BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,031: 7 158 60 3,373 3,186 3,440 3,404: 591 627
Old : 4,031: 7 158 60 3,373 3,186 3,440 3,404: 591 627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 232: -2 6 49 276 165 323 220: -92 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.9 1.5 83.7 79.0 85.3 84.4: 14.7 15.6
Old : 100.0: 0.2 3.9 1.5 83.7 79.0 85.3 84.4: 14.7 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 : 24: 1 2 3 14 12 17 15:
Old : 24: 1 2 3 14 12 17 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 : 52.5 60.9 76.0 76.8 51.5 60.4 69.9 72.7
Old : 52.5 60.9 76.0 76.8 51.5 60.4 69.9 72.7
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 55,107: 9,294 3,566 12,520 27,162 26,359 48,977 42,445: 6,130 12,662
Old : 55,107: 9,294 3,566 12,520 27,162 26,359 48,977 42,445: 6,130 12,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 202: 262 -543 -346 -251 1,082 -335 193: 538 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 6.5 22.7 49.3 47.8 88.9 77.0: 11.1 23.0
Old : 100.0: 16.9 6.5 22.7 49.3 47.8 88.9 77.0: 11.1 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 : 85: 23 13 20 38 36 69 61:
Old : 85: 23 13 20 38 36 69 61:
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 : 37.0 27.8 51.6 40.6 35.3 26.5 44.7 34.1
Old : 37.0 27.8 51.6 40.6 35.3 26.5 44.7 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 282,681: 73,064 25,584 73,996 107,481 139,709 254,541 239,289: 28,140 43,392
Old : 276,546: 72,360 26,989 71,264 106,541 136,421 250,165 234,674: 26,381 41,872
Other: 6,135: 2,204 95 1,232 941 3,288 4,376 4,615: 1,759 1,520
: : :
: : Changes in Commitments from: December 13, 2011 :
: -23,550: -6,988 6,701 -13,028 1,116 -15,256 -18,901 -21,583: -4,649 -1,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 9.1 26.2 38.0 49.4 90.0 84.6: 10.0 15.4
Old : 100.0: 26.2 9.8 25.8 38.5 49.3 90.5 84.9: 9.5 15.1
Other: 100.0: 35.9 1.5 20.1 15.3 53.6 71.3 75.2: 28.7 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 88 70 110 65 80 217 219:
Old : 272: 85 77 110 65 80 217 219:
Other: 60: 19 9 14 17 24 43 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 : 15.8 20.3 27.2 28.9 15.7 17.3 25.5 24.6
Old : 16.1 20.4 27.7 29.1 16.0 17.4 25.9 24.8
Other: 28.7 34.2 41.8 48.7 24.8 31.8 33.9 43.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 390,564: 100,115 34,990 104,864 158,192 187,512 363,171 327,366: 27,393 63,198
Old : 390,564: 100,115 34,990 104,864 158,192 187,512 363,171 327,366: 27,393 63,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 272: -966 3,254 1,073 2,853 -2,749 2,960 1,578: -2,688 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 9.0 26.8 40.5 48.0 93.0 83.8: 7.0 16.2
Old : 100.0: 25.6 9.0 26.8 40.5 48.0 93.0 83.8: 7.0 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 : 376: 109 87 124 108 156 280 313:
Old : 376: 109 87 124 108 156 280 313:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 15.8 29.1 22.6 16.8 11.8 28.0 16.7
Old : 17.1 15.8 29.1 22.6 16.8 11.8 28.0 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,249: 3,719 5,282 1,009 3,439 1,973 8,166 8,263: 2,083 1,986
Old : 10,249: 3,719 5,282 1,009 3,439 1,973 8,166 8,263: 2,083 1,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -1,142: -58 199 -265 -124 -220 -447 -286: -695 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 51.5 9.8 33.6 19.3 79.7 80.6: 20.3 19.4
Old : 100.0: 36.3 51.5 9.8 33.6 19.3 79.7 80.6: 20.3 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 26 29 13 22 19 54 58:
Old : 84: 26 29 13 22 19 54 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 : 35.8 26.3 51.3 41.8 33.5 24.7 45.4 39.9
Old : 35.8 26.3 51.3 41.8 33.5 24.7 45.4 39.9
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 34,725: 13,148 2,916 7,100 8,154 6,867 28,402 16,884: 6,323 17,841
Old : 34,725: 13,148 2,916 7,100 8,154 6,867 28,402 16,884: 6,323 17,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 342: 213 168 -125 401 127 489 169: -147 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 8.4 20.4 23.5 19.8 81.8 48.6: 18.2 51.4
Old : 100.0: 37.9 8.4 20.4 23.5 19.8 81.8 48.6: 18.2 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 : 147: 47 29 46 41 42 114 102:
Old : 147: 47 29 46 41 42 114 102:
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 : 14.6 8.8 26.8 14.5 14.3 6.5 24.6 11.1
Old : 14.6 8.8 26.8 14.5 14.3 6.5 24.6 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 126,512: 6,938 1,547 3,193 115,843 120,973 125,974 125,713: 538 799
Old : 126,512: 6,938 1,547 3,193 115,843 120,973 125,974 125,713: 538 799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -8,225: 366 1,420 -366 -5,909 -7,246 -5,909 -6,192: -2,316 -2,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.2 2.5 91.6 95.6 99.6 99.4: 0.4 0.6
Old : 100.0: 5.5 1.2 2.5 91.6 95.6 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 1 16 15 18 18:
Old : 21: 2 2 1 16 15 18 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 : 80.0 76.2 91.0 91.0 32.4 32.2 38.3 38.1
Old : 80.0 76.2 91.0 91.0 32.4 32.2 38.3 38.1
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 180,695: 21,439 48,059 12,814 92,764 97,091 127,016 157,964: 53,678 22,731
Old : 180,695: 21,439 48,059 12,814 92,764 97,091 127,016 157,964: 53,678 22,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 1,309: -14,589 -782 5,175 -13,903 -1,556 -23,317 2,837: 24,626 -1,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 26.6 7.1 51.3 53.7 70.3 87.4: 29.7 12.6
Old : 100.0: 11.9 26.6 7.1 51.3 53.7 70.3 87.4: 29.7 12.6
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 : 75: 22 16 11 28 34 57 54:
Old : 75: 22 16 11 28 34 57 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 : 33.2 46.3 47.2 63.0 25.7 41.3 31.5 48.0
Old : 33.2 46.3 47.2 63.0 25.7 41.3 31.5 48.0
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 35,469: 9,725 13,004 1,975 15,849 3,228 27,549 18,206: 7,920 17,263
Old : 35,469: 9,725 13,004 1,975 15,849 3,228 27,549 18,206: 7,920 17,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -23,332: 5,280 -1,734 -3,826 -25,030 -13,550 -23,576 -19,110: 244 -4,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 36.7 5.6 44.7 9.1 77.7 51.3: 22.3 48.7
Old : 100.0: 27.4 36.7 5.6 44.7 9.1 77.7 51.3: 22.3 48.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 16 6 13 9 23 25:
Old : 35: 4 16 6 13 9 23 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 : 48.3 27.3 63.2 35.3 48.3 27.3 62.3 34.8
Old : 48.3 27.3 63.2 35.3 48.3 27.3 62.3 34.8
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 116,352: 20,177 38,979 24 93,742 71,196 113,943 110,199: 2,409 6,153
Old : 116,352: 20,177 38,979 24 93,742 71,196 113,943 110,199: 2,409 6,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -9,481: 2,568 -1,524 -2,492 -9,137 -6,373 -9,061 -10,389: -420 908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 33.5 0.0 80.6 61.2 97.9 94.7: 2.1 5.3
