BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,148: 0 31 95 3,399 3,771 3,494 3,897: 654 251
Old : 4,148: 0 31 95 3,399 3,771 3,494 3,897: 654 251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -1,058: -6 -13 -42 -871 -989 -920 -1,045: -138 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 2.3 82.0 90.9 84.2 94.0: 15.8 6.0
Old : 100.0: 0.0 0.8 2.3 82.0 90.9 84.2 94.0: 15.8 6.0
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 : 24: 0 2 2 19 11 21 13:
Old : 24: 0 2 2 19 11 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 67.6 68.1 84.7 42.4 63.1 59.6 74.8
Old : 48.1 67.6 68.1 84.7 42.4 63.1 59.6 74.8
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 46,772: 6,023 1,918 10,768 21,794 25,986 38,585 38,671: 8,188 8,101
Old : 46,772: 6,023 1,918 10,768 21,794 25,986 38,585 38,671: 8,188 8,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -4,858: -357 -535 -1,641 -2,551 -2,314 -4,549 -4,489: -309 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 4.1 23.0 46.6 55.6 82.5 82.7: 17.5 17.3
Old : 100.0: 12.9 4.1 23.0 46.6 55.6 82.5 82.7: 17.5 17.3
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 : 78: 25 8 19 38 35 68 57:
Old : 78: 25 8 19 38 35 68 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 : 30.5 31.1 44.3 45.2 28.8 30.7 37.3 39.6
Old : 30.5 31.1 44.3 45.2 28.8 30.7 37.3 39.6
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 288,462: 74,651 49,384 91,202 93,975 105,451 259,828 246,037: 28,634 42,424
Old : 107,385: 43,989 45,575 20,826 32,280 27,527 97,095 93,929: 10,290 13,456
Other: 181,077: 49,496 22,643 51,542 61,695 77,923 162,733 152,108: 18,343 28,968
: : :
: : Changes in Commitments from: August 28, 2012 :
: 5,874: 3,845 3,720 363 955 -980 5,163 3,104: 711 2,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 17.1 31.6 32.6 36.6 90.1 85.3: 9.9 14.7
Old : 100.0: 41.0 42.4 19.4 30.1 25.6 90.4 87.5: 9.6 12.5
Other: 100.0: 27.3 12.5 28.5 34.1 43.0 89.9 84.0: 10.1 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 123 85 128 62 74 239 249:
Old : 260: 79 102 56 44 55 148 188:
Other: 259: 111 51 90 61 73 206 188:
:----------------------------------------------------------------------------------------------------
: 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 14.2 24.5 23.5 13.4 11.2 22.2 17.7
Old : 17.9 16.2 29.8 25.4 17.8 14.9 29.6 23.9
Other: 19.6 17.1 30.8 26.6 18.1 12.7 26.2 19.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 372,257: 91,591 49,740 105,943 146,957 164,348 344,491 320,031: 27,766 52,226
Old : 372,257: 91,591 49,740 105,943 146,957 164,348 344,491 320,031: 27,766 52,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 11,764: 2,035 1,343 7,287 2,622 4,706 11,943 13,335: -179 -1,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 13.4 28.5 39.5 44.1 92.5 86.0: 7.5 14.0
Old : 100.0: 24.6 13.4 28.5 39.5 44.1 92.5 86.0: 7.5 14.0
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 : 428: 133 110 152 112 153 322 353:
Old : 428: 133 110 152 112 153 322 353:
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 12.7 29.0 19.9 15.5 10.6 26.2 15.7
Old : 18.1 12.7 29.0 19.9 15.5 10.6 26.2 15.7
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,220: 3,861 2,239 813 2,695 4,781 7,369 7,833: 1,852 1,388
Old : 9,220: 3,861 2,239 813 2,695 4,781 7,369 7,833: 1,852 1,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -840: -605 -315 -312 102 -308 -815 -936: -25 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 24.3 8.8 29.2 51.8 79.9 85.0: 20.1 15.0
Old : 100.0: 41.9 24.3 8.8 29.2 51.8 79.9 85.0: 20.1 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 35 13 10 20 27 63 45:
Old : 84: 35 13 10 20 27 63 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 : 27.0 32.8 44.5 53.1 27.0 30.4 41.2 45.9
