BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 3,175: 9 143 11 2,510 2,425 2,530 2,579: 644 596
Old : 3,175: 9 143 11 2,510 2,425 2,530 2,579: 644 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -512: -147 -69 2 -326 -305 -471 -372: -41 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 4.5 0.3 79.1 76.4 79.7 81.2: 20.3 18.8
Old : 100.0: 0.3 4.5 0.3 79.1 76.4 79.7 81.2: 20.3 18.8
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 : 21: 1 1 2 13 11 15 13:
Old : 21: 1 1 2 13 11 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 58.8 74.8 75.5 51.6 58.4 69.1 72.1
Old : 57.3 58.8 74.8 75.5 51.6 58.4 69.1 72.1
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, December 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 53,450: 8,680 3,688 12,573 26,575 24,915 47,829 41,176: 5,622 12,275
Old : 53,450: 8,680 3,688 12,573 26,575 24,915 47,829 41,176: 5,622 12,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -6,513: -1,406 641 -1,127 -3,249 -4,266 -5,782 -4,752: -731 -1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 6.9 23.5 49.7 46.6 89.5 77.0: 10.5 23.0
Old : 100.0: 16.2 6.9 23.5 49.7 46.6 89.5 77.0: 10.5 23.0
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 : 87: 26 12 20 37 35 69 61:
Old : 87: 26 12 20 37 35 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 : 37.3 27.2 52.9 39.9 35.8 24.9 45.2 34.2
Old : 37.3 27.2 52.9 39.9 35.8 24.9 45.2 34.2
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, December 6, 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 : 314,499: 86,893 18,054 83,179 111,362 165,271 281,434 266,505: 33,065 47,994
Old : 309,303: 86,373 18,934 81,397 110,101 162,188 277,871 262,519: 31,431 46,784
Other: 5,196: 1,470 72 831 1,261 3,082 3,563 3,985: 1,633 1,211
: : :
: : Changes in Commitments from: November 29, 2011 :
: -263: 1,569 -1,922 -647 -458 2,691 463 121: -726 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 5.7 26.4 35.4 52.6 89.5 84.7: 10.5 15.3
Old : 100.0: 27.9 6.1 26.3 35.6 52.4 89.8 84.9: 10.2 15.1
Other: 100.0: 28.3 1.4 16.0 24.3 59.3 68.6 76.7: 31.4 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 115 66 118 70 92 256 228:
Old : 305: 111 72 118 69 92 255 228:
Other: 53: 16 4 12 17 26 36 39:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 20.2 24.4 28.9 13.7 16.7 22.5 24.2
Old : 14.3 20.3 24.8 29.2 13.9 16.9 22.9 24.4
Other: 25.5 34.5 40.1 49.8 23.6 32.9 34.3 46.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 393,893: 107,519 28,721 101,212 154,383 198,694 363,114 328,626: 30,779 65,267
Old : 393,893: 107,519 28,721 101,212 154,383 198,694 363,114 328,626: 30,779 65,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -20,108: -6,706 -1,421 -16,039 1,819 -3,036 -20,926 -20,497: 818 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 7.3 25.7 39.2 50.4 92.2 83.4: 7.8 16.6
Old : 100.0: 27.3 7.3 25.7 39.2 50.4 92.2 83.4: 7.8 16.6
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 : 398: 141 61 122 112 170 305 312:
Old : 398: 141 61 122 112 170 305 312:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 15.8 27.6 22.8 15.2 12.4 26.2 17.5
Old : 15.9 15.8 27.6 22.8 15.2 12.4 26.2 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 12,568: 3,931 4,929 2,064 3,701 2,451 9,696 9,444: 2,872 3,124
Old : 12,568: 3,931 4,929 2,064 3,701 2,451 9,696 9,444: 2,872 3,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 2,154: 231 345 577 517 95 1,326 1,018: 828 1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 39.2 16.4 29.4 19.5 77.1 75.1: 22.9 24.9
Old : 100.0: 31.3 39.2 16.4 29.4 19.5 77.1 75.1: 22.9 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 : 95: 30 28 21 27 23 67 68:
Old : 95: 30 28 21 27 23 67 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 21.2 41.3 33.2 27.7 20.7 36.8 31.3
