BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 5,206: 6 44 137 4,270 4,760 4,414 4,942: 792 264
Old : 5,206: 6 44 137 4,270 4,760 4,414 4,942: 792 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 52: -5 1 1 269 58 265 59: -213 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.8 2.6 82.0 91.4 84.8 94.9: 15.2 5.1
Old : 100.0: 0.1 0.8 2.6 82.0 91.4 84.8 94.9: 15.2 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 : 24: 1 1 2 19 13 21 15:
Old : 24: 1 1 2 19 13 21 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 : 50.2 69.5 69.7 85.4 45.1 65.5 62.1 77.8
Old : 50.2 69.5 69.7 85.4 45.1 65.5 62.1 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 51,630: 6,380 2,453 12,408 24,346 28,300 43,133 43,161: 8,497 8,470
Old : 51,630: 6,380 2,453 12,408 24,346 28,300 43,133 43,161: 8,497 8,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 925: 275 -158 147 323 772 745 761: 179 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.8 24.0 47.2 54.8 83.5 83.6: 16.5 16.4
Old : 100.0: 12.4 4.8 24.0 47.2 54.8 83.5 83.6: 16.5 16.4
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 : 82: 28 8 21 39 36 72 60:
Old : 82: 28 8 21 39 36 72 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 : 29.8 31.3 44.0 45.6 28.7 30.9 36.5 39.8
Old : 29.8 31.3 44.0 45.6 28.7 30.9 36.5 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 282,588: 70,806 45,664 90,839 93,019 106,430 254,665 242,934: 27,923 39,654
Old : 113,029: 43,540 46,871 22,545 37,740 30,715 103,825 100,131: 9,204 12,898
Other: 169,559: 48,021 19,548 47,540 55,279 75,715 150,839 142,802: 18,719 26,756
: : :
: : Changes in Commitments from: August 21, 2012 :
: 10,793: 1,432 5,841 4,539 3,336 -2,417 9,307 7,962: 1,487 2,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 16.2 32.1 32.9 37.7 90.1 86.0: 9.9 14.0
Old : 100.0: 38.5 41.5 19.9 33.4 27.2 91.9 88.6: 8.1 11.4
Other: 100.0: 28.3 11.5 28.0 32.6 44.7 89.0 84.2: 11.0 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 112 80 123 63 74 230 240:
Old : 263: 76 107 56 44 60 151 192:
Other: 239: 100 47 76 62 71 189 171:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 14.6 24.6 24.5 13.6 11.8 22.6 18.5
Old : 18.8 17.0 30.7 27.3 18.7 15.4 30.6 25.4
Other: 19.7 17.8 32.4 27.8 18.3 13.5 27.3 20.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 360,493: 89,557 48,398 98,656 144,335 159,642 332,548 306,696: 27,945 53,797
Old : 360,493: 89,557 48,398 98,656 144,335 159,642 332,548 306,696: 27,945 53,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -1,158: -2,171 3,151 4,299 -3,762 -7,357 -1,633 93: 475 -1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 13.4 27.4 40.0 44.3 92.2 85.1: 7.8 14.9
Old : 100.0: 24.8 13.4 27.4 40.0 44.3 92.2 85.1: 7.8 14.9
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 : 420: 133 106 148 104 147 306 349:
Old : 420: 133 106 148 104 147 306 349:
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 : 18.5 12.6 29.8 19.7 15.8 10.2 27.0 15.4
Old : 18.5 12.6 29.8 19.7 15.8 10.2 27.0 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 10,060: 4,466 2,555 1,125 2,592 5,088 8,184 8,768: 1,876 1,292
Old : 10,060: 4,466 2,555 1,125 2,592 5,088 8,184 8,768: 1,876 1,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -423: -377 -78 88 360 9 72 20: -494 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 25.4 11.2 25.8 50.6 81.4 87.2: 18.6 12.8
Old : 100.0: 44.4 25.4 11.2 25.8 50.6 81.4 87.2: 18.6 12.8
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 : 96: 41 19 13 20 29 73 51:
Old : 96: 41 19 13 20 29 73 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 34.9 42.7 53.0 24.5 30.1 38.7 44.8
Old : 24.5 34.9 42.7 53.0 24.5 30.1 38.7 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 50,267: 8,082 10,703 17,563 15,101 6,540 40,746 34,806: 9,522 15,461
