MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 20, 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 : 23,761: 3,970 4,169 1,054 14,025 15,404 19,049 20,627: 4,712 3,134
Old : 23,761: 3,970 4,169 1,054 14,025 15,404 19,049 20,627: 4,712 3,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 753: 106 428 141 672 450 919 1,019: -166 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 17.5 4.4 59.0 64.8 80.2 86.8: 19.8 13.2
Old : 100.0: 16.7 17.5 4.4 59.0 64.8 80.2 86.8: 19.8 13.2
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 : 74: 18 16 15 26 25 50 50:
Old : 74: 18 16 15 26 25 50 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 40.7 51.7 59.4 37.5 40.1 51.7 57.9
Old : 37.5 40.7 51.7 59.4 37.5 40.1 51.7 57.9
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, November 20, 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 : 240,215: 83,230 43,291 57,060 73,487 98,392 213,777 198,743: 26,438 41,472
Old : 235,206: 82,940 43,416 56,164 71,124 95,323 210,228 194,903: 24,978 40,303
Other: 5,009: 1,179 764 7 2,363 3,069 3,549 3,840: 1,460 1,169
: : :
: : Changes in Commitments from: November 13, 2012 :
: 12,916: 769 -4,191 8,165 3,117 7,705 12,051 11,679: 865 1,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 18.0 23.8 30.6 41.0 89.0 82.7: 11.0 17.3
Old : 100.0: 35.3 18.5 23.9 30.2 40.5 89.4 82.9: 10.6 17.1
Other: 100.0: 23.5 15.3 0.1 47.2 61.3 70.9 76.7: 29.1 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 106 81 101 56 80 226 220:
Old : 299: 107 83 99 51 80 219 220:
Other: 60: 13 10 2 17 30 31 42:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 12.4 25.4 20.9 13.0 11.4 21.9 18.2
Old : 13.7 12.6 25.8 21.2 13.2 11.7 22.3 18.3
Other: 38.7 28.5 51.9 44.1 38.7 28.0 49.2 41.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 20, 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 : 334,554: 88,482 81,295 65,684 144,372 136,025 298,538 283,004: 36,016 51,550
Old : 334,554: 88,482 81,295 65,684 144,372 136,025 298,538 283,004: 36,016 51,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 3,728: -1,833 620 -2,125 6,839 5,499 2,881 3,994: 847 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 24.3 19.6 43.2 40.7 89.2 84.6: 10.8 15.4
Old : 100.0: 26.4 24.3 19.6 43.2 40.7 89.2 84.6: 10.8 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 : 409: 97 109 138 101 155 282 348:
Old : 409: 97 109 138 101 155 282 348:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 10.3 30.8 17.5 18.9 9.9 30.3 16.1
Old : 19.3 10.3 30.8 17.5 18.9 9.9 30.3 16.1
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, November 20, 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 : 10,882: 4,701 2,197 728 3,096 6,482 8,525 9,407: 2,357 1,475
Old : 10,882: 4,701 2,197 728 3,096 6,482 8,525 9,407: 2,357 1,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 424: 125 15 9 253 389 387 413: 37 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 20.2 6.7 28.5 59.6 78.3 86.4: 21.7 13.6
Old : 100.0: 43.2 20.2 6.7 28.5 59.6 78.3 86.4: 21.7 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 44 20 10 24 35 75 60:
Old : 107: 44 20 10 24 35 75 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 35.6 39.5 48.1 21.8 33.6 34.5 44.3
Old : 22.8 35.6 39.5 48.1 21.8 33.6 34.5 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, November 20, 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 : 26,399: 8,993 11,228 3,822 7,895 2,514 20,710 17,564: 5,689 8,835
Old : 26,399: 8,993 11,228 3,822 7,895 2,514 20,710 17,564: 5,689 8,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -478: 260 912 -165 -90 -662 5 85: -483 -563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 42.5 14.5 29.9 9.5 78.4 66.5: 21.6 33.5
Old : 100.0: 34.1 42.5 14.5 29.9 9.5 78.4 66.5: 21.6 33.5
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 : 140: 26 50 31 42 26 87 97:
Old : 140: 26 50 31 42 26 87 97:
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 : 18.7 17.4 31.0 25.9 15.1 14.6 25.4 22.8
Old : 18.7 17.4 31.0 25.9 15.1 14.6 25.4 22.8
