BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,376: 103 437 11 2,780 2,489 2,894 2,937: 482 439
Old : 3,376: 103 437 11 2,780 2,489 2,894 2,937: 482 439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 225: 0 21 4 225 163 229 188: -4 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 12.9 0.3 82.3 73.7 85.7 87.0: 14.3 13.0
Old : 100.0: 3.1 12.9 0.3 82.3 73.7 85.7 87.0: 14.3 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 4 2 14 12 17 16:
Old : 23: 1 4 2 14 12 17 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 : 57.5 57.3 79.3 71.9 54.7 55.2 72.2 69.5
Old : 57.5 57.3 79.3 71.9 54.7 55.2 72.2 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,954: 5,698 7,073 886 21,814 19,566 28,398 27,525: 3,556 4,429
Old : 31,954: 5,698 7,073 886 21,814 19,566 28,398 27,525: 3,556 4,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,088: 909 742 85 165 200 1,159 1,027: -71 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 22.1 2.8 68.3 61.2 88.9 86.1: 11.1 13.9
Old : 100.0: 17.8 22.1 2.8 68.3 61.2 88.9 86.1: 11.1 13.9
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 : 76: 14 14 12 29 32 50 51:
Old : 76: 14 14 12 29 32 50 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 : 55.4 35.7 66.4 57.1 54.1 34.0 65.1 55.4
Old : 55.4 35.7 66.4 57.1 54.1 34.0 65.1 55.4
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 - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 279,577: 96,064 38,204 49,315 99,609 146,154 244,988 233,673: 34,589 45,904
Old : 277,690: 95,937 38,300 48,702 99,122 145,056 243,761 232,058: 33,929 45,632
Other: 1,887: 740 517 0 487 1,098 1,227 1,615: 660 272
: : :
: : Changes in Commitments from: October 18, 2011 :
: 5,509: 6,257 -2,115 1,312 -1,610 5,884 5,959 5,081: -450 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 13.7 17.6 35.6 52.3 87.6 83.6: 12.4 16.4
Old : 100.0: 34.5 13.8 17.5 35.7 52.2 87.8 83.6: 12.2 16.4
Other: 100.0: 39.2 27.4 0.0 25.8 58.2 65.0 85.6: 35.0 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 115 77 126 53 89 260 236:
Old : 326: 116 82 125 53 89 259 236:
Other: 36: 9 12 0 3 12 12 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 19.1 26.6 27.1 15.7 18.0 25.2 25.1
Old : 16.2 19.2 26.8 27.2 15.8 18.0 25.4 25.2
Other: 48.0 47.5 62.6 66.5 48.0 47.5 62.6 66.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 336,771: 134,475 61,607 37,522 139,412 180,289 311,409 279,418: 25,362 57,353
Old : 336,771: 134,475 61,607 37,522 139,412 180,289 311,409 279,418: 25,362 57,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -1,241: 1,481 794 -168 -2,867 -1,553 -1,554 -927: 313 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 18.3 11.1 41.4 53.5 92.5 83.0: 7.5 17.0
Old : 100.0: 39.9 18.3 11.1 41.4 53.5 92.5 83.0: 7.5 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 : 418: 133 85 98 64 172 251 312:
Old : 418: 133 85 98 64 172 251 312:
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 : 20.0 13.5 33.2 20.9 18.6 13.3 30.7 20.5
Old : 20.0 13.5 33.2 20.9 18.6 13.3 30.7 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,945: 4,270 4,962 921 3,019 2,040 8,210 7,923: 1,735 2,022
Old : 9,945: 4,270 4,962 921 3,019 2,040 8,210 7,923: 1,735 2,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -330: 184 66 -135 -432 -209 -383 -278: 53 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 49.9 9.3 30.4 20.5 82.6 79.7: 17.4 20.3
Old : 100.0: 42.9 49.9 9.3 30.4 20.5 82.6 79.7: 17.4 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 : 92: 31 30 14 20 20 60 62:
Old : 92: 31 30 14 20 20 60 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 : 36.6 22.7 50.4 36.8 36.1 22.7 47.6 36.3
