BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 3,332: 103 407 32 2,699 2,472 2,833 2,910: 499 422
Old : 3,332: 103 407 32 2,699 2,472 2,833 2,910: 499 422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 185: 0 30 30 161 113 191 172: -5 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 12.2 1.0 81.0 74.2 85.0 87.3: 15.0 12.7
Old : 100.0: 3.1 12.2 1.0 81.0 74.2 85.0 87.3: 15.0 12.7
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 : 23: 1 4 2 13 12 16 16:
Old : 23: 1 4 2 13 12 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 53.2 77.3 71.0 49.9 52.1 66.5 66.9
Old : 55.8 53.2 77.3 71.0 49.9 52.1 66.5 66.9
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 with Delta-adjusted Options and Futures Combined, October 18, 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 : 52,236: 5,516 1,848 11,769 30,004 27,694 47,289 41,311: 4,947 10,925
Old : 52,236: 5,516 1,848 11,769 30,004 27,694 47,289 41,311: 4,947 10,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 78: -176 -307 -73 342 766 93 387: -15 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 3.5 22.5 57.4 53.0 90.5 79.1: 9.5 20.9
Old : 100.0: 10.6 3.5 22.5 57.4 53.0 90.5 79.1: 9.5 20.9
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 : 78: 20 9 21 37 37 64 60:
Old : 78: 20 9 21 37 37 64 60:
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 28.6 59.0 44.6 43.0 27.5 51.2 38.4
Old : 44.0 28.6 59.0 44.6 43.0 27.5 51.2 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 3,556: 607 23 198 2,529 2,582 3,335 2,804: 221 753
Old : 3,556: 607 23 198 2,529 2,582 3,335 2,804: 221 753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 0.7 5.6 71.1 72.6 93.8 78.8: 6.2 21.2
Old : 100.0: 17.1 0.7 5.6 71.1 72.6 93.8 78.8: 6.2 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 : 20: 3 1 2 6 13 10 15:
Old : 20: 3 1 2 6 13 10 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 : 64.4 42.8 87.6 64.7 60.7 42.8 80.5 62.6
Old : 64.4 42.8 87.6 64.7 60.7 42.8 80.5 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 325,173: 90,739 18,417 91,417 106,301 163,208 288,458 273,042: 36,716 52,131
Old : 322,553: 90,486 18,707 90,332 105,676 161,805 286,494 270,844: 36,059 51,709
Other: 2,620: 846 303 492 626 1,404 1,964 2,199: 656 422
: : :
: : Changes in Commitments from: October 11, 2011 :
: -23,556: 9,508 -6,155 -13,637 -13,228 4,181 -17,357 -15,610: -6,199 -7,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 5.7 28.1 32.7 50.2 88.7 84.0: 11.3 16.0
Old : 100.0: 28.1 5.8 28.0 32.8 50.2 88.8 84.0: 11.2 16.0
Other: 100.0: 32.3 11.6 18.8 23.9 53.6 74.9 83.9: 25.1 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 126 61 124 63 90 263 225:
Old : 309: 128 64 124 63 90 263 225:
Other: 45: 17 8 11 10 17 30 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 18.6 23.4 27.0 13.7 15.6 22.3 23.1
Old : 13.8 18.7 23.6 27.2 13.8 15.6 22.4 23.2
Other: 36.1 34.7 52.7 53.4 34.6 34.3 45.6 47.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 431,701: 138,157 30,779 110,837 155,339 221,534 404,334 363,150: 27,367 68,551
Old : 431,701: 138,157 30,779 110,837 155,339 221,534 404,334 363,150: 27,367 68,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 5,672: 17,708 -132 -3,035 -5,237 7,116 9,437 3,949: -3,765 1,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 7.1 25.7 36.0 51.3 93.7 84.1: 6.3 15.9
Old : 100.0: 32.0 7.1 25.7 36.0 51.3 93.7 84.1: 6.3 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 : 442: 165 69 130 102 182 327 331:
Old : 442: 165 69 130 102 182 327 331:
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 : 16.0 15.8 27.4 23.5 14.5 14.5 24.7 19.6
Old : 16.0 15.8 27.4 23.5 14.5 14.5 24.7 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 10,464: 4,074 4,920 1,123 3,524 2,301 8,721 8,344: 1,744 2,121
