BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 29, 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 : 3,472: 145 218 3 2,714 2,584 2,862 2,805: 610 667
Old : 3,472: 145 218 3 2,714 2,584 2,862 2,805: 610 667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 110: 0 11 0 105 81 105 92: 5 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 6.3 0.1 78.2 74.4 82.4 80.8: 17.6 19.2
Old : 100.0: 4.2 6.3 0.1 78.2 74.4 82.4 80.8: 17.6 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 : 23: 2 2 2 14 12 18 14:
Old : 23: 2 2 2 14 12 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 57.6 72.8 70.8 52.1 56.7 66.5 66.5
Old : 55.2 57.6 72.8 70.8 52.1 56.7 66.5 66.5
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 29, 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 : 35,669: 8,403 8,195 1,310 21,414 19,696 31,127 29,201: 4,542 6,468
Old : 35,669: 8,403 8,195 1,310 21,414 19,696 31,127 29,201: 4,542 6,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 1,189: 363 -270 255 418 659 1,036 644: 153 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 23.0 3.7 60.0 55.2 87.3 81.9: 12.7 18.1
Old : 100.0: 23.6 23.0 3.7 60.0 55.2 87.3 81.9: 12.7 18.1
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 : 77: 16 15 14 27 30 52 50:
Old : 77: 16 15 14 27 30 52 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 : 46.9 31.1 59.6 51.3 45.1 30.6 57.9 49.8
Old : 46.9 31.1 59.6 51.3 45.1 30.6 57.9 49.8
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 29, 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 : 264,231: 85,652 39,165 41,042 105,556 141,150 232,250 221,357: 31,981 42,874
Old : 260,882: 85,287 39,392 40,284 104,714 138,932 230,285 218,608: 30,597 42,274
Other: 3,349: 1,071 479 52 842 2,218 1,965 2,749: 1,384 600
: : :
: : Changes in Commitments from: November 22, 2011 :
: 10,622: 5,694 3,358 3,084 -888 4,814 7,890 11,256: 2,732 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 14.8 15.5 39.9 53.4 87.9 83.8: 12.1 16.2
Old : 100.0: 32.7 15.1 15.4 40.1 53.3 88.3 83.8: 11.7 16.2
Other: 100.0: 32.0 14.3 1.6 25.1 66.2 58.7 82.1: 41.3 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 112 71 113 56 87 245 226:
Old : 312: 112 74 111 56 87 243 226:
Other: 47: 11 9 4 8 18 22 29:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 19.0 28.8 27.0 16.5 17.1 27.6 24.1
Old : 16.8 19.0 29.2 27.0 16.7 17.1 27.9 24.0
Other: 32.3 46.8 45.8 64.8 32.3 46.8 45.8 64.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 29, 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 : 316,924: 112,238 54,568 39,739 137,843 167,644 289,820 261,951: 27,104 54,973
Old : 316,924: 112,238 54,568 39,739 137,843 167,644 289,820 261,951: 27,104 54,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -5,315: 251 733 -3,338 -589 371 -3,676 -2,234: -1,639 -3,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 17.2 12.5 43.5 52.9 91.4 82.7: 8.6 17.3
Old : 100.0: 35.4 17.2 12.5 43.5 52.9 91.4 82.7: 8.6 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 135 72 116 87 161 279 302:
Old : 398: 135 72 116 87 161 279 302:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 13.4 32.5 20.7 19.5 12.7 31.6 19.6
Old : 19.5 13.4 32.5 20.7 19.5 12.7 31.6 19.6
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 29, 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 : 10,219: 3,707 4,557 1,401 3,130 2,306 8,238 8,264: 1,981 1,955
Old : 10,219: 3,707 4,557 1,401 3,130 2,306 8,238 8,264: 1,981 1,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 693: -50 278 44 298 41 292 363: 401 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 44.6 13.7 30.6 22.6 80.6 80.9: 19.4 19.1
Old : 100.0: 36.3 44.6 13.7 30.6 22.6 80.6 80.9: 19.4 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 24 27 15 18 21 51 60:
Old : 84: 24 27 15 18 21 51 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 24.2 50.7 38.0 36.5 24.2 48.3 37.0
