BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,601: 152 431 11 2,926 2,699 3,089 3,141: 512 460
Old : 3,601: 152 431 11 2,926 2,699 3,089 3,141: 512 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 225: 49 -6 0 146 210 195 204: 30 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 12.0 0.3 81.3 75.0 85.8 87.2: 14.2 12.8
Old : 100.0: 4.2 12.0 0.3 81.3 75.0 85.8 87.2: 14.2 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 3 2 13 13 17 17:
Old : 24: 3 3 2 13 13 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 54.4 78.5 68.8 53.1 51.7 69.6 65.8
Old : 56.6 54.4 78.5 68.8 53.1 51.7 69.6 65.8
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 - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 34,260: 6,350 7,324 1,025 22,843 20,622 30,218 28,971: 4,042 5,289
Old : 34,260: 6,350 7,324 1,025 22,843 20,622 30,218 28,971: 4,042 5,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 2,306: 652 251 139 1,029 1,056 1,820 1,446: 486 860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 21.4 3.0 66.7 60.2 88.2 84.6: 11.8 15.4
Old : 100.0: 18.5 21.4 3.0 66.7 60.2 88.2 84.6: 11.8 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 16 13 14 28 32 53 51:
Old : 78: 16 13 14 28 32 53 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 34.4 64.8 55.4 50.8 32.7 63.5 53.7
Old : 52.1 34.4 64.8 55.4 50.8 32.7 63.5 53.7
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 - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 275,395: 92,208 35,191 49,869 100,141 146,715 242,218 231,775: 33,177 43,620
Old : 273,451: 92,097 35,288 49,243 99,664 145,608 241,004 230,139: 32,447 43,312
Other: 1,944: 737 529 0 477 1,107 1,214 1,636: 730 308
: : :
: : Changes in Commitments from: October 25, 2011 :
: -4,182: -3,856 -3,013 554 532 561 -2,770 -1,898: -1,412 -2,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 12.8 18.1 36.4 53.3 88.0 84.2: 12.0 15.8
Old : 100.0: 33.7 12.9 18.0 36.4 53.2 88.1 84.2: 11.9 15.8
Other: 100.0: 37.9 27.2 0.0 24.5 56.9 62.4 84.2: 37.6 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 122 62 118 55 88 254 228:
Old : 318: 122 67 117 55 88 253 228:
Other: 37: 10 12 0 3 12 13 24:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 19.7 26.1 27.7 14.7 17.4 24.5 24.6
Old : 15.5 19.7 26.3 27.8 14.8 17.5 24.6 24.7
Other: 46.6 46.6 60.3 64.6 46.6 46.6 60.3 64.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 325,310: 118,169 57,353 44,529 138,716 169,053 301,414 270,935: 23,896 54,375
Old : 325,310: 118,169 57,353 44,529 138,716 169,053 301,414 270,935: 23,896 54,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -11,461: -16,306 -4,254 7,007 -696 -11,236 -9,995 -8,483: -1,466 -2,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 17.6 13.7 42.6 52.0 92.7 83.3: 7.3 16.7
Old : 100.0: 36.3 17.6 13.7 42.6 52.0 92.7 83.3: 7.3 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 124 83 109 65 160 247 308:
Old : 399: 124 83 109 65 160 247 308:
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 : 20.1 13.2 33.3 20.7 19.6 13.0 31.6 20.1
Old : 20.1 13.2 33.3 20.7 19.6 13.0 31.6 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,588: 4,052 4,733 797 2,984 2,030 7,833 7,560: 1,755 2,028
Old : 9,588: 4,052 4,733 797 2,984 2,030 7,833 7,560: 1,755 2,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -357: -218 -229 -124 -35 -10 -377 -363: 20 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 49.4 8.3 31.1 21.2 81.7 78.8: 18.3 21.2
Old : 100.0: 42.3 49.4 8.3 31.1 21.2 81.7 78.8: 18.3 21.2
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 : 85: 26 30 14 18 16 54 56:
Old : 85: 26 30 14 18 16 54 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 23.3 53.6 38.1 39.2 23.3 52.0 37.6
Old : 39.2 23.3 53.6 38.1 39.2 23.3 52.0 37.6
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 32,196: 13,827 3,956 4,419 7,950 7,353 26,196 15,728: 6,000 16,468
Old : 32,196: 13,827 3,956 4,419 7,950 7,353 26,196 15,728: 6,000 16,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -3,870: -1,440 -773 -1,318 -399 -686 -3,157 -2,777: -713 -1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 12.3 13.7 24.7 22.8 81.4 48.9: 18.6 51.1
Old : 100.0: 42.9 12.3 13.7 24.7 22.8 81.4 48.9: 18.6 51.1
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 : 148: 43 32 38 37 49 108 102:
Old : 148: 43 32 38 37 49 108 102:
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 : 17.8 6.7 27.9 12.1 17.8 5.7 27.2 10.6
Old : 17.8 6.7 27.9 12.1 17.8 5.7 27.2 10.6
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 97,060: 11,265 0 3,929 80,854 92,837 96,048 96,766: 1,012 294
Old : 97,060: 11,265 0 3,929 80,854 92,837 96,048 96,766: 1,012 294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 8,323: -2,736 -202 951 9,279 7,580 7,494 8,329: 829 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 4.0 83.3 95.6 99.0 99.7: 1.0 0.3
Old : 100.0: 11.6 0.0 4.0 83.3 95.6 99.0 99.7: 1.0 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 : 21: 4 0 1 16 15 20 16:
Old : 21: 4 0 1 16 15 20 16:
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 : 68.7 67.9 83.6 84.7 55.0 55.6 64.6 63.5
Old : 68.7 67.9 83.6 84.7 55.0 55.6 64.6 63.5
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 119,841: 27,420 42,240 141 64,477 56,340 92,038 98,721: 27,803 21,120
Old : 119,841: 27,420 42,240 141 64,477 56,340 92,038 98,721: 27,803 21,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -346: 2,052 -1,051 35 -4,848 4,989 -2,761 3,973: 2,415 -4,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 35.2 0.1 53.8 47.0 76.8 82.4: 23.2 17.6
Old : 100.0: 22.9 35.2 0.1 53.8 47.0 76.8 82.4: 23.2 17.6
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 : 76: 20 20 3 25 21 47 42:
Old : 76: 20 20 3 25 21 47 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 50.4 53.2 61.7 39.6 50.2 52.8 60.7
Old : 39.8 50.4 53.2 61.7 39.6 50.2 52.8 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 23,607: 3,224 4,970 170 8,763 8,296 12,157 13,436: 11,450 10,171
Old : 23,607: 3,224 4,970 170 8,763 8,296 12,157 13,436: 11,450 10,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -4,090: -1,853 -1,310 57 -2,420 920 -4,216 -333: 126 -3,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 21.1 0.7 37.1 35.1 51.5 56.9: 48.5 43.1
Old : 100.0: 13.7 21.1 0.7 37.1 35.1 51.5 56.9: 48.5 43.1
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 : 31: 3 11 1 10 11 13 23:
Old : 31: 3 11 1 10 11 13 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 29.8 49.6 39.8 37.3 29.5 47.3 39.3
Old : 37.3 29.8 49.6 39.8 37.3 29.5 47.3 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 105,956: 10,195 36,783 7 92,742 64,064 102,944 100,854: 3,012 5,102
Old : 105,956: 10,195 36,783 7 92,742 64,064 102,944 100,854: 3,012 5,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 9,643: 35 -432 -138 9,228 10,749 9,125 10,179: 518 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 34.7 0.0 87.5 60.5 97.2 95.2: 2.8 4.8
Old : 100.0: 9.6 34.7 0.0 87.5 60.5 97.2 95.2: 2.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 14 28 1 20 23 34 52:
Old : 79: 14 28 1 20 23 34 52:
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 : 82.2 43.5 89.9 62.7 82.2 43.5 89.5 62.7
Old : 82.2 43.5 89.9 62.7 82.2 43.5 89.5 62.7
