BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 15, 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 : 3,167: 140 192 3 2,437 2,321 2,580 2,516: 587 651
Old : 3,167: 140 192 3 2,437 2,321 2,580 2,516: 587 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 172: 29 1 2 -42 150 -11 153: 183 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 6.1 0.1 76.9 73.3 81.5 79.4: 18.5 20.6
Old : 100.0: 4.4 6.1 0.1 76.9 73.3 81.5 79.4: 18.5 20.6
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 : 21: 2 1 1 13 12 16 13:
Old : 21: 2 1 1 13 12 16 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 : 55.3 54.6 72.7 69.0 51.2 52.1 65.0 62.9
Old : 55.3 54.6 72.7 69.0 51.2 52.1 65.0 62.9
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, November 15, 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 : 32,389: 6,201 7,420 1,304 20,243 17,936 27,748 26,660: 4,641 5,729
Old : 32,389: 6,201 7,420 1,304 20,243 17,936 27,748 26,660: 4,641 5,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 2,294: 382 -205 116 602 889 1,100 800: 1,194 1,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 22.9 4.0 62.5 55.4 85.7 82.3: 14.3 17.7
Old : 100.0: 19.1 22.9 4.0 62.5 55.4 85.7 82.3: 14.3 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 16 15 16 27 29 53 50:
Old : 76: 16 15 16 27 29 53 50:
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 31.5 62.1 52.8 47.1 31.1 60.3 51.3
Old : 48.9 31.5 62.1 52.8 47.1 31.1 60.3 51.3
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, November 15, 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 : 249,630: 80,976 38,591 35,189 104,980 136,707 221,145 210,487: 28,485 39,143
Old : 247,602: 80,741 38,538 34,792 104,441 135,546 219,974 208,876: 27,628 38,726
Other: 2,028: 632 450 0 539 1,161 1,171 1,611: 857 417
: : :
: : Changes in Commitments from: November 8, 2011 :
: -2,600: -3,436 5,360 -4,751 5,621 -2,261 -2,566 -1,652: -34 -948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 15.5 14.1 42.1 54.8 88.6 84.3: 11.4 15.7
Old : 100.0: 32.6 15.6 14.1 42.2 54.7 88.8 84.4: 11.2 15.6
Other: 100.0: 31.2 22.2 0.0 26.6 57.2 57.7 79.4: 42.3 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 109 62 108 54 84 229 216:
Old : 293: 111 64 107 54 84 228 216:
Other: 35: 9 10 0 3 13 12 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 20.3 29.5 28.6 16.4 17.9 28.4 25.2
Old : 17.0 20.3 29.8 28.8 16.6 18.0 28.6 25.3
Other: 44.7 46.8 56.2 63.6 44.7 46.8 56.2 63.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 15, 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 : 329,560: 121,460 57,389 43,202 135,891 170,498 300,553 271,089: 29,007 58,471
Old : 329,560: 121,460 57,389 43,202 135,891 170,498 300,553 271,089: 29,007 58,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 4,750: -2,534 4,072 1,432 2,476 -795 1,374 4,709: 3,376 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 17.4 13.1 41.2 51.7 91.2 82.3: 8.8 17.7
Old : 100.0: 36.9 17.4 13.1 41.2 51.7 91.2 82.3: 8.8 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 135 78 118 80 163 281 309:
Old : 407: 135 78 118 80 163 281 309:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 12.9 31.5 20.3 19.3 12.5 30.9 19.4
Old : 19.3 12.9 31.5 20.3 19.3 12.5 30.9 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 15, 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 : 9,343: 4,089 4,920 844 2,888 1,693 7,821 7,457: 1,522 1,886
Old : 9,343: 4,089 4,920 844 2,888 1,693 7,821 7,457: 1,522 1,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -245: 104 291 7 -42 -369 69 -71: -314 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 52.7 9.0 30.9 18.1 83.7 79.8: 16.3 20.2
Old : 100.0: 43.8 52.7 9.0 30.9 18.1 83.7 79.8: 16.3 20.2
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 : 86: 27 30 15 17 16 53 57:
Old : 86: 27 30 15 17 16 53 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 25.1 55.6 41.0 40.1 25.1 53.1 39.8
