BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 4,418: 1 64 114 3,637 3,935 3,753 4,113: 666 305
Old : 4,418: 1 64 114 3,637 3,935 3,753 4,113: 666 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 133: 1 -0 10 102 109 113 119: 20 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 2.6 82.3 89.1 84.9 93.1: 15.1 6.9
Old : 100.0: 0.0 1.4 2.6 82.3 89.1 84.9 93.1: 15.1 6.9
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 : 25: 1 2 2 19 13 21 16:
Old : 25: 1 2 2 19 13 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 67.1 66.1 83.2 40.8 62.1 57.7 71.2
Old : 45.8 67.1 66.1 83.2 40.8 62.1 57.7 71.2
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, October 2, 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 : 52,808: 6,754 2,243 12,111 25,999 29,701 44,864 44,056: 7,944 8,752
Old : 52,808: 6,754 2,243 12,111 25,999 29,701 44,864 44,056: 7,944 8,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 1,778: 41 470 162 2,051 821 2,254 1,453: -476 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.2 22.9 49.2 56.2 85.0 83.4: 15.0 16.6
Old : 100.0: 12.8 4.2 22.9 49.2 56.2 85.0 83.4: 15.0 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 : 81: 27 6 20 41 37 72 59:
Old : 81: 27 6 20 41 37 72 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 : 30.1 31.7 43.3 45.2 28.1 31.3 36.7 39.8
Old : 30.1 31.7 43.3 45.2 28.1 31.3 36.7 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 278,828: 66,891 49,020 98,679 86,785 92,438 252,355 240,138: 26,473 38,690
Old : 276,451: 66,611 49,108 97,527 86,352 91,762 250,490 238,397: 25,960 38,053
Other: 2,378: 634 267 797 433 676 1,864 1,740: 513 637
: : :
: : Changes in Commitments from: September 25, 2012 :
: 1,709: -3,429 -6,354 9,227 -4,074 -126 1,724 2,747: -15 -1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 17.6 35.4 31.1 33.2 90.5 86.1: 9.5 13.9
Old : 100.0: 24.1 17.8 35.3 31.2 33.2 90.6 86.2: 9.4 13.8
Other: 100.0: 26.7 11.2 33.5 18.2 28.4 78.4 73.2: 21.6 26.8
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 108 83 120 59 78 231 230:
Old : 295: 107 84 119 58 78 230 229:
Other: 41: 13 6 10 9 15 26 28:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 13.8 24.6 22.7 13.5 10.3 22.4 16.2
Old : 13.7 13.9 24.7 22.8 13.6 10.3 22.6 16.3
Other: 43.1 34.7 63.7 56.0 33.8 22.1 39.6 32.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 372,178: 83,700 53,094 112,697 142,751 155,595 339,149 321,386: 33,029 50,792
Old : 372,178: 83,700 53,094 112,697 142,751 155,595 339,149 321,386: 33,029 50,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 1,823: -3,626 12,790 -2,724 6,064 -8,403 -286 1,663: 2,108 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 14.3 30.3 38.4 41.8 91.1 86.4: 8.9 13.6
Old : 100.0: 22.5 14.3 30.3 38.4 41.8 91.1 86.4: 8.9 13.6
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 : 418: 114 117 148 119 151 316 351:
Old : 418: 114 117 148 119 151 316 351:
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 12.4 25.9 19.5 13.5 10.7 24.1 16.0
Old : 15.0 12.4 25.9 19.5 13.5 10.7 24.1 16.0
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, October 2, 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 : 7,193: 3,067 2,126 294 2,215 3,030 5,575 5,450: 1,618 1,743
Old : 7,193: 3,067 2,126 294 2,215 3,030 5,575 5,450: 1,618 1,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -1,103: -259 -210 -386 -499 -690 -1,144 -1,286: 41 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 29.6 4.1 30.8 42.1 77.5 75.8: 22.5 24.2
Old : 100.0: 42.6 29.6 4.1 30.8 42.1 77.5 75.8: 22.5 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 : 81: 33 19 9 19 23 56 48:
Old : 81: 33 19 9 19 23 56 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 26.1 47.1 43.3 32.4 26.1 46.1 40.4
Old : 32.4 26.1 47.1 43.3 32.4 26.1 46.1 40.4
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, October 2, 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 : 35,330: 6,986 8,173 9,475 11,576 5,239 28,037 22,887: 7,293 12,443