Old : 36.6 22.7 50.4 36.8 36.1 22.7 47.6 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,066: 15,267 4,729 5,737 8,349 8,039 29,353 18,505: 6,713 17,561
Old : 36,066: 15,267 4,729 5,737 8,349 8,039 29,353 18,505: 6,713 17,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 6: 341 -446 11 23 -465 375 -900: -369 906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 13.1 15.9 23.1 22.3 81.4 51.3: 18.6 48.7
Old : 100.0: 42.3 13.1 15.9 23.1 22.3 81.4 51.3: 18.6 48.7
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 : 156: 50 30 47 36 51 118 111:
Old : 156: 50 30 47 36 51 118 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 7.7 27.9 13.1 17.6 7.1 27.6 11.5
Old : 17.6 7.7 27.9 13.1 17.6 7.1 27.6 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 88,737: 14,001 202 2,978 71,575 85,257 88,554 88,437: 183 300
Old : 88,737: 14,001 202 2,978 71,575 85,257 88,554 88,437: 183 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,850: 469 -809 0 1,423 2,866 1,892 2,057: -42 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 0.2 3.4 80.7 96.1 99.8 99.7: 0.2 0.3
Old : 100.0: 15.8 0.2 3.4 80.7 96.1 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 1 16 15 19 17:
Old : 21: 3 1 1 16 15 19 17:
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 : 69.3 67.7 85.2 85.3 55.3 55.5 65.2 63.2
Old : 69.3 67.7 85.2 85.3 55.3 55.5 65.2 63.2
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 - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 120,187: 25,368 43,291 106 69,325 51,351 94,799 94,748: 25,388 25,439
Old : 120,187: 25,368 43,291 106 69,325 51,351 94,799 94,748: 25,388 25,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -2,887: 2,025 -4,847 0 -4,872 2,741 -2,847 -2,106: -40 -781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 36.0 0.1 57.7 42.7 78.9 78.8: 21.1 21.2
Old : 100.0: 21.1 36.0 0.1 57.7 42.7 78.9 78.8: 21.1 21.2
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 : 76: 16 23 3 27 22 46 45:
Old : 76: 16 23 3 27 22 46 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 50.7 55.4 60.9 41.4 50.6 55.1 59.6
Old : 41.6 50.7 55.4 60.9 41.4 50.6 55.1 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,697: 5,077 6,280 113 11,183 7,376 16,373 13,769: 11,324 13,928
Old : 27,697: 5,077 6,280 113 11,183 7,376 16,373 13,769: 11,324 13,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,600: 1,248 208 70 -2,060 93 -742 371: 2,342 1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 22.7 0.4 40.4 26.6 59.1 49.7: 40.9 50.3
Old : 100.0: 18.3 22.7 0.4 40.4 26.6 59.1 49.7: 40.9 50.3
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 : 34: 5 12 1 10 12 15 25:
Old : 34: 5 12 1 10 12 15 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 24.3 53.6 33.7 40.4 24.2 53.3 33.6
Old : 40.4 24.3 53.6 33.7 40.4 24.2 53.3 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 96,313: 10,160 37,215 145 83,514 53,315 93,819 90,675: 2,494 5,638
Old : 96,313: 10,160 37,215 145 83,514 53,315 93,819 90,675: 2,494 5,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 5,364: 1,862 4,788 -2 3,503 601 5,363 5,387: 1 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 38.6 0.2 86.7 55.4 97.4 94.1: 2.6 5.9
Old : 100.0: 10.5 38.6 0.2 86.7 55.4 97.4 94.1: 2.6 5.9
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 : 81: 13 31 2 19 24 33 56:
Old : 81: 13 31 2 19 24 33 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 : 79.5 43.3 88.5 60.3 79.5 43.3 88.3 60.3
Old : 79.5 43.3 88.5 60.3 79.5 43.3 88.3 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 171,560: 18,917 69,064 404 136,586 77,318 155,907 146,786: 15,653 24,774
