BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,154: 111 191 1 2,590 2,289 2,702 2,481: 452 672
Old : 3,154: 111 191 1 2,590 2,289 2,702 2,481: 452 672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -659: -40 -240 -30 -501 -587 -571 -858: -87 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 6.1 0.0 82.1 72.6 85.7 78.7: 14.3 21.3
Old : 100.0: 3.5 6.1 0.0 82.1 72.6 85.7 78.7: 14.3 21.3
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 : 22: 2 1 1 14 12 17 13:
Old : 22: 2 1 1 14 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 50.6 75.2 67.9 50.0 47.7 65.4 60.0
Old : 55.0 50.6 75.2 67.9 50.0 47.7 65.4 60.0
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 with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 52,638: 7,236 2,786 12,911 27,460 26,052 47,607 41,748: 5,031 10,890
Old : 52,638: 7,236 2,786 12,911 27,460 26,052 47,607 41,748: 5,031 10,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -4,598: -437 -311 324 -3,954 -3,520 -4,067 -3,507: -532 -1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 5.3 24.5 52.2 49.5 90.4 79.3: 9.6 20.7
Old : 100.0: 13.7 5.3 24.5 52.2 49.5 90.4 79.3: 9.6 20.7
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 : 80: 22 13 21 34 33 65 58:
Old : 80: 22 13 21 34 33 65 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 26.1 56.1 41.8 39.3 25.4 48.7 35.8
Old : 40.5 26.1 56.1 41.8 39.3 25.4 48.7 35.8
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 with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 303,131: 83,545 14,584 82,537 106,931 160,707 273,013 257,828: 30,117 45,303
Old : 300,581: 83,363 14,985 81,383 106,332 159,204 271,078 255,572: 29,503 45,009
Other: 2,550: 824 240 513 599 1,503 1,935 2,256: 615 294
: : :
: : Changes in Commitments from: November 1, 2011 :
: -23,088: -8,939 -757 -9,746 355 -8,658 -18,330 -19,161: -4,758 -3,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 4.8 27.2 35.3 53.0 90.1 85.1: 9.9 14.9
Old : 100.0: 27.7 5.0 27.1 35.4 53.0 90.2 85.0: 9.8 15.0
Other: 100.0: 32.3 9.4 20.1 23.5 59.0 75.9 88.5: 24.1 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 124 54 121 61 88 244 228:
Old : 298: 124 60 121 61 88 244 228:
Other: 48: 16 7 10 13 21 32 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 20.5 23.5 29.7 13.3 16.0 22.1 23.9
Old : 13.7 20.6 23.7 29.9 13.4 16.1 22.3 24.0
Other: 37.2 37.1 55.6 55.5 35.5 36.6 45.1 49.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 423,200: 128,495 26,405 119,614 147,554 208,770 395,664 354,789: 27,536 68,411
Old : 423,200: 128,495 26,405 119,614 147,554 208,770 395,664 354,789: 27,536 68,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -1,895: 5,768 -4,070 -2,612 -5,907 1,822 -2,751 -4,859: 856 2,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 6.2 28.3 34.9 49.3 93.5 83.8: 6.5 16.2
Old : 100.0: 30.4 6.2 28.3 34.9 49.3 93.5 83.8: 6.5 16.2
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 : 417: 143 76 129 101 175 305 326:
Old : 417: 143 76 129 101 175 305 326:
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 : 15.0 16.2 25.3 24.0 14.4 14.4 24.0 19.3
Old : 15.0 16.2 25.3 24.0 14.4 14.4 24.0 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,684: 3,977 4,629 876 2,956 2,087 7,809 7,593: 1,875 2,092
Old : 9,684: 3,977 4,629 876 2,956 2,087 7,809 7,593: 1,875 2,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 7: -66 -106 38 -54 38 -81 -29: 88 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 47.8 9.0 30.5 21.6 80.6 78.4: 19.4 21.6
Old : 100.0: 41.1 47.8 9.0 30.5 21.6 80.6 78.4: 19.4 21.6
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 : 84: 24 30 14 19 18 53 57:
Old : 84: 24 30 14 19 18 53 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 : 38.7 23.1 53.6 37.9 38.7 22.9 51.3 36.7