Old : 35,330: 6,986 8,173 9,475 11,576 5,239 28,037 22,887: 7,293 12,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -4,660: -1,029 -1,192 -2,468 -758 -164 -4,254 -3,824: -406 -837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 23.1 26.8 32.8 14.8 79.4 64.8: 20.6 35.2
Old : 100.0: 19.8 23.1 26.8 32.8 14.8 79.4 64.8: 20.6 35.2
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 : 152: 26 57 48 50 39 109 123:
Old : 152: 26 57 48 50 39 109 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 12.0 25.6 19.9 12.6 7.3 22.9 10.8
Old : 14.1 12.0 25.6 19.9 12.6 7.3 22.9 10.8
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, October 2, 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 : 7,716: 546 1,779 775 5,549 4,886 6,870 7,441: 846 275
Old : 7,716: 546 1,779 775 5,549 4,886 6,870 7,441: 846 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 553: 64 123 171 141 292 376 586: 177 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 23.1 10.0 71.9 63.3 89.0 96.4: 11.0 3.6
Old : 100.0: 7.1 23.1 10.0 71.9 63.3 89.0 96.4: 11.0 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 9 11 12 12 24 26:
Old : 32: 6 9 11 12 12 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 52.1 72.7 74.0 61.4 51.7 70.1 70.9
Old : 61.8 52.1 72.7 74.0 61.4 51.7 70.1 70.9
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, October 2, 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 : 87,879: 7,872 5,072 2,326 77,185 80,009 87,383 87,407: 496 472
Old : 87,879: 7,872 5,072 2,326 77,185 80,009 87,383 87,407: 496 472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 30: -526 0 279 377 -281 130 -2: -100 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 5.8 2.6 87.8 91.0 99.4 99.5: 0.6 0.5
Old : 100.0: 9.0 5.8 2.6 87.8 91.0 99.4 99.5: 0.6 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 : 23: 2 1 1 16 16 18 18:
Old : 23: 2 1 1 16 16 18 18:
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 : 73.2 67.9 89.0 84.0 61.0 59.5 69.3 67.4
Old : 73.2 67.9 89.0 84.0 61.0 59.5 69.3 67.4
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, October 2, 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 : 211,173: 112,911 9,846 6,162 44,891 175,847 163,964 191,856: 47,208 19,316
Old : 211,173: 112,911 9,846 6,162 44,891 175,847 163,964 191,856: 47,208 19,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -12,647: -10,668 -6,542 -814 2,155 -4,619 -9,328 -11,976: -3,320 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 4.7 2.9 21.3 83.3 77.6 90.9: 22.4 9.1
Old : 100.0: 53.5 4.7 2.9 21.3 83.3 77.6 90.9: 22.4 9.1
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 : 104: 47 16 18 29 32 83 59:
Old : 104: 47 16 18 29 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 : 40.0 50.5 47.0 69.1 39.1 50.1 46.1 68.4
Old : 40.0 50.5 47.0 69.1 39.1 50.1 46.1 68.4
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, October 2, 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 : 38,814: 12,641 13,550 248 9,346 14,314 22,235 28,112: 16,579 10,702
Old : 38,814: 12,641 13,550 248 9,346 14,314 22,235 28,112: 16,579 10,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 33: -926 -869 20 491 1,016 -415 167: 448 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 34.9 0.6 24.1 36.9 57.3 72.4: 42.7 27.6
Old : 100.0: 32.6 34.9 0.6 24.1 36.9 57.3 72.4: 42.7 27.6
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 : 33: 10 9 1 7 12 18 21:
Old : 33: 10 9 1 7 12 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 42.8 46.3 55.7 31.7 42.2 45.8 55.1
Old : 31.7 42.8 46.3 55.7 31.7 42.2 45.8 55.1
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, October 2, 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 : 209,964: 137,986 2,121 730 62,153 204,581 200,869 207,432: 9,095 2,532
Old : 209,964: 137,986 2,121 730 62,153 204,581 200,869 207,432: 9,095 2,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -10,071: -9,259 -3,868 114 -1,145 -6,427 -10,290 -10,181: 219 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 1.0 0.3 29.6 97.4 95.7 98.8: 4.3 1.2
