BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 4,285: 0 64 104 3,535 3,826 3,640 3,994: 646 291
Old : 4,285: 0 64 104 3,535 3,826 3,640 3,994: 646 291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 71: 0 4 2 76 50 78 55: -7 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 2.4 82.5 89.3 84.9 93.2: 15.1 6.8
Old : 100.0: 0.0 1.5 2.4 82.5 89.3 84.9 93.2: 15.1 6.8
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 : 25: 0 3 2 19 12 21 15:
Old : 25: 0 3 2 19 12 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 66.0 67.3 83.3 41.8 61.5 59.4 73.0
Old : 47.1 66.0 67.3 83.3 41.8 61.5 59.4 73.0
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 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 51,030: 6,713 1,773 11,949 23,947 28,880 42,610 42,602: 8,420 8,427
Old : 51,030: 6,713 1,773 11,949 23,947 28,880 42,610 42,602: 8,420 8,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 2,457: 735 -59 829 877 1,452 2,441 2,222: 16 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 3.5 23.4 46.9 56.6 83.5 83.5: 16.5 16.5
Old : 100.0: 13.2 3.5 23.4 46.9 56.6 83.5 83.5: 16.5 16.5
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 : 80: 29 4 20 40 37 71 59:
Old : 80: 29 4 20 40 37 71 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 : 29.9 31.8 43.4 45.6 28.0 31.5 36.4 39.4
Old : 29.9 31.8 43.4 45.6 28.0 31.5 36.4 39.4
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 25, 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 : 277,119: 70,320 55,375 89,452 90,858 92,564 250,631 237,391: 26,488 39,728
Old : 44,879: 13,574 9,215 18,293 7,129 12,877 38,995 40,385: 5,885 4,495
Other: 232,240: 64,071 53,484 63,835 83,730 79,687 211,636 197,006: 20,604 35,233
: : :
: : Changes in Commitments from: September 18, 2012 :
: -18,191: -8,961 -3,210 -4,250 -2,734 -10,017 -15,945 -17,477: -2,246 -714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 20.0 32.3 32.8 33.4 90.4 85.7: 9.6 14.3
Old : 100.0: 30.2 20.5 40.8 15.9 28.7 86.9 90.0: 13.1 10.0
Other: 100.0: 27.6 23.0 27.5 36.1 34.3 91.1 84.8: 8.9 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 105 89 126 65 79 234 243:
Old : 174: 52 46 47 35 57 111 126:
Other: 294: 98 91 111 63 75 222 226:
:----------------------------------------------------------------------------------------------------
: 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 13.8 25.3 22.7 14.0 10.5 23.1 16.7
Old : 20.6 22.2 31.1 34.1 15.4 12.7 21.9 21.1
Other: 16.6 13.6 29.3 22.5 16.5 10.7 27.4 17.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 370,355: 87,326 40,304 115,422 136,687 163,997 339,434 319,723: 30,921 50,632
Old : 370,355: 87,326 40,304 115,422 136,687 163,997 339,434 319,723: 30,921 50,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -6,730: -12,066 794 4,302 912 -9,118 -6,852 -4,022: 122 -2,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 10.9 31.2 36.9 44.3 91.7 86.3: 8.3 13.7
Old : 100.0: 23.6 10.9 31.2 36.9 44.3 91.7 86.3: 8.3 13.7
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 : 413: 136 90 148 116 153 322 337:
Old : 413: 136 90 148 116 153 322 337:
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 : 15.0 12.7 26.1 20.0 13.8 10.9 23.8 16.5
Old : 15.0 12.7 26.1 20.0 13.8 10.9 23.8 16.5
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 25, 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 : 8,295: 3,326 2,336 679 2,714 3,721 6,719 6,736: 1,576 1,560
Old : 8,295: 3,326 2,336 679 2,714 3,721 6,719 6,736: 1,576 1,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -79: 76 -142 2 -191 -93 -113 -233: 34 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 28.2 8.2 32.7 44.9 81.0 81.2: 19.0 18.8
Old : 100.0: 40.1 28.2 8.2 32.7 44.9 81.0 81.2: 19.0 18.8
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 : 77: 29 18 9 18 23 53 46:
Old : 77: 29 18 9 18 23 53 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 28.5 46.1 46.5 29.6 26.2 42.2 39.6
Old : 29.6 28.5 46.1 46.5 29.6 26.2 42.2 39.6
