BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 31, 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 : 4,923: 478 203 9 3,753 4,120 4,240 4,332: 683 591
Old : 4,923: 478 203 9 3,753 4,120 4,240 4,332: 683 591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 482: 163 54 -15 315 389 463 428: 19 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 4.1 0.2 76.2 83.7 86.1 88.0: 13.9 12.0
Old : 100.0: 9.7 4.1 0.2 76.2 83.7 86.1 88.0: 13.9 12.0
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 : 24: 3 3 2 14 11 19 14:
Old : 24: 3 3 2 14 11 19 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 : 55.8 68.0 73.6 81.3 55.8 64.7 71.9 76.6
Old : 55.8 68.0 73.6 81.3 55.8 64.7 71.9 76.6
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 31, 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 : 34,643: 6,305 8,370 1,191 22,348 19,357 29,844 28,918: 4,799 5,725
Old : 34,643: 6,305 8,370 1,191 22,348 19,357 29,844 28,918: 4,799 5,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,557: 121 667 38 1,308 735 1,467 1,440: 90 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 24.2 3.4 64.5 55.9 86.1 83.5: 13.9 16.5
Old : 100.0: 18.2 24.2 3.4 64.5 55.9 86.1 83.5: 13.9 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 : 75: 11 22 11 24 24 42 50:
Old : 75: 11 22 11 24 24 42 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 32.7 64.5 48.3 49.6 31.7 62.4 46.5
Old : 51.6 32.7 64.5 48.3 49.6 31.7 62.4 46.5
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 31, 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 : 248,543: 78,279 60,052 40,585 102,832 113,616 221,696 214,253: 26,847 34,290
Old : 234,782: 75,248 61,205 35,345 100,579 106,266 211,172 202,816: 23,610 31,966
Other: 13,761: 6,331 2,147 1,940 2,253 7,350 10,524 11,437: 3,237 2,324
: : :
: : Changes in Commitments from: January 24, 2012 :
: -1,396: -280 -815 2,752 -2,138 -3,554 334 -1,617: -1,730 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 24.2 16.3 41.4 45.7 89.2 86.2: 10.8 13.8
Old : 100.0: 32.1 26.1 15.1 42.8 45.3 89.9 86.4: 10.1 13.6
Other: 100.0: 46.0 15.6 14.1 16.4 53.4 76.5 83.1: 23.5 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 89 81 96 47 70 198 207:
Old : 274: 81 97 93 44 69 192 205:
Other: 87: 29 14 8 19 31 51 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 18.8 33.0 26.3 18.0 18.6 29.8 25.2
Old : 19.5 19.5 33.9 27.2 19.2 19.2 31.6 26.1
Other: 34.7 31.8 51.1 48.9 31.0 26.4 43.2 41.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 31, 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 : 339,209: 123,790 68,943 42,383 144,362 164,943 310,535 276,269: 28,674 62,940
Old : 339,209: 123,790 68,943 42,383 144,362 164,943 310,535 276,269: 28,674 62,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 3,592: 8,271 458 -3,947 126 6,020 4,450 2,531: -858 1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 20.3 12.5 42.6 48.6 91.5 81.4: 8.5 18.6
Old : 100.0: 36.5 20.3 12.5 42.6 48.6 91.5 81.4: 8.5 18.6
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 : 421: 130 97 115 84 162 282 321:
Old : 421: 130 97 115 84 162 282 321:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 12.3 34.1 19.3 19.9 11.9 32.3 18.3
Old : 20.7 12.3 34.1 19.3 19.9 11.9 32.3 18.3
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 31, 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 : 10,079: 3,781 4,989 1,608 2,727 1,963 8,116 8,560: 1,963 1,519
Old : 10,079: 3,781 4,989 1,608 2,727 1,963 8,116 8,560: 1,963 1,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 436: -178 193 399 110 61 331 653: 105 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 49.5 16.0 27.1 19.5 80.5 84.9: 19.5 15.1
Old : 100.0: 37.5 49.5 16.0 27.1 19.5 80.5 84.9: 19.5 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 30 26 20 17 17 60 59:
Old : 87: 30 26 20 17 17 60 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 27.4 47.8 42.3 33.8 26.4 43.5 39.7
