BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 4,173: 0 62 93 3,432 3,752 3,524 3,907: 648 265
Old : 4,173: 0 62 93 3,432 3,752 3,524 3,907: 648 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 25: 0 31 -2 32 -19 30 10: -5 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 2.2 82.2 89.9 84.5 93.6: 15.5 6.4
Old : 100.0: 0.0 1.5 2.2 82.2 89.9 84.5 93.6: 15.5 6.4
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: 0 3 2 19 11 21 14:
Old : 25: 0 3 2 19 11 21 14:
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 : 47.3 66.5 68.0 83.9 41.9 61.8 59.8 74.1
Old : 47.3 66.5 68.0 83.9 41.9 61.8 59.8 74.1
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 11, 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 : 46,172: 5,507 1,871 10,675 22,087 25,949 38,269 38,495: 7,903 7,677
Old : 46,172: 5,507 1,871 10,675 22,087 25,949 38,269 38,495: 7,903 7,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -600: -515 -47 -92 292 -37 -316 -176: -285 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 4.1 23.1 47.8 56.2 82.9 83.4: 17.1 16.6
Old : 100.0: 11.9 4.1 23.1 47.8 56.2 82.9 83.4: 17.1 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 28 6 21 38 35 69 59:
Old : 79: 28 6 21 38 35 69 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 31.7 44.9 46.1 29.4 31.1 38.1 40.0
Old : 31.0 31.7 44.9 46.1 29.4 31.1 38.1 40.0
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 11, 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 : 304,584: 80,745 54,954 101,584 92,574 106,788 274,903 263,326: 29,681 41,258
Old : 92,331: 35,901 31,908 22,333 25,225 28,785 83,458 83,026: 8,873 9,305
Other: 212,253: 64,309 42,510 59,787 67,349 78,004 191,445 180,300: 20,809 31,953
: : :
: : Changes in Commitments from: September 4, 2012 :
: 16,123: 6,095 5,569 10,382 -1,401 1,338 15,075 17,289: 1,048 -1,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 18.0 33.4 30.4 35.1 90.3 86.5: 9.7 13.5
Old : 100.0: 38.9 34.6 24.2 27.3 31.2 90.4 89.9: 9.6 10.1
Other: 100.0: 30.3 20.0 28.2 31.7 36.8 90.2 84.9: 9.8 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 116 97 136 60 76 242 257:
Old : 237: 76 80 54 45 57 143 169:
Other: 285: 109 76 104 58 72 218 212:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 13.8 22.8 22.8 12.1 11.2 20.5 17.1
Old : 16.3 20.6 27.8 30.3 16.1 19.4 27.2 28.2
Other: 15.9 14.1 26.3 22.8 14.9 10.1 23.4 16.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 384,487: 96,012 47,712 108,372 150,089 172,903 354,472 328,987: 30,015 55,501
Old : 384,487: 96,012 47,712 108,372 150,089 172,903 354,472 328,987: 30,015 55,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 12,230: 4,421 -2,029 2,429 3,132 8,555 9,981 8,956: 2,249 3,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 12.4 28.2 39.0 45.0 92.2 85.6: 7.8 14.4
Old : 100.0: 25.0 12.4 28.2 39.0 45.0 92.2 85.6: 7.8 14.4
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 : 425: 135 102 156 110 152 332 341:
Old : 425: 135 102 156 110 152 332 341:
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 13.0 28.1 20.4 14.5 10.9 24.8 16.2
Old : 17.5 13.0 28.1 20.4 14.5 10.9 24.8 16.2
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 11, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,280: 3,202 1,997 729 2,760 4,158 6,690 6,884: 1,591 1,397
Old : 8,280: 3,202 1,997 729 2,760 4,158 6,690 6,884: 1,591 1,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -940: -659 -242 -84 65 -623 -679 -949: -261 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 24.1 8.8 33.3 50.2 80.8 83.1: 19.2 16.9
Old : 100.0: 38.7 24.1 8.8 33.3 50.2 80.8 83.1: 19.2 16.9
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 : 77: 29 16 8 20 24 55 44:
Old : 77: 29 16 8 20 24 55 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 : 30.2 31.5 47.9 50.6 30.2 30.7 43.0 45.2
Old : 30.2 31.5 47.9 50.6 30.2 30.7 43.0 45.2
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 11, 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 : 39,674: 6,628 8,495 12,098 12,720 5,535 31,446 26,129: 8,229 13,546
Old : 39,674: 6,628 8,495 12,098 12,720 5,535 31,446 26,129: 8,229 13,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -1,343: -747 -858 -19 -805 90 -1,571 -787: 228 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 21.4 30.5 32.1 14.0 79.3 65.9: 20.7 34.1
