BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 5,069: 321 110 99 3,974 4,286 4,394 4,495: 675 574
Old : 5,069: 321 110 99 3,974 4,286 4,394 4,495: 675 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 803: 276 3 16 488 784 781 803: 22 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.2 1.9 78.4 84.6 86.7 88.7: 13.3 11.3
Old : 100.0: 6.3 2.2 1.9 78.4 84.6 86.7 88.7: 13.3 11.3
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 : 27: 4 2 3 16 13 22 16:
Old : 27: 4 2 3 16 13 22 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 : 54.5 68.3 70.3 80.3 54.5 63.9 68.0 74.2
Old : 54.5 68.3 70.3 80.3 54.5 63.9 68.0 74.2
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 51,939: 6,728 3,364 11,380 28,006 25,487 46,114 40,230: 5,825 11,709
Old : 51,939: 6,728 3,364 11,380 28,006 25,487 46,114 40,230: 5,825 11,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 735: -802 -386 305 1,393 481 897 399: -161 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 6.5 21.9 53.9 49.1 88.8 77.5: 11.2 22.5
Old : 100.0: 13.0 6.5 21.9 53.9 49.1 88.8 77.5: 11.2 22.5
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 : 77: 13 18 19 36 33 60 59:
Old : 77: 13 18 19 36 33 60 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 : 41.9 27.8 55.3 41.3 40.1 26.9 49.4 35.2
Old : 41.9 27.8 55.3 41.3 40.1 26.9 49.4 35.2
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 296,676: 75,245 43,511 78,643 112,161 135,109 266,049 257,263: 30,627 39,413
Old : 281,268: 73,239 46,693 70,794 109,742 127,171 253,774 244,658: 27,494 36,610
Other: 15,408: 5,564 376 4,291 2,419 7,938 12,274 12,605: 3,134 2,803
: : :
: : Changes in Commitments from: January 17, 2012 :
: 10,051: 3,137 1,436 4,254 2,033 5,774 9,424 11,464: 627 -1,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 14.7 26.5 37.8 45.5 89.7 86.7: 10.3 13.3
Old : 100.0: 26.0 16.6 25.2 39.0 45.2 90.2 87.0: 9.8 13.0
Other: 100.0: 36.1 2.4 27.8 15.7 51.5 79.7 81.8: 20.3 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 97 79 114 62 78 224 230:
Old : 287: 89 92 112 61 78 221 229:
Other: 83: 31 6 21 24 34 61 56:
:----------------------------------------------------------------------------------------------------
: 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 28.9 25.8 16.6 16.3 26.3 22.8
Old : 17.7 18.4 29.7 26.1 17.2 16.4 27.2 23.1
Other: 28.7 30.4 45.2 47.0 25.1 25.3 33.4 36.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 429,362: 117,927 39,505 121,593 157,748 195,708 397,268 356,807: 32,095 72,556
Old : 429,362: 117,927 39,505 121,593 157,748 195,708 397,268 356,807: 32,095 72,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 11,724: 7,516 -1,563 5,174 -1,402 6,145 11,288 9,756: 436 1,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 9.2 28.3 36.7 45.6 92.5 83.1: 7.5 16.9
Old : 100.0: 27.5 9.2 28.3 36.7 45.6 92.5 83.1: 7.5 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 : 429: 132 98 141 117 171 328 345:
Old : 429: 132 98 141 117 171 328 345:
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 : 17.5 13.6 28.1 20.0 16.5 10.4 26.2 15.4
Old : 17.5 13.6 28.1 20.0 16.5 10.4 26.2 15.4
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,792: 3,911 4,784 1,309 2,641 1,927 7,860 8,020: 1,932 1,772
Old : 9,792: 3,911 4,784 1,309 2,641 1,927 7,860 8,020: 1,932 1,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 562: 141 311 281 -68 -202 354 390: 208 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 48.9 13.4 27.0 19.7 80.3 81.9: 19.7 18.1
Old : 100.0: 39.9 48.9 13.4 27.0 19.7 80.3 81.9: 19.7 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 27 28 18 15 17 54 58:
Old : 83: 27 28 18 15 17 54 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 27.1 49.8 40.6 35.0 26.6 45.7 38.9