Old : 33.8 27.4 47.8 42.3 33.8 26.4 43.5 39.7
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 - Futures Only, January 31, 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 : 44,705: 21,110 6,915 7,754 8,700 10,245 37,564 24,914: 7,141 19,791
Old : 44,705: 21,110 6,915 7,754 8,700 10,245 37,564 24,914: 7,141 19,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,401: 579 -185 1,009 -44 549 1,544 1,373: -143 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 15.5 17.3 19.5 22.9 84.0 55.7: 16.0 44.3
Old : 100.0: 47.2 15.5 17.3 19.5 22.9 84.0 55.7: 16.0 44.3
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 : 188: 64 39 43 31 61 124 125:
Old : 188: 64 39 43 31 61 124 125:
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 : 13.5 8.7 23.7 15.5 13.1 7.9 22.4 13.1
Old : 13.5 8.7 23.7 15.5 13.1 7.9 22.4 13.1
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 31, 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 : 122,493: 10,151 534 3,193 108,918 118,579 122,262 122,306: 231 187
Old : 122,493: 10,151 534 3,193 108,918 118,579 122,262 122,306: 231 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,379: 1,126 118 0 283 1,284 1,409 1,402: -30 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.4 2.6 88.9 96.8 99.8 99.8: 0.2 0.2
Old : 100.0: 8.3 0.4 2.6 88.9 96.8 99.8 99.8: 0.2 0.2
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 : 23: 4 2 1 15 15 19 18:
Old : 23: 4 2 1 15 15 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 74.3 88.7 89.7 31.7 30.8 38.7 37.0
Old : 77.5 74.3 88.7 89.7 31.7 30.8 38.7 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 31, 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 : 119,270: 30,140 49,549 1,703 54,905 48,260 86,748 99,512: 32,522 19,758
Old : 119,270: 30,140 49,549 1,703 54,905 48,260 86,748 99,512: 32,522 19,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 2,106: 368 868 252 -7 228 613 1,348: 1,493 758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 41.5 1.4 46.0 40.5 72.7 83.4: 27.3 16.6
Old : 100.0: 25.3 41.5 1.4 46.0 40.5 72.7 83.4: 27.3 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 28 16 6 22 22 52 42:
Old : 77: 28 16 6 22 22 52 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 : 34.7 57.1 45.4 65.8 33.8 57.0 43.9 64.1
Old : 34.7 57.1 45.4 65.8 33.8 57.0 43.9 64.1
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 31, 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 : 40,836: 6,477 17,699 591 23,108 8,173 30,176 26,463: 10,660 14,373
Old : 40,836: 6,477 17,699 591 23,108 8,173 30,176 26,463: 10,660 14,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,522: 1,305 13 429 -1,637 2,898 97 3,340: 1,425 -1,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 43.3 1.4 56.6 20.0 73.9 64.8: 26.1 35.2
Old : 100.0: 15.9 43.3 1.4 56.6 20.0 73.9 64.8: 26.1 35.2
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 : 42: 9 13 4 10 15 20 31:
Old : 42: 9 13 4 10 15 20 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 30.9 65.2 40.8 46.9 30.9 61.9 40.8
Old : 48.8 30.9 65.2 40.8 46.9 30.9 61.9 40.8
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 31, 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 : 150,567: 44,190 22,709 1 101,524 123,612 145,715 146,322: 4,852 4,245
Old : 150,567: 44,190 22,709 1 101,524 123,612 145,715 146,322: 4,852 4,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 8,053: 7,678 -6,385 1 -529 15,100 7,150 8,716: 903 -663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 15.1 0.0 67.4 82.1 96.8 97.2: 3.2 2.8
Old : 100.0: 29.3 15.1 0.0 67.4 82.1 96.8 97.2: 3.2 2.8
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 : 102: 38 27 1 18 23 56 51:
Old : 102: 38 27 1 18 23 56 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 : 64.9 55.8 83.1 72.7 64.9 55.8 83.1 72.3