Old : 29.1 21.2 41.3 33.2 27.7 20.7 36.8 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 35,054: 12,825 2,419 7,573 8,202 7,397 28,600 17,388: 6,455 17,666
Old : 35,054: 12,825 2,419 7,573 8,202 7,397 28,600 17,388: 6,455 17,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -451: -1,029 -238 -555 910 380 -674 -412: 223 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 6.9 21.6 23.4 21.1 81.6 49.6: 18.4 50.4
Old : 100.0: 36.6 6.9 21.6 23.4 21.1 81.6 49.6: 18.4 50.4
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 : 143: 46 29 45 40 43 111 103:
Old : 143: 46 29 45 40 43 111 103:
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 8.7 27.1 14.9 15.0 6.3 24.6 10.4
Old : 15.5 8.7 27.1 14.9 15.0 6.3 24.6 10.4
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, December 6, 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 : 114,375: 7,483 127 5,053 99,494 107,503 112,030 112,683: 2,345 1,692
Old : 114,375: 7,483 127 5,053 99,494 107,503 112,030 112,683: 2,345 1,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 2,820: 21 0 984 23 726 1,028 1,710: 1,792 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.1 4.4 87.0 94.0 97.9 98.5: 2.1 1.5
Old : 100.0: 6.5 0.1 4.4 87.0 94.0 97.9 98.5: 2.1 1.5
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 : 21: 3 1 2 15 16 18 19:
Old : 21: 3 1 2 15 16 18 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 : 71.3 68.4 84.6 85.7 54.3 53.8 60.2 60.2
Old : 71.3 68.4 84.6 85.7 54.3 53.8 60.2 60.2
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, December 6, 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 : 162,858: 30,786 49,452 6,336 96,497 81,218 133,618 137,006: 29,240 25,852
Old : 162,858: 30,786 49,452 6,336 96,497 81,218 133,618 137,006: 29,240 25,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 7,270: 838 -5,841 703 5,438 12,024 6,980 6,886: 290 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 30.4 3.9 59.3 49.9 82.0 84.1: 18.0 15.9
Old : 100.0: 18.9 30.4 3.9 59.3 49.9 82.0 84.1: 18.0 15.9
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 : 77: 22 17 12 27 33 56 55:
Old : 77: 22 17 12 27 33 56 55:
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 : 36.1 49.0 52.3 59.1 35.9 46.7 48.5 52.9
Old : 36.1 49.0 52.3 59.1 35.9 46.7 48.5 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 49,521: 5,036 15,384 3,267 32,360 12,250 40,663 30,901: 8,858 18,620
Old : 49,521: 5,036 15,384 3,267 32,360 12,250 40,663 30,901: 8,858 18,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 5,976: -176 1,521 -74 6,136 2,173 5,886 3,620: 90 2,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 31.1 6.6 65.3 24.7 82.1 62.4: 17.9 37.6
Old : 100.0: 10.2 31.1 6.6 65.3 24.7 82.1 62.4: 17.9 37.6
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 : 43: 5 18 8 16 15 27 35:
Old : 43: 5 18 8 16 15 27 35:
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 : 51.6 25.0 64.1 32.7 49.4 25.0 60.8 31.6
Old : 51.6 25.0 64.1 32.7 49.4 25.0 60.8 31.6
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, December 6, 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 : 130,231: 18,219 39,081 1,145 108,274 83,916 127,638 124,142: 2,593 6,089
Old : 130,231: 18,219 39,081 1,145 108,274 83,916 127,638 124,142: 2,593 6,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 9,337: 11,680 -3,698 350 -2,548 12,995 9,482 9,647: -145 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 30.0 0.9 83.1 64.4 98.0 95.3: 2.0 4.7
Old : 100.0: 14.0 30.0 0.9 83.1 64.4 98.0 95.3: 2.0 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 : 87: 18 28 4 22 25 42 57:
Old : 87: 18 28 4 22 25 42 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 41.4 82.1 65.3 65.5 40.4 75.8 57.3
Old : 65.5 41.4 82.1 65.3 65.5 40.4 75.8 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 217,598: 26,321 68,637 4,260 172,749 112,838 203,331 185,735: 14,267 31,863