Old : 27.0 32.8 44.5 53.1 27.0 30.4 41.2 45.9
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 with Delta-adjusted Options and Futures Combined, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 41,018: 7,375 9,353 12,118 13,524 5,446 33,017 26,916: 8,001 14,102
Old : 41,018: 7,375 9,353 12,118 13,524 5,446 33,017 26,916: 8,001 14,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -9,250: -707 -1,350 -5,445 -1,576 -1,094 -7,729 -7,890: -1,521 -1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 22.8 29.5 33.0 13.3 80.5 65.6: 19.5 34.4
Old : 100.0: 18.0 22.8 29.5 33.0 13.3 80.5 65.6: 19.5 34.4
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 : 144: 31 44 48 48 44 106 117:
Old : 144: 31 44 48 48 44 106 117:
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 : 14.6 14.0 25.4 22.9 13.1 11.0 20.4 15.0
Old : 14.6 14.0 25.4 22.9 13.1 11.0 20.4 15.0
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,733: 198 1,409 573 5,203 4,390 5,974 6,372: 759 360
Old : 6,733: 198 1,409 573 5,203 4,390 5,974 6,372: 759 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -1,327: -47 -356 -22 -1,149 -1,011 -1,218 -1,388: -109 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 20.9 8.5 77.3 65.2 88.7 94.7: 11.3 5.3
Old : 100.0: 2.9 20.9 8.5 77.3 65.2 88.7 94.7: 11.3 5.3
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 : 29: 4 8 11 11 11 22 23:
Old : 29: 4 8 11 11 11 22 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 : 67.8 57.9 76.5 75.6 67.4 57.4 74.0 73.8
Old : 67.8 57.9 76.5 75.6 67.4 57.4 74.0 73.8
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 94,687: 5,393 5,588 4,990 83,351 83,714 93,734 94,292: 953 395
Old : 94,687: 5,393 5,588 4,990 83,351 83,714 93,734 94,292: 953 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 121: -786 -278 116 58 286 -612 124: 733 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 5.9 5.3 88.0 88.4 99.0 99.6: 1.0 0.4
Old : 100.0: 5.7 5.9 5.3 88.0 88.4 99.0 99.6: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 2 3 16 19 20 24:
Old : 26: 4 2 3 16 19 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 61.0 87.1 78.1 57.5 53.0 65.3 61.8
Old : 71.6 61.0 87.1 78.1 57.5 53.0 65.3 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 188,681: 88,867 21,684 8,165 45,219 131,773 142,251 161,621: 46,430 27,060
Old : 188,681: 88,867 21,684 8,165 45,219 131,773 142,251 161,621: 46,430 27,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 8,429: 2,513 -2,667 397 5,872 8,460 8,783 6,190: -354 2,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 11.5 4.3 24.0 69.8 75.4 85.7: 24.6 14.3
Old : 100.0: 47.1 11.5 4.3 24.0 69.8 75.4 85.7: 24.6 14.3
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 : 96: 37 22 20 26 30 75 60:
Old : 96: 37 22 20 26 30 75 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 48.0 42.5 61.0 33.7 45.6 41.5 58.0
Old : 33.7 48.0 42.5 61.0 33.7 45.6 41.5 58.0
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 57,337: 9,013 22,125 13 33,830 19,108 42,856 41,246: 14,481 16,091
Old : 57,337: 9,013 22,125 13 33,830 19,108 42,856 41,246: 14,481 16,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 606: -1,671 -20 0 456 1,605 -1,215 1,585: 1,821 -979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 38.6 0.0 59.0 33.3 74.7 71.9: 25.3 28.1
Old : 100.0: 15.7 38.6 0.0 59.0 33.3 74.7 71.9: 25.3 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 10 1 12 15 18 26:
Old : 36: 6 10 1 12 15 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 : 57.9 37.5 68.2 51.3 57.4 37.5 66.7 50.7
Old : 57.9 37.5 68.2 51.3 57.4 37.5 66.7 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 222,655: 101,497 10,616 6,095 108,926 203,436 216,518 220,147: 6,137 2,508
