BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 18, 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 : 3,514: 0 60 32 3,054 3,156 3,086 3,248: 428 266
Old : 3,514: 0 60 32 3,054 3,156 3,086 3,248: 428 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 11: 0 -4 5 5 1 10 2: 1 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.9 86.9 89.8 87.8 92.4: 12.2 7.6
Old : 100.0: 0.0 1.7 0.9 86.9 89.8 87.8 92.4: 12.2 7.6
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 : 24: 0 3 2 17 12 19 15:
Old : 24: 0 3 2 17 12 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 65.4 75.8 85.5 44.7 60.0 66.1 73.4
Old : 51.1 65.4 75.8 85.5 44.7 60.0 66.1 73.4
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 18, 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 : 26,211: 3,989 3,579 1,276 15,221 17,947 20,486 22,802: 5,725 3,409
Old : 26,211: 3,989 3,579 1,276 15,221 17,947 20,486 22,802: 5,725 3,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 868: -228 -120 151 569 655 492 686: 376 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.7 4.9 58.1 68.5 78.2 87.0: 21.8 13.0
Old : 100.0: 15.2 13.7 4.9 58.1 68.5 78.2 87.0: 21.8 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 : 76: 19 14 16 27 27 55 48:
Old : 76: 19 14 16 27 27 55 48:
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 : 36.9 46.9 49.0 61.2 36.9 46.5 48.6 60.3
Old : 36.9 46.9 49.0 61.2 36.9 46.5 48.6 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, September 18, 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 : 241,316: 81,917 74,061 46,922 86,471 87,466 215,310 208,449: 26,006 32,867
Old : 43,749: 25,478 21,984 310 11,040 16,842 36,828 39,136: 6,921 4,613
Other: 197,567: 67,727 63,365 35,324 75,431 70,624 178,482 169,313: 19,085 28,254
: : :
: : Changes in Commitments from: September 11, 2012 :
: -8,463: 977 5,799 -9,516 632 -3,905 -7,907 -7,622: -556 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 30.7 19.4 35.8 36.2 89.2 86.4: 10.8 13.6
Old : 100.0: 58.2 50.3 0.7 25.2 38.5 84.2 89.5: 15.8 10.5
Other: 100.0: 34.3 32.1 17.9 38.2 35.7 90.3 85.7: 9.7 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 103 92 104 51 74 213 226:
Old : 181: 63 50 8 24 50 91 104:
Other: 282: 91 93 84 47 65 188 203:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 15.6 28.6 25.3 14.8 12.5 25.6 21.1
Old : 26.5 26.2 40.4 44.1 26.5 26.0 39.5 41.4
Other: 17.6 15.0 31.5 24.0 17.0 12.3 29.0 19.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 18, 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 : 294,358: 99,463 65,135 48,976 118,019 135,047 266,458 249,158: 27,900 45,200
Old : 294,358: 99,463 65,135 48,976 118,019 135,047 266,458 249,158: 27,900 45,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -8,233: 4,394 -7,075 664 -13,905 -8 -8,847 -6,419: 614 -1,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 22.1 16.6 40.1 45.9 90.5 84.6: 9.5 15.4
Old : 100.0: 33.8 22.1 16.6 40.1 45.9 90.5 84.6: 9.5 15.4
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 : 379: 120 90 114 72 136 261 287:
Old : 379: 120 90 114 72 136 261 287:
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 : 18.1 10.7 31.8 19.2 17.3 10.4 29.1 17.6
Old : 18.1 10.7 31.8 19.2 17.3 10.4 29.1 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 18, 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 : 8,182: 3,246 2,537 563 2,900 3,725 6,709 6,825: 1,473 1,357
Old : 8,182: 3,246 2,537 563 2,900 3,725 6,709 6,825: 1,473 1,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 83: 50 476 -50 154 -336 154 90: -71 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 31.0 6.9 35.4 45.5 82.0 83.4: 18.0 16.6
Old : 100.0: 39.7 31.0 6.9 35.4 45.5 82.0 83.4: 18.0 16.6
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 : 76: 27 16 7 21 23 54 42:
Old : 76: 27 16 7 21 23 54 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 : 30.7 30.7 47.7 51.2 30.5 28.5 43.5 44.3
Old : 30.7 30.7 47.7 51.2 30.5 28.5 43.5 44.3
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 - Futures Only, September 18, 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 : 32,911: 6,493 9,504 7,586 11,565 4,588 25,644 21,678: 7,267 11,233
Old : 32,911: 6,493 9,504 7,586 11,565 4,588 25,644 21,678: 7,267 11,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -420: -186 120 198 -506 -209 -494 109: 74 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 28.9 23.1 35.1 13.9 77.9 65.9: 22.1 34.1
