BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 3,824: 49 103 64 3,088 3,101 3,201 3,269: 623 555
Old : 3,824: 49 103 64 3,088 3,101 3,201 3,269: 623 555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 115: -1 3 2 222 189 223 194: -108 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.7 1.7 80.7 81.1 83.7 85.5: 16.3 14.5
Old : 100.0: 1.3 2.7 1.7 80.7 81.1 83.7 85.5: 16.3 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 : 24: 2 2 3 15 12 19 15:
Old : 24: 2 2 3 15 12 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 62.9 74.3 78.2 52.9 61.1 71.3 72.0
Old : 52.9 62.9 74.3 78.2 52.9 61.1 71.3 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 50,547: 7,560 3,139 11,290 25,210 24,318 44,060 38,746: 6,487 11,800
Old : 50,547: 7,560 3,139 11,290 25,210 24,318 44,060 38,746: 6,487 11,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 1,973: 34 350 184 1,180 1,815 1,398 2,349: 574 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 6.2 22.3 49.9 48.1 87.2 76.7: 12.8 23.3
Old : 100.0: 15.0 6.2 22.3 49.9 48.1 87.2 76.7: 12.8 23.3
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 : 78: 16 17 19 33 33 61 57:
Old : 78: 16 17 19 33 33 61 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 : 39.2 28.2 53.5 41.5 37.3 26.7 46.8 34.2
Old : 39.2 28.2 53.5 41.5 37.3 26.7 46.8 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 284,089: 68,908 39,265 75,659 109,094 126,942 253,660 241,866: 30,429 42,223
Old : 276,373: 68,300 41,020 72,049 107,760 123,034 248,109 236,104: 28,264 40,270
Other: 7,715: 2,512 148 1,706 1,333 3,908 5,551 5,762: 2,164 1,953
: : :
: : Changes in Commitments from: January 3, 2012 :
: 6,904: 631 4,469 5,102 -1,352 -4,658 4,380 4,913: 2,523 1,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 13.8 26.6 38.4 44.7 89.3 85.1: 10.7 14.9
Old : 100.0: 24.7 14.8 26.1 39.0 44.5 89.8 85.4: 10.2 14.6
Other: 100.0: 32.6 1.9 22.1 17.3 50.6 71.9 74.7: 28.1 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 98 79 125 64 78 225 239:
Old : 285: 93 87 125 64 78 225 239:
Other: 64: 26 3 15 18 25 47 41:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 18.3 27.7 26.1 16.7 15.8 26.6 22.5
Old : 17.1 18.4 28.3 26.3 17.0 15.9 27.1 22.7
Other: 25.1 30.1 40.2 43.5 23.0 28.8 31.9 38.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 413,426: 109,206 41,650 113,783 157,723 188,677 380,712 344,110: 32,714 69,316
Old : 413,426: 109,206 41,650 113,783 157,723 188,677 380,712 344,110: 32,714 69,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 14,153: 2,877 7,248 6,040 1,007 -3,582 9,924 9,706: 4,229 4,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 10.1 27.5 38.2 45.6 92.1 83.2: 7.9 16.8
Old : 100.0: 26.4 10.1 27.5 38.2 45.6 92.1 83.2: 7.9 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 119 92 137 108 163 304 331:
Old : 404: 119 92 137 108 163 304 331:
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 : 17.6 14.1 28.4 20.6 16.5 10.7 26.8 15.6
Old : 17.6 14.1 28.4 20.6 16.5 10.7 26.8 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 8,864: 3,505 3,964 1,013 2,577 2,318 7,094 7,294: 1,770 1,569
Old : 8,864: 3,505 3,964 1,013 2,577 2,318 7,094 7,294: 1,770 1,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 141: -10 302 123 74 -21 187 404: -46 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 44.7 11.4 29.1 26.1 80.0 82.3: 20.0 17.7
Old : 100.0: 39.5 44.7 11.4 29.1 26.1 80.0 82.3: 20.0 17.7
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 : 77: 18 27 15 17 20 47 56:
Old : 77: 18 27 15 17 20 47 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 24.3 53.1 39.4 38.5 24.2 50.5 36.9