Old : 222,655: 101,497 10,616 6,095 108,926 203,436 216,518 220,147: 6,137 2,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 1,126: -2,742 1,003 3,058 1,074 -2,604 1,390 1,457: -264 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 4.8 2.7 48.9 91.4 97.2 98.9: 2.8 1.1
Old : 100.0: 45.6 4.8 2.7 48.9 91.4 97.2 98.9: 2.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 60 17 11 19 21 86 44:
Old : 112: 60 17 11 19 21 86 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 62.2 68.5 78.8 51.3 62.2 66.4 74.8
Old : 51.3 62.2 68.5 78.8 51.3 62.2 66.4 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 142,125: 41,216 48,537 3,733 61,392 61,193 106,342 113,463: 35,784 28,662
Old : 142,125: 41,216 48,537 3,733 61,392 61,193 106,342 113,463: 35,784 28,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 17,661: -269 8,476 -360 11,899 7,136 11,270 15,252: 6,391 2,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 34.2 2.6 43.2 43.1 74.8 79.8: 25.2 20.2
Old : 100.0: 29.0 34.2 2.6 43.2 43.1 74.8 79.8: 25.2 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 30 25 11 26 29 61 60:
Old : 93: 30 25 11 26 29 61 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 : 26.7 29.3 39.6 41.6 21.6 24.1 31.6 33.9
Old : 26.7 29.3 39.6 41.6 21.6 24.1 31.6 33.9
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 163,686: 55,245 28,607 5,478 76,782 94,823 137,505 128,908: 26,181 34,778
Old : 163,686: 55,245 28,607 5,478 76,782 94,823 137,505 128,908: 26,181 34,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 3,005: 1,635 -1,317 -31 -773 7,308 831 5,961: 2,174 -2,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 17.5 3.3 46.9 57.9 84.0 78.8: 16.0 21.2
Old : 100.0: 33.8 17.5 3.3 46.9 57.9 84.0 78.8: 16.0 21.2
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 : 100: 26 35 19 24 31 62 73:
Old : 100: 26 35 19 24 31 62 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 : 46.2 40.7 57.8 51.4 46.2 40.4 56.0 51.1
Old : 46.2 40.7 57.8 51.4 46.2 40.4 56.0 51.1
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 369,054: 43,142 148,575 37,549 244,816 113,250 325,507 299,374: 43,547 69,680
Old : 369,054: 43,142 148,575 37,549 244,816 113,250 325,507 299,374: 43,547 69,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 4,541: -529 927 2,384 2,062 4,115 3,918 7,426: 623 -2,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 40.3 10.2 66.3 30.7 88.2 81.1: 11.8 18.9
Old : 100.0: 11.7 40.3 10.2 66.3 30.7 88.2 81.1: 11.8 18.9
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 : 210: 44 87 57 57 56 142 159:
Old : 210: 44 87 57 57 56 142 159:
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 : 36.6 28.8 47.4 36.3 35.7 27.6 45.5 33.8
Old : 36.6 28.8 47.4 36.3 35.7 27.6 45.5 33.8
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 25,393: 14,815 3,414 128 7,271 19,836 22,214 23,378: 3,179 2,015
Old : 25,393: 14,815 3,414 128 7,271 19,836 22,214 23,378: 3,179 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: -5,981: -3,400 -572 2 -2,023 -5,678 -5,421 -6,248: -560 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 13.4 0.5 28.6 78.1 87.5 92.1: 12.5 7.9
Old : 100.0: 58.3 13.4 0.5 28.6 78.1 87.5 92.1: 12.5 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 21 13 2 13 8 35 22:
Old : 52: 21 13 2 13 8 35 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 74.4 58.1 82.1 44.4 74.4 58.1 82.1
Old : 44.4 74.4 58.1 82.1 44.4 74.4 58.1 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,650,645: 1,483,346 485,992 4,462,561 5,794,537 6,734,158 11,740,444 11,682,712: 910,201 967,933
Old :12,650,645: 1,483,346 485,992 4,462,561 5,794,537 6,734,158 11,740,444 11,682,712: 910,201 967,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 631,940: 210,942 32,815 330,818 89,184 294,419 630,943 658,052: 996 -26,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 3.8 35.3 45.8 53.2 92.8 92.3: 7.2 7.7
