BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,266: 45 107 82 3,485 3,502 3,613 3,691: 653 574
Old : 4,266: 45 107 82 3,485 3,502 3,613 3,691: 653 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 442: -4 4 18 398 400 412 423: 30 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.5 1.9 81.7 82.1 84.7 86.5: 15.3 13.5
Old : 100.0: 1.1 2.5 1.9 81.7 82.1 84.7 86.5: 15.3 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 3 16 13 20 16:
Old : 25: 1 3 3 16 13 20 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 : 55.1 63.6 74.2 77.5 55.1 59.6 71.4 71.1
Old : 55.1 63.6 74.2 77.5 55.1 59.6 71.4 71.1
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 51,204: 7,530 3,750 11,075 26,613 25,006 45,218 39,831: 5,986 11,373
Old : 51,204: 7,530 3,750 11,075 26,613 25,006 45,218 39,831: 5,986 11,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 658: -30 611 -215 1,403 688 1,158 1,085: -501 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 7.3 21.6 52.0 48.8 88.3 77.8: 11.7 22.2
Old : 100.0: 14.7 7.3 21.6 52.0 48.8 88.3 77.8: 11.7 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 14 21 19 34 33 62 59:
Old : 80: 14 21 19 34 33 62 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 : 40.8 28.1 54.7 41.5 39.0 27.0 48.5 34.6
Old : 40.8 28.1 54.7 41.5 39.0 27.0 48.5 34.6
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 286,625: 72,108 42,075 74,388 110,128 129,336 256,625 245,799: 30,001 40,826
Old : 276,497: 70,945 44,318 69,375 108,517 124,214 248,837 237,907: 27,661 38,591
Other: 10,128: 3,620 214 2,557 1,611 5,121 7,788 7,892: 2,340 2,236
: : :
: : Changes in Commitments from: January 10, 2012 :
: 2,537: 3,201 2,810 -1,270 1,034 2,394 2,965 3,934: -428 -1,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 14.7 26.0 38.4 45.1 89.5 85.8: 10.5 14.2
Old : 100.0: 25.7 16.0 25.1 39.2 44.9 90.0 86.0: 10.0 14.0
Other: 100.0: 35.7 2.1 25.2 15.9 50.6 76.9 77.9: 23.1 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 104 74 115 61 78 226 228:
Old : 287: 95 88 113 61 78 224 228:
Other: 72: 27 7 15 20 28 52 46:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 18.3 28.0 26.1 16.8 16.2 26.9 22.9
Old : 17.8 18.4 28.7 26.3 17.2 16.3 27.5 23.2
Other: 24.4 27.0 42.2 43.2 24.1 25.2 31.5 35.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 417,639: 110,410 41,068 116,419 159,151 189,564 385,980 347,051: 31,659 70,588
Old : 417,639: 110,410 41,068 116,419 159,151 189,564 385,980 347,051: 31,659 70,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 4,213: 1,205 -582 2,636 1,427 887 5,268 2,941: -1,056 1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 9.8 27.9 38.1 45.4 92.4 83.1: 7.6 16.9
Old : 100.0: 26.4 9.8 27.9 38.1 45.4 92.4 83.1: 7.6 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 : 419: 133 87 143 114 168 322 340:
Old : 419: 133 87 143 114 168 322 340:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 13.8 28.5 20.5 17.2 10.4 27.2 15.3
Old : 18.0 13.8 28.5 20.5 17.2 10.4 27.2 15.3
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,230: 3,769 4,473 1,028 2,709 2,129 7,506 7,630: 1,724 1,601
Old : 9,230: 3,769 4,473 1,028 2,709 2,129 7,506 7,630: 1,724 1,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 367: 264 509 15 132 -189 412 335: -45 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 48.5 11.1 29.3 23.1 81.3 82.7: 18.7 17.3
Old : 100.0: 40.8 48.5 11.1 29.3 23.1 81.3 82.7: 18.7 17.3
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 : 80: 24 25 17 18 17 53 55:
Old : 80: 24 25 17 18 17 53 55:
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 : 37.1 28.2 52.0 42.2 37.1 27.9 48.5 40.1
Old : 37.1 28.2 52.0 42.2 37.1 27.9 48.5 40.1