Old : 100.0: 16.7 21.4 30.5 32.1 14.0 79.3 65.9: 20.7 34.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 29 47 44 48 45 102 117:
Old : 142: 29 47 44 48 45 102 117:
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 : 15.3 15.0 27.0 24.4 12.3 10.3 20.0 13.8
Old : 15.3 15.0 27.0 24.4 12.3 10.3 20.0 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 6,663: 193 1,508 475 5,250 4,313 5,919 6,297: 745 367
Old : 6,663: 193 1,508 475 5,250 4,313 5,919 6,297: 745 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -69: -5 99 -97 47 -77 -55 -76: -14 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 22.6 7.1 78.8 64.7 88.8 94.5: 11.2 5.5
Old : 100.0: 2.9 22.6 7.1 78.8 64.7 88.8 94.5: 11.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 8 9 11 11 20 23:
Old : 29: 4 8 9 11 11 20 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 : 69.3 58.4 77.9 76.1 68.8 57.9 75.6 74.9
Old : 69.3 58.4 77.9 76.1 68.8 57.9 75.6 74.9
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 11, 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 : 97,350: 6,861 5,820 4,990 85,260 86,151 97,111 96,961: 239 389
Old : 97,350: 6,861 5,820 4,990 85,260 86,151 97,111 96,961: 239 389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 2,663: 1,468 232 0 1,909 2,437 3,377 2,669: -714 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 6.0 5.1 87.6 88.5 99.8 99.6: 0.2 0.4
Old : 100.0: 7.0 6.0 5.1 87.6 88.5 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 : 26: 3 3 3 17 19 21 24:
Old : 26: 3 3 3 17 19 21 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 : 69.1 60.4 84.6 75.6 56.4 50.7 64.9 59.3
Old : 69.1 60.4 84.6 75.6 56.4 50.7 64.9 59.3
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 11, 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 : 267,371: 116,276 12,902 23,805 76,170 206,081 216,251 242,788: 51,120 24,583
Old : 267,371: 116,276 12,902 23,805 76,170 206,081 216,251 242,788: 51,120 24,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 78,690: 27,408 -8,781 15,640 30,951 74,308 73,999 81,167: 4,690 -2,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 4.8 8.9 28.5 77.1 80.9 90.8: 19.1 9.2
Old : 100.0: 43.5 4.8 8.9 28.5 77.1 80.9 90.8: 19.1 9.2
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 : 108: 47 21 22 29 35 92 62:
Old : 108: 47 21 22 29 35 92 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 48.0 43.3 63.6 29.4 43.9 35.1 52.7
Old : 30.9 48.0 43.3 63.6 29.4 43.9 35.1 52.7
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 11, 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 : 58,831: 11,648 20,615 1,746 31,150 22,496 44,544 44,857: 14,287 13,974
Old : 58,831: 11,648 20,615 1,746 31,150 22,496 44,544 44,857: 14,287 13,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 1,494: 2,635 -1,510 1,733 -2,680 3,388 1,688 3,611: -194 -2,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 35.0 3.0 52.9 38.2 75.7 76.2: 24.3 23.8
Old : 100.0: 19.8 35.0 3.0 52.9 38.2 75.7 76.2: 24.3 23.8
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 : 42: 11 10 4 12 16 24 29:
Old : 42: 11 10 4 12 16 24 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 : 53.8 35.8 64.0 51.0 53.5 35.3 62.5 50.3
Old : 53.8 35.8 64.0 51.0 53.5 35.3 62.5 50.3
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, September 11, 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 : 309,244: 127,168 4,925 54,499 120,120 247,731 301,787 307,155: 7,457 2,089
Old : 309,244: 127,168 4,925 54,499 120,120 247,731 301,787 307,155: 7,457 2,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 86,589: 25,671 -5,691 48,404 11,194 44,295 85,269 87,008: 1,320 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 1.6 17.6 38.8 80.1 97.6 99.3: 2.4 0.7
Old : 100.0: 41.1 1.6 17.6 38.8 80.1 97.6 99.3: 2.4 0.7
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 : 136: 81 14 18 21 23 113 51:
Old : 136: 81 14 18 21 23 113 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 : 40.1 55.2 60.3 76.9 34.7 49.6 46.4 58.9
Old : 40.1 55.2 60.3 76.9 34.7 49.6 46.4 58.9
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 11, 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 : 188,730: 49,703 54,253 7,218 90,891 104,809 147,813 166,280: 40,917 22,449
