MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 27, 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 : 24,362: 4,264 4,602 986 14,387 15,562 19,637 21,150: 4,725 3,212
Old : 24,362: 4,264 4,602 986 14,387 15,562 19,637 21,150: 4,725 3,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 601: 294 433 -68 362 158 588 523: 13 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 18.9 4.0 59.1 63.9 80.6 86.8: 19.4 13.2
Old : 100.0: 17.5 18.9 4.0 59.1 63.9 80.6 86.8: 19.4 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 : 37.3 40.1 51.2 59.2 37.3 39.5 51.2 57.7
Old : 37.3 40.1 51.2 59.2 37.3 39.5 51.2 57.7
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 27, 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 : 244,993: 87,443 45,804 56,277 72,940 101,035 216,660 203,116: 28,333 41,877
Old : 239,697: 86,763 45,440 55,782 70,289 97,747 212,834 198,969: 26,863 40,728
Other: 5,296: 1,148 832 27 2,651 3,288 3,826 4,147: 1,470 1,149
: : :
: : Changes in Commitments from: November 20, 2012 :
: 4,778: 4,213 2,513 -783 -547 2,643 2,883 4,373: 1,895 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 18.7 23.0 29.8 41.2 88.4 82.9: 11.6 17.1
Old : 100.0: 36.2 19.0 23.3 29.3 40.8 88.8 83.0: 11.2 17.0
Other: 100.0: 21.7 15.7 0.5 50.1 62.1 72.2 78.3: 27.8 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 121 78 115 59 80 247 227:
Old : 311: 120 79 113 54 80 240 227:
Other: 65: 14 10 4 19 33 35 47:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 12.3 24.6 20.8 12.6 11.3 21.2 18.0
Old : 13.5 12.5 24.9 21.1 12.8 11.6 21.5 18.2
Other: 38.3 25.8 53.4 40.7 38.2 25.1 50.7 38.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 27, 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 : 336,064: 97,323 66,005 65,103 138,539 149,097 300,965 280,205: 35,099 55,859
Old : 336,064: 97,323 66,005 65,103 138,539 149,097 300,965 280,205: 35,099 55,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 1,510: 8,841 -15,290 -581 -5,833 13,072 2,427 -2,799: -917 4,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 19.6 19.4 41.2 44.4 89.6 83.4: 10.4 16.6
Old : 100.0: 29.0 19.6 19.4 41.2 44.4 89.6 83.4: 10.4 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 : 413: 111 99 134 93 156 288 334:
Old : 413: 111 99 134 93 156 288 334:
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 11.0 30.0 18.1 17.2 10.5 28.7 17.1
Old : 18.1 11.0 30.0 18.1 17.2 10.5 28.7 17.1
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 27, 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 : 10,607: 4,404 2,123 551 3,340 6,366 8,295 9,040: 2,312 1,567
Old : 10,607: 4,404 2,123 551 3,340 6,366 8,295 9,040: 2,312 1,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -275: -297 -74 -177 244 -116 -230 -367: -45 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 20.0 5.2 31.5 60.0 78.2 85.2: 21.8 14.8
Old : 100.0: 41.5 20.0 5.2 31.5 60.0 78.2 85.2: 21.8 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 43 18 8 24 34 73 55:
Old : 102: 43 18 8 24 34 73 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 : 23.8 36.9 39.0 48.8 22.4 34.5 34.0 44.9
Old : 23.8 36.9 39.0 48.8 22.4 34.5 34.0 44.9
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 27, 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 : 25,872: 8,628 10,456 3,980 7,864 2,569 20,472 17,005: 5,400 8,867
Old : 25,872: 8,628 10,456 3,980 7,864 2,569 20,472 17,005: 5,400 8,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -527: -365 -772 158 -31 55 -238 -559: -289 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 40.4 15.4 30.4 9.9 79.1 65.7: 20.9 34.3
Old : 100.0: 33.3 40.4 15.4 30.4 9.9 79.1 65.7: 20.9 34.3
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 : 136: 26 49 30 43 25 89 92:
Old : 136: 26 49 30 43 25 89 92:
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 17.5 32.0 26.2 15.5 14.9 26.3 22.5