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 45,475: 18,394 3,835 10,080 9,241 10,235 37,716 24,150: 7,759 21,325
Old : 45,475: 18,394 3,835 10,080 9,241 10,235 37,716 24,150: 7,759 21,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 2,809: 1,976 -44 847 -188 676 2,634 1,478: 174 1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 8.4 22.2 20.3 22.5 82.9 53.1: 17.1 46.9
Old : 100.0: 40.4 8.4 22.2 20.3 22.5 82.9 53.1: 17.1 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 : 183: 64 34 47 48 61 136 126:
Old : 183: 64 34 47 48 61 136 126:
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 : 13.2 8.6 22.8 14.9 12.4 6.5 21.1 11.6
Old : 13.2 8.6 22.8 14.9 12.4 6.5 21.1 11.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,218: 0 4,626 3 6,350 1,829 6,353 6,458: 865 760
Old : 6,964: 0 4,573 3 6,121 1,691 6,124 6,267: 840 697
Other: 254: 0 53 0 229 137 229 190: 25 64
: : :
: : Changes in Commitments from: January 10, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 64.1 0.0 88.0 25.3 88.0 89.5: 12.0 10.5
Old : 100.0: 0.0 65.7 0.0 87.9 24.3 87.9 90.0: 12.1 10.0
Other: 100.0: 0.0 20.9 0.0 90.1 54.0 90.1 74.9: 9.9 25.1
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 4 1 11 9 12 13:
Old : 20: 0 4 1 11 9 12 13:
Other: 11: 0 2 0 7 3 7 5:
:----------------------------------------------------------------------------------------------------
: 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 : 78.3 68.0 87.3 85.6 77.4 67.8 86.2 85.1
Old : 78.1 69.7 87.3 86.0 77.3 69.4 86.1 85.5
Other: 83.0 73.7 90.1 74.9 83.0 73.7 89.3 74.1
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 131,925: 7,958 412 3,193 120,494 128,012 131,645 131,617: 280 308
Old : 131,925: 7,958 412 3,193 120,494 128,012 131,645 131,617: 280 308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 4,222: 363 -191 0 3,717 4,508 4,080 4,317: 142 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.3 2.4 91.3 97.0 99.8 99.8: 0.2 0.2
Old : 100.0: 6.0 0.3 2.4 91.3 97.0 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 16 18 19:
Old : 22: 3 2 1 15 16 18 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 : 82.0 77.6 92.6 91.8 26.2 25.2 31.1 30.1
Old : 82.0 77.6 92.6 91.8 26.2 25.2 31.1 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 129,111: 25,097 53,596 2,826 72,655 50,137 100,578 106,558: 28,534 22,553
Old : 129,111: 25,097 53,596 2,826 72,655 50,137 100,578 106,558: 28,534 22,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 2,668: 2,073 2,148 325 2,721 -1,333 5,119 1,140: -2,450 1,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 41.5 2.2 56.3 38.8 77.9 82.5: 22.1 17.5
Old : 100.0: 19.4 41.5 2.2 56.3 38.8 77.9 82.5: 22.1 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 21 17 8 26 24 53 43:
Old : 73: 21 17 8 26 24 53 43:
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 58.4 50.6 64.9 39.1 57.9 49.8 62.9
Old : 39.2 58.4 50.6 64.9 39.1 57.9 49.8 62.9
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 44,828: 3,894 16,928 2,164 30,755 5,783 36,812 24,875: 8,016 19,953
Old : 44,828: 3,894 16,928 2,164 30,755 5,783 36,812 24,875: 8,016 19,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 152: -504 331 283 -878 718 -1,099 1,332: 1,251 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 37.8 4.8 68.6 12.9 82.1 55.5: 17.9 44.5
Old : 100.0: 8.7 37.8 4.8 68.6 12.9 82.1 55.5: 17.9 44.5
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 : 44: 6 19 5 14 13 23 34:
Old : 44: 6 19 5 14 13 23 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 23.5 68.0 30.3 55.3 23.5 66.9 30.1
Old : 55.3 23.5 68.0 30.3 55.3 23.5 66.9 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 130,393: 24,219 41,547 32 103,179 84,011 127,430 125,590: 2,963 4,803
