BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 20, 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 : 3,735: 0 163 17 3,154 2,960 3,171 3,140: 564 595
Old : 3,735: 0 163 17 3,154 2,960 3,171 3,140: 564 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 179: 0 5 12 238 116 250 133: -71 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.5 84.4 79.3 84.9 84.1: 15.1 15.9
Old : 100.0: 0.0 4.4 0.5 84.4 79.3 84.9 84.1: 15.1 15.9
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 : 22: 0 2 2 12 11 14 14:
Old : 22: 0 2 2 12 11 14 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 : 55.5 62.4 78.9 79.3 54.4 62.0 72.3 74.6
Old : 55.5 62.4 78.9 79.3 54.4 62.0 72.3 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 20, 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 : 33,756: 8,020 8,950 1,027 19,950 18,044 28,997 28,021: 4,759 5,735
Old : 33,756: 8,020 8,950 1,027 19,950 18,044 28,997 28,021: 4,759 5,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 348: 28 -790 72 -296 1,061 -196 343: 544 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 26.5 3.0 59.1 53.5 85.9 83.0: 14.1 17.0
Old : 100.0: 23.8 26.5 3.0 59.1 53.5 85.9 83.0: 14.1 17.0
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 : 78: 16 16 11 29 28 51 49:
Old : 78: 16 16 11 29 28 51 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 32.7 59.7 50.0 43.7 32.7 57.6 48.1
Old : 45.8 32.7 59.7 50.0 43.7 32.7 57.6 48.1
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, December 20, 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 : 236,595: 72,855 38,778 38,099 99,825 122,029 210,779 198,906: 25,816 37,689
Old : 232,320: 72,165 39,144 36,875 99,023 119,550 208,063 195,569: 24,257 36,751
Other: 4,275: 1,863 807 51 802 2,479 2,716 3,337: 1,559 938
: : :
: : Changes in Commitments from: December 13, 2011 :
: -13,116: -7,696 4,504 -4,213 3,738 -11,449 -8,171 -11,158: -4,945 -1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 16.4 16.1 42.2 51.6 89.1 84.1: 10.9 15.9
Old : 100.0: 31.1 16.8 15.9 42.6 51.5 89.6 84.2: 10.4 15.8
Other: 100.0: 43.6 18.9 1.2 18.8 58.0 63.5 78.1: 36.5 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 89 66 100 52 76 196 210:
Old : 268: 87 72 99 51 76 194 210:
Other: 53: 16 11 6 10 19 28 34:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 21.0 31.4 28.4 18.1 19.4 29.7 26.3
Old : 18.4 21.2 31.9 28.6 18.3 19.7 30.0 26.5
Other: 34.4 37.5 46.0 55.7 34.4 37.5 46.0 55.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 20, 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 : 310,904: 103,089 61,148 38,584 145,090 157,738 286,763 257,470: 24,141 53,434
Old : 310,904: 103,089 61,148 38,584 145,090 157,738 286,763 257,470: 24,141 53,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -290: -2,307 4,347 1,153 3,135 -4,687 1,981 813: -2,271 -1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 19.7 12.4 46.7 50.7 92.2 82.8: 7.8 17.2
Old : 100.0: 33.2 19.7 12.4 46.7 50.7 92.2 82.8: 7.8 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 95 90 108 85 143 244 290:
Old : 357: 95 90 108 85 143 244 290:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 13.8 35.4 21.0 20.7 13.0 34.2 19.6
Old : 20.9 13.8 35.4 21.0 20.7 13.0 34.2 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, December 20, 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 : 10,051: 3,721 5,243 910 3,383 1,944 8,014 8,097: 2,037 1,954
Old : 10,051: 3,721 5,243 910 3,383 1,944 8,014 8,097: 2,037 1,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -1,132: -109 188 -245 -98 -201 -452 -258: -680 -874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 52.2 9.1 33.7 19.3 79.7 80.6: 20.3 19.4
Old : 100.0: 37.0 52.2 9.1 33.7 19.3 79.7 80.6: 20.3 19.4
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 : 84: 26 28 11 22 18 54 55:
Old : 84: 26 28 11 22 18 54 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 26.8 52.2 42.6 34.1 25.2 46.3 40.7
Old : 36.4 26.8 52.2 42.6 34.1 25.2 46.3 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, December 20, 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 : 30,297: 12,868 4,524 4,044 7,727 6,073 24,639 14,641: 5,658 15,656
Old : 30,297: 12,868 4,524 4,044 7,727 6,073 24,639 14,641: 5,658 15,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 249: 263 272 -245 403 92 421 119: -172 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 14.9 13.3 25.5 20.0 81.3 48.3: 18.7 51.7
Old : 100.0: 42.5 14.9 13.3 25.5 20.0 81.3 48.3: 18.7 51.7
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 : 133: 39 28 37 32 35 94 89:
Old : 133: 39 28 37 32 35 94 89:
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 : 16.7 8.2 29.9 14.2 16.4 7.9 28.2 13.2
Old : 16.7 8.2 29.9 14.2 16.4 7.9 28.2 13.2
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, December 20, 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 : 119,621: 6,938 1,547 3,193 108,952 114,082 119,083 118,822: 538 799
Old : 119,621: 6,938 1,547 3,193 108,952 114,082 119,083 118,822: 538 799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -8,490: 366 1,420 -366 -6,174 -7,511 -6,174 -6,457: -2,316 -2,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.3 2.7 91.1 95.4 99.6 99.3: 0.4 0.7
Old : 100.0: 5.8 1.3 2.7 91.1 95.4 99.6 99.3: 0.4 0.7
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 : 21: 2 2 1 16 14 18 17:
Old : 21: 2 2 1 16 14 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 : 78.9 75.0 90.4 90.6 31.6 31.5 37.8 37.7
Old : 78.9 75.0 90.4 90.6 31.6 31.5 37.8 37.7
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, December 20, 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 : 174,254: 21,428 48,296 10,554 90,485 93,717 122,467 152,567: 51,787 21,687
Old : 174,254: 21,428 48,296 10,554 90,485 93,717 122,467 152,567: 51,787 21,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 825: -14,359 -876 5,057 -14,584 -1,941 -23,886 2,240: 24,711 -1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 27.7 6.1 51.9 53.8 70.3 87.6: 29.7 12.4
Old : 100.0: 12.3 27.7 6.1 51.9 53.8 70.3 87.6: 29.7 12.4
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 : 73: 20 16 4 26 33 50 49:
Old : 73: 20 16 4 26 33 50 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 48.0 48.9 65.3 26.6 42.8 32.7 49.7
Old : 34.4 48.0 48.9 65.3 26.6 42.8 32.7 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, December 20, 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 : 33,020: 10,417 13,553 30 15,149 2,522 25,596 16,105: 7,424 16,915
Old : 33,020: 10,417 13,553 30 15,149 2,522 25,596 16,105: 7,424 16,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -23,082: 5,412 -1,933 -3,981 -24,961 -13,343 -23,530 -19,257: 448 -3,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 41.0 0.1 45.9 7.6 77.5 48.8: 22.5 51.2
Old : 100.0: 31.5 41.0 0.1 45.9 7.6 77.5 48.8: 22.5 51.2
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 : 35: 7 13 1 10 8 17 22:
Old : 35: 7 13 1 10 8 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 29.4 66.7 37.9 51.9 29.4 66.2 37.9
Old : 51.9 29.4 66.7 37.9 51.9 29.4 66.2 37.9
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, December 20, 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 : 116,352: 20,177 38,979 24 93,742 71,196 113,943 110,199: 2,409 6,153
Old : 116,352: 20,177 38,979 24 93,742 71,196 113,943 110,199: 2,409 6,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -9,481: 2,568 -1,524 -2,492 -9,137 -6,373 -9,061 -10,389: -420 908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 33.5 0.0 80.6 61.2 97.9 94.7: 2.1 5.3
