BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 24, 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 : 4,441: 315 149 24 3,438 3,731 3,777 3,904: 664 537
Old : 4,441: 315 149 24 3,438 3,731 3,777 3,904: 664 537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 590: 270 18 3 265 568 538 589: 52 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 3.4 0.5 77.4 84.0 85.0 87.9: 15.0 12.1
Old : 100.0: 7.1 3.4 0.5 77.4 84.0 85.0 87.9: 15.0 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 3 3 14 12 20 15:
Old : 25: 3 3 3 14 12 20 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 : 53.7 67.2 71.4 80.9 53.7 62.9 68.3 74.3
Old : 53.7 67.2 71.4 80.9 53.7 62.9 68.3 74.3
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 24, 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 : 33,086: 6,184 7,703 1,153 21,040 18,622 28,377 27,478: 4,709 5,608
Old : 33,086: 6,184 7,703 1,153 21,040 18,622 28,377 27,478: 4,709 5,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 396: -344 -341 -71 1,129 545 714 133: -318 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 23.3 3.5 63.6 56.3 85.8 83.1: 14.2 16.9
Old : 100.0: 18.7 23.3 3.5 63.6 56.3 85.8 83.1: 14.2 16.9
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 : 70: 11 18 10 24 23 41 45:
Old : 70: 11 18 10 24 23 41 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 33.2 64.2 49.5 48.9 32.8 61.9 47.7
Old : 51.1 33.2 64.2 49.5 48.9 32.8 61.9 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, January 24, 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 : 249,939: 78,559 60,867 37,833 104,970 117,170 221,362 215,870: 28,577 34,069
Old : 238,551: 76,480 61,390 33,448 102,963 111,526 212,891 206,364: 25,660 32,187
Other: 11,388: 4,853 2,251 1,611 2,007 5,644 8,471 9,506: 2,917 1,882
: : :
: : Changes in Commitments from: January 17, 2012 :
: 9,733: 4,869 3,895 1,967 1,912 5,068 8,748 10,930: 985 -1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 24.4 15.1 42.0 46.9 88.6 86.4: 11.4 13.6
Old : 100.0: 32.1 25.7 14.0 43.2 46.8 89.2 86.5: 10.8 13.5
Other: 100.0: 42.6 19.8 14.1 17.6 49.6 74.4 83.5: 25.6 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 99 72 100 49 73 200 218:
Old : 279: 93 83 98 46 72 195 216:
Other: 74: 20 15 8 16 27 40 47:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 18.6 32.8 25.9 19.1 17.8 30.4 24.6
Old : 20.2 19.2 33.4 26.6 19.6 18.3 30.9 25.2
Other: 38.8 32.7 53.3 48.5 34.0 25.2 43.9 39.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 24, 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 : 335,617: 115,519 68,485 46,330 144,236 158,923 306,085 273,738: 29,532 61,879
Old : 335,617: 115,519 68,485 46,330 144,236 158,923 306,085 273,738: 29,532 61,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,736: 4,371 13 -843 -2,355 1,355 1,173 525: 563 1,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 20.4 13.8 43.0 47.4 91.2 81.6: 8.8 18.4
Old : 100.0: 34.4 20.4 13.8 43.0 47.4 91.2 81.6: 8.8 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 126 92 116 93 160 285 318:
Old : 409: 126 92 116 93 160 285 318:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 11.9 33.7 18.8 19.7 11.6 32.0 17.9
Old : 20.5 11.9 33.7 18.8 19.7 11.6 32.0 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 24, 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 : 9,643: 3,959 4,796 1,209 2,617 1,902 7,785 7,907: 1,858 1,736
Old : 9,643: 3,959 4,796 1,209 2,617 1,902 7,785 7,907: 1,858 1,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 532: 167 315 256 -73 -206 350 365: 182 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 49.7 12.5 27.1 19.7 80.7 82.0: 19.3 18.0
Old : 100.0: 41.1 49.7 12.5 27.1 19.7 80.7 82.0: 19.3 18.0
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 : 83: 29 26 16 15 17 53 57:
Old : 83: 29 26 16 15 17 53 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 27.5 50.5 41.3 35.5 27.0 46.4 39.5