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, November 20, 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 : 4,751: 201 1,379 234 3,912 3,025 4,347 4,638: 404 113
Old : 4,751: 201 1,379 234 3,912 3,025 4,347 4,638: 404 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 518: 141 376 -4 314 197 451 569: 67 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 29.0 4.9 82.3 63.7 91.5 97.6: 8.5 2.4
Old : 100.0: 4.2 29.0 4.9 82.3 63.7 91.5 97.6: 8.5 2.4
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 : 29: 4 8 9 13 11 24 21:
Old : 29: 4 8 9 13 11 24 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 : 68.6 59.1 81.3 79.4 68.0 56.5 77.5 76.5
Old : 68.6 59.1 81.3 79.4 68.0 56.5 77.5 76.5
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, November 20, 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 : 77,756: 5,008 6,533 2,819 69,565 68,031 77,392 77,383: 364 373
Old : 77,756: 5,008 6,533 2,819 69,565 68,031 77,392 77,383: 364 373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -8,744: -1 -856 0 -8,875 -7,859 -8,876 -8,715: 132 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 8.4 3.6 89.5 87.5 99.5 99.5: 0.5 0.5
Old : 100.0: 6.4 8.4 3.6 89.5 87.5 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 2 16 16 18 20:
Old : 24: 2 2 2 16 16 18 20:
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 : 69.1 61.3 85.2 79.7 52.6 52.7 63.6 61.8
Old : 69.1 61.3 85.2 79.7 52.6 52.7 63.6 61.8
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, November 20, 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 : 169,517: 72,893 11,447 818 61,171 135,820 134,882 148,085: 34,635 21,432
Old : 169,517: 72,893 11,447 818 61,171 135,820 134,882 148,085: 34,635 21,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 1,178: -3,042 1,631 -95 5,746 -1,621 2,609 -85: -1,431 1,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 6.8 0.5 36.1 80.1 79.6 87.4: 20.4 12.6
Old : 100.0: 43.0 6.8 0.5 36.1 80.1 79.6 87.4: 20.4 12.6
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 : 96: 42 16 4 24 28 66 48:
Old : 96: 42 16 4 24 28 66 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 : 37.6 57.9 50.9 73.0 37.3 57.8 50.3 72.8
Old : 37.6 57.9 50.9 73.0 37.3 57.8 50.3 72.8
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, November 20, 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 : 46,210: 7,220 19,708 116 26,831 11,063 34,167 30,887: 12,043 15,323
Old : 46,210: 7,220 19,708 116 26,831 11,063 34,167 30,887: 12,043 15,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -730: -4,168 -568 -28 1,792 461 -2,404 -135: 1,674 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 42.6 0.3 58.1 23.9 73.9 66.8: 26.1 33.2
Old : 100.0: 15.6 42.6 0.3 58.1 23.9 73.9 66.8: 26.1 33.2
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 : 41: 8 13 2 12 10 20 25:
Old : 41: 8 13 2 12 10 20 25:
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 : 46.5 31.6 60.1 45.7 46.5 31.6 59.7 45.7
Old : 46.5 31.6 60.1 45.7 46.5 31.6 59.7 45.7
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, November 20, 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 : 165,940: 96,451 9,664 1,321 60,647 152,448 158,419 163,433: 7,521 2,507
Old : 165,940: 96,451 9,664 1,321 60,647 152,448 158,419 163,433: 7,521 2,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -4,071: -6,466 3,741 485 2,010 -8,308 -3,971 -4,082: -100 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 5.8 0.8 36.5 91.9 95.5 98.5: 4.5 1.5
Old : 100.0: 58.1 5.8 0.8 36.5 91.9 95.5 98.5: 4.5 1.5
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 : 136: 74 23 8 21 19 98 50:
Old : 136: 74 23 8 21 19 98 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 68.6 60.2 85.2 44.9 68.0 60.2 84.4
Old : 44.9 68.6 60.2 85.2 44.9 68.0 60.2 84.4
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, November 20, 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 : 150,722: 46,546 45,816 2,013 72,393 82,747 120,952 130,576: 29,770 20,146
