BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,851: 45 131 21 3,173 3,163 3,239 3,315: 612 536
Old : 3,851: 45 131 21 3,173 3,163 3,239 3,315: 612 536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 372: -6 23 5 351 300 350 328: 22 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.4 0.5 82.4 82.1 84.1 86.1: 15.9 13.9
Old : 100.0: 1.2 3.4 0.5 82.4 82.1 84.1 86.1: 15.9 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 : 23: 1 3 3 14 12 18 15:
Old : 23: 1 3 3 14 12 18 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 : 59.3 64.3 76.7 79.7 59.3 61.2 73.3 72.9
Old : 59.3 64.3 76.7 79.7 59.3 61.2 73.3 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,690: 6,528 8,044 1,224 19,911 18,077 27,663 27,345: 5,027 5,345
Old : 32,690: 6,528 8,044 1,224 19,911 18,077 27,663 27,345: 5,027 5,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 887: 8 147 62 1,123 824 1,193 1,033: -306 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 24.6 3.7 60.9 55.3 84.6 83.6: 15.4 16.4
Old : 100.0: 20.0 24.6 3.7 60.9 55.3 84.6 83.6: 15.4 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 11 22 11 23 24 44 47:
Old : 73: 11 22 11 23 24 44 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 32.7 62.1 49.7 46.9 32.6 59.7 47.9
Old : 49.0 32.7 62.1 49.7 46.9 32.6 59.7 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 240,206: 73,690 56,972 35,866 103,058 112,102 212,614 204,940: 27,592 35,266
Old : 232,886: 72,684 57,586 33,081 101,671 108,393 207,436 199,060: 25,450 33,826
Other: 7,320: 3,110 1,490 681 1,387 3,709 5,178 5,880: 2,142 1,440
: : :
: : Changes in Commitments from: January 10, 2012 :
: 2,169: 3,180 2,640 -1,789 1,195 2,698 2,586 3,549: -417 -1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 23.7 14.9 42.9 46.7 88.5 85.3: 11.5 14.7
Old : 100.0: 31.2 24.7 14.2 43.7 46.5 89.1 85.5: 10.9 14.5
Other: 100.0: 42.5 20.4 9.3 18.9 50.7 70.7 80.3: 29.3 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 97 77 103 49 75 203 221:
Old : 283: 92 87 100 47 75 198 221:
Other: 62: 18 13 5 12 21 34 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 18.8 32.7 26.0 19.3 17.8 31.3 24.8
Old : 20.4 19.0 33.2 26.5 19.7 18.1 31.8 25.2
Other: 33.8 31.4 47.8 47.8 33.3 29.0 42.4 43.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 333,881: 111,148 68,472 47,173 146,591 157,568 304,912 273,213: 28,969 60,668
Old : 333,881: 111,148 68,472 47,173 146,591 157,568 304,912 273,213: 28,969 60,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 521: -292 49 618 1,208 -1,199 1,534 -532: -1,013 1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 20.5 14.1 43.9 47.2 91.3 81.8: 8.7 18.2
Old : 100.0: 33.3 20.5 14.1 43.9 47.2 91.3 81.8: 8.7 18.2
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 : 403: 125 87 124 86 159 281 319:
Old : 403: 125 87 124 86 159 281 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 12.1 34.2 19.1 20.7 11.7 33.1 17.9
Old : 21.3 12.1 34.2 19.1 20.7 11.7 33.1 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,111: 3,792 4,481 953 2,690 2,108 7,435 7,542: 1,676 1,569
Old : 9,111: 3,792 4,481 953 2,690 2,108 7,435 7,542: 1,676 1,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 330: 281 500 -11 116 -193 386 296: -56 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 49.2 10.5 29.5 23.1 81.6 82.8: 18.4 17.2
Old : 100.0: 41.6 49.2 10.5 29.5 23.1 81.6 82.8: 18.4 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 26 23 14 18 17 52 53:
Old : 80: 26 23 14 18 17 52 53:
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 : 37.6 28.5 52.6 42.7 37.6 28.3 49.1 40.6