Old : 130,393: 24,219 41,547 32 103,179 84,011 127,430 125,590: 2,963 4,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 6,548: -928 -5,932 -69 7,616 12,997 6,619 6,996: -71 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 31.9 0.0 79.1 64.4 97.7 96.3: 2.3 3.7
Old : 100.0: 18.6 31.9 0.0 79.1 64.4 97.7 96.3: 2.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 23 39 1 18 25 42 64:
Old : 100: 23 39 1 18 25 42 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 46.3 87.6 66.0 70.5 46.3 87.0 66.0
Old : 70.5 46.3 87.6 66.0 70.5 46.3 87.0 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 218,870: 23,308 65,500 4,042 176,922 111,065 204,273 180,608: 14,597 38,263
Old : 218,870: 23,308 65,500 4,042 176,922 111,065 204,273 180,608: 14,597 38,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 14,904: -775 5,689 1,745 12,820 2,541 13,790 9,974: 1,114 4,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 29.9 1.8 80.8 50.7 93.3 82.5: 6.7 17.5
Old : 100.0: 10.6 29.9 1.8 80.8 50.7 93.3 82.5: 6.7 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 : 93: 12 39 13 28 30 48 74:
Old : 93: 12 39 13 28 30 48 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 48.2 74.6 55.6 52.7 47.1 74.3 54.5
Old : 52.8 48.2 74.6 55.6 52.7 47.1 74.3 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 174,250: 78,333 19,237 2,254 66,722 126,089 147,309 147,579: 26,941 26,671
Old : 174,250: 78,333 19,237 2,254 66,722 126,089 147,309 147,579: 26,941 26,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 5,082: 1,692 2,398 119 1,019 4,299 2,830 6,816: 2,252 -1,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 11.0 1.3 38.3 72.4 84.5 84.7: 15.5 15.3
Old : 100.0: 45.0 11.0 1.3 38.3 72.4 84.5 84.7: 15.5 15.3
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 : 94: 32 25 11 23 30 59 62:
Old : 94: 32 25 11 23 30 59 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 46.0 66.6 57.5 57.9 46.0 66.0 56.6
Old : 57.9 46.0 66.6 57.5 57.9 46.0 66.0 56.6
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 350,074: 28,344 186,939 35,580 248,835 60,959 312,759 283,478: 37,315 66,596
Old : 350,074: 28,344 186,939 35,580 248,835 60,959 312,759 283,478: 37,315 66,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 14,343: -2,434 3,019 5,420 9,046 3,207 12,032 11,646: 2,311 2,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 53.4 10.2 71.1 17.4 89.3 81.0: 10.7 19.0
Old : 100.0: 8.1 53.4 10.2 71.1 17.4 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 : 194: 32 89 45 54 51 117 154:
Old : 194: 32 89 45 54 51 117 154:
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 : 42.2 27.0 52.7 35.4 41.4 26.7 51.8 33.4
Old : 42.2 27.0 52.7 35.4 41.4 26.7 51.8 33.4
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 20,955: 16,195 6,740 366 1,478 12,208 18,039 19,314: 2,916 1,641
Old : 20,955: 16,195 6,740 366 1,478 12,208 18,039 19,314: 2,916 1,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 6,782: 5,537 1,111 0 936 5,820 6,473 6,931: 309 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 32.2 1.7 7.1 58.3 86.1 92.2: 13.9 7.8
Old : 100.0: 77.3 32.2 1.7 7.1 58.3 86.1 92.2: 13.9 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 13 2 1 9 15 23:
Old : 36: 13 13 2 1 9 15 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 61.2 80.7 76.2 73.2 61.2 80.1 76.2
Old : 73.2 61.2 80.7 76.2 73.2 61.2 80.1 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,787,672: 603,541 666,992 5,003,196 6,266,402 6,070,258 11,873,139 11,740,446: 914,533 1,047,225
Old :12,787,672: 603,541 666,992 5,003,196 6,266,402 6,070,258 11,873,139 11,740,446: 914,533 1,047,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 634,563: 280,378 -95,492 260,473 45,328 448,199 586,180 613,181: 48,384 21,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.2 39.1 49.0 47.5 92.8 91.8: 7.2 8.2