Old : 150,722: 46,546 45,816 2,013 72,393 82,747 120,952 130,576: 29,770 20,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 1,549: 747 8,245 1,055 2,508 -6,569 4,310 2,731: -2,761 -1,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 30.4 1.3 48.0 54.9 80.2 86.6: 19.8 13.4
Old : 100.0: 30.9 30.4 1.3 48.0 54.9 80.2 86.6: 19.8 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 30 27 6 20 31 52 62:
Old : 100: 30 27 6 20 31 52 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 : 38.9 27.0 51.4 43.6 36.1 25.0 47.2 38.8
Old : 38.9 27.0 51.4 43.6 36.1 25.0 47.2 38.8
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, November 20, 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 : 180,979: 28,272 79,661 781 139,472 42,709 168,525 123,151: 12,454 57,828
Old : 180,979: 28,272 79,661 781 139,472 42,709 168,525 123,151: 12,454 57,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 25,048: 6,292 27,234 532 17,712 -9,372 24,536 18,394: 512 6,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 44.0 0.4 77.1 23.6 93.1 68.0: 6.9 32.0
Old : 100.0: 15.6 44.0 0.4 77.1 23.6 93.1 68.0: 6.9 32.0
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 : 122: 23 53 7 27 27 54 84:
Old : 122: 23 53 7 27 27 54 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 27.3 65.5 35.8 51.1 27.3 65.0 35.8
Old : 51.6 27.3 65.5 35.8 51.1 27.3 65.0 35.8
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, November 20, 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 : 232,328: 36,692 128,092 2,846 155,028 45,063 194,566 176,001: 37,762 56,327
Old : 232,328: 36,692 128,092 2,846 155,028 45,063 194,566 176,001: 37,762 56,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 668: -3,171 4,583 278 4,600 -3,369 1,707 1,492: -1,039 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 55.1 1.2 66.7 19.4 83.7 75.8: 16.3 24.2
Old : 100.0: 15.8 55.1 1.2 66.7 19.4 83.7 75.8: 16.3 24.2
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 : 173: 34 64 17 51 47 94 119:
Old : 173: 34 64 17 51 47 94 119:
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 : 24.5 23.4 37.7 32.1 24.1 23.4 37.2 32.1
Old : 24.5 23.4 37.7 32.1 24.1 23.4 37.2 32.1
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, November 20, 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 : 32,762: 18,953 946 157 12,999 31,196 32,109 32,299: 653 463
Old : 32,762: 18,953 946 157 12,999 31,196 32,109 32,299: 653 463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 338: 3 254 147 212 -153 362 248: -24 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 2.9 0.5 39.7 95.2 98.0 98.6: 2.0 1.4
Old : 100.0: 57.9 2.9 0.5 39.7 95.2 98.0 98.6: 2.0 1.4
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 : 25: 8 4 2 8 8 17 13:
Old : 25: 8 4 2 8 8 17 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 : 89.0 90.3 94.0 96.4 85.9 89.2 90.9 93.9
Old : 89.0 90.3 94.0 96.4 85.9 89.2 90.9 93.9
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, November 20, 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 : 29,757: 21,436 3,578 222 4,087 23,693 25,745 27,493: 4,012 2,264
Old : 29,757: 21,436 3,578 222 4,087 23,693 25,745 27,493: 4,012 2,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -3,495: -2,256 -920 0 -932 -2,884 -3,188 -3,804: -307 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 12.0 0.7 13.7 79.6 86.5 92.4: 13.5 7.6
Old : 100.0: 72.0 12.0 0.7 13.7 79.6 86.5 92.4: 13.5 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 : 51: 22 10 1 7 14 29 25:
Old : 51: 22 10 1 7 14 29 25:
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 : 56.7 69.2 72.4 79.9 56.7 69.2 72.4 79.9
Old : 56.7 69.2 72.4 79.9 56.7 69.2 72.4 79.9
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, November 20, 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 : 8,586,243: 1,598,324 730,638 1,368,457 4,742,765 5,476,572 7,709,546 7,575,667: 876,697 1,010,576
Old : 8,586,243: 1,598,324 730,638 1,368,457 4,742,765 5,476,572 7,709,546 7,575,667: 876,697 1,010,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 105,944: 83,682 80,683 36,446 7,912 -27,097 128,040 90,032: -22,096 15,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 8.5 15.9 55.2 63.8 89.8 88.2: 10.2 11.8
