BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,438: 46 108 17 2,669 2,739 2,732 2,864: 706 574
Old : 3,438: 46 108 17 2,669 2,739 2,732 2,864: 706 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -446: -6 -59 1 -570 -380 -575 -438: 129 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 3.1 0.5 77.6 79.7 79.5 83.3: 20.5 16.7
Old : 100.0: 1.3 3.1 0.5 77.6 79.7 79.5 83.3: 20.5 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 : 22: 2 2 2 13 11 16 14:
Old : 22: 2 2 2 13 11 16 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 : 56.3 63.7 73.9 79.5 56.3 62.7 72.6 77.2
Old : 56.3 63.7 73.9 79.5 56.3 62.7 72.6 77.2
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,163: 6,547 8,043 1,037 17,765 15,446 25,349 24,526: 4,814 5,637
Old : 30,163: 6,547 8,043 1,037 17,765 15,446 25,349 24,526: 4,814 5,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -4,532: -1,781 -1,232 -83 -2,704 -3,273 -4,568 -4,588: 36 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 26.7 3.4 58.9 51.2 84.0 81.3: 16.0 18.7
Old : 100.0: 21.7 26.7 3.4 58.9 51.2 84.0 81.3: 16.0 18.7
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 : 68: 11 19 10 25 22 45 42:
Old : 68: 11 19 10 25 22 45 42:
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 : 46.7 32.4 61.2 50.4 44.6 32.4 58.6 48.5
Old : 46.7 32.4 61.2 50.4 44.6 32.4 58.6 48.5
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 232,846: 69,465 49,282 34,494 103,226 114,370 207,185 198,146: 25,661 34,700
Old : 228,155: 68,810 49,532 33,111 102,363 111,894 204,284 194,537: 23,871 33,618
Other: 4,691: 1,815 910 223 863 2,476 2,901 3,609: 1,790 1,082
: : :
: : Changes in Commitments from: December 27, 2011 :
: -3,771: -771 4,070 -1,673 -224 -3,634 -2,668 -1,237: -1,103 -2,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 21.2 14.8 44.3 49.1 89.0 85.1: 11.0 14.9
Old : 100.0: 30.2 21.7 14.5 44.9 49.0 89.5 85.3: 10.5 14.7
Other: 100.0: 38.7 19.4 4.8 18.4 52.8 61.8 76.9: 38.2 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 91 68 97 50 73 191 205:
Old : 262: 89 73 96 49 73 189 205:
Other: 51: 14 10 5 11 17 27 31:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 19.2 33.7 27.1 19.6 17.7 31.4 24.6
Old : 20.6 19.4 34.2 27.3 19.9 17.8 31.7 24.8
Other: 32.4 34.8 43.0 51.6 32.4 34.8 43.0 51.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 319,647: 108,603 61,662 40,324 144,794 162,339 293,721 264,325: 25,926 55,322
Old : 319,647: 108,603 61,662 40,324 144,794 162,339 293,721 264,325: 25,926 55,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 3,254: 1,769 -2,756 3,467 -3,939 2,106 1,297 2,817: 1,957 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 19.3 12.6 45.3 50.8 91.9 82.7: 8.1 17.3
Old : 100.0: 34.0 19.3 12.6 45.3 50.8 91.9 82.7: 8.1 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 110 84 103 72 153 241 293:
Old : 371: 110 84 103 72 153 241 293:
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 : 21.2 13.3 35.5 20.8 20.5 12.6 33.5 19.1
Old : 21.2 13.3 35.5 20.8 20.5 12.6 33.5 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,658: 3,515 3,681 854 2,501 2,327 6,870 6,862: 1,788 1,796
Old : 8,658: 3,515 3,681 854 2,501 2,327 6,870 6,862: 1,788 1,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -901: -14 -1,157 -276 -629 509 -919 -924: 18 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 42.5 9.9 28.9 26.9 79.3 79.3: 20.7 20.7
Old : 100.0: 40.6 42.5 9.9 28.9 26.9 79.3 79.3: 20.7 20.7
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 : 72: 17 25 12 19 18 46 51:
Old : 72: 17 25 12 19 18 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 25.2 53.3 40.8 39.4 25.1 52.0 39.0
Old : 39.4 25.2 53.3 40.8 39.4 25.1 52.0 39.0
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,896: 15,126 4,943 4,756 8,771 7,877 28,653 17,576: 6,243 17,320
Old : 34,896: 15,126 4,943 4,756 8,771 7,877 28,653 17,576: 6,243 17,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 2,315: 1,115 397 204 576 1,082 1,895 1,683: 420 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 14.2 13.6 25.1 22.6 82.1 50.4: 17.9 49.6
Old : 100.0: 43.3 14.2 13.6 25.1 22.6 82.1 50.4: 17.9 49.6
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 : 153: 45 32 38 35 45 107 101:
Old : 153: 45 32 38 35 45 107 101:
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 : 15.0 7.6 26.7 13.7 14.7 7.2 24.8 12.1
Old : 15.0 7.6 26.7 13.7 14.7 7.2 24.8 12.1
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 125,605: 7,595 1,224 3,193 114,760 120,770 125,548 125,187: 57 418
Old : 125,605: 7,595 1,224 3,193 114,760 120,770 125,548 125,187: 57 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 6,311: 657 -63 0 6,008 6,884 6,665 6,821: -354 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.0 2.5 91.4 96.2 100.0 99.7: 0.0 0.3
Old : 100.0: 6.0 1.0 2.5 91.4 96.2 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 3 1 16 14 18 18:
Old : 22: 2 3 1 16 14 18 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 : 81.0 76.5 92.1 91.3 35.9 34.9 41.6 40.2
Old : 81.0 76.5 92.1 91.3 35.9 34.9 41.6 40.2
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 119,763: 27,665 51,036 1,100 64,236 45,736 93,001 97,872: 26,762 21,891
Old : 119,763: 27,665 51,036 1,100 64,236 45,736 93,001 97,872: 26,762 21,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 1,028: -467 1,092 146 -54 647 -375 1,885: 1,403 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 42.6 0.9 53.6 38.2 77.7 81.7: 22.3 18.3
Old : 100.0: 23.1 42.6 0.9 53.6 38.2 77.7 81.7: 22.3 18.3
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 : 66: 22 12 2 20 22 43 35:
Old : 66: 22 12 2 20 22 43 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 : 42.1 63.2 55.2 70.5 42.0 63.1 53.9 68.7
Old : 42.1 63.2 55.2 70.5 42.0 63.1 53.9 68.7
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,999: 3,787 16,142 62 26,042 3,322 29,891 19,526: 8,108 18,473
Old : 37,999: 3,787 16,142 62 26,042 3,322 29,891 19,526: 8,108 18,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 2,258: -42 1,515 21 1,302 699 1,281 2,235: 977 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 42.5 0.2 68.5 8.7 78.7 51.4: 21.3 48.6
Old : 100.0: 10.0 42.5 0.2 68.5 8.7 78.7 51.4: 21.3 48.6
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 : 38: 6 16 1 10 9 16 26:
Old : 38: 6 16 1 10 9 16 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 : 58.1 25.7 71.5 34.4 58.1 25.7 71.0 34.4
Old : 58.1 25.7 71.5 34.4 58.1 25.7 71.0 34.4
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 121,622: 22,073 47,902 42 96,797 68,111 118,912 116,055: 2,710 5,567
Old : 121,622: 22,073 47,902 42 96,797 68,111 118,912 116,055: 2,710 5,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 4,252: 3,845 3,989 42 233 1,529 4,120 5,560: 132 -1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 39.4 0.0 79.6 56.0 97.8 95.4: 2.2 4.6
Old : 100.0: 18.1 39.4 0.0 79.6 56.0 97.8 95.4: 2.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 18 40 1 20 23 38 64:
Old : 95: 18 40 1 20 23 38 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 : 73.5 39.6 86.8 58.2 73.5 39.6 86.5 58.2
Old : 73.5 39.6 86.8 58.2 73.5 39.6 86.5 58.2
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 193,595: 27,832 59,731 319 152,896 105,145 181,047 165,195: 12,548 28,400
Old : 193,595: 27,832 59,731 319 152,896 105,145 181,047 165,195: 12,548 28,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 10,476: 2,367 5,094 268 9,363 2,950 11,998 8,312: -1,522 2,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 30.9 0.2 79.0 54.3 93.5 85.3: 6.5 14.7
Old : 100.0: 14.4 30.9 0.2 79.0 54.3 93.5 85.3: 6.5 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 : 92: 16 34 2 24 26 41 61:
Old : 92: 16 34 2 24 26 41 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 : 52.8 56.1 76.7 62.5 52.8 54.8 76.0 61.3
Old : 52.8 56.1 76.7 62.5 52.8 54.8 76.0 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 158,719: 72,986 16,505 9 64,329 115,986 137,324 132,500: 21,395 26,219
Old : 158,719: 72,986 16,505 9 64,329 115,986 137,324 132,500: 21,395 26,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 26,162: 20,295 -13,601 9 -319 39,155 19,985 25,563: 6,177 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 10.4 0.0 40.5 73.1 86.5 83.5: 13.5 16.5
Old : 100.0: 46.0 10.4 0.0 40.5 73.1 86.5 83.5: 13.5 16.5
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 : 84: 28 23 2 15 25 44 49:
Old : 84: 28 23 2 15 25 44 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 50.5 71.3 63.0 62.5 50.5 70.7 63.0
Old : 62.5 50.5 71.3 63.0 62.5 50.5 70.7 63.0