Old : 37.6 28.5 52.6 42.7 37.6 28.3 49.1 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,995: 18,408 6,544 5,550 8,833 9,207 32,791 21,301: 7,204 18,694
Old : 39,995: 18,408 6,544 5,550 8,833 9,207 32,791 21,301: 7,204 18,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 2,314: 2,046 280 326 -219 637 2,153 1,243: 161 1,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 16.4 13.9 22.1 23.0 82.0 53.3: 18.0 46.7
Old : 100.0: 46.0 16.4 13.9 22.1 23.0 82.0 53.3: 18.0 46.7
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 : 169: 54 37 36 37 53 115 112:
Old : 169: 54 37 36 37 53 115 112:
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 : 14.5 8.5 24.6 15.0 14.0 8.1 24.0 13.9
Old : 14.5 8.5 24.6 15.0 14.0 8.1 24.0 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 126,321: 7,958 412 3,193 114,890 122,408 126,041 126,013: 280 308
Old : 126,321: 7,958 412 3,193 114,890 122,408 126,041 126,013: 280 308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 5,265: 363 -191 0 4,760 5,551 5,123 5,360: 142 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.3 2.5 91.0 96.9 99.8 99.8: 0.2 0.2
Old : 100.0: 6.3 0.3 2.5 91.0 96.9 99.8 99.8: 0.2 0.2
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 : 22: 3 2 1 15 15 18 18:
Old : 22: 3 2 1 15 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 : 81.2 76.7 92.2 91.5 24.5 23.5 29.6 28.6
Old : 81.2 76.7 92.2 91.5 24.5 23.5 29.6 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 123,101: 25,118 53,848 1,068 70,249 47,130 96,435 102,046: 26,666 21,055
Old : 123,101: 25,118 53,848 1,068 70,249 47,130 96,435 102,046: 26,666 21,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 2,104: 2,079 2,160 205 2,343 -1,769 4,627 596: -2,523 1,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 43.7 0.9 57.1 38.3 78.3 82.9: 21.7 17.1
Old : 100.0: 20.4 43.7 0.9 57.1 38.3 78.3 82.9: 21.7 17.1
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 : 71: 21 15 2 23 22 45 38:
Old : 71: 21 15 2 23 22 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 61.3 53.0 67.9 41.0 60.7 52.2 66.0
Old : 41.0 61.3 53.0 67.9 41.0 60.7 52.2 66.0
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 - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,577: 4,649 17,471 26 29,624 4,792 34,299 22,289: 7,278 19,288
Old : 41,577: 4,649 17,471 26 29,624 4,792 34,299 22,289: 7,278 19,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -292: -463 262 17 -1,082 577 -1,528 856: 1,236 -1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 42.0 0.1 71.3 11.5 82.5 53.6: 17.5 46.4
Old : 100.0: 11.2 42.0 0.1 71.3 11.5 82.5 53.6: 17.5 46.4
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 : 44: 8 17 2 13 10 21 29:
Old : 44: 8 17 2 13 10 21 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 25.3 71.7 32.7 59.6 25.3 71.2 32.7
Old : 59.6 25.3 71.7 32.7 59.6 25.3 71.2 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 130,393: 24,219 41,547 32 103,179 84,011 127,430 125,590: 2,963 4,803
Old : 130,393: 24,219 41,547 32 103,179 84,011 127,430 125,590: 2,963 4,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 6,548: -928 -5,932 -69 7,616 12,997 6,619 6,996: -71 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 31.9 0.0 79.1 64.4 97.7 96.3: 2.3 3.7
Old : 100.0: 18.6 31.9 0.0 79.1 64.4 97.7 96.3: 2.3 3.7
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 : 100: 23 39 1 18 25 42 64:
Old : 100: 23 39 1 18 25 42 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 : 70.5 46.3 87.6 66.0 70.5 46.3 87.0 66.0
Old : 70.5 46.3 87.6 66.0 70.5 46.3 87.0 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 211,418: 23,373 65,007 602 174,545 108,900 198,520 174,509: 12,898 36,909
