BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 3,709: 50 100 62 2,866 2,913 2,978 3,075: 731 634
Old : 3,709: 50 100 62 2,866 2,913 2,978 3,075: 731 634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -459: -6 -59 2 -584 -424 -589 -481: 129 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.7 1.7 77.3 78.5 80.3 82.9: 19.7 17.1
Old : 100.0: 1.4 2.7 1.7 77.3 78.5 80.3 82.9: 19.7 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 3 16 12 20 15:
Old : 24: 2 2 3 16 12 20 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 : 52.6 62.4 71.1 77.1 52.6 61.3 70.0 74.8
Old : 52.6 62.4 71.1 77.1 52.6 61.3 70.0 74.8
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, 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 : 48,574: 7,526 2,789 11,106 24,030 22,503 42,661 36,397: 5,913 12,177
Old : 48,574: 7,526 2,789 11,106 24,030 22,503 42,661 36,397: 5,913 12,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -7,293: -1,915 -1,106 -1,627 -3,538 -4,361 -7,080 -7,094: -212 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 5.7 22.9 49.5 46.3 87.8 74.9: 12.2 25.1
Old : 100.0: 15.5 5.7 22.9 49.5 46.3 87.8 74.9: 12.2 25.1
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 : 75: 14 17 18 33 33 60 55:
Old : 75: 14 17 18 33 33 60 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 : 38.2 28.5 53.3 41.7 36.2 26.5 46.3 33.7
Old : 38.2 28.5 53.3 41.7 36.2 26.5 46.3 33.7
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, 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 : 277,185: 68,277 34,796 70,557 110,446 131,600 249,280 236,953: 27,905 40,232
Old : 270,550: 67,612 36,254 67,534 109,470 128,271 244,617 232,059: 25,933 38,491
Other: 6,635: 2,191 69 1,496 975 3,329 4,663 4,894: 1,972 1,741
: : :
: : Changes in Commitments from: December 27, 2011 :
: -3,908: -1,534 3,037 -767 -458 -3,562 -2,759 -1,292: -1,149 -2,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 12.6 25.5 39.8 47.5 89.9 85.5: 10.1 14.5
Old : 100.0: 25.0 13.4 25.0 40.5 47.4 90.4 85.8: 9.6 14.2
Other: 100.0: 33.0 1.0 22.5 14.7 50.2 70.3 73.8: 29.7 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 90 73 108 64 76 212 215:
Old : 267: 86 79 108 64 76 212 215:
Other: 58: 22 3 14 18 22 43 37:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 18.9 29.1 27.2 17.1 16.1 27.1 23.0
Old : 17.8 19.1 29.7 27.5 17.4 16.2 27.5 23.2
Other: 27.1 32.6 40.0 46.1 23.2 30.2 32.1 41.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 399,273: 106,329 34,402 107,743 156,716 192,258 370,788 334,403: 28,485 64,870
Old : 399,273: 106,329 34,402 107,743 156,716 192,258 370,788 334,403: 28,485 64,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 2,959: 1,189 -1,894 3,861 -3,941 710 1,109 2,677: 1,850 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 8.6 27.0 39.3 48.2 92.9 83.8: 7.1 16.2
Old : 100.0: 26.6 8.6 27.0 39.3 48.2 92.9 83.8: 7.1 16.2
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 : 390: 121 83 123 96 163 278 317:
Old : 390: 121 83 123 96 163 278 317:
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 : 17.3 15.0 29.3 21.9 16.5 11.4 27.3 16.4
Old : 17.3 15.0 29.3 21.9 16.5 11.4 27.3 16.4
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, 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 : 8,723: 3,515 3,662 890 2,502 2,338 6,907 6,890: 1,816 1,832
Old : 8,723: 3,515 3,662 890 2,502 2,338 6,907 6,890: 1,816 1,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -1,018: -7 -1,206 -340 -677 495 -1,024 -1,050: 6 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 42.0 10.2 28.7 26.8 79.2 79.0: 20.8 21.0
Old : 100.0: 40.3 42.0 10.2 28.7 26.8 79.2 79.0: 20.8 21.0
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 : 72: 17 26 12 19 18 46 51:
Old : 72: 17 26 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 : 39.1 25.0 52.9 40.5 39.1 24.9 51.7 38.7
