BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 3,613: 158 201 9 2,733 2,652 2,900 2,862: 714 751
Old : 3,613: 158 201 9 2,733 2,652 2,900 2,862: 714 751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 269: 18 9 6 177 200 201 215: 68 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 5.6 0.2 75.6 73.4 80.2 79.2: 19.8 20.8
Old : 100.0: 4.4 5.6 0.2 75.6 73.4 80.2 79.2: 19.8 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 2 14 13 18 15:
Old : 24: 3 1 2 14 13 18 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 : 53.8 53.7 69.6 67.7 49.3 52.0 61.9 62.5
Old : 53.8 53.7 69.6 67.7 49.3 52.0 61.9 62.5
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 22, 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 : 58,583: 9,384 3,174 13,766 29,402 28,534 52,552 45,474: 6,030 13,108
Old : 58,583: 9,384 3,174 13,766 29,402 28,534 52,552 45,474: 6,030 13,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 1,300: 1,063 346 -64 807 711 1,806 993: -506 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 5.4 23.5 50.2 48.7 89.7 77.6: 10.3 22.4
Old : 100.0: 16.0 5.4 23.5 50.2 48.7 89.7 77.6: 10.3 22.4
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 : 85: 25 11 22 36 36 69 61:
Old : 85: 25 11 22 36 36 69 61:
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 : 37.7 25.4 52.6 40.2 36.4 24.7 45.2 35.1
Old : 37.7 25.4 52.6 40.2 36.4 24.7 45.2 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 22, 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 : 304,995: 79,588 17,214 80,717 112,976 157,903 273,281 255,833: 31,714 49,161
Old : 301,025: 79,195 17,920 79,220 112,168 155,691 270,583 252,832: 30,442 48,194
Other: 3,969: 1,190 91 699 808 2,212 2,698 3,002: 1,272 968
: : :
: : Changes in Commitments from: November 15, 2011 :
: 5,322: 37 -2,480 2,986 687 79 3,710 584: 1,612 4,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 5.6 26.5 37.0 51.8 89.6 83.9: 10.4 16.1
Old : 100.0: 26.3 6.0 26.3 37.3 51.7 89.9 84.0: 10.1 16.0
Other: 100.0: 30.0 2.3 17.6 20.4 55.7 68.0 75.6: 32.0 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 119 62 117 64 86 249 221:
Old : 298: 119 66 117 64 86 249 221:
Other: 47: 15 5 11 13 21 32 34:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 20.0 25.3 28.6 14.2 16.0 23.9 23.6
Old : 14.8 20.1 25.6 28.8 14.4 16.1 24.2 23.7
Other: 30.1 37.1 45.1 50.1 26.6 35.3 38.4 43.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 420,625: 115,512 28,722 120,657 152,766 202,724 388,935 352,103: 31,690 68,522
Old : 420,625: 115,512 28,722 120,657 152,766 202,724 388,935 352,103: 31,690 68,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -8,698: -10,454 -771 -1,268 2,886 -6,329 -8,836 -8,368: 138 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 6.8 28.7 36.3 48.2 92.5 83.7: 7.5 16.3
Old : 100.0: 27.5 6.8 28.7 36.3 48.2 92.5 83.7: 7.5 16.3
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 : 412: 143 68 139 111 176 315 334:
Old : 412: 143 68 139 111 176 315 334:
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 : 15.5 15.5 26.0 23.1 15.1 13.0 25.1 17.9
Old : 15.5 15.5 26.0 23.1 15.1 13.0 25.1 17.9
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 22, 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 : 9,716: 3,725 4,288 1,463 2,896 2,302 8,084 8,053: 1,633 1,664
Old : 9,716: 3,725 4,288 1,463 2,896 2,302 8,084 8,053: 1,633 1,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 200: -338 -656 547 -63 581 145 471: 55 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 44.1 15.1 29.8 23.7 83.2 82.9: 16.8 17.1
Old : 100.0: 38.3 44.1 15.1 29.8 23.7 83.2 82.9: 16.8 17.1
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 : 87: 21 34 16 20 22 55 63:
Old : 87: 21 34 16 20 22 55 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 : 38.5 23.6 53.6 38.8 38.5 23.2 51.2 36.7
Old : 38.5 23.6 53.6 38.8 38.5 23.2 51.2 36.7