Old : 35.5 27.5 50.5 41.3 35.5 27.0 46.4 39.5
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 24, 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 : 43,304: 20,531 7,100 6,745 8,744 9,696 36,020 23,541: 7,284 19,763
Old : 43,304: 20,531 7,100 6,745 8,744 9,696 36,020 23,541: 7,284 19,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 3,309: 2,123 556 1,195 -89 489 3,229 2,240: 80 1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 16.4 15.6 20.2 22.4 83.2 54.4: 16.8 45.6
Old : 100.0: 47.4 16.4 15.6 20.2 22.4 83.2 54.4: 16.8 45.6
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 : 181: 69 34 41 34 54 124 117:
Old : 181: 69 34 41 34 54 124 117:
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 : 14.3 9.0 24.5 15.7 13.7 8.5 23.5 14.2
Old : 14.3 9.0 24.5 15.7 13.7 8.5 23.5 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, January 24, 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 : 121,114: 9,025 416 3,193 108,635 117,295 120,853 120,904: 261 210
Old : 121,114: 9,025 416 3,193 108,635 117,295 120,853 120,904: 261 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -5,207: 1,067 4 0 -6,255 -5,113 -5,188 -5,109: -19 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.3 2.6 89.7 96.8 99.8 99.8: 0.2 0.2
Old : 100.0: 7.5 0.3 2.6 89.7 96.8 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 : 78.2 74.8 89.5 90.5 31.9 30.8 38.0 36.8
Old : 78.2 74.8 89.5 90.5 31.9 30.8 38.0 36.8
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 24, 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 : 117,164: 29,772 48,681 1,451 54,912 48,032 86,135 98,164: 31,029 19,000
Old : 117,164: 29,772 48,681 1,451 54,912 48,032 86,135 98,164: 31,029 19,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -5,937: 4,654 -5,167 383 -15,337 902 -10,300 -3,882: 4,363 -2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 41.5 1.2 46.9 41.0 73.5 83.8: 26.5 16.2
Old : 100.0: 25.4 41.5 1.2 46.9 41.0 73.5 83.8: 26.5 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 28 13 3 22 22 51 37:
Old : 74: 28 13 3 22 22 51 37:
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 : 33.8 60.6 45.5 68.5 33.0 60.5 44.3 66.6
Old : 33.8 60.6 45.5 68.5 33.0 60.5 44.3 66.6
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 24, 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 : 39,314: 5,172 17,686 162 24,745 5,275 30,079 23,123: 9,235 16,191
Old : 39,314: 5,172 17,686 162 24,745 5,275 30,079 23,123: 9,235 16,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -2,263: 523 215 136 -4,879 483 -4,220 834: 1,957 -3,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 45.0 0.4 62.9 13.4 76.5 58.8: 23.5 41.2
Old : 100.0: 13.2 45.0 0.4 62.9 13.4 76.5 58.8: 23.5 41.2
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 : 43: 9 16 2 12 12 21 30:
Old : 43: 9 16 2 12 12 21 30:
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 : 53.8 28.6 66.5 36.6 53.8 28.6 63.8 36.3
Old : 53.8 28.6 66.5 36.6 53.8 28.6 63.8 36.3
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 24, 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 : 142,514: 36,512 29,094 0 102,053 108,512 138,565 137,606: 3,949 4,908
Old : 142,514: 36,512 29,094 0 102,053 108,512 138,565 137,606: 3,949 4,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 12,121: 12,293 -12,453 -32 -1,126 24,501 11,135 12,016: 986 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 20.4 0.0 71.6 76.1 97.2 96.6: 2.8 3.4
Old : 100.0: 25.6 20.4 0.0 71.6 76.1 97.2 96.6: 2.8 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 30 30 0 17 24 47 54:
Old : 96: 30 30 0 17 24 47 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 : 66.7 50.5 85.0 71.8 66.7 50.5 85.0 71.3
Old : 66.7 50.5 85.0 71.8 66.7 50.5 85.0 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 24, 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 : 190,040: 16,103 47,464 491 158,781 110,718 175,375 158,673: 14,665 31,367