Old : 39.1 25.0 52.9 40.5 39.1 24.9 51.7 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 39,571: 15,473 3,164 8,120 9,177 8,702 32,770 19,987: 6,801 19,584
Old : 39,571: 15,473 3,164 8,120 9,177 8,702 32,770 19,987: 6,801 19,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 2,225: 1,087 295 224 545 1,048 1,856 1,566: 370 659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 8.0 20.5 23.2 22.0 82.8 50.5: 17.2 49.5
Old : 100.0: 39.1 8.0 20.5 23.2 22.0 82.8 50.5: 17.2 49.5
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 : 167: 52 33 45 46 54 127 114:
Old : 167: 52 33 45 46 54 127 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 8.0 24.5 13.7 12.9 5.9 21.8 10.1
Old : 13.3 8.0 24.5 13.7 12.9 5.9 21.8 10.1
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 with Delta-adjusted Options and Futures Combined, 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 : 132,179: 7,595 1,224 3,193 121,334 127,344 132,122 131,761: 57 418
Old : 132,179: 7,595 1,224 3,193 121,334 127,344 132,122 131,761: 57 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 6,570: 657 -63 0 6,267 7,143 6,924 7,080: -354 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.9 2.4 91.8 96.3 100.0 99.7: 0.0 0.3
Old : 100.0: 5.7 0.9 2.4 91.8 96.3 100.0 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 15 18 19:
Old : 22: 2 3 1 16 15 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 : 81.9 77.6 92.5 91.7 36.2 35.1 41.6 40.2
Old : 81.9 77.6 92.5 91.7 36.2 35.1 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 with Delta-adjusted Options and Futures Combined, 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 : 126,694: 27,561 51,185 3,388 67,149 48,709 98,098 103,282: 28,597 23,412
Old : 126,694: 27,561 51,185 3,388 67,149 48,709 98,098 103,282: 28,597 23,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 1,454: -448 1,196 162 256 677 -30 2,035: 1,484 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 40.4 2.7 53.0 38.4 77.4 81.5: 22.6 18.5
Old : 100.0: 21.8 40.4 2.7 53.0 38.4 77.4 81.5: 22.6 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 22 14 8 23 25 50 42:
Old : 68: 22 14 8 23 25 50 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 : 39.8 59.7 52.2 66.6 39.7 59.6 50.9 65.0
Old : 39.8 59.7 52.2 66.6 39.7 59.6 50.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 40,439: 3,241 15,698 1,869 26,682 3,962 31,792 21,529: 8,646 18,909
Old : 40,439: 3,241 15,698 1,869 26,682 3,962 31,792 21,529: 8,646 18,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 2,178: 5 1,536 -60 1,258 651 1,204 2,127: 974 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 38.8 4.6 66.0 9.8 78.6 53.2: 21.4 46.8
Old : 100.0: 8.0 38.8 4.6 66.0 9.8 78.6 53.2: 21.4 46.8
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 : 38: 4 18 5 13 10 21 29:
Old : 38: 4 18 5 13 10 21 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 24.1 68.2 32.4 54.6 24.1 67.4 32.1
Old : 54.6 24.1 68.2 32.4 54.6 24.1 67.4 32.1
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, 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 with Delta-adjusted Options and Futures Combined, 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 : 198,554: 27,786 59,344 2,602 154,836 107,363 185,224 169,309: 13,330 29,245
Old : 198,554: 27,786 59,344 2,602 154,836 107,363 185,224 169,309: 13,330 29,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 10,714: 2,356 5,121 226 9,486 3,092 12,067 8,438: -1,353 2,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 29.9 1.3 78.0 54.1 93.3 85.3: 6.7 14.7
Old : 100.0: 14.0 29.9 1.3 78.0 54.1 93.3 85.3: 6.7 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: 15 35 10 26 33 48 71:
Old : 92: 15 35 10 26 33 48 71:
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 : 51.5 54.7 74.8 61.0 51.5 53.4 74.1 59.7
Old : 51.5 54.7 74.8 61.0 51.5 53.4 74.1 59.7