Old : 100.0: 19.7 28.9 23.1 35.1 13.9 77.9 65.9: 22.1 34.1
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 : 134: 23 49 42 37 33 89 104:
Old : 134: 23 49 42 37 33 89 104:
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 16.3 29.9 25.7 14.8 10.8 23.8 15.4
Old : 17.2 16.3 29.9 25.7 14.8 10.8 23.8 15.4
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 18, 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 : 5,639: 189 1,522 53 4,923 3,854 5,165 5,429: 474 210
Old : 5,639: 189 1,522 53 4,923 3,854 5,165 5,429: 474 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 56: 20 -23 11 21 83 52 71: 4 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 27.0 0.9 87.3 68.3 91.6 96.3: 8.4 3.7
Old : 100.0: 3.4 27.0 0.9 87.3 68.3 91.6 96.3: 8.4 3.7
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 : 28: 4 8 8 10 10 19 21:
Old : 28: 4 8 8 10 10 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.4 64.1 86.2 85.8 77.9 63.5 85.5 85.2
Old : 78.4 64.1 86.2 85.8 77.9 63.5 85.5 85.2
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 18, 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 : 89,750: 8,503 5,363 4,094 76,576 80,023 89,173 89,480: 577 270
Old : 89,750: 8,503 5,363 4,094 76,576 80,023 89,173 89,480: 577 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -6,800: 1,642 -457 -896 -7,884 -5,328 -7,138 -6,681: 338 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 6.0 4.6 85.3 89.2 99.4 99.7: 0.6 0.3
Old : 100.0: 9.5 6.0 4.6 85.3 89.2 99.4 99.7: 0.6 0.3
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 : 25: 3 2 2 15 18 18 22:
Old : 25: 3 2 2 15 18 18 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 : 69.2 64.0 86.7 80.1 59.0 55.3 67.6 64.0
Old : 69.2 64.0 86.7 80.1 59.0 55.3 67.6 64.0
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 18, 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 : 296,999: 126,688 14,807 10,371 111,793 250,531 248,852 275,709: 48,147 21,290
Old : 296,999: 126,688 14,807 10,371 111,793 250,531 248,852 275,709: 48,147 21,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 42,401: 10,142 121 -7,532 40,927 50,542 43,537 43,131: -1,136 -730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 5.0 3.5 37.6 84.4 83.8 92.8: 16.2 7.2
Old : 100.0: 42.7 5.0 3.5 37.6 84.4 83.8 92.8: 16.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 44 23 7 26 33 74 59:
Old : 107: 44 23 7 26 33 74 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 : 40.4 50.9 53.0 67.5 29.7 43.3 35.3 52.8
Old : 40.4 50.9 53.0 67.5 29.7 43.3 35.3 52.8
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 18, 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 : 38,449: 13,626 18,153 0 10,522 8,590 24,148 26,743: 14,301 11,706
Old : 38,449: 13,626 18,153 0 10,522 8,590 24,148 26,743: 14,301 11,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -19,582: 1,978 -2,462 -1,746 -20,562 -13,710 -20,330 -17,918: 748 -1,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 47.2 0.0 27.4 22.3 62.8 69.6: 37.2 30.4
Old : 100.0: 35.4 47.2 0.0 27.4 22.3 62.8 69.6: 37.2 30.4
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 : 30: 7 11 0 7 7 14 18:
Old : 30: 7 11 0 7 7 14 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 : 41.6 44.3 55.9 55.0 41.6 44.3 55.5 55.0
Old : 41.6 44.3 55.9 55.0 41.6 44.3 55.5 55.0
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 - Futures Only, September 18, 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 : 214,921: 140,375 22,228 713 64,559 189,832 205,647 212,773: 9,274 2,148
Old : 214,921: 140,375 22,228 713 64,559 189,832 205,647 212,773: 9,274 2,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -94,323: 13,207 17,303 -53,786 -55,561 -57,899 -96,140 -94,382: 1,817 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 10.3 0.3 30.0 88.3 95.7 99.0: 4.3 1.0
Old : 100.0: 65.3 10.3 0.3 30.0 88.3 95.7 99.0: 4.3 1.0
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 : 126: 82 10 5 15 22 98 36:
Old : 126: 82 10 5 15 22 98 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 54.2 67.2 81.0 50.4 54.2 66.5 81.0
Old : 50.4 54.2 67.2 81.0 50.4 54.2 66.5 81.0
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 18, 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 : 151,305: 52,597 38,185 578 57,416 94,768 110,591 133,531: 40,714 17,774
