63.3 78.6 80.9 85.0: 19.1 15.0
Old : 100.0: 14.5 3.3 3.1 63.3 78.6 80.9 85.0: 19.1 15.0
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 : 218: 55 22 14 86 88 145 120:
Old : 218: 55 22 14 86 88 145 120:
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 : 25.6 27.9 35.0 44.3 20.5 25.1 27.9 38.2
Old : 25.6 27.9 35.0 44.3 20.5 25.1 27.9 38.2
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 15, 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 : 32,678: 2,454 538 50 16,127 30,598 18,631 31,186: 14,047 1,492
Old : 32,678: 2,454 538 50 16,127 30,598 18,631 31,186: 14,047 1,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,360: 0 246 0 1,752 1,082 1,752 1,328: -392 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.6 0.2 49.4 93.6 57.0 95.4: 43.0 4.6
Old : 100.0: 7.5 1.6 0.2 49.4 93.6 57.0 95.4: 43.0 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 : 25: 1 1 1 10 14 12 15:
Old : 25: 1 1 1 10 14 12 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 : 42.6 60.8 53.8 85.2 42.6 60.8 53.7 85.2
Old : 42.6 60.8 53.8 85.2 42.6 60.8 53.7 85.2
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 15, 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 : 352,278: 74,713 26,474 3,720 245,720 252,355 324,154 282,549: 28,125 69,730
Old : 352,278: 74,713 26,474 3,720 245,720 252,355 324,154 282,549: 28,125 69,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 369: -279 -3,498 1,449 -871 6,800 298 4,751: 71 -4,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 7.5 1.1 69.8 71.6 92.0 80.2: 8.0 19.8
Old : 100.0: 21.2 7.5 1.1 69.8 71.6 92.0 80.2: 8.0 19.8
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 : 217: 55 22 13 82 83 140 115:
Old : 217: 55 22 13 82 83 140 115:
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 27.2 38.2 39.4 26.4 27.1 37.2 39.2
Old : 27.2 27.2 38.2 39.4 26.4 27.1 37.2 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 145,755: 57,141 32,062 4,054 61,604 89,469 122,799 125,584: 22,956 20,170
Old : 145,755: 57,141 32,062 4,054 61,604 89,469 122,799 125,584: 22,956 20,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -9,954: -7,171 -4,299 424 1,856 -1,946 -4,892 -5,821: -5,062 -4,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 22.0 2.8 42.3 61.4 84.3 86.2: 15.7 13.8
Old : 100.0: 39.2 22.0 2.8 42.3 61.4 84.3 86.2: 15.7 13.8
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 : 78: 27 19 12 23 23 55 49:
Old : 78: 27 19 12 23 23 55 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 47.0 61.8 62.8 42.6 45.7 61.6 61.3
Old : 42.6 47.0 61.8 62.8 42.6 45.7 61.6 61.3
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 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 30,041: 4,108 9,250 67 19,559 7,538 23,734 16,855: 6,307 13,186
Old : 30,041: 4,108 9,250 67 19,559 7,538 23,734 16,855: 6,307 13,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,038: 927 325 48 437 40 1,412 413: -374 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 30.8 0.2 65.1 25.1 79.0 56.1: 21.0 43.9
Old : 100.0: 13.7 30.8 0.2 65.1 25.1 79.0 56.1: 21.0 43.9
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 : 50: 10 10 2 23 9 34 20:
Old : 50: 10 10 2 23 9 34 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 35.3 46.0 47.2 28.6 35.3 45.6 47.2
Old : 28.8 35.3 46.0 47.2 28.6 35.3 45.6 47.2
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 15, 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 : 47,399: 7,595 6,348 2,284 31,209 14,648 41,088 23,280: 6,311 24,119
Old : 47,399: 7,595 6,348 2,284 31,209 14,648 41,088 23,280: 6,311 24,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -907: -116 -92 368 -1,297 2,876 -1,045 3,152: 138 -4,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.4 4.8 65.8 30.9 86.7 49.1: 13.3 50.9
Old : 100.0: 16.0 13.4 4.8 65.8 30.9 86.7 49.1: 13.3 50.9
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 : 66: 10 6 3 33 22 44 30:
Old : 66: 10 6 3 33 22 44 30:
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 : 28.2 19.3 41.8 30.8 27.2 19.3 40.5 26.1
Old : 28.2 19.3 41.8 30.8 27.2 19.3 40.5 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2011