BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 4,168: 57 159 60 3,450 3,336 3,566 3,555: 602 613
Old : 4,168: 57 159 60 3,450 3,336 3,566 3,555: 602 613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 137: 50 1 -1 77 151 127 151: 11 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 3.8 1.4 82.8 80.0 85.6 85.3: 14.4 14.7
Old : 100.0: 1.4 3.8 1.4 82.8 80.0 85.6 85.3: 14.4 14.7
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 : 26: 3 1 3 15 14 19 17:
Old : 26: 3 1 3 15 14 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 61.0 75.3 77.2 51.0 60.2 69.0 72.5
Old : 51.6 61.0 75.3 77.2 51.0 60.2 69.0 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 55,867: 9,441 3,895 12,732 27,568 26,864 49,742 43,491: 6,125 12,376
Old : 55,867: 9,441 3,895 12,732 27,568 26,864 49,742 43,491: 6,125 12,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 760: 147 329 212 406 505 765 1,046: -5 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 7.0 22.8 49.3 48.1 89.0 77.8: 11.0 22.2
Old : 100.0: 16.9 7.0 22.8 49.3 48.1 89.0 77.8: 11.0 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 23 15 20 39 38 72 63:
Old : 89: 23 15 20 39 38 72 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 : 37.1 27.7 51.6 40.6 35.3 26.4 44.8 33.8
Old : 37.1 27.7 51.6 40.6 35.3 26.4 44.8 33.8
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, December 27, 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 : 281,093: 69,810 31,758 71,325 110,904 135,162 252,039 238,245: 29,054 42,848
Old : 274,604: 69,193 33,243 68,394 109,990 131,869 247,577 233,507: 27,027 41,098
Other: 6,489: 2,171 69 1,376 914 3,293 4,462 4,738: 2,027 1,750
: : :
: : Changes in Commitments from: December 20, 2011 :
: -1,588: -3,254 6,174 -2,671 3,423 -4,547 -2,502 -1,044: 914 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 11.3 25.4 39.5 48.1 89.7 84.8: 10.3 15.2
Old : 100.0: 25.2 12.1 24.9 40.1 48.0 90.2 85.0: 9.8 15.0
Other: 100.0: 33.5 1.1 21.2 14.1 50.7 68.8 73.0: 31.2 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 93 72 109 65 77 213 219:
Old : 270: 90 77 109 65 77 213 219:
Other: 55: 21 4 13 16 22 40 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 19.5 28.6 27.8 17.2 16.6 27.1 23.7
Old : 17.6 19.6 29.2 28.0 17.5 16.7 27.5 23.9
Other: 27.5 32.8 40.6 46.6 23.7 30.6 32.8 41.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 396,315: 105,140 36,296 103,882 160,658 191,549 369,679 331,726: 26,635 64,589
Old : 396,315: 105,140 36,296 103,882 160,658 191,549 369,679 331,726: 26,635 64,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 5,751: 5,025 1,306 -983 2,466 4,037 6,508 4,360: -757 1,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 9.2 26.2 40.5 48.3 93.3 83.7: 6.7 16.3
Old : 100.0: 26.5 9.2 26.2 40.5 48.3 93.3 83.7: 6.7 16.3
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 : 385: 110 89 127 103 160 285 315:
Old : 385: 110 89 127 103 160 285 315:
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 15.4 30.2 22.5 17.9 11.9 28.8 17.0
Old : 18.3 15.4 30.2 22.5 17.9 11.9 28.8 17.0
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, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,741: 3,522 4,868 1,230 3,180 1,843 7,931 7,940: 1,810 1,801
Old : 9,741: 3,522 4,868 1,230 3,180 1,843 7,931 7,940: 1,810 1,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -509: -197 -414 221 -259 -130 -235 -323: -273 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 50.0 12.6 32.6 18.9 81.4 81.5: 18.6 18.5
Old : 100.0: 36.2 50.0 12.6 32.6 18.9 81.4 81.5: 18.6 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 19 31 16 22 18 52 59:
Old : 81: 19 31 16 22 18 52 59:
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 : 35.2 26.9 51.2 43.3 35.1 25.2 47.3 41.3