Old : 40.1 25.1 55.6 41.0 40.1 25.1 53.1 39.8
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, November 15, 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 : 33,959: 14,103 4,244 5,274 8,027 7,586 27,404 17,104: 6,555 16,855
Old : 33,959: 14,103 4,244 5,274 8,027 7,586 27,404 17,104: 6,555 16,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 223: 440 119 238 -629 -255 49 102: 174 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 12.5 15.5 23.6 22.3 80.7 50.4: 19.3 49.6
Old : 100.0: 41.5 12.5 15.5 23.6 22.3 80.7 50.4: 19.3 49.6
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 : 163: 56 32 44 41 51 123 111:
Old : 163: 56 32 44 41 51 123 111:
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 : 15.9 8.4 25.8 13.9 15.6 6.1 23.4 10.5
Old : 15.9 8.4 25.8 13.9 15.6 6.1 23.4 10.5
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, November 15, 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 : 97,132: 9,335 127 3,929 83,493 92,641 96,757 96,697: 375 435
Old : 97,132: 9,335 127 3,929 83,493 92,641 96,757 96,697: 375 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -288: -1,971 0 0 1,722 -349 -249 -349: -39 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.1 4.0 86.0 95.4 99.6 99.6: 0.4 0.4
Old : 100.0: 9.6 0.1 4.0 86.0 95.4 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 1 1 15 15 19 17:
Old : 22: 4 1 1 15 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 : 67.7 67.7 83.6 85.4 53.5 54.5 61.9 62.3
Old : 67.7 67.7 83.6 85.4 53.5 54.5 61.9 62.3
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, November 15, 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 : 123,967: 28,819 46,034 180 66,149 56,849 95,148 103,063: 28,819 20,904
Old : 123,967: 28,819 46,034 180 66,149 56,849 95,148 103,063: 28,819 20,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,898: 816 2,463 -399 1,848 -688 2,265 1,376: -367 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 37.1 0.1 53.4 45.9 76.8 83.1: 23.2 16.9
Old : 100.0: 23.2 37.1 0.1 53.4 45.9 76.8 83.1: 23.2 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 19 18 2 21 25 42 43:
Old : 73: 19 18 2 21 25 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 54.3 55.0 64.3 40.4 54.2 54.5 62.9
Old : 40.7 54.3 55.0 64.3 40.4 54.2 54.5 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 15, 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 : 30,206: 5,308 7,212 127 15,308 9,213 20,743 16,552: 9,463 13,654
Old : 30,206: 5,308 7,212 127 15,308 9,213 20,743 16,552: 9,463 13,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 4,667: -1,620 2,446 -16 6,787 -774 5,151 1,656: -484 3,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 23.9 0.4 50.7 30.5 68.7 54.8: 31.3 45.2
Old : 100.0: 17.6 23.9 0.4 50.7 30.5 68.7 54.8: 31.3 45.2
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 : 35: 6 12 1 9 12 15 25:
Old : 35: 6 12 1 9 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 : 46.9 31.0 60.5 39.7 46.3 30.6 59.4 38.9
Old : 46.9 31.0 60.5 39.7 46.3 30.6 59.4 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 15, 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 : 105,696: 17,858 32,879 733 84,032 67,365 102,623 100,977: 3,073 4,719
Old : 105,696: 17,858 32,879 733 84,032 67,365 102,623 100,977: 3,073 4,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 7,356: 4,771 1,725 270 634 4,033 5,675 6,028: 1,681 1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 31.1 0.7 79.5 63.7 97.1 95.5: 2.9 4.5
Old : 100.0: 16.9 31.1 0.7 79.5 63.7 97.1 95.5: 2.9 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 : 81: 18 23 3 22 24 41 50:
Old : 81: 18 23 3 22 24 41 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 52.4 85.2 68.8 73.3 52.4 85.1 68.8
Old : 73.4 52.4 85.2 68.8 73.3 52.4 85.1 68.8
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, November 15, 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 : 150,702: 23,355 56,219 436 112,483 70,020 136,274 126,675: 14,428 24,027
