BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 3,799: 8 152 11 3,097 3,021 3,116 3,184: 683 615
Old : 3,799: 8 152 11 3,097 3,021 3,116 3,184: 683 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 624: -1 9 -0 587 597 586 606: 38 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.0 0.3 81.5 79.5 82.0 83.8: 18.0 16.2
Old : 100.0: 0.2 4.0 0.3 81.5 79.5 82.0 83.8: 18.0 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 : 23: 1 1 2 13 13 15 15:
Old : 23: 1 1 2 13 13 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 61.7 75.8 76.5 51.2 61.3 70.4 73.0
Old : 52.3 61.7 75.8 76.5 51.2 61.3 70.4 73.0
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, December 13, 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 : 54,905: 9,032 4,108 12,866 27,414 25,277 49,312 42,252: 5,593 12,653
Old : 54,905: 9,032 4,108 12,866 27,414 25,277 49,312 42,252: 5,593 12,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 1,454: 352 421 293 838 362 1,484 1,076: -29 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 7.5 23.4 49.9 46.0 89.8 77.0: 10.2 23.0
Old : 100.0: 16.5 7.5 23.4 49.9 46.0 89.8 77.0: 10.2 23.0
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 : 88: 23 16 19 38 35 71 60:
Old : 88: 23 16 19 38 35 71 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 27.0 51.8 39.9 35.1 25.2 44.5 33.7
Old : 36.6 27.0 51.8 39.9 35.1 25.2 44.5 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 306,231: 80,053 18,883 87,024 106,365 154,965 273,442 260,872: 32,789 45,359
Old : 300,341: 79,055 19,934 84,795 105,335 151,519 269,185 256,249: 31,156 44,093
Other: 5,889: 2,125 76 1,102 1,030 3,446 4,256 4,623: 1,633 1,266
: : :
: : Changes in Commitments from: December 6, 2011 :
: -8,268: -6,840 828 3,845 -4,997 -10,306 -7,992 -5,632: -276 -2,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 6.2 28.4 34.7 50.6 89.3 85.2: 10.7 14.8
Old : 100.0: 26.3 6.6 28.2 35.1 50.4 89.6 85.3: 10.4 14.7
Other: 100.0: 36.1 1.3 18.7 17.5 58.5 72.3 78.5: 27.7 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 119 56 124 65 86 240 231:
Old : 291: 112 65 124 65 86 240 231:
Other: 58: 18 5 11 18 27 39 40:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 20.1 24.9 29.2 14.0 16.9 23.0 24.5
Old : 14.5 20.2 25.3 29.5 14.2 17.0 23.4 24.7
Other: 28.8 34.8 43.5 49.7 26.1 33.3 36.2 45.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 390,292: 101,081 31,737 103,791 155,339 190,261 360,211 325,788: 30,081 64,503
Old : 390,292: 101,081 31,737 103,791 155,339 190,261 360,211 325,788: 30,081 64,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -3,601: -6,438 3,016 2,579 956 -8,433 -2,903 -2,838: -699 -764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 8.1 26.6 39.8 48.7 92.3 83.5: 7.7 16.5
Old : 100.0: 25.9 8.1 26.6 39.8 48.7 92.3 83.5: 7.7 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 128 74 124 114 163 288 326:
Old : 391: 128 74 124 114 163 288 326:
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 : 16.2 16.1 27.9 22.9 16.1 12.0 27.2 17.0
Old : 16.2 16.1 27.9 22.9 16.1 12.0 27.2 17.0
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, December 13, 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 : 11,392: 3,777 5,083 1,273 3,563 2,193 8,614 8,549: 2,778 2,843
Old : 11,392: 3,777 5,083 1,273 3,563 2,193 8,614 8,549: 2,778 2,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -1,177: -154 154 -791 -137 -258 -1,082 -895: -94 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 44.6 11.2 31.3 19.2 75.6 75.0: 24.4 25.0
Old : 100.0: 33.2 44.6 11.2 31.3 19.2 75.6 75.0: 24.4 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 26 31 15 25 23 59 65:
Old : 90: 26 31 15 25 23 59 65:
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 : 32.2 22.9 45.3 36.1 30.5 22.3 40.2 34.4
Old : 32.2 22.9 45.3 36.1 30.5 22.3 40.2 34.4