Old : 211,418: 23,373 65,007 602 174,545 108,900 198,520 174,509: 12,898 36,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 11,563: -671 5,110 -176 11,954 1,922 11,107 6,856: 456 4,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 30.7 0.3 82.6 51.5 93.9 82.5: 6.1 17.5
Old : 100.0: 11.1 30.7 0.3 82.6 51.5 93.9 82.5: 6.1 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 11 39 3 25 27 38 67:
Old : 92: 11 39 3 25 27 38 67:
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 : 54.7 49.9 77.1 57.6 54.6 48.7 76.9 56.5
Old : 54.7 49.9 77.1 57.6 54.6 48.7 76.9 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 168,070: 78,355 19,493 32 64,244 124,129 142,631 143,654: 25,439 24,416
Old : 168,070: 78,355 19,493 32 64,244 124,129 142,631 143,654: 25,439 24,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 4,537: 1,684 2,479 25 796 3,953 2,505 6,457: 2,032 -1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 11.6 0.0 38.2 73.9 84.9 85.5: 15.1 14.5
Old : 100.0: 46.6 11.6 0.0 38.2 73.9 84.9 85.5: 15.1 14.5
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 : 89: 28 25 2 15 29 45 54:
Old : 89: 28 25 2 15 29 45 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 : 60.0 47.6 69.0 59.2 60.0 47.6 68.5 59.1
Old : 60.0 47.6 69.0 59.2 60.0 47.6 68.5 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 300,962: 28,396 188,426 1,361 238,254 51,069 268,011 240,856: 32,951 60,106
Old : 300,962: 28,396 188,426 1,361 238,254 51,069 268,011 240,856: 32,951 60,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 6,699: -1,374 3,461 230 6,489 966 5,345 4,657: 1,354 2,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 62.6 0.5 79.2 17.0 89.1 80.0: 10.9 20.0
Old : 100.0: 9.4 62.6 0.5 79.2 17.0 89.1 80.0: 10.9 20.0
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 : 182: 27 83 13 46 44 84 129:
Old : 182: 27 83 13 46 44 84 129:
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 : 48.6 31.1 60.6 39.3 48.2 31.1 60.2 39.2
Old : 48.6 31.1 60.6 39.3 48.2 31.1 60.2 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,955: 16,195 6,740 366 1,478 12,208 18,039 19,314: 2,916 1,641
Old : 20,955: 16,195 6,740 366 1,478 12,208 18,039 19,314: 2,916 1,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 6,782: 5,537 1,111 0 936 5,820 6,473 6,931: 309 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 32.2 1.7 7.1 58.3 86.1 92.2: 13.9 7.8
Old : 100.0: 77.3 32.2 1.7 7.1 58.3 86.1 92.2: 13.9 7.8
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 : 36: 13 13 2 1 9 15 23:
Old : 36: 13 13 2 1 9 15 23:
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 : 73.2 61.2 80.7 76.2 73.2 61.2 80.1 76.2
Old : 73.2 61.2 80.7 76.2 73.2 61.2 80.1 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 7,833,803: 658,697 674,425 1,435,799 4,886,798 4,752,049 6,981,294 6,862,273: 852,509 971,530
Old : 7,833,803: 658,697 674,425 1,435,799 4,886,798 4,752,049 6,981,294 6,862,273: 852,509 971,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 171,089: 296,396 -131,736 -92,453 -77,409 377,918 126,534 153,729: 44,555 17,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 8.6 18.3 62.4 60.7 89.1 87.6: 10.9 12.4
Old : 100.0: 8.4 8.6 18.3 62.4 60.7 89.1 87.6: 10.9 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 50 40 68 127 129 214 210:
Old : 242: 50 40 68 127 129 214 210:
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 22.6 38.7 35.6 22.8 16.4 29.5 21.6
