BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 3,687: 157 212 9 2,836 2,730 3,002 2,951: 685 736
Old : 3,687: 157 212 9 2,836 2,730 3,002 2,951: 685 736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 73: -1 11 -0 103 78 102 89: -29 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.8 0.2 76.9 74.0 81.4 80.0: 18.6 20.0
Old : 100.0: 4.2 5.8 0.2 76.9 74.0 81.4 80.0: 18.6 20.0
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 : 24: 3 1 2 15 12 19 14:
Old : 24: 3 1 2 15 12 19 14:
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 : 53.1 55.2 69.7 70.0 48.8 54.4 62.4 65.0
Old : 53.1 55.2 69.7 70.0 48.8 54.4 62.4 65.0
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, November 29, 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 : 59,963: 10,086 3,046 13,700 29,825 29,181 53,611 45,927: 6,353 14,036
Old : 59,963: 10,086 3,046 13,700 29,825 29,181 53,611 45,927: 6,353 14,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 1,381: 703 -128 -67 423 647 1,058 453: 322 928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 5.1 22.8 49.7 48.7 89.4 76.6: 10.6 23.4
Old : 100.0: 16.8 5.1 22.8 49.7 48.7 89.4 76.6: 10.6 23.4
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 : 84: 26 9 21 36 37 68 61:
Old : 84: 26 9 21 36 37 68 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 25.5 52.3 39.8 36.4 24.7 45.1 35.1
Old : 37.7 25.5 52.3 39.8 36.4 24.7 45.1 35.1
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, November 29, 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 : 314,762: 85,324 19,976 83,827 111,820 162,580 280,971 266,383: 33,791 48,378
Old : 310,269: 84,936 20,751 82,177 110,869 159,967 277,981 262,894: 32,288 47,375
Other: 4,493: 1,258 96 780 952 2,614 2,990 3,489: 1,503 1,003
: : :
: : Changes in Commitments from: November 22, 2011 :
: 9,767: 5,735 2,762 3,110 -1,155 4,677 7,691 10,550: 2,077 -783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 6.3 26.6 35.5 51.7 89.3 84.6: 10.7 15.4
Old : 100.0: 27.4 6.7 26.5 35.7 51.6 89.6 84.7: 10.4 15.3
Other: 100.0: 28.0 2.1 17.4 21.2 58.2 66.6 77.7: 33.4 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 122 69 124 66 91 264 234:
Old : 317: 121 73 124 66 91 264 234:
Other: 50: 15 6 13 13 23 33 38:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 19.6 24.3 28.3 13.7 15.9 23.1 23.7
Old : 14.1 19.8 24.6 28.6 13.9 16.0 23.4 23.8
Other: 28.2 37.3 42.1 51.7 25.2 35.5 35.9 45.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 414,001: 114,225 30,142 117,251 152,564 201,730 384,039 349,123: 29,961 64,878
Old : 414,001: 114,225 30,142 117,251 152,564 201,730 384,039 349,123: 29,961 64,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -6,625: -1,287 1,420 -3,407 -202 -994 -4,896 -2,981: -1,729 -3,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 7.3 28.3 36.9 48.7 92.8 84.3: 7.2 15.7
Old : 100.0: 27.6 7.3 28.3 36.9 48.7 92.8 84.3: 7.2 15.7
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 : 415: 144 75 141 115 173 320 336:
Old : 415: 144 75 141 115 173 320 336:
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 : 15.3 15.6 25.9 23.1 14.8 12.6 24.8 17.5
Old : 15.3 15.6 25.9 23.1 14.8 12.6 24.8 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 10,414: 3,700 4,583 1,487 3,184 2,356 8,370 8,426: 2,044 1,988
Old : 10,414: 3,700 4,583 1,487 3,184 2,356 8,370 8,426: 2,044 1,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 698: -25 295 24 287 54 286 373: 412 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 44.0 14.3 30.6 22.6 80.4 80.9: 19.6 19.1
Old : 100.0: 35.5 44.0 14.3 30.6 22.6 80.4 80.9: 19.6 19.1
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 : 84: 22 29 16 19 21 52 61:
Old : 84: 22 29 16 19 21 52 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 23.8 49.9 37.3 35.8 23.8 47.4 36.3
