BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 5,729: 478 148 95 4,286 4,850 4,858 5,093: 871 637
Old : 5,729: 478 148 95 4,286 4,850 4,858 5,093: 871 637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 661: 157 37 -4 312 564 465 598: 196 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 2.6 1.7 74.8 84.7 84.8 88.9: 15.2 11.1
Old : 100.0: 8.3 2.6 1.7 74.8 84.7 84.8 88.9: 15.2 11.1
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 : 26: 3 3 3 16 12 22 15:
Old : 26: 3 3 3 16 12 22 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 : 54.7 70.0 69.9 81.6 54.7 66.8 68.5 77.1
Old : 54.7 70.0 69.9 81.6 54.7 66.8 68.5 77.1
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 31, 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 : 53,933: 6,931 4,038 11,773 29,232 26,273 47,936 42,084: 5,996 11,849
Old : 53,933: 6,931 4,038 11,773 29,232 26,273 47,936 42,084: 5,996 11,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,993: 203 674 393 1,226 786 1,822 1,853: 171 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 7.5 21.8 54.2 48.7 88.9 78.0: 11.1 22.0
Old : 100.0: 12.9 7.5 21.8 54.2 48.7 88.9 78.0: 11.1 22.0
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 : 82: 13 22 20 37 33 63 62:
Old : 82: 13 22 20 37 33 63 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 : 42.1 26.7 55.2 40.1 40.4 26.0 49.9 34.4
Old : 42.1 26.7 55.2 40.1 40.4 26.0 49.9 34.4
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 31, 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 : 296,067: 74,262 42,807 81,640 111,376 131,965 267,278 256,412: 28,789 39,655
Old : 276,342: 71,301 46,105 72,520 107,185 121,454 251,005 240,079: 25,337 36,263
Other: 19,725: 6,732 473 5,350 4,191 10,510 16,273 16,333: 3,452 3,392
: : :
: : Changes in Commitments from: January 24, 2012 :
: -609: -983 -704 2,997 -785 -3,144 1,229 -851: -1,838 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 14.5 27.6 37.6 44.6 90.3 86.6: 9.7 13.4
Old : 100.0: 25.8 16.7 26.2 38.8 44.0 90.8 86.9: 9.2 13.1
Other: 100.0: 34.1 2.4 27.1 21.2 53.3 82.5 82.8: 17.5 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 87 88 113 61 74 222 221:
Old : 280: 80 103 111 60 74 219 220:
Other: 95: 39 6 23 28 38 72 63:
:----------------------------------------------------------------------------------------------------
: 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 18.5 29.4 25.6 16.2 17.2 26.3 22.8
Old : 17.4 18.6 30.1 25.9 17.0 17.4 27.8 23.3
Other: 26.6 30.3 43.0 46.2 21.6 22.6 30.1 31.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 433,009: 123,272 37,629 118,866 159,542 202,820 401,680 359,315: 31,329 73,694
Old : 433,009: 123,272 37,629 118,866 159,542 202,820 401,680 359,315: 31,329 73,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 3,646: 5,346 -1,876 -2,727 1,794 7,111 4,412 2,508: -766 1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 8.7 27.5 36.8 46.8 92.8 83.0: 7.2 17.0
Old : 100.0: 28.5 8.7 27.5 36.8 46.8 92.8 83.0: 7.2 17.0
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 : 440: 137 103 138 111 173 328 347:
Old : 440: 137 103 138 111 173 328 347:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 14.0 28.5 20.5 16.6 10.9 26.3 16.1
Old : 17.8 14.0 28.5 20.5 16.6 10.9 26.3 16.1
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 31, 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 : 10,241: 3,757 5,007 1,689 2,780 1,986 8,227 8,682: 2,014 1,560
Old : 10,241: 3,757 5,007 1,689 2,780 1,986 8,227 8,682: 2,014 1,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 449: -153 222 381 140 59 367 662: 82 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 48.9 16.5 27.1 19.4 80.3 84.8: 19.7 15.2
Old : 100.0: 36.7 48.9 16.5 27.1 19.4 80.3 84.8: 19.7 15.2
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 : 87: 29 27 22 18 17 61 61:
Old : 87: 29 27 22 18 17 61 61:
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 27.0 47.1 41.6 33.3 25.9 42.8 39.1
Old : 33.3 27.0 47.1 41.6 33.3 25.9 42.8 39.1