Old : 64.9 55.8 83.1 72.7 64.9 55.8 83.1 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 31, 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 : 190,849: 23,698 49,912 598 151,492 111,212 175,788 161,722: 15,061 29,127
Old : 190,849: 23,698 49,912 598 151,492 111,212 175,788 161,722: 15,061 29,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 809: 7,595 2,448 107 -7,289 494 413 3,049: 396 -2,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 26.2 0.3 79.4 58.3 92.1 84.7: 7.9 15.3
Old : 100.0: 12.4 26.2 0.3 79.4 58.3 92.1 84.7: 7.9 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 21 35 6 22 28 45 67:
Old : 97: 21 35 6 22 28 45 67:
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 : 50.6 49.2 73.5 59.3 50.6 48.0 72.7 58.1
Old : 50.6 49.2 73.5 59.3 50.6 48.0 72.7 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 31, 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 : 172,967: 81,054 24,385 14 65,159 118,220 146,227 142,619: 26,740 30,348
Old : 172,967: 81,054 24,385 14 65,159 118,220 146,227 142,619: 26,740 30,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 20,906: 14,860 2,558 -30 385 17,782 15,215 20,310: 5,691 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 14.1 0.0 37.7 68.3 84.5 82.5: 15.5 17.5
Old : 100.0: 46.9 14.1 0.0 37.7 68.3 84.5 82.5: 15.5 17.5
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 : 94: 22 33 4 16 31 42 64:
Old : 94: 22 33 4 16 31 42 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 : 62.7 42.4 71.0 53.9 62.7 42.4 70.6 53.8
Old : 62.7 42.4 71.0 53.9 62.7 42.4 70.6 53.8
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 31, 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 : 305,328: 31,906 189,452 2,355 239,127 55,202 273,388 247,009: 31,940 58,319
Old : 305,328: 31,906 189,452 2,355 239,127 55,202 273,388 247,009: 31,940 58,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -10,022: 607 -13,194 408 -9,308 4,383 -8,293 -8,403: -1,729 -1,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 62.0 0.8 78.3 18.1 89.5 80.9: 10.5 19.1
Old : 100.0: 10.4 62.0 0.8 78.3 18.1 89.5 80.9: 10.5 19.1
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 : 181: 25 78 14 46 50 82 131:
Old : 181: 25 78 14 46 50 82 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 32.0 60.9 40.4 49.1 32.0 60.7 40.4
Old : 49.3 32.0 60.9 40.4 49.1 32.0 60.7 40.4
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 31, 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 : 31,627: 25,330 10,533 380 1,796 19,087 27,506 30,000: 4,121 1,627
Old : 31,627: 25,330 10,533 380 1,796 19,087 27,506 30,000: 4,121 1,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 6,058: 5,098 3,233 14 81 2,822 5,193 6,069: 865 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 33.3 1.2 5.7 60.4 87.0 94.9: 13.0 5.1
Old : 100.0: 80.1 33.3 1.2 5.7 60.4 87.0 94.9: 13.0 5.1
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 : 49: 20 14 2 3 12 25 26:
Old : 49: 20 14 2 3 12 25 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 : 64.4 67.5 75.6 80.1 64.4 67.5 75.6 80.1
Old : 64.4 67.5 75.6 80.1 64.4 67.5 75.6 80.1
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 31, 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 : 8,056,074: 771,162 631,273 1,530,989 4,886,758 4,991,104 7,188,909 7,153,366: 867,165 902,708
Old : 8,056,074: 771,162 631,273 1,530,989 4,886,758 4,991,104 7,188,909 7,153,366: 867,165 902,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 191,993: 43,518 -48,866 112,001 63,372 168,180 218,891 231,315: -26,898 -39,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 7.8 19.0 60.7 62.0 89.2 88.8: 10.8 11.2
Old : 100.0: 9.6 7.8 19.0 60.7 62.0 89.2 88.8: 10.8 11.2
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 : 248: 55 38 73 130 131 224 213:
Old : 248: 55 38 73 130 131 224 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 23.5 38.1 36.5 21.2 16.2 28.6 22.2