Old : 35.0 27.1 49.8 40.6 35.0 26.6 45.7 38.9
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 49,752: 20,711 3,930 12,095 9,088 10,875 41,894 26,900: 7,858 22,852
Old : 49,752: 20,711 3,930 12,095 9,088 10,875 41,894 26,900: 7,858 22,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 4,277: 2,316 95 2,015 -153 640 4,179 2,750: 99 1,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 7.9 24.3 18.3 21.9 84.2 54.1: 15.8 45.9
Old : 100.0: 41.6 7.9 24.3 18.3 21.9 84.2 54.1: 15.8 45.9
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 : 197: 75 35 51 45 62 145 132:
Old : 197: 75 35 51 45 62 145 132:
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 : 13.2 9.0 22.7 15.4 11.9 6.6 20.5 11.4
Old : 13.2 9.0 22.7 15.4 11.9 6.6 20.5 11.4
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,775: 0 4,864 4 7,022 1,999 7,026 6,867: 749 907
Old : 7,518: 0 4,825 4 6,785 1,862 6,789 6,691: 728 826
Other: 257: 0 39 0 237 137 237 176: 20 81
: : :
: : Changes in Commitments from: January 17, 2012 :
: 557: 0 238 1 672 171 673 410: -117 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 62.6 0.1 90.3 25.7 90.4 88.3: 9.6 11.7
Old : 100.0: 0.0 64.2 0.1 90.3 24.8 90.3 89.0: 9.7 11.0
Other: 100.0: 0.0 15.2 0.0 92.1 53.4 92.1 68.6: 7.9 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 4 1 13 9 14 13:
Old : 21: 0 4 1 13 9 14 13:
Other: 12: 0 2 0 8 3 8 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 : 77.7 66.3 87.8 84.1 77.0 66.3 86.6 83.7
Old : 77.5 68.1 87.7 84.7 76.8 68.0 86.4 84.3
Other: 83.2 67.4 92.1 68.6 83.2 67.4 91.3 67.8
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 125,884: 9,025 416 3,193 113,405 122,065 125,623 125,674: 261 210
Old : 125,884: 9,025 416 3,193 113,405 122,065 125,623 125,674: 261 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -6,042: 1,067 4 0 -7,090 -5,948 -6,023 -5,944: -19 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.3 2.5 90.1 97.0 99.8 99.8: 0.2 0.2
Old : 100.0: 7.2 0.3 2.5 90.1 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 : 79.0 75.7 89.9 90.8 32.5 31.5 38.4 37.2
Old : 79.0 75.7 89.9 90.8 32.5 31.5 38.4 37.2
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 123,832: 29,751 48,608 3,174 57,929 51,259 90,855 103,042: 32,977 20,790
Old : 123,832: 29,751 48,608 3,174 57,929 51,259 90,855 103,042: 32,977 20,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -5,279: 4,654 -4,987 349 -14,725 1,123 -9,722 -3,516: 4,444 -1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 39.3 2.6 46.8 41.4 73.4 83.2: 26.6 16.8
Old : 100.0: 24.0 39.3 2.6 46.8 41.4 73.4 83.2: 26.6 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 : 76: 27 16 8 24 24 57 42:
Old : 76: 27 16 8 24 24 57 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 57.3 43.1 64.8 31.3 57.2 41.9 63.0
Old : 32.1 57.3 43.1 64.8 31.3 57.2 41.9 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 42,039: 4,620 17,124 1,707 25,653 5,972 31,980 24,803: 10,059 17,236
Old : 42,039: 4,620 17,124 1,707 25,653 5,972 31,980 24,803: 10,059 17,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -2,789: 726 196 -456 -5,102 189 -4,832 -72: 2,043 -2,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 40.7 4.1 61.0 14.2 76.1 59.0: 23.9 41.0
Old : 100.0: 11.0 40.7 4.1 61.0 14.2 76.1 59.0: 23.9 41.0
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 : 43: 8 17 4 14 13 24 32:
Old : 43: 8 17 4 14 13 24 32:
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 : 50.3 26.8 62.4 34.2 50.3 26.8 59.7 33.9
Old : 50.3 26.8 62.4 34.2 50.3 26.8 59.7 33.9
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 142,514: 36,512 29,094 0 102,053 108,512 138,565 137,606: 3,949 4,908