Old : 38.7 23.1 53.6 37.9 38.7 22.9 51.3 36.7
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 with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 37,737: 13,989 2,475 8,079 8,957 8,998 31,025 19,551: 6,712 18,185
Old : 37,737: 13,989 2,475 8,079 8,957 8,998 31,025 19,551: 6,712 18,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 1,410: -207 144 502 763 672 1,058 1,318: 353 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 6.6 21.4 23.7 23.8 82.2 51.8: 17.8 48.2
Old : 100.0: 37.1 6.6 21.4 23.7 23.8 82.2 51.8: 17.8 48.2
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 : 157: 60 24 47 43 53 125 111:
Old : 157: 60 24 47 43 53 125 111:
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 : 15.1 10.2 25.8 15.9 14.7 5.8 22.6 9.6
Old : 15.1 10.2 25.8 15.9 14.7 5.8 22.6 9.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 102,745: 11,306 127 3,929 87,096 98,315 102,331 102,371: 414 374
Old : 102,745: 11,306 127 3,929 87,096 98,315 102,331 102,371: 414 374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -112: 41 127 0 445 -319 486 -192: -598 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 0.1 3.8 84.8 95.7 99.6 99.6: 0.4 0.4
Old : 100.0: 11.0 0.1 3.8 84.8 95.7 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 1 1 15 16 19 18:
Old : 22: 4 1 1 15 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 67.7 84.3 86.1 52.5 53.5 61.5 61.0
Old : 67.6 67.7 84.3 86.1 52.5 53.5 61.5 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 131,776: 27,945 41,965 4,575 67,728 63,068 100,249 109,608: 31,527 22,168
Old : 131,776: 27,945 41,965 4,575 67,728 63,068 100,249 109,608: 31,527 22,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -2,158: 643 2,437 -2,067 -1,651 -1,513 -3,075 -1,144: 917 -1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 31.8 3.5 51.4 47.9 76.1 83.2: 23.9 16.8
Old : 100.0: 21.2 31.8 3.5 51.4 47.9 76.1 83.2: 23.9 16.8
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 : 76: 22 18 11 26 27 54 50:
Old : 76: 22 18 11 26 27 54 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 : 36.4 48.8 49.8 59.0 36.2 48.7 49.4 57.7
Old : 36.4 48.8 49.8 59.0 36.2 48.7 49.4 57.7
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 with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 31,016: 6,754 4,528 3,188 10,625 11,786 20,567 19,502: 10,448 11,514
Old : 31,016: 6,754 4,528 3,188 10,625 11,786 20,567 19,502: 10,448 11,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 1,177: 3,663 -486 -290 -697 1,451 2,676 676: -1,499 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 14.6 10.3 34.3 38.0 66.3 62.9: 33.7 37.1
Old : 100.0: 21.8 14.6 10.3 34.3 38.0 66.3 62.9: 33.7 37.1
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 : 36: 10 9 7 12 14 27 25:
Old : 36: 10 9 7 12 14 27 25:
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 : 30.1 27.2 42.0 38.5 27.3 27.2 38.7 36.0
Old : 30.1 27.2 42.0 38.5 27.3 27.2 38.7 36.0
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 with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 98,340: 13,087 31,154 463 83,398 63,332 96,948 94,949: 1,392 3,391
Old : 98,340: 13,087 31,154 463 83,398 63,332 96,948 94,949: 1,392 3,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -7,616: 2,892 -5,629 456 -9,344 -732 -5,996 -5,905: -1,620 -1,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 31.7 0.5 84.8 64.4 98.6 96.6: 1.4 3.4
Old : 100.0: 13.3 31.7 0.5 84.8 64.4 98.6 96.6: 1.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 16 25 2 21 24 38 51:
Old : 80: 16 25 2 21 24 38 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 49.3 87.1 67.3 77.3 49.3 86.4 67.3