Old : 151,305: 52,597 38,185 578 57,416 94,768 110,591 133,531: 40,714 17,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -30,377: 3,285 -15,493 -4,134 -30,172 -7,623 -31,021 -27,250: 644 -3,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 25.2 0.4 37.9 62.6 73.1 88.3: 26.9 11.7
Old : 100.0: 34.8 25.2 0.4 37.9 62.6 73.1 88.3: 26.9 11.7
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 : 102: 37 23 4 17 33 55 59:
Old : 102: 37 23 4 17 33 55 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 : 35.9 28.5 46.2 47.4 30.8 26.3 39.6 43.6
Old : 35.9 28.5 46.2 47.4 30.8 26.3 39.6 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 18, 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 : 128,862: 41,500 26,024 1,099 63,586 69,015 106,185 96,138: 22,677 32,724
Old : 128,862: 41,500 26,024 1,099 63,586 69,015 106,185 96,138: 22,677 32,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -47,756: -19,362 -2,065 -1,816 -19,209 -39,127 -40,387 -43,008: -7,369 -4,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 20.2 0.9 49.3 53.6 82.4 74.6: 17.6 25.4
Old : 100.0: 32.2 20.2 0.9 49.3 53.6 82.4 74.6: 17.6 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 23 29 5 20 23 47 53:
Old : 89: 23 29 5 20 23 47 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 : 52.6 32.0 62.7 45.5 52.6 32.0 62.2 45.5
Old : 52.6 32.0 62.7 45.5 52.6 32.0 62.2 45.5
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 18, 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 : 234,394: 48,817 122,299 1,411 140,884 53,819 191,112 177,529: 43,282 56,865
Old : 234,394: 48,817 122,299 1,411 140,884 53,819 191,112 177,529: 43,282 56,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -98,243: 5,637 -14,539 -14,672 -89,356 -63,338 -98,391 -92,549: 148 -5,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 52.2 0.6 60.1 23.0 81.5 75.7: 18.5 24.3
Old : 100.0: 20.8 52.2 0.6 60.1 23.0 81.5 75.7: 18.5 24.3
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 : 178: 46 58 11 45 50 97 113:
Old : 178: 46 58 11 45 50 97 113:
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 : 23.8 28.6 38.9 37.2 22.9 28.6 36.8 37.2
Old : 23.8 28.6 38.9 37.2 22.9 28.6 36.8 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, September 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 16,541: 14,673 14,003 28 1,202 2,062 15,903 16,093: 638 448
Old : 16,541: 14,673 14,003 28 1,202 2,062 15,903 16,093: 638 448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 429: 1,033 238 -50 -566 222 417 410: 12 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 84.7 0.2 7.3 12.5 96.1 97.3: 3.9 2.7
Old : 100.0: 88.7 84.7 0.2 7.3 12.5 96.1 97.3: 3.9 2.7
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: 8 3 1 5 5 13 9:
Old : 21: 8 3 1 5 5 13 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 : 83.5 88.8 91.4 97.1 83.4 88.8 91.2 97.1
Old : 83.5 88.8 91.4 97.1 83.4 88.8 91.2 97.1
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 18, 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 : 29,331: 20,402 3,797 129 4,067 23,695 24,598 27,621: 4,733 1,710
Old : 29,331: 20,402 3,797 129 4,067 23,695 24,598 27,621: 4,733 1,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 2,179: 6,761 188 -600 -4,048 2,914 2,113 2,502: 66 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 12.9 0.4 13.9 80.8 83.9 94.2: 16.1 5.8
Old : 100.0: 69.6 12.9 0.4 13.9 80.8 83.9 94.2: 16.1 5.8
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 : 50: 21 12 1 3 15 25 27:
Old : 50: 21 12 1 3 15 25 27:
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 : 51.9 63.6 68.4 75.0 51.9 63.6 68.4 75.0
Old : 51.9 63.6 68.4 75.0 51.9 63.6 68.4 75.0
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 - Futures Only, September 18, 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 : 7,981,332: 1,625,666 524,825 1,239,637 4,279,456 5,293,447 7,144,759 7,057,909: 836,573 923,423
Old : 7,981,332: 1,625,666 524,825 1,239,637 4,279,456 5,293,447 7,144,759 7,057,909: 836,573 923,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -414,591: 82,117 18,677 -162,640 -290,682 -268,161 -371,205 -412,124: -43,386 -2,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 6.6 15.5 53.6 66.3 89.5 88.4: 10.5 11.6
Old : 100.0: 20.4 6.6 15.5 53.6 66.3 89.5 88.4: 10.5 11.6
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 : 237: 64 30 77 115 126 217 207:
Old : 237: 64 30 77 115 126 217 207:
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 : 23.5 24.0 35.4 37.1 18.9 20.8 27.7 27.1
Old : 23.5 24.0 35.4 37.1 18.9 20.8 27.7 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, September 18, 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 : 976,025: 97,385 78,729 31,347 705,594 761,757 834,326 871,833: 141,699 104,193
Old : 976,025: 97,385 78,729 31,347 705,594 761,757 834,326 871,833: 141,699 104,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 104,567: 4,571 -2,183 6,338 96,651 105,582 107,560 109,738: -2,994 -5,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.1 3.2 72.3 78.0 85.5 89.3: 14.5 10.7
Old : 100.0: 10.0 8.1 3.2 72.3 78.0 85.5 89.3: 14.5 10.7
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 : 572: 121 101 63 261 251 412 386:
Old : 572: 121 101 63 261 251 412 386:
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 13.7 21.9 22.1 10.8 9.4 17.7 16.9
Old : 13.7 13.7 21.9 22.1 10.8 9.4 17.7 16.9
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 18, 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 : 259,144: 16,134 7,519 1,129 168,207 199,133 185,470 207,781: 73,674 51,363
Old : 259,144: 16,134 7,519 1,129 168,207 199,133 185,470 207,781: 73,674 51,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 26,406: 4,903 894 -4,193 21,429 42,599 22,139 39,300: 4,267 -12,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.9 0.4 64.9 76.8 71.6 80.2: 28.4 19.8
Old : 100.0: 6.2 2.9 0.4 64.9 76.8 71.6 80.2: 28.4 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 : 103: 8 7 10 68 60 82 71:
Old : 103: 8 7 10 68 60 82 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 22.8 31.4 36.8 18.7 17.7 27.0 29.4
Old : 21.1 22.8 31.4 36.8 18.7 17.7 27.0 29.4
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 - Futures Only, September 18, 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 : 3,584,406: 452,811 402,604 104,536 2,686,934 2,813,118 3,244,281 3,320,258: 340,125 264,148
Old : 3,584,406: 452,811 402,604 104,536 2,686,934 2,813,118 3,244,281 3,320,258: 340,125 264,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 390,804: 16,770 3,044 34,227 376,110 314,917 427,107 352,188: -36,303 38,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.2 2.9 75.0 78.5 90.5 92.6: 9.5 7.4
Old : 100.0: 12.6 11.2 2.9 75.0 78.5 90.5 92.6: 9.5 7.4
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 : 547: 118 101 58 232 232 378 364:
Old : 547: 118 101 58 232 232 378 364:
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 25.8 23.4 13.4 11.2 22.1 18.9
Old : 16.0 13.7 25.8 23.4 13.4 11.2 22.1 18.9
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 18, 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 : 148,076: 17,088 3,953 0 117,367 139,157 134,455 143,110: 13,621 4,966
Old : 148,076: 17,088 3,953 0 117,367 139,157 134,455 143,110: 13,621 4,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 23,928: 504 534 -241 22,081 22,383 22,344 22,676: 1,584 1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 2.7 0.0 79.3 94.0 90.8 96.6: 9.2 3.4
Old : 100.0: 11.5 2.7 0.0 79.3 94.0 90.8 96.6: 9.2 3.4
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 : 105: 17 4 0 61 42 78 46:
Old : 105: 17 4 0 61 42 78 46:
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 : 32.8 39.6 50.6 58.4 26.5 39.6 39.6 52.7
Old : 32.8 39.6 50.6 58.4 26.5 39.6 39.6 52.7
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 18, 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 : 146,791: 29,756 4,152 3,317 98,773 130,117 131,845 137,585: 14,946 9,206
Old : 146,791: 29,756 4,152 3,317 98,773 130,117 131,845 137,585: 14,946 9,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 31,065: -2,518 -241 2,041 31,987 28,423 31,511 30,223: -447 841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 2.8 2.3 67.3 88.6 89.8 93.7: 10.2 6.3
Old : 100.0: 20.3 2.8 2.3 67.3 88.6 89.8 93.7: 10.2 6.3
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 : 247: 86 24 22 89 89 183 128:
Old : 247: 86 24 22 89 89 183 128:
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 : 32.3 44.3 43.9 60.0 19.4 26.0 25.8 35.1
Old : 32.3 44.3 43.9 60.0 19.4 26.0 25.8 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, September 18, 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 : 27,225: 486 1,661 0 19,197 24,504 19,683 26,165: 7,542 1,060