Old : 100.0: 18.6 8.5 15.9 55.2 63.8 89.8 88.2: 10.2 11.8
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 : 239: 52 42 77 121 127 224 207:
Old : 239: 52 42 77 121 127 224 207:
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 : 22.0 24.9 36.5 35.9 18.5 20.6 28.0 26.1
Old : 22.0 24.9 36.5 35.9 18.5 20.6 28.0 26.1
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, November 20, 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 : 852,640: 85,610 78,813 20,365 604,839 645,653 710,813 744,831: 141,827 107,809
Old : 852,640: 85,610 78,813 20,365 604,839 645,653 710,813 744,831: 141,827 107,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 24,549: -11,306 6,888 1,591 13,273 -3,742 3,558 4,736: 20,991 19,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 9.2 2.4 70.9 75.7 83.4 87.4: 16.6 12.6
Old : 100.0: 10.0 9.2 2.4 70.9 75.7 83.4 87.4: 16.6 12.6
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 : 540: 107 87 39 240 226 368 331:
Old : 540: 107 87 39 240 226 368 331:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 17.3 22.2 26.9 11.4 15.4 19.1 24.8
Old : 13.9 17.3 22.2 26.9 11.4 15.4 19.1 24.8
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, November 20, 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 : 227,967: 14,558 5,035 181 149,280 158,998 164,019 164,214: 63,948 63,753
Old : 227,967: 14,558 5,035 181 149,280 158,998 164,019 164,214: 63,948 63,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 15,056: 2,124 -1,328 -31 8,485 -746 10,578 -2,105: 4,478 17,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 2.2 0.1 65.5 69.7 71.9 72.0: 28.1 28.0
Old : 100.0: 6.4 2.2 0.1 65.5 69.7 71.9 72.0: 28.1 28.0
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 : 99: 9 5 3 55 49 66 55:
Old : 99: 9 5 3 55 49 66 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 27.4 31.0 39.1 18.8 27.4 28.5 38.5
Old : 21.2 27.4 31.0 39.1 18.8 27.4 28.5 38.5
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, November 20, 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 : 3,123,365: 392,852 406,486 63,325 2,277,793 2,433,273 2,733,970 2,903,084: 389,395 220,281
Old : 3,123,365: 392,852 406,486 63,325 2,277,793 2,433,273 2,733,970 2,903,084: 389,395 220,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 47,463: -63,666 44,561 4,627 23,938 -14,981 -35,101 34,207: 82,564 13,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 13.0 2.0 72.9 77.9 87.5 92.9: 12.5 7.1
Old : 100.0: 12.6 13.0 2.0 72.9 77.9 87.5 92.9: 12.5 7.1
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 : 512: 104 87 36 216 207 341 309:
Old : 512: 104 87 36 216 207 341 309:
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 : 16.1 18.9 26.0 30.5 14.8 18.1 23.3 29.2
Old : 16.1 18.9 26.0 30.5 14.8 18.1 23.3 29.2
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, November 20, 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 : 118,487: 11,927 6,200 753 93,417 107,525 106,097 114,478: 12,390 4,009
Old : 118,487: 11,927 6,200 753 93,417 107,525 106,097 114,478: 12,390 4,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 2,571: -1,395 1,219 677 3,676 137 2,958 2,033: -387 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.2 0.6 78.8 90.7 89.5 96.6: 10.5 3.4
Old : 100.0: 10.1 5.2 0.6 78.8 90.7 89.5 96.6: 10.5 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 : 100: 13 5 1 55 40 68 46:
Old : 100: 13 5 1 55 40 68 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 : 34.5 40.6 47.0 60.9 34.5 40.6 46.1 60.9
Old : 34.5 40.6 47.0 60.9 34.5 40.6 46.1 60.9
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, November 20, 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 : 108,038: 8,747 10,629 2,395 88,642 89,540 99,785 102,564: 8,254 5,474
Old : 108,038: 8,747 10,629 2,395 88,642 89,540 99,785 102,564: 8,254 5,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 35,604: -4,231 2,231 2,117 34,863 28,994 32,750 33,342: 2,855 2,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 9.8 2.2 82.0 82.9 92.4 94.9: 7.6 5.1
Old : 100.0: 8.1 9.8 2.2 82.0 82.9 92.4 94.9: 7.6 5.1