Old : 36.5 24.2 50.7 38.0 36.5 24.2 48.3 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 29, 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 : 31,760: 13,758 4,686 5,068 7,083 6,257 25,909 16,011: 5,851 15,749
Old : 31,760: 13,758 4,686 5,068 7,083 6,257 25,909 16,011: 5,851 15,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -745: -42 473 -464 -52 -491 -558 -482: -187 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 14.8 16.0 22.3 19.7 81.6 50.4: 18.4 49.6
Old : 100.0: 43.3 14.8 16.0 22.3 19.7 81.6 50.4: 18.4 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: 50 33 36 33 42 105 100:
Old : 152: 50 33 36 33 42 105 100:
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 : 16.3 9.0 27.2 15.1 16.0 7.2 25.6 11.8
Old : 16.3 9.0 27.2 15.1 16.0 7.2 25.6 11.8
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 29, 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 : 105,329: 7,462 127 4,069 93,245 100,551 104,776 104,747: 553 582
Old : 105,329: 7,462 127 4,069 93,245 100,551 104,776 104,747: 553 582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -200: -1,873 0 140 1,525 -287 -208 -147: 8 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.1 3.9 88.5 95.5 99.5 99.4: 0.5 0.6
Old : 100.0: 7.1 0.1 3.9 88.5 95.5 99.5 99.4: 0.5 0.6
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 : 21: 3 1 1 15 15 18 17:
Old : 21: 3 1 1 15 15 18 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 : 70.7 69.9 85.4 87.4 57.6 59.1 66.1 65.9
Old : 70.7 69.9 85.4 87.4 57.6 59.1 66.1 65.9
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 29, 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 : 143,231: 30,069 56,938 519 86,803 62,064 117,391 119,521: 25,840 23,710
Old : 143,231: 30,069 56,938 519 86,803 62,064 117,391 119,521: 25,840 23,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 14,080: 1,028 5,753 325 12,947 7,298 14,300 13,376: -220 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 39.8 0.4 60.6 43.3 82.0 83.4: 18.0 16.6
Old : 100.0: 21.0 39.8 0.4 60.6 43.3 82.0 83.4: 18.0 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 16 24 4 23 26 43 50:
Old : 77: 16 24 4 23 26 43 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 : 42.2 54.3 57.8 63.2 42.1 53.9 56.7 59.6
Old : 42.2 54.3 57.8 63.2 42.1 53.9 56.7 59.6
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 29, 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 : 37,224: 4,950 14,277 123 23,968 7,405 29,041 21,805: 8,183 15,419
Old : 37,224: 4,950 14,277 123 23,968 7,405 29,041 21,805: 8,183 15,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 6,202: 901 4,358 2 6,039 -183 6,942 4,177: -740 2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 38.4 0.3 64.4 19.9 78.0 58.6: 22.0 41.4
Old : 100.0: 13.3 38.4 0.3 64.4 19.9 78.0 58.6: 22.0 41.4
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 : 41: 5 18 1 11 11 16 30:
Old : 41: 5 18 1 11 11 16 30:
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 : 57.0 31.3 68.7 39.2 57.0 31.3 67.8 39.1
Old : 57.0 31.3 68.7 39.2 57.0 31.3 67.8 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 29, 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 : 120,894: 6,539 42,779 795 110,822 70,921 118,156 114,495: 2,738 6,399
Old : 120,894: 6,539 42,779 795 110,822 70,921 118,156 114,495: 2,738 6,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 4,359: 373 5,031 -11 8,015 2,986 8,377 8,006: -4,018 -3,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 35.4 0.7 91.7 58.7 97.7 94.7: 2.3 5.3
Old : 100.0: 5.4 35.4 0.7 91.7 58.7 97.7 94.7: 2.3 5.3
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 : 92: 14 36 3 23 25 40 63:
Old : 92: 14 36 3 23 25 40 63:
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 : 69.4 43.2 86.4 62.5 69.4 39.5 72.6 50.6
Old : 69.4 43.2 86.4 62.5 69.4 39.5 72.6 50.6