Old : 100.0: 4.7 5.2 39.1 49.0 47.5 92.8 91.8: 7.2 8.2
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 : 264: 56 48 89 141 144 244 241:
Old : 264: 56 48 89 141 144 244 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 22.3 35.1 34.5 14.3 9.6 18.4 12.7
Old : 23.7 22.3 35.1 34.5 14.3 9.6 18.4 12.7
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 892,966: 59,325 102,885 68,501 635,773 615,363 763,600 786,749: 129,366 106,217
Old : 892,966: 59,325 102,885 68,501 635,773 615,363 763,600 786,749: 129,366 106,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 22,338: -2,150 3,560 11,566 8,911 2,686 18,328 17,812: 4,010 4,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 11.5 7.7 71.2 68.9 85.5 88.1: 14.5 11.9
Old : 100.0: 6.6 11.5 7.7 71.2 68.9 85.5 88.1: 14.5 11.9
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 : 541: 91 121 101 232 232 384 393:
Old : 541: 91 121 101 232 232 384 393:
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 : 14.9 10.6 22.8 18.3 13.0 9.4 20.2 15.1
Old : 14.9 10.6 22.8 18.3 13.0 9.4 20.2 15.1
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 308,928: 13,258 17,856 26,731 196,800 210,655 236,789 255,241: 72,139 53,687
Old : 308,928: 13,258 17,856 26,731 196,800 210,655 236,789 255,241: 72,139 53,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 9,899: 3,339 -879 3,028 3,265 6,492 9,632 8,640: 267 1,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 5.8 8.7 63.7 68.2 76.6 82.6: 23.4 17.4
Old : 100.0: 4.3 5.8 8.7 63.7 68.2 76.6 82.6: 23.4 17.4
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 : 120: 15 21 30 63 59 96 92:
Old : 120: 15 21 30 63 59 96 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 : 21.6 18.0 32.6 31.1 19.9 16.6 27.9 27.8
Old : 21.6 18.0 32.6 31.1 19.9 16.6 27.9 27.8
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,920,189: 279,797 474,609 159,389 2,194,864 2,023,541 2,634,051 2,657,539: 286,138 262,650
Old : 2,920,189: 279,797 474,609 159,389 2,194,864 2,023,541 2,634,051 2,657,539: 286,138 262,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 62,192: -18,030 31,608 33,279 28,230 -19,028 43,479 45,859: 18,714 16,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.3 5.5 75.2 69.3 90.2 91.0: 9.8 9.0
Old : 100.0: 9.6 16.3 5.5 75.2 69.3 90.2 91.0: 9.8 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 504: 86 111 87 209 215 345 363:
Old : 504: 86 111 87 209 215 345 363:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 11.7 27.2 19.3 17.5 11.0 24.1 18.1
Old : 18.8 11.7 27.2 19.3 17.5 11.0 24.1 18.1
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 105,633: 7,934 4,547 318 87,791 96,361 96,043 101,226: 9,590 4,407
Old : 105,633: 7,934 4,547 318 87,791 96,361 96,043 101,226: 9,590 4,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 2,011: 683 -384 165 735 1,906 1,583 1,687: 428 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 4.3 0.3 83.1 91.2 90.9 95.8: 9.1 4.2
Old : 100.0: 7.5 4.3 0.3 83.1 91.2 90.9 95.8: 9.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 12 6 1 53 37 65 44:
Old : 91: 12 6 1 53 37 65 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 44.3 46.5 63.2 30.8 41.3 43.1 58.9
Old : 31.4 44.3 46.5 63.2 30.8 41.3 43.1 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 78,257: 15,373 3,852 2,352 50,125 65,830 67,849 72,034: 10,408 6,223
Old : 78,257: 15,373 3,852 2,352 50,125 65,830 67,849 72,034: 10,408 6,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 8,323: 1,969 153 818 4,722 6,742 7,510 7,713: 813 609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 4.9 3.0 64.1 84.1 86.7 92.0: 13.3 8.0
