BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,420: 0 35 22 2,972 3,080 2,994 3,137: 426 283
Old : 3,420: 0 35 22 2,972 3,080 2,994 3,137: 426 283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -903: 0 -58 1 -800 -879 -799 -936: -104 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.6 86.9 90.1 87.5 91.7: 12.5 8.3
Old : 100.0: 0.0 1.0 0.6 86.9 90.1 87.5 91.7: 12.5 8.3
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 : 22: 0 2 2 16 10 18 12:
Old : 22: 0 2 2 16 10 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 65.8 76.6 86.0 45.8 60.4 66.6 73.5
Old : 52.7 65.8 76.6 86.0 45.8 60.4 66.6 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,613: 4,386 4,054 1,073 14,555 17,148 20,014 22,275: 5,599 3,338
Old : 25,613: 4,386 4,054 1,073 14,555 17,148 20,014 22,275: 5,599 3,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -3,575: -203 -222 -936 -2,287 -2,160 -3,426 -3,318: -149 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 15.8 4.2 56.8 67.0 78.1 87.0: 21.9 13.0
Old : 100.0: 17.1 15.8 4.2 56.8 67.0 78.1 87.0: 21.9 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 19 14 14 26 24 54 43:
Old : 74: 19 14 14 26 24 54 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 45.3 48.5 59.3 36.3 44.9 48.2 58.5
Old : 36.3 45.3 48.5 59.3 36.3 44.9 48.2 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 235,417: 74,395 63,251 49,125 86,915 89,125 210,435 201,501: 24,982 33,916
Old : 86,699: 44,781 51,742 2,373 30,914 21,543 78,068 75,658: 8,631 11,041
Other: 148,718: 49,208 31,103 27,158 56,001 67,582 132,367 125,843: 16,351 22,875
: : :
: : Changes in Commitments from: August 28, 2012 :
: 5,210: 4,002 2,751 -23 1,126 641 5,105 3,369: 105 1,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 26.9 20.9 36.9 37.9 89.4 85.6: 10.6 14.4
Old : 100.0: 51.7 59.7 2.7 35.7 24.8 90.0 87.3: 10.0 12.7
Other: 100.0: 33.1 20.9 18.3 37.7 45.4 89.0 84.6: 11.0 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 103 93 113 49 67 213 232:
Old : 241: 67 108 15 27 43 104 156:
Other: 248: 93 61 76 47 64 180 170:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 15.4 28.9 25.0 15.6 13.1 26.6 20.9
Old : 22.2 17.4 36.9 28.6 22.1 16.0 36.7 27.1
Other: 22.4 18.5 35.0 27.7 20.8 15.2 30.7 22.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 293,239: 89,758 72,637 48,816 129,786 127,673 268,360 249,126: 24,879 44,113
Old : 293,239: 89,758 72,637 48,816 129,786 127,673 268,360 249,126: 24,879 44,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 8,704: 1,444 3,119 4,585 2,216 2,309 8,245 10,013: 459 -1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 24.8 16.6 44.3 43.5 91.5 85.0: 8.5 15.0
Old : 100.0: 30.6 24.8 16.6 44.3 43.5 91.5 85.0: 8.5 15.0
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 : 395: 106 113 121 78 138 261 315:
Old : 395: 106 113 121 78 138 261 315:
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 : 22.2 10.3 35.9 17.8 19.6 9.6 33.3 16.3
Old : 22.2 10.3 35.9 17.8 19.6 9.6 33.3 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,086: 3,856 2,310 722 2,692 4,711 7,270 7,743: 1,816 1,343
Old : 9,086: 3,856 2,310 722 2,692 4,711 7,270 7,743: 1,816 1,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -604: -624 -424 -70 132 -193 -562 -687: -42 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 25.4 7.9 29.6 51.8 80.0 85.2: 20.0 14.8
Old : 100.0: 42.4 25.4 7.9 29.6 51.8 80.0 85.2: 20.0 14.8
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 : 83: 34 13 9 20 27 62 44:
Old : 83: 34 13 9 20 27 62 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 33.3 45.1 53.6 27.4 30.9 41.8 46.6
Old : 27.4 33.3 45.1 53.6 27.4 30.9 41.8 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,897: 7,435 10,183 7,536 12,924 4,865 27,895 22,584: 7,002 12,313