Old : 190,040: 16,103 47,464 491 158,781 110,718 175,375 158,673: 14,665 31,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -21,378: -7,270 -17,543 -111 -15,764 1,818 -23,145 -15,836: 1,767 -5,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 25.0 0.3 83.6 58.3 92.3 83.5: 7.7 16.5
Old : 100.0: 8.5 25.0 0.3 83.6 58.3 92.3 83.5: 7.7 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 13 37 3 24 27 39 65:
Old : 92: 13 37 3 24 27 39 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 51.1 76.8 59.0 53.9 49.8 76.0 57.7
Old : 54.0 51.1 76.8 59.0 53.9 49.8 76.0 57.7
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 24, 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 : 152,061: 66,194 21,827 44 64,774 100,438 131,012 122,309: 21,049 29,752
Old : 152,061: 66,194 21,827 44 64,774 100,438 131,012 122,309: 21,049 29,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -16,009: -12,161 2,334 12 530 -23,691 -11,619 -21,345: -4,390 5,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 14.4 0.0 42.6 66.1 86.2 80.4: 13.8 19.6
Old : 100.0: 43.5 14.4 0.0 42.6 66.1 86.2 80.4: 13.8 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 22 29 5 17 30 43 60:
Old : 89: 22 29 5 17 30 43 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 41.9 73.3 52.0 64.1 41.9 72.7 51.9
Old : 64.2 41.9 73.3 52.0 64.1 41.9 72.7 51.9
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 24, 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 : 315,350: 31,299 202,646 1,947 248,435 50,819 281,681 255,412: 33,669 59,938
Old : 315,350: 31,299 202,646 1,947 248,435 50,819 281,681 255,412: 33,669 59,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 14,388: 2,903 14,220 586 10,181 -250 13,670 14,556: 718 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 64.3 0.6 78.8 16.1 89.3 81.0: 10.7 19.0
Old : 100.0: 9.9 64.3 0.6 78.8 16.1 89.3 81.0: 10.7 19.0
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: 28 78 12 49 46 87 126:
Old : 182: 28 78 12 49 46 87 126:
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 : 48.5 32.7 60.9 42.5 48.1 32.7 60.6 42.5
Old : 48.5 32.7 60.9 42.5 48.1 32.7 60.6 42.5
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 - Futures Only, January 24, 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 : 25,569: 20,232 7,300 366 1,715 16,265 22,313 23,931: 3,256 1,638
Old : 25,569: 20,232 7,300 366 1,715 16,265 22,313 23,931: 3,256 1,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 4,614: 4,037 560 0 237 4,057 4,274 4,617: 340 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 28.6 1.4 6.7 63.6 87.3 93.6: 12.7 6.4
Old : 100.0: 79.1 28.6 1.4 6.7 63.6 87.3 93.6: 12.7 6.4
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 : 42: 18 12 2 3 9 22 22:
Old : 42: 18 12 2 3 9 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 67.5 78.2 81.9 70.2 67.5 78.0 81.9
Old : 70.2 67.5 78.2 81.9 70.2 67.5 78.0 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 24, 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 : 7,864,081: 727,644 680,139 1,418,988 4,823,386 4,822,924 6,970,018 6,922,051: 894,063 942,030
Old : 7,864,081: 727,644 680,139 1,418,988 4,823,386 4,822,924 6,970,018 6,922,051: 894,063 942,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 30,278: 68,947 5,714 -16,811 -63,412 70,875 -11,276 59,778: 41,554 -29,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 8.6 18.0 61.3 61.3 88.6 88.0: 11.4 12.0
Old : 100.0: 9.3 8.6 18.0 61.3 61.3 88.6 88.0: 11.4 12.0
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 : 249: 53 42 73 128 131 223 214:
Old : 249: 53 42 73 128 131 223 214:
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 : 26.5 22.8 38.9 35.9 21.8 15.7 29.6 21.8