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 282,790: 40,441 179,350 932 212,985 46,916 254,358 227,198: 28,432 55,592
Old : 282,790: 40,441 179,350 932 212,985 46,916 254,358 227,198: 28,432 55,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 6,768: -4,742 6,288 -54 8,648 -794 3,852 5,440: 2,916 1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 63.4 0.3 75.3 16.6 89.9 80.3: 10.1 19.7
Old : 100.0: 14.3 63.4 0.3 75.3 16.6 89.9 80.3: 10.1 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 : 182: 33 77 10 46 44 85 125:
Old : 182: 33 77 10 46 44 85 125:
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 : 46.2 31.3 57.6 39.2 45.9 31.3 57.3 39.2
Old : 46.2 31.3 57.6 39.2 45.9 31.3 57.3 39.2
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,812: 7,857 5,421 225 687 2,984 8,769 8,630: 2,043 2,182
Old : 10,812: 7,857 5,421 225 687 2,984 8,769 8,630: 2,043 2,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 631: 1,286 255 0 -853 633 433 888: 198 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 50.1 2.1 6.4 27.6 81.1 79.8: 18.9 20.2
Old : 100.0: 72.7 50.1 2.1 6.4 27.6 81.1 79.8: 18.9 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 10 13 1 2 5 12 19:
Old : 30: 10 13 1 2 5 12 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 : 63.8 43.7 75.5 59.6 63.8 43.7 74.0 59.6
Old : 63.8 43.7 75.5 59.6 63.8 43.7 74.0 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,589,974: 266,128 835,519 1,480,612 5,134,487 4,308,062 6,881,227 6,624,193: 708,747 965,781
Old : 7,589,974: 266,128 835,519 1,480,612 5,134,487 4,308,062 6,881,227 6,624,193: 708,747 965,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 122,930: -34,307 23,075 53,079 94,137 49,067 112,909 125,221: 10,021 -2,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 11.0 19.5 67.6 56.8 90.7 87.3: 9.3 12.7
Old : 100.0: 3.5 11.0 19.5 67.6 56.8 90.7 87.3: 9.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 34 54 72 121 123 199 215:
Old : 231: 34 54 72 121 123 199 215:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 23.3 44.7 35.0 27.8 16.0 35.0 20.9
Old : 31.9 23.3 44.7 35.0 27.8 16.0 35.0 20.9
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 788,830: 56,905 95,016 41,298 560,996 544,944 659,199 681,258: 129,631 107,572
Old : 788,830: 56,905 95,016 41,298 560,996 544,944 659,199 681,258: 129,631 107,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 24,069: 2,667 -3,711 7,402 7,236 20,165 17,305 23,857: 6,763 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 12.0 5.2 71.1 69.1 83.6 86.4: 16.4 13.6
Old : 100.0: 7.2 12.0 5.2 71.1 69.1 83.6 86.4: 16.4 13.6
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 : 507: 90 89 44 224 216 334 329:
Old : 507: 90 89 44 224 216 334 329:
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 : 17.4 12.0 26.9 19.9 14.6 10.6 22.5 17.2
Old : 17.4 12.0 26.9 19.9 14.6 10.6 22.5 17.2
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 254,612: 33,092 21,673 1,222 153,655 170,014 187,969 192,909: 66,643 61,703
Old : 254,612: 33,092 21,673 1,222 153,655 170,014 187,969 192,909: 66,643 61,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 11,963: 3,489 -1,068 -32 7,353 9,889 10,810 8,789: 1,153 3,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 8.5 0.5 60.3 66.8 73.8 75.8: 26.2 24.2
Old : 100.0: 13.0 8.5 0.5 60.3 66.8 73.8 75.8: 26.2 24.2
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 : 98: 9 10 5 49 50 61 62:
Old : 98: 9 10 5 49 50 61 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 19.3 42.8 33.6 30.8 19.1 41.1 33.3
Old : 32.2 19.3 42.8 33.6 30.8 19.1 41.1 33.3
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,671,088: 276,017 523,666 43,428 2,036,703 1,874,649 2,356,148 2,441,743: 314,940 229,345
Old : 2,671,088: 276,017 523,666 43,428 2,036,703 1,874,649 2,356,148 2,441,743: 314,940 229,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 60,528: 31,173 22,069 1,889 -585 51,382 32,477 75,340: 28,051 -14,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 19.6 1.6 76.2 70.2 88.2 91.4: 11.8 8.6
Old : 100.0: 10.3 19.6 1.6 76.2 70.2 88.2 91.4: 11.8 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 : 484: 89 87 39 204 196 309 306:
Old : 484: 89 87 39 204 196 309 306:
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 : 20.9 15.5 29.5 24.3 19.2 14.9 26.4 23.4