Old : 150,702: 23,355 56,219 436 112,483 70,020 136,274 126,675: 14,428 24,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 2,724: 748 4,490 142 5,634 -2,150 6,524 2,482: -3,800 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 37.3 0.3 74.6 46.5 90.4 84.1: 9.6 15.9
Old : 100.0: 15.5 37.3 0.3 74.6 46.5 90.4 84.1: 9.6 15.9
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 : 91: 23 28 4 31 22 55 53:
Old : 91: 23 28 4 31 22 55 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 50.1 61.0 61.2 42.0 49.0 60.1 59.6
Old : 42.3 50.1 61.0 61.2 42.0 49.0 60.1 59.6
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, November 15, 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 : 142,233: 49,916 16,236 32 71,117 100,819 121,065 117,087: 21,168 25,146
Old : 142,233: 49,916 16,236 32 71,117 100,819 121,065 117,087: 21,168 25,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 3,252: 5,596 -7 -126 332 4,980 5,802 4,847: -2,550 -1,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 11.4 0.0 50.0 70.9 85.1 82.3: 14.9 17.7
Old : 100.0: 35.1 11.4 0.0 50.0 70.9 85.1 82.3: 14.9 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 28 24 3 21 20 51 45:
Old : 87: 28 24 3 21 20 51 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 : 49.3 59.2 62.0 65.3 49.3 59.0 61.5 65.0
Old : 49.3 59.2 62.0 65.3 49.3 59.0 61.5 65.0
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, November 15, 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 : 244,552: 24,048 100,195 1,545 187,608 79,137 213,201 180,877: 31,351 63,675
Old : 244,552: 24,048 100,195 1,545 187,608 79,137 213,201 180,877: 31,351 63,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 13,107: -3,895 17,995 -868 19,261 -9,838 14,498 7,289: -1,391 5,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 41.0 0.6 76.7 32.4 87.2 74.0: 12.8 26.0
Old : 100.0: 9.8 41.0 0.6 76.7 32.4 87.2 74.0: 12.8 26.0
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 : 177: 30 68 15 49 47 85 124:
Old : 177: 30 68 15 49 47 85 124:
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 : 44.0 25.2 54.5 34.7 41.5 25.2 51.8 33.9
Old : 44.0 25.2 54.5 34.7 41.5 25.2 51.8 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, November 15, 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 : 25,966: 14,255 3,641 0 9,807 20,317 24,062 23,958: 1,904 2,008
Old : 25,966: 14,255 3,641 0 9,807 20,317 24,062 23,958: 1,904 2,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,216: -330 606 -5 1,696 -62 1,361 539: -145 677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 14.0 0.0 37.8 78.2 92.7 92.3: 7.3 7.7
Old : 100.0: 54.9 14.0 0.0 37.8 78.2 92.7 92.3: 7.3 7.7
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 : 35: 8 13 0 6 10 14 23:
Old : 35: 8 13 0 6 10 14 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 58.8 88.2 74.0 75.5 58.8 88.2 73.9
Old : 75.5 58.8 88.2 74.0 75.5 58.8 88.2 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 15, 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 : 8,620,542: 514,727 1,187,248 1,502,877 5,853,443 4,895,230 7,871,047 7,585,355: 749,495 1,035,187
Old : 8,620,542: 514,727 1,187,248 1,502,877 5,853,443 4,895,230 7,871,047 7,585,355: 749,495 1,035,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 31,590: -224,463 38,924 71,379 224,687 -168,174 71,603 -57,871: -40,013 89,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 13.8 17.4 67.9 56.8 91.3 88.0: 8.7 12.0
Old : 100.0: 6.0 13.8 17.4 67.9 56.8 91.3 88.0: 8.7 12.0
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 : 263: 37 59 85 136 143 226 247:
Old : 263: 37 59 85 136 143 226 247:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 22.5 46.9 35.9 31.1 17.9 36.4 24.2
Old : 36.1 22.5 46.9 35.9 31.1 17.9 36.4 24.2