Old : 19.3 17.5 32.0 26.2 15.5 14.9 26.3 22.5
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 27, 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 : 4,948: 264 1,536 250 4,029 3,038 4,543 4,824: 405 124
Old : 4,948: 264 1,536 250 4,029 3,038 4,543 4,824: 405 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 197: 63 157 16 117 13 196 186: 1 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 31.0 5.1 81.4 61.4 91.8 97.5: 8.2 2.5
Old : 100.0: 5.3 31.0 5.1 81.4 61.4 91.8 97.5: 8.2 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 : 29: 4 8 9 14 11 25 21:
Old : 29: 4 8 9 14 11 25 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 : 68.4 57.7 81.9 78.2 67.5 55.2 77.9 75.4
Old : 68.4 57.7 81.9 78.2 67.5 55.2 77.9 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, November 27, 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 : 77,926: 6,681 5,072 2,819 67,891 69,689 77,391 77,580: 535 346
Old : 77,926: 6,681 5,072 2,819 67,891 69,689 77,391 77,580: 535 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 170: 1,673 -1,461 0 -1,674 1,658 -1 197: 171 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 6.5 3.6 87.1 89.4 99.3 99.6: 0.7 0.4
Old : 100.0: 8.6 6.5 3.6 87.1 89.4 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 2 16 16 19 19:
Old : 24: 3 1 2 16 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 62.3 84.5 80.8 52.1 53.1 62.2 62.6
Old : 68.9 62.3 84.5 80.8 52.1 53.1 62.2 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, November 27, 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 : 170,497: 72,663 10,284 836 59,723 138,285 133,222 149,405: 37,275 21,092
Old : 170,497: 72,663 10,284 836 59,723 138,285 133,222 149,405: 37,275 21,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 980: -230 -1,163 18 -1,448 2,465 -1,660 1,320: 2,640 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 6.0 0.5 35.0 81.1 78.1 87.6: 21.9 12.4
Old : 100.0: 42.6 6.0 0.5 35.0 81.1 78.1 87.6: 21.9 12.4
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 : 96: 43 14 6 23 29 66 49:
Old : 96: 43 14 6 23 29 66 49:
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 57.5 48.8 73.5 36.4 57.5 48.1 73.1
Old : 36.7 57.5 48.8 73.5 36.4 57.5 48.1 73.1
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 27, 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 : 42,767: 9,744 13,111 26 16,490 16,992 26,260 30,129: 16,507 12,638
Old : 42,767: 9,744 13,111 26 16,490 16,992 26,260 30,129: 16,507 12,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -3,443: 2,524 -6,597 -90 -10,341 5,929 -7,907 -758: 4,464 -2,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 30.7 0.1 38.6 39.7 61.4 70.4: 38.6 29.6
Old : 100.0: 22.8 30.7 0.1 38.6 39.7 61.4 70.4: 38.6 29.6
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 : 40: 9 11 2 10 13 19 26:
Old : 40: 9 11 2 10 13 19 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 31.3 49.5 46.0 35.8 31.3 49.1 46.0
Old : 35.8 31.3 49.5 46.0 35.8 31.3 49.1 46.0
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, November 27, 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 : 173,160: 101,490 7,632 1,822 62,481 161,268 165,793 170,722: 7,367 2,438
Old : 173,160: 101,490 7,632 1,822 62,481 161,268 165,793 170,722: 7,367 2,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 7,220: 5,039 -2,032 501 1,834 8,820 7,374 7,289: -154 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 4.4 1.1 36.1 93.1 95.7 98.6: 4.3 1.4
Old : 100.0: 58.6 4.4 1.1 36.1 93.1 95.7 98.6: 4.3 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 : 128: 72 20 7 18 18 93 45:
Old : 128: 72 20 7 18 18 93 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 69.5 61.5 85.4 40.3 68.5 61.5 84.4
Old : 40.3 69.5 61.5 85.4 40.3 68.5 61.5 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 27, 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 : 157,701: 51,107 40,829 855 71,028 98,590 122,990 140,274: 34,711 17,427