Old : 27.5 22.6 38.7 35.6 22.8 16.4 29.5 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 766,599: 59,805 105,451 20,546 563,699 543,855 644,050 669,852: 122,549 96,747
Old : 766,599: 59,805 105,451 20,546 563,699 543,855 644,050 669,852: 122,549 96,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 10,758: -1,635 4,978 4,011 5,149 -2,094 7,525 6,895: 3,233 3,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.8 2.7 73.5 70.9 84.0 87.4: 16.0 12.6
Old : 100.0: 7.8 13.8 2.7 73.5 70.9 84.0 87.4: 16.0 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 : 513: 83 104 52 219 221 332 347:
Old : 513: 83 104 52 219 221 332 347:
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 : 17.3 11.4 26.3 18.8 15.2 10.9 23.5 17.6
Old : 17.3 11.4 26.3 18.8 15.2 10.9 23.5 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 241,768: 13,027 17,309 1,269 159,149 173,748 173,445 192,326: 68,323 49,442
Old : 241,768: 13,027 17,309 1,269 159,149 173,748 173,445 192,326: 68,323 49,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 4,366: 3,639 -1,130 129 487 3,861 4,255 2,860: 111 1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 7.2 0.5 65.8 71.9 71.7 79.5: 28.3 20.5
Old : 100.0: 5.4 7.2 0.5 65.8 71.9 71.7 79.5: 28.3 20.5
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 : 102: 11 10 6 52 50 67 62:
Old : 102: 11 10 6 52 50 67 62:
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 : 27.0 21.4 37.7 36.0 25.4 21.2 35.9 35.6
Old : 27.0 21.4 37.7 36.0 25.4 21.2 35.9 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,624,154: 281,816 488,637 48,458 2,022,752 1,850,535 2,353,026 2,387,630: 271,128 236,524
Old : 2,624,154: 281,816 488,637 48,458 2,022,752 1,850,535 2,353,026 2,387,630: 271,128 236,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 31,959: -16,492 40,419 9,534 23,309 -29,777 16,351 20,176: 15,608 11,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 18.6 1.8 77.1 70.5 89.7 91.0: 10.3 9.0
Old : 100.0: 10.7 18.6 1.8 77.1 70.5 89.7 91.0: 10.3 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 : 490: 81 103 43 198 204 301 328:
Old : 490: 81 103 43 198 204 301 328:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 13.1 30.1 21.0 19.5 12.3 27.5 20.0
Old : 21.0 13.1 30.1 21.0 19.5 12.3 27.5 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 105,621: 7,934 4,547 318 87,781 96,359 96,033 101,224: 9,588 4,397
Old : 105,621: 7,934 4,547 318 87,781 96,359 96,033 101,224: 9,588 4,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 2,006: 683 -384 165 730 1,906 1,578 1,687: 428 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 4.3 0.3 83.1 91.2 90.9 95.8: 9.1 4.2
Old : 100.0: 7.5 4.3 0.3 83.1 91.2 90.9 95.8: 9.1 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 : 91: 12 6 1 52 37 64 44:
Old : 91: 12 6 1 52 37 64 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 44.3 46.5 63.3 30.8 41.3 43.1 58.9
Old : 31.4 44.3 46.5 63.3 30.8 41.3 43.1 58.9
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 - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 77,129: 15,374 3,863 2,163 49,293 65,035 66,830 71,061: 10,299 6,068
Old : 77,129: 15,374 3,863 2,163 49,293 65,035 66,830 71,061: 10,299 6,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 7,971: 1,969 171 737 4,448 6,489 7,154 7,397: 817 574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 5.0 2.8 63.9 84.3 86.6 92.1: 13.4 7.9
Old : 100.0: 19.9 5.0 2.8 63.9 84.3 86.6 92.1: 13.4 7.9
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 : 222: 60 29 13 70 88 134 126:
Old : 222: 60 29 13 70 88 134 126:
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 : 25.2 23.2 37.9 38.0 25.2 20.7 37.6 33.9