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 31, 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 : 49,598: 21,370 4,223 11,518 9,055 11,391 41,943 27,132: 7,655 22,466
Old : 49,598: 21,370 4,223 11,518 9,055 11,391 41,943 27,132: 7,655 22,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -154: 660 293 -577 -34 516 49 231: -203 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 8.5 23.2 18.3 23.0 84.6 54.7: 15.4 45.3
Old : 100.0: 43.1 8.5 23.2 18.3 23.0 84.6 54.7: 15.4 45.3
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 : 205: 74 36 53 43 70 146 141:
Old : 205: 74 36 53 43 70 146 141:
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 : 12.2 8.5 22.3 14.9 11.8 6.4 20.2 11.2
Old : 12.2 8.5 22.3 14.9 11.8 6.4 20.2 11.2
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 31, 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 : 7,988: 0 4,891 3 7,255 2,098 7,258 6,992: 730 996
Old : 7,695: 0 4,852 3 6,985 1,940 6,988 6,795: 706 899
Other: 294: 0 39 0 270 158 270 197: 24 97
: : :
: : Changes in Commitments from: January 24, 2012 :
: 214: 0 27 -1 233 99 232 125: -19 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 61.2 0.0 90.8 26.3 90.9 87.5: 9.1 12.5
Old : 100.0: 0.0 63.1 0.0 90.8 25.2 90.8 88.3: 9.2 11.7
Other: 100.0: 0.0 13.3 0.0 91.9 53.8 91.9 67.1: 8.1 32.9
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 4 1 13 10 14 14:
Old : 22: 0 4 1 13 10 14 14:
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 : 78.3 65.8 88.4 83.0 77.8 65.8 87.1 82.6
Old : 78.1 66.4 88.3 83.6 77.6 66.2 87.0 83.3
Other: 84.0 66.0 91.9 67.1 84.0 66.0 91.2 66.4
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 126,862: 10,151 534 3,193 113,287 122,948 126,631 126,675: 231 187
Old : 126,862: 10,151 534 3,193 113,287 122,948 126,631 126,675: 231 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 979: 1,126 118 0 -117 884 1,009 1,002: -30 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.4 2.5 89.3 96.9 99.8 99.9: 0.2 0.1
Old : 100.0: 8.0 0.4 2.5 89.3 96.9 99.8 99.9: 0.2 0.1
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 : 23: 4 2 1 15 16 19 19:
Old : 23: 4 2 1 15 16 19 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 : 78.3 75.2 89.1 90.1 31.9 31.0 38.7 37.0
Old : 78.3 75.2 89.1 90.1 31.9 31.0 38.7 37.0
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 31, 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 : 127,599: 29,874 49,381 4,153 58,956 52,241 92,983 105,774: 34,617 21,825
Old : 127,599: 29,874 49,381 4,153 58,956 52,241 92,983 105,774: 34,617 21,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 3,767: 123 772 978 1,026 981 2,128 2,732: 1,639 1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 38.7 3.3 46.2 40.9 72.9 82.9: 27.1 17.1
Old : 100.0: 23.4 38.7 3.3 46.2 40.9 72.9 82.9: 27.1 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 28 18 8 24 24 56 46:
Old : 79: 28 18 8 24 24 56 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 53.4 42.5 61.5 31.5 53.3 41.0 59.9
Old : 32.5 53.4 42.5 61.5 31.5 53.3 41.0 59.9
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 31, 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 : 43,701: 6,051 17,072 2,204 24,237 9,028 32,492 28,305: 11,209 15,396
Old : 43,701: 6,051 17,072 2,204 24,237 9,028 32,492 28,305: 11,209 15,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,662: 1,431 -52 497 -1,416 3,057 512 3,502: 1,150 -1,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 39.1 5.0 55.5 20.7 74.4 64.8: 25.6 35.2
Old : 100.0: 13.8 39.1 5.0 55.5 20.7 74.4 64.8: 25.6 35.2
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 : 42: 8 14 7 14 16 26 33:
Old : 42: 8 14 7 14 16 26 33:
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 : 45.6 28.9 60.9 38.9 43.8 28.9 57.8 38.0
Old : 45.6 28.9 60.9 38.9 43.8 28.9 57.8 38.0
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 31, 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 : 150,567: 44,190 22,709 1 101,524 123,612 145,715 146,322: 4,852 4,245