Old : 38.5 24.3 53.1 39.4 38.5 24.2 50.5 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 42,666: 16,418 3,879 9,233 9,429 9,559 35,081 22,672: 7,585 19,994
Old : 42,666: 16,418 3,879 9,233 9,429 9,559 35,081 22,672: 7,585 19,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 3,095: 945 715 1,113 252 857 2,311 2,685: 784 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 9.1 21.6 22.1 22.4 82.2 53.1: 17.8 46.9
Old : 100.0: 38.5 9.1 21.6 22.1 22.4 82.2 53.1: 17.8 46.9
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 : 173: 55 37 47 44 58 126 123:
Old : 173: 55 37 47 44 58 126 123:
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 : 13.3 8.9 23.1 14.6 12.5 6.4 21.6 11.4
Old : 13.3 8.9 23.1 14.6 12.5 6.4 21.6 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 127,704: 7,595 603 3,193 116,778 123,505 127,566 127,301: 138 403
Old : 127,704: 7,595 603 3,193 116,778 123,505 127,566 127,301: 138 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -4,475: 0 -621 0 -4,556 -3,839 -4,556 -4,460: 81 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.5 2.5 91.4 96.7 99.9 99.7: 0.1 0.3
Old : 100.0: 5.9 0.5 2.5 91.4 96.7 99.9 99.7: 0.1 0.3
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 : 21: 2 3 1 15 15 17 19:
Old : 21: 2 3 1 15 15 17 19:
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 : 81.8 77.3 92.7 91.9 34.3 33.3 39.5 38.5
Old : 81.8 77.3 92.7 91.9 34.3 33.3 39.5 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 126,443: 23,024 51,447 2,501 69,934 51,470 95,459 105,418: 30,984 21,025
Old : 126,443: 23,024 51,447 2,501 69,934 51,470 95,459 105,418: 30,984 21,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -251: -4,537 263 -887 2,785 2,760 -2,639 2,136: 2,387 -2,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 40.7 2.0 55.3 40.7 75.5 83.4: 24.5 16.6
Old : 100.0: 18.2 40.7 2.0 55.3 40.7 75.5 83.4: 24.5 16.6
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 : 71: 18 18 8 25 24 48 45:
Old : 71: 18 18 8 25 24 48 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 : 40.2 58.7 52.3 65.6 40.1 58.3 51.0 63.9
Old : 40.2 58.7 52.3 65.6 40.1 58.3 51.0 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 44,676: 4,398 16,597 1,881 31,633 5,065 37,911 23,543: 6,765 21,133
Old : 44,676: 4,398 16,597 1,881 31,633 5,065 37,911 23,543: 6,765 21,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 4,238: 1,157 899 12 4,950 1,103 6,119 2,014: -1,881 2,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 37.1 4.2 70.8 11.3 84.9 52.7: 15.1 47.3
Old : 100.0: 9.8 37.1 4.2 70.8 11.3 84.9 52.7: 15.1 47.3
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 : 42: 7 17 4 14 12 23 31:
Old : 42: 7 17 4 14 12 23 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 22.9 72.2 30.4 56.6 22.9 71.4 30.3
Old : 56.8 22.9 72.2 30.4 56.6 22.9 71.4 30.3
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 123,845: 25,147 47,479 101 95,563 71,014 120,811 118,594: 3,034 5,251
Old : 123,845: 25,147 47,479 101 95,563 71,014 120,811 118,594: 3,034 5,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 2,223: 3,074 -423 59 -1,234 2,903 1,899 2,539: 324 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 38.3 0.1 77.2 57.3 97.6 95.8: 2.4 4.2
Old : 100.0: 20.3 38.3 0.1 77.2 57.3 97.6 95.8: 2.4 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 : 94: 20 40 1 17 22 37 63:
Old : 94: 20 40 1 17 22 37 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 39.2 88.0 62.1 73.3 39.2 87.5 62.1