Old : 100.0: 17.3 33.5 0.0 80.6 61.2 97.9 94.7: 2.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 18 29 1 20 21 38 51:
Old : 81: 18 29 1 20 21 38 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 45.1 88.7 66.1 77.1 45.1 88.3 66.0
Old : 77.1 45.1 88.7 66.1 77.1 45.1 88.3 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 188,380: 26,535 51,958 2,155 145,120 106,070 173,810 160,184: 14,570 28,196
Old : 188,380: 26,535 51,958 2,155 145,120 106,070 173,810 160,184: 14,570 28,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -33,840: 2,443 -10,624 -3,068 -35,149 -17,466 -35,774 -31,157: 1,934 -2,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 27.6 1.1 77.0 56.3 92.3 85.0: 7.7 15.0
Old : 100.0: 14.1 27.6 1.1 77.0 56.3 92.3 85.0: 7.7 15.0
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 : 85: 17 30 12 26 29 50 64:
Old : 85: 17 30 12 26 29 50 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 55.7 73.1 62.9 52.8 54.5 72.6 61.6
Old : 52.8 55.7 73.1 62.9 52.8 54.5 72.6 61.6
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 138,818: 52,059 27,794 2,458 65,753 82,118 120,270 112,370: 18,548 26,448
Old : 138,818: 52,059 27,794 2,458 65,753 82,118 120,270 112,370: 18,548 26,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -73,134: -117 11,103 -7,053 -65,019 -74,715 -72,189 -70,666: -945 -2,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 20.0 1.8 47.4 59.2 86.6 80.9: 13.4 19.1
Old : 100.0: 37.5 20.0 1.8 47.4 59.2 86.6 80.9: 13.4 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 20 27 11 20 23 45 56:
Old : 75: 20 27 11 20 23 45 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 : 64.7 38.5 73.5 55.8 64.7 38.2 73.0 54.2
Old : 64.7 38.5 73.5 55.8 64.7 38.2 73.0 54.2
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 308,858: 49,764 162,825 29,783 198,313 53,835 277,860 246,443: 30,998 62,415
Old : 308,858: 49,764 162,825 29,783 198,313 53,835 277,860 246,443: 30,998 62,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -57,889: 13,766 11,094 -11,433 -54,832 -54,475 -52,499 -54,814: -5,390 -3,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 52.7 9.6 64.2 17.4 90.0 79.8: 10.0 20.2
Old : 100.0: 16.1 52.7 9.6 64.2 17.4 90.0 79.8: 10.0 20.2
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 : 177: 31 77 45 51 47 111 140:
Old : 177: 31 77 45 51 47 111 140:
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 27.8 49.5 35.7 35.2 27.8 48.9 34.5
Old : 35.7 27.8 49.5 35.7 35.2 27.8 48.9 34.5
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 9,442: 5,735 5,123 225 1,834 1,811 7,794 7,159: 1,648 2,283
Old : 9,442: 5,735 5,123 225 1,834 1,811 7,794 7,159: 1,648 2,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -19,244: -5,413 -642 -326 -13,330 -18,090 -19,069 -19,058: -175 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 54.3 2.4 19.4 19.2 82.5 75.8: 17.5 24.2
Old : 100.0: 60.7 54.3 2.4 19.4 19.2 82.5 75.8: 17.5 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 14 1 5 3 14 18:
Old : 31: 9 14 1 5 3 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 39.7 73.4 56.9 54.8 39.7 72.1 56.9
Old : 54.8 39.7 73.4 56.9 54.8 39.7 72.1 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,569,617: 272,368 772,980 4,209,134 6,260,619 5,523,266 10,742,121 10,505,380: 827,496 1,064,237
Old :11,569,617: 272,368 772,980 4,209,134 6,260,619 5,523,266 10,742,121 10,505,380: 827,496 1,064,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