Old : 188,730: 49,703 54,253 7,218 90,891 104,809 147,813 166,280: 40,917 22,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 46,604: 8,487 5,716 3,485 29,499 43,616 41,471 52,817: 5,134 -6,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 28.7 3.8 48.2 55.5 78.3 88.1: 21.7 11.9
Old : 100.0: 26.3 28.7 3.8 48.2 55.5 78.3 88.1: 21.7 11.9
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 : 106: 35 27 17 33 33 80 66:
Old : 106: 35 27 17 33 33 80 66:
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 : 29.0 28.7 41.6 43.6 20.4 23.7 27.4 34.5
Old : 29.0 28.7 41.6 43.6 20.4 23.7 27.4 34.5
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, September 11, 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 : 185,224: 60,874 27,378 6,330 86,502 111,363 153,706 145,071: 31,518 40,153
Old : 185,224: 60,874 27,378 6,330 86,502 111,363 153,706 145,071: 31,518 40,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 21,537: 5,629 -1,229 852 9,720 16,540 16,200 16,163: 5,337 5,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 14.8 3.4 46.7 60.1 83.0 78.3: 17.0 21.7
Old : 100.0: 32.9 14.8 3.4 46.7 60.1 83.0 78.3: 17.0 21.7
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 : 103: 31 31 17 28 34 67 75:
Old : 103: 31 31 17 28 34 67 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 : 42.9 40.4 53.6 49.3 41.7 40.2 50.5 47.5
Old : 42.9 40.4 53.6 49.3 41.7 40.2 50.5 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 373,921: 43,056 138,136 37,743 246,151 127,953 326,949 303,831: 46,972 70,090
Old : 373,921: 43,056 138,136 37,743 246,151 127,953 326,949 303,831: 46,972 70,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 4,867: -86 -10,439 193 1,335 14,703 1,442 4,457: 3,425 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 36.9 10.1 65.8 34.2 87.4 81.3: 12.6 18.7
Old : 100.0: 11.5 36.9 10.1 65.8 34.2 87.4 81.3: 12.6 18.7
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 : 203: 49 76 57 54 55 137 156:
Old : 203: 49 76 57 54 55 137 156:
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 29.3 44.7 37.0 32.9 28.3 42.7 34.2
Old : 33.7 29.3 44.7 37.0 32.9 28.3 42.7 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 16,112: 13,640 13,765 78 1,768 1,840 15,486 15,683: 626 429
Old : 16,112: 13,640 13,765 78 1,768 1,840 15,486 15,683: 626 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -1,966: -436 -278 -421 -825 -972 -1,682 -1,671: -284 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 85.4 0.5 11.0 11.4 96.1 97.3: 3.9 2.7
Old : 100.0: 84.7 85.4 0.5 11.0 11.4 96.1 97.3: 3.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 4 1 5 5 12 10:
Old : 20: 7 4 1 5 5 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.6 87.2 91.6 95.8 82.1 87.2 90.8 94.7
Old : 82.6 87.2 91.6 95.8 82.1 87.2 90.8 94.7
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 11, 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 : 27,152: 13,641 3,609 729 8,115 20,781 22,485 25,119: 4,667 2,033
Old : 27,152: 13,641 3,609 729 8,115 20,781 22,485 25,119: 4,667 2,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 1,759: -1,174 195 601 844 945 271 1,741: 1,488 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 13.3 2.7 29.9 76.5 82.8 92.5: 17.2 7.5
Old : 100.0: 50.2 13.3 2.7 29.9 76.5 82.8 92.5: 17.2 7.5
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 : 49: 20 10 3 14 13 37 24:
Old : 49: 20 10 3 14 13 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 : 40.5 69.1 58.5 80.9 35.5 63.4 46.9 70.4
Old : 40.5 69.1 58.5 80.9 35.5 63.4 46.9 70.4
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 11, 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 :12,887,954: 1,611,162 502,918 4,449,292 5,897,004 6,953,545 11,957,458 11,905,755: 930,496 982,199
Old :12,887,954: 1,611,162 502,918 4,449,292 5,897,004 6,953,545 11,957,458 11,905,755: 930,496 982,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 237,309: 127,816 16,926 -13,269 102,467 219,387 217,014 223,043: 20,295 14,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 3.9 34.5 45.8 54.0 92.8 92.4: 7.2 7.6
Old : 100.0: 12.5 3.9 34.5 45.8 54.0 92.8 92.4: 7.2 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 69 41 90 135 139 250 235:
Old : 264: 69 41 90 135 139 250 235:
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 : 19.1 21.9 29.8 33.4 10.4 14.0 16.5 16.6
Old : 19.1 21.9 29.8 33.4 10.4 14.0 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 11, 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 : 1,029,904: 91,783 86,150 65,082 713,211 750,068 870,076 901,301: 159,828 128,603
Old : 1,029,904: 91,783 86,150 65,082 713,211 750,068 870,076 901,301: 159,828 128,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 30,137: 10,305 -6,224 1,590 15,437 34,202 27,332 29,568: 2,805 569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.4 6.3 69.3 72.8 84.5 87.5: 15.5 12.5
Old : 100.0: 8.9 8.4 6.3 69.3 72.8 84.5 87.5: 15.5 12.5
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 : 597: 121 123 116 258 257 444 432:
Old : 597: 121 123 116 258 257 444 432:
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 : 11.5 11.4 18.6 19.1 9.6 8.4 16.0 15.0
Old : 11.5 11.4 18.6 19.1 9.6 8.4 16.0 15.0
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 11, 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 : 314,815: 11,601 8,548 22,442 200,763 207,684 234,806 238,674: 80,008 76,141
Old : 314,815: 11,601 8,548 22,442 200,763 207,684 234,806 238,674: 80,008 76,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 890: 3,712 -2,493 156 -4,100 3,084 -233 747: 1,123 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.7 7.1 63.8 66.0 74.6 75.8: 25.4 24.2
Old : 100.0: 3.7 2.7 7.1 63.8 66.0 74.6 75.8: 25.4 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 13 21 68 61 93 83:
Old : 112: 12 13 21 68 61 93 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 : 17.2 15.1 27.4 25.9 15.0 12.0 21.7 20.4
Old : 17.2 15.1 27.4 25.9 15.0 12.0 21.7 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 3,575,446: 431,921 419,024 182,188 2,562,236 2,711,922 3,176,345 3,313,134: 399,101 262,312
Old : 3,575,446: 431,921 419,024 182,188 2,562,236 2,711,922 3,176,345 3,313,134: 399,101 262,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 146,234: 26,815 -24,807 13,322 97,688 155,593 137,826 144,109: 8,408 2,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 11.7 5.1 71.7 75.8 88.8 92.7: 11.2 7.3
Old : 100.0: 12.1 11.7 5.1 71.7 75.8 88.8 92.7: 11.2 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 : 564: 118 116 107 238 239 413 405:
Old : 564: 118 116 107 238 239 413 405:
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 : 14.1 12.0 23.2 21.0 12.8 10.7 20.9 18.2
Old : 14.1 12.0 23.2 21.0 12.8 10.7 20.9 18.2
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 11, 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 : 124,148: 16,584 3,419 241 95,286 116,774 112,111 120,434: 12,037 3,714
Old : 124,148: 16,584 3,419 241 95,286 116,774 112,111 120,434: 12,037 3,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 2,727: 186 -317 -947 2,746 5,092 1,985 3,828: 742 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 2.8 0.2 76.8 94.1 90.3 97.0: 9.7 3.0
Old : 100.0: 13.4 2.8 0.2 76.8 94.1 90.3 97.0: 9.7 3.0
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 : 104: 19 3 1 56 40 76 44:
Old : 104: 19 3 1 56 40 76 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 : 31.2 45.7 46.3 62.2 30.8 45.7 44.8 62.1
Old : 31.2 45.7 46.3 62.2 30.8 45.7 44.8 62.1
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 11, 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 : 118,001: 32,452 3,842 2,301 67,691 103,223 102,443 109,365: 15,558 8,636
Old : 118,001: 32,452 3,842 2,301 67,691 103,223 102,443 109,365: 15,558 8,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 1,997: -1,668 -1,349 395 1,670 2,835 398 1,881: 1,599 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 3.3 1.9 57.4 87.5 86.8 92.7: 13.2 7.3
Old : 100.0: 27.5 3.3 1.9 57.4 87.5 86.8 92.7: 13.2 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 : 239: 85 25 19 77 80 168 118:
Old : 239: 85 25 19 77 80 168 118:
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 : 27.9 42.6 37.1 56.3 24.5 36.8 33.1 47.9
Old : 27.9 42.6 37.1 56.3 24.5 36.8 33.1 47.9
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 11, 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 : 22,758: 241 1,231 0 14,771 20,478 15,012 21,709: 7,746 1,049