Old : 100.0: 17.3 33.5 0.0 80.6 61.2 97.9 94.7: 2.1 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 : 81: 18 29 1 20 21 38 51:
Old : 81: 18 29 1 20 21 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 : 77.1 45.1 88.7 66.1 77.1 45.1 88.3 66.0
Old : 77.1 45.1 88.7 66.1 77.1 45.1 88.3 66.0
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, December 20, 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 : 183,972: 26,533 52,472 116 143,472 104,008 170,121 156,596: 13,851 27,376
Old : 183,972: 26,533 52,472 116 143,472 104,008 170,121 156,596: 13,851 27,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -34,231: 2,751 -10,819 -3,322 -35,774 -17,631 -36,345 -31,772: 2,114 -2,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 28.5 0.1 78.0 56.5 92.5 85.1: 7.5 14.9
Old : 100.0: 14.4 28.5 0.1 78.0 56.5 92.5 85.1: 7.5 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 : 85: 16 31 5 23 23 41 57:
Old : 85: 16 31 5 23 23 41 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 : 54.1 57.1 74.9 64.4 54.0 55.8 74.3 63.1
Old : 54.1 57.1 74.9 64.4 54.0 55.8 74.3 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, December 20, 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 : 132,006: 52,148 27,672 1 62,663 79,993 114,812 107,666: 17,194 24,340
Old : 132,006: 52,148 27,672 1 62,663 79,993 114,812 107,666: 17,194 24,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -72,812: -101 11,023 -6,681 -65,053 -74,678 -71,835 -70,336: -977 -2,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 21.0 0.0 47.5 60.6 87.0 81.6: 13.0 18.4
Old : 100.0: 39.5 21.0 0.0 47.5 60.6 87.0 81.6: 13.0 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 19 23 1 13 22 33 45:
Old : 69: 19 23 1 13 22 33 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 40.1 77.3 58.0 68.0 40.1 76.8 58.0
Old : 68.0 40.1 77.3 58.0 68.0 40.1 76.8 58.0
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, December 20, 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 : 266,597: 49,557 163,254 977 188,839 45,720 239,373 209,951: 27,224 56,646
Old : 266,597: 49,557 163,254 977 188,839 45,720 239,373 209,951: 27,224 56,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -61,143: 14,050 11,290 -14,104 -56,102 -55,295 -56,156 -58,109: -4,987 -3,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 61.2 0.4 70.8 17.1 89.8 78.8: 10.2 21.2
Old : 100.0: 18.6 61.2 0.4 70.8 17.1 89.8 78.8: 10.2 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 30 67 10 42 37 79 107:
Old : 165: 30 67 10 42 37 79 107:
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 : 41.3 32.2 57.2 39.9 40.9 32.2 56.8 39.8
Old : 41.3 32.2 57.2 39.9 40.9 32.2 56.8 39.8
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, December 20, 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 : 9,442: 5,735 5,123 225 1,834 1,811 7,794 7,159: 1,648 2,283
Old : 9,442: 5,735 5,123 225 1,834 1,811 7,794 7,159: 1,648 2,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -19,244: -5,413 -642 -326 -13,330 -18,090 -19,069 -19,058: -175 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 54.3 2.4 19.4 19.2 82.5 75.8: 17.5 24.2
Old : 100.0: 60.7 54.3 2.4 19.4 19.2 82.5 75.8: 17.5 24.2
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 : 31: 9 14 1 5 3 14 18:
Old : 31: 9 14 1 5 3 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 39.7 73.4 56.9 54.8 39.7 72.1 56.9
Old : 54.8 39.7 73.4 56.9 54.8 39.7 72.1 56.9
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, December 20, 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 : 7,560,266: 324,762 885,334 1,416,033 5,062,571 4,281,796 6,803,366 6,583,163: 756,900 977,103
Old : 7,560,266: 324,762 885,334 1,416,033 5,062,571 4,281,796 6,803,366 6,583,163: 756,900 977,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