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 25, 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 : 39,990: 8,015 9,365 11,942 12,334 5,403 32,291 26,711: 7,699 13,280
Old : 39,990: 8,015 9,365 11,942 12,334 5,403 32,291 26,711: 7,699 13,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 866: 1,473 696 -277 167 -15 1,363 404: -497 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 23.4 29.9 30.8 13.5 80.7 66.8: 19.3 33.2
Old : 100.0: 20.0 23.4 29.9 30.8 13.5 80.7 66.8: 19.3 33.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 31 53 47 50 42 110 124:
Old : 155: 31 53 47 50 42 110 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 11.7 25.2 21.5 12.8 8.2 20.7 12.1
Old : 14.2 11.7 25.2 21.5 12.8 8.2 20.7 12.1
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 25, 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 : 7,163: 482 1,656 604 5,408 4,594 6,494 6,855: 669 309
Old : 7,163: 482 1,656 604 5,408 4,594 6,494 6,855: 669 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 360: 261 155 94 118 154 474 403: -113 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 23.1 8.4 75.5 64.1 90.7 95.7: 9.3 4.3
Old : 100.0: 6.7 23.1 8.4 75.5 64.1 90.7 95.7: 9.3 4.3
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 : 30: 6 7 10 12 11 23 23:
Old : 30: 6 7 10 12 11 23 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 : 65.9 54.4 76.4 75.2 65.5 53.9 74.6 73.2
Old : 65.9 54.4 76.4 75.2 65.5 53.9 74.6 73.2
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 25, 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 : 87,849: 8,398 5,072 2,047 76,808 80,290 87,253 87,409: 596 440
Old : 87,849: 8,398 5,072 2,047 76,808 80,290 87,253 87,409: 596 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -2,372: -105 -291 -2,047 -239 -204 -2,391 -2,542: 19 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.8 2.3 87.4 91.4 99.3 99.5: 0.7 0.5
Old : 100.0: 9.6 5.8 2.3 87.4 91.4 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 14 17 16 19:
Old : 22: 2 1 1 14 17 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 68.0 90.2 84.1 62.5 59.2 70.5 67.5
Old : 73.5 68.0 90.2 84.1 62.5 59.2 70.5 67.5
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 25, 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 : 223,820: 123,578 16,389 6,977 42,737 180,467 173,292 203,832: 50,528 19,988
Old : 223,820: 123,578 16,389 6,977 42,737 180,467 173,292 203,832: 50,528 19,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -87,056: -2,846 3,593 -10,103 -75,024 -76,627 -87,973 -83,137: 917 -3,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 7.3 3.1 19.1 80.6 77.4 91.1: 22.6 8.9
Old : 100.0: 55.2 7.3 3.1 19.1 80.6 77.4 91.1: 22.6 8.9
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 : 103: 44 20 19 26 32 83 59:
Old : 103: 44 20 19 26 32 83 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 : 40.5 48.4 48.4 67.3 39.8 48.0 47.8 66.4
Old : 40.5 48.4 48.4 67.3 39.8 48.0 47.8 66.4
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 25, 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 : 38,781: 13,567 14,419 228 8,855 13,298 22,650 27,945: 16,131 10,836
Old : 38,781: 13,567 14,419 228 8,855 13,298 22,650 27,945: 16,131 10,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -873: -59 -3,734 228 -1,698 4,560 -1,529 1,054: 656 -1,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 37.2 0.6 22.8 34.3 58.4 72.1: 41.6 27.9
Old : 100.0: 35.0 37.2 0.6 22.8 34.3 58.4 72.1: 41.6 27.9
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 : 37: 12 12 1 6 11 19 23:
Old : 37: 12 12 1 6 11 19 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 : 30.4 41.8 44.7 52.1 30.3 41.3 44.2 51.6
Old : 30.4 41.8 44.7 52.1 30.3 41.3 44.2 51.6
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 25, 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 : 220,035: 147,245 5,989 616 63,298 211,008 211,159 217,613: 8,876 2,422