Old : 27,225: 486 1,661 0 19,197 24,504 19,683 26,165: 7,542 1,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 4,478: 245 430 0 4,426 4,026 4,671 4,456: -193 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 6.1 0.0 70.5 90.0 72.3 96.1: 27.7 3.9
Old : 100.0: 1.8 6.1 0.0 70.5 90.0 72.3 96.1: 27.7 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 : 23: 1 3 0 8 15 9 18:
Old : 23: 1 3 0 8 15 9 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 : 61.8 63.1 71.0 80.5 56.8 62.7 62.5 77.2
Old : 61.8 63.1 71.0 80.5 56.8 62.7 62.5 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 18, 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 : 597,830: 152,443 18,547 10,490 397,878 528,064 560,811 557,101: 37,019 40,729
Old : 597,830: 152,443 18,547 10,490 397,878 528,064 560,811 557,101: 37,019 40,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 132,933: -10,437 20 6,831 137,807 121,986 134,201 128,837: -1,268 4,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 3.1 1.8 66.6 88.3 93.8 93.2: 6.2 6.8
Old : 100.0: 25.5 3.1 1.8 66.6 88.3 93.8 93.2: 6.2 6.8
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 : 247: 87 24 20 85 87 178 125:
Old : 247: 87 24 20 85 87 178 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 45.7 45.6 59.0 23.6 30.5 31.1 41.0
Old : 36.7 45.7 45.6 59.0 23.6 30.5 31.1 41.0
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 18, 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 : 174,458: 117,009 47,763 20 24,935 106,185 141,964 153,968: 32,494 20,490
Old : 174,458: 117,009 47,763 20 24,935 106,185 141,964 153,968: 32,494 20,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -44,452: 9,472 8,485 -5,620 -51,122 -44,641 -47,270 -41,776: 2,818 -2,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 27.4 0.0 14.3 60.9 81.4 88.3: 18.6 11.7
Old : 100.0: 67.1 27.4 0.0 14.3 60.9 81.4 88.3: 18.6 11.7
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 : 99: 35 27 2 15 28 51 56:
Old : 99: 35 27 2 15 28 51 56:
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 45.8 63.2 59.6 52.7 45.3 63.2 59.1
Old : 52.7 45.8 63.2 59.6 52.7 45.3 63.2 59.1
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 18, 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 : 21,611: 1,964 4,295 0 13,481 6,260 15,445 10,555: 6,166 11,056
Old : 21,611: 1,964 4,295 0 13,481 6,260 15,445 10,555: 6,166 11,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -14,093: -1,991 -5,889 -320 -8,855 -1,031 -11,166 -7,240: -2,927 -6,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 19.9 0.0 62.4 29.0 71.5 48.8: 28.5 51.2
Old : 100.0: 9.1 19.9 0.0 62.4 29.0 71.5 48.8: 28.5 51.2
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 : 27: 6 3 0 16 6 22 9:
Old : 27: 6 3 0 16 6 22 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 : 39.3 40.9 52.0 48.5 39.3 40.9 51.7 47.8
Old : 39.3 40.9 52.0 48.5 39.3 40.9 51.7 47.8
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 18, 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 : 28,140: 7,525 3,903 152 14,863 15,314 22,540 19,369: 5,600 8,771
Old : 28,140: 7,525 3,903 152 14,863 15,314 22,540 19,369: 5,600 8,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -45,173: -5,665 -5,118 -4,647 -33,468 -4,194 -43,780 -13,959: -1,393 -31,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 13.9 0.5 52.8 54.4 80.1 68.8: 19.9 31.2
Old : 100.0: 26.7 13.9 0.5 52.8 54.4 80.1 68.8: 19.9 31.2
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 : 45: 12 6 2 19 15 32 22:
Old : 45: 12 6 2 19 15 32 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 : 30.3 33.4 43.8 50.5 27.0 32.9 39.4 48.0
Old : 30.3 33.4 43.8 50.5 27.0 32.9 39.4 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, September 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 10,475: 5,880 1,377 0 3,248 8,835 9,128 10,212: 1,347 263
Old : 10,475: 5,880 1,377 0 3,248 8,835 9,128 10,212: 1,347 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 825: -176 -145 0 757 1,217 581 1,072: 244 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 13.1 0.0 31.0 84.3 87.1 97.5: 12.9 2.5
Old : 100.0: 56.1 13.1 0.0 31.0 84.3 87.1 97.5: 12.9 2.5
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 : 20: 9 3 0 7 2 16 5:
Old : 20: 9 3 0 7 2 16 5:
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 96.4 69.2 97.5 49.2 88.2 64.2 89.2
Old : 51.6 96.4 69.2 97.5 49.2 88.2 64.2 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2012