Old : 34,897: 7,435 10,183 7,536 12,924 4,865 27,895 22,584: 7,002 12,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -3,514: -1,713 -2,272 -157 -745 -683 -2,615 -3,112: -899 -402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 29.2 21.6 37.0 13.9 79.9 64.7: 20.1 35.3
Old : 100.0: 21.3 29.2 21.6 37.0 13.9 79.9 64.7: 20.1 35.3
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 : 137: 26 46 45 39 37 94 107:
Old : 137: 26 46 45 39 37 94 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 15.8 29.4 24.3 16.0 13.0 24.5 17.6
Old : 17.2 15.8 29.4 24.3 16.0 13.0 24.5 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,561: 172 1,472 87 4,832 3,783 5,091 5,342: 470 219
Old : 5,561: 172 1,472 87 4,832 3,783 5,091 5,342: 470 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -1,223: -25 -335 1 -1,110 -909 -1,134 -1,243: -89 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 26.5 1.6 86.9 68.0 91.5 96.1: 8.5 3.9
Old : 100.0: 3.1 26.5 1.6 86.9 68.0 91.5 96.1: 8.5 3.9
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 : 28: 4 8 9 10 10 19 22:
Old : 28: 4 8 9 10 10 19 22:
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 : 78.2 65.8 86.2 85.6 77.6 65.2 85.5 84.4
Old : 78.2 65.8 86.2 85.6 77.6 65.2 85.5 84.4
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 - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 93,433: 5,393 5,588 4,990 82,097 82,460 92,480 93,038: 953 395
Old : 93,433: 5,393 5,588 4,990 82,097 82,460 92,480 93,038: 953 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -16: -786 -278 116 -79 149 -749 -13: 733 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 6.0 5.3 87.9 88.3 99.0 99.6: 1.0 0.4
Old : 100.0: 5.8 6.0 5.3 87.9 88.3 99.0 99.6: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 2 3 16 19 20 24:
Old : 26: 4 2 3 16 19 20 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 : 71.2 60.5 86.9 77.8 56.9 52.4 64.8 61.3
Old : 71.2 60.5 86.9 77.8 56.9 52.4 64.8 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 171,278: 89,309 22,754 756 36,806 123,990 126,871 147,500: 44,407 23,778
Old : 171,278: 89,309 22,754 756 36,806 123,990 126,871 147,500: 44,407 23,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 7,436: 2,670 -2,949 -92 4,650 7,866 7,228 4,825: 208 2,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 13.3 0.4 21.5 72.4 74.1 86.1: 25.9 13.9
Old : 100.0: 52.1 13.3 0.4 21.5 72.4 74.1 86.1: 25.9 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 35 20 8 23 28 61 53:
Old : 92: 35 20 8 23 28 61 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 52.8 46.6 66.9 37.1 50.3 45.7 63.9
Old : 37.1 52.8 46.6 66.9 37.1 50.3 45.7 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,949: 9,013 22,125 13 33,506 18,637 42,532 40,775: 13,417 15,174
Old : 55,949: 9,013 22,125 13 33,506 18,637 42,532 40,775: 13,417 15,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 523: -1,671 -20 0 252 1,329 -1,419 1,309: 1,942 -786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 39.5 0.0 59.9 33.3 76.0 72.9: 24.0 27.1
Old : 100.0: 16.1 39.5 0.0 59.9 33.3 76.0 72.9: 24.0 27.1
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 : 36: 6 10 1 11 15 17 26:
Old : 36: 6 10 1 11 15 17 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 : 59.3 38.4 69.9 52.4 58.9 38.4 68.4 51.8
Old : 59.3 38.4 69.9 52.4 58.9 38.4 68.4 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 222,655: 101,497 10,616 6,095 108,926 203,436 216,518 220,147: 6,137 2,508
Old : 222,655: 101,497 10,616 6,095 108,926 203,436 216,518 220,147: 6,137 2,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 1,126: -2,742 1,003 3,058 1,074 -2,604 1,390 1,457: -264 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 4.8 2.7 48.9 91.4 97.2 98.9: 2.8 1.1