Old : 35.8 23.8 49.9 37.3 35.8 23.8 47.4 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 35,505: 13,853 2,656 8,128 7,293 7,016 29,274 17,800: 6,232 17,706
Old : 35,505: 13,853 2,656 8,128 7,293 7,016 29,274 17,800: 6,232 17,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -722: -323 166 -198 -23 -502 -543 -534: -179 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 7.5 22.9 20.5 19.8 82.4 50.1: 17.6 49.9
Old : 100.0: 39.0 7.5 22.9 20.5 19.8 82.4 50.1: 17.6 49.9
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 : 159: 58 29 44 40 45 121 106:
Old : 159: 58 29 44 40 45 121 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 9.0 25.2 15.1 14.3 6.2 22.9 10.0
Old : 14.6 9.0 25.2 15.1 14.3 6.2 22.9 10.0
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, November 29, 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 : 111,554: 7,462 127 4,069 99,470 106,776 111,001 110,972: 553 582
Old : 111,554: 7,462 127 4,069 99,470 106,776 111,001 110,972: 553 582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -37: -1,873 0 140 1,688 -124 -45 16: 8 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.1 3.6 89.2 95.7 99.5 99.5: 0.5 0.5
Old : 100.0: 6.7 0.1 3.6 89.2 95.7 99.5 99.5: 0.5 0.5
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 : 21: 3 1 1 15 16 18 18:
Old : 21: 3 1 1 15 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 69.9 86.2 88.0 56.8 58.1 64.8 64.6
Old : 70.9 69.9 86.2 88.0 56.8 58.1 64.8 64.6
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, November 29, 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 : 155,588: 29,947 55,293 5,632 91,059 69,194 126,639 130,120: 28,949 25,468
Old : 155,588: 29,947 55,293 5,632 91,059 69,194 126,639 130,120: 28,949 25,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 14,816: 904 5,533 670 13,600 7,597 15,175 13,800: -358 1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 35.5 3.6 58.5 44.5 81.4 83.6: 18.6 16.4
Old : 100.0: 19.2 35.5 3.6 58.5 44.5 81.4 83.6: 18.6 16.4
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 : 79: 17 25 12 27 29 53 57:
Old : 79: 17 25 12 27 29 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 : 38.8 50.0 53.2 59.8 38.8 49.6 52.2 54.9
Old : 38.8 50.0 53.2 59.8 38.8 49.6 52.2 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 43,545: 5,212 13,863 3,341 26,223 10,077 34,777 27,281: 8,769 16,264
Old : 43,545: 5,212 13,863 3,341 26,223 10,077 34,777 27,281: 8,769 16,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 6,404: 1,218 4,379 -21 6,002 50 7,200 4,409: -796 1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 31.8 7.7 60.2 23.1 79.9 62.7: 20.1 37.3
Old : 100.0: 12.0 31.8 7.7 60.2 23.1 79.9 62.7: 20.1 37.3
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 : 41: 7 16 7 14 13 25 32:
Old : 41: 7 16 7 14 13 25 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 26.8 62.0 34.5 48.9 26.8 58.9 33.4
Old : 50.0 26.8 62.0 34.5 48.9 26.8 58.9 33.4
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, November 29, 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 : 120,894: 6,539 42,779 795 110,822 70,921 118,156 114,495: 2,738 6,399
Old : 120,894: 6,539 42,779 795 110,822 70,921 118,156 114,495: 2,738 6,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 4,359: 373 5,031 -11 8,015 2,986 8,377 8,006: -4,018 -3,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 35.4 0.7 91.7 58.7 97.7 94.7: 2.3 5.3
Old : 100.0: 5.4 35.4 0.7 91.7 58.7 97.7 94.7: 2.3 5.3
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: 14 36 3 23 25 40 63:
Old : 92: 14 36 3 23 25 40 63:
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 : 69.4 43.2 86.4 62.5 69.4 39.5 72.6 50.6
Old : 69.4 43.2 86.4 62.5 69.4 39.5 72.6 50.6