Old : 220,035: 147,245 5,989 616 63,298 211,008 211,159 217,613: 8,876 2,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 5,114: 6,870 -16,239 -97 -1,261 21,176 5,512 4,840: -398 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 2.7 0.3 28.8 95.9 96.0 98.9: 4.0 1.1
Old : 100.0: 66.9 2.7 0.3 28.8 95.9 96.0 98.9: 4.0 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 : 139: 89 12 5 18 22 108 39:
Old : 139: 89 12 5 18 22 108 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 65.7 66.2 83.3 50.1 65.7 65.5 83.3
Old : 50.1 65.7 66.2 83.3 50.1 65.7 65.5 83.3
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 25, 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 : 183,172: 60,387 33,534 5,366 73,139 125,474 138,893 164,374: 44,279 18,798
Old : 183,172: 60,387 33,534 5,366 73,139 125,474 138,893 164,374: 44,279 18,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 21,273: 8,165 -4,770 -44 10,339 27,078 18,460 22,263: 2,814 -990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 18.3 2.9 39.9 68.5 75.8 89.7: 24.2 10.3
Old : 100.0: 33.0 18.3 2.9 39.9 68.5 75.8 89.7: 24.2 10.3
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 : 104: 35 26 14 23 35 66 67:
Old : 104: 35 26 14 23 35 66 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 30.3 47.9 48.0 34.1 29.1 42.1 44.7
Old : 38.0 30.3 47.9 48.0 34.1 29.1 42.1 44.7
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 25, 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 : 149,641: 46,848 24,940 5,497 70,238 80,899 122,583 111,336: 27,058 38,305
Old : 149,641: 46,848 24,940 5,497 70,238 80,899 122,583 111,336: 27,058 38,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 9,111: 5,053 429 -1,022 2,670 7,038 6,701 6,445: 2,410 2,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 16.7 3.7 46.9 54.1 81.9 74.4: 18.1 25.6
Old : 100.0: 31.3 16.7 3.7 46.9 54.1 81.9 74.4: 18.1 25.6
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 : 90: 25 27 14 26 27 58 61:
Old : 90: 25 27 14 26 27 58 61:
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 29.8 55.7 42.8 44.3 29.1 55.4 42.1
Old : 44.4 29.8 55.7 42.8 44.3 29.1 55.4 42.1
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 25, 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 : 271,670: 51,506 106,802 29,805 142,329 75,421 223,641 212,028: 48,029 59,642
Old : 271,670: 51,506 106,802 29,805 142,329 75,421 223,641 212,028: 48,029 59,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -14,710: 4,614 -17,761 839 -20,891 7,120 -15,439 -9,801: 728 -4,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 39.3 11.0 52.4 27.8 82.3 78.0: 17.7 22.0
Old : 100.0: 19.0 39.3 11.0 52.4 27.8 82.3 78.0: 17.7 22.0
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 : 198: 47 70 47 53 64 129 152:
Old : 198: 47 70 47 53 64 129 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 21.2 30.3 28.7 16.8 20.8 27.9 27.5
Old : 18.7 21.2 30.3 28.7 16.8 20.8 27.9 27.5
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 25, 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 : 19,088: 17,257 16,513 28 1,164 2,098 18,449 18,639: 639 449
Old : 19,088: 17,257 16,513 28 1,164 2,098 18,449 18,639: 639 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 2,547: 2,584 2,510 0 -38 36 2,546 2,546: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 86.5 0.1 6.1 11.0 96.7 97.6: 3.3 2.4
Old : 100.0: 90.4 86.5 0.1 6.1 11.0 96.7 97.6: 3.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 3 1 5 5 13 9:
Old : 20: 8 3 1 5 5 13 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 : 86.6 90.9 93.7 97.5 86.5 90.9 93.6 97.4
Old : 86.6 90.9 93.7 97.5 86.5 90.9 93.6 97.4
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 25, 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 : 32,787: 23,389 3,424 130 3,973 27,511 27,492 31,065: 5,295 1,722
Old : 32,787: 23,389 3,424 130 3,973 27,511 27,492 31,065: 5,295 1,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 3,456: 2,987 -373 1 -94 3,816 2,894 3,444: 562 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 10.4 0.4 12.1 83.9 83.9 94.7: 16.1 5.3