Old : 25.2 23.2 37.9 38.0 25.2 20.7 37.6 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,477: 1,915 365 0 7,121 7,802 9,036 8,167: 2,441 3,310
Old : 11,477: 1,915 365 0 7,121 7,802 9,036 8,167: 2,441 3,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 1,977: 714 0 0 1,329 1,550 2,043 1,550: -66 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.2 0.0 62.0 68.0 78.7 71.2: 21.3 28.8
Old : 100.0: 16.7 3.2 0.0 62.0 68.0 78.7 71.2: 21.3 28.8
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 : 22: 2 1 0 10 10 12 11:
Old : 22: 2 1 0 10 10 12 11:
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 : 53.7 52.7 69.2 66.6 53.5 52.7 69.0 66.6
Old : 53.7 52.7 69.2 66.6 53.5 52.7 69.0 66.6
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 - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 328,260: 76,778 26,974 1,329 210,861 286,166 288,968 314,469: 39,292 13,791
Old : 328,260: 76,778 26,974 1,329 210,861 286,166 288,968 314,469: 39,292 13,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 29,970: 9,786 4,364 176 15,594 24,694 25,556 29,234: 4,414 736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 8.2 0.4 64.2 87.2 88.0 95.8: 12.0 4.2
Old : 100.0: 23.4 8.2 0.4 64.2 87.2 88.0 95.8: 12.0 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 : 221: 59 30 11 62 85 124 123:
Old : 221: 59 30 11 62 85 124 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 26.9 43.9 42.5 29.5 26.9 43.9 42.5
Old : 29.5 26.9 43.9 42.5 29.5 26.9 43.9 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 135,321: 83,346 29,040 2,628 23,025 87,121 108,999 118,789: 26,322 16,532
Old : 135,321: 83,346 29,040 2,628 23,025 87,121 108,999 118,789: 26,322 16,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 9,407: 4,625 3,845 5 2,499 6,472 7,129 10,322: 2,278 -915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 21.5 1.9 17.0 64.4 80.5 87.8: 19.5 12.2
Old : 100.0: 61.6 21.5 1.9 17.0 64.4 80.5 87.8: 19.5 12.2
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 : 82: 27 21 2 11 27 40 48:
Old : 82: 27 21 2 11 27 40 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 42.9 64.3 54.5 55.7 41.9 63.4 53.5
Old : 55.7 42.9 64.3 54.5 55.7 41.9 63.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,372: 4,638 7,399 3 13,055 5,169 17,696 12,571: 5,676 10,801
Old : 23,372: 4,638 7,399 3 13,055 5,169 17,696 12,571: 5,676 10,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 201: 756 -1,091 1 -414 -25 343 -1,115: -142 1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 31.7 0.0 55.9 22.1 75.7 53.8: 24.3 46.2
Old : 100.0: 19.8 31.7 0.0 55.9 22.1 75.7 53.8: 24.3 46.2
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 : 36: 7 8 1 17 6 24 15:
Old : 36: 7 8 1 17 6 24 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 : 33.3 41.8 50.2 48.8 33.3 41.8 50.2 48.8
Old : 33.3 41.8 50.2 48.8 33.3 41.8 50.2 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,709: 6,774 1,828 2,270 24,388 12,081 33,432 16,179: 5,277 22,530
Old : 38,709: 6,774 1,828 2,270 24,388 12,081 33,432 16,179: 5,277 22,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -14: -601 -1,062 -48 445 -834 -204 -1,944: 190 1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 4.7 5.9 63.0 31.2 86.4 41.8: 13.6 58.2
Old : 100.0: 17.5 4.7 5.9 63.0 31.2 86.4 41.8: 13.6 58.2
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 : 49: 10 6 1 19 19 29 26:
Old : 49: 10 6 1 19 19 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 : 38.0 18.9 59.5 27.4 36.5 15.7 54.3 22.5
Old : 38.0 18.9 59.5 27.4 36.5 15.7 54.3 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2012