Old : 77.3 49.3 87.1 67.3 77.3 49.3 86.4 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 154,179: 22,786 51,079 2,827 108,841 74,925 134,454 128,831: 19,725 25,348
Old : 154,179: 22,786 51,079 2,827 108,841 74,925 134,454 128,831: 19,725 25,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -23,790: -1,540 -19,810 -1,716 -22,132 -2,420 -25,389 -23,946: 1,599 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 33.1 1.8 70.6 48.6 87.2 83.6: 12.8 16.4
Old : 100.0: 14.8 33.1 1.8 70.6 48.6 87.2 83.6: 12.8 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 20 22 8 29 25 52 52:
Old : 80: 20 22 8 29 25 52 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 47.4 56.1 58.7 38.4 46.0 54.9 57.0
Old : 38.9 47.4 56.1 58.7 38.4 46.0 54.9 57.0
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 with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 150,807: 43,307 16,889 5,496 76,577 98,914 125,379 121,300: 25,428 29,508
Old : 150,807: 43,307 16,889 5,496 76,577 98,914 125,379 121,300: 25,428 29,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -4,475: -200 -2,174 -2,861 -689 -616 -3,751 -5,651: -725 1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 11.2 3.6 50.8 65.6 83.1 80.4: 16.9 19.6
Old : 100.0: 28.7 11.2 3.6 50.8 65.6 83.1 80.4: 16.9 19.6
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 : 89: 28 27 19 26 22 62 60:
Old : 89: 28 27 19 26 22 62 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 : 43.4 54.1 54.4 60.0 43.4 53.4 53.9 58.5
Old : 43.4 54.1 54.4 60.0 43.4 53.4 53.9 58.5
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 with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 270,208: 27,178 75,428 29,838 175,258 98,145 232,274 203,411: 37,934 66,797
Old : 270,208: 27,178 75,428 29,838 175,258 98,145 232,274 203,411: 37,934 66,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -19,099: 948 -5,331 -13,439 -4,433 -3,450 -16,924 -22,220: -2,175 3,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 27.9 11.0 64.9 36.3 86.0 75.3: 14.0 24.7
Old : 100.0: 10.1 27.9 11.0 64.9 36.3 86.0 75.3: 14.0 24.7
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 : 184: 29 72 38 58 54 111 141:
Old : 184: 29 72 38 58 54 111 141:
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 : 33.7 22.5 43.9 30.4 31.1 21.2 40.2 28.2
Old : 33.7 22.5 43.9 30.4 31.1 21.2 40.2 28.2
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 with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 24,750: 14,585 3,035 5 8,111 20,379 22,701 23,419: 2,049 1,331
Old : 24,750: 14,585 3,035 5 8,111 20,379 22,701 23,419: 2,049 1,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 729: 1,191 296 5 -206 697 990 998: -261 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 12.3 0.0 32.8 82.3 91.7 94.6: 8.3 5.4
Old : 100.0: 58.9 12.3 0.0 32.8 82.3 91.7 94.6: 8.3 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 9 12 1 6 9 15 22:
Old : 35: 9 12 1 6 9 15 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 64.2 85.2 80.3 71.5 64.2 85.2 80.3
Old : 71.5 64.2 85.2 80.3 71.5 64.2 85.2 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :14,995,345: 569,185 971,428 6,178,614 7,388,251 6,800,450 14,136,050 13,950,491: 859,295 1,044,853
Old :14,995,345: 569,185 971,428 6,178,614 7,388,251 6,800,450 14,136,050 13,950,491: 859,295 1,044,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 145,084: 27,550 -30,567 132,622 -85,002 -19,897 75,170 82,157: 69,914 62,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 6.5 41.2 49.3 45.4 94.3 93.0: 5.7 7.0
Old : 100.0: 3.8 6.5 41.2 49.3 45.4 94.3 93.0: 5.7 7.0
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 : 280: 43 68 105 150 153 260 269:
Old : 280: 43 68 105 150 153 260 269:
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 : 29.7 20.5 40.7 34.2 19.4 10.0 22.5 13.7