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, December 13, 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 : 34,383: 12,935 2,748 7,226 7,753 6,740 27,913 16,715: 6,470 17,668
Old : 34,383: 12,935 2,748 7,226 7,753 6,740 27,913 16,715: 6,470 17,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -671: 110 330 -347 -450 -656 -687 -673: 15 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 8.0 21.0 22.5 19.6 81.2 48.6: 18.8 51.4
Old : 100.0: 37.6 8.0 21.0 22.5 19.6 81.2 48.6: 18.8 51.4
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 : 143: 49 27 48 39 39 111 102:
Old : 143: 49 27 48 39 39 111 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 8.8 27.2 14.8 14.7 6.2 24.5 10.5
Old : 15.0 8.8 27.2 14.8 14.7 6.2 24.5 10.5
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, December 13, 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 : 134,737: 6,572 127 3,559 121,752 128,219 131,883 131,905: 2,854 2,832
Old : 134,737: 6,572 127 3,559 121,752 128,219 131,883 131,905: 2,854 2,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 20,363: -911 0 -1,494 22,259 20,717 19,854 19,223: 509 1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.1 2.6 90.4 95.2 97.9 97.9: 2.1 2.1
Old : 100.0: 4.9 0.1 2.6 90.4 95.2 97.9 97.9: 2.1 2.1
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 : 20: 2 1 1 17 16 19 18:
Old : 20: 2 1 1 17 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 : 75.8 73.9 87.1 88.4 30.5 31.1 36.9 36.0
Old : 75.8 73.9 87.1 88.4 30.5 31.1 36.9 36.0
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, December 13, 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 : 179,385: 36,027 48,841 7,639 106,667 98,647 150,333 155,127: 29,053 24,259
Old : 179,385: 36,027 48,841 7,639 106,667 98,647 150,333 155,127: 29,053 24,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 16,527: 5,242 -611 1,303 10,170 17,429 16,715 18,121: -187 -1,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 27.2 4.3 59.5 55.0 83.8 86.5: 16.2 13.5
Old : 100.0: 20.1 27.2 4.3 59.5 55.0 83.8 86.5: 16.2 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 23 14 8 25 34 50 54:
Old : 74: 23 14 8 25 34 50 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 45.6 58.7 62.4 34.1 41.4 44.8 47.3
Old : 38.1 45.6 58.7 62.4 34.1 41.4 44.8 47.3
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, December 13, 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 : 58,801: 4,445 14,738 5,800 40,879 16,778 51,124 37,316: 7,677 21,485
Old : 58,801: 4,445 14,738 5,800 40,879 16,778 51,124 37,316: 7,677 21,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 9,280: -590 -646 2,533 8,519 4,528 10,462 6,415: -1,181 2,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 25.1 9.9 69.5 28.5 86.9 63.5: 13.1 36.5
Old : 100.0: 7.6 25.1 9.9 69.5 28.5 86.9 63.5: 13.1 36.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 18 8 17 14 28 34:
Old : 42: 5 18 8 17 14 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 32.1 69.5 38.4 46.4 19.7 56.9 25.1
Old : 52.4 32.1 69.5 38.4 46.4 19.7 56.9 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 125,833: 17,609 40,503 2,516 102,879 77,569 123,004 120,588: 2,829 5,245
Old : 125,833: 17,609 40,503 2,516 102,879 77,569 123,004 120,588: 2,829 5,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -4,398: -610 1,422 1,371 -5,395 -6,347 -4,634 -3,554: 236 -844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 32.2 2.0 81.8 61.6 97.8 95.8: 2.2 4.2
Old : 100.0: 14.0 32.2 2.0 81.8 61.6 97.8 95.8: 2.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 24 32 11 22 25 51 66:
Old : 96: 24 32 11 22 25 51 66:
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 : 68.4 43.5 82.9 61.3 68.4 43.1 77.2 56.4
Old : 68.4 43.5 82.9 61.3 68.4 43.1 77.2 56.4
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, December 13, 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 : 222,220: 24,092 62,582 5,223 180,269 123,536 209,584 191,341: 12,636 30,878