Old : 100.0: 11.7 3.8 35.3 45.8 53.2 92.8 92.3: 7.2 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 73 43 89 137 140 253 236:
Old : 267: 73 43 89 137 140 253 236:
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 : 19.0 21.6 29.6 33.1 10.6 14.1 16.5 16.6
Old : 19.0 21.6 29.6 33.1 10.6 14.1 16.5 16.6
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 999,767: 81,478 92,374 63,492 697,773 715,866 842,743 871,732: 157,024 128,035
Old : 999,767: 81,478 92,374 63,492 697,773 715,866 842,743 871,732: 157,024 128,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 12,197: 144 5,676 3,407 10,592 4,353 14,143 13,436: -1,946 -1,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 9.2 6.4 69.8 71.6 84.3 87.2: 15.7 12.8
Old : 100.0: 8.1 9.2 6.4 69.8 71.6 84.3 87.2: 15.7 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 : 606: 128 119 105 258 258 444 426:
Old : 606: 128 119 105 258 258 444 426:
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 : 11.8 11.3 19.2 19.3 9.8 8.9 16.2 15.4
Old : 11.8 11.3 19.2 19.3 9.8 8.9 16.2 15.4
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 313,924: 7,889 11,041 22,286 204,864 204,600 235,039 237,927: 78,885 75,997
Old : 313,924: 7,889 11,041 22,286 204,864 204,600 235,039 237,927: 78,885 75,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 3,030: -207 3,102 299 996 328 1,088 3,729: 1,941 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.5 7.1 65.3 65.2 74.9 75.8: 25.1 24.2
Old : 100.0: 2.5 3.5 7.1 65.3 65.2 74.9 75.8: 25.1 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 12 11 19 69 63 91 84:
Old : 112: 12 11 19 69 63 91 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 : 17.8 14.9 28.6 27.2 16.5 12.4 23.4 21.3
Old : 17.8 14.9 28.6 27.2 16.5 12.4 23.4 21.3
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,429,212: 405,106 443,831 168,865 2,464,548 2,556,328 3,038,519 3,169,025: 390,693 260,188
Old : 3,429,212: 405,106 443,831 168,865 2,464,548 2,556,328 3,038,519 3,169,025: 390,693 260,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 45,839: 20,687 31,805 -3,395 47,980 20,127 65,272 48,537: -19,434 -2,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 12.9 4.9 71.9 74.5 88.6 92.4: 11.4 7.6
Old : 100.0: 11.8 12.9 4.9 71.9 74.5 88.6 92.4: 11.4 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 : 571: 121 115 95 234 237 408 395:
Old : 571: 121 115 95 234 237 408 395:
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 12.5 24.1 21.6 13.1 11.4 21.3 19.2
Old : 14.5 12.5 24.1 21.6 13.1 11.4 21.3 19.2
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 with Delta-adjusted Options and Futures Combined, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 121,422: 16,398 3,736 1,188 92,540 111,683 110,126 116,607: 11,296 4,815
Old : 121,422: 16,398 3,736 1,188 92,540 111,683 110,126 116,607: 11,296 4,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 1,376: 4 1,236 286 822 -656 1,112 866: 264 510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 3.1 1.0 76.2 92.0 90.7 96.0: 9.3 4.0
Old : 100.0: 13.5 3.1 1.0 76.2 92.0 90.7 96.0: 9.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 20 4 2 53 39 74 45:
Old : 103: 20 4 2 53 39 74 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 43.0 47.6 60.7 32.4 43.0 46.6 60.7
Old : 32.4 43.0 47.6 60.7 32.4 43.0 46.6 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 116,004: 34,120 5,191 1,905 66,021 100,388 102,045 107,484: 13,958 8,520
Old : 116,004: 34,120 5,191 1,905 66,021 100,388 102,045 107,484: 13,958 8,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 3,535: 1,178 567 84 1,601 2,490 2,863 3,142: 672 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 4.5 1.6 56.9 86.5 88.0 92.7: 12.0 7.3
Old : 100.0: 29.4 4.5 1.6 56.9 86.5 88.0 92.7: 12.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 88 27 18 72 85 168 122:
Old : 243: 88 27 18 72 85 168 122:
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 : 27.5 41.6 37.4 54.6 25.2 36.6 34.4 48.5
Old : 27.5 41.6 37.4 54.6 25.2 36.6 34.4 48.5
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 21,646: 241 1,231 0 14,070 19,269 14,311 20,500: 7,335 1,146
Old : 21,646: 241 1,231 0 14,070 19,269 14,311 20,500: 7,335 1,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 3,143: -245 0 0 2,812 2,949 2,567 2,949: 576 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.7 0.0 65.0 89.0 66.1 94.7: 33.9 5.3
Old : 100.0: 1.1 5.7 0.0 65.0 89.0 66.1 94.7: 33.9 5.3
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 : 23: 1 2 0 9 11 10 13:
Old : 23: 1 2 0 9 11 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 64.1 63.6 82.8 52.7 64.1 63.6 82.8
Old : 52.7 64.1 63.6 82.8 52.7 64.1 63.6 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 471,787: 172,138 22,545 6,781 259,753 405,594 438,672 434,920: 33,115 36,866
Old : 471,787: 172,138 22,545 6,781 259,753 405,594 438,672 434,920: 33,115 36,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 1,961: 5,917 1,637 1,619 -6,054 -2,293 1,482 963: 479 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 4.8 1.4 55.1 86.0 93.0 92.2: 7.0 7.8
Old : 100.0: 36.5 4.8 1.4 55.1 86.0 93.0 92.2: 7.0 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 : 242: 88 27 16 67 83 162 119:
Old : 242: 88 27 16 67 83 162 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 39.8 42.0 54.0 30.7 39.8 41.9 53.9
Old : 30.7 39.8 42.0 54.0 30.7 39.8 41.9 53.9
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 212,259: 112,640 50,738 11,060 57,727 124,809 181,427 186,608: 30,833 25,652
Old : 212,259: 112,640 50,738 11,060 57,727 124,809 181,427 186,608: 30,833 25,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 5,147: -11,598 4,865 3,968 13,967 -6,791 6,337 2,042: -1,190 3,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 23.9 5.2 27.2 58.8 85.5 87.9: 14.5 12.1
Old : 100.0: 53.1 23.9 5.2 27.2 58.8 85.5 87.9: 14.5 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 : 118: 43 36 22 28 27 81 75:
Old : 118: 43 36 22 28 27 81 75:
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 : 40.8 46.1 49.8 58.6 40.8 43.0 49.4 55.5
Old : 40.8 46.1 49.8 58.6 40.8 43.0 49.4 55.5
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, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 31,572: 2,630 11,540 140 20,598 4,230 23,368 15,910: 8,204 15,662
Old : 31,572: 2,630 11,540 140 20,598 4,230 23,368 15,910: 8,204 15,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 443: 30 -83 140 -526 -544 -356 -487: 799 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 36.6 0.4 65.2 13.4 74.0 50.4: 26.0 49.6
Old : 100.0: 8.3 36.6 0.4 65.2 13.4 74.0 50.4: 26.0 49.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 5 1 19 4 25 9:
Old : 30: 5 5 1 19 4 25 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 46.3 50.9 50.3 37.3 46.3 50.9 48.0
Old : 37.3 46.3 50.9 50.3 37.3 46.3 50.9 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 56,865: 12,410 8,075 1,392 37,244 15,399 51,046 24,866: 5,819 31,999
Old : 56,865: 12,410 8,075 1,392 37,244 15,399 51,046 24,866: 5,819 31,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 7,574: 555 1,843 217 5,976 1,863 6,748 3,923: 826 3,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 14.2 2.4 65.5 27.1 89.8 43.7: 10.2 56.3
Old : 100.0: 21.8 14.2 2.4 65.5 27.1 89.8 43.7: 10.2 56.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 13 9 2 26 19 40 29:
Old : 59: 13 9 2 26 19 40 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 21.0 51.5 29.2 32.6 19.3 49.3 26.0
Old : 33.1 21.0 51.5 29.2 32.6 19.3 49.3 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2012