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 29, 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 : 190,728: 23,503 70,163 652 154,277 90,373 178,432 161,188: 12,296 29,540
Old : 190,728: 23,503 70,163 652 154,277 90,373 178,432 161,188: 12,296 29,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 30,441: 2,812 12,838 99 28,267 15,175 31,178 28,112: -737 2,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 36.8 0.3 80.9 47.4 93.6 84.5: 6.4 15.5
Old : 100.0: 12.3 36.8 0.3 80.9 47.4 93.6 84.5: 6.4 15.5
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 : 92: 18 34 4 29 20 48 57:
Old : 92: 18 34 4 29 20 48 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 54.5 62.9 61.4 42.0 53.3 62.8 60.2
Old : 42.0 54.5 62.9 61.4 42.0 53.3 62.8 60.2
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 29, 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 : 166,279: 56,162 15,615 22 90,534 125,881 146,718 141,518: 19,561 24,761
Old : 166,279: 56,162 15,615 22 90,534 125,881 146,718 141,518: 19,561 24,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 16,708: -856 1,777 -36 19,201 13,915 18,309 15,656: -1,601 1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 9.4 0.0 54.4 75.7 88.2 85.1: 11.8 14.9
Old : 100.0: 33.8 9.4 0.0 54.4 75.7 88.2 85.1: 11.8 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 30 23 2 21 23 52 47:
Old : 90: 30 23 2 21 23 52 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 : 51.8 60.5 65.4 69.2 51.1 60.3 64.5 69.0
Old : 51.8 60.5 65.4 69.2 51.1 60.3 64.5 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 29, 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 : 277,511: 27,620 131,922 2,305 218,546 80,704 248,471 214,931: 29,040 62,580
Old : 277,511: 27,620 131,922 2,305 218,546 80,704 248,471 214,931: 29,040 62,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 17,447: 1,677 20,911 -875 18,839 -669 19,641 19,367: -2,194 -1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 47.5 0.8 78.8 29.1 89.5 77.4: 10.5 22.6
Old : 100.0: 10.0 47.5 0.8 78.8 29.1 89.5 77.4: 10.5 22.6
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 : 180: 26 76 17 50 45 86 128:
Old : 180: 26 76 17 50 45 86 128:
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 : 47.8 22.1 58.9 34.0 47.7 22.1 58.9 33.9
Old : 47.8 22.1 58.9 34.0 47.7 22.1 58.9 33.9
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 29, 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 : 28,277: 11,018 7,300 0 15,819 18,612 26,837 25,912: 1,440 2,365
Old : 28,277: 11,018 7,300 0 15,819 18,612 26,837 25,912: 1,440 2,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 1,407: -1,621 2,577 0 3,074 -962 1,453 1,615: -46 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 25.8 0.0 55.9 65.8 94.9 91.6: 5.1 8.4
Old : 100.0: 39.0 25.8 0.0 55.9 65.8 94.9 91.6: 5.1 8.4
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 : 43: 7 17 0 11 11 18 28:
Old : 43: 7 17 0 11 11 18 28:
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 : 76.0 47.5 88.9 64.6 76.0 47.5 88.9 64.6
Old : 76.0 47.5 88.9 64.6 76.0 47.5 88.9 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 29, 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 : 8,721,607: 427,797 1,196,038 1,546,963 5,977,657 4,851,463 7,952,417 7,594,464: 769,190 1,127,143
Old : 8,721,607: 427,797 1,196,038 1,546,963 5,977,657 4,851,463 7,952,417 7,594,464: 769,190 1,127,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 80,147: 9,131 -27,740 -14,511 28,004 27,245 22,624 -15,006: 57,523 95,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 13.7 17.7 68.5 55.6 91.2 87.1: 8.8 12.9
Old : 100.0: 4.9 13.7 17.7 68.5 55.6 91.2 87.1: 8.8 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 33 65 83 133 141 221 246:
Old : 259: 33 65 83 133 141 221 246:
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 : 34.5 22.5 45.8 34.4 29.4 16.6 36.0 22.5
Old : 34.5 22.5 45.8 34.4 29.4 16.6 36.0 22.5