Old : 222,220: 24,092 62,582 5,223 180,269 123,536 209,584 191,341: 12,636 30,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 4,622: -2,229 -6,055 963 7,520 10,699 6,254 5,607: -1,631 -985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 28.2 2.4 81.1 55.6 94.3 86.1: 5.7 13.9
Old : 100.0: 10.8 28.2 2.4 81.1 55.6 94.3 86.1: 5.7 13.9
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 : 92: 19 30 18 30 35 56 77:
Old : 92: 19 30 18 30 35 56 77:
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 : 42.9 51.7 64.4 60.3 39.8 50.4 60.0 56.6
Old : 42.9 51.7 64.4 60.3 39.8 50.4 60.0 56.6
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, December 13, 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 : 211,952: 52,176 16,692 9,511 130,771 156,833 192,459 183,036: 19,493 28,916
Old : 211,952: 52,176 16,692 9,511 130,771 156,833 192,459 183,036: 19,493 28,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 21,983: -4,074 -2,217 4,819 22,244 18,396 22,989 20,998: -1,006 986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.9 4.5 61.7 74.0 90.8 86.4: 9.2 13.6
Old : 100.0: 24.6 7.9 4.5 61.7 74.0 90.8 86.4: 9.2 13.6
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 : 85: 22 28 16 28 28 59 63:
Old : 85: 22 28 16 28 28 59 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 50.3 65.8 64.2 45.2 49.9 56.2 56.2
Old : 49.2 50.3 65.8 64.2 45.2 49.9 56.2 56.2
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, December 13, 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 : 366,747: 35,998 151,731 41,216 253,145 108,310 330,359 301,257: 36,388 65,490
Old : 366,747: 35,998 151,731 41,216 253,145 108,310 330,359 301,257: 36,388 65,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 26,832: 2,987 28,785 -4,762 26,241 1,823 24,466 25,846: 2,367 986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 41.4 11.2 69.0 29.5 90.1 82.1: 9.9 17.9
Old : 100.0: 9.8 41.4 11.2 69.0 29.5 90.1 82.1: 9.9 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 33 79 45 55 57 114 155:
Old : 189: 33 79 45 55 57 114 155:
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 : 35.7 23.3 48.6 31.9 34.7 22.6 46.4 29.5
Old : 35.7 23.3 48.6 31.9 34.7 22.6 46.4 29.5
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, December 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 28,686: 11,148 5,765 551 15,164 19,901 26,863 26,217: 1,823 2,469
Old : 28,686: 11,148 5,765 551 15,164 19,901 26,863 26,217: 1,823 2,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 1,089: 403 -1,123 550 -212 1,404 741 831: 348 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 20.1 1.9 52.9 69.4 93.6 91.4: 6.4 8.6
Old : 100.0: 38.9 20.1 1.9 52.9 69.4 93.6 91.4: 6.4 8.6
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 : 41: 8 17 4 9 12 19 31:
Old : 41: 8 17 4 9 12 19 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 52.4 84.5 68.8 69.3 51.8 84.0 67.7
Old : 69.7 52.4 84.5 68.8 69.3 51.8 84.0 67.7
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, December 13, 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 :14,932,650: 372,193 937,829 6,089,557 7,584,436 6,784,422 14,046,185 13,811,808: 886,465 1,120,842
Old :14,932,650: 372,193 937,829 6,089,557 7,584,436 6,784,422 14,046,185 13,811,808: 886,465 1,120,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 394,285: 94,028 -10,229 244,763 -15,901 151,755 322,890 386,290: 71,396 7,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 6.3 40.8 50.8 45.4 94.1 92.5: 5.9 7.5
Old : 100.0: 2.5 6.3 40.8 50.8 45.4 94.1 92.5: 5.9 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 52 61 102 148 151 256 267:
Old : 278: 52 61 102 148 151 256 267:
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 : 27.1 20.7 38.3 33.4 17.1 10.0 21.1 13.8
Old : 27.1 20.7 38.3 33.4 17.1 10.0 21.1 13.8