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 22, 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 : 36,227: 14,176 2,490 8,325 7,316 7,518 29,817 18,334: 6,410 17,894
Old : 36,227: 14,176 2,490 8,325 7,316 7,518 29,817 18,334: 6,410 17,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -2,361: -412 -31 -510 -936 -1,102 -1,857 -1,642: -504 -719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 6.9 23.0 20.2 20.8 82.3 50.6: 17.7 49.4
Old : 100.0: 39.1 6.9 23.0 20.2 20.8 82.3 50.6: 17.7 49.4
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 : 158: 58 28 42 40 52 122 106:
Old : 158: 58 28 42 40 52 122 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 9.2 25.1 15.0 14.5 5.9 22.4 9.8
Old : 14.5 9.2 25.1 15.0 14.5 5.9 22.4 9.8
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 22, 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 : 111,591: 9,335 127 3,929 97,782 106,900 111,046 110,956: 545 635
Old : 111,591: 9,335 127 3,929 97,782 106,900 111,046 110,956: 545 635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 8,779: 0 0 0 8,609 8,579 8,609 8,579: 170 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.1 3.5 87.6 95.8 99.5 99.4: 0.5 0.6
Old : 100.0: 8.4 0.1 3.5 87.6 95.8 99.5 99.4: 0.5 0.6
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 : 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 : 70.7 70.3 86.1 87.1 56.8 57.2 63.6 63.9
Old : 70.7 70.3 86.1 87.1 56.8 57.2 63.6 63.9
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 22, 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 : 140,772: 29,043 49,761 4,962 77,459 61,598 111,464 116,320: 29,308 24,451
Old : 140,772: 29,043 49,761 4,962 77,459 61,598 111,464 116,320: 29,308 24,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 6,289: 347 5,121 387 7,714 -1,236 8,449 4,273: -2,160 2,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 35.3 3.5 55.0 43.8 79.2 82.6: 20.8 17.4
Old : 100.0: 20.6 35.3 3.5 55.0 43.8 79.2 82.6: 20.8 17.4
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 : 78: 21 18 13 29 28 55 54:
Old : 78: 21 18 13 29 28 55 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 51.5 53.0 60.5 38.1 51.4 52.4 57.7
Old : 38.3 51.5 53.0 60.5 38.1 51.4 52.4 57.7
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 22, 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 : 37,142: 3,994 9,484 3,362 20,222 10,027 27,577 22,872: 9,564 14,269
Old : 37,142: 3,994 9,484 3,362 20,222 10,027 27,577 22,872: 9,564 14,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 501: -1,241 2,781 -267 2,580 -1,672 1,071 842: -570 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 25.5 9.1 54.4 27.0 74.2 61.6: 25.8 38.4
Old : 100.0: 10.8 25.5 9.1 54.4 27.0 74.2 61.6: 25.8 38.4
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 : 35: 5 13 7 13 13 23 28:
Old : 35: 5 13 7 13 13 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 27.6 58.7 35.5 44.5 27.3 55.2 33.3
Old : 45.7 27.6 58.7 35.5 44.5 27.3 55.2 33.3
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 22, 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 : 116,535: 6,166 37,748 806 102,807 67,935 109,779 106,489: 6,756 10,046
Old : 116,535: 6,166 37,748 806 102,807 67,935 109,779 106,489: 6,756 10,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 10,839: -11,692 4,869 73 18,775 570 7,156 5,512: 3,683 5,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 32.4 0.7 88.2 58.3 94.2 91.4: 5.8 8.6
Old : 100.0: 5.3 32.4 0.7 88.2 58.3 94.2 91.4: 5.8 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 17 31 2 22 26 40 59:
Old : 89: 17 31 2 22 26 40 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 : 69.8 42.1 83.6 60.6 69.8 40.5 72.7 52.1
Old : 69.8 42.1 83.6 60.6 69.8 40.5 72.7 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 167,383: 20,806 56,332 3,970 128,001 78,607 152,777 138,908: 14,607 28,475