Old : 10,464: 4,074 4,920 1,123 3,524 2,301 8,721 8,344: 1,744 2,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -420: -120 -34 -158 168 48 -110 -143: -309 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 47.0 10.7 33.7 22.0 83.3 79.7: 16.7 20.3
Old : 100.0: 38.9 47.0 10.7 33.7 22.0 83.3 79.7: 16.7 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: 28 34 16 24 21 61 65:
Old : 92: 28 34 16 24 21 61 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 21.1 48.3 34.6 34.6 21.1 45.7 34.3
Old : 35.1 21.1 48.3 34.6 34.6 21.1 45.7 34.3
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 with Delta-adjusted Options and Futures Combined, October 18, 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 : 41,167: 14,924 3,077 10,104 8,645 9,546 33,673 22,727: 7,494 18,440
Old : 41,167: 14,924 3,077 10,104 8,645 9,546 33,673 22,727: 7,494 18,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 2,885: 1,029 -843 860 131 1,198 2,021 1,215: 864 1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 7.5 24.5 21.0 23.2 81.8 55.2: 18.2 44.8
Old : 100.0: 36.3 7.5 24.5 21.0 23.2 81.8 55.2: 18.2 44.8
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 : 169: 54 33 53 45 58 133 125:
Old : 169: 54 33 53 45 58 133 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 10.4 26.8 16.7 15.6 5.9 24.2 9.3
Old : 16.5 10.4 26.8 16.7 15.6 5.9 24.2 9.3
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 with Delta-adjusted Options and Futures Combined, October 18, 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 : 91,181: 13,532 1,011 2,978 74,446 86,685 90,956 90,674: 225 507
Old : 91,181: 13,532 1,011 2,978 74,446 86,685 90,956 90,674: 225 507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 3,316: 978 33 -97 3,518 3,938 4,399 3,874: -1,083 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 1.1 3.3 81.6 95.1 99.8 99.4: 0.2 0.6
Old : 100.0: 14.8 1.1 3.3 81.6 95.1 99.8 99.4: 0.2 0.6
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 : 22: 3 2 1 16 16 19 19:
Old : 22: 3 2 1 16 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 66.1 82.1 83.5 52.9 54.3 64.6 62.5
Old : 66.2 66.1 82.1 83.5 52.9 54.3 64.6 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 136,051: 23,396 45,749 5,601 78,417 56,222 107,414 107,572: 28,637 28,479
Old : 136,051: 23,396 45,749 5,601 78,417 56,222 107,414 107,572: 28,637 28,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 1,212: -619 -1,189 410 627 1,337 418 558: 794 653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 33.6 4.1 57.6 41.3 79.0 79.1: 21.0 20.9
Old : 100.0: 17.2 33.6 4.1 57.6 41.3 79.0 79.1: 21.0 20.9
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 : 78: 18 24 12 30 23 57 50:
Old : 78: 18 24 12 30 23 57 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 : 36.8 44.3 49.6 54.0 36.6 44.2 49.4 51.5
Old : 36.8 44.3 49.6 54.0 36.6 44.2 49.4 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 33,376: 3,570 5,660 4,425 15,933 9,789 23,927 19,873: 9,449 13,503
Old : 33,376: 3,570 5,660 4,425 15,933 9,789 23,927 19,873: 9,449 13,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 1,283: -1,275 960 -447 3,408 -209 1,686 304: -403 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 17.0 13.3 47.7 29.3 71.7 59.5: 28.3 40.5
Old : 100.0: 10.7 17.0 13.3 47.7 29.3 71.7 59.5: 28.3 40.5
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 : 35: 6 12 7 12 14 23 28:
Old : 35: 6 12 7 12 14 23 28:
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 : 41.5 22.2 56.2 32.2 39.9 19.6 51.1 27.2
Old : 41.5 22.2 56.2 32.2 39.9 19.6 51.1 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 90,949: 8,298 32,427 147 80,011 52,714 88,456 85,288: 2,493 5,661