Old : 25.0 23.5 38.1 36.5 21.2 16.2 28.6 22.2
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 31, 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 : 799,299: 76,615 109,187 22,303 572,547 570,406 671,465 701,895: 127,835 97,404
Old : 799,299: 76,615 109,187 22,303 572,547 570,406 671,465 701,895: 127,835 97,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 4,305: 11,787 3,662 -6,151 -1,323 11,491 4,313 9,001: -8 -4,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 13.7 2.8 71.6 71.4 84.0 87.8: 16.0 12.2
Old : 100.0: 9.6 13.7 2.8 71.6 71.4 84.0 87.8: 16.0 12.2
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 : 522: 96 99 51 224 224 346 349:
Old : 522: 96 99 51 224 224 346 349:
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 : 16.2 12.2 24.7 21.4 14.2 11.6 22.1 19.6
Old : 16.2 12.2 24.7 21.4 14.2 11.6 22.1 19.6
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 31, 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 : 253,264: 10,528 22,020 1,246 163,386 192,069 175,160 215,335: 78,104 37,929
Old : 253,264: 10,528 22,020 1,246 163,386 192,069 175,160 215,335: 78,104 37,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -5,017: -7,380 2,768 10 -7,426 6,763 -14,796 9,541: 9,779 -14,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 8.7 0.5 64.5 75.8 69.2 85.0: 30.8 15.0
Old : 100.0: 4.2 8.7 0.5 64.5 75.8 69.2 85.0: 30.8 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 : 104: 10 11 4 53 54 65 67:
Old : 104: 10 11 4 53 54 65 67:
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 : 24.5 27.4 34.8 41.2 23.1 27.1 33.2 41.0
Old : 24.5 27.4 34.8 41.2 23.1 27.1 33.2 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 31, 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 : 2,730,177: 379,103 484,499 56,618 2,045,803 1,891,683 2,481,524 2,432,800: 248,653 297,377
Old : 2,730,177: 379,103 484,499 56,618 2,045,803 1,891,683 2,481,524 2,432,800: 248,653 297,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 46,611: 64,845 -26,521 183 30,517 23,638 95,545 -2,700: -48,934 49,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.7 2.1 74.9 69.3 90.9 89.1: 9.1 10.9
Old : 100.0: 13.9 17.7 2.1 74.9 69.3 90.9 89.1: 9.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 501: 97 94 46 203 207 320 328:
Old : 501: 97 94 46 203 207 320 328:
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 12.4 28.6 19.6 17.7 11.8 25.9 18.6
Old : 19.2 12.4 28.6 19.6 17.7 11.8 25.9 18.6
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 31, 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 : 109,600: 9,985 5,078 0 88,524 100,185 98,509 105,263: 11,091 4,337
Old : 109,600: 9,985 5,078 0 88,524 100,185 98,509 105,263: 11,091 4,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 460: 614 -525 -321 252 1,435 545 589: -85 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 4.6 0.0 80.8 91.4 89.9 96.0: 10.1 4.0
Old : 100.0: 9.1 4.6 0.0 80.8 91.4 89.9 96.0: 10.1 4.0
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 : 94: 14 6 0 53 36 67 42:
Old : 94: 14 6 0 53 36 67 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 : 30.5 42.1 46.0 64.0 30.2 41.9 43.3 61.1
Old : 30.5 42.1 46.0 64.0 30.2 41.9 43.3 61.1
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 31, 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 : 91,933: 25,453 3,938 1,070 56,757 82,774 83,280 87,783: 8,652 4,150
Old : 91,933: 25,453 3,938 1,070 56,757 82,774 83,280 87,783: 8,652 4,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 815: 2,745 46 -2,900 3,995 6,213 3,839 3,358: -3,025 -2,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 4.3 1.2 61.7 90.0 90.6 95.5: 9.4 4.5
Old : 100.0: 27.7 4.3 1.2 61.7 90.0 90.6 95.5: 9.4 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 73 30 10 74 83 152 119:
Old : 235: 73 30 10 74 83 152 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 31.7 34.2 47.5 21.0 28.5 32.9 42.4
