BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 8, 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 : 2,995: 111 191 1 2,479 2,171 2,591 2,363: 404 632
Old : 2,995: 111 191 1 2,479 2,171 2,591 2,363: 404 632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -606: -41 -240 -10 -447 -528 -498 -778: -108 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 6.4 0.0 82.8 72.5 86.5 78.9: 13.5 21.1
Old : 100.0: 3.7 6.4 0.0 82.8 72.5 86.5 78.9: 13.5 21.1
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 : 21: 2 1 1 13 12 16 13:
Old : 21: 2 1 1 13 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 53.0 78.4 68.1 52.9 49.9 69.0 61.4
Old : 57.2 53.0 78.4 68.1 52.9 49.9 69.0 61.4
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 8, 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 : 30,095: 5,819 7,625 1,188 19,641 17,047 26,648 25,860: 3,447 4,235
Old : 30,095: 5,819 7,625 1,188 19,641 17,047 26,648 25,860: 3,447 4,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -4,165: -531 301 163 -3,202 -3,575 -3,570 -3,111: -595 -1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 25.3 3.9 65.3 56.6 88.5 85.9: 11.5 14.1
Old : 100.0: 19.3 25.3 3.9 65.3 56.6 88.5 85.9: 11.5 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 : 75: 14 16 14 27 29 51 50:
Old : 75: 14 16 14 27 29 51 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 : 51.5 32.2 65.7 55.3 49.8 31.8 64.0 53.9
Old : 51.5 32.2 65.7 55.3 49.8 31.8 64.0 53.9
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 8, 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 : 252,230: 84,412 33,231 39,940 99,359 138,968 223,711 212,139: 28,519 40,091
Old : 250,475: 84,286 33,264 39,365 98,869 137,858 222,520 210,487: 27,955 39,988
Other: 1,755: 701 542 0 490 1,110 1,191 1,652: 564 103
: : :
: : Changes in Commitments from: November 1, 2011 :
: -23,165: -7,796 -1,960 -9,929 -782 -7,747 -18,507 -19,636: -4,658 -3,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 13.2 15.8 39.4 55.1 88.7 84.1: 11.3 15.9
Old : 100.0: 33.7 13.3 15.7 39.5 55.0 88.8 84.0: 11.2 16.0
Other: 100.0: 39.9 30.9 0.0 27.9 63.2 67.9 94.1: 32.1 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 114 56 107 50 85 223 217:
Old : 293: 116 60 106 50 85 222 217:
Other: 38: 11 11 0 3 13 14 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 : 16.3 20.8 28.1 29.2 16.0 18.2 26.6 25.5
Old : 16.4 20.9 28.3 29.3 16.1 18.3 26.7 25.6
Other: 51.6 51.6 65.1 72.5 51.6 51.6 65.1 72.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 8, 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 : 324,810: 123,994 53,317 41,770 133,415 171,293 299,179 266,380: 25,631 58,430
Old : 324,810: 123,994 53,317 41,770 133,415 171,293 299,179 266,380: 25,631 58,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -500: 5,825 -4,036 -2,759 -5,301 2,240 -2,235 -4,555: 1,735 4,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 16.4 12.9 41.1 52.7 92.1 82.0: 7.9 18.0
Old : 100.0: 38.2 16.4 12.9 41.1 52.7 92.1 82.0: 7.9 18.0
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 : 397: 134 72 105 66 162 254 294:
Old : 397: 134 72 105 66 162 254 294:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 13.9 31.8 21.7 18.6 13.6 30.6 20.7
Old : 18.9 13.9 31.8 21.7 18.6 13.6 30.6 20.7
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 8, 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: 3,985 4,629 837 2,930 2,062 7,752 7,528: 1,836 2,060
Old : 9,588: 3,985 4,629 837 2,930 2,062 7,752 7,528: 1,836 2,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 0: -67 -104 40 -54 32 -81 -32: 81 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 48.3 8.7 30.6 21.5 80.9 78.5: 19.1 21.5
Old : 100.0: 41.6 48.3 8.7 30.6 21.5 80.9 78.5: 19.1 21.5
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 : 83: 23 30 13 19 18 52 56:
Old : 83: 23 30 13 19 18 52 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 : 39.1 23.3 54.1 38.3 39.1 23.2 51.8 37.1