:-3,363,033: -99,825 -164,849 -1,880,423 -1,323,816 -1,261,156 -3,304,064 -3,306,428: -58,969 -56,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 6.7 36.4 54.1 47.7 92.8 90.8: 7.2 9.2
Old : 100.0: 2.4 6.7 36.4 54.1 47.7 92.8 90.8: 7.2 9.2
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 : 252: 36 64 96 134 138 233 243:
Old : 252: 36 64 96 134 138 233 243:
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 : 27.5 20.1 38.5 32.7 19.1 10.4 24.0 14.4
Old : 27.5 20.1 38.5 32.7 19.1 10.4 24.0 14.4
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 835,921: 57,648 91,538 56,767 586,928 571,373 701,343 719,679: 134,578 116,242
Old : 835,921: 57,648 91,538 56,767 586,928 571,373 701,343 719,679: 134,578 116,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -333,004: -13,493 -10,961 -32,497 -270,260 -267,952 -316,250 -311,410: -16,754 -21,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 11.0 6.8 70.2 68.4 83.9 86.1: 16.1 13.9
Old : 100.0: 6.9 11.0 6.8 70.2 68.4 83.9 86.1: 16.1 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 : 535: 88 107 83 234 239 364 387:
Old : 535: 88 107 83 234 239 364 387:
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 : 15.9 10.4 24.1 17.4 13.6 10.0 21.3 15.8
Old : 15.9 10.4 24.1 17.4 13.6 10.0 21.3 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 280,058: 20,299 18,575 18,617 167,644 180,393 206,560 217,586: 73,498 62,472
Old : 280,058: 20,299 18,575 18,617 167,644 180,393 206,560 217,586: 73,498 62,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -143,350: -14,297 2,935 -12,592 -99,008 -125,265 -125,898 -134,922: -17,452 -8,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 6.6 6.6 59.9 64.4 73.8 77.7: 26.2 22.3
Old : 100.0: 7.2 6.6 6.6 59.9 64.4 73.8 77.7: 26.2 22.3
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 : 114: 14 20 27 60 58 90 89:
Old : 114: 14 20 27 60 58 90 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 17.5 34.4 27.5 22.5 15.4 31.4 24.2
Old : 23.8 17.5 34.4 27.5 22.5 15.4 31.4 24.2
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,779,314: 267,279 445,348 110,215 2,096,418 1,954,899 2,473,912 2,510,462: 305,402 268,852
Old : 2,779,314: 267,279 445,348 110,215 2,096,418 1,954,899 2,473,912 2,510,462: 305,402 268,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -948,270: 5,537 -67,968 -101,040 -856,258 -713,434 -951,761 -882,442: 3,491 -65,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.0 4.0 75.4 70.3 89.0 90.3: 11.0 9.7
Old : 100.0: 9.6 16.0 4.0 75.4 70.3 89.0 90.3: 11.0 9.7
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 : 500: 83 100 72 212 219 331 355:
Old : 500: 83 100 72 212 219 331 355:
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 12.9 27.5 20.3 17.8 12.5 24.9 19.9
Old : 19.6 12.9 27.5 20.3 17.8 12.5 24.9 19.9
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 106,914: 6,641 6,139 32 91,506 96,719 98,179 102,890: 8,735 4,024
Old : 106,914: 6,641 6,139 32 91,506 96,719 98,179 102,890: 8,735 4,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -25,349: -1,295 717 -212 -23,565 -24,854 -25,072 -24,349: -278 -1,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.7 0.0 85.6 90.5 91.8 96.2: 8.2 3.8
Old : 100.0: 6.2 5.7 0.0 85.6 90.5 91.8 96.2: 8.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 7 8 1 49 37 56 46:
Old : 87: 7 8 1 49 37 56 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 45.4 47.2 63.9 29.6 42.7 43.0 59.4
Old : 32.0 45.4 47.2 63.9 29.6 42.7 43.0 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 51,735: 9,016 4,554 348 36,811 44,075 46,175 48,977: 5,559 2,757