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, 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 : 166,661: 73,030 16,238 3,185 67,718 118,591 143,933 138,015: 22,727 28,646
Old : 166,661: 73,030 16,238 3,185 67,718 118,591 143,933 138,015: 22,727 28,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 26,601: 20,181 -13,894 389 -231 39,233 20,339 25,728: 6,262 873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 9.7 1.9 40.6 71.2 86.4 82.8: 13.6 17.2
Old : 100.0: 43.8 9.7 1.9 40.6 71.2 86.4 82.8: 13.6 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 30 26 16 24 26 62 60:
Old : 90: 30 26 16 24 26 62 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 48.3 67.9 60.6 59.5 48.2 67.4 59.3
Old : 59.5 48.3 67.9 60.6 59.5 48.2 67.4 59.3
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, 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 : 329,463: 40,424 178,170 32,917 224,183 56,600 297,524 267,687: 31,938 61,776
Old : 329,463: 40,424 178,170 32,917 224,183 56,600 297,524 267,687: 31,938 61,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 10,751: -5,061 5,745 3,252 9,636 141 7,828 9,139: 2,923 1,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 54.1 10.0 68.0 17.2 90.3 81.2: 9.7 18.8
Old : 100.0: 12.3 54.1 10.0 68.0 17.2 90.3 81.2: 9.7 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 : 199: 37 88 51 55 52 123 160:
Old : 199: 37 88 51 55 52 123 160:
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 : 39.8 27.0 50.0 35.2 39.3 26.9 49.2 33.5
Old : 39.8 27.0 50.0 35.2 39.3 26.9 49.2 33.5
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, 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 with Delta-adjusted Options and Futures Combined, 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 :11,785,910: 216,025 735,123 4,448,189 6,352,430 5,560,838 11,016,643 10,744,149: 769,267 1,041,761
Old :11,785,910: 216,025 735,123 4,448,189 6,352,430 5,560,838 11,016,643 10,744,149: 769,267 1,041,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 247,665: -34,320 32,963 203,576 73,337 18,054 242,593 254,593: 5,072 -6,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 6.2 37.7 53.9 47.2 93.5 91.2: 6.5 8.8
Old : 100.0: 1.8 6.2 37.7 53.9 47.2 93.5 91.2: 6.5 8.8
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 : 253: 36 66 96 136 137 234 245:
Old : 253: 36 66 96 136 137 234 245:
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 : 26.5 20.8 38.1 32.9 18.6 9.9 23.3 13.3
Old : 26.5 20.8 38.1 32.9 18.6 9.9 23.3 13.3
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, 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 : 885,114: 57,054 92,674 74,592 618,165 602,489 749,810 769,755: 135,304 115,359
Old : 885,114: 57,054 92,674 74,592 618,165 602,489 749,810 769,755: 135,304 115,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 25,607: 2,911 -3,278 8,761 6,672 19,627 18,344 25,109: 7,264 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 10.5 8.4 69.8 68.1 84.7 87.0: 15.3 13.0
Old : 100.0: 6.4 10.5 8.4 69.8 68.1 84.7 87.0: 15.3 13.0
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 : 529: 94 104 88 237 229 375 377:
Old : 529: 94 104 88 237 229 375 377:
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 11.0 24.0 19.0 13.0 9.5 20.1 15.3
Old : 15.5 11.0 24.0 19.0 13.0 9.5 20.1 15.3
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, 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 : 304,397: 33,713 20,830 18,814 181,735 198,833 234,262 238,476: 70,135 65,921
Old : 304,397: 33,713 20,830 18,814 181,735 198,833 234,262 238,476: 70,135 65,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 12,581: 3,673 -488 126 7,175 9,360 10,974 8,998: 1,607 3,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 6.8 6.2 59.7 65.3 77.0 78.3: 23.0 21.7
Old : 100.0: 11.1 6.8 6.2 59.7 65.3 77.0 78.3: 23.0 21.7