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 29, 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 : 902,281: 48,822 109,425 27,104 698,318 649,105 774,244 785,634: 128,037 116,647
Old : 902,281: 48,822 109,425 27,104 698,318 649,105 774,244 785,634: 128,037 116,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 701: -4,996 -1,320 3,271 3,413 -658 1,688 1,293: -988 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 12.1 3.0 77.4 71.9 85.8 87.1: 14.2 12.9
Old : 100.0: 5.4 12.1 3.0 77.4 71.9 85.8 87.1: 14.2 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 560: 82 122 55 236 250 350 396:
Old : 560: 82 122 55 236 250 350 396:
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 : 16.4 11.0 26.0 18.6 13.4 8.8 21.8 14.8
Old : 16.4 11.0 26.0 18.6 13.4 8.8 21.8 14.8
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 29, 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 : 299,108: 23,180 19,889 1,645 201,992 216,731 226,817 238,265: 72,291 60,843
Old : 299,108: 23,180 19,889 1,645 201,992 216,731 226,817 238,265: 72,291 60,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 4,632: 1,755 2,220 225 169 8,319 2,149 10,764: 2,483 -6,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 6.6 0.5 67.5 72.5 75.8 79.7: 24.2 20.3
Old : 100.0: 7.7 6.6 0.5 67.5 72.5 75.8 79.7: 24.2 20.3
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 : 128: 15 19 8 62 60 81 83:
Old : 128: 15 19 8 62 60 81 83:
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 : 24.6 23.6 34.8 34.5 23.5 22.9 32.8 31.6
Old : 24.6 23.6 34.8 34.5 23.5 22.9 32.8 31.6
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 29, 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 : 3,015,865: 207,632 527,102 47,873 2,481,632 2,161,869 2,737,137 2,736,844: 278,728 279,021
Old : 3,015,865: 207,632 527,102 47,873 2,481,632 2,161,869 2,737,137 2,736,844: 278,728 279,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -19,656: -24,118 -8,063 5,596 16,219 -44,887 -2,303 -47,354: -17,353 27,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 17.5 1.6 82.3 71.7 90.8 90.7: 9.2 9.3
Old : 100.0: 6.9 17.5 1.6 82.3 71.7 90.8 90.7: 9.2 9.3
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 : 529: 77 120 43 208 223 310 361:
Old : 529: 77 120 43 208 223 310 361:
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 : 22.2 12.0 32.1 19.8 19.6 11.7 29.0 19.2
Old : 22.2 12.0 32.1 19.8 19.6 11.7 29.0 19.2
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 29, 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 : 119,985: 8,450 5,566 9 101,575 108,866 110,034 114,441: 9,951 5,544
Old : 119,985: 8,450 5,566 9 101,575 108,866 110,034 114,441: 9,951 5,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 2,865: 101 414 -1,266 3,468 3,760 2,303 2,908: 562 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 4.6 0.0 84.7 90.7 91.7 95.4: 8.3 4.6
Old : 100.0: 7.0 4.6 0.0 84.7 90.7 91.7 95.4: 8.3 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 : 87: 6 7 1 51 34 57 42:
Old : 87: 6 7 1 51 34 57 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 39.6 53.9 61.2 33.8 39.5 51.5 57.6
Old : 34.8 39.6 53.9 61.2 33.8 39.5 51.5 57.6
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 29, 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 : 88,202: 7,592 5,659 424 62,295 65,712 70,311 71,796: 17,891 16,406
Old : 88,202: 7,592 5,659 424 62,295 65,712 70,311 71,796: 17,891 16,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -6,516: -2,920 -1,685 -1,280 -1,371 -3,983 -5,571 -6,948: -945 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 6.4 0.5 70.6 74.5 79.7 81.4: 20.3 18.6
Old : 100.0: 8.6 6.4 0.5 70.6 74.5 79.7 81.4: 20.3 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 36 32 10 75 86 117 122:
Old : 200: 36 32 10 75 86 117 122:
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 : 30.7 26.1 41.0 39.4 25.5 26.1 35.2 36.3