Old : 167,383: 20,806 56,332 3,970 128,001 78,607 152,777 138,908: 14,607 28,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 10,395: -2,782 896 757 13,801 5,564 11,776 7,217: -1,381 3,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 33.7 2.4 76.5 47.0 91.3 83.0: 8.7 17.0
Old : 100.0: 12.4 33.7 2.4 76.5 47.0 91.3 83.0: 8.7 17.0
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 : 91: 21 30 11 30 28 57 63:
Old : 91: 21 30 11 30 28 57 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 : 42.0 48.5 60.5 57.5 41.9 47.1 59.7 56.1
Old : 42.0 48.5 60.5 57.5 41.9 47.1 59.7 56.1
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 22, 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 : 160,975: 56,107 14,038 4,821 76,789 115,231 137,716 134,090: 23,258 26,884
Old : 160,975: 56,107 14,038 4,821 76,789 115,231 137,716 134,090: 23,258 26,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 6,981: 7,396 -2,345 -371 -38 11,280 6,987 8,564: -6 -1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 8.7 3.0 47.7 71.6 85.6 83.3: 14.4 16.7
Old : 100.0: 34.9 8.7 3.0 47.7 71.6 85.6 83.3: 14.4 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 : 94: 30 27 19 27 25 65 63:
Old : 94: 30 27 19 27 25 65 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 : 46.1 56.8 57.5 64.7 46.1 56.2 57.0 62.2
Old : 46.1 56.8 57.5 64.7 46.1 56.2 57.0 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 307,309: 25,899 105,603 36,024 208,855 93,329 270,778 234,956: 36,531 72,353
Old : 307,309: 25,899 105,603 36,024 208,855 93,329 270,778 234,956: 36,531 72,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 15,806: 1,888 11,022 2,135 13,047 2,897 17,070 16,054: -1,265 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 34.4 11.7 68.0 30.4 88.1 76.5: 11.9 23.5
Old : 100.0: 8.4 34.4 11.7 68.0 30.4 88.1 76.5: 11.9 23.5
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 : 191: 35 75 45 60 53 120 148:
Old : 191: 35 75 45 60 53 120 148:
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 : 37.4 22.8 47.1 32.1 35.0 22.7 43.8 29.9
Old : 37.4 22.8 47.1 32.1 35.0 22.7 43.8 29.9
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 22, 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 : 26,870: 12,639 4,723 0 12,745 19,574 25,384 24,297: 1,486 2,573
Old : 26,870: 12,639 4,723 0 12,745 19,574 25,384 24,297: 1,486 2,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 904: -1,616 1,082 0 2,938 -743 1,322 339: -418 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 17.6 0.0 47.4 72.8 94.5 90.4: 5.5 9.6
Old : 100.0: 47.0 17.6 0.0 47.4 72.8 94.5 90.4: 5.5 9.6
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 : 39: 8 16 0 6 10 14 26:
Old : 39: 8 16 0 6 10 14 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 53.6 89.9 68.8 77.1 53.6 89.9 68.8
Old : 77.1 53.6 89.9 68.8 77.1 53.6 89.9 68.8
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 22, 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 :14,807,536: 274,680 1,006,203 5,922,681 7,807,245 6,729,932 14,004,606 13,658,816: 802,930 1,148,720
Old :14,807,536: 274,680 1,006,203 5,922,681 7,807,245 6,729,932 14,004,606 13,658,816: 802,930 1,148,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 192,628: -53,490 53,076 106,996 172,076 33,460 225,582 193,532: -32,954 -904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 6.8 40.0 52.7 45.4 94.6 92.2: 5.4 7.8
Old : 100.0: 1.9 6.8 40.0 52.7 45.4 94.6 92.2: 5.4 7.8
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 : 290: 46 72 102 154 159 259 283:
Old : 290: 46 72 102 154 159 259 283:
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 : 28.5 20.1 39.6 32.5 18.3 10.2 22.3 13.7
Old : 28.5 20.1 39.6 32.5 18.3 10.2 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 22, 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 : 1,038,864: 55,146 106,882 69,376 774,361 734,387 898,883 910,645: 139,981 128,220