Old : 100.0: 45.6 4.8 2.7 48.9 91.4 97.2 98.9: 2.8 1.1
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 : 112: 60 17 11 19 21 86 44:
Old : 112: 60 17 11 19 21 86 44:
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 : 51.3 62.2 68.5 78.8 51.3 62.2 66.4 74.8
Old : 51.3 62.2 68.5 78.8 51.3 62.2 66.4 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 133,755: 41,834 48,702 79 57,584 59,109 99,497 107,890: 34,258 25,865
Old : 133,755: 41,834 48,702 79 57,584 59,109 99,497 107,890: 34,258 25,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 16,721: -573 8,263 -554 11,450 6,866 10,323 14,575: 6,398 2,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 36.4 0.1 43.1 44.2 74.4 80.7: 25.6 19.3
Old : 100.0: 31.3 36.4 0.1 43.1 44.2 74.4 80.7: 25.6 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 29 24 3 23 25 53 51:
Old : 90: 29 24 3 23 25 53 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 31.1 42.0 44.0 23.0 26.0 33.6 36.3
Old : 28.4 31.1 42.0 44.0 23.0 26.0 33.6 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 152,452: 55,133 31,126 146 72,936 90,420 128,215 121,692: 24,237 30,760
Old : 152,452: 55,133 31,126 146 72,936 90,420 128,215 121,692: 24,237 30,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 3,008: 1,562 -889 -216 -694 7,118 652 6,013: 2,356 -3,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 20.4 0.1 47.8 59.3 84.1 79.8: 15.9 20.2
Old : 100.0: 36.2 20.4 0.1 47.8 59.3 84.1 79.8: 15.9 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 25 33 5 20 27 49 61:
Old : 97: 25 33 5 20 27 49 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 : 49.6 43.0 61.7 54.5 49.6 42.9 60.1 54.4
Old : 49.6 43.0 61.7 54.5 49.6 42.9 60.1 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 314,363: 46,580 148,886 3,578 225,276 100,488 275,434 252,952: 38,929 61,411
Old : 314,363: 46,580 148,886 3,578 225,276 100,488 275,434 252,952: 38,929 61,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 2,438: 653 1,398 111 588 3,433 1,352 4,942: 1,086 -2,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 47.4 1.1 71.7 32.0 87.6 80.5: 12.4 19.5
Old : 100.0: 14.8 47.4 1.1 71.7 32.0 87.6 80.5: 12.4 19.5
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 : 190: 45 67 16 49 52 105 124:
Old : 190: 45 67 16 49 52 105 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 33.7 53.1 41.8 41.4 32.4 52.2 39.9
Old : 42.2 33.7 53.1 41.8 41.4 32.4 52.2 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 25,393: 14,815 3,414 128 7,271 19,836 22,214 23,378: 3,179 2,015
Old : 25,393: 14,815 3,414 128 7,271 19,836 22,214 23,378: 3,179 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -5,981: -3,400 -572 2 -2,023 -5,678 -5,421 -6,248: -560 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 13.4 0.5 28.6 78.1 87.5 92.1: 12.5 7.9
Old : 100.0: 58.3 13.4 0.5 28.6 78.1 87.5 92.1: 12.5 7.9
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 : 52: 21 13 2 13 8 35 22:
Old : 52: 21 13 2 13 8 35 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 74.4 58.1 82.1 44.4 74.4 58.1 82.1
Old : 44.4 74.4 58.1 82.1 44.4 74.4 58.1 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 8,208,560: 1,436,010 536,621 1,420,417 4,494,708 5,341,831 7,351,135 7,298,869: 857,425 909,691
Old : 8,208,560: 1,436,010 536,621 1,420,417 4,494,708 5,341,831 7,351,135 7,298,869: 857,425 909,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 295,247: 158,699 -12,046 111,902 24,740 219,936 295,341 319,792: -94 -24,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 6.5 17.3 54.8 65.1 89.6 88.9: 10.4 11.1
Old : 100.0: 17.5 6.5 17.3 54.8 65.1 89.6 88.9: 10.4 11.1