Old : 51,735: 9,016 4,554 348 36,811 44,075 46,175 48,977: 5,559 2,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -63,584: -3,934 685 -3,887 -41,839 -44,739 -49,660 -47,941: -13,924 -15,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 8.8 0.7 71.2 85.2 89.3 94.7: 10.7 5.3
Old : 100.0: 17.4 8.8 0.7 71.2 85.2 89.3 94.7: 10.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 44 24 10 69 77 116 108:
Old : 194: 44 24 10 69 77 116 108:
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 24.1 44.2 37.9 30.1 24.1 43.9 37.9
Old : 30.1 24.1 44.2 37.9 30.1 24.1 43.9 37.9
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 258,673: 45,078 22,772 1,741 184,057 220,374 230,876 244,886: 27,797 13,787
Old : 258,673: 45,078 22,772 1,741 184,057 220,374 230,876 244,886: 27,797 13,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -158,560: -19,274 -8,218 -5,099 -139,446 -73,066 -163,819 -86,383: 5,259 -72,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 8.8 0.7 71.2 85.2 89.3 94.7: 10.7 5.3
Old : 100.0: 17.4 8.8 0.7 71.2 85.2 89.3 94.7: 10.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 44 24 10 69 77 116 108:
Old : 194: 44 24 10 69 77 116 108:
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 24.1 44.2 37.9 30.1 24.1 43.9 37.9
Old : 30.1 24.1 44.2 37.9 30.1 24.1 43.9 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 112,021: 51,670 25,932 5,804 35,965 62,633 93,439 94,368: 18,582 17,653
Old : 112,021: 51,670 25,932 5,804 35,965 62,633 93,439 94,368: 18,582 17,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -48,564: -8,021 782 -1,392 -37,413 -47,138 -46,826 -47,748: -1,739 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 23.1 5.2 32.1 55.9 83.4 84.2: 16.6 15.8
Old : 100.0: 46.1 23.1 5.2 32.1 55.9 83.4 84.2: 16.6 15.8
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 : 72: 17 24 13 22 25 51 50:
Old : 72: 17 24 13 22 25 51 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 49.6 60.0 61.0 43.3 49.0 59.9 58.9
Old : 43.4 49.6 60.0 61.0 43.3 49.0 59.9 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 22,336: 3,253 8,333 3 13,010 4,624 16,266 12,960: 6,070 9,376
Old : 22,336: 3,253 8,333 3 13,010 4,624 16,266 12,960: 6,070 9,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -216: -254 -385 3 -844 -580 -1,095 -962: 879 746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 37.3 0.0 58.2 20.7 72.8 58.0: 27.2 42.0
Old : 100.0: 14.6 37.3 0.0 58.2 20.7 72.8 58.0: 27.2 42.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 9 1 15 3 22 12:
Old : 32: 6 9 1 15 3 22 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 46.8 52.9 54.6 35.9 46.8 52.9 54.6
Old : 35.9 46.8 52.9 54.6 35.9 46.8 52.9 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 32,500: 7,340 3,118 1,188 18,678 14,273 27,206 18,579: 5,294 13,921
Old : 32,500: 7,340 3,118 1,188 18,678 14,273 27,206 18,579: 5,294 13,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 1,658: -227 1,797 1,134 1,978 1,091 2,885 4,022: -1,227 -2,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 9.6 3.7 57.5 43.9 83.7 57.2: 16.3 42.8
Old : 100.0: 22.6 9.6 3.7 57.5 43.9 83.7 57.2: 16.3 42.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 9 9 2 19 16 29 26:
Old : 47: 9 9 2 19 16 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 25.7 58.7 40.1 43.2 25.3 56.3 35.0
Old : 44.5 25.7 58.7 40.1 43.2 25.3 56.3 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2011