Old : 100.0: 65.7 1.0 0.3 29.6 97.4 95.7 98.8: 4.3 1.2
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 : 140: 96 7 5 15 22 113 34:
Old : 140: 96 7 5 15 22 113 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 68.0 63.6 86.2 46.8 68.0 62.8 86.2
Old : 46.8 68.0 63.6 86.2 46.8 68.0 62.8 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 189,055: 64,379 34,108 5,502 74,584 130,044 144,465 169,654: 44,590 19,401
Old : 189,055: 64,379 34,108 5,502 74,584 130,044 144,465 169,654: 44,590 19,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 5,883: 3,992 575 135 1,445 4,570 5,572 5,280: 311 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 18.0 2.9 39.5 68.8 76.4 89.7: 23.6 10.3
Old : 100.0: 34.1 18.0 2.9 39.5 68.8 76.4 89.7: 23.6 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 : 108: 36 28 13 23 34 66 68:
Old : 108: 36 28 13 23 34 66 68:
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 : 38.3 31.9 47.1 49.0 34.9 30.7 41.9 45.9
Old : 38.3 31.9 47.1 49.0 34.9 30.7 41.9 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 153,620: 52,769 21,918 5,445 67,157 89,803 125,372 117,166: 28,248 36,454
Old : 153,620: 52,769 21,918 5,445 67,157 89,803 125,372 117,166: 28,248 36,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 3,979: 5,921 -3,022 -52 -3,080 8,904 2,789 5,830: 1,190 -1,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 14.3 3.5 43.7 58.5 81.6 76.3: 18.4 23.7
Old : 100.0: 34.4 14.3 3.5 43.7 58.5 81.6 76.3: 18.4 23.7
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 : 96: 28 30 15 24 28 59 66:
Old : 96: 28 30 15 24 28 59 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 : 43.9 32.6 54.6 46.7 43.9 32.0 54.6 46.1
Old : 43.9 32.6 54.6 46.7 43.9 32.0 54.6 46.1
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, October 2, 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 : 273,402: 46,103 101,936 32,150 147,901 79,901 226,154 213,987: 47,248 59,416
Old : 273,402: 46,103 101,936 32,150 147,901 79,901 226,154 213,987: 47,248 59,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 1,732: -5,403 -4,867 2,345 5,572 4,480 2,513 1,958: -781 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 37.3 11.8 54.1 29.2 82.7 78.3: 17.3 21.7
Old : 100.0: 16.9 37.3 11.8 54.1 29.2 82.7 78.3: 17.3 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 : 204: 46 75 50 55 64 134 156:
Old : 204: 46 75 50 55 64 134 156:
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 : 19.8 17.7 30.2 25.0 17.9 17.0 27.2 23.3
Old : 19.8 17.7 30.2 25.0 17.9 17.0 27.2 23.3
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, October 2, 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 : 34,171: 25,298 3,917 226 3,456 28,120 28,980 32,263: 5,191 1,908
Old : 34,171: 25,298 3,917 226 3,456 28,120 28,980 32,263: 5,191 1,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 1,384: 1,909 493 96 -517 609 1,488 1,198: -104 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 11.5 0.7 10.1 82.3 84.8 94.4: 15.2 5.6
Old : 100.0: 74.0 11.5 0.7 10.1 82.3 84.8 94.4: 15.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 28 12 1 4 12 32 25:
Old : 55: 28 12 1 4 12 32 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 68.8 67.0 80.8 48.3 68.8 67.0 80.8
Old : 48.3 68.8 67.0 80.8 48.3 68.8 67.0 80.8
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, October 2, 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 :11,599,481: 1,453,957 455,280 3,746,410 5,467,956 6,440,297 10,668,323 10,641,987: 931,158 957,495
Old :11,599,481: 1,453,957 455,280 3,746,410 5,467,956 6,440,297 10,668,323 10,641,987: 931,158 957,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 138,237: -125,693 40,554 130,633 78,808 4,995 83,748 176,182: 54,489 -37,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 3.9 32.3 47.1 55.5 92.0 91.7: 8.0 8.3
Old : 100.0: 12.5 3.9 32.3 47.1 55.5 92.0 91.7: 8.0 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 70 35 87 131 133 237 230:
Old : 255: 70 35 87 131 133 237 230:
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 : 20.9 23.6 32.5 34.3 13.6 16.1 19.5 20.1
Old : 20.9 23.6 32.5 34.3 13.6 16.1 19.5 20.1
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, October 2, 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 : 907,392: 100,676 81,879 52,125 631,693 683,501 784,494 817,505: 122,898 89,887
Old : 907,392: 100,676 81,879 52,125 631,693 683,501 784,494 817,505: 122,898 89,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 24,240: 3,837 6,898 2,933 22,488 14,907 29,259 24,738: -5,019 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 9.0 5.7 69.6 75.3 86.5 90.1: 13.5 9.9
Old : 100.0: 11.1 9.0 5.7 69.6 75.3 86.5 90.1: 13.5 9.9
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 : 586: 127 115 105 241 246 425 410:
Old : 586: 127 115 105 241 246 425 410:
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 : 13.3 15.2 21.5 23.9 11.0 14.9 18.5 23.5
Old : 13.3 15.2 21.5 23.9 11.0 14.9 18.5 23.5
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, October 2, 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 : 258,025: 9,053 13,246 18,113 164,278 184,869 191,444 216,228: 66,581 41,796
Old : 258,025: 9,053 13,246 18,113 164,278 184,869 191,444 216,228: 66,581 41,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 5,467: 1,880 4,418 852 3,874 1,365 6,606 6,635: -1,139 -1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 5.1 7.0 63.7 71.6 74.2 83.8: 25.8 16.2
Old : 100.0: 3.5 5.1 7.0 63.7 71.6 74.2 83.8: 25.8 16.2
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 : 114: 14 16 22 63 57 90 83:
Old : 114: 14 16 22 63 57 90 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 : 19.2 22.9 28.2 36.5 16.4 22.9 22.7 32.0
Old : 19.2 22.9 28.2 36.5 16.4 22.9 22.7 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 3,246,836: 489,714 374,767 138,458 2,337,078 2,493,160 2,965,251 3,006,385: 281,586 240,452
Old : 3,246,836: 489,714 374,767 138,458 2,337,078 2,493,160 2,965,251 3,006,385: 281,586 240,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 93,865: 22,675 25,286 -2,482 93,067 67,710 113,261 90,514: -19,396 3,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 11.5 4.3 72.0 76.8 91.3 92.6: 8.7 7.4
Old : 100.0: 15.1 11.5 4.3 72.0 76.8 91.3 92.6: 8.7 7.4
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 : 543: 123 105 92 219 226 388 377:
Old : 543: 123 105 92 219 226 388 377:
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 : 16.3 16.6 26.9 27.2 15.1 16.3 23.5 26.8
Old : 16.3 16.6 26.9 27.2 15.1 16.3 23.5 26.8
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, October 2, 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 : 118,644: 18,378 3,728 1,652 85,521 110,969 105,551 116,349: 13,093 2,295
Old : 118,644: 18,378 3,728 1,652 85,521 110,969 105,551 116,349: 13,093 2,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 2,005: -1,102 130 1,430 1,956 609 2,284 2,169: -279 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 3.1 1.4 72.1 93.5 89.0 98.1: 11.0 1.9
Old : 100.0: 15.5 3.1 1.4 72.1 93.5 89.0 98.1: 11.0 1.9
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: 19 4 1 57 39 76 44:
Old : 106: 19 4 1 57 39 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 : 34.2 41.2 48.1 62.0 33.3 41.2 46.0 62.0
Old : 34.2 41.2 48.1 62.0 33.3 41.2 46.0 62.0
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, October 2, 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 : 84,504: 26,513 5,133 2,234 49,029 74,179 77,776 81,545: 6,728 2,958
Old : 84,504: 26,513 5,133 2,234 49,029 74,179 77,776 81,545: 6,728 2,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 647: -2,095 1,602 659 2,667 -1,948 1,232 313: -585 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 6.1 2.6 58.0 87.8 92.0 96.5: 8.0 3.5
Old : 100.0: 31.4 6.1 2.6 58.0 87.8 92.0 96.5: 8.0 3.5
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 : 229: 83 23 18 73 71 163 105:
Old : 229: 83 23 18 73 71 163 105:
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 : 29.4 46.6 41.0 58.1 29.4 46.5 39.6 58.1
Old : 29.4 46.6 41.0 58.1 29.4 46.5 39.6 58.1
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, October 2, 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 : 422,518: 132,564 25,663 11,168 245,146 370,895 388,878 407,725: 33,640 14,792
Old : 422,518: 132,564 25,663 11,168 245,146 370,895 388,878 407,725: 33,640 14,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 3,233: -10,474 8,011 3,295 13,337 -9,742 6,158 1,565: -2,926 1,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 6.1 2.6 58.0 87.8 92.0 96.5: 8.0 3.5
Old : 100.0: 31.4 6.1 2.6 58.0 87.8 92.0 96.5: 8.0 3.5
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 : 229: 83 23 18 73 71 163 105:
Old : 229: 83 23 18 73 71 163 105:
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 : 29.4 46.6 41.0 58.1 29.4 46.5 39.6 58.1
Old : 29.4 46.6 41.0 58.1 29.4 46.5 39.6 58.1
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, October 2, 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 : 181,538: 98,598 36,255 9,524 39,916 113,236 148,038 159,015: 33,499 22,523
Old : 181,538: 98,598 36,255 9,524 39,916 113,236 148,038 159,015: 33,499 22,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -12,861: -20,008 7,587 1,144 8,715 -19,837 -10,149 -11,106: -2,712 -1,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 20.0 5.2 22.0 62.4 81.5 87.6: 18.5 12.4
Old : 100.0: 54.3 20.0 5.2 22.0 62.4 81.5 87.6: 18.5 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 38 25 22 24 32 71 70:
Old : 103: 38 25 22 24 32 71 70:
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 : 40.6 42.7 53.5 55.0 40.4 42.3 53.0 54.6
Old : 40.6 42.7 53.5 55.0 40.4 42.3 53.0 54.6
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, October 2, 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 : 20,484: 2,249 2,642 127 11,976 7,070 14,352 9,839: 6,132 10,645
Old : 20,484: 2,249 2,642 127 11,976 7,070 14,352 9,839: 6,132 10,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -289: 929 -1,642 127 -179 523 877 -992: -1,166 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.9 0.6 58.5 34.5 70.1 48.0: 29.9 52.0
Old : 100.0: 11.0 12.9 0.6 58.5 34.5 70.1 48.0: 29.9 52.0
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 : 28: 5 3 1 17 7 23 10:
Old : 28: 5 3 1 17 7 23 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 : 34.0 38.8 47.8 47.4 34.0 38.8 47.8 46.5
Old : 34.0 38.8 47.8 47.4 34.0 38.8 47.8 46.5
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, October 2, 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 : 32,548: 5,526 6,453 189 20,850 17,622 26,565 24,264: 5,983 8,284
Old : 32,548: 5,526 6,453 189 20,850 17,622 26,565 24,264: 5,983 8,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 3,586: -1,067 3,202 -130 4,290 2,104 3,093 5,176: 493 -1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 19.8 0.6 64.1 54.1 81.6 74.5: 18.4 25.5
Old : 100.0: 17.0 19.8 0.6 64.1 54.1 81.6 74.5: 18.4 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 10 9 2 21 19 32 29:
Old : 53: 10 9 2 21 19 32 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 : 32.7 36.0 48.0 51.3 29.9 36.0 44.7 51.3
Old : 32.7 36.0 48.0 51.3 29.9 36.0 44.7 51.3
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, October 2, 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 : 9,296: 5,857 991 0 2,390 8,127 8,247 9,118: 1,049 178
Old : 9,296: 5,857 991 0 2,390 8,127 8,247 9,118: 1,049 178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -1,179: -23 -386 0 -858 -708 -881 -1,094: -298 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 10.7 0.0 25.7 87.4 88.7 98.1: 11.3 1.9
Old : 100.0: 63.0 10.7 0.0 25.7 87.4 88.7 98.1: 11.3 1.9
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 : 20: 10 2 0 6 2 16 4:
Old : 20: 10 2 0 6 2 16 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 98.1 71.4 98.1 56.3 98.1 71.4 98.1
Old : 56.3 98.1 71.4 98.1 56.3 98.1 71.4 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2012