Old : 20.9 15.5 29.5 24.3 19.2 14.9 26.4 23.4
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 103,734: 6,761 6,122 8 87,589 93,279 94,358 99,409: 9,376 4,325
Old : 103,734: 6,761 6,122 8 87,589 93,279 94,358 99,409: 9,376 4,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -2,168: -71 -89 -1 -3,374 -1,934 -3,446 -2,024: 1,278 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 5.9 0.0 84.4 89.9 91.0 95.8: 9.0 4.2
Old : 100.0: 6.5 5.9 0.0 84.4 89.9 91.0 95.8: 9.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 9 7 1 51 36 60 44:
Old : 88: 9 7 1 51 36 60 44:
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 : 30.9 45.6 46.1 63.5 30.1 42.6 43.3 59.1
Old : 30.9 45.6 46.1 63.5 30.1 42.6 43.3 59.1
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,931: 9,563 4,159 268 36,266 45,518 46,096 49,945: 6,835 2,986
Old : 52,931: 9,563 4,159 268 36,266 45,518 46,096 49,945: 6,835 2,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 1,734: 1,743 -703 -724 -416 2,764 603 1,337: 1,131 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 7.9 0.5 68.5 86.0 87.1 94.4: 12.9 5.6
Old : 100.0: 18.1 7.9 0.5 68.5 86.0 87.1 94.4: 12.9 5.6
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 : 207: 53 29 10 61 76 117 112:
Old : 207: 53 29 10 61 76 117 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 23.9 43.8 38.0 30.1 23.9 43.6 38.0
Old : 30.1 23.9 43.8 38.0 30.1 23.9 43.6 38.0
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 264,654: 47,813 20,796 1,338 181,328 227,591 230,479 249,725: 34,175 14,929
Old : 264,654: 47,813 20,796 1,338 181,328 227,591 230,479 249,725: 34,175 14,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 8,671: 8,714 -3,514 -3,621 -2,079 13,819 3,014 6,684: 5,657 1,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 7.9 0.5 68.5 86.0 87.1 94.4: 12.9 5.6
Old : 100.0: 18.1 7.9 0.5 68.5 86.0 87.1 94.4: 12.9 5.6
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 : 207: 53 29 10 61 76 117 112:
Old : 207: 53 29 10 61 76 117 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 23.9 43.8 38.0 30.1 23.9 43.6 38.0
Old : 30.1 23.9 43.8 38.0 30.1 23.9 43.6 38.0
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,247: 70,268 23,731 2,621 24,729 73,890 97,618 100,242: 19,629 17,005
Old : 117,247: 70,268 23,731 2,621 24,729 73,890 97,618 100,242: 19,629 17,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 6,037: 9,966 -3,934 -117 -5,238 8,889 4,611 4,838: 1,426 1,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 20.2 2.2 21.1 63.0 83.3 85.5: 16.7 14.5
Old : 100.0: 59.9 20.2 2.2 21.1 63.0 83.3 85.5: 16.7 14.5
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 : 84: 23 26 1 14 25 38 51:
Old : 84: 23 26 1 14 25 38 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 46.2 65.0 58.0 52.2 45.6 64.7 57.0
Old : 52.2 46.2 65.0 58.0 52.2 45.6 64.7 57.0
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,554: 3,802 7,896 0 13,859 5,362 17,661 13,258: 5,893 10,296
Old : 23,554: 3,802 7,896 0 13,859 5,362 17,661 13,258: 5,893 10,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 450: 239 -464 -3 176 788 412 321: 38 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 33.5 0.0 58.8 22.8 75.0 56.3: 25.0 43.7
Old : 100.0: 16.1 33.5 0.0 58.8 22.8 75.0 56.3: 25.0 43.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 8 0 17 7 25 15:
Old : 38: 8 8 0 17 7 25 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 : 33.5 42.7 49.9 50.8 33.5 42.7 49.9 50.8
Old : 33.5 42.7 49.9 50.8 33.5 42.7 49.9 50.8
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 - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,355: 7,139 3,775 1,540 22,861 10,533 31,540 15,848: 5,815 21,507
Old : 37,355: 7,139 3,775 1,540 22,861 10,533 31,540 15,848: 5,815 21,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 1,599: 111 1,095 -64 1,271 -2,437 1,318 -1,406: 281 3,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 10.1 4.1 61.2 28.2 84.4 42.4: 15.6 57.6
Old : 100.0: 19.1 10.1 4.1 61.2 28.2 84.4 42.4: 15.6 57.6
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 : 51: 9 9 1 22 17 32 26:
Old : 51: 9 9 1 22 17 32 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 : 37.9 18.7 53.7 27.5 36.3 15.8 50.6 23.2
Old : 37.9 18.7 53.7 27.5 36.3 15.8 50.6 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2012