Old : 50,267: 8,082 10,703 17,563 15,101 6,540 40,746 34,806: 9,522 15,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 176: 570 1,054 -228 -220 -25 122 802: 54 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 21.3 34.9 30.0 13.0 81.1 69.2: 18.9 30.8
Old : 100.0: 16.1 21.3 34.9 30.0 13.0 81.1 69.2: 18.9 30.8
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 : 177: 32 59 60 63 57 131 148:
Old : 177: 32 59 60 63 57 131 148:
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 : 14.0 14.4 24.2 23.9 10.6 9.0 17.5 12.4
Old : 14.0 14.4 24.2 23.9 10.6 9.0 17.5 12.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 8,060: 246 1,765 594 6,352 5,401 7,192 7,761: 868 299
Old : 8,060: 246 1,765 594 6,352 5,401 7,192 7,761: 868 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 90: 15 108 -57 128 1 87 52: 4 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 21.9 7.4 78.8 67.0 89.2 96.3: 10.8 3.7
Old : 100.0: 3.1 21.9 7.4 78.8 67.0 89.2 96.3: 10.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 8 10 12 13 23 24:
Old : 30: 4 8 10 12 13 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 56.4 77.2 78.1 69.0 55.9 75.5 76.4
Old : 69.4 56.4 77.2 78.1 69.0 55.9 75.5 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 94,566: 6,179 5,866 4,874 83,293 83,428 94,346 94,168: 220 398
Old : 94,566: 6,179 5,866 4,874 83,293 83,428 94,346 94,168: 220 398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 4,385: -604 38 0 4,996 4,357 4,392 4,395: -7 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 6.2 5.2 88.1 88.2 99.8 99.6: 0.2 0.4
Old : 100.0: 6.5 6.2 5.2 88.1 88.2 99.8 99.6: 0.2 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 : 25: 3 3 2 15 18 18 23:
Old : 25: 3 3 2 15 18 18 23:
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 : 72.0 60.6 87.4 78.0 57.8 53.0 66.4 61.9
Old : 72.0 60.6 87.4 78.0 57.8 53.0 66.4 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 180,252: 86,354 24,351 7,768 39,347 123,313 133,469 155,431: 46,783 24,821
Old : 180,252: 86,354 24,351 7,768 39,347 123,313 133,469 155,431: 46,783 24,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 14,989: 10,500 301 827 3,893 13,451 15,221 14,579: -232 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 13.5 4.3 21.8 68.4 74.0 86.2: 26.0 13.8
Old : 100.0: 47.9 13.5 4.3 21.8 68.4 74.0 86.2: 26.0 13.8
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 : 100: 44 19 17 24 30 77 57:
Old : 100: 44 19 17 24 30 77 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 : 31.6 46.8 41.2 59.7 31.6 46.3 40.0 58.9
Old : 31.6 46.8 41.2 59.7 31.6 46.3 40.0 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 56,731: 10,684 22,145 13 33,374 17,503 44,071 39,661: 12,660 17,070
Old : 56,731: 10,684 22,145 13 33,374 17,503 44,071 39,661: 12,660 17,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 901: 4,763 562 -254 -3,892 5,349 617 5,657: 285 -4,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 39.0 0.0 58.8 30.9 77.7 69.9: 22.3 30.1
Old : 100.0: 18.8 39.0 0.0 58.8 30.9 77.7 69.9: 22.3 30.1
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 : 37: 7 12 1 11 13 18 26:
Old : 37: 7 12 1 11 13 18 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 38.8 70.2 53.5 59.3 38.6 69.8 53.3
Old : 59.3 38.8 70.2 53.5 59.3 38.6 69.8 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 221,529: 104,239 9,613 3,037 107,852 206,040 215,128 218,690: 6,401 2,839
Old : 221,529: 104,239 9,613 3,037 107,852 206,040 215,128 218,690: 6,401 2,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -1,243: -2,901 454 726 225 -2,397 -1,950 -1,217: 707 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 4.3 1.4 48.7 93.0 97.1 98.7: 2.9 1.3
Old : 100.0: 47.1 4.3 1.4 48.7 93.0 97.1 98.7: 2.9 1.3
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 : 109: 53 19 10 20 22 79 47:
Old : 109: 53 19 10 20 22 79 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 63.5 71.4 80.2 54.4 63.5 70.1 76.2