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 : 111: 14 16 24 61 58 88 85:
Old : 111: 14 16 24 61 58 88 85:
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 : 26.9 17.8 37.5 30.5 25.8 16.0 34.2 27.8
Old : 26.9 17.8 37.5 30.5 25.8 16.0 34.2 27.8
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, 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 : 2,903,588: 275,079 517,598 120,514 2,182,148 2,018,282 2,577,741 2,656,394: 325,847 247,194
Old : 2,903,588: 275,079 517,598 120,514 2,182,148 2,018,282 2,577,741 2,656,394: 325,847 247,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 65,130: 31,901 21,760 7,462 -2,514 51,337 36,849 80,559: 28,281 -15,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 17.8 4.2 75.2 69.5 88.8 91.5: 11.2 8.5
Old : 100.0: 9.5 17.8 4.2 75.2 69.5 88.8 91.5: 11.2 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 496: 86 101 79 214 210 341 349:
Old : 496: 86 101 79 214 210 341 349:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 14.2 27.2 22.4 17.6 13.7 23.7 21.5
Old : 19.2 14.2 27.2 22.4 17.6 13.7 23.7 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 103,740: 6,761 6,122 8 87,589 93,279 94,358 99,409: 9,382 4,331
Old : 103,740: 6,761 6,122 8 87,589 93,279 94,358 99,409: 9,382 4,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -2,168: -71 -89 -1 -3,378 -1,936 -3,450 -2,026: 1,282 -142
: : :
: : 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 with Delta-adjusted Options and Futures Combined, 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 : 53,531: 9,576 4,165 357 36,699 45,942 46,631 50,464: 6,900 3,068
Old : 53,531: 9,576 4,165 357 36,699 45,942 46,631 50,464: 6,900 3,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 1,757: 1,740 -744 -717 -381 2,823 642 1,361: 1,115 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 7.8 0.7 68.6 85.8 87.1 94.3: 12.9 5.7
Old : 100.0: 17.9 7.8 0.7 68.6 85.8 87.1 94.3: 12.9 5.7
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 : 208: 54 29 15 66 79 125 118:
Old : 208: 54 29 15 66 79 125 118:
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 : 29.8 23.6 43.3 37.6 29.8 23.6 43.1 37.6
Old : 29.8 23.6 43.3 37.6 29.8 23.6 43.1 37.6
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, 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 : 267,657: 47,879 20,827 1,783 183,494 229,709 233,156 252,319: 34,501 15,338
Old : 267,657: 47,879 20,827 1,783 183,494 229,709 233,156 252,319: 34,501 15,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 8,787: 8,702 -3,722 -3,587 -1,905 14,115 3,210 6,806: 5,577 1,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 7.8 0.7 68.6 85.8 87.1 94.3: 12.9 5.7
Old : 100.0: 17.9 7.8 0.7 68.6 85.8 87.1 94.3: 12.9 5.7
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 : 208: 54 29 15 66 79 125 118:
Old : 208: 54 29 15 66 79 125 118:
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 : 29.8 23.6 43.3 37.6 29.8 23.6 43.1 37.6
Old : 29.8 23.6 43.3 37.6 29.8 23.6 43.1 37.6
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, 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 : 127,616: 69,863 23,225 7,027 29,270 78,188 106,160 108,441: 21,456 19,175
Old : 127,616: 69,863 23,225 7,027 29,270 78,188 106,160 108,441: 21,456 19,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 8,810: 9,922 -4,127 1,201 -4,120 10,030 7,003 7,105: 1,807 1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 18.2 5.5 22.9 61.3 83.2 85.0: 16.8 15.0
Old : 100.0: 54.7 18.2 5.5 22.9 61.3 83.2 85.0: 16.8 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 24 26 15 21 32 57 61:
Old : 86: 24 26 15 21 32 57 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 : 47.9 42.4 59.9 53.5 47.9 41.9 59.4 52.1
Old : 47.9 42.4 59.9 53.5 47.9 41.9 59.4 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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