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 169,466: 24,396 71,488 498 127,589 73,719 152,483 145,705: 16,983 23,761
Old : 169,466: 24,396 71,488 498 127,589 73,719 152,483 145,705: 16,983 23,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -2,094: 5,479 2,424 94 -8,997 -3,599 -3,424 -1,081: 1,330 -1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 42.2 0.3 75.3 43.5 90.0 86.0: 10.0 14.0
Old : 100.0: 14.4 42.2 0.3 75.3 43.5 90.0 86.0: 10.0 14.0
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 : 90: 21 30 5 30 21 53 54:
Old : 90: 21 30 5 30 21 53 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 52.4 58.5 64.8 36.2 50.8 58.3 63.2
Old : 36.3 52.4 58.5 64.8 36.2 50.8 58.3 63.2
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 138,045: 43,671 17,767 1,251 68,980 93,739 113,902 112,757: 24,143 25,288
Old : 138,045: 43,671 17,767 1,251 68,980 93,739 113,902 112,757: 24,143 25,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -27,571: -32,328 -3,953 1,207 12,438 -21,063 -18,683 -23,809: -8,888 -3,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 12.9 0.9 50.0 67.9 82.5 81.7: 17.5 18.3
Old : 100.0: 31.6 12.9 0.9 50.0 67.9 82.5 81.7: 17.5 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 27 27 4 26 18 56 46:
Old : 91: 27 27 4 26 18 56 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 57.7 57.2 63.9 46.3 57.5 56.7 63.6
Old : 46.3 57.7 57.2 63.9 46.3 57.5 56.7 63.6
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 231,229: 26,311 86,371 3,586 167,499 86,554 197,396 176,511: 33,833 54,718
Old : 231,229: 26,311 86,371 3,586 167,499 86,554 197,396 176,511: 33,833 54,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -4,545: 4,988 -11,464 2,772 -13,995 9,702 -6,235 1,010: 1,690 -5,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 37.4 1.6 72.4 37.4 85.4 76.3: 14.6 23.7
Old : 100.0: 11.4 37.4 1.6 72.4 37.4 85.4 76.3: 14.6 23.7
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 : 186: 33 72 17 50 48 90 130:
Old : 186: 33 72 17 50 48 90 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 21.3 50.5 31.7 36.6 21.3 47.6 31.1
Old : 39.4 21.3 50.5 31.7 36.6 21.3 47.6 31.1
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 24,021: 13,394 2,739 0 8,317 19,682 21,711 22,421: 2,310 1,600
Old : 24,021: 13,394 2,739 0 8,317 19,682 21,711 22,421: 2,310 1,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -654: 96 -1,340 0 -1,126 482 -1,030 -858: 376 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 11.4 0.0 34.6 81.9 90.4 93.3: 9.6 6.7
Old : 100.0: 55.8 11.4 0.0 34.6 81.9 90.4 93.3: 9.6 6.7
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 : 37: 10 12 0 7 10 17 22:
Old : 37: 10 12 0 7 10 17 22:
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 : 66.3 65.1 81.5 79.6 66.3 64.8 81.5 79.3
Old : 66.3 65.1 81.5 79.6 66.3 64.8 81.5 79.3
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 8,490,494: 712,819 1,179,281 1,352,221 5,701,164 5,066,473 7,766,204 7,597,975: 724,290 892,519
Old : 8,490,494: 712,819 1,179,281 1,352,221 5,701,164 5,066,473 7,766,204 7,597,975: 724,290 892,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 266,542: 169,699 -15,042 51,994 43,944 271,908 265,637 308,860: 905 -42,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 13.9 15.9 67.1 59.7 91.5 89.5: 8.5 10.5
Old : 100.0: 8.4 13.9 15.9 67.1 59.7 91.5 89.5: 8.5 10.5
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 : 261: 43 51 81 134 143 229 238:
Old : 261: 43 51 81 134 143 229 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 22.9 47.5 37.6 32.7 18.2 37.6 25.4
Old : 37.7 22.9 47.5 37.6 32.7 18.2 37.6 25.4