Old : 39.1 23.3 54.1 38.3 39.1 23.2 51.8 37.1
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 8, 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 : 33,736: 13,663 4,125 5,036 8,656 7,841 27,355 17,002: 6,381 16,734
Old : 33,736: 13,663 4,125 5,036 8,656 7,841 27,355 17,002: 6,381 16,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 1,540: -164 169 617 706 488 1,159 1,274: 381 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 12.2 14.9 25.7 23.2 81.1 50.4: 18.9 49.6
Old : 100.0: 40.5 12.2 14.9 25.7 23.2 81.1 50.4: 18.9 49.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 51 28 39 38 51 111 105:
Old : 152: 51 28 39 38 51 111 105:
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 : 16.8 7.7 27.0 12.6 16.3 5.7 24.2 10.1
Old : 16.8 7.7 27.0 12.6 16.3 5.7 24.2 10.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, November 8, 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 : 97,420: 11,306 127 3,929 81,771 92,990 97,006 97,046: 414 374
Old : 97,420: 11,306 127 3,929 81,771 92,990 97,006 97,046: 414 374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 360: 41 127 0 917 153 958 280: -598 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.1 4.0 83.9 95.5 99.6 99.6: 0.4 0.4
Old : 100.0: 11.6 0.1 4.0 83.9 95.5 99.6 99.6: 0.4 0.4
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 : 22: 4 1 1 15 15 19 17:
Old : 22: 4 1 1 15 15 19 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 : 67.5 67.8 83.4 85.4 53.4 54.6 62.9 62.4
Old : 67.5 67.8 83.4 85.4 53.4 54.6 62.9 62.4
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 8, 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 : 122,069: 28,003 43,571 579 64,301 57,537 92,883 101,687: 29,186 20,382
Old : 122,069: 28,003 43,571 579 64,301 57,537 92,883 101,687: 29,186 20,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 2,228: 583 1,331 438 -176 1,197 845 2,966: 1,383 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 35.7 0.5 52.7 47.1 76.1 83.3: 23.9 16.7
Old : 100.0: 22.9 35.7 0.5 52.7 47.1 76.1 83.3: 23.9 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 : 74: 19 19 3 22 24 44 43:
Old : 74: 19 19 3 22 24 44 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 : 39.3 52.6 53.8 63.5 39.1 52.5 53.3 62.2
Old : 39.3 52.6 53.8 63.5 39.1 52.5 53.3 62.2
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 8, 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 : 25,539: 6,928 4,766 143 8,521 9,987 15,592 14,896: 9,947 10,643
Old : 25,539: 6,928 4,766 143 8,521 9,987 15,592 14,896: 9,947 10,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 1,932: 3,704 -204 -27 -242 1,691 3,435 1,460: -1,503 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 18.7 0.6 33.4 39.1 61.1 58.3: 38.9 41.7
Old : 100.0: 27.1 18.7 0.6 33.4 39.1 61.1 58.3: 38.9 41.7
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 : 35: 9 9 1 9 12 18 22:
Old : 35: 9 9 1 9 12 18 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 : 34.4 33.0 47.3 44.6 33.6 33.0 46.0 44.4
Old : 34.4 33.0 47.3 44.6 33.6 33.0 46.0 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 8, 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 : 98,340: 13,087 31,154 463 83,398 63,332 96,948 94,949: 1,392 3,391
Old : 98,340: 13,087 31,154 463 83,398 63,332 96,948 94,949: 1,392 3,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -7,616: 2,892 -5,629 456 -9,344 -732 -5,996 -5,905: -1,620 -1,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 31.7 0.5 84.8 64.4 98.6 96.6: 1.4 3.4
Old : 100.0: 13.3 31.7 0.5 84.8 64.4 98.6 96.6: 1.4 3.4
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 : 80: 16 25 2 21 24 38 51:
Old : 80: 16 25 2 21 24 38 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 49.3 87.1 67.3 77.3 49.3 86.4 67.3
Old : 77.3 49.3 87.1 67.3 77.3 49.3 86.4 67.3