Old : 26.5 22.8 38.9 35.9 21.8 15.7 29.6 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, January 24, 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 : 794,994: 64,829 105,525 28,454 573,869 558,915 667,152 692,894: 127,842 102,100
Old : 794,994: 64,829 105,525 28,454 573,869 558,915 667,152 692,894: 127,842 102,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 28,395: 5,024 74 7,908 10,170 15,060 23,102 23,042: 5,294 5,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 13.3 3.6 72.2 70.3 83.9 87.2: 16.1 12.8
Old : 100.0: 8.2 13.3 3.6 72.2 70.3 83.9 87.2: 16.1 12.8
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 : 520: 92 99 45 223 224 335 349:
Old : 520: 92 99 45 223 224 335 349:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 11.4 25.4 19.7 14.6 10.9 22.8 18.5
Old : 16.7 11.4 25.4 19.7 14.6 10.9 22.8 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 24, 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 : 258,281: 17,908 19,252 1,236 170,812 185,306 189,956 205,794: 68,325 52,487
Old : 258,281: 17,908 19,252 1,236 170,812 185,306 189,956 205,794: 68,325 52,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 16,513: 4,881 1,943 -33 11,663 11,558 16,511 13,468: 2 3,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 7.5 0.5 66.1 71.7 73.5 79.7: 26.5 20.3
Old : 100.0: 6.9 7.5 0.5 66.1 71.7 73.5 79.7: 26.5 20.3
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 : 102: 9 11 5 53 54 65 67:
Old : 102: 9 11 5 53 54 65 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 : 26.8 23.9 38.9 37.3 25.4 23.6 37.2 37.0
Old : 26.8 23.9 38.9 37.3 25.4 23.6 37.2 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 24, 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 : 2,683,566: 314,258 511,020 56,435 2,015,286 1,868,045 2,385,979 2,435,500: 297,587 248,066
Old : 2,683,566: 314,258 511,020 56,435 2,015,286 1,868,045 2,385,979 2,435,500: 297,587 248,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 59,412: 32,442 22,383 7,977 -7,466 17,510 32,953 47,870: 26,459 11,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 19.0 2.1 75.1 69.6 88.9 90.8: 11.1 9.2
Old : 100.0: 11.7 19.0 2.1 75.1 69.6 88.9 90.8: 11.1 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 : 498: 91 97 39 200 205 306 327:
Old : 498: 91 97 39 200 205 306 327:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 12.6 29.6 20.2 19.1 12.0 27.2 19.4
Old : 20.6 12.6 29.6 20.2 19.1 12.0 27.2 19.4
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 24, 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 : 109,140: 9,371 5,603 321 88,272 98,750 97,964 104,674: 11,176 4,466
Old : 109,140: 9,371 5,603 321 88,272 98,750 97,964 104,674: 11,176 4,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 3,519: 1,437 1,056 3 491 2,391 1,931 3,450: 1,588 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 5.1 0.3 80.9 90.5 89.8 95.9: 10.2 4.1
Old : 100.0: 8.6 5.1 0.3 80.9 90.5 89.8 95.9: 10.2 4.1
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 : 90: 12 7 1 50 36 62 44:
Old : 90: 12 7 1 50 36 62 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 : 32.3 41.4 46.8 62.1 30.3 40.3 42.5 58.4
Old : 32.3 41.4 46.8 62.1 30.3 40.3 42.5 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, January 24, 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 : 91,118: 22,708 3,893 3,970 52,762 76,561 79,441 84,424: 11,677 6,693
Old : 91,118: 22,708 3,893 3,970 52,762 76,561 79,441 84,424: 11,677 6,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 13,989: 7,335 30 1,808 3,469 11,526 12,611 13,364: 1,378 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 4.3 4.4 57.9 84.0 87.2 92.7: 12.8 7.3
Old : 100.0: 24.9 4.3 4.4 57.9 84.0 87.2 92.7: 12.8 7.3
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 : 234: 68 34 10 76 83 150 121:
Old : 234: 68 34 10 76 83 150 121:
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 : 21.1 27.6 33.2 42.4 20.7 24.4 31.7 37.5