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, November 29, 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 : 198,958: 23,645 68,760 5,002 156,282 94,020 184,930 167,782: 14,028 31,176
Old : 198,958: 23,645 68,760 5,002 156,282 94,020 184,930 167,782: 14,028 31,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 31,575: 2,839 12,428 1,032 28,281 15,413 32,153 28,874: -578 2,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 34.6 2.5 78.6 47.3 92.9 84.3: 7.1 15.7
Old : 100.0: 11.9 34.6 2.5 78.6 47.3 92.9 84.3: 7.1 15.7
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 : 93: 20 33 13 30 26 57 65:
Old : 93: 20 33 13 30 26 57 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 : 40.3 52.3 60.4 58.8 40.3 51.1 60.2 57.7
Old : 40.3 52.3 60.4 58.8 40.3 51.1 60.2 57.7
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, November 29, 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 : 178,779: 55,554 15,771 5,203 96,177 129,568 156,934 150,542: 21,846 28,238
Old : 178,779: 55,554 15,771 5,203 96,177 129,568 156,934 150,542: 21,846 28,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 17,805: -553 1,733 382 19,389 14,337 19,218 16,452: -1,413 1,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 8.8 2.9 53.8 72.5 87.8 84.2: 12.2 15.8
Old : 100.0: 31.1 8.8 2.9 53.8 72.5 87.8 84.2: 12.2 15.8
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 : 96: 29 29 20 26 27 66 65:
Old : 96: 29 29 20 26 27 66 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 : 48.2 56.6 60.9 65.2 47.6 56.0 60.0 63.3
Old : 48.2 56.6 60.9 65.2 47.6 56.0 60.0 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 334,219: 27,968 124,896 42,247 228,869 95,642 299,083 262,785: 35,136 71,434
Old : 334,219: 27,968 124,896 42,247 228,869 95,642 299,083 262,785: 35,136 71,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 26,911: 2,069 19,293 6,223 20,014 2,313 28,305 27,829: -1,395 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 37.4 12.6 68.5 28.6 89.5 78.6: 10.5 21.4
Old : 100.0: 8.4 37.4 12.6 68.5 28.6 89.5 78.6: 10.5 21.4
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 : 198: 36 82 54 57 53 123 159:
Old : 198: 36 82 54 57 53 123 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 18.4 49.8 29.3 39.2 18.4 48.5 27.9
Old : 39.8 18.4 49.8 29.3 39.2 18.4 48.5 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 28,277: 11,018 7,300 0 15,819 18,612 26,837 25,912: 1,440 2,365
Old : 28,277: 11,018 7,300 0 15,819 18,612 26,837 25,912: 1,440 2,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 1,407: -1,621 2,577 0 3,074 -962 1,453 1,615: -46 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 25.8 0.0 55.9 65.8 94.9 91.6: 5.1 8.4
Old : 100.0: 39.0 25.8 0.0 55.9 65.8 94.9 91.6: 5.1 8.4
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 : 43: 7 17 0 11 11 18 28:
Old : 43: 7 17 0 11 11 18 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 : 76.0 47.5 88.9 64.6 76.0 47.5 88.9 64.6
Old : 76.0 47.5 88.9 64.6 76.0 47.5 88.9 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 :14,853,655: 278,312 1,003,705 5,898,890 7,817,171 6,706,093 13,994,373 13,608,688: 859,282 1,244,966
Old :14,853,655: 278,312 1,003,705 5,898,890 7,817,171 6,706,093 13,994,373 13,608,688: 859,282 1,244,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 46,119: 3,632 -2,498 -23,791 9,926 -23,838 -10,233 -50,128: 56,352 96,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 6.8 39.7 52.6 45.1 94.2 91.6: 5.8 8.4
Old : 100.0: 1.9 6.8 39.7 52.6 45.1 94.2 91.6: 5.8 8.4
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 : 285: 50 66 102 150 155 254 278:
Old : 285: 50 66 102 150 155 254 278:
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 19.8 39.4 32.1 18.0 9.7 21.8 13.1
Old : 28.2 19.8 39.4 32.1 18.0 9.7 21.8 13.1