Old : 142,514: 36,512 29,094 0 102,053 108,512 138,565 137,606: 3,949 4,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 12,121: 12,293 -12,453 -32 -1,126 24,501 11,135 12,016: 986 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 20.4 0.0 71.6 76.1 97.2 96.6: 2.8 3.4
Old : 100.0: 25.6 20.4 0.0 71.6 76.1 97.2 96.6: 2.8 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 30 30 0 17 24 47 54:
Old : 96: 30 30 0 17 24 47 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 50.5 85.0 71.8 66.7 50.5 85.0 71.3
Old : 66.7 50.5 85.0 71.8 66.7 50.5 85.0 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 196,314: 16,116 48,452 2,413 161,891 112,504 180,420 163,369: 15,894 32,946
Old : 196,314: 16,116 48,452 2,413 161,891 112,504 180,420 163,369: 15,894 32,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -22,556: -7,192 -17,048 -1,629 -15,031 1,438 -23,853 -17,239: 1,297 -5,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 24.7 1.2 82.5 57.3 91.9 83.2: 8.1 16.8
Old : 100.0: 8.2 24.7 1.2 82.5 57.3 91.9 83.2: 8.1 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 : 95: 14 39 15 28 30 54 72:
Old : 95: 14 39 15 28 30 54 72:
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 : 52.3 49.5 74.4 57.1 52.2 48.2 73.6 55.9
Old : 52.3 49.5 74.4 57.1 52.2 48.2 73.6 55.9
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 160,919: 66,165 21,639 2,735 68,662 103,929 137,562 128,303: 23,357 32,616
Old : 160,919: 66,165 21,639 2,735 68,662 103,929 137,562 128,303: 23,357 32,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -13,331: -12,168 2,402 481 1,940 -22,160 -9,747 -19,276: -3,584 5,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 13.4 1.7 42.7 64.6 85.5 79.7: 14.5 20.3
Old : 100.0: 41.1 13.4 1.7 42.7 64.6 85.5 79.7: 14.5 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 27 28 13 23 31 54 68:
Old : 94: 27 28 13 23 31 54 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 39.6 69.3 49.9 60.6 39.6 68.7 48.6
Old : 60.6 39.6 69.3 49.9 60.6 39.6 68.7 48.6
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 361,868: 30,864 200,604 32,269 261,129 61,562 324,262 294,435: 37,607 67,433
Old : 361,868: 30,864 200,604 32,269 261,129 61,562 324,262 294,435: 37,607 67,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 11,795: 2,520 13,665 -3,311 12,294 603 11,503 10,957: 292 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 55.4 8.9 72.2 17.0 89.6 81.4: 10.4 18.6
Old : 100.0: 8.5 55.4 8.9 72.2 17.0 89.6 81.4: 10.4 18.6
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 : 193: 30 86 44 57 54 117 154:
Old : 193: 30 86 44 57 54 117 154:
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 : 42.7 28.6 53.6 38.3 42.0 28.5 52.8 36.9
Old : 42.7 28.6 53.6 38.3 42.0 28.5 52.8 36.9
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 25,569: 20,232 7,300 366 1,715 16,265 22,313 23,931: 3,256 1,638
Old : 25,569: 20,232 7,300 366 1,715 16,265 22,313 23,931: 3,256 1,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 4,614: 4,037 560 0 237 4,057 4,274 4,617: 340 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 28.6 1.4 6.7 63.6 87.3 93.6: 12.7 6.4
Old : 100.0: 79.1 28.6 1.4 6.7 63.6 87.3 93.6: 12.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 12 2 3 9 22 22:
Old : 42: 18 12 2 3 9 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 67.5 78.2 81.9 70.2 67.5 78.0 81.9
Old : 70.2 67.5 78.2 81.9 70.2 67.5 78.0 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,744,817: 659,204 619,342 4,911,636 6,220,258 6,201,563 11,791,098 11,732,541: 953,719 1,012,276
Old :12,744,817: 659,204 619,342 4,911,636 6,220,258 6,201,563 11,791,098 11,732,541: 953,719 1,012,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -42,855: 55,663 -47,650 -91,560 -46,144 131,305 -82,041 -7,906: 39,186 -34,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 4.9 38.5 48.8 48.7 92.5 92.1: 7.5 7.9