Old : 90,949: 8,298 32,427 147 80,011 52,714 88,456 85,288: 2,493 5,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 2,127: 901 152 5 1,106 2,379 2,012 2,536: 115 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 35.7 0.2 88.0 58.0 97.3 93.8: 2.7 6.2
Old : 100.0: 9.1 35.7 0.2 88.0 58.0 97.3 93.8: 2.7 6.2
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 : 82: 21 28 2 17 20 39 49:
Old : 82: 21 28 2 17 20 39 49:
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 : 76.4 43.7 85.7 60.6 76.4 43.7 85.4 60.6
Old : 76.4 43.7 85.7 60.6 76.4 43.7 85.4 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 182,742: 16,862 69,960 3,148 149,005 78,602 169,016 151,710: 13,727 31,032
Old : 182,742: 16,862 69,960 3,148 149,005 78,602 169,016 151,710: 13,727 31,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -8,225: 1,439 -7,097 41 -9,703 1,595 -8,223 -5,461: -2 -2,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 38.3 1.7 81.5 43.0 92.5 83.0: 7.5 17.0
Old : 100.0: 9.2 38.3 1.7 81.5 43.0 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 : 95: 15 40 9 30 25 49 70:
Old : 95: 15 40 9 30 25 49 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 45.0 60.5 55.4 37.6 43.2 60.4 53.5
Old : 37.6 45.0 60.5 55.4 37.6 43.2 60.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 163,974: 48,565 22,004 5,928 83,258 103,847 137,751 131,779: 26,223 32,194
Old : 163,974: 48,565 22,004 5,928 83,258 103,847 137,751 131,779: 26,223 32,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 1,304: -5,511 2,077 2,478 5,985 -4,053 2,952 502: -1,648 801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 13.4 3.6 50.8 63.3 84.0 80.4: 16.0 19.6
Old : 100.0: 29.6 13.4 3.6 50.8 63.3 84.0 80.4: 16.0 19.6
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 : 104: 32 36 23 28 24 74 69:
Old : 104: 32 36 23 28 24 74 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 49.7 58.7 59.0 47.9 48.1 58.5 56.9
Old : 47.9 49.7 58.7 59.0 47.9 48.1 58.5 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 277,258: 21,383 94,769 32,923 187,772 81,237 242,078 208,929: 35,181 68,329
Old : 277,258: 21,383 94,769 32,923 187,772 81,237 242,078 208,929: 35,181 68,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 10,935: 3,821 7,376 2,573 8,972 2,114 15,366 12,063: -4,431 -1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 34.2 11.9 67.7 29.3 87.3 75.4: 12.7 24.6
Old : 100.0: 7.7 34.2 11.9 67.7 29.3 87.3 75.4: 12.7 24.6
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 : 197: 36 79 49 55 56 115 160:
Old : 197: 36 79 49 55 56 115 160:
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 : 36.7 16.9 46.7 24.9 35.2 15.7 43.3 22.3
Old : 36.7 16.9 46.7 24.9 35.2 15.7 43.3 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 24,055: 12,445 4,220 0 9,752 17,898 22,197 22,118: 1,858 1,937
Old : 24,055: 12,445 4,220 0 9,752 17,898 22,197 22,118: 1,858 1,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -1,004: 370 -1,017 -102 -1,842 360 -1,574 -759: 570 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 17.5 0.0 40.5 74.4 92.3 91.9: 7.7 8.1
Old : 100.0: 51.7 17.5 0.0 40.5 74.4 92.3 91.9: 7.7 8.1
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 : 35: 9 12 0 7 9 16 21:
Old : 35: 9 12 0 7 9 16 21:
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 : 69.6 60.1 86.5 76.2 69.6 60.1 86.5 76.1
Old : 69.6 60.1 86.5 76.2 69.6 60.1 86.5 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 :14,083,422: 427,757 996,571 5,583,566 7,323,324 6,474,122 13,334,648 13,054,259: 748,774 1,029,163
Old :14,083,422: 427,757 996,571 5,583,566 7,323,324 6,474,122 13,334,648 13,054,259: 748,774 1,029,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -232,564: -69,507 371,820 154,986 -358,444 -834,928 -272,965 -308,122: 40,401 75,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 7.1 39.6 52.0 46.0 94.7 92.7: 5.3 7.3