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, December 13, 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 : 1,168,924: 71,141 102,500 89,264 857,188 839,325 1,017,592 1,031,089: 151,332 137,836
Old : 1,168,924: 71,141 102,500 89,264 857,188 839,325 1,017,592 1,031,089: 151,332 137,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 92,984: 12,586 2,991 4,254 67,840 80,030 84,680 87,274: 8,304 5,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 8.8 7.6 73.3 71.8 87.1 88.2: 12.9 11.8
Old : 100.0: 6.1 8.8 7.6 73.3 71.8 87.1 88.2: 12.9 11.8
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 : 579: 106 118 114 260 271 418 451:
Old : 579: 106 118 114 260 271 418 451:
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 : 12.8 9.8 20.9 17.4 9.8 7.3 16.4 12.2
Old : 12.8 9.8 20.9 17.4 9.8 7.3 16.4 12.2
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, December 13, 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 : 423,407: 34,596 15,640 31,209 266,652 305,658 332,458 352,508: 90,950 70,900
Old : 423,407: 34,596 15,640 31,209 266,652 305,658 332,458 352,508: 90,950 70,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 12,975: 2,281 -2,753 -1,869 15,280 9,697 15,692 5,075: -2,717 7,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 3.7 7.4 63.0 72.2 78.5 83.3: 21.5 16.7
Old : 100.0: 8.2 3.7 7.4 63.0 72.2 78.5 83.3: 21.5 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 : 139: 21 24 37 79 70 120 111:
Old : 139: 21 24 37 79 70 120 111:
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 : 19.6 21.0 29.2 31.5 18.5 20.5 27.1 28.5
Old : 19.6 21.0 29.2 31.5 18.5 20.5 27.1 28.5
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, December 13, 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 : 3,727,585: 261,742 513,316 211,255 2,952,676 2,668,333 3,425,673 3,392,905: 301,912 334,680
Old : 3,727,585: 261,742 513,316 211,255 2,952,676 2,668,333 3,425,673 3,392,905: 301,912 334,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 400,046: 27,463 4,656 54,675 262,801 351,665 344,940 410,996: 55,106 -10,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 13.8 5.7 79.2 71.6 91.9 91.0: 8.1 9.0
Old : 100.0: 7.0 13.8 5.7 79.2 71.6 91.9 91.0: 8.1 9.0
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 : 538: 93 112 100 236 253 377 417:
Old : 538: 93 112 100 236 253 377 417:
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 : 18.8 10.1 27.4 17.4 16.3 9.5 24.1 15.3
Old : 18.8 10.1 27.4 17.4 16.3 9.5 24.1 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 132,263: 7,936 5,422 244 115,071 121,573 123,251 127,239: 9,013 5,024
Old : 132,263: 7,936 5,422 244 115,071 121,573 123,251 127,239: 9,013 5,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 15,095: -458 2 212 17,870 14,880 17,624 15,094: -2,529 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 4.1 0.2 87.0 91.9 93.2 96.2: 6.8 3.8
Old : 100.0: 6.0 4.1 0.2 87.0 91.9 93.2 96.2: 6.8 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 : 92: 8 7 2 59 48 68 56:
Old : 92: 8 7 2 59 48 68 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 36.5 49.6 57.7 32.4 35.7 46.2 51.9
Old : 33.2 36.5 49.6 57.7 32.4 35.7 46.2 51.9
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, December 13, 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 : 115,319: 12,949 3,869 4,235 78,651 88,814 95,835 96,918: 19,483 18,401
Old : 115,319: 12,949 3,869 4,235 78,651 88,814 95,835 96,918: 19,483 18,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 20,146: 3,494 -762 2,843 13,137 15,784 19,474 17,866: 671 2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 3.4 3.7 68.2 77.0 83.1 84.0: 16.9 16.0
Old : 100.0: 11.2 3.4 3.7 68.2 77.0 83.1 84.0: 16.9 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: 51 29 22 90 98 149 142:
Old : 219: 51 29 22 90 98 149 142:
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 : 25.1 23.7 35.0 39.7 22.2 20.0 29.0 28.5