Old : 73.3 39.2 88.0 62.1 73.3 39.2 87.5 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 203,966: 24,083 59,812 2,298 164,102 108,524 190,483 170,634: 13,483 33,333
Old : 203,966: 24,083 59,812 2,298 164,102 108,524 190,483 170,634: 13,483 33,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 5,412: -3,702 468 -305 9,266 1,161 5,259 1,324: 153 4,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 29.3 1.1 80.5 53.2 93.4 83.7: 6.6 16.3
Old : 100.0: 11.8 29.3 1.1 80.5 53.2 93.4 83.7: 6.6 16.3
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 : 87: 12 36 12 25 27 46 66:
Old : 87: 12 36 12 25 27 46 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 54.8 74.6 60.9 51.9 53.6 74.4 59.7
Old : 51.9 54.8 74.6 60.9 51.9 53.6 74.4 59.7
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 with Delta-adjusted Options and Futures Combined, January 10, 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 : 169,167: 76,641 16,838 2,134 65,703 121,790 144,479 140,763: 24,689 28,405
Old : 169,167: 76,641 16,838 2,134 65,703 121,790 144,479 140,763: 24,689 28,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 2,507: 3,611 600 -1,051 -2,014 3,199 546 2,748: 1,961 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 10.0 1.3 38.8 72.0 85.4 83.2: 14.6 16.8
Old : 100.0: 45.3 10.0 1.3 38.8 72.0 85.4 83.2: 14.6 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 31 22 11 22 30 57 59:
Old : 90: 31 22 11 22 30 57 59:
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 : 59.7 48.3 67.8 59.6 59.7 48.3 67.3 58.7
Old : 59.7 48.3 67.8 59.6 59.7 48.3 67.3 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 335,731: 30,778 183,920 30,160 239,789 57,752 300,727 271,832: 35,003 63,898
Old : 335,731: 30,778 183,920 30,160 239,789 57,752 300,727 271,832: 35,003 63,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 6,268: -9,647 5,751 -2,757 15,606 1,151 3,203 4,145: 3,065 2,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 54.8 9.0 71.4 17.2 89.6 81.0: 10.4 19.0
Old : 100.0: 9.2 54.8 9.0 71.4 17.2 89.6 81.0: 10.4 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 : 195: 32 89 46 55 51 119 154:
Old : 195: 32 89 46 55 51 119 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 26.8 52.6 34.4 41.2 26.2 51.6 32.8
Old : 42.0 26.8 52.6 34.4 41.2 26.2 51.6 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 14,173: 10,658 5,629 366 542 6,388 11,566 12,383: 2,607 1,790
Old : 14,173: 10,658 5,629 366 542 6,388 11,566 12,383: 2,607 1,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 3,361: 2,801 208 141 -145 3,404 2,797 3,753: 564 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 39.7 2.6 3.8 45.1 81.6 87.4: 18.4 12.6
Old : 100.0: 75.2 39.7 2.6 3.8 45.1 81.6 87.4: 18.4 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 : 36: 12 13 2 2 9 15 23:
Old : 36: 12 13 2 2 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 : 66.4 48.2 74.3 65.3 66.4 48.2 73.1 65.3
Old : 66.4 48.2 74.3 65.3 66.4 48.2 73.1 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 :12,153,109: 323,163 762,484 4,742,722 6,221,074 5,622,059 11,286,959 11,127,266: 866,149 1,025,843
Old :12,153,109: 323,163 762,484 4,742,722 6,221,074 5,622,059 11,286,959 11,127,266: 866,149 1,025,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 367,198: 107,138 27,362 294,534 -131,356 61,221 270,316 383,116: 96,882 -15,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 6.3 39.0 51.2 46.3 92.9 91.6: 7.1 8.4
Old : 100.0: 2.7 6.3 39.0 51.2 46.3 92.9 91.6: 7.1 8.4
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 : 260: 43 64 97 138 141 241 247:
Old : 260: 43 64 97 138 141 241 247:
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 : 24.5 20.7 36.3 32.8 16.6 8.6 20.7 11.5
Old : 24.5 20.7 36.3 32.8 16.6 8.6 20.7 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 870,628: 61,475 99,325 56,935 626,861 612,677 745,272 768,937: 125,357 101,691
Old : 870,628: 61,475 99,325 56,935 626,861 612,677 745,272 768,937: 125,357 101,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -14,486: 4,422 6,652 -17,657 8,697 10,188 -4,538 -818: -9,948 -13,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 11.4 6.5 72.0 70.4 85.6 88.3: 14.4 11.7
Old : 100.0: 7.1 11.4 6.5 72.0 70.4 85.6 88.3: 14.4 11.7
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 : 551: 100 125 96 234 228 391 392:
Old : 551: 100 125 96 234 228 391 392:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 10.8 23.4 18.3 13.4 9.6 20.7 15.4
Old : 15.4 10.8 23.4 18.3 13.4 9.6 20.7 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 299,029: 9,919 18,735 23,703 193,535 204,163 227,157 246,601: 71,872 52,428
Old : 299,029: 9,919 18,735 23,703 193,535 204,163 227,157 246,601: 71,872 52,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -5,368: -23,794 -2,095 4,890 11,800 5,330 -7,105 8,125: 1,737 -13,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 6.3 7.9 64.7 68.3 76.0 82.5: 24.0 17.5
Old : 100.0: 3.3 6.3 7.9 64.7 68.3 76.0 82.5: 24.0 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 : 117: 13 21 29 63 60 94 92:
Old : 117: 13 21 29 63 60 94 92:
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 : 22.4 18.0 33.3 31.1 21.0 16.2 28.8 28.2
Old : 22.4 18.0 33.3 31.1 21.0 16.2 28.8 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 2,857,997: 297,827 443,001 126,111 2,166,634 2,042,569 2,590,572 2,611,681: 267,425 246,316
Old : 2,857,997: 297,827 443,001 126,111 2,166,634 2,042,569 2,590,572 2,611,681: 267,425 246,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -45,592: 22,748 -74,597 5,596 -15,514 24,287 12,831 -44,714: -58,423 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 15.5 4.4 75.8 71.5 90.6 91.4: 9.4 8.6
Old : 100.0: 10.4 15.5 4.4 75.8 71.5 90.6 91.4: 9.4 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 515: 97 115 83 209 209 352 361:
Old : 515: 97 115 83 209 209 352 361:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 12.2 27.6 19.5 17.9 11.4 24.3 18.5
Old : 19.4 12.2 27.6 19.5 17.9 11.4 24.3 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 103,622: 7,251 4,931 153 87,056 94,455 94,460 99,539: 9,162 4,083
Old : 103,622: 7,251 4,931 153 87,056 94,455 94,460 99,539: 9,162 4,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -118: 490 -1,191 145 -533 1,176 102 130: -221 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 4.8 0.1 84.0 91.2 91.2 96.1: 8.8 3.9
Old : 100.0: 7.0 4.8 0.1 84.0 91.2 91.2 96.1: 8.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 10 8 1 53 37 63 46:
Old : 92: 10 8 1 53 37 63 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 45.3 46.6 63.9 31.0 42.0 43.1 59.3
Old : 31.5 45.3 46.6 63.9 31.0 42.0 43.1 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 69,934: 13,403 3,699 1,534 45,402 59,088 60,339 64,321: 9,595 5,613
Old : 69,934: 13,403 3,699 1,534 45,402 59,088 60,339 64,321: 9,595 5,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 16,403: 3,827 -466 1,177 8,703 13,146 13,708 13,857: 2,695 2,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 5.3 2.2 64.9 84.5 86.3 92.0: 13.7 8.0
Old : 100.0: 19.2 5.3 2.2 64.9 84.5 86.3 92.0: 13.7 8.0
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 : 210: 53 28 16 74 86 135 122:
Old : 210: 53 28 16 74 86 135 122:
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 : 26.4 21.8 38.1 35.6 26.4 19.8 37.8 31.6
Old : 26.4 21.8 38.1 35.6 26.4 19.8 37.8 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 9,501: 1,201 365 0 5,792 6,252 6,993 6,617: 2,508 2,884
Old : 9,501: 1,201 365 0 5,792 6,252 6,993 6,617: 2,508 2,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 3.8 0.0 61.0 65.8 73.6 69.6: 26.4 30.4
Old : 100.0: 12.6 3.8 0.0 61.0 65.8 73.6 69.6: 26.4 30.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 0 11 9 13 10:
Old : 22: 2 1 0 11 9 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 54.6 59.5 67.3 42.0 54.6 59.3 67.3
Old : 42.0 54.6 59.5 67.3 42.0 54.6 59.3 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 302,165: 66,986 22,647 1,694 198,051 264,180 266,732 288,521: 35,434 13,645
Old : 302,165: 66,986 22,647 1,694 198,051 264,180 266,732 288,521: 35,434 13,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 34,508: 19,107 1,819 -89 14,557 34,471 33,575 36,201: 933 -1,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 7.5 0.6 65.5 87.4 88.3 95.5: 11.7 4.5
Old : 100.0: 22.2 7.5 0.6 65.5 87.4 88.3 95.5: 11.7 4.5
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 : 210: 52 29 14 66 83 125 119:
Old : 210: 52 29 14 66 83 125 119:
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 : 30.5 24.9 43.4 39.9 30.5 24.9 43.4 39.9
Old : 30.5 24.9 43.4 39.9 30.5 24.9 43.4 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 131,997: 78,467 24,687 5,023 23,038 83,076 106,528 112,786: 25,468 19,211
Old : 131,997: 78,467 24,687 5,023 23,038 83,076 106,528 112,786: 25,468 19,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 4,381: 8,604 1,462 -2,004 -6,232 4,888 368 4,346: 4,013 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 18.7 3.8 17.5 62.9 80.7 85.4: 19.3 14.6
Old : 100.0: 59.4 18.7 3.8 17.5 62.9 80.7 85.4: 19.3 14.6
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 : 81: 26 22 11 19 28 53 53:
Old : 81: 26 22 11 19 28 53 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 : 52.6 41.5 61.4 52.4 52.6 40.5 60.4 51.2
Old : 52.6 41.5 61.4 52.4 52.6 40.5 60.4 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 23,171: 3,882 8,490 2 13,469 5,194 17,353 13,686: 5,818 9,485
Old : 23,171: 3,882 8,490 2 13,469 5,194 17,353 13,686: 5,818 9,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -383: 80 594 2 -390 -168 -308 428: -75 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 36.6 0.0 58.1 22.4 74.9 59.1: 25.1 40.9
Old : 100.0: 16.8 36.6 0.0 58.1 22.4 74.9 59.1: 25.1 40.9
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 : 38: 8 9 1 17 6 25 16:
Old : 38: 8 9 1 17 6 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 45.3 50.9 53.1 34.5 45.3 50.9 53.1
Old : 34.5 45.3 50.9 53.1 34.5 45.3 50.9 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 38,723: 7,375 2,890 2,318 23,943 12,915 33,636 18,123: 5,087 20,600
Old : 38,723: 7,375 2,890 2,318 23,943 12,915 33,636 18,123: 5,087 20,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 1,368: 236 -885 778 1,082 2,382 2,096 2,275: -728 -907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 7.5 6.0 61.8 33.4 86.9 46.8: 13.1 53.2
Old : 100.0: 19.0 7.5 6.0 61.8 33.4 86.9 46.8: 13.1 53.2
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 : 52: 9 7 1 22 20 32 27:
Old : 52: 9 7 1 22 20 32 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 : 38.9 19.9 58.1 31.5 37.3 17.0 52.8 26.6
Old : 38.9 19.9 58.1 31.5 37.3 17.0 52.8 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2012