Old : 217,598: 26,321 68,637 4,260 172,749 112,838 203,331 185,735: 14,267 31,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 18,640: 2,676 -123 -742 16,467 18,818 18,401 17,953: 239 687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 31.5 2.0 79.4 51.9 93.4 85.4: 6.6 14.6
Old : 100.0: 12.1 31.5 2.0 79.4 51.9 93.4 85.4: 6.6 14.6
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 : 94: 19 31 13 29 33 55 70:
Old : 94: 19 31 13 29 33 55 70:
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 53.8 63.0 60.6 42.3 52.6 62.9 59.4
Old : 42.3 53.8 63.0 60.6 42.3 52.6 62.9 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 189,968: 56,250 18,909 4,692 108,528 138,438 169,469 162,038: 20,499 27,930
Old : 189,968: 56,250 18,909 4,692 108,528 138,438 169,469 162,038: 20,499 27,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 11,189: 697 3,138 -511 12,350 8,870 12,536 11,496: -1,347 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 10.0 2.5 57.1 72.9 89.2 85.3: 10.8 14.7
Old : 100.0: 29.6 10.0 2.5 57.1 72.9 89.2 85.3: 10.8 14.7
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: 25 33 20 28 29 65 70:
Old : 94: 25 33 20 28 29 65 70:
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 : 49.8 54.2 66.0 64.3 48.6 53.7 61.8 61.4
Old : 49.8 54.2 66.0 64.3 48.6 53.7 61.8 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 339,915: 33,011 122,946 45,978 226,904 106,486 305,893 275,411: 34,022 64,504
Old : 339,915: 33,011 122,946 45,978 226,904 106,486 305,893 275,411: 34,022 64,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 5,696: 5,043 -1,951 3,732 -1,965 10,844 6,810 12,626: -1,115 -6,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 36.2 13.5 66.8 31.3 90.0 81.0: 10.0 19.0
Old : 100.0: 9.7 36.2 13.5 66.8 31.3 90.0 81.0: 10.0 19.0
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 : 199: 33 84 54 58 57 124 162:
Old : 199: 33 84 54 58 57 124 162:
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 : 38.1 20.6 48.6 30.9 37.4 20.5 47.1 28.3
Old : 38.1 20.6 48.6 30.9 37.4 20.5 47.1 28.3
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, December 6, 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 : 27,597: 10,745 6,888 1 15,376 18,497 26,122 25,386: 1,475 2,211
Old : 27,597: 10,745 6,888 1 15,376 18,497 26,122 25,386: 1,475 2,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -680: -273 -412 1 -443 -115 -715 -526: 35 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 25.0 0.0 55.7 67.0 94.7 92.0: 5.3 8.0
Old : 100.0: 38.9 25.0 0.0 55.7 67.0 94.7 92.0: 5.3 8.0
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 : 42: 8 18 1 11 9 19 28:
Old : 42: 8 18 1 11 9 19 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 : 73.2 51.8 87.3 69.9 73.2 51.1 87.2 69.2
Old : 73.2 51.8 87.3 69.9 73.2 51.1 87.2 69.2
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, December 6, 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 :14,538,365: 278,165 948,057 5,844,794 7,600,337 6,632,666 13,723,296 13,425,517: 815,069 1,112,847
Old :14,538,365: 278,165 948,057 5,844,794 7,600,337 6,632,666 13,723,296 13,425,517: 815,069 1,112,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -315,290: -147 -55,647 -54,096 -216,834 -73,427 -271,077 -183,171: -44,213 -132,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 6.5 40.2 52.3 45.6 94.4 92.3: 5.6 7.7
Old : 100.0: 1.9 6.5 40.2 52.3 45.6 94.4 92.3: 5.6 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 : 275: 43 67 101 148 152 253 267:
Old : 275: 43 67 101 148 152 253 267:
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 : 28.6 20.8 39.6 33.4 18.0 10.2 21.7 13.9
Old : 28.6 20.8 39.6 33.4 18.0 10.2 21.7 13.9