Old : 100.0: 19.6 4.9 3.0 64.1 84.1 86.7 92.0: 13.3 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 : 223: 61 29 19 74 90 141 132:
Old : 223: 61 29 19 74 90 141 132:
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 : 24.8 22.9 37.4 37.4 24.8 20.4 37.1 33.4
Old : 24.8 22.9 37.4 37.4 24.8 20.4 37.1 33.4
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 11,479: 1,915 365 0 7,121 7,802 9,036 8,167: 2,443 3,312
Old : 11,479: 1,915 365 0 7,121 7,802 9,036 8,167: 2,443 3,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 1,978: 714 0 0 1,329 1,550 2,043 1,550: -65 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.2 0.0 62.0 68.0 78.7 71.1: 21.3 28.9
Old : 100.0: 16.7 3.2 0.0 62.0 68.0 78.7 71.1: 21.3 28.9
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 : 22: 2 1 0 10 10 12 11:
Old : 22: 2 1 0 10 10 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 52.7 69.2 66.6 53.5 52.7 69.0 66.6
Old : 53.7 52.7 69.2 66.6 53.5 52.7 69.0 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 333,889: 76,773 26,920 2,275 215,018 290,141 294,066 319,336: 39,823 14,553
Old : 333,889: 76,773 26,920 2,275 215,018 290,141 294,066 319,336: 39,823 14,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 31,724: 9,787 4,273 581 16,967 25,961 27,335 30,815: 4,389 908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 8.1 0.7 64.4 86.9 88.1 95.6: 11.9 4.4
Old : 100.0: 23.0 8.1 0.7 64.4 86.9 88.1 95.6: 11.9 4.4
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 : 222: 60 30 17 67 87 132 129:
Old : 222: 60 30 17 67 87 132 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 26.4 43.2 41.8 29.0 26.4 43.1 41.8
Old : 29.0 26.4 43.2 41.8 29.0 26.4 43.1 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 141,885: 83,024 28,823 4,914 26,253 89,662 114,190 123,399: 27,695 18,486
Old : 141,885: 83,024 28,823 4,914 26,253 89,662 114,190 123,399: 27,695 18,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 9,888: 4,556 4,136 -109 3,215 6,585 7,662 10,613: 2,226 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 20.3 3.5 18.5 63.2 80.5 87.0: 19.5 13.0
Old : 100.0: 58.5 20.3 3.5 18.5 63.2 80.5 87.0: 19.5 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 29 22 11 18 29 55 54:
Old : 85: 29 22 11 18 29 55 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 : 53.1 41.2 61.3 52.2 53.1 40.1 60.5 51.1
Old : 53.1 41.2 61.3 52.2 53.1 40.1 60.5 51.1
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 23,372: 4,638 7,399 3 13,055 5,169 17,696 12,571: 5,676 10,801
Old : 23,372: 4,638 7,399 3 13,055 5,169 17,696 12,571: 5,676 10,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 201: 756 -1,091 1 -414 -25 343 -1,115: -142 1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 31.7 0.0 55.9 22.1 75.7 53.8: 24.3 46.2
Old : 100.0: 19.8 31.7 0.0 55.9 22.1 75.7 53.8: 24.3 46.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 7 8 1 17 6 24 15:
Old : 36: 7 8 1 17 6 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 41.8 50.2 48.8 33.3 41.8 50.2 48.8
Old : 33.3 41.8 50.2 48.8 33.3 41.8 50.2 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 38,709: 6,774 1,828 2,270 24,388 12,081 33,432 16,179: 5,277 22,530
Old : 38,709: 6,774 1,828 2,270 24,388 12,081 33,432 16,179: 5,277 22,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -14: -601 -1,062 -48 445 -834 -204 -1,944: 190 1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 4.7 5.9 63.0 31.2 86.4 41.8: 13.6 58.2
Old : 100.0: 17.5 4.7 5.9 63.0 31.2 86.4 41.8: 13.6 58.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 6 1 19 19 29 26:
Old : 49: 10 6 1 19 19 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 18.9 59.5 27.4 36.5 15.7 54.3 22.5
Old : 38.0 18.9 59.5 27.4 36.5 15.7 54.3 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2012