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, November 29, 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 : 1,041,264: 48,696 104,620 75,789 779,871 734,015 904,355 914,424: 136,909 126,841
Old : 1,041,264: 48,696 104,620 75,789 779,871 734,015 904,355 914,424: 136,909 126,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 2,400: -6,451 -2,262 6,413 5,510 -372 5,472 3,779: -3,072 -1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 10.0 7.3 74.9 70.5 86.9 87.8: 13.1 12.2
Old : 100.0: 4.7 10.0 7.3 74.9 70.5 86.9 87.8: 13.1 12.2
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 : 584: 87 139 101 248 262 400 438:
Old : 584: 87 139 101 248 262 400 438:
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 : 14.5 10.3 23.2 18.0 11.6 7.6 18.8 12.5
Old : 14.5 10.3 23.2 18.0 11.6 7.6 18.8 12.5
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, November 29, 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 : 379,764: 23,379 17,927 29,850 248,545 265,083 301,774 312,860: 77,989 66,903
Old : 379,764: 23,379 17,927 29,850 248,545 265,083 301,774 312,860: 77,989 66,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 5,756: 1,167 1,538 2,654 673 8,291 4,493 12,483: 1,263 -6,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 4.7 7.9 65.4 69.8 79.5 82.4: 20.5 17.6
Old : 100.0: 6.2 4.7 7.9 65.4 69.8 79.5 82.4: 20.5 17.6
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 : 141: 20 25 34 79 69 118 109:
Old : 141: 20 25 34 79 69 118 109:
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 : 19.4 19.5 28.4 29.2 18.5 18.0 25.8 24.8
Old : 19.4 19.5 28.4 29.2 18.5 18.0 25.8 24.8
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, November 29, 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 : 3,307,504: 209,827 516,710 146,449 2,656,629 2,344,659 3,012,905 3,007,818: 294,599 299,686
Old : 3,307,504: 209,827 516,710 146,449 2,656,629 2,344,659 3,012,905 3,007,818: 294,599 299,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -16,779: -26,640 -7,551 7,348 24,188 -43,315 4,895 -43,518: -21,674 26,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 15.6 4.4 80.3 70.9 91.1 90.9: 8.9 9.1
Old : 100.0: 6.3 15.6 4.4 80.3 70.9 91.1 90.9: 8.9 9.1
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 : 544: 82 128 88 220 242 357 403:
Old : 544: 82 128 88 220 242 357 403:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 11.0 30.0 18.3 18.0 10.7 26.6 17.5
Old : 21.0 11.0 30.0 18.3 18.0 10.7 26.6 17.5
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, November 29, 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 : 120,005: 8,450 5,566 9 101,575 108,866 110,034 114,441: 9,971 5,564
Old : 120,005: 8,450 5,566 9 101,575 108,866 110,034 114,441: 9,971 5,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 2,861: 101 414 -1,266 3,468 3,760 2,303 2,908: 558 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 4.6 0.0 84.6 90.7 91.7 95.4: 8.3 4.6
Old : 100.0: 7.0 4.6 0.0 84.6 90.7 91.7 95.4: 8.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 6 7 1 51 34 57 42:
Old : 87: 6 7 1 51 34 57 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 39.6 53.8 61.2 33.8 39.4 51.5 57.6
Old : 34.8 39.6 53.8 61.2 33.8 39.4 51.5 57.6
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 89,095: 7,655 5,681 648 62,755 66,219 71,058 72,548: 18,038 16,547
Old : 89,095: 7,655 5,681 648 62,755 66,219 71,058 72,548: 18,038 16,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -6,419: -2,924 -1,689 -1,294 -1,269 -3,872 -5,487 -6,855: -931 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 6.4 0.7 70.4 74.3 79.8 81.4: 20.2 18.6
Old : 100.0: 8.6 6.4 0.7 70.4 74.3 79.8 81.4: 20.2 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 37 33 16 77 87 123 127:
Old : 202: 37 33 16 77 87 123 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 25.9 40.5 39.0 25.2 25.8 34.8 35.9
Old : 30.4 25.9 40.5 39.0 25.2 25.8 34.8 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 29,077: 0 538 50 14,718 27,160 14,768 27,748: 14,309 1,329
Old : 29,077: 0 538 50 14,718 27,160 14,768 27,748: 14,309 1,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -1,571: -980 0 0 -492 -1,474 -1,472 -1,474: -99 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.2 50.6 93.4 50.8 95.4: 49.2 4.6
Old : 100.0: 0.0 1.9 0.2 50.6 93.4 50.8 95.4: 49.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 10 13 11 14:
Old : 23: 0 1 1 10 13 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 61.2 49.0 85.0 40.4 61.2 48.9 85.0
Old : 40.4 61.2 49.0 85.0 40.4 61.2 48.9 85.0
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, November 29, 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 : 300,091: 38,275 25,715 2,991 240,183 195,295 281,449 224,002: 18,642 76,089
Old : 300,091: 38,275 25,715 2,991 240,183 195,295 281,449 224,002: 18,642 76,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -24,236: -13,932 -12,655 -2,260 -3,886 -11,991 -20,077 -26,905: -4,159 2,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 8.6 1.0 80.0 65.1 93.8 74.6: 6.2 25.4
Old : 100.0: 12.8 8.6 1.0 80.0 65.1 93.8 74.6: 6.2 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 37 33 16 73 82 119 122:
Old : 199: 37 33 16 73 82 119 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 19.0 46.2 29.7 33.3 18.9 45.3 29.5
Old : 33.8 19.0 46.2 29.7 33.3 18.9 45.3 29.5
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, November 29, 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 : 137,254: 34,138 21,482 5,612 78,056 85,481 117,807 112,576: 19,448 24,679
Old : 137,254: 34,138 21,482 5,612 78,056 85,481 117,807 112,576: 19,448 24,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -2,961: -8,955 -3,145 365 9,570 -3,460 980 -6,240: -3,941 3,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 15.7 4.1 56.9 62.3 85.8 82.0: 14.2 18.0
Old : 100.0: 24.9 15.7 4.1 56.9 62.3 85.8 82.0: 14.2 18.0
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 : 78: 22 21 16 29 25 58 55:
Old : 78: 22 21 16 29 25 58 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 45.0 60.8 56.1 39.7 43.3 60.7 54.4
Old : 39.8 45.0 60.8 56.1 39.7 43.3 60.7 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 28,319: 3,384 5,582 104 18,276 8,515 21,764 14,201: 6,555 14,118
Old : 28,319: 3,384 5,582 104 18,276 8,515 21,764 14,201: 6,555 14,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -2,253: -1,123 -2,548 57 -1,105 401 -2,171 -2,090: -82 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 19.7 0.4 64.5 30.1 76.9 50.1: 23.1 49.9
Old : 100.0: 11.9 19.7 0.4 64.5 30.1 76.9 50.1: 23.1 49.9
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 : 43: 7 7 1 21 11 28 19:
Old : 43: 7 7 1 21 11 28 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 : 30.9 33.3 49.9 43.2 30.3 33.3 49.2 43.2
Old : 30.9 33.3 49.9 43.2 30.3 33.3 49.2 43.2
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 49,227: 4,737 8,423 1,648 34,597 17,214 40,982 27,285: 8,245 21,942
Old : 49,227: 4,737 8,423 1,648 34,597 17,214 40,982 27,285: 8,245 21,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: -215: -3,015 959 -145 1,761 709 -1,399 1,523: 1,184 -1,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 17.1 3.3 70.3 35.0 83.3 55.4: 16.7 44.6
Old : 100.0: 9.6 17.1 3.3 70.3 35.0 83.3 55.4: 16.7 44.6
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 : 62: 7 9 2 33 18 41 28:
Old : 62: 7 9 2 33 18 41 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 : 28.3 19.9 43.9 34.9 27.3 19.9 42.4 30.7
Old : 28.3 19.9 43.9 34.9 27.3 19.9 42.4 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2011