Old : 100.0: 5.2 4.9 38.5 48.8 48.7 92.5 92.1: 7.5 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 58 54 94 142 147 254 248:
Old : 274: 58 54 94 142 147 254 248:
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 : 22.8 21.7 34.2 34.1 13.9 9.2 18.7 12.9
Old : 22.8 21.7 34.2 34.1 13.9 9.2 18.7 12.9
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 900,960: 64,397 104,462 70,193 631,803 615,202 766,393 789,858: 134,568 111,103
Old : 900,960: 64,397 104,462 70,193 631,803 615,202 766,393 789,858: 134,568 111,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 7,994: 5,072 1,577 1,691 -3,970 -160 2,793 3,108: 5,201 4,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 11.6 7.8 70.1 68.3 85.1 87.7: 14.9 12.3
Old : 100.0: 7.1 11.6 7.8 70.1 68.3 85.1 87.7: 14.9 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 543: 97 117 94 233 227 382 387:
Old : 543: 97 117 94 233 227 382 387:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 10.5 22.4 19.3 12.9 9.6 20.1 16.3
Old : 14.7 10.5 22.4 19.3 12.9 9.6 20.1 16.3
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 321,243: 18,271 18,974 26,294 204,048 218,742 248,612 264,010: 72,631 57,233
Old : 321,243: 18,271 18,974 26,294 204,048 218,742 248,612 264,010: 72,631 57,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 12,315: 5,012 1,119 -437 7,247 8,087 11,823 8,769: 492 3,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 5.9 8.2 63.5 68.1 77.4 82.2: 22.6 17.8
Old : 100.0: 5.7 5.9 8.2 63.5 68.1 77.4 82.2: 22.6 17.8
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 : 117: 14 18 25 64 60 92 89:
Old : 117: 14 18 25 64 60 92 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 20.3 32.6 32.7 20.4 19.0 29.7 29.7
Old : 21.5 20.3 32.6 32.7 20.4 19.0 29.7 29.7
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,898,586: 312,973 509,782 137,151 2,138,778 1,982,304 2,588,902 2,629,238: 309,684 269,349
Old : 2,898,586: 312,973 509,782 137,151 2,138,778 1,982,304 2,588,902 2,629,238: 309,684 269,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -21,603: 33,176 35,173 -22,238 -56,086 -41,237 -45,149 -28,302: 23,546 6,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 17.6 4.7 73.8 68.4 89.3 90.7: 10.7 9.3
Old : 100.0: 10.8 17.6 4.7 73.8 68.4 89.3 90.7: 10.7 9.3
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 : 512: 93 109 83 212 214 349 363:
Old : 512: 93 109 83 212 214 349 363:
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 : 19.1 11.7 27.5 18.9 17.7 11.1 24.5 18.0
Old : 19.1 11.7 27.5 18.9 17.7 11.1 24.5 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 109,146: 9,371 5,603 321 88,276 98,752 97,968 104,676: 11,178 4,470
Old : 109,146: 9,371 5,603 321 88,276 98,752 97,968 104,676: 11,178 4,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 3,513: 1,437 1,056 3 484 2,391 1,924 3,450: 1,588 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 5.1 0.3 80.9 90.5 89.8 95.9: 10.2 4.1
Old : 100.0: 8.6 5.1 0.3 80.9 90.5 89.8 95.9: 10.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 12 7 1 51 36 63 44:
Old : 90: 12 7 1 51 36 63 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 41.4 46.8 62.1 30.3 40.3 42.4 58.4
Old : 32.3 41.4 46.8 62.1 30.3 40.3 42.4 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 91,953: 22,749 3,921 4,107 53,304 77,081 80,160 85,109: 11,793 6,844
Old : 91,953: 22,749 3,921 4,107 53,304 77,081 80,160 85,109: 11,793 6,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 13,696: 7,376 70 1,755 3,180 11,250 12,311 13,075: 1,385 621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 4.3 4.5 58.0 83.8 87.2 92.6: 12.8 7.4
Old : 100.0: 24.7 4.3 4.5 58.0 83.8 87.2 92.6: 12.8 7.4