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 859,816: 57,346 113,548 24,674 663,797 613,478 745,817 751,700: 113,999 108,116
Old : 859,816: 57,346 113,548 24,674 663,797 613,478 745,817 751,700: 113,999 108,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -36,861: 3,322 -5,196 -6,531 -12,149 2,527 -15,358 -9,200: -21,503 -27,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 13.2 2.9 77.2 71.3 86.7 87.4: 13.3 12.6
Old : 100.0: 6.7 13.2 2.9 77.2 71.3 86.7 87.4: 13.3 12.6
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 : 576: 81 133 50 238 255 351 407:
Old : 576: 81 133 50 238 255 351 407:
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 : 17.6 10.2 26.6 17.4 14.1 9.8 22.7 15.4
Old : 17.6 10.2 26.6 17.4 14.1 9.8 22.7 15.4
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 290,124: 24,556 21,196 1,248 200,029 218,201 225,833 240,645: 64,291 49,479
Old : 290,124: 24,556 21,196 1,248 200,029 218,201 225,833 240,645: 64,291 49,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -5,691: -7,450 1,067 455 3,343 19,885 -3,652 21,407: -2,039 -27,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 7.3 0.4 68.9 75.2 77.8 82.9: 22.2 17.1
Old : 100.0: 8.5 7.3 0.4 68.9 75.2 77.8 82.9: 22.2 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 : 127: 17 17 9 61 59 83 80:
Old : 127: 17 17 9 61 59 83 80:
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 : 24.7 23.4 35.1 33.3 23.4 23.3 33.5 32.6
Old : 24.7 23.4 35.1 33.3 23.4 23.3 33.5 32.6
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,848,461: 243,818 541,626 37,264 2,318,838 1,976,387 2,599,920 2,555,277: 248,541 293,184
Old : 2,848,461: 243,818 541,626 37,264 2,318,838 1,976,387 2,599,920 2,555,277: 248,541 293,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -155,848: 8,108 -77,068 10,823 -77,459 -86,789 -58,528 -153,034: -97,320 -2,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 19.0 1.3 81.4 69.4 91.3 89.7: 8.7 10.3
Old : 100.0: 8.6 19.0 1.3 81.4 69.4 91.3 89.7: 8.7 10.3
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 : 543: 75 130 35 212 230 310 372:
Old : 543: 75 130 35 212 230 310 372:
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 11.7 31.6 19.1 18.2 10.5 27.8 17.2
Old : 21.5 11.7 31.6 19.1 18.2 10.5 27.8 17.2
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 111,401: 9,393 5,473 70 93,366 101,575 102,829 107,118: 8,572 4,283
Old : 111,401: 9,393 5,473 70 93,366 101,575 102,829 107,118: 8,572 4,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 2,554: 1,478 -454 11 988 4,186 2,477 3,743: 77 -1,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 4.9 0.1 83.8 91.2 92.3 96.2: 7.7 3.8
Old : 100.0: 8.4 4.9 0.1 83.8 91.2 92.3 96.2: 7.7 3.8
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 : 91: 10 7 1 52 35 62 43:
Old : 91: 10 7 1 52 35 62 43:
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 : 31.7 40.2 51.5 62.0 30.8 38.3 46.1 57.2
Old : 31.7 40.2 51.5 62.0 30.8 38.3 46.1 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 98,356: 16,355 3,599 2,013 62,676 78,902 81,044 84,514: 17,312 13,842
Old : 98,356: 16,355 3,599 2,013 62,676 78,902 81,044 84,514: 17,312 13,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 7,842: -205 -1,098 268 4,455 6,228 4,518 5,398: 3,325 2,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 3.7 2.0 63.7 80.2 82.4 85.9: 17.6 14.1
Old : 100.0: 16.6 3.7 2.0 63.7 80.2 82.4 85.9: 17.6 14.1
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 : 213: 55 23 11 80 81 141 109:
Old : 213: 55 23 11 80 81 141 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 27.0 37.0 44.2 24.1 24.8 31.0 39.1