Old : 150,567: 44,190 22,709 1 101,524 123,612 145,715 146,322: 4,852 4,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 8,053: 7,678 -6,385 1 -529 15,100 7,150 8,716: 903 -663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 15.1 0.0 67.4 82.1 96.8 97.2: 3.2 2.8
Old : 100.0: 29.3 15.1 0.0 67.4 82.1 96.8 97.2: 3.2 2.8
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 : 102: 38 27 1 18 23 56 51:
Old : 102: 38 27 1 18 23 56 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 55.8 83.1 72.7 64.9 55.8 83.1 72.3
Old : 64.9 55.8 83.1 72.7 64.9 55.8 83.1 72.3
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 31, 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 : 197,551: 23,036 50,250 3,524 154,995 113,164 181,555 166,939: 15,996 30,612
Old : 197,551: 23,036 50,250 3,524 154,995 113,164 181,555 166,939: 15,996 30,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,237: 6,920 1,798 1,111 -6,896 661 1,135 3,570: 101 -2,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 25.4 1.8 78.5 57.3 91.9 84.5: 8.1 15.5
Old : 100.0: 11.7 25.4 1.8 78.5 57.3 91.9 84.5: 8.1 15.5
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 : 99: 18 40 18 27 31 58 76:
Old : 99: 18 40 18 27 31 58 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 47.5 71.1 57.3 48.8 46.4 70.2 56.1
Old : 48.9 47.5 71.1 57.3 48.8 46.4 70.2 56.1
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 31, 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 : 184,018: 80,888 23,896 3,909 70,374 121,808 155,172 149,614: 28,846 34,404
Old : 184,018: 80,888 23,896 3,909 70,374 121,808 155,172 149,614: 28,846 34,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 23,099: 14,723 2,258 1,174 1,712 17,879 17,610 21,311: 5,489 1,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 13.0 2.1 38.2 66.2 84.3 81.3: 15.7 18.7
Old : 100.0: 44.0 13.0 2.1 38.2 66.2 84.3 81.3: 15.7 18.7
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: 22 39 13 24 31 57 72:
Old : 100: 22 39 13 24 31 57 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 : 58.9 39.9 66.7 51.3 58.9 39.7 66.3 50.3
Old : 58.9 39.9 66.7 51.3 58.9 39.7 66.3 50.3
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 31, 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 : 355,550: 30,590 186,577 35,753 253,041 66,651 319,385 288,981: 36,165 66,569
Old : 355,550: 30,590 186,577 35,753 253,041 66,651 319,385 288,981: 36,165 66,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -6,318: -273 -14,028 3,484 -8,087 5,089 -4,877 -5,455: -1,441 -864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 52.5 10.1 71.2 18.7 89.8 81.3: 10.2 18.7
Old : 100.0: 8.6 52.5 10.1 71.2 18.7 89.8 81.3: 10.2 18.7
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 : 198: 31 88 51 54 59 117 166:
Old : 198: 31 88 51 54 59 117 166:
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 : 42.8 28.3 53.1 36.1 42.3 27.5 52.2 34.7
Old : 42.8 28.3 53.1 36.1 42.3 27.5 52.2 34.7
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 31, 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 : 31,627: 25,330 10,533 380 1,796 19,087 27,506 30,000: 4,121 1,627
Old : 31,627: 25,330 10,533 380 1,796 19,087 27,506 30,000: 4,121 1,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 6,058: 5,098 3,233 14 81 2,822 5,193 6,069: 865 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 33.3 1.2 5.7 60.4 87.0 94.9: 13.0 5.1
Old : 100.0: 80.1 33.3 1.2 5.7 60.4 87.0 94.9: 13.0 5.1
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 : 49: 20 14 2 3 12 25 26:
Old : 49: 20 14 2 3 12 25 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 : 64.4 67.5 75.6 80.1 64.4 67.5 75.6 80.1
Old : 64.4 67.5 75.6 80.1 64.4 67.5 75.6 80.1
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 31, 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 :13,624,683: 706,950 624,739 5,555,871 6,425,951 6,468,181 12,688,771 12,648,792: 935,912 975,891
Old :13,624,683: 706,950 624,739 5,555,871 6,425,951 6,468,181 12,688,771 12,648,792: 935,912 975,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 879,866: 47,746 5,398 644,235 205,692 266,618 897,674 916,251: -17,807 -36,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 4.6 40.8 47.2 47.5 93.1 92.8: 6.9 7.2