Old : 171,560: 18,917 69,064 404 136,586 77,318 155,907 146,786: 15,653 24,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -4,267: 1,971 -1,108 36 -9,828 1,491 -7,821 419: 3,554 -4,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 40.3 0.2 79.6 45.1 90.9 85.6: 9.1 14.4
Old : 100.0: 11.0 40.3 0.2 79.6 45.1 90.9 85.6: 9.1 14.4
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 : 90: 15 35 5 29 23 46 61:
Old : 90: 15 35 5 29 23 46 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 : 36.5 50.4 59.9 62.8 36.5 48.6 59.9 61.0
Old : 36.5 50.4 59.9 62.8 36.5 48.6 59.9 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 165,616: 75,999 21,720 44 56,542 114,802 132,585 136,566: 33,031 29,050
Old : 165,616: 75,999 21,720 44 56,542 114,802 132,585 136,566: 33,031 29,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 13,361: 26,952 -420 24 -21,721 14,579 5,255 14,183: 8,106 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 13.1 0.0 34.1 69.3 80.1 82.5: 19.9 17.5
Old : 100.0: 45.9 13.1 0.0 34.1 69.3 80.1 82.5: 19.9 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 45 31 3 22 25 68 58:
Old : 114: 45 31 3 22 25 68 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 : 45.2 52.4 53.5 62.4 45.2 52.3 53.2 62.3
Old : 45.2 52.4 53.5 62.4 45.2 52.3 53.2 62.3
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 - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 235,774: 21,323 97,835 814 181,494 76,852 203,631 175,501: 32,143 60,273
Old : 235,774: 21,323 97,835 814 181,494 76,852 203,631 175,501: 32,143 60,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 5,291: 346 -862 -7 3,044 6,135 3,383 5,266: 1,908 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 41.5 0.3 77.0 32.6 86.4 74.4: 13.6 25.6
Old : 100.0: 9.0 41.5 0.3 77.0 32.6 86.4 74.4: 13.6 25.6
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 : 169: 26 66 8 49 45 79 115:
Old : 169: 26 66 8 49 45 79 115:
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 : 44.1 20.4 54.5 29.5 41.5 20.4 51.9 28.8
Old : 44.1 20.4 54.5 29.5 41.5 20.4 51.9 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,675: 13,298 4,079 0 9,443 19,200 22,741 23,279: 1,934 1,396
Old : 24,675: 13,298 4,079 0 9,443 19,200 22,741 23,279: 1,934 1,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 620: 853 -141 0 -309 1,302 544 1,161: 76 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 16.5 0.0 38.3 77.8 92.2 94.3: 7.8 5.7
Old : 100.0: 53.9 16.5 0.0 38.3 77.8 92.2 94.3: 7.8 5.7
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 : 39: 9 14 0 8 10 17 24:
Old : 39: 9 14 0 8 10 17 24:
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 : 65.1 62.5 83.2 76.7 65.1 62.5 83.2 76.6
Old : 65.1 62.5 83.2 76.7 65.1 62.5 83.2 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,223,952: 543,120 1,194,323 1,300,227 5,657,220 4,794,565 7,500,567 7,289,115: 723,385 934,837
Old : 8,223,952: 543,120 1,194,323 1,300,227 5,657,220 4,794,565 7,500,567 7,289,115: 723,385 934,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 88,116: -30,709 -34,998 21,154 58,023 106,516 48,468 92,672: 39,648 -4,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 14.5 15.8 68.8 58.3 91.2 88.6: 8.8 11.4
Old : 100.0: 6.6 14.5 15.8 68.8 58.3 91.2 88.6: 8.8 11.4
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 : 251: 38 50 76 132 139 220 229:
Old : 251: 38 50 76 132 139 220 229:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 22.8 48.2 36.7 34.8 17.9 38.8 24.9
Old : 39.2 22.8 48.2 36.7 34.8 17.9 38.8 24.9