Old : 29.7 20.5 40.7 34.2 19.4 10.0 22.5 13.7
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 with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,046,106: 56,171 110,617 86,935 775,507 722,017 918,614 919,570: 127,492 126,537
Old : 1,046,106: 56,171 110,617 86,935 775,507 722,017 918,614 919,570: 127,492 126,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 13,900: -2,300 -1,240 2,553 13,867 9,233 14,120 10,546: -220 3,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 10.6 8.3 74.1 69.0 87.8 87.9: 12.2 12.1
Old : 100.0: 5.4 10.6 8.3 74.1 69.0 87.8 87.9: 12.2 12.1
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 : 612: 88 155 106 264 263 424 452:
Old : 612: 88 155 106 264 263 424 452:
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 : 14.6 9.2 22.3 16.6 11.7 7.3 18.5 11.5
Old : 14.6 9.2 22.3 16.6 11.7 7.3 18.5 11.5
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 with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 395,951: 29,315 17,196 34,802 260,713 277,698 324,830 329,696: 71,122 66,255
Old : 395,951: 29,315 17,196 34,802 260,713 277,698 324,830 329,696: 71,122 66,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 1,651: 3,849 -3,843 -3,056 3,697 2,197 4,490 -4,701: -2,839 6,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.3 8.8 65.8 70.1 82.0 83.3: 18.0 16.7
Old : 100.0: 7.4 4.3 8.8 65.8 70.1 82.0 83.3: 18.0 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 25 25 41 81 69 126 115:
Old : 148: 25 25 41 81 69 126 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 17.8 28.6 27.7 17.9 16.5 26.2 24.0
Old : 18.9 17.8 28.6 27.7 17.9 16.5 26.2 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,250,775: 235,588 568,412 159,361 2,573,973 2,221,595 2,968,922 2,949,369: 281,853 301,406
Old : 3,250,775: 235,588 568,412 159,361 2,573,973 2,221,595 2,968,922 2,949,369: 281,853 301,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 61,245: -9,905 33,854 7,202 50,852 35,179 48,149 76,235: 13,095 -14,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 17.5 4.9 79.2 68.3 91.3 90.7: 8.7 9.3
Old : 100.0: 7.2 17.5 4.9 79.2 68.3 91.3 90.7: 8.7 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 : 565: 78 143 87 236 244 375 413:
Old : 565: 78 143 87 236 244 375 413:
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 : 19.3 10.2 28.5 17.6 16.5 9.6 24.9 16.2
Old : 19.3 10.2 28.5 17.6 16.5 9.6 24.9 16.2
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 with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 107,962: 7,782 5,463 213 91,290 97,694 99,285 103,370: 8,677 4,592
Old : 107,962: 7,782 5,463 213 91,290 97,694 99,285 103,370: 8,677 4,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -3,464: -1,611 -10 143 -2,076 -3,881 -3,544 -3,748: 80 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 5.1 0.2 84.6 90.5 92.0 95.7: 8.0 4.3
Old : 100.0: 7.2 5.1 0.2 84.6 90.5 92.0 95.7: 8.0 4.3
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: 9 7 1 52 36 61 44:
Old : 92: 9 7 1 52 36 61 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 40.1 50.9 61.0 33.6 38.6 48.5 56.4
Old : 34.7 40.1 50.9 61.0 33.6 38.6 48.5 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 101,699: 15,029 3,862 2,928 63,693 78,627 81,650 85,417: 20,049 16,282
Old : 101,699: 15,029 3,862 2,928 63,693 78,627 81,650 85,417: 20,049 16,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 2,229: -1,406 311 629 412 -969 -364 -29: 2,594 2,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 3.8 2.9 62.6 77.3 80.3 84.0: 19.7 16.0
Old : 100.0: 14.8 3.8 2.9 62.6 77.3 80.3 84.0: 19.7 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 56 28 16 85 81 146 120:
Old : 219: 56 28 16 85 81 146 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 26.7 35.2 43.4 20.8 24.9 28.8 39.0