Old : 54.4 63.5 71.4 80.2 54.4 63.5 70.1 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 124,464: 41,485 40,061 4,093 49,494 54,057 95,072 98,211: 29,393 26,253
Old : 124,464: 41,485 40,061 4,093 49,494 54,057 95,072 98,211: 29,393 26,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -394: -3,670 2,111 1,004 -642 111 -3,308 3,227: 2,914 -3,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 32.2 3.3 39.8 43.4 76.4 78.9: 23.6 21.1
Old : 100.0: 33.3 32.2 3.3 39.8 43.4 76.4 78.9: 23.6 21.1
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 : 97: 29 28 12 27 28 61 63:
Old : 97: 29 28 12 27 28 61 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 25.6 38.9 37.5 19.1 19.9 30.9 30.5
Old : 24.9 25.6 38.9 37.5 19.1 19.9 30.9 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 160,681: 53,610 29,924 5,509 77,555 87,515 136,674 122,947: 24,007 37,734
Old : 160,681: 53,610 29,924 5,509 77,555 87,515 136,674 122,947: 24,007 37,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 8,627: 9,492 -1,350 -140 -4,016 16,658 5,337 15,168: 3,290 -6,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 18.6 3.4 48.3 54.5 85.1 76.5: 14.9 23.5
Old : 100.0: 33.4 18.6 3.4 48.3 54.5 85.1 76.5: 14.9 23.5
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 : 101: 23 39 19 24 31 60 76:
Old : 101: 23 39 19 24 31 60 76:
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 : 47.7 39.0 58.5 48.2 47.7 38.7 57.9 47.9
Old : 47.7 39.0 58.5 48.2 47.7 38.7 57.9 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 364,513: 43,671 147,648 35,165 242,754 109,135 321,589 291,948: 42,924 72,565
Old : 364,513: 43,671 147,648 35,165 242,754 109,135 321,589 291,948: 42,924 72,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -4,589: -408 -22,248 2,874 -5,046 13,507 -2,580 -5,866: -2,010 1,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 40.5 9.6 66.6 29.9 88.2 80.1: 11.8 19.9
Old : 100.0: 12.0 40.5 9.6 66.6 29.9 88.2 80.1: 11.8 19.9
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 : 212: 44 85 53 59 57 137 161:
Old : 212: 44 85 53 59 57 137 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 28.4 47.6 35.3 36.3 27.7 45.9 33.3
Old : 37.1 28.4 47.6 35.3 36.3 27.7 45.9 33.3
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 with Delta-adjusted Options and Futures Combined, August 28, 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 : 18,078: 14,076 14,043 499 2,593 2,812 17,168 17,354: 910 724
Old : 18,078: 14,076 14,043 499 2,593 2,812 17,168 17,354: 910 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 1,068: -50 -242 463 299 792 712 1,013: 356 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 77.7 2.8 14.3 15.6 95.0 96.0: 5.0 4.0
Old : 100.0: 77.9 77.7 2.8 14.3 15.6 95.0 96.0: 5.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 4 3 9 6 17 12:
Old : 22: 7 4 3 9 6 17 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 : 76.4 85.8 87.0 94.3 76.2 81.4 85.2 88.2
Old : 76.4 85.8 87.0 94.3 76.2 81.4 85.2 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 31,374: 18,215 3,986 126 9,294 25,514 27,635 29,626: 3,739 1,748
Old : 31,374: 18,215 3,986 126 9,294 25,514 27,635 29,626: 3,739 1,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -610: -1,620 523 2 1,698 -1,013 80 -488: -690 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 12.7 0.4 29.6 81.3 88.1 94.4: 11.9 5.6
Old : 100.0: 58.1 12.7 0.4 29.6 81.3 88.1 94.4: 11.9 5.6
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 : 55: 22 14 1 12 10 35 24:
Old : 55: 22 14 1 12 10 35 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 76.7 65.8 83.5 50.2 76.7 65.8 83.5
Old : 50.2 76.7 65.8 83.5 50.2 76.7 65.8 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 :12,018,705: 1,272,404 453,177 4,131,744 5,705,352 6,439,739 11,109,500 11,024,660: 909,204 994,045
Old :12,018,705: 1,272,404 453,177 4,131,744 5,705,352 6,439,739 11,109,500 11,024,660: 909,204 994,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 517,498: 164,851 146,973 191,634 110,483 132,149 466,967 470,757: 50,530 46,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 3.8 34.4 47.5 53.6 92.4 91.7: 7.6 8.3