:-1,116,860: -186,866 -193,411 -173,964 -714,688 -720,441 -1,075,518 -1,087,816: -41,342 -29,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 11.7 18.7 67.0 56.6 90.0 87.1: 10.0 12.9
Old : 100.0: 4.3 11.7 18.7 67.0 56.6 90.0 87.1: 10.0 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 : 231: 34 52 70 119 124 197 212:
Old : 231: 34 52 70 119 124 197 212:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 23.3 45.3 35.5 28.3 16.4 35.5 22.1
Old : 33.0 23.3 45.3 35.5 28.3 16.4 35.5 22.1
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, December 20, 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 : 745,391: 58,312 95,575 25,282 532,445 514,982 616,039 635,840: 129,351 109,551
Old : 745,391: 58,312 95,575 25,282 532,445 514,982 616,039 635,840: 129,351 109,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -277,994: -13,038 -11,388 -14,220 -240,278 -236,043 -267,536 -261,651: -10,457 -16,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 12.8 3.4 71.4 69.1 82.6 85.3: 17.4 14.7
Old : 100.0: 7.8 12.8 3.4 71.4 69.1 82.6 85.3: 17.4 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 509: 79 94 41 221 222 321 336:
Old : 509: 79 94 41 221 222 321 336:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 11.6 27.0 18.5 15.2 11.2 23.9 17.7
Old : 17.8 11.6 27.0 18.5 15.2 11.2 23.9 17.7
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, December 20, 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 : 233,129: 20,460 20,744 1,284 141,131 152,370 162,875 174,398: 70,254 58,731
Old : 233,129: 20,460 20,744 1,284 141,131 152,370 162,875 174,398: 70,254 58,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -109,038: -14,136 2,868 -1,212 -80,828 -106,488 -96,176 -104,832: -12,862 -4,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 8.9 0.6 60.5 65.4 69.9 74.8: 30.1 25.2
Old : 100.0: 8.8 8.9 0.6 60.5 65.4 69.9 74.8: 30.1 25.2
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 : 101: 10 13 7 49 49 64 64:
Old : 101: 10 13 7 49 49 64 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 18.5 39.7 30.5 27.0 18.5 37.7 29.4
Old : 28.6 18.5 39.7 30.5 27.0 18.5 37.7 29.4
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, December 20, 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 : 2,561,308: 264,668 449,566 44,582 1,956,572 1,813,060 2,265,822 2,307,208: 295,486 254,100
Old : 2,561,308: 264,668 449,566 44,582 1,956,572 1,813,060 2,265,822 2,307,208: 295,486 254,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -844,778: 4,917 -71,855 -64,466 -797,252 -647,774 -856,801 -784,095: 12,023 -60,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 17.6 1.7 76.4 70.8 88.5 90.1: 11.5 9.9
Old : 100.0: 10.3 17.6 1.7 76.4 70.8 88.5 90.1: 11.5 9.9
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 : 485: 76 94 35 200 202 294 313:
Old : 485: 76 94 35 200 202 294 313:
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 : 21.3 14.0 29.9 22.1 19.4 13.5 27.1 21.6
Old : 21.3 14.0 29.9 22.1 19.4 13.5 27.1 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, December 20, 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 : 106,909: 6,641 6,139 32 91,506 96,719 98,179 102,890: 8,730 4,019
Old : 106,909: 6,641 6,139 32 91,506 96,719 98,179 102,890: 8,730 4,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -25,338: -1,295 717 -212 -23,562 -24,841 -25,069 -24,336: -269 -1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.7 0.0 85.6 90.5 91.8 96.2: 8.2 3.8
Old : 100.0: 6.2 5.7 0.0 85.6 90.5 91.8 96.2: 8.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 7 8 1 49 37 56 46:
Old : 87: 7 8 1 49 37 56 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 45.4 47.2 63.9 29.6 42.7 43.0 59.4
Old : 32.0 45.4 47.2 63.9 29.6 42.7 43.0 59.4
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, December 20, 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 : 51,165: 8,987 4,465 282 36,435 43,760 45,705 48,507: 5,460 2,658