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, November 8, 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 : 147,978: 22,607 51,729 294 106,849 72,170 129,750 124,193: 18,228 23,785
Old : 147,978: 22,607 51,729 294 106,849 72,170 129,750 124,193: 18,228 23,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -21,488: -1,789 -19,759 -204 -20,740 -1,549 -22,733 -21,512: 1,245 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 35.0 0.2 72.2 48.8 87.7 83.9: 12.3 16.1
Old : 100.0: 15.3 35.0 0.2 72.2 48.8 87.7 83.9: 12.3 16.1
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 : 80: 18 24 2 28 21 46 47:
Old : 80: 18 24 2 28 21 46 47:
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 : 40.6 49.4 58.4 61.2 40.0 47.9 57.2 59.4
Old : 40.6 49.4 58.4 61.2 40.0 47.9 57.2 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 8, 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 : 138,981: 44,320 16,243 158 70,785 95,839 115,263 112,240: 23,718 26,741
Old : 138,981: 44,320 16,243 158 70,785 95,839 115,263 112,240: 23,718 26,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 936: 649 -1,524 -1,093 1,805 2,100 1,361 -517: -425 1,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 11.7 0.1 50.9 69.0 82.9 80.8: 17.1 19.2
Old : 100.0: 31.9 11.7 0.1 50.9 69.0 82.9 80.8: 17.1 19.2
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: 28 23 4 21 19 53 42:
Old : 85: 28 23 4 21 19 53 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 : 47.1 58.4 59.0 64.1 47.1 58.1 58.5 63.7
Old : 47.1 58.4 59.0 64.1 47.1 58.1 58.5 63.7
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 8, 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 : 231,445: 27,943 82,200 2,413 168,347 88,975 198,703 173,588: 32,742 57,857
Old : 231,445: 27,943 82,200 2,413 168,347 88,975 198,703 173,588: 32,742 57,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 216: 1,632 -4,171 -1,173 848 2,421 1,307 -2,923: -1,091 3,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 35.5 1.0 72.7 38.4 85.9 75.0: 14.1 25.0
Old : 100.0: 12.1 35.5 1.0 72.7 38.4 85.9 75.0: 14.1 25.0
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 : 174: 28 63 15 52 48 88 119:
Old : 174: 28 63 15 52 48 88 119:
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 : 39.3 25.3 50.2 34.5 36.7 25.2 47.3 33.8
Old : 39.3 25.3 50.2 34.5 36.7 25.2 47.3 33.8
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 8, 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 : 24,750: 14,585 3,035 5 8,111 20,379 22,701 23,419: 2,049 1,331
Old : 24,750: 14,585 3,035 5 8,111 20,379 22,701 23,419: 2,049 1,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 729: 1,191 296 5 -206 697 990 998: -261 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 12.3 0.0 32.8 82.3 91.7 94.6: 8.3 5.4
Old : 100.0: 58.9 12.3 0.0 32.8 82.3 91.7 94.6: 8.3 5.4
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 : 35: 9 12 1 6 9 15 22:
Old : 35: 9 12 1 6 9 15 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 : 71.5 64.2 85.2 80.3 71.5 64.2 85.2 80.3
Old : 71.5 64.2 85.2 80.3 71.5 64.2 85.2 80.3
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 8, 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 : 8,588,952: 739,190 1,148,324 1,431,498 5,628,756 5,063,404 7,799,444 7,643,226: 789,508 945,726
Old : 8,588,952: 739,190 1,148,324 1,431,498 5,628,756 5,063,404 7,799,444 7,643,226: 789,508 945,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 98,458: 26,371 -30,957 79,277 -72,408 -3,069 33,240 45,251: 65,218 53,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 13.4 16.7 65.5 59.0 90.8 89.0: 9.2 11.0
Old : 100.0: 8.6 13.4 16.7 65.5 59.0 90.8 89.0: 9.2 11.0
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 : 259: 36 58 85 134 141 229 239:
Old : 259: 36 58 85 134 141 229 239:
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 : 37.2 22.8 47.7 37.4 32.8 18.3 38.1 26.2
Old : 37.2 22.8 47.7 37.4 32.8 18.3 38.1 26.2