Old : 35.2 26.9 51.2 43.3 35.1 25.2 47.3 41.3
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, December 27, 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 : 37,346: 14,385 2,869 7,897 8,632 7,654 30,914 18,420: 6,431 18,925
Old : 37,346: 14,385 2,869 7,897 8,632 7,654 30,914 18,420: 6,431 18,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 2,621: 1,237 -47 796 479 787 2,512 1,537: 109 1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 7.7 21.1 23.1 20.5 82.8 49.3: 17.2 50.7
Old : 100.0: 38.5 7.7 21.1 23.1 20.5 82.8 49.3: 17.2 50.7
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 : 160: 56 28 47 40 47 122 108:
Old : 160: 56 28 47 40 47 122 108:
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 : 13.9 8.4 25.4 14.2 13.7 6.2 23.0 10.4
Old : 13.9 8.4 25.4 14.2 13.7 6.2 23.0 10.4
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, December 27, 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 : 125,609: 6,938 1,287 3,193 115,067 120,201 125,198 124,681: 411 928
Old : 125,609: 6,938 1,287 3,193 115,067 120,201 125,198 124,681: 411 928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -903: 0 -260 0 -776 -772 -776 -1,032: -127 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.0 2.5 91.6 95.7 99.7 99.3: 0.3 0.7
Old : 100.0: 5.5 1.0 2.5 91.6 95.7 99.7 99.3: 0.3 0.7
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 : 21: 2 2 1 16 15 18 18:
Old : 21: 2 2 1 16 15 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 : 80.1 76.1 91.3 91.0 32.2 31.6 37.7 37.1
Old : 80.1 76.1 91.3 91.0 32.2 31.6 37.7 37.1
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, December 27, 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 : 125,240: 28,009 49,989 3,226 66,893 48,032 98,128 101,247: 27,113 23,993
Old : 125,240: 28,009 49,989 3,226 66,893 48,032 98,128 101,247: 27,113 23,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -55,454: 6,570 1,929 -9,588 -25,870 -49,059 -28,889 -56,717: -26,566 1,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 39.9 2.6 53.4 38.4 78.4 80.8: 21.6 19.2
Old : 100.0: 22.4 39.9 2.6 53.4 38.4 78.4 80.8: 21.6 19.2
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 : 68: 23 15 8 22 24 50 42:
Old : 68: 23 15 8 22 24 50 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 : 40.6 58.9 54.2 65.9 40.6 58.8 53.0 64.4
Old : 40.6 58.9 54.2 65.9 40.6 58.8 53.0 64.4
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, December 27, 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 : 38,261: 3,236 14,163 1,929 25,424 3,311 30,589 19,402: 7,672 18,859
Old : 38,261: 3,236 14,163 1,929 25,424 3,311 30,589 19,402: 7,672 18,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 2,792: -6,489 1,158 -46 9,575 83 3,040 1,196: -248 1,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 37.0 5.0 66.4 8.7 79.9 50.7: 20.1 49.3
Old : 100.0: 8.5 37.0 5.0 66.4 8.7 79.9 50.7: 20.1 49.3
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 : 35: 5 15 6 13 9 22 26:
Old : 35: 5 15 6 13 9 22 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 : 54.9 26.1 68.7 34.1 54.5 26.1 67.8 34.0
Old : 54.9 26.1 68.7 34.1 54.5 26.1 67.8 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 117,370: 18,228 43,913 0 96,564 66,582 114,792 110,495: 2,578 6,875
Old : 117,370: 18,228 43,913 0 96,564 66,582 114,792 110,495: 2,578 6,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 1,018: -1,949 4,934 -24 2,822 -4,614 849 296: 169 722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 37.4 0.0 82.3 56.7 97.8 94.1: 2.2 5.9
Old : 100.0: 15.5 37.4 0.0 82.3 56.7 97.8 94.1: 2.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 17 36 0 18 21 35 57:
Old : 86: 17 36 0 18 21 35 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 : 78.1 41.1 90.7 59.7 78.1 41.1 90.0 59.7
Old : 78.1 41.1 90.7 59.7 78.1 41.1 90.0 59.7
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, December 27, 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 : 187,839: 25,430 54,223 2,377 145,350 104,271 173,157 160,871: 14,682 26,968
Old : 187,839: 25,430 54,223 2,377 145,350 104,271 173,157 160,871: 14,682 26,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -541: -1,105 2,264 222 230 -1,799 -653 687: 113 -1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 28.9 1.3 77.4 55.5 92.2 85.6: 7.8 14.4
Old : 100.0: 13.5 28.9 1.3 77.4 55.5 92.2 85.6: 7.8 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 18 27 10 27 30 52 60:
Old : 85: 18 27 10 27 30 52 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 : 53.0 57.0 73.1 64.2 52.9 55.7 72.4 62.9
Old : 53.0 57.0 73.1 64.2 52.9 55.7 72.4 62.9
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, December 27, 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 : 140,060: 52,849 30,133 2,796 67,949 79,358 123,594 112,287: 16,465 27,773
Old : 140,060: 52,849 30,133 2,796 67,949 79,358 123,594 112,287: 16,465 27,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 1,242: 790 2,339 338 2,196 -2,760 3,325 -83: -2,083 1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 21.5 2.0 48.5 56.7 88.2 80.2: 11.8 19.8
Old : 100.0: 37.7 21.5 2.0 48.5 56.7 88.2 80.2: 11.8 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 22 29 13 22 24 50 60:
Old : 81: 22 29 13 22 24 50 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 : 64.7 35.4 73.7 51.4 64.6 35.4 73.0 50.0
Old : 64.7 35.4 73.7 51.4 64.6 35.4 73.0 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 318,711: 45,485 172,424 29,665 214,547 56,459 289,696 258,548: 29,015 60,163
Old : 318,711: 45,485 172,424 29,665 214,547 56,459 289,696 258,548: 29,015 60,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 9,853: -4,279 9,599 -118 16,233 2,624 11,836 12,105: -1,983 -2,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 54.1 9.3 67.3 17.7 90.9 81.1: 9.1 18.9
Old : 100.0: 14.3 54.1 9.3 67.3 17.7 90.9 81.1: 9.1 18.9
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 : 183: 28 83 44 54 50 112 147:
Old : 183: 28 83 44 54 50 112 147:
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 : 37.4 28.1 50.0 35.6 36.9 28.1 49.4 34.6
Old : 37.4 28.1 50.0 35.6 36.9 28.1 49.4 34.6
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, December 27, 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 : 10,181: 6,571 5,166 225 1,540 2,351 8,336 7,742: 1,845 2,439
Old : 10,181: 6,571 5,166 225 1,540 2,351 8,336 7,742: 1,845 2,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 739: 836 43 0 -294 540 542 583: 197 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 50.7 2.2 15.1 23.1 81.9 76.0: 18.1 24.0
Old : 100.0: 64.5 50.7 2.2 15.1 23.1 81.9 76.0: 18.1 24.0
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 : 32: 9 15 1 5 3 14 19:
Old : 32: 9 15 1 5 3 14 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 : 57.0 39.2 72.4 55.0 57.0 39.2 71.7 55.0
Old : 57.0 39.2 72.4 55.0 57.0 39.2 71.7 55.0
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, December 27, 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 :11,538,245: 250,345 702,160 4,244,613 6,279,093 5,542,783 10,774,050 10,489,556: 764,195 1,048,689
Old :11,538,245: 250,345 702,160 4,244,613 6,279,093 5,542,783 10,774,050 10,489,556: 764,195 1,048,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -31,372: -22,023 -70,820 35,479 18,473 19,518 31,929 -15,823: -63,301 -15,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 6.1 36.8 54.4 48.0 93.4 90.9: 6.6 9.1