Old : 22,758: 241 1,231 0 14,771 20,478 15,012 21,709: 7,746 1,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 1,111: 0 0 0 701 1,209 701 1,209: 410 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.4 0.0 64.9 90.0 66.0 95.4: 34.0 4.6
Old : 100.0: 1.1 5.4 0.0 64.9 90.0 66.0 95.4: 34.0 4.6
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 : 22: 1 2 0 8 12 9 14:
Old : 22: 1 2 0 8 12 9 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 65.8 64.9 83.6 55.0 65.8 64.5 83.6
Old : 55.4 65.8 64.9 83.6 55.0 65.8 64.5 83.6
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 11, 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 : 476,217: 163,772 15,770 8,786 264,599 413,723 437,157 438,279: 39,060 37,938
Old : 476,217: 163,772 15,770 8,786 264,599 413,723 437,157 438,279: 39,060 37,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 4,430: -8,366 -6,775 2,004 4,846 8,129 -1,515 3,358: 5,945 1,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 3.3 1.8 55.6 86.9 91.8 92.0: 8.2 8.0
Old : 100.0: 34.4 3.3 1.8 55.6 86.9 91.8 92.0: 8.2 8.0
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 : 238: 86 24 17 73 78 163 115:
Old : 238: 86 24 17 73 78 163 115:
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 : 30.0 41.4 40.7 56.0 30.0 41.4 40.7 55.0
Old : 30.0 41.4 40.7 56.0 30.0 41.4 40.7 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 231,918: 106,863 36,856 13,557 80,729 156,264 201,148 206,677: 30,769 25,241
Old : 231,918: 106,863 36,856 13,557 80,729 156,264 201,148 206,677: 30,769 25,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 19,658: -5,777 -13,882 2,496 23,003 31,455 19,722 20,069: -63 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 15.9 5.8 34.8 67.4 86.7 89.1: 13.3 10.9
Old : 100.0: 46.1 15.9 5.8 34.8 67.4 86.7 89.1: 13.3 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 : 102: 33 31 26 26 34 76 74:
Old : 102: 33 31 26 26 34 76 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 46.0 54.4 57.6 39.5 38.2 46.1 48.2
Old : 40.4 46.0 54.4 57.6 39.5 38.2 46.1 48.2
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 11, 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 : 35,704: 3,955 10,184 320 22,336 7,291 26,611 17,795: 9,093 17,909
Old : 35,704: 3,955 10,184 320 22,336 7,291 26,611 17,795: 9,093 17,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 4,132: 1,325 -1,356 180 1,738 3,061 3,243 1,885: 889 2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 28.5 0.9 62.6 20.4 74.5 49.8: 25.5 50.2
Old : 100.0: 11.1 28.5 0.9 62.6 20.4 74.5 49.8: 25.5 50.2
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 : 33: 8 6 2 19 6 27 14:
Old : 33: 8 6 2 19 6 27 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 38.9 53.5 46.0 33.4 35.3 45.8 40.2
Old : 41.1 38.9 53.5 46.0 33.4 35.3 45.8 40.2
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 11, 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 : 73,313: 13,190 9,021 4,799 48,331 19,508 66,320 33,328: 6,993 39,985
Old : 73,313: 13,190 9,021 4,799 48,331 19,508 66,320 33,328: 6,993 39,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 16,448: 780 946 3,407 11,087 4,109 15,274 8,462: 1,174 7,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 12.3 6.5 65.9 26.6 90.5 45.5: 9.5 54.5
Old : 100.0: 18.0 12.3 6.5 65.9 26.6 90.5 45.5: 9.5 54.5
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 : 62: 16 9 5 28 21 46 33:
Old : 62: 16 9 5 28 21 46 33:
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 18.3 44.3 27.5 24.5 14.1 39.0 19.0
Old : 27.0 18.3 44.3 27.5 24.5 14.1 39.0 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 9,650: 6,056 1,522 0 2,491 7,618 8,547 9,140: 1,103 510
Old : 9,650: 6,056 1,522 0 2,491 7,618 8,547 9,140: 1,103 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 15.8 0.0 25.8 78.9 88.6 94.7: 11.4 5.3
Old : 100.0: 62.8 15.8 0.0 25.8 78.9 88.6 94.7: 11.4 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 : 20: 9 3 0 6 2 15 5:
Old : 20: 9 3 0 6 2 15 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 93.4 72.8 94.7 53.7 93.4 72.8 94.7
Old : 53.7 93.4 72.8 94.7 53.7 93.4 72.8 94.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2012