Old : 100.0: 71.3 10.4 0.4 12.1 83.9 83.9 94.7: 16.1 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 : 52: 23 13 1 4 14 28 27:
Old : 52: 23 13 1 4 14 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 68.7 67.1 79.5 50.5 68.7 67.1 79.5
Old : 50.5 68.7 67.1 79.5 50.5 68.7 67.1 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 :11,461,244: 1,579,650 414,726 3,615,776 5,389,148 6,435,301 10,584,575 10,465,804: 876,669 995,440
Old :11,461,244: 1,579,650 414,726 3,615,776 5,389,148 6,435,301 10,584,575 10,465,804: 876,669 995,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 435,450: 4,312 -28,296 215,346 206,368 212,604 426,026 399,654: 9,425 35,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 3.6 31.5 47.0 56.1 92.4 91.3: 7.6 8.7
Old : 100.0: 13.8 3.6 31.5 47.0 56.1 92.4 91.3: 7.6 8.7
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 : 254: 75 35 83 129 132 238 223:
Old : 254: 75 35 83 129 132 238 223:
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 : 20.3 22.8 31.6 34.3 13.4 16.3 19.5 20.4
Old : 20.3 22.8 31.6 34.3 13.4 16.3 19.5 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 883,152: 96,838 74,982 49,192 609,206 668,594 755,236 792,768: 127,916 90,384
Old : 883,152: 96,838 74,982 49,192 609,206 668,594 755,236 792,768: 127,916 90,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -281,829: 229 -8,999 -31,143 -222,413 -209,255 -253,327 -249,397: -28,502 -32,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.5 5.6 69.0 75.7 85.5 89.8: 14.5 10.2
Old : 100.0: 11.0 8.5 5.6 69.0 75.7 85.5 89.8: 14.5 10.2
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 : 590: 139 106 105 243 242 430 406:
Old : 590: 139 106 105 243 242 430 406:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 15.5 22.2 24.5 11.9 15.4 19.5 24.1
Old : 13.9 15.5 22.2 24.5 11.9 15.4 19.5 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 252,558: 7,173 8,828 17,261 160,403 183,504 184,838 209,593: 67,720 42,964
Old : 252,558: 7,173 8,828 17,261 160,403 183,504 184,838 209,593: 67,720 42,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -104,283: -10,573 -1,928 -3,928 -73,983 -79,271 -88,484 -85,127: -15,800 -19,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.5 6.8 63.5 72.7 73.2 83.0: 26.8 17.0
Old : 100.0: 2.8 3.5 6.8 63.5 72.7 73.2 83.0: 26.8 17.0
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 : 108: 14 11 21 61 58 85 81:
Old : 108: 14 11 21 61 58 85 81:
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 : 20.2 23.3 29.5 37.5 17.6 23.3 24.1 33.1
Old : 20.2 23.3 29.5 37.5 17.6 23.3 24.1 33.1
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 25, 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 : 3,152,972: 467,039 349,481 140,940 2,244,011 2,425,450 2,851,990 2,915,871: 300,982 237,101
Old : 3,152,972: 467,039 349,481 140,940 2,244,011 2,425,450 2,851,990 2,915,871: 300,982 237,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -887,726: 20,396 -68,968 -102,463 -742,149 -649,919 -824,215 -821,350: -63,511 -66,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.1 4.5 71.2 76.9 90.5 92.5: 9.5 7.5
Old : 100.0: 14.8 11.1 4.5 71.2 76.9 90.5 92.5: 9.5 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 : 551: 131 103 95 222 223 397 377:
Old : 551: 131 103 95 222 223 397 377:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 16.7 27.8 27.2 15.2 16.3 24.6 26.6
Old : 16.7 16.7 27.8 27.2 15.2 16.3 24.6 26.6
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 25, 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 : 116,639: 19,480 3,598 222 83,565 110,360 103,267 114,180: 13,372 2,459
Old : 116,639: 19,480 3,598 222 83,565 110,360 103,267 114,180: 13,372 2,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -31,437: 2,392 -355 222 -33,802 -28,797 -31,188 -28,930: -249 -2,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.1 0.2 71.6 94.6 88.5 97.9: 11.5 2.1
Old : 100.0: 16.7 3.1 0.2 71.6 94.6 88.5 97.9: 11.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 19 4 2 58 38 77 44:
Old : 107: 19 4 2 58 38 77 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 : 33.1 42.0 47.6 63.1 33.1 42.0 46.9 63.0
Old : 33.1 42.0 47.6 63.1 33.1 42.0 46.9 63.0
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 25, 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 : 83,857: 28,608 3,530 1,574 46,362 76,127 76,544 81,232: 7,313 2,625
Old : 83,857: 28,608 3,530 1,574 46,362 76,127 76,544 81,232: 7,313 2,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -65,425: -1,353 168 -2,994 -53,313 -55,638 -57,660 -58,464: -7,765 -6,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 4.2 1.9 55.3 90.8 91.3 96.9: 8.7 3.1
Old : 100.0: 34.1 4.2 1.9 55.3 90.8 91.3 96.9: 8.7 3.1
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 : 227: 81 25 15 68 71 154 106:
Old : 227: 81 25 15 68 71 154 106:
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 : 30.6 50.0 42.7 61.2 30.5 49.9 42.6 61.2
Old : 30.6 50.0 42.7 61.2 30.5 49.9 42.6 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 419,285: 143,038 17,651 7,872 231,809 380,637 382,720 406,161: 36,566 13,124
Old : 419,285: 143,038 17,651 7,872 231,809 380,637 382,720 406,161: 36,566 13,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -190,931: -10,426 3,051 -8,878 -170,581 -155,671 -189,885 -161,497: -1,046 -29,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 4.2 1.9 55.3 90.8 91.3 96.9: 8.7 3.1
Old : 100.0: 34.1 4.2 1.9 55.3 90.8 91.3 96.9: 8.7 3.1
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 : 227: 81 25 15 68 71 154 106:
Old : 227: 81 25 15 68 71 154 106:
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 : 30.6 50.0 42.7 61.2 30.5 49.9 42.6 61.2
Old : 30.6 50.0 42.7 61.2 30.5 49.9 42.6 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 194,399: 118,606 28,668 8,380 31,201 133,073 158,187 170,121: 36,212 24,278
Old : 194,399: 118,606 28,668 8,380 31,201 133,073 158,187 170,121: 36,212 24,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 5,005: 2,083 -18,139 336 21 21,479 2,441 3,676: 2,565 1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 14.7 4.3 16.1 68.5 81.4 87.5: 18.6 12.5
Old : 100.0: 61.0 14.7 4.3 16.1 68.5 81.4 87.5: 18.6 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 : 104: 34 30 21 23 33 70 71:
Old : 104: 34 30 21 23 33 70 71:
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 : 47.9 43.2 57.7 55.7 47.9 42.8 57.7 55.2
Old : 47.9 43.2 57.7 55.7 47.9 42.8 57.7 55.2
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 25, 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 : 20,773: 1,320 4,284 0 12,155 6,547 13,475 10,831: 7,298 9,942
Old : 20,773: 1,320 4,284 0 12,155 6,547 13,475 10,831: 7,298 9,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -838: -644 -11 0 -1,326 287 -1,970 276: 1,132 -1,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 20.6 0.0 58.5 31.5 64.9 52.1: 35.1 47.9
Old : 100.0: 6.4 20.6 0.0 58.5 31.5 64.9 52.1: 35.1 47.9
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 : 26: 4 3 0 16 7 20 10:
Old : 26: 4 3 0 16 7 20 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 : 33.6 42.7 46.9 51.5 33.6 42.7 46.6 50.6
Old : 33.6 42.7 46.9 51.5 33.6 42.7 46.6 50.6
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 25, 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 : 28,962: 6,593 3,251 319 16,560 15,518 23,472 19,088: 5,490 9,874
Old : 28,962: 6,593 3,251 319 16,560 15,518 23,472 19,088: 5,490 9,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 822: -932 -652 167 1,697 204 932 -281: -110 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 11.2 1.1 57.2 53.6 81.0 65.9: 19.0 34.1
Old : 100.0: 22.8 11.2 1.1 57.2 53.6 81.0 65.9: 19.0 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 : 45: 10 5 2 23 16 34 22:
Old : 45: 10 5 2 23 16 34 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 : 30.1 34.5 45.0 48.5 27.5 34.5 40.6 48.4
Old : 30.1 34.5 45.0 48.5 27.5 34.5 40.6 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2012