Old : 21.1 27.6 33.2 42.4 20.7 24.4 31.7 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, January 24, 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 : 16,016: 3,760 856 0 9,573 11,096 13,333 11,952: 2,683 4,064
Old : 16,016: 3,760 856 0 9,573 11,096 13,333 11,952: 2,683 4,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 4,539: 1,845 491 0 2,452 3,294 4,297 3,785: 242 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 5.3 0.0 59.8 69.3 83.2 74.6: 16.8 25.4
Old : 100.0: 23.5 5.3 0.0 59.8 69.3 83.2 74.6: 16.8 25.4
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 : 24: 2 1 0 11 11 13 12:
Old : 24: 2 1 0 11 11 13 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 : 57.9 46.1 73.2 69.2 57.9 46.1 73.1 69.2
Old : 57.9 46.1 73.2 69.2 57.9 46.1 73.1 69.2
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 24, 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 : 375,509: 113,541 33,983 1,052 215,946 327,327 330,539 362,362: 44,970 13,147
Old : 375,509: 113,541 33,983 1,052 215,946 327,327 330,539 362,362: 44,970 13,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 47,249: 36,763 7,009 -277 5,085 41,161 41,571 47,893: 5,678 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 9.0 0.3 57.5 87.2 88.0 96.5: 12.0 3.5
Old : 100.0: 30.2 9.0 0.3 57.5 87.2 88.0 96.5: 12.0 3.5
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 : 234: 68 34 8 68 81 140 119:
Old : 234: 68 34 8 68 81 140 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 30.1 38.4 45.8 25.1 30.1 38.4 45.8
Old : 25.1 30.1 38.4 45.8 25.1 30.1 38.4 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 24, 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 : 139,724: 90,943 21,457 2,696 17,892 98,364 111,531 122,517: 28,193 17,207
Old : 139,724: 90,943 21,457 2,696 17,892 98,364 111,531 122,517: 28,193 17,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 4,403: 7,597 -7,583 68 -5,133 11,243 2,532 3,728: 1,871 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 15.4 1.9 12.8 70.4 79.8 87.7: 20.2 12.3
Old : 100.0: 65.1 15.4 1.9 12.8 70.4 79.8 87.7: 20.2 12.3
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 : 88: 34 19 3 12 29 49 48:
Old : 88: 34 19 3 12 29 49 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 : 52.7 47.9 61.5 59.8 52.7 47.5 60.5 58.9
Old : 52.7 47.9 61.5 59.8 52.7 47.5 60.5 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 - Futures Only, January 24, 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 : 22,907: 3,508 6,364 0 13,858 5,935 17,366 12,299: 5,541 10,608
Old : 22,907: 3,508 6,364 0 13,858 5,935 17,366 12,299: 5,541 10,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -465: -1,130 -1,035 -3 803 766 -330 -272: -135 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 27.8 0.0 60.5 25.9 75.8 53.7: 24.2 46.3
Old : 100.0: 15.3 27.8 0.0 60.5 25.9 75.8 53.7: 24.2 46.3
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 : 36: 6 9 0 17 6 23 15:
Old : 36: 6 9 0 17 6 23 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 : 37.2 38.2 53.2 47.5 37.2 38.2 53.2 47.5
Old : 37.2 38.2 53.2 47.5 37.2 38.2 53.2 47.5
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 24, 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 : 43,607: 9,870 1,771 3,213 23,412 12,371 36,495 17,355: 7,112 26,252
Old : 43,607: 9,870 1,771 3,213 23,412 12,371 36,495 17,355: 7,112 26,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 4,898: 3,096 -57 943 -976 290 3,063 1,176: 1,835 3,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 4.1 7.4 53.7 28.4 83.7 39.8: 16.3 60.2
Old : 100.0: 22.6 4.1 7.4 53.7 28.4 83.7 39.8: 16.3 60.2
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 : 51: 14 5 4 20 18 34 27:
Old : 51: 14 5 4 20 18 34 27:
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 : 33.9 17.7 51.3 26.0 30.2 14.4 44.1 21.2
Old : 33.9 17.7 51.3 26.0 30.2 14.4 44.1 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2012