Old : 21.5 31.7 34.2 47.5 21.0 28.5 32.9 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, January 31, 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 : 15,494: 789 979 0 11,604 13,801 12,393 14,780: 3,101 714
Old : 15,494: 789 979 0 11,604 13,801 12,393 14,780: 3,101 714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -522: -2,971 123 0 2,031 2,705 -940 2,828: 418 -3,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 6.3 0.0 74.9 89.1 80.0 95.4: 20.0 4.6
Old : 100.0: 5.1 6.3 0.0 74.9 89.1 80.0 95.4: 20.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 0 11 12 13 13:
Old : 24: 2 1 0 11 12 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 63.5 71.1 89.8 55.9 63.5 71.0 89.8
Old : 55.9 63.5 71.1 89.8 55.9 63.5 71.0 89.8
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 31, 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 : 382,193: 127,264 18,742 1,405 225,767 344,867 354,436 365,014: 27,757 17,179
Old : 382,193: 127,264 18,742 1,405 225,767 344,867 354,436 365,014: 27,757 17,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 6,684: 13,723 -15,241 353 9,821 17,540 23,897 2,652: -17,213 4,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 4.9 0.4 59.1 90.2 92.7 95.5: 7.3 4.5
Old : 100.0: 33.3 4.9 0.4 59.1 90.2 92.7 95.5: 7.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 73 31 9 67 81 144 117:
Old : 235: 73 31 9 67 81 144 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 32.1 39.6 47.5 25.2 32.1 39.6 47.5
Old : 25.2 32.1 39.6 47.5 25.2 32.1 39.6 47.5
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 31, 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 : 150,115: 97,471 19,427 2,919 21,327 109,504 121,717 131,850: 28,398 18,265
Old : 150,115: 97,471 19,427 2,919 21,327 109,504 121,717 131,850: 28,398 18,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 10,391: 6,528 -2,030 223 3,435 11,140 10,186 9,333: 205 1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 12.9 1.9 14.2 72.9 81.1 87.8: 18.9 12.2
Old : 100.0: 64.9 12.9 1.9 14.2 72.9 81.1 87.8: 18.9 12.2
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 : 93: 36 20 5 16 28 56 49:
Old : 93: 36 20 5 16 28 56 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 : 51.6 50.9 59.8 62.8 51.6 50.5 59.1 62.0
Old : 51.6 50.9 59.8 62.8 51.6 50.5 59.1 62.0
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 31, 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 : 21,835: 3,499 6,472 0 12,514 4,984 16,013 11,456: 5,822 10,379
Old : 21,835: 3,499 6,472 0 12,514 4,984 16,013 11,456: 5,822 10,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -1,072: -9 108 0 -1,344 -951 -1,353 -843: 281 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 29.6 0.0 57.3 22.8 73.3 52.5: 26.7 47.5
Old : 100.0: 16.0 29.6 0.0 57.3 22.8 73.3 52.5: 26.7 47.5
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 : 34: 6 7 0 18 5 24 12:
Old : 34: 6 7 0 18 5 24 12:
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 : 31.5 43.1 47.4 50.3 31.5 43.1 47.4 50.3
Old : 31.5 43.1 47.4 50.3 31.5 43.1 47.4 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 31, 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 : 42,431: 7,300 2,214 4,954 24,402 14,687 36,656 21,855: 5,775 20,576
Old : 42,431: 7,300 2,214 4,954 24,402 14,687 36,656 21,855: 5,775 20,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -1,176: -2,570 443 1,741 990 2,316 161 4,500: -1,337 -5,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 5.2 11.7 57.5 34.6 86.4 51.5: 13.6 48.5
Old : 100.0: 17.2 5.2 11.7 57.5 34.6 86.4 51.5: 13.6 48.5
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 : 56: 12 7 4 22 22 36 31:
Old : 56: 12 7 4 22 22 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 22.7 54.7 32.4 31.8 16.0 46.8 23.9
Old : 36.1 22.7 54.7 32.4 31.8 16.0 46.8 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2012