Old : 157,701: 51,107 40,829 855 71,028 98,590 122,990 140,274: 34,711 17,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 6,979: 4,561 -4,987 -1,158 -1,365 15,843 2,038 9,698: 4,941 -2,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 25.9 0.5 45.0 62.5 78.0 88.9: 22.0 11.1
Old : 100.0: 32.4 25.9 0.5 45.0 62.5 78.0 88.9: 22.0 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 28 27 9 22 34 56 64:
Old : 100: 28 27 9 22 34 56 64:
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 : 41.8 30.1 52.8 46.4 38.9 28.3 48.2 42.6
Old : 41.8 30.1 52.8 46.4 38.9 28.3 48.2 42.6
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, November 27, 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 : 208,130: 27,027 106,493 455 168,514 41,143 195,996 148,091: 12,134 60,039
Old : 208,130: 27,027 106,493 455 168,514 41,143 195,996 148,091: 12,134 60,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 27,151: -1,245 26,832 -326 29,042 -1,566 27,471 24,940: -320 2,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 51.2 0.2 81.0 19.8 94.2 71.2: 5.8 28.8
Old : 100.0: 13.0 51.2 0.2 81.0 19.8 94.2 71.2: 5.8 28.8
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 : 120: 20 56 5 28 25 50 84:
Old : 120: 20 56 5 28 25 50 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 : 56.4 33.3 69.0 42.5 55.9 33.3 68.5 42.0
Old : 56.4 33.3 69.0 42.5 55.9 33.3 68.5 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 27, 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 : 210,234: 35,799 102,492 3,742 130,148 50,616 169,689 156,850: 40,545 53,384
Old : 210,234: 35,799 102,492 3,742 130,148 50,616 169,689 156,850: 40,545 53,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -22,094: -893 -25,600 896 -24,880 5,553 -24,877 -19,151: 2,783 -2,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 48.8 1.8 61.9 24.1 80.7 74.6: 19.3 25.4
Old : 100.0: 17.0 48.8 1.8 61.9 24.1 80.7 74.6: 19.3 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 : 174: 33 66 17 46 48 88 122:
Old : 174: 33 66 17 46 48 88 122:
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 : 24.4 17.1 36.6 26.1 23.6 17.1 35.7 26.1
Old : 24.4 17.1 36.6 26.1 23.6 17.1 35.7 26.1
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 27, 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 : 34,629: 19,208 1,968 180 14,565 31,855 33,953 34,003: 676 626
Old : 34,629: 19,208 1,968 180 14,565 31,855 33,953 34,003: 676 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 1,867: 255 1,022 23 1,566 659 1,844 1,704: 23 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 5.7 0.5 42.1 92.0 98.0 98.2: 2.0 1.8
Old : 100.0: 55.5 5.7 0.5 42.1 92.0 98.0 98.2: 2.0 1.8
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 : 26: 9 4 3 9 10 20 15:
Old : 26: 9 4 3 9 10 20 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 : 87.2 86.3 92.5 94.3 84.2 86.2 89.0 91.9
Old : 87.2 86.3 92.5 94.3 84.2 86.2 89.0 91.9
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 27, 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 : 31,901: 21,653 2,943 222 5,539 26,972 27,414 30,137: 4,487 1,764
Old : 31,901: 21,653 2,943 222 5,539 26,972 27,414 30,137: 4,487 1,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 2,144: 217 -635 0 1,452 3,279 1,669 2,644: 475 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 9.2 0.7 17.4 84.5 85.9 94.5: 14.1 5.5
Old : 100.0: 67.9 9.2 0.7 17.4 84.5 85.9 94.5: 14.1 5.5
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 : 53: 24 10 1 8 14 32 25:
Old : 53: 24 10 1 8 14 32 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 : 55.8 74.5 70.5 82.4 55.8 73.7 70.5 81.7
Old : 55.8 74.5 70.5 82.4 55.8 73.7 70.5 81.7
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 27, 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 : 8,525,648: 1,395,346 733,242 1,402,476 4,855,173 5,362,901 7,652,995 7,498,619: 872,653 1,027,029