Old : 100.0: 2.2 6.1 36.8 54.4 48.0 93.4 90.9: 6.6 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 : 252: 34 65 93 135 137 231 242:
Old : 252: 34 65 93 135 137 231 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 20.3 38.7 32.6 18.7 10.2 23.4 14.0
Old : 27.5 20.3 38.7 32.6 18.7 10.2 23.4 14.0
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, December 27, 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 : 859,507: 54,143 95,952 65,831 611,493 582,862 731,467 744,646: 128,040 114,862
Old : 859,507: 54,143 95,952 65,831 611,493 582,862 731,467 744,646: 128,040 114,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 23,587: -3,505 4,414 9,065 24,565 11,489 30,124 24,967: -6,538 -1,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.2 7.7 71.1 67.8 85.1 86.6: 14.9 13.4
Old : 100.0: 6.3 11.2 7.7 71.1 67.8 85.1 86.6: 14.9 13.4
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 : 526: 82 111 82 235 231 364 377:
Old : 526: 82 111 82 235 231 364 377:
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 : 15.8 10.6 24.2 18.3 13.7 9.8 21.2 15.4
Old : 15.8 10.6 24.2 18.3 13.7 9.8 21.2 15.4
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, December 27, 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 : 291,816: 30,040 21,318 18,688 174,560 189,473 223,288 229,479: 68,527 62,337
Old : 291,816: 30,040 21,318 18,688 174,560 189,473 223,288 229,479: 68,527 62,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 11,758: 9,742 2,743 70 6,916 9,080 16,728 11,892: -4,970 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.3 6.4 59.8 64.9 76.5 78.6: 23.5 21.4
Old : 100.0: 10.3 7.3 6.4 59.8 64.9 76.5 78.6: 23.5 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 : 111: 17 13 23 61 58 88 84:
Old : 111: 17 13 23 61 58 88 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 17.8 36.9 29.6 24.7 15.8 33.1 26.4
Old : 25.9 17.8 36.9 29.6 24.7 15.8 33.1 26.4
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, December 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,838,458: 243,178 495,838 113,053 2,184,661 1,966,945 2,540,892 2,575,836: 297,566 262,623
Old : 2,838,458: 243,178 495,838 113,053 2,184,661 1,966,945 2,540,892 2,575,836: 297,566 262,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 59,144: -24,101 50,490 2,838 88,243 12,045 66,980 65,373: -7,836 -6,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 17.5 4.0 77.0 69.3 89.5 90.7: 10.5 9.3
Old : 100.0: 8.6 17.5 4.0 77.0 69.3 89.5 90.7: 10.5 9.3
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 : 494: 75 108 74 212 212 330 351:
Old : 494: 75 108 74 212 212 330 351:
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 : 19.8 13.5 28.1 21.0 18.1 13.0 24.9 20.5
Old : 19.8 13.5 28.1 21.0 18.1 13.0 24.9 20.5
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, December 27, 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 : 105,908: 6,832 6,211 9 90,967 95,215 97,808 101,435: 8,100 4,473
Old : 105,908: 6,832 6,211 9 90,967 95,215 97,808 101,435: 8,100 4,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -1,006: 191 72 -23 -539 -1,504 -371 -1,455: -635 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 5.9 0.0 85.9 89.9 92.4 95.8: 7.6 4.2
Old : 100.0: 6.5 5.9 0.0 85.9 89.9 92.4 95.8: 7.6 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 8 7 1 52 37 60 45:
Old : 89: 8 7 1 52 37 60 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 45.0 47.9 62.7 30.9 42.0 43.5 58.3
Old : 32.9 45.0 47.9 62.7 30.9 42.0 43.5 58.3
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, December 27, 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 : 51,774: 7,835 4,910 1,074 37,080 43,119 45,989 49,103: 5,785 2,671