Old : 100.0: 5.2 4.6 40.8 47.2 47.5 93.1 92.8: 6.9 7.2
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 : 274: 61 49 94 146 150 256 251:
Old : 274: 61 49 94 146 150 256 251:
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 : 22.0 23.1 33.9 35.0 12.9 9.5 17.3 12.9
Old : 22.0 23.1 33.9 35.0 12.9 9.5 17.3 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 31, 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 : 915,002: 76,011 108,406 65,360 638,664 634,677 780,035 808,443: 134,967 106,559
Old : 915,002: 76,011 108,406 65,360 638,664 634,677 780,035 808,443: 134,967 106,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 14,042: 11,615 3,944 -4,833 6,861 19,474 13,643 18,585: 399 -4,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 11.8 7.1 69.8 69.4 85.2 88.4: 14.8 11.6
Old : 100.0: 8.3 11.8 7.1 69.8 69.4 85.2 88.4: 14.8 11.6
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 : 544: 102 114 100 237 232 394 391:
Old : 544: 102 114 100 237 232 394 391:
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 : 14.2 10.9 21.6 20.3 12.4 10.1 19.3 17.1
Old : 14.2 10.9 21.6 20.3 12.4 10.1 19.3 17.1
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 31, 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 : 320,885: 10,543 21,542 26,697 200,869 229,860 238,109 278,100: 82,775 42,785
Old : 320,885: 10,543 21,542 26,697 200,869 229,860 238,109 278,100: 82,775 42,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -358: -7,727 2,568 403 -3,179 11,119 -10,503 14,090: 10,145 -14,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 6.7 8.3 62.6 71.6 74.2 86.7: 25.8 13.3
Old : 100.0: 3.3 6.7 8.3 62.6 71.6 74.2 86.7: 25.8 13.3
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 : 119: 15 17 24 66 62 93 91:
Old : 119: 15 17 24 66 62 93 91:
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 : 20.1 22.2 30.5 35.4 18.3 21.4 26.0 32.3
Old : 20.1 22.2 30.5 35.4 18.3 21.4 26.0 32.3
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 31, 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 : 2,970,586: 376,478 483,457 144,175 2,188,976 2,024,082 2,709,629 2,651,715: 260,957 318,872
Old : 2,970,586: 376,478 483,457 144,175 2,188,976 2,024,082 2,709,629 2,651,715: 260,957 318,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 72,000: 63,506 -26,325 7,024 50,198 41,778 120,727 22,477: -48,727 49,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 16.3 4.9 73.7 68.1 91.2 89.3: 8.8 10.7
Old : 100.0: 12.7 16.3 4.9 73.7 68.1 91.2 89.3: 8.8 10.7
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 : 514: 100 104 90 217 218 363 366:
Old : 514: 100 104 90 217 218 363 366:
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 : 17.7 11.4 26.3 18.7 16.3 10.9 23.3 17.3
Old : 17.7 11.4 26.3 18.7 16.3 10.9 23.3 17.3
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 31, 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 : 109,607: 9,985 5,078 0 88,528 100,188 98,513 105,266: 11,094 4,341
Old : 109,607: 9,985 5,078 0 88,528 100,188 98,513 105,266: 11,094 4,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 461: 614 -525 -321 253 1,436 546 590: -84 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 4.6 0.0 80.8 91.4 89.9 96.0: 10.1 4.0
Old : 100.0: 9.1 4.6 0.0 80.8 91.4 89.9 96.0: 10.1 4.0
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 : 94: 14 6 0 54 36 68 42:
Old : 94: 14 6 0 54 36 68 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 : 30.5 42.1 46.0 64.0 30.2 41.9 43.3 61.1
Old : 30.5 42.1 46.0 64.0 30.2 41.9 43.3 61.1
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 31, 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 : 93,030: 25,515 3,975 1,271 57,492 83,475 84,279 88,722: 8,752 4,309
Old : 93,030: 25,515 3,975 1,271 57,492 83,475 84,279 88,722: 8,752 4,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 1,078: 2,766 53 -2,836 4,188 6,395 4,118 3,612: -3,041 -2,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 4.3 1.4 61.8 89.7 90.6 95.4: 9.4 4.6
Old : 100.0: 27.4 4.3 1.4 61.8 89.7 90.6 95.4: 9.4 4.6