Old : 8,525,648: 1,395,346 733,242 1,402,476 4,855,173 5,362,901 7,652,995 7,498,619: 872,653 1,027,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -60,595: -202,978 2,604 34,019 112,408 -113,671 -56,551 -77,048: -4,044 16,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 8.6 16.5 56.9 62.9 89.8 88.0: 10.2 12.0
Old : 100.0: 16.4 8.6 16.5 56.9 62.9 89.8 88.0: 10.2 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 53 40 75 121 126 220 206:
Old : 236: 53 40 75 121 126 220 206:
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 : 22.4 24.6 35.6 35.5 17.2 20.2 27.0 25.4
Old : 22.4 24.6 35.6 35.5 17.2 20.2 27.0 25.4
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 27, 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 : 847,506: 91,327 80,871 21,877 599,923 637,066 713,128 739,815: 134,379 107,692
Old : 847,506: 91,327 80,871 21,877 599,923 637,066 713,128 739,815: 134,379 107,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -5,134: 5,717 2,058 1,513 -4,915 -8,587 2,315 -5,016: -7,448 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 9.5 2.6 70.8 75.2 84.1 87.3: 15.9 12.7
Old : 100.0: 10.8 9.5 2.6 70.8 75.2 84.1 87.3: 15.9 12.7
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 : 562: 112 101 44 242 226 377 350:
Old : 562: 112 101 44 242 226 377 350:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 17.2 22.7 26.9 11.6 15.5 19.6 24.9
Old : 14.5 17.2 22.7 26.9 11.6 15.5 19.6 24.9
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, November 27, 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 : 224,065: 13,360 6,271 1,385 149,219 153,187 163,964 160,843: 60,101 63,222
Old : 224,065: 13,360 6,271 1,385 149,219 153,187 163,964 160,843: 60,101 63,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -3,902: -1,198 1,236 1,204 -61 -5,811 -55 -3,371: -3,847 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.8 0.6 66.6 68.4 73.2 71.8: 26.8 28.2
Old : 100.0: 6.0 2.8 0.6 66.6 68.4 73.2 71.8: 26.8 28.2
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 : 101: 9 6 6 58 47 70 57:
Old : 101: 9 6 6 58 47 70 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 28.1 30.7 40.2 18.9 28.1 27.8 39.6
Old : 21.4 28.1 30.7 40.2 18.9 28.1 27.8 39.6
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 27, 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 : 3,117,207: 425,812 408,978 66,485 2,253,522 2,419,395 2,745,819 2,894,858: 371,388 222,349
Old : 3,117,207: 425,812 408,978 66,485 2,253,522 2,419,395 2,745,819 2,894,858: 371,388 222,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -6,158: 32,960 2,492 3,160 -24,271 -13,878 11,849 -8,226: -18,007 2,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 13.1 2.1 72.3 77.6 88.1 92.9: 11.9 7.1
Old : 100.0: 13.7 13.1 2.1 72.3 77.6 88.1 92.9: 11.9 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 : 532: 109 100 39 217 207 348 325:
Old : 532: 109 100 39 217 207 348 325:
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 : 16.7 19.1 26.6 30.5 15.0 18.3 23.3 29.2
Old : 16.7 19.1 26.6 30.5 15.0 18.3 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 27, 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 : 120,221: 15,202 6,237 196 92,417 110,598 107,815 117,031: 12,406 3,190
Old : 120,221: 15,202 6,237 196 92,417 110,598 107,815 117,031: 12,406 3,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 1,734: 3,275 37 -557 -1,000 3,073 1,718 2,553: 16 -819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 5.2 0.2 76.9 92.0 89.7 97.3: 10.3 2.7
Old : 100.0: 12.6 5.2 0.2 76.9 92.0 89.7 97.3: 10.3 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 : 102: 14 5 3 54 42 69 49:
Old : 102: 14 5 3 54 42 69 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 39.9 46.0 59.7 32.9 39.9 45.6 59.6