Old : 100.0: 10.6 3.8 34.4 47.5 53.6 92.4 91.7: 7.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 66 43 86 134 138 243 231:
Old : 257: 66 43 86 134 138 243 231:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 21.4 30.5 32.9 11.3 14.2 17.0 16.8
Old : 19.8 21.4 30.5 32.9 11.3 14.2 17.0 16.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 987,569: 81,334 86,699 60,084 687,182 711,513 828,600 858,296: 158,969 129,273
Old : 987,569: 81,334 86,699 60,084 687,182 711,513 828,600 858,296: 158,969 129,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 21,747: 5,938 1,021 -488 16,865 24,072 22,314 24,605: -568 -2,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.8 6.1 69.6 72.0 83.9 86.9: 16.1 13.1
Old : 100.0: 8.2 8.8 6.1 69.6 72.0 83.9 86.9: 16.1 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 598: 124 113 103 257 261 439 420:
Old : 598: 124 113 103 257 261 439 420:
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 : 12.0 11.3 19.4 19.6 10.1 9.2 16.9 16.1
Old : 12.0 11.3 19.4 19.6 10.1 9.2 16.9 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 310,895: 8,096 7,939 21,987 203,868 204,273 233,951 234,199: 76,944 76,696
Old : 310,895: 8,096 7,939 21,987 203,868 204,273 233,951 234,199: 76,944 76,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 5,114: -379 -1,342 627 5,586 6,856 5,834 6,141: -719 -1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.6 7.1 65.6 65.7 75.3 75.3: 24.7 24.7
Old : 100.0: 2.6 2.6 7.1 65.6 65.7 75.3 75.3: 24.7 24.7
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 : 112: 13 11 21 70 61 94 83:
Old : 112: 13 11 21 70 61 94 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 15.6 28.2 27.5 16.2 13.1 23.1 22.0
Old : 17.5 15.6 28.2 27.5 16.2 13.1 23.1 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 3,383,373: 384,419 412,026 172,260 2,416,567 2,536,201 2,973,247 3,120,487: 410,126 262,886
Old : 3,383,373: 384,419 412,026 172,260 2,416,567 2,536,201 2,973,247 3,120,487: 410,126 262,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 83,161: 19,761 -6 6,249 56,393 86,080 82,403 92,323: 758 -9,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 12.2 5.1 71.4 75.0 87.9 92.2: 12.1 7.8
Old : 100.0: 11.4 12.2 5.1 71.4 75.0 87.9 92.2: 12.1 7.8
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 : 559: 115 110 91 231 240 399 388:
Old : 559: 115 110 91 231 240 399 388:
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 : 14.8 12.6 24.8 21.3 13.5 11.7 21.9 19.1
Old : 14.8 12.6 24.8 21.3 13.5 11.7 21.9 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 120,045: 16,394 2,500 902 91,718 112,338 109,014 115,740: 11,031 4,305
Old : 120,045: 16,394 2,500 902 91,718 112,338 109,014 115,740: 11,031 4,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 4,144: 1,486 -61 902 1,534 3,651 3,922 4,492: 222 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 2.1 0.8 76.4 93.6 90.8 96.4: 9.2 3.6
Old : 100.0: 13.7 2.1 0.8 76.4 93.6 90.8 96.4: 9.2 3.6
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 : 103: 19 3 1 56 37 75 41:
Old : 103: 19 3 1 56 37 75 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 44.7 46.7 62.5 30.8 44.7 45.7 62.5
Old : 30.8 44.7 46.7 62.5 30.8 44.7 45.7 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 112,468: 32,941 4,624 1,821 64,419 97,897 99,182 104,343: 13,286 8,126
Old : 112,468: 32,941 4,624 1,821 64,419 97,897 99,182 104,343: 13,286 8,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 8,928: 2,462 -926 60 4,795 7,933 7,316 7,068: 1,611 1,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 4.1 1.6 57.3 87.0 88.2 92.8: 11.8 7.2
Old : 100.0: 29.3 4.1 1.6 57.3 87.0 88.2 92.8: 11.8 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 79 27 16 75 85 160 123:
Old : 241: 79 27 16 75 85 160 123:
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 : 26.9 41.7 36.5 54.1 26.0 37.8 34.7 48.2
Old : 26.9 41.7 36.5 54.1 26.0 37.8 34.7 48.2
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 with Delta-adjusted Options and Futures Combined, August 28, 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 : 18,503: 486 1,231 0 11,258 16,320 11,744 17,551: 6,759 952
Old : 18,503: 486 1,231 0 11,258 16,320 11,744 17,551: 6,759 952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 4,518: -253 0 0 2,877 4,213 2,624 4,213: 1,894 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 6.7 0.0 60.8 88.2 63.5 94.9: 36.5 5.1
Old : 100.0: 2.6 6.7 0.0 60.8 88.2 63.5 94.9: 36.5 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 : 23: 1 2 0 10 10 11 12:
Old : 23: 1 2 0 10 10 11 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 : 45.8 68.1 57.9 86.7 45.8 68.1 57.9 86.7
Old : 45.8 68.1 57.9 86.7 45.8 68.1 57.9 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 469,826: 166,220 20,908 5,163 265,807 407,887 437,190 433,958: 32,636 35,868
Old : 469,826: 166,220 20,908 5,163 265,807 407,887 437,190 433,958: 32,636 35,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 22,048: 13,548 -4,655 325 9,589 18,602 23,462 14,273: -1,414 7,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 4.5 1.1 56.6 86.8 93.1 92.4: 6.9 7.6
Old : 100.0: 35.4 4.5 1.1 56.6 86.8 93.1 92.4: 6.9 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 : 240: 80 27 14 69 83 153 120:
Old : 240: 80 27 14 69 83 153 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 39.1 41.2 53.8 30.7 39.1 41.2 53.8
Old : 30.7 39.1 41.2 53.8 30.7 39.1 41.2 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 207,112: 124,238 45,873 7,092 43,759 131,600 175,089 184,566: 32,022 22,546
Old : 207,112: 124,238 45,873 7,092 43,759 131,600 175,089 184,566: 32,022 22,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -2,232: -2,968 5,728 1,410 1,904 -8,334 346 -1,195: -2,577 -1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 22.1 3.4 21.1 63.5 84.5 89.1: 15.5 10.9
Old : 100.0: 60.0 22.1 3.4 21.1 63.5 84.5 89.1: 15.5 10.9
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 : 114: 39 36 19 28 28 77 73:
Old : 114: 39 36 19 28 28 77 73:
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 : 47.8 50.7 55.5 62.1 47.8 49.6 55.0 61.0
Old : 47.8 50.7 55.5 62.1 47.8 49.6 55.0 61.0
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 with Delta-adjusted Options and Futures Combined, August 28, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 31,129: 2,600 11,623 0 21,124 4,774 23,724 16,397: 7,405 14,732
Old : 31,129: 2,600 11,623 0 21,124 4,774 23,724 16,397: 7,405 14,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 1,033: 267 200 0 759 109 1,026 309: 7 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 37.3 0.0 67.9 15.3 76.2 52.7: 23.8 47.3
Old : 100.0: 8.4 37.3 0.0 67.9 15.3 76.2 52.7: 23.8 47.3
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 : 33: 6 5 0 19 5 25 10:
Old : 33: 6 5 0 19 5 25 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 : 39.6 46.4 53.2 50.9 39.6 46.4 53.2 50.8
Old : 39.6 46.4 53.2 50.9 39.6 46.4 53.2 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 49,291: 11,855 6,232 1,175 31,268 13,536 44,298 20,943: 4,993 28,348
Old : 49,291: 11,855 6,232 1,175 31,268 13,536 44,298 20,943: 4,993 28,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -959: -737 -125 234 1,085 -857 582 -748: -1,541 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 12.6 2.4 63.4 27.5 89.9 42.5: 10.1 57.5
Old : 100.0: 24.1 12.6 2.4 63.4 27.5 89.9 42.5: 10.1 57.5
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 : 51: 13 6 2 23 17 37 24:
Old : 51: 13 6 2 23 17 37 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 23.9 53.0 32.4 33.1 22.3 50.6 28.4
Old : 34.1 23.9 53.0 32.4 33.1 22.3 50.6 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2012