Old : 100.0: 3.0 7.1 39.6 52.0 46.0 94.7 92.7: 5.3 7.3
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 : 276: 39 68 100 147 152 254 265:
Old : 276: 39 68 100 147 152 254 265:
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 : 32.4 20.2 42.3 34.0 21.6 10.0 23.7 13.8
Old : 32.4 20.2 42.3 34.0 21.6 10.0 23.7 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 1,099,229: 51,463 123,067 97,370 803,802 723,550 952,635 943,986: 146,593 155,243
Old : 1,099,229: 51,463 123,067 97,370 803,802 723,550 952,635 943,986: 146,593 155,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 21,787: -1,934 6,186 7,006 16,062 7,427 21,134 20,619: 654 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 11.2 8.9 73.1 65.8 86.7 85.9: 13.3 14.1
Old : 100.0: 4.7 11.2 8.9 73.1 65.8 86.7 85.9: 13.3 14.1
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 : 626: 86 164 118 254 277 421 480:
Old : 626: 86 164 118 254 277 421 480:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 9.2 22.3 16.7 11.9 6.5 19.3 10.6
Old : 14.3 9.2 22.3 16.7 11.9 6.5 19.3 10.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 406,365: 26,862 21,113 44,255 264,562 252,825 335,679 318,193: 70,686 88,172
Old : 406,365: 26,862 21,113 44,255 264,562 252,825 335,679 318,193: 70,686 88,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 15,949: 3,827 -3,694 3,271 8,902 14,938 16,001 14,515: -52 1,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 5.2 10.9 65.1 62.2 82.6 78.3: 17.4 21.7
Old : 100.0: 6.6 5.2 10.9 65.1 62.2 82.6 78.3: 17.4 21.7
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 : 153: 27 27 43 81 67 130 115:
Old : 153: 27 27 43 81 67 130 115:
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 : 18.3 15.9 27.4 25.3 17.1 14.7 24.5 20.7
Old : 18.3 15.9 27.4 25.3 17.1 14.7 24.5 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 3,464,316: 218,381 605,140 170,201 2,696,200 2,353,624 3,084,781 3,128,964: 379,535 335,352
Old : 3,464,316: 218,381 605,140 170,201 2,696,200 2,353,624 3,084,781 3,128,964: 379,535 335,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 29,190: -21,334 56,878 11,199 35,798 -37,558 25,664 30,520: 3,526 -1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 17.5 4.9 77.8 67.9 89.0 90.3: 11.0 9.7
Old : 100.0: 6.3 17.5 4.9 77.8 67.9 89.0 90.3: 11.0 9.7
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 : 578: 74 154 98 225 256 369 439:
Old : 578: 74 154 98 225 256 369 439:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 10.2 28.1 17.4 16.2 9.0 24.6 14.3
Old : 18.8 10.2 28.1 17.4 16.2 9.0 24.6 14.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 110,911: 6,711 5,933 221 96,022 99,180 102,954 105,334: 7,957 5,577
Old : 110,911: 6,711 5,933 221 96,022 99,180 102,954 105,334: 7,957 5,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -372: -771 290 175 310 -1,395 -286 -930: -86 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 5.3 0.2 86.6 89.4 92.8 95.0: 7.2 5.0
Old : 100.0: 6.1 5.3 0.2 86.6 89.4 92.8 95.0: 7.2 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 : 83: 5 6 1 48 34 54 40:
Old : 83: 5 6 1 48 34 54 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 40.0 52.0 59.6 32.6 36.9 48.7 54.4
Old : 33.2 40.0 52.0 59.6 32.6 36.9 48.7 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 86,694: 13,364 4,054 1,541 57,556 69,322 72,461 74,916: 14,233 11,778
Old : 86,694: 13,364 4,054 1,541 57,556 69,322 72,461 74,916: 14,233 11,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 10,325: 4,523 -1,229 635 1,903 9,593 7,061 8,999: 3,264 1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 4.7 1.8 66.4 80.0 83.6 86.4: 16.4 13.6
Old : 100.0: 15.4 4.7 1.8 66.4 80.0 83.6 86.4: 16.4 13.6
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 : 219: 48 33 16 87 83 142 125:
Old : 219: 48 33 16 87 83 142 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 27.8 36.7 43.1 27.5 27.8 34.7 43.1
Old : 28.1 27.8 36.7 43.1 27.5 27.8 34.7 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 20,090: 1,716 0 0 9,224 18,640 10,940 18,640: 9,150 1,450
Old : 20,090: 1,716 0 0 9,224 18,640 10,940 18,640: 9,150 1,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 4,803: 861 0 0 2,109 4,485 2,970 4,485: 1,833 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 0.0 45.9 92.8 54.5 92.8: 45.5 7.2
Old : 100.0: 8.5 0.0 0.0 45.9 92.8 54.5 92.8: 45.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 10 11 12 11:
Old : 22: 2 0 0 10 11 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 67.8 49.7 87.8 36.4 67.8 49.7 87.8
Old : 36.4 67.8 49.7 87.8 36.4 67.8 49.7 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 333,020: 62,845 24,874 3,098 241,660 253,409 307,603 281,381: 25,417 51,639
Old : 333,020: 62,845 24,874 3,098 241,660 253,409 307,603 281,381: 25,417 51,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 27,610: 21,713 -2,744 -228 -1,032 25,539 20,454 22,568: 7,157 5,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.5 0.9 72.6 76.1 92.4 84.5: 7.6 15.5
Old : 100.0: 18.9 7.5 0.9 72.6 76.1 92.4 84.5: 7.6 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 46 34 15 84 81 137 123:
Old : 218: 46 34 15 84 81 137 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 25.9 42.4 38.1 32.7 25.9 41.9 38.1
Old : 33.2 25.9 42.4 38.1 32.7 25.9 41.9 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 132,881: 41,580 19,011 5,817 67,606 82,411 115,003 107,239: 17,878 25,642
Old : 132,881: 41,580 19,011 5,817 67,606 82,411 115,003 107,239: 17,878 25,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 5,473: 4,409 -6,324 1,414 -3,354 11,304 2,468 6,394: 3,004 -921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 14.3 4.4 50.9 62.0 86.5 80.7: 13.5 19.3
Old : 100.0: 31.3 14.3 4.4 50.9 62.0 86.5 80.7: 13.5 19.3
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 : 71: 20 21 11 22 23 48 49:
Old : 71: 20 21 11 22 23 48 49:
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 : 44.7 42.7 64.3 55.8 44.4 41.8 64.1 54.8
Old : 44.7 42.7 64.3 55.8 44.4 41.8 64.1 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 25,579: 3,501 6,250 11 14,665 7,374 18,177 13,635: 7,402 11,944
Old : 25,579: 3,501 6,250 11 14,665 7,374 18,177 13,635: 7,402 11,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 127: 251 -161 6 -165 -730 92 -885: 35 1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 24.4 0.0 57.3 28.8 71.1 53.3: 28.9 46.7
Old : 100.0: 13.7 24.4 0.0 57.3 28.8 71.1 53.3: 28.9 46.7
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: 7 7 1 20 7 27 15:
Old : 39: 7 7 1 20 7 27 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 : 29.8 39.3 43.5 48.4 29.5 39.3 43.2 48.4
Old : 29.8 39.3 43.5 48.4 29.5 39.3 43.2 48.4
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 with Delta-adjusted Options and Futures Combined, October 18, 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 : 34,265: 6,770 3,127 1,555 18,192 17,239 26,517 21,921: 7,748 12,344
Old : 34,265: 6,770 3,127 1,555 18,192 17,239 26,517 21,921: 7,748 12,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 1,256: 1,431 -1,196 -37 -525 -3,233 869 -4,466: 387 5,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 9.1 4.5 53.1 50.3 77.4 64.0: 22.6 36.0
Old : 100.0: 19.8 9.1 4.5 53.1 50.3 77.4 64.0: 22.6 36.0
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 : 51: 9 5 3 21 20 32 26:
Old : 51: 9 5 3 21 20 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 27.5 46.9 41.0 31.5 27.5 44.3 38.8
Old : 32.5 27.5 46.9 41.0 31.5 27.5 44.3 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2011