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 : 255: 67 38 76 124 135 227 222:
Old : 255: 67 38 76 124 135 227 222:
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 : 22.3 24.9 35.4 36.8 16.7 20.1 25.9 24.0
Old : 22.3 24.9 35.4 36.8 16.7 20.1 25.9 24.0
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 - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 861,624: 81,663 88,228 27,076 608,269 633,769 717,009 749,074: 144,615 112,550
Old : 861,624: 81,663 88,228 27,076 608,269 633,769 717,009 749,074: 144,615 112,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 13,084: 58 3,729 4,612 10,361 5,531 15,032 13,872: -1,947 -788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 10.2 3.1 70.6 73.6 83.2 86.9: 16.8 13.1
Old : 100.0: 9.5 10.2 3.1 70.6 73.6 83.2 86.9: 16.8 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 569: 112 103 52 238 242 377 372:
Old : 569: 112 103 52 238 242 377 372:
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 : 13.7 11.2 21.9 19.4 11.4 10.9 18.8 18.5
Old : 13.7 11.2 21.9 19.4 11.4 10.9 18.8 18.5
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 - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 241,669: 7,828 9,823 5,197 157,958 159,430 170,983 174,450: 70,686 67,219
Old : 241,669: 7,828 9,823 5,197 157,958 159,430 170,983 174,450: 70,686 67,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 4,406: 341 3,207 112 1,726 1,241 2,179 4,560: 2,227 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 4.1 2.2 65.4 66.0 70.8 72.2: 29.2 27.8
Old : 100.0: 3.2 4.1 2.2 65.4 66.0 70.8 72.2: 29.2 27.8
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 : 99: 6 6 5 59 52 67 62:
Old : 99: 6 6 5 59 52 67 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 17.0 33.9 28.9 21.5 16.3 30.7 27.9
Old : 22.6 17.0 33.9 28.9 21.5 16.3 30.7 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,099,775: 407,084 429,935 71,489 2,251,555 2,371,695 2,730,128 2,873,119: 369,647 226,656
Old : 3,099,775: 407,084 429,935 71,489 2,251,555 2,371,695 2,730,128 2,873,119: 369,647 226,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 43,392: 17,197 21,219 3,891 43,176 21,450 64,264 46,560: -20,872 -3,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 13.9 2.3 72.6 76.5 88.1 92.7: 11.9 7.3
Old : 100.0: 13.1 13.9 2.3 72.6 76.5 88.1 92.7: 11.9 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 545: 111 102 48 211 219 346 346:
Old : 545: 111 102 48 211 219 346 346:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 13.7 26.5 22.5 14.5 13.4 23.6 21.9
Old : 16.0 13.7 26.5 22.5 14.5 13.4 23.6 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 121,421: 16,398 3,736 1,188 92,540 111,682 110,126 116,606: 11,295 4,815
Old : 121,421: 16,398 3,736 1,188 92,540 111,682 110,126 116,606: 11,295 4,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 1,376: 4 1,236 286 822 -656 1,112 866: 264 510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 3.1 1.0 76.2 92.0 90.7 96.0: 9.3 4.0
Old : 100.0: 13.5 3.1 1.0 76.2 92.0 90.7 96.0: 9.3 4.0
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 : 103: 20 4 2 53 39 74 45:
Old : 103: 20 4 2 53 39 74 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 : 32.4 43.0 47.6 60.7 32.4 43.0 46.6 60.7
Old : 32.4 43.0 47.6 60.7 32.4 43.0 46.6 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 113,775: 33,890 5,683 906 65,197 98,915 99,993 105,505: 13,782 8,271
Old : 113,775: 33,890 5,683 906 65,197 98,915 99,993 105,505: 13,782 8,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 3,226: 1,047 538 -11 1,569 2,303 2,605 2,829: 622 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 5.0 0.8 57.3 86.9 87.9 92.7: 12.1 7.3