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 - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 896,677: 54,024 118,743 31,206 675,945 610,951 761,175 760,900: 135,502 135,777
Old : 896,677: 54,024 118,743 31,206 675,945 610,951 761,175 760,900: 135,502 135,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 4,356: 1,380 -4,517 5,752 -126 10,395 7,006 11,630: -2,650 -7,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 13.2 3.5 75.4 68.1 84.9 84.9: 15.1 15.1
Old : 100.0: 6.0 13.2 3.5 75.4 68.1 84.9 84.9: 15.1 15.1
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 : 578: 74 137 51 232 259 340 413:
Old : 578: 74 137 51 232 259 340 413:
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 : 17.2 9.6 26.5 16.3 14.3 8.0 23.3 13.8
Old : 17.2 9.6 26.5 16.3 14.3 8.0 23.3 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 295,815: 32,006 20,129 793 196,686 198,316 229,485 219,238: 66,330 76,577
Old : 295,815: 32,006 20,129 793 196,686 198,316 229,485 219,238: 66,330 76,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 4,256: 5,744 -3,036 -4 -1,607 13,231 4,133 10,191: 123 -5,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 6.8 0.3 66.5 67.0 77.6 74.1: 22.4 25.9
Old : 100.0: 10.8 6.8 0.3 66.5 67.0 77.6 74.1: 22.4 25.9
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 : 123: 15 18 7 59 55 78 76:
Old : 123: 15 18 7 59 55 78 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 : 25.0 22.0 36.3 30.8 23.8 22.0 35.0 30.6
Old : 25.0 22.0 36.3 30.8 23.8 22.0 35.0 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,004,309: 235,710 618,694 26,441 2,396,297 2,063,176 2,658,448 2,708,311: 345,861 295,998
Old : 3,004,309: 235,710 618,694 26,441 2,396,297 2,063,176 2,658,448 2,708,311: 345,861 295,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 498: 10,105 24,521 -3,146 7,405 -14,182 14,364 7,193: -13,866 -6,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 20.6 0.9 79.8 68.7 88.5 90.1: 11.5 9.9
Old : 100.0: 7.8 20.6 0.9 79.8 68.7 88.5 90.1: 11.5 9.9
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 : 549: 71 133 36 207 234 301 380:
Old : 549: 71 133 36 207 234 301 380:
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 : 20.7 10.6 30.9 17.9 18.3 10.1 27.8 16.9
Old : 20.7 10.6 30.9 17.9 18.3 10.1 27.8 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 108,847: 7,915 5,927 59 92,378 97,389 100,352 103,375: 8,495 5,472
Old : 108,847: 7,915 5,927 59 92,378 97,389 100,352 103,375: 8,495 5,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -2,037: 1,204 -6 -162 -3,644 -1,791 -2,602 -1,959: 565 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 5.4 0.1 84.9 89.5 92.2 95.0: 7.8 5.0
Old : 100.0: 7.3 5.4 0.1 84.9 89.5 92.2 95.0: 7.8 5.0
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 : 89: 8 7 1 51 33 59 41:
Old : 89: 8 7 1 51 33 59 41:
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 : 32.0 41.0 49.7 60.7 30.9 37.7 45.9 55.4
Old : 32.0 41.0 49.7 60.7 30.9 37.7 45.9 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 90,514: 16,560 4,697 1,745 58,222 72,674 76,526 79,116: 13,987 11,398
Old : 90,514: 16,560 4,697 1,745 58,222 72,674 76,526 79,116: 13,987 11,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 5,518: 3,194 508 668 1,795 4,429 5,657 5,605: -139 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 5.2 1.9 64.3 80.3 84.5 87.4: 15.5 12.6
Old : 100.0: 18.3 5.2 1.9 64.3 80.3 84.5 87.4: 15.5 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 51 25 9 81 81 137 110:
Old : 212: 51 25 9 81 81 137 110:
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 : 27.4 27.9 36.5 43.4 25.4 27.0 33.2 41.2
Old : 27.4 27.9 36.5 43.4 25.4 27.0 33.2 41.2