Old : 51,774: 7,835 4,910 1,074 37,080 43,119 45,989 49,103: 5,785 2,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 39: -1,180 355 726 268 -956 -186 125: 225 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 9.5 2.1 71.6 83.3 88.8 94.8: 11.2 5.2
Old : 100.0: 15.1 9.5 2.1 71.6 83.3 88.8 94.8: 11.2 5.2
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 : 193: 41 30 11 64 75 109 112:
Old : 193: 41 30 11 64 75 109 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 24.1 44.0 37.9 30.7 24.1 43.7 37.9
Old : 30.7 24.1 44.0 37.9 30.7 24.1 43.7 37.9
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, December 27, 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 : 258,870: 39,177 24,549 5,370 185,399 215,594 229,946 245,513: 28,924 13,357
Old : 258,870: 39,177 24,549 5,370 185,399 215,594 229,946 245,513: 28,924 13,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 197: -5,901 1,777 3,630 1,341 -4,780 -930 627: 1,127 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 9.5 2.1 71.6 83.3 88.8 94.8: 11.2 5.2
Old : 100.0: 15.1 9.5 2.1 71.6 83.3 88.8 94.8: 11.2 5.2
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 : 193: 41 30 11 64 75 109 112:
Old : 193: 41 30 11 64 75 109 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 24.1 44.0 37.9 30.7 24.1 43.7 37.9
Old : 30.7 24.1 44.0 37.9 30.7 24.1 43.7 37.9
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, December 27, 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 : 118,806: 59,941 27,352 5,826 33,390 68,158 99,157 101,336: 19,649 17,470
Old : 118,806: 59,941 27,352 5,826 33,390 68,158 99,157 101,336: 19,649 17,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 6,785: 8,272 1,420 22 -2,575 5,525 5,718 6,967: 1,067 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 23.0 4.9 28.1 57.4 83.5 85.3: 16.5 14.7
Old : 100.0: 50.5 23.0 4.9 28.1 57.4 83.5 85.3: 16.5 14.7
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 : 75: 19 23 12 21 28 49 54:
Old : 75: 19 23 12 21 28 49 54:
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 : 43.9 47.2 61.3 58.3 43.7 46.6 61.1 56.7
Old : 43.9 47.2 61.3 58.3 43.7 46.6 61.1 56.7
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, December 27, 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 : 23,104: 3,563 8,360 3 13,683 4,574 17,249 12,937: 5,855 10,167
Old : 23,104: 3,563 8,360 3 13,683 4,574 17,249 12,937: 5,855 10,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 768: 310 27 0 673 -50 983 -23: -215 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 36.2 0.0 59.2 19.8 74.7 56.0: 25.3 44.0
Old : 100.0: 15.4 36.2 0.0 59.2 19.8 74.7 56.0: 25.3 44.0
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 : 35: 7 10 1 16 3 24 13:
Old : 35: 7 10 1 16 3 24 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 44.2 51.4 51.5 34.7 44.2 51.4 51.5
Old : 34.7 44.2 51.4 51.5 34.7 44.2 51.4 51.5
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, December 27, 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 : 35,756: 7,028 2,680 1,604 21,590 12,970 30,222 17,254: 5,534 18,502
Old : 35,756: 7,028 2,680 1,604 21,590 12,970 30,222 17,254: 5,534 18,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 3,256: -312 -438 416 2,912 -1,303 3,016 -1,325: 240 4,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 7.5 4.5 60.4 36.3 84.5 48.3: 15.5 51.7
Old : 100.0: 19.7 7.5 4.5 60.4 36.3 84.5 48.3: 15.5 51.7
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 : 46: 9 6 2 21 16 30 24:
Old : 46: 9 6 2 21 16 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 22.1 56.6 35.0 39.5 22.1 52.2 31.0
Old : 41.1 22.1 56.6 35.0 39.5 22.1 52.2 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2011