Old : 100.0: 29.8 5.0 0.8 57.3 86.9 87.9 92.7: 12.1 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 85 27 12 67 83 158 116:
Old : 240: 85 27 12 67 83 158 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 42.4 38.1 55.6 25.7 37.3 35.1 49.4
Old : 28.0 42.4 38.1 55.6 25.7 37.3 35.1 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,635: 241 1,231 0 14,070 19,269 14,311 20,500: 7,324 1,135
Old : 21,635: 241 1,231 0 14,070 19,269 14,311 20,500: 7,324 1,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 3,137: -245 0 0 2,812 2,949 2,567 2,949: 570 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.7 0.0 65.0 89.1 66.1 94.8: 33.9 5.2
Old : 100.0: 1.1 5.7 0.0 65.0 89.1 66.1 94.8: 33.9 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 : 23: 1 2 0 9 11 10 13:
Old : 23: 1 2 0 9 11 10 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 : 52.7 64.1 63.6 82.8 52.7 64.1 63.6 82.8
Old : 52.7 64.1 63.6 82.8 52.7 64.1 63.6 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 460,702: 170,991 25,006 1,785 255,636 398,232 428,412 425,023: 32,290 35,679
Old : 460,702: 170,991 25,006 1,785 255,636 398,232 428,412 425,023: 32,290 35,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 447: 5,263 1,491 1,142 -6,216 -3,231 189 -598: 258 1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 5.4 0.4 55.5 86.4 93.0 92.3: 7.0 7.7
Old : 100.0: 37.1 5.4 0.4 55.5 86.4 93.0 92.3: 7.0 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 85 27 10 61 81 151 113:
Old : 239: 85 27 10 61 81 151 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 40.8 42.9 55.3 31.4 40.8 42.9 55.2
Old : 31.4 40.8 42.9 55.3 31.4 40.8 42.9 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 189,241: 111,869 49,430 617 48,115 116,561 160,601 166,608: 28,640 22,633
Old : 189,241: 111,869 49,430 617 48,115 116,561 160,601 166,608: 28,640 22,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -1,390: -12,268 3,365 343 12,228 -7,583 303 -3,875: -1,693 2,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 26.1 0.3 25.4 61.6 84.9 88.0: 15.1 12.0
Old : 100.0: 59.1 26.1 0.3 25.4 61.6 84.9 88.0: 15.1 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 38 35 8 26 23 68 62:
Old : 112: 38 35 8 26 23 68 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 51.3 55.7 65.3 45.8 49.0 55.7 63.0
Old : 45.8 51.3 55.7 65.3 45.8 49.0 55.7 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,572: 2,630 11,540 140 20,598 4,230 23,368 15,910: 8,204 15,662
Old : 31,572: 2,630 11,540 140 20,598 4,230 23,368 15,910: 8,204 15,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 443: 30 -83 140 -526 -544 -356 -487: 799 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 36.6 0.4 65.2 13.4 74.0 50.4: 26.0 49.6
Old : 100.0: 8.3 36.6 0.4 65.2 13.4 74.0 50.4: 26.0 49.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 5 1 19 4 25 9:
Old : 30: 5 5 1 19 4 25 9:
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 : 37.3 46.3 50.9 50.3 37.3 46.3 50.9 48.0
Old : 37.3 46.3 50.9 50.3 37.3 46.3 50.9 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,865: 12,410 8,075 1,392 37,244 15,399 51,046 24,866: 5,819 31,999
Old : 56,865: 12,410 8,075 1,392 37,244 15,399 51,046 24,866: 5,819 31,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 7,574: 555 1,843 217 5,976 1,863 6,748 3,923: 826 3,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 14.2 2.4 65.5 27.1 89.8 43.7: 10.2 56.3
Old : 100.0: 21.8 14.2 2.4 65.5 27.1 89.8 43.7: 10.2 56.3
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 : 59: 13 9 2 26 19 40 29:
Old : 59: 13 9 2 26 19 40 29:
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 : 33.1 21.0 51.5 29.2 32.6 19.3 49.3 26.0
Old : 33.1 21.0 51.5 29.2 32.6 19.3 49.3 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2012