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 : 225: 48 44 13 80 80 137 128:
Old : 225: 48 44 13 80 80 137 128:
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 : 33.3 45.8 49.2 55.7 21.4 25.9 28.2 31.7
Old : 33.3 45.8 49.2 55.7 21.4 25.9 28.2 31.7
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, November 20, 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 : 27,942: 646 736 0 24,561 25,261 25,207 25,997: 2,735 1,945
Old : 27,942: 646 736 0 24,561 25,261 25,207 25,997: 2,735 1,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.6 0.0 87.9 90.4 90.2 93.0: 9.8 7.0
Old : 100.0: 2.3 2.6 0.0 87.9 90.4 90.2 93.0: 9.8 7.0
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 : 21: 1 1 0 11 9 12 10:
Old : 21: 1 1 0 11 9 12 10:
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 : 60.9 82.7 81.6 91.8 60.9 82.7 81.6 91.8
Old : 60.9 82.7 81.6 91.8 60.9 82.7 81.6 91.8
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, November 20, 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 : 400,482: 47,387 56,345 5,095 320,406 321,395 372,888 382,835: 27,594 17,647
Old : 400,482: 47,387 56,345 5,095 320,406 321,395 372,888 382,835: 27,594 17,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 38,312: -17,502 14,355 3,706 51,509 18,665 37,713 36,726: 599 1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.1 1.3 80.0 80.3 93.1 95.6: 6.9 4.4
Old : 100.0: 11.8 14.1 1.3 80.0 80.3 93.1 95.6: 6.9 4.4
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 : 225: 49 43 11 75 75 131 122:
Old : 225: 49 43 11 75 75 131 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 45.2 54.7 55.1 41.9 45.1 54.7 55.0
Old : 41.9 45.2 54.7 55.1 41.9 45.1 54.7 55.0
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, November 20, 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 : 180,364: 104,617 39,906 817 41,848 117,417 147,282 158,140: 33,082 22,224
Old : 180,364: 104,617 39,906 817 41,848 117,417 147,282 158,140: 33,082 22,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -3,075: -1,216 2,219 95 -438 -2,863 -1,559 -549: -1,516 -2,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 22.1 0.5 23.2 65.1 81.7 87.7: 18.3 12.3
Old : 100.0: 58.0 22.1 0.5 23.2 65.1 81.7 87.7: 18.3 12.3
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 : 103: 39 26 9 16 30 58 62:
Old : 103: 39 26 9 16 30 58 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 : 40.9 44.2 59.2 55.5 40.9 43.8 59.2 55.1
Old : 40.9 44.2 59.2 55.5 40.9 43.8 59.2 55.1
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, November 20, 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 : 37,244: 9,933 9,627 0 22,490 7,904 32,423 17,531: 4,821 19,713
Old : 37,244: 9,933 9,627 0 22,490 7,904 32,423 17,531: 4,821 19,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 5,598: 1,366 2,253 -15 5,231 -530 6,582 1,708: -984 3,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 25.8 0.0 60.4 21.2 87.1 47.1: 12.9 52.9
Old : 100.0: 26.7 25.8 0.0 60.4 21.2 87.1 47.1: 12.9 52.9
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 : 40: 13 4 0 16 8 29 12:
Old : 40: 13 4 0 16 8 29 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 : 47.2 37.4 60.9 44.5 47.2 37.4 60.9 44.5
Old : 47.2 37.4 60.9 44.5 47.2 37.4 60.9 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, November 20, 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 : 37,615: 12,275 4,588 186 18,175 26,910 30,636 31,684: 6,979 5,931
Old : 37,615: 12,275 4,588 186 18,175 26,910 30,636 31,684: 6,979 5,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 1,719: 4,093 -2,593 -56 -3,447 7,732 590 5,083: 1,129 -3,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 12.2 0.5 48.3 71.5 81.4 84.2: 18.6 15.8
Old : 100.0: 32.6 12.2 0.5 48.3 71.5 81.4 84.2: 18.6 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 13 7 3 23 25 37 34:
Old : 57: 13 7 3 23 25 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 33.0 46.7 49.1 31.4 32.0 42.0 46.8
Old : 34.5 33.0 46.7 49.1 31.4 32.0 42.0 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2012