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 : 236: 70 34 14 80 84 157 125:
Old : 236: 70 34 14 80 84 157 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 27.3 33.0 42.1 20.5 24.2 31.4 37.2
Old : 20.9 27.3 33.0 42.1 20.5 24.2 31.4 37.2
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 16,020: 3,760 856 0 9,573 11,096 13,333 11,952: 2,687 4,068
Old : 16,020: 3,760 856 0 9,573 11,096 13,333 11,952: 2,687 4,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 4,541: 1,845 491 0 2,452 3,294 4,297 3,785: 244 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 5.3 0.0 59.8 69.3 83.2 74.6: 16.8 25.4
Old : 100.0: 23.5 5.3 0.0 59.8 69.3 83.2 74.6: 16.8 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 0 11 11 13 12:
Old : 24: 2 1 0 11 11 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 46.1 73.2 69.2 57.8 46.1 73.1 69.2
Old : 57.8 46.1 73.2 69.2 57.8 46.1 73.1 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 379,665: 113,743 34,127 1,735 218,657 329,923 334,135 365,785: 45,530 13,880
Old : 379,665: 113,743 34,127 1,735 218,657 329,923 334,135 365,785: 45,530 13,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 45,776: 36,971 7,208 -540 3,639 39,782 40,069 46,450: 5,707 -673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 9.0 0.5 57.6 86.9 88.0 96.3: 12.0 3.7
Old : 100.0: 30.0 9.0 0.5 57.6 86.9 88.0 96.3: 12.0 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 : 236: 70 34 12 73 82 148 123:
Old : 236: 70 34 12 73 82 148 123:
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 : 24.8 29.7 38.1 45.3 24.8 29.7 38.0 45.3
Old : 24.8 29.7 38.1 45.3 24.8 29.7 38.0 45.3
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 149,927: 90,631 22,445 6,276 23,139 101,564 120,045 130,285: 29,882 19,643
Old : 149,927: 90,631 22,445 6,276 23,139 101,564 120,045 130,285: 29,882 19,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 8,043: 7,607 -6,378 1,362 -3,114 11,902 5,855 6,886: 2,188 1,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 15.0 4.2 15.4 67.7 80.1 86.9: 19.9 13.1
Old : 100.0: 60.4 15.0 4.2 15.4 67.7 80.1 86.9: 19.9 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 36 21 13 19 31 64 56:
Old : 92: 36 21 13 19 31 64 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 : 49.1 44.8 57.3 56.3 49.1 44.2 56.4 54.7
Old : 49.1 44.8 57.3 56.3 49.1 44.2 56.4 54.7
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 22,907: 3,508 6,364 0 13,858 5,935 17,366 12,299: 5,541 10,608
Old : 22,907: 3,508 6,364 0 13,858 5,935 17,366 12,299: 5,541 10,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -465: -1,130 -1,035 -3 803 766 -330 -272: -135 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 27.8 0.0 60.5 25.9 75.8 53.7: 24.2 46.3
Old : 100.0: 15.3 27.8 0.0 60.5 25.9 75.8 53.7: 24.2 46.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 9 0 17 6 23 15:
Old : 36: 6 9 0 17 6 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 38.2 53.2 47.5 37.2 38.2 53.2 47.5
Old : 37.2 38.2 53.2 47.5 37.2 38.2 53.2 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 43,607: 9,870 1,771 3,213 23,412 12,371 36,495 17,355: 7,112 26,252
Old : 43,607: 9,870 1,771 3,213 23,412 12,371 36,495 17,355: 7,112 26,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 4,898: 3,096 -57 943 -976 290 3,063 1,176: 1,835 3,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 4.1 7.4 53.7 28.4 83.7 39.8: 16.3 60.2
Old : 100.0: 22.6 4.1 7.4 53.7 28.4 83.7 39.8: 16.3 60.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 14 5 4 20 18 34 27:
Old : 51: 14 5 4 20 18 34 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 17.7 51.3 26.0 30.2 14.4 44.1 21.2
Old : 33.9 17.7 51.3 26.0 30.2 14.4 44.1 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2012