Old : 25.1 23.7 35.0 39.7 22.2 20.0 29.0 28.5
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, December 13, 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 : 31,872: 2,946 538 0 13,950 30,126 16,896 30,664: 14,976 1,208
Old : 31,872: 2,946 538 0 13,950 30,126 16,896 30,664: 14,976 1,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 1,981: 1,965 0 -50 -869 1,880 1,046 1,830: 935 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 1.7 0.0 43.8 94.5 53.0 96.2: 47.0 3.8
Old : 100.0: 9.2 1.7 0.0 43.8 94.5 53.0 96.2: 47.0 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 : 24: 1 1 0 12 15 13 16:
Old : 24: 1 1 0 12 15 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 57.3 50.0 84.6 42.0 57.3 49.1 84.6
Old : 42.8 57.3 50.0 84.6 42.0 57.3 49.1 84.6
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, December 13, 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 : 417,233: 64,352 30,991 6,840 323,504 293,439 394,696 331,269: 22,538 85,964
Old : 417,233: 64,352 30,991 6,840 323,504 293,439 394,696 331,269: 22,538 85,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 90,823: 17,077 5,622 5,036 70,030 69,522 92,142 80,179: -1,319 10,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 7.4 1.6 77.5 70.3 94.6 79.4: 5.4 20.6
Old : 100.0: 15.4 7.4 1.6 77.5 70.3 94.6 79.4: 5.4 20.6
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 : 219: 50 30 21 86 97 144 141:
Old : 219: 50 30 21 86 97 144 141:
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 : 30.5 21.4 40.8 32.7 30.5 21.0 39.2 30.8
Old : 30.5 21.4 40.8 32.7 30.5 21.0 39.2 30.8
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, December 13, 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 : 160,586: 59,690 25,149 7,196 73,378 109,771 140,264 142,117: 20,321 18,469
Old : 160,586: 59,690 25,149 7,196 73,378 109,771 140,264 142,117: 20,321 18,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 5,099: 6,674 1,836 -1,636 -649 5,615 4,389 5,815: 709 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 15.7 4.5 45.7 68.4 87.3 88.5: 12.7 11.5
Old : 100.0: 37.2 15.7 4.5 45.7 68.4 87.3 88.5: 12.7 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 22 24 15 29 31 61 60:
Old : 84: 22 24 15 29 31 61 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 : 37.7 43.0 57.8 57.8 36.8 41.3 54.4 55.0
Old : 37.7 43.0 57.8 57.8 36.8 41.3 54.4 55.0
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, December 13, 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 : 22,552: 3,507 8,718 0 13,854 5,204 17,361 13,922: 5,191 8,630
Old : 22,552: 3,507 8,718 0 13,854 5,204 17,361 13,922: 5,191 8,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -8,124: -234 3,676 -1,511 -5,260 -4,445 -7,005 -2,280: -1,119 -5,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 38.7 0.0 61.4 23.1 77.0 61.7: 23.0 38.3
Old : 100.0: 15.6 38.7 0.0 61.4 23.1 77.0 61.7: 23.0 38.3
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 : 34: 7 8 0 15 5 22 13:
Old : 34: 7 8 0 15 5 22 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 : 36.6 46.5 56.0 57.3 36.6 46.5 56.0 57.3
Old : 36.6 46.5 56.0 57.3 36.6 46.5 56.0 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 30,842: 7,567 1,321 54 16,700 13,182 24,321 14,557: 6,521 16,285
Old : 30,842: 7,567 1,321 54 16,700 13,182 24,321 14,557: 6,521 16,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -19,212: 3,463 -6,121 -2,223 -20,538 -3,567 -19,298 -11,911: 86 -7,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 4.3 0.2 54.1 42.7 78.9 47.2: 21.1 52.8
Old : 100.0: 24.5 4.3 0.2 54.1 42.7 78.9 47.2: 21.1 52.8
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 : 39: 8 5 2 17 13 25 20:
Old : 39: 8 5 2 17 13 25 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 : 40.1 25.8 56.0 37.5 38.8 25.8 54.7 35.3
Old : 40.1 25.8 56.0 37.5 38.8 25.8 54.7 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2011