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, November 15, 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 : 897,885: 62,716 108,139 31,038 677,523 641,483 771,276 780,660: 126,609 117,225
Old : 897,885: 62,716 108,139 31,038 677,523 641,483 771,276 780,660: 126,609 117,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 22,946: 7,277 -1,259 1,546 5,037 17,858 13,860 18,145: 9,086 4,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 12.0 3.5 75.5 71.4 85.9 86.9: 14.1 13.1
Old : 100.0: 7.0 12.0 3.5 75.5 71.4 85.9 86.9: 14.1 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 584: 89 132 51 241 249 362 400:
Old : 584: 89 132 51 241 249 362 400:
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 : 16.8 9.9 25.3 17.9 13.4 8.5 21.4 14.3
Old : 16.8 9.9 25.3 17.9 13.4 8.5 21.4 14.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 15, 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 : 305,369: 30,982 18,377 1,654 203,685 220,550 236,321 240,581: 69,048 64,788
Old : 305,369: 30,982 18,377 1,654 203,685 220,550 236,321 240,581: 69,048 64,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 8,793: 2,544 2,222 418 1,083 -1,301 4,045 1,339: 4,748 7,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 6.0 0.5 66.7 72.2 77.4 78.8: 22.6 21.2
Old : 100.0: 10.1 6.0 0.5 66.7 72.2 77.4 78.8: 22.6 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 : 130: 18 19 8 58 58 79 82:
Old : 130: 18 19 8 58 58 79 82:
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 : 24.6 22.0 36.3 33.0 23.4 21.0 34.4 30.5
Old : 24.6 22.0 36.3 33.0 23.4 21.0 34.4 30.5
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, November 15, 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 : 2,962,579: 266,741 556,884 38,846 2,369,188 2,104,666 2,674,775 2,700,396: 287,804 262,183
Old : 2,962,579: 266,741 556,884 38,846 2,369,188 2,104,666 2,674,775 2,700,396: 287,804 262,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 70,764: 27,951 -13,116 1,352 19,771 95,795 49,074 84,031: 21,690 -13,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 18.8 1.3 80.0 71.0 90.3 91.2: 9.7 8.8
Old : 100.0: 9.0 18.8 1.3 80.0 71.0 90.3 91.2: 9.7 8.8
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 : 551: 82 128 35 216 228 322 367:
Old : 551: 82 128 35 216 228 322 367:
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 : 20.8 12.0 30.7 19.9 17.7 11.3 27.1 18.4
Old : 20.8 12.0 30.7 19.9 17.7 11.3 27.1 18.4
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, November 15, 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 : 111,126: 8,266 5,241 4 91,443 101,256 99,713 106,501: 11,413 4,625
Old : 111,126: 8,266 5,241 4 91,443 101,256 99,713 106,501: 11,413 4,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 3,187: 484 -222 -209 161 3,577 436 3,146: 2,751 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.7 0.0 82.3 91.1 89.7 95.8: 10.3 4.2
Old : 100.0: 7.4 4.7 0.0 82.3 91.1 89.7 95.8: 10.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 8 6 1 51 36 59 43:
Old : 89: 8 6 1 51 36 59 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 39.4 50.3 60.6 32.8 38.8 47.3 56.6
Old : 34.4 39.4 50.3 60.6 32.8 38.8 47.3 56.6
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, November 15, 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 : 102,002: 14,905 3,454 2,967 64,589 80,354 82,461 86,775: 19,541 15,227
Old : 102,002: 14,905 3,454 2,967 64,589 80,354 82,461 86,775: 19,541 15,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,382: -97 -518 374 1,501 2,384 1,779 2,240: -397 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 3.4 2.9 63.3 78.8 80.8 85.1: 19.2 14.9
Old : 100.0: 14.6 3.4 2.9 63.3 78.8 80.8 85.1: 19.2 14.9
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 : 217: 54 22 11 84 87 142 116:
Old : 217: 54 22 11 84 87 142 116:
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 : 25.9 28.2 35.3 44.8 20.7 25.4 28.2 38.6