Old : 1,038,864: 55,146 106,882 69,376 774,361 734,387 898,883 910,645: 139,981 128,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -26,376: -7,516 -1,349 -18,121 -5,077 -6,429 -30,714 -25,899: 4,339 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 10.3 6.7 74.5 70.7 86.5 87.7: 13.5 12.3
Old : 100.0: 5.3 10.3 6.7 74.5 70.7 86.5 87.7: 13.5 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 596: 100 132 101 250 270 409 446:
Old : 596: 100 132 101 250 270 409 446:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 10.0 23.5 17.8 11.8 7.7 18.9 12.9
Old : 14.8 10.0 23.5 17.8 11.8 7.7 18.9 12.9
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 22, 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 : 374,008: 22,212 16,389 27,197 247,873 256,792 297,281 300,377: 76,727 73,630
Old : 374,008: 22,212 16,389 27,197 247,873 256,792 297,281 300,377: 76,727 73,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -24,901: -8,599 -2,681 -6,715 -11,492 -17,356 -26,806 -26,752: 1,905 1,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 4.4 7.3 66.3 68.7 79.5 80.3: 20.5 19.7
Old : 100.0: 5.9 4.4 7.3 66.3 68.7 79.5 80.3: 20.5 19.7
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 : 133: 20 20 28 77 63 111 97:
Old : 133: 20 20 28 77 63 111 97:
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 : 20.0 19.7 29.0 29.1 19.0 18.5 26.6 25.0
Old : 20.0 19.7 29.0 29.1 19.0 18.5 26.6 25.0
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 22, 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 : 3,324,283: 236,467 524,261 139,101 2,632,441 2,387,974 3,008,010 3,051,336: 316,273 272,947
Old : 3,324,283: 236,467 524,261 139,101 2,632,441 2,387,974 3,008,010 3,051,336: 316,273 272,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -7,371: -30,650 -29,404 -20,965 32,075 54,632 -19,540 4,263: 12,169 -11,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 15.8 4.2 79.2 71.8 90.5 91.8: 9.5 8.2
Old : 100.0: 7.1 15.8 4.2 79.2 71.8 90.5 91.8: 9.5 8.2
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 : 557: 90 126 88 224 253 367 415:
Old : 557: 90 126 88 224 253 367 415:
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 : 21.1 10.9 30.0 18.2 18.0 10.6 26.5 17.5
Old : 21.1 10.9 30.0 18.2 18.0 10.6 26.5 17.5
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 22, 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 : 117,144: 8,349 5,152 1,275 98,107 105,106 107,731 111,533: 9,413 5,611
Old : 117,144: 8,349 5,152 1,275 98,107 105,106 107,731 111,533: 9,413 5,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 5,995: 83 -89 1,271 6,658 3,833 8,012 5,015: -2,017 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 4.4 1.1 83.7 89.7 92.0 95.2: 8.0 4.8
Old : 100.0: 7.1 4.4 1.1 83.7 89.7 92.0 95.2: 8.0 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 : 88: 9 6 1 52 33 61 40:
Old : 88: 9 6 1 52 33 61 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 39.5 51.6 61.9 32.3 39.3 49.3 58.2
Old : 33.2 39.5 51.6 61.9 32.3 39.3 49.3 58.2
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 22, 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 : 95,514: 10,579 7,370 1,942 64,024 70,091 76,545 79,403: 18,969 16,111
Old : 95,514: 10,579 7,370 1,942 64,024 70,091 76,545 79,403: 18,969 16,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -7,619: -4,364 3,991 -1,306 -1,247 -10,978 -6,916 -8,292: -703 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 7.7 2.0 67.0 73.4 80.1 83.1: 19.9 16.9
Old : 100.0: 11.1 7.7 2.0 67.0 73.4 80.1 83.1: 19.9 16.9
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 : 214: 46 33 17 79 87 133 129:
Old : 214: 46 33 17 79 87 133 129:
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 : 27.7 25.1 37.6 39.0 22.8 25.0 31.4 34.4
Old : 27.7 25.1 37.6 39.0 22.8 25.0 31.4 34.4