Old : 28.7 27.0 37.0 44.2 24.1 24.8 31.0 39.1
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 30,410: 2,331 292 0 15,844 28,791 18,175 29,083: 12,235 1,327
Old : 30,410: 2,331 292 0 15,844 28,791 18,175 29,083: 12,235 1,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 7,382: 246 0 0 4,472 7,099 4,718 7,099: 2,664 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.0 0.0 52.1 94.7 59.8 95.6: 40.2 4.4
Old : 100.0: 7.7 1.0 0.0 52.1 94.7 59.8 95.6: 40.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 0 9 13 11 14:
Old : 24: 2 1 0 9 13 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 62.8 54.5 88.0 40.0 62.8 54.5 88.0
Old : 40.0 62.8 54.5 88.0 40.0 62.8 54.5 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 339,730: 78,704 25,121 1,479 234,162 250,555 314,345 277,155: 25,385 62,575
Old : 339,730: 78,704 25,121 1,479 234,162 250,555 314,345 277,155: 25,385 62,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 2,301: -1,025 -4,260 109 -86 -4,355 -1,002 -8,506: 3,303 10,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.4 0.4 68.9 73.8 92.5 81.6: 7.5 18.4
Old : 100.0: 23.2 7.4 0.4 68.9 73.8 92.5 81.6: 7.5 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 54 23 10 77 77 136 105:
Old : 211: 54 23 10 77 77 136 105:
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 : 31.7 26.9 41.5 39.1 31.1 26.8 40.9 38.9
Old : 31.7 26.9 41.5 39.1 31.1 26.8 40.9 38.9
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 139,057: 56,797 30,931 697 60,616 87,073 118,110 118,701: 20,947 20,356
Old : 139,057: 56,797 30,931 697 60,616 87,073 118,110 118,701: 20,947 20,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 12,241: 10,966 8,171 647 -2,043 7,120 9,570 15,938: 2,671 -3,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 22.2 0.5 43.6 62.6 84.9 85.4: 15.1 14.6
Old : 100.0: 40.8 22.2 0.5 43.6 62.6 84.9 85.4: 15.1 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 23 24 2 16 18 40 43:
Old : 77: 23 24 2 16 18 40 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 44.7 66.1 61.3 45.3 44.2 66.1 60.8
Old : 45.3 44.7 66.1 61.3 45.3 44.2 66.1 60.8
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 28,806: 2,688 9,012 0 19,625 7,278 22,313 16,290: 6,493 12,516
Old : 28,806: 2,688 9,012 0 19,625 7,278 22,313 16,290: 6,493 12,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 2,379: -1,456 1,906 -12 4,258 -316 2,790 1,578: -411 801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 31.3 0.0 68.1 25.3 77.5 56.6: 22.5 43.4
Old : 100.0: 9.3 31.3 0.0 68.1 25.3 77.5 56.6: 22.5 43.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 10 0 23 8 30 18:
Old : 46: 7 10 0 23 8 30 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 : 31.6 36.2 48.2 47.3 31.4 36.2 47.9 47.3
Old : 31.6 36.2 48.2 47.3 31.4 36.2 47.9 47.3
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, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 47,083: 8,585 4,722 2,422 28,704 13,917 39,711 21,061: 7,372 26,022
Old : 47,083: 8,585 4,722 2,422 28,704 13,917 39,711 21,061: 7,372 26,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 6,272: 2,504 -2,023 823 3,669 266 6,996 -934: -724 7,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 10.0 5.1 61.0 29.6 84.3 44.7: 15.7 55.3
Old : 100.0: 18.2 10.0 5.1 61.0 29.6 84.3 44.7: 15.7 55.3
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 : 61: 11 6 3 29 20 42 27:
Old : 61: 11 6 3 29 20 42 27:
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 : 25.4 17.5 39.3 27.6 24.7 17.5 37.6 25.2
Old : 25.4 17.5 39.3 27.6 24.7 17.5 37.6 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2011