Old : 30.7 26.1 41.0 39.4 25.5 26.1 35.2 36.3
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 29, 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 : 29,073: 0 538 50 14,718 27,160 14,768 27,748: 14,305 1,325
Old : 29,073: 0 538 50 14,718 27,160 14,768 27,748: 14,305 1,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -1,571: -980 0 0 -492 -1,474 -1,472 -1,474: -99 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.2 50.6 93.4 50.8 95.4: 49.2 4.6
Old : 100.0: 0.0 1.9 0.2 50.6 93.4 50.8 95.4: 49.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 10 13 11 14:
Old : 23: 0 1 1 10 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 : 40.4 61.2 49.0 85.0 40.4 61.2 48.9 85.0
Old : 40.4 61.2 49.0 85.0 40.4 61.2 48.9 85.0
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 29, 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 : 295,643: 37,958 25,606 1,872 237,885 192,761 277,715 220,239: 17,928 75,404
Old : 295,643: 37,958 25,606 1,872 237,885 192,761 277,715 220,239: 17,928 75,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -24,725: -13,909 -12,637 -2,188 -4,397 -12,544 -20,494 -27,369: -4,231 2,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 8.7 0.6 80.5 65.2 93.9 74.5: 6.1 25.5
Old : 100.0: 12.8 8.7 0.6 80.5 65.2 93.9 74.5: 6.1 25.5
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 : 197: 36 32 9 70 81 111 117:
Old : 197: 36 32 9 70 81 111 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 19.3 46.9 30.2 33.8 19.1 46.0 29.9
Old : 34.3 19.3 46.9 30.2 33.8 19.1 46.0 29.9
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 29, 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 : 124,760: 34,307 21,765 39 72,823 80,564 107,169 102,368: 17,591 22,392
Old : 124,760: 34,307 21,765 39 72,823 80,564 107,169 102,368: 17,591 22,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -3,432: -9,143 -3,725 32 9,317 -2,769 206 -6,462: -3,638 3,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 17.4 0.0 58.4 64.6 85.9 82.1: 14.1 17.9
Old : 100.0: 27.5 17.4 0.0 58.4 64.6 85.9 82.1: 14.1 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 15 25 3 23 20 40 46:
Old : 74: 15 25 3 23 20 40 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 : 43.7 49.2 66.8 61.3 43.7 48.0 66.8 60.1
Old : 43.7 49.2 66.8 61.3 43.7 48.0 66.8 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, November 29, 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 : 28,319: 3,384 5,582 104 18,276 8,515 21,764 14,201: 6,555 14,118
Old : 28,319: 3,384 5,582 104 18,276 8,515 21,764 14,201: 6,555 14,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -2,253: -1,123 -2,548 57 -1,105 401 -2,171 -2,090: -82 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 19.7 0.4 64.5 30.1 76.9 50.1: 23.1 49.9
Old : 100.0: 11.9 19.7 0.4 64.5 30.1 76.9 50.1: 23.1 49.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 7 7 1 21 11 28 19:
Old : 43: 7 7 1 21 11 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 33.3 49.9 43.2 30.3 33.3 49.2 43.2
Old : 30.9 33.3 49.9 43.2 30.3 33.3 49.2 43.2
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 29, 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 : 49,227: 4,737 8,423 1,648 34,597 17,214 40,982 27,285: 8,245 21,942
Old : 49,227: 4,737 8,423 1,648 34,597 17,214 40,982 27,285: 8,245 21,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -215: -3,015 959 -145 1,761 709 -1,399 1,523: 1,184 -1,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 17.1 3.3 70.3 35.0 83.3 55.4: 16.7 44.6
Old : 100.0: 9.6 17.1 3.3 70.3 35.0 83.3 55.4: 16.7 44.6
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 : 62: 7 9 2 33 18 41 28:
Old : 62: 7 9 2 33 18 41 28:
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 : 28.3 19.9 43.9 34.9 27.3 19.9 42.4 30.7
Old : 28.3 19.9 43.9 34.9 27.3 19.9 42.4 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2011