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 - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,028: 2,085 292 0 11,372 21,692 13,457 21,984: 9,571 1,044
Old : 23,028: 2,085 292 0 11,372 21,692 13,457 21,984: 9,571 1,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 2,951: 369 292 0 2,148 3,052 2,517 3,344: 434 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 1.3 0.0 49.4 94.2 58.4 95.5: 41.6 4.5
Old : 100.0: 9.1 1.3 0.0 49.4 94.2 58.4 95.5: 41.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 10 11 12 12:
Old : 23: 2 1 0 10 11 12 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 : 38.6 64.3 52.9 88.8 38.6 64.3 52.9 88.8
Old : 38.6 64.3 52.9 88.8 38.6 64.3 52.9 88.8
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 - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 337,429: 79,729 29,381 1,370 234,248 254,910 315,347 285,661: 22,082 51,768
Old : 337,429: 79,729 29,381 1,370 234,248 254,910 315,347 285,661: 22,082 51,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 12,835: 16,875 3,831 590 -1,765 6,886 15,700 11,307: -2,865 1,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 8.7 0.4 69.4 75.5 93.5 84.7: 6.5 15.3
Old : 100.0: 23.6 8.7 0.4 69.4 75.5 93.5 84.7: 6.5 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 50 25 8 77 77 131 106:
Old : 210: 50 25 8 77 77 131 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 28.8 42.1 41.6 31.2 28.8 41.4 41.6
Old : 31.4 28.8 42.1 41.6 31.2 28.8 41.4 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 126,816: 45,831 22,760 50 62,659 79,953 108,540 102,763: 18,276 24,053
Old : 126,816: 45,831 22,760 50 62,659 79,953 108,540 102,763: 18,276 24,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 5,125: 4,436 1,718 50 -1,611 2,386 2,875 4,154: 2,250 971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 17.9 0.0 49.4 63.0 85.6 81.0: 14.4 19.0
Old : 100.0: 36.1 17.9 0.0 49.4 63.0 85.6 81.0: 14.4 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 20 21 2 18 18 38 41:
Old : 72: 20 21 2 18 18 38 41:
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 44.9 66.6 58.9 42.8 44.3 66.6 58.4
Old : 42.8 44.9 66.6 58.9 42.8 44.3 66.6 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,427: 4,144 7,106 12 15,367 7,594 19,523 14,712: 6,904 11,715
Old : 26,427: 4,144 7,106 12 15,367 7,594 19,523 14,712: 6,904 11,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 848: 643 856 1 702 220 1,346 1,077: -498 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 26.9 0.0 58.1 28.7 73.9 55.7: 26.1 44.3
Old : 100.0: 15.7 26.9 0.0 58.1 28.7 73.9 55.7: 26.1 44.3
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 : 44: 8 9 1 21 8 29 18:
Old : 44: 8 9 1 21 8 29 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 38.1 43.0 47.4 29.8 38.1 42.7 47.4
Old : 30.1 38.1 43.0 47.4 29.8 38.1 42.7 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 25, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,811: 6,081 6,745 1,599 25,035 13,651 32,715 21,995: 8,096 18,816
Old : 40,811: 6,081 6,745 1,599 25,035 13,651 32,715 21,995: 8,096 18,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 6,546: -689 3,618 44 6,843 -3,588 6,198 74: 348 6,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 16.5 3.9 61.3 33.4 80.2 53.9: 19.8 46.1
Old : 100.0: 14.9 16.5 3.9 61.3 33.4 80.2 53.9: 19.8 46.1
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 : 58: 9 9 3 23 21 34 31:
Old : 58: 9 9 3 23 21 34 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 : 30.7 21.8 45.7 33.3 29.8 21.8 43.5 31.4
Old : 30.7 21.8 45.7 33.3 29.8 21.8 43.5 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2011