Old : 25.9 28.2 35.3 44.8 20.7 25.4 28.2 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, November 15, 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 : 32,671: 2,454 538 50 16,127 30,598 18,631 31,186: 14,040 1,485
Old : 32,671: 2,454 538 50 16,127 30,598 18,631 31,186: 14,040 1,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,360: 0 246 0 1,752 1,082 1,752 1,328: -392 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.6 0.2 49.4 93.7 57.0 95.5: 43.0 4.5
Old : 100.0: 7.5 1.6 0.2 49.4 93.7 57.0 95.5: 43.0 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 : 25: 1 1 1 10 14 12 15:
Old : 25: 1 1 1 10 14 12 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 : 42.6 60.8 53.8 85.2 42.6 60.8 53.8 85.2
Old : 42.6 60.8 53.8 85.2 42.6 60.8 53.8 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 15, 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 : 346,653: 74,524 26,848 2,316 242,310 248,780 319,150 277,944: 27,503 68,709
Old : 346,653: 74,524 26,848 2,316 242,310 248,780 319,150 277,944: 27,503 68,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 110: -334 -3,668 1,722 -1,253 6,508 135 4,562: -25 -4,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 7.7 0.7 69.9 71.8 92.1 80.2: 7.9 19.8
Old : 100.0: 21.5 7.7 0.7 69.9 71.8 92.1 80.2: 7.9 19.8
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 : 216: 54 22 9 79 82 135 111:
Old : 216: 54 22 9 79 82 135 111:
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 : 27.7 27.7 38.8 40.0 26.9 27.6 37.8 39.8
Old : 27.7 27.7 38.8 40.0 26.9 27.6 37.8 39.8
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 - Futures Only, November 15, 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 : 136,465: 57,352 33,022 0 58,059 85,397 115,411 118,419: 21,054 18,046
Old : 136,465: 57,352 33,022 0 58,059 85,397 115,411 118,419: 21,054 18,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -11,219: -7,133 -4,447 0 1,278 -2,479 -5,855 -6,926: -5,364 -4,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 24.2 0.0 42.5 62.6 84.6 86.8: 15.4 13.2
Old : 100.0: 42.0 24.2 0.0 42.5 62.6 84.6 86.8: 15.4 13.2
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 : 75: 23 21 0 19 17 42 38:
Old : 75: 23 21 0 19 17 42 38:
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 : 45.5 49.9 65.8 66.5 45.5 49.0 65.8 65.6
Old : 45.5 49.9 65.8 66.5 45.5 49.0 65.8 65.6
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, November 15, 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 : 30,041: 4,108 9,250 67 19,559 7,538 23,734 16,855: 6,307 13,186
Old : 30,041: 4,108 9,250 67 19,559 7,538 23,734 16,855: 6,307 13,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 1,038: 927 325 48 437 40 1,412 413: -374 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 30.8 0.2 65.1 25.1 79.0 56.1: 21.0 43.9
Old : 100.0: 13.7 30.8 0.2 65.1 25.1 79.0 56.1: 21.0 43.9
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 : 50: 10 10 2 23 9 34 20:
Old : 50: 10 10 2 23 9 34 20:
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 : 28.8 35.3 46.0 47.2 28.6 35.3 45.6 47.2
Old : 28.8 35.3 46.0 47.2 28.6 35.3 45.6 47.2
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, November 15, 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 : 47,399: 7,595 6,348 2,284 31,209 14,648 41,088 23,280: 6,311 24,119
Old : 47,399: 7,595 6,348 2,284 31,209 14,648 41,088 23,280: 6,311 24,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -907: -116 -92 368 -1,297 2,876 -1,045 3,152: 138 -4,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.4 4.8 65.8 30.9 86.7 49.1: 13.3 50.9
Old : 100.0: 16.0 13.4 4.8 65.8 30.9 86.7 49.1: 13.3 50.9
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 : 66: 10 6 3 33 22 44 30:
Old : 66: 10 6 3 33 22 44 30:
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 : 28.2 19.3 41.8 30.8 27.2 19.3 40.5 26.1
Old : 28.2 19.3 41.8 30.8 27.2 19.3 40.5 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2011