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, December 6, 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 : 1,075,940: 58,555 99,509 85,010 789,348 759,296 932,913 943,815: 143,028 132,126
Old : 1,075,940: 58,555 99,509 85,010 789,348 759,296 932,913 943,815: 143,028 132,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 34,676: 9,859 -5,111 9,221 9,476 25,281 28,557 29,391: 6,119 5,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 9.2 7.9 73.4 70.6 86.7 87.7: 13.3 12.3
Old : 100.0: 5.4 9.2 7.9 73.4 70.6 86.7 87.7: 13.3 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 : 578: 93 131 108 248 258 404 434:
Old : 578: 93 131 108 248 258 404 434:
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 : 13.7 10.1 21.9 18.1 10.8 7.6 17.6 12.7
Old : 13.7 10.1 21.9 18.1 10.8 7.6 17.6 12.7
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, December 6, 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 : 410,432: 32,315 18,393 33,078 251,373 295,962 316,766 347,433: 93,667 63,000
Old : 410,432: 32,315 18,393 33,078 251,373 295,962 316,766 347,433: 93,667 63,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 30,669: 8,937 466 3,228 2,827 30,879 14,991 34,573: 15,677 -3,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 4.5 8.1 61.2 72.1 77.2 84.7: 22.8 15.3
Old : 100.0: 7.9 4.5 8.1 61.2 72.1 77.2 84.7: 22.8 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 : 138: 18 26 35 76 69 114 110:
Old : 138: 18 26 35 76 69 114 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 21.3 27.9 32.3 17.3 20.8 26.4 29.3
Old : 18.1 21.3 27.9 32.3 17.3 20.8 26.4 29.3
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, December 6, 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 : 3,327,538: 234,279 508,661 156,580 2,689,875 2,316,668 3,080,733 2,981,909: 246,805 345,630
Old : 3,327,538: 234,279 508,661 156,580 2,689,875 2,316,668 3,080,733 2,981,909: 246,805 345,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 20,034: 24,452 -8,049 10,131 33,246 -27,991 67,828 -25,909: -47,794 45,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 15.3 4.7 80.8 69.6 92.6 89.6: 7.4 10.4
Old : 100.0: 7.0 15.3 4.7 80.8 69.6 92.6 89.6: 7.4 10.4
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 : 538: 86 120 95 225 236 366 396:
Old : 538: 86 120 95 225 236 366 396:
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 : 20.7 10.8 29.8 18.4 18.0 10.2 26.5 17.0
Old : 20.7 10.8 29.8 18.4 18.0 10.2 26.5 17.0
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, December 6, 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 : 117,168: 8,394 5,420 32 97,201 106,693 105,627 112,145: 11,542 5,023
Old : 117,168: 8,394 5,420 32 97,201 106,693 105,627 112,145: 11,542 5,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -2,836: -56 -146 23 -4,374 -2,173 -4,407 -2,296: 1,571 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 4.6 0.0 83.0 91.1 90.1 95.7: 9.9 4.3
Old : 100.0: 7.2 4.6 0.0 83.0 91.1 90.1 95.7: 9.9 4.3
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 : 88: 8 6 1 52 38 60 45:
Old : 88: 8 6 1 52 38 60 45:
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 : 33.9 40.0 50.9 60.4 32.8 38.8 46.9 55.9
Old : 33.9 40.0 50.9 60.4 32.8 38.8 46.9 55.9
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, December 6, 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 : 95,173: 9,455 4,631 1,392 65,514 73,030 76,361 79,052: 18,812 16,121
Old : 95,173: 9,455 4,631 1,392 65,514 73,030 76,361 79,052: 18,812 16,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 6,078: 1,800 -1,050 743 2,759 6,810 5,303 6,504: 775 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 4.9 1.5 68.8 76.7 80.2 83.1: 19.8 16.9
Old : 100.0: 9.9 4.9 1.5 68.8 76.7 80.2 83.1: 19.8 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 : 210: 45 31 16 80 87 132 127:
Old : 210: 45 31 16 80 87 132 127:
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 : 29.3 26.4 39.1 41.6 25.7 24.5 33.2 34.3
Old : 29.3 26.4 39.1 41.6 25.7 24.5 33.2 34.3
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, December 6, 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 : 29,891: 981 538 50 14,819 28,246 15,850 28,834: 14,041 1,057
Old : 29,891: 981 538 50 14,819 28,246 15,850 28,834: 14,041 1,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 814: 981 0 0 101 1,086 1,082 1,086: -268 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.8 0.2 49.6 94.5 53.0 96.5: 47.0 3.5
Old : 100.0: 3.3 1.8 0.2 49.6 94.5 53.0 96.5: 47.0 3.5
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 : 24: 1 1 1 12 13 14 14:
Old : 24: 1 1 1 12 13 14 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 : 39.3 59.8 49.8 86.3 39.3 59.5 49.7 86.0
Old : 39.3 59.8 49.8 86.3 39.3 59.5 49.7 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 326,410: 47,275 25,369 1,804 253,474 223,918 302,553 251,090: 23,857 75,320
Old : 326,410: 47,275 25,369 1,804 253,474 223,918 302,553 251,090: 23,857 75,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 26,319: 9,001 -346 -1,188 13,291 28,622 21,104 27,088: 5,215 -769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 7.8 0.6 77.7 68.6 92.7 76.9: 7.3 23.1
Old : 100.0: 14.5 7.8 0.6 77.7 68.6 92.7 76.9: 7.3 23.1
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 : 209: 45 31 15 77 83 128 123:
Old : 209: 45 31 15 77 83 128 123:
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 : 33.9 23.0 44.9 34.0 33.7 22.7 44.5 33.7
Old : 33.9 23.0 44.9 34.0 33.7 22.7 44.5 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 155,487: 53,016 23,313 8,833 74,026 104,156 135,875 136,301: 19,612 19,186
Old : 155,487: 53,016 23,313 8,833 74,026 104,156 135,875 136,301: 19,612 19,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 18,232: 18,878 1,831 3,221 -4,030 18,674 18,068 23,726: 164 -5,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 15.0 5.7 47.6 67.0 87.4 87.7: 12.6 12.3
Old : 100.0: 34.1 15.0 5.7 47.6 67.0 87.4 87.7: 12.6 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 : 84: 21 24 17 30 32 60 64:
Old : 84: 21 24 17 30 32 60 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 : 37.0 43.5 57.3 56.0 36.8 42.0 56.6 54.5
Old : 37.0 43.5 57.3 56.0 36.8 42.0 56.6 54.5
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, December 6, 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 : 30,676: 3,741 5,042 1,511 19,114 9,649 24,366 16,202: 6,310 14,474
Old : 30,676: 3,741 5,042 1,511 19,114 9,649 24,366 16,202: 6,310 14,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 2,357: 357 -540 1,407 838 1,134 2,602 2,001: -245 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 16.4 4.9 62.3 31.5 79.4 52.8: 20.6 47.2
Old : 100.0: 12.2 16.4 4.9 62.3 31.5 79.4 52.8: 20.6 47.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 8 4 21 11 31 21:
Old : 44: 8 8 4 21 11 31 21:
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 31.1 46.7 41.5 27.7 27.8 45.7 37.3
Old : 27.9 31.1 46.7 41.5 27.7 27.8 45.7 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 50,054: 4,104 7,442 2,277 37,238 16,749 43,619 26,468: 6,435 23,586
Old : 50,054: 4,104 7,442 2,277 37,238 16,749 43,619 26,468: 6,435 23,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 827: -633 -981 629 2,641 -465 2,637 -817: -1,810 1,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 14.9 4.5 74.4 33.5 87.1 52.9: 12.9 47.1
Old : 100.0: 8.2 14.9 4.5 74.4 33.5 87.1 52.9: 12.9 47.1
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 : 66: 8 10 6 36 21 47 34:
Old : 66: 8 10 6 36 21 47 34:
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 : 28.0 18.1 42.7 31.8 24.1 17.3 36.6 24.1
Old : 28.0 18.1 42.7 31.8 24.1 17.3 36.6 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2011