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, November 8, 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 : 874,939: 55,439 109,398 29,492 672,485 623,625 757,416 762,515: 117,523 112,424
Old : 874,939: 55,439 109,398 29,492 672,485 623,625 757,416 762,515: 117,523 112,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 15,123: -1,907 -4,150 4,817 8,689 10,147 11,599 10,815: 3,524 4,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 12.5 3.4 76.9 71.3 86.6 87.2: 13.4 12.8
Old : 100.0: 6.3 12.5 3.4 76.9 71.3 86.6 87.2: 13.4 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 : 585: 81 138 48 246 252 359 406:
Old : 585: 81 138 48 246 252 359 406:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 9.6 25.9 17.1 14.1 8.8 22.3 14.3
Old : 17.4 9.6 25.9 17.1 14.1 8.8 22.3 14.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 8, 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 : 296,576: 28,438 16,155 1,236 202,602 221,851 232,276 239,242: 64,300 57,334
Old : 296,576: 28,438 16,155 1,236 202,602 221,851 232,276 239,242: 64,300 57,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 6,452: 3,882 -5,041 -12 2,573 3,650 6,443 -1,403: 9 7,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.4 0.4 68.3 74.8 78.3 80.7: 21.7 19.3
Old : 100.0: 9.6 5.4 0.4 68.3 74.8 78.3 80.7: 21.7 19.3
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 : 129: 15 20 8 61 58 81 81:
Old : 129: 15 20 8 61 58 81 81:
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 22.4 36.8 33.9 23.9 22.0 35.0 32.1
Old : 25.2 22.4 36.8 33.9 23.9 22.0 35.0 32.1
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 8, 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 : 2,891,815: 238,790 570,000 37,494 2,349,417 2,008,871 2,625,701 2,616,365: 266,114 275,450
Old : 2,891,815: 238,790 570,000 37,494 2,349,417 2,008,871 2,625,701 2,616,365: 266,114 275,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 43,354: -5,028 28,374 230 30,579 32,484 25,781 61,088: 17,573 -17,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 19.7 1.3 81.2 69.5 90.8 90.5: 9.2 9.5
Old : 100.0: 8.3 19.7 1.3 81.2 69.5 90.8 90.5: 9.2 9.5
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 : 552: 78 132 32 220 230 318 374:
Old : 552: 78 132 32 220 230 318 374:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 11.4 31.2 19.3 18.5 10.8 27.9 18.3
Old : 21.2 11.4 31.2 19.3 18.5 10.8 27.9 18.3
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 8, 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 : 107,939: 7,782 5,463 213 91,282 97,679 99,277 103,355: 8,662 4,584
Old : 107,939: 7,782 5,463 213 91,282 97,679 99,277 103,355: 8,662 4,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -3,462: -1,611 -10 143 -2,084 -3,896 -3,552 -3,763: 90 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 5.1 0.2 84.6 90.5 92.0 95.8: 8.0 4.2
Old : 100.0: 7.2 5.1 0.2 84.6 90.5 92.0 95.8: 8.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 9 7 1 51 36 60 44:
Old : 92: 9 7 1 51 36 60 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 40.1 51.0 61.0 33.6 38.6 48.5 56.4
Old : 34.7 40.1 51.0 61.0 33.6 38.6 48.5 56.4
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 8, 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 : 100,620: 15,002 3,971 2,593 63,088 77,970 80,682 84,534: 19,938 16,085
Old : 100,620: 15,002 3,971 2,593 63,088 77,970 80,682 84,534: 19,938 16,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 2,264: -1,353 372 580 411 -932 -362 20: 2,626 2,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 3.9 2.6 62.7 77.5 80.2 84.0: 19.8 16.0
Old : 100.0: 14.9 3.9 2.6 62.7 77.5 80.2 84.0: 19.8 16.0
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 : 218: 56 27 12 81 81 141 116:
Old : 218: 56 27 12 81 81 141 116:
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 : 25.6 27.0 35.5 43.9 21.0 25.2 29.1 39.4