Old : 25.3 26.7 35.2 43.4 20.8 24.9 28.8 39.0
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 with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 31,318: 2,454 292 50 14,375 29,516 16,879 29,858: 14,439 1,460
Old : 31,318: 2,454 292 50 14,375 29,516 16,879 29,858: 14,439 1,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 895: 123 0 50 -1,469 725 -1,296 775: 2,191 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.9 0.2 45.9 94.2 53.9 95.3: 46.1 4.7
Old : 100.0: 7.8 0.9 0.2 45.9 94.2 53.9 95.3: 46.1 4.7
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 : 24: 1 1 1 10 13 12 14:
Old : 24: 1 1 1 10 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 62.3 50.5 87.8 40.4 62.3 50.4 87.8
Old : 40.4 62.3 50.5 87.8 40.4 62.3 50.4 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 351,909: 74,993 29,972 2,272 246,591 245,554 323,856 277,797: 28,053 74,112
Old : 351,909: 74,993 29,972 2,272 246,591 245,554 323,856 277,797: 28,053 74,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 6,671: -4,110 5,089 -639 9,406 -8,471 4,658 -4,020: 2,013 10,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 8.5 0.6 70.1 69.8 92.0 78.9: 8.0 21.1
Old : 100.0: 21.3 8.5 0.6 70.1 69.8 92.0 78.9: 8.0 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 55 29 15 82 77 142 116:
Old : 218: 55 29 15 82 77 142 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 26.2 38.9 38.2 27.1 26.0 38.0 38.0
Old : 27.6 26.2 38.9 38.2 27.1 26.0 38.0 38.0
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 with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 155,709: 64,313 36,362 3,629 59,748 91,415 127,690 131,406: 28,019 24,303
Old : 155,709: 64,313 36,362 3,629 59,748 91,415 127,690 131,406: 28,019 24,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -4,188: 5,965 2,112 -5,841 -9,701 -2,113 -9,578 -5,842: 5,390 1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 23.4 2.3 38.4 58.7 82.0 84.4: 18.0 15.6
Old : 100.0: 41.3 23.4 2.3 38.4 58.7 82.0 84.4: 18.0 15.6
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: 27 20 11 21 22 54 47:
Old : 77: 27 20 11 21 22 54 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 : 42.1 44.4 59.0 62.4 42.1 43.2 58.9 61.1
Old : 42.1 44.4 59.0 62.4 42.1 43.2 58.9 61.1
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 with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 29,003: 3,181 8,925 19 19,122 7,498 22,322 16,442: 6,681 12,561
Old : 29,003: 3,181 8,925 19 19,122 7,498 22,322 16,442: 6,681 12,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 197: 493 -87 19 -503 220 9 152: 188 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 30.8 0.1 65.9 25.9 77.0 56.7: 23.0 43.3
Old : 100.0: 11.0 30.8 0.1 65.9 25.9 77.0 56.7: 23.0 43.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 10 1 22 9 29 20:
Old : 46: 7 10 1 22 9 29 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 35.1 47.1 46.6 29.7 35.1 46.8 46.6
Old : 30.0 35.1 47.1 46.6 29.7 35.1 46.8 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 48,306: 7,711 6,440 1,916 32,506 11,772 42,133 20,128: 6,173 28,178
Old : 48,306: 7,711 6,440 1,916 32,506 11,772 42,133 20,128: 6,173 28,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 1,223: -874 1,718 -506 3,802 -2,145 2,422 -933: -1,199 2,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.3 4.0 67.3 24.4 87.2 41.7: 12.8 58.3
Old : 100.0: 16.0 13.3 4.0 67.3 24.4 87.2 41.7: 12.8 58.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 10 8 3 33 20 45 29:
Old : 66: 10 8 3 33 20 45 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 18.7 42.6 26.4 27.2 18.7 41.0 24.4
Old : 28.0 18.7 42.6 26.4 27.2 18.7 41.0 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2011