Old : 51,165: 8,987 4,465 282 36,435 43,760 45,705 48,507: 5,460 2,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -63,248: -3,972 533 -3,744 -41,673 -44,450 -49,389 -47,661: -13,859 -15,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 8.7 0.6 71.2 85.5 89.3 94.8: 10.7 5.2
Old : 100.0: 17.6 8.7 0.6 71.2 85.5 89.3 94.8: 10.7 5.2
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 : 192: 43 23 8 64 75 109 104:
Old : 192: 43 23 8 64 75 109 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 24.3 44.7 38.4 30.5 24.3 44.4 38.4
Old : 30.5 24.3 44.7 38.4 30.5 24.3 44.4 38.4
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, December 20, 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 : 255,825: 44,937 22,324 1,411 182,176 218,798 228,524 242,533: 27,301 13,292
Old : 255,825: 44,937 22,324 1,411 182,176 218,798 228,524 242,533: 27,301 13,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -156,888: -19,465 -8,982 -4,386 -138,614 -71,619 -162,465 -84,987: 5,577 -71,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 8.7 0.6 71.2 85.5 89.3 94.8: 10.7 5.2
Old : 100.0: 17.6 8.7 0.6 71.2 85.5 89.3 94.8: 10.7 5.2
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 : 192: 43 23 8 64 75 109 104:
Old : 192: 43 23 8 64 75 109 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 24.3 44.7 38.4 30.5 24.3 44.4 38.4
Old : 30.5 24.3 44.7 38.4 30.5 24.3 44.4 38.4
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, December 20, 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 : 104,817: 52,047 26,305 2,738 32,830 59,702 87,615 88,745: 17,202 16,072
Old : 104,817: 52,047 26,305 2,738 32,830 59,702 87,615 88,745: 17,202 16,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -48,479: -8,085 602 -1,225 -37,483 -47,017 -46,793 -47,640: -1,686 -839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 25.1 2.6 31.3 57.0 83.6 84.7: 16.4 15.3
Old : 100.0: 49.7 25.1 2.6 31.3 57.0 83.6 84.7: 16.4 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 19 22 1 13 20 33 42:
Old : 70: 19 22 1 13 20 33 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 : 46.0 53.0 63.8 65.0 46.0 52.4 63.8 62.9
Old : 46.0 53.0 63.8 65.0 46.0 52.4 63.8 62.9
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, December 20, 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 : 22,336: 3,253 8,333 3 13,010 4,624 16,266 12,960: 6,070 9,376
Old : 22,336: 3,253 8,333 3 13,010 4,624 16,266 12,960: 6,070 9,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -216: -254 -385 3 -844 -580 -1,095 -962: 879 746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 37.3 0.0 58.2 20.7 72.8 58.0: 27.2 42.0
Old : 100.0: 14.6 37.3 0.0 58.2 20.7 72.8 58.0: 27.2 42.0
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 : 32: 6 9 1 15 3 22 12:
Old : 32: 6 9 1 15 3 22 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 46.8 52.9 54.6 35.9 46.8 52.9 54.6
Old : 35.9 46.8 52.9 54.6 35.9 46.8 52.9 54.6
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, December 20, 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 : 32,500: 7,340 3,118 1,188 18,678 14,273 27,206 18,579: 5,294 13,921
Old : 32,500: 7,340 3,118 1,188 18,678 14,273 27,206 18,579: 5,294 13,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 1,658: -227 1,797 1,134 1,978 1,091 2,885 4,022: -1,227 -2,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 9.6 3.7 57.5 43.9 83.7 57.2: 16.3 42.8
Old : 100.0: 22.6 9.6 3.7 57.5 43.9 83.7 57.2: 16.3 42.8
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 : 47: 9 9 2 19 16 29 26:
Old : 47: 9 9 2 19 16 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 25.7 58.7 40.1 43.2 25.3 56.3 35.0
Old : 44.5 25.7 58.7 40.1 43.2 25.3 56.3 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2011