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 22, 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 : 30,649: 980 538 50 15,210 28,634 16,240 29,222: 14,409 1,427
Old : 30,649: 980 538 50 15,210 28,634 16,240 29,222: 14,409 1,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -2,029: -1,474 0 0 -917 -1,964 -2,391 -1,964: 362 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.8 0.2 49.6 93.4 53.0 95.3: 47.0 4.7
Old : 100.0: 3.2 1.8 0.2 49.6 93.4 53.0 95.3: 47.0 4.7
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 : 23: 1 1 1 9 13 11 14:
Old : 23: 1 1 1 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 : 40.7 59.6 51.0 85.5 40.7 59.6 50.9 85.5
Old : 40.7 59.6 51.0 85.5 40.7 59.6 50.9 85.5
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 22, 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 : 324,328: 52,207 38,370 5,251 244,069 207,287 301,527 250,907: 22,801 73,420
Old : 324,328: 52,207 38,370 5,251 244,069 207,287 301,527 250,907: 22,801 73,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -27,951: -22,507 11,896 1,531 -1,651 -45,068 -22,627 -31,641: -5,324 3,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.8 1.6 75.3 63.9 93.0 77.4: 7.0 22.6
Old : 100.0: 16.1 11.8 1.6 75.3 63.9 93.0 77.4: 7.0 22.6
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 : 213: 45 34 16 75 83 128 125:
Old : 213: 45 34 16 75 83 128 125:
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 : 30.6 20.1 42.3 30.7 30.1 19.8 41.5 30.4
Old : 30.6 20.1 42.3 30.7 30.1 19.8 41.5 30.4
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 22, 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 : 140,216: 43,094 24,627 5,247 68,486 88,942 116,827 118,816: 23,389 21,400
Old : 140,216: 43,094 24,627 5,247 68,486 88,942 116,827 118,816: 23,389 21,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -5,539: -14,048 -7,435 1,193 6,883 -527 -5,972 -6,769: 432 1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 17.6 3.7 48.8 63.4 83.3 84.7: 16.7 15.3
Old : 100.0: 30.7 17.6 3.7 48.8 63.4 83.3 84.7: 16.7 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 26 20 14 25 26 55 56:
Old : 80: 26 20 14 25 26 55 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 45.9 60.9 60.5 42.0 44.4 60.7 59.1
Old : 42.3 45.9 60.9 60.5 42.0 44.4 60.7 59.1
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 22, 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 : 30,572: 4,507 8,130 47 19,381 8,114 23,935 16,291: 6,637 14,281
Old : 30,572: 4,507 8,130 47 19,381 8,114 23,935 16,291: 6,637 14,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 531: 399 -1,120 -20 -178 576 201 -564: 330 1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 26.6 0.2 63.4 26.5 78.3 53.3: 21.7 46.7
Old : 100.0: 14.7 26.6 0.2 63.4 26.5 78.3 53.3: 21.7 46.7
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 : 45: 8 8 1 22 10 30 19:
Old : 45: 8 8 1 22 10 30 19:
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 : 27.9 33.7 46.5 45.6 27.6 33.7 46.1 45.6
Old : 27.9 33.7 46.5 45.6 27.6 33.7 46.1 45.6
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 22, 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 : 49,442: 7,752 7,464 1,793 32,836 16,505 42,381 25,762: 7,061 23,680
Old : 49,442: 7,752 7,464 1,793 32,836 16,505 42,381 25,762: 7,061 23,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 2,043: 157 1,116 -491 1,627 1,857 1,293 2,482: 750 -439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 15.1 3.6 66.4 33.4 85.7 52.1: 14.3 47.9
Old : 100.0: 15.7 15.1 3.6 66.4 33.4 85.7 52.1: 14.3 47.9
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 : 67: 10 8 3 32 22 44 31:
Old : 67: 10 8 3 32 22 44 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 19.4 45.8 32.5 29.2 18.7 44.8 29.5
Old : 30.2 19.4 45.8 32.5 29.2 18.7 44.8 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2011