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 : 239: 75 32 15 80 83 162 124:
Old : 239: 75 32 15 80 83 162 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 31.3 33.9 46.9 20.7 28.2 32.5 41.9
Old : 21.3 31.3 33.9 46.9 20.7 28.2 32.5 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 15,499: 789 979 0 11,604 13,801 12,393 14,780: 3,106 719
Old : 15,499: 789 979 0 11,604 13,801 12,393 14,780: 3,106 719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -521: -2,971 123 0 2,031 2,705 -940 2,828: 419 -3,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 6.3 0.0 74.9 89.0 80.0 95.4: 20.0 4.6
Old : 100.0: 5.1 6.3 0.0 74.9 89.0 80.0 95.4: 20.0 4.6
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 : 24: 2 1 0 11 12 13 13:
Old : 24: 2 1 0 11 12 13 13:
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 : 55.9 63.5 71.1 89.8 55.9 63.5 70.9 89.8
Old : 55.9 63.5 71.1 89.8 55.9 63.5 70.9 89.8
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 31, 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 : 387,659: 127,574 18,924 2,412 229,442 348,372 359,428 369,708: 28,231 17,951
Old : 387,659: 127,574 18,924 2,412 229,442 348,372 359,428 369,708: 28,231 17,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 7,993: 13,831 -15,203 677 10,785 18,449 25,292 3,922: -17,299 4,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 4.9 0.6 59.2 89.9 92.7 95.4: 7.3 4.6
Old : 100.0: 32.9 4.9 0.6 59.2 89.9 92.7 95.4: 7.3 4.6
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 : 239: 75 33 14 74 81 155 122:
Old : 239: 75 33 14 74 81 155 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 31.7 39.1 46.8 24.9 31.7 39.0 46.8
Old : 24.9 31.7 39.1 46.8 24.9 31.7 39.0 46.8
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 31, 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 : 162,866: 96,869 19,550 7,640 27,588 114,062 132,098 141,251: 30,769 21,615
Old : 162,866: 96,869 19,550 7,640 27,588 114,062 132,098 141,251: 30,769 21,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 12,939: 6,239 -2,895 1,364 4,450 12,498 12,053 10,967: 887 1,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 12.0 4.7 16.9 70.0 81.1 86.7: 18.9 13.3
Old : 100.0: 59.5 12.0 4.7 16.9 70.0 81.1 86.7: 18.9 13.3
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 : 98: 35 25 14 23 31 70 58:
Old : 98: 35 25 14 23 31 70 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 : 47.5 47.1 55.1 58.7 47.5 46.6 54.5 56.8
Old : 47.5 47.1 55.1 58.7 47.5 46.6 54.5 56.8
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 31, 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 : 21,835: 3,499 6,472 0 12,514 4,984 16,013 11,456: 5,822 10,379
Old : 21,835: 3,499 6,472 0 12,514 4,984 16,013 11,456: 5,822 10,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -1,072: -9 108 0 -1,344 -951 -1,353 -843: 281 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 29.6 0.0 57.3 22.8 73.3 52.5: 26.7 47.5
Old : 100.0: 16.0 29.6 0.0 57.3 22.8 73.3 52.5: 26.7 47.5
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 : 34: 6 7 0 18 5 24 12:
Old : 34: 6 7 0 18 5 24 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 : 31.5 43.1 47.4 50.3 31.5 43.1 47.4 50.3
Old : 31.5 43.1 47.4 50.3 31.5 43.1 47.4 50.3
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 31, 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 : 42,431: 7,300 2,214 4,954 24,402 14,687 36,656 21,855: 5,775 20,576
Old : 42,431: 7,300 2,214 4,954 24,402 14,687 36,656 21,855: 5,775 20,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: -1,176: -2,570 443 1,741 990 2,316 161 4,500: -1,337 -5,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 5.2 11.7 57.5 34.6 86.4 51.5: 13.6 48.5
Old : 100.0: 17.2 5.2 11.7 57.5 34.6 86.4 51.5: 13.6 48.5
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 : 56: 12 7 4 22 22 36 31:
Old : 56: 12 7 4 22 22 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 22.7 54.7 32.4 31.8 16.0 46.8 23.9
Old : 36.1 22.7 54.7 32.4 31.8 16.0 46.8 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2012