Old : 25.6 27.0 35.5 43.9 21.0 25.2 29.1 39.4
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, November 8, 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 : 31,311: 2,454 292 50 14,375 29,516 16,879 29,858: 14,432 1,453
Old : 31,311: 2,454 292 50 14,375 29,516 16,879 29,858: 14,432 1,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 901: 123 0 50 -1,469 725 -1,296 775: 2,197 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.9 0.2 45.9 94.3 53.9 95.4: 46.1 4.6
Old : 100.0: 7.8 0.9 0.2 45.9 94.3 53.9 95.4: 46.1 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: 1 1 1 10 13 12 14:
Old : 24: 1 1 1 10 13 12 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 : 40.5 62.3 50.5 87.8 40.5 62.3 50.4 87.8
Old : 40.5 62.3 50.5 87.8 40.5 62.3 50.4 87.8
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, November 8, 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 : 346,543: 74,858 30,516 594 243,563 242,272 319,015 273,382: 27,528 73,161
Old : 346,543: 74,858 30,516 594 243,563 242,272 319,015 273,382: 27,528 73,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 6,813: -3,846 5,395 -885 9,401 -8,283 4,670 -3,773: 2,143 10,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 8.8 0.2 70.3 69.9 92.1 78.9: 7.9 21.1
Old : 100.0: 21.6 8.8 0.2 70.3 69.9 92.1 78.9: 7.9 21.1
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 : 217: 55 28 10 77 77 135 112:
Old : 217: 55 28 10 77 77 135 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 26.6 39.5 38.8 27.5 26.4 38.6 38.5
Old : 28.0 26.6 39.5 38.8 27.5 26.4 38.6 38.5
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, November 8, 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 : 147,684: 64,485 37,469 0 56,781 87,876 121,266 125,345: 26,418 22,339
Old : 147,684: 64,485 37,469 0 56,781 87,876 121,266 125,345: 26,418 22,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 8,627: 7,688 6,538 -697 -3,835 803 3,156 6,644: 5,471 1,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 25.4 0.0 38.4 59.5 82.1 84.9: 17.9 15.1
Old : 100.0: 43.7 25.4 0.0 38.4 59.5 82.1 84.9: 17.9 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 : 74: 24 21 0 19 17 43 38:
Old : 74: 24 21 0 19 17 43 38:
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 : 44.4 46.7 62.2 65.5 44.4 45.9 62.2 64.7
Old : 44.4 46.7 62.2 65.5 44.4 45.9 62.2 64.7
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 8, 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 : 29,003: 3,181 8,925 19 19,122 7,498 22,322 16,442: 6,681 12,561
Old : 29,003: 3,181 8,925 19 19,122 7,498 22,322 16,442: 6,681 12,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 197: 493 -87 19 -503 220 9 152: 188 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 30.8 0.1 65.9 25.9 77.0 56.7: 23.0 43.3
Old : 100.0: 11.0 30.8 0.1 65.9 25.9 77.0 56.7: 23.0 43.3
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 : 46: 7 10 1 22 9 29 20:
Old : 46: 7 10 1 22 9 29 20:
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 : 30.0 35.1 47.1 46.6 29.7 35.1 46.8 46.6
Old : 30.0 35.1 47.1 46.6 29.7 35.1 46.8 46.6
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 8, 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 : 48,306: 7,711 6,440 1,916 32,506 11,772 42,133 20,128: 6,173 28,178
Old : 48,306: 7,711 6,440 1,916 32,506 11,772 42,133 20,128: 6,173 28,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 1,223: -874 1,718 -506 3,802 -2,145 2,422 -933: -1,199 2,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.3 4.0 67.3 24.4 87.2 41.7: 12.8 58.3
Old : 100.0: 16.0 13.3 4.0 67.3 24.4 87.2 41.7: 12.8 58.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 10 8 3 33 20 45 29:
Old : 66: 10 8 3 33 20 45 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 18.7 42.6 26.4 27.2 18.7 41.0 24.4
Old : 28.0 18.7 42.6 26.4 27.2 18.7 41.0 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2011