Old : 32.9 39.9 46.0 59.7 32.9 39.9 45.6 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, November 27, 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 : 79,925: 10,773 11,258 421 61,710 64,136 72,904 75,815: 7,021 4,110
Old : 79,925: 10,773 11,258 421 61,710 64,136 72,904 75,815: 7,021 4,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -28,113: 2,026 629 -1,974 -26,933 -25,404 -26,881 -26,749: -1,232 -1,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 14.1 0.5 77.2 80.2 91.2 94.9: 8.8 5.1
Old : 100.0: 13.5 14.1 0.5 77.2 80.2 91.2 94.9: 8.8 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 : 224: 52 40 10 72 78 128 124:
Old : 224: 52 40 10 72 78 128 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 45.5 55.8 55.4 43.1 45.4 55.8 55.2
Old : 43.2 45.5 55.8 55.4 43.1 45.4 55.8 55.2
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, November 27, 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 : 399,627: 53,866 56,289 2,106 308,548 320,682 364,520 379,077: 35,107 20,550
Old : 399,627: 53,866 56,289 2,106 308,548 320,682 364,520 379,077: 35,107 20,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -855: 6,479 -56 -2,989 -11,858 -713 -8,368 -3,758: 7,513 2,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 14.1 0.5 77.2 80.2 91.2 94.9: 8.8 5.1
Old : 100.0: 13.5 14.1 0.5 77.2 80.2 91.2 94.9: 8.8 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 : 224: 52 40 10 72 78 128 124:
Old : 224: 52 40 10 72 78 128 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 45.5 55.8 55.4 43.1 45.4 55.8 55.2
Old : 43.2 45.5 55.8 55.4 43.1 45.4 55.8 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 27, 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 : 196,520: 122,186 45,380 580 35,680 126,860 158,446 172,820: 38,074 23,700
Old : 196,520: 122,186 45,380 580 35,680 126,860 158,446 172,820: 38,074 23,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 16,156: 17,569 5,474 -237 -6,168 9,443 11,164 14,680: 4,992 1,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 23.1 0.3 18.2 64.6 80.6 87.9: 19.4 12.1
Old : 100.0: 62.2 23.1 0.3 18.2 64.6 80.6 87.9: 19.4 12.1
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 : 107: 40 27 7 18 32 61 64:
Old : 107: 40 27 7 18 32 61 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 42.3 58.2 55.5 42.9 41.9 58.2 55.0
Old : 42.9 42.3 58.2 55.5 42.9 41.9 58.2 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, November 27, 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 : 41,183: 12,140 12,937 0 21,260 8,163 33,400 21,100: 7,783 20,083
Old : 41,183: 12,140 12,937 0 21,260 8,163 33,400 21,100: 7,783 20,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 3,939: 2,207 3,310 0 -1,230 259 977 3,569: 2,962 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 31.4 0.0 51.6 19.8 81.1 51.2: 18.9 48.8
Old : 100.0: 29.5 31.4 0.0 51.6 19.8 81.1 51.2: 18.9 48.8
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 : 47: 15 9 0 16 8 31 17:
Old : 47: 15 9 0 16 8 31 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 37.0 57.4 44.0 41.2 37.0 57.4 44.0
Old : 41.2 37.0 57.4 44.0 41.2 37.0 57.4 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, November 27, 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 : 45,479: 17,361 3,879 189 21,353 30,878 38,903 34,946: 6,576 10,533
Old : 45,479: 17,361 3,879 189 21,353 30,878 38,903 34,946: 6,576 10,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 7,864: 5,086 -709 3 3,178 3,968 8,267 3,262: -403 4,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 8.5 0.4 47.0 67.9 85.5 76.8: 14.5 23.2
Old : 100.0: 38.2 8.5 0.4 47.0 67.9 85.5 76.8: 14.5 23.2
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 : 59: 19 4 3 21 25 41 31:
Old : 59: 19 4 3 21 25 41 31:
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 : 34.9 31.2 49.9 50.6 30.4 30.4 42.9 49.8
Old : 34.9 31.2 49.9 50.6 30.4 30.4 42.9 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 5, 2012