MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 46,885: 6,077 2,140 11,080 21,529 25,719 38,686 38,940: 8,200 7,946
Old : 46,885: 6,077 2,140 11,080 21,529 25,719 38,686 38,940: 8,200 7,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -5,922: -677 -103 -1,031 -4,470 -3,982 -6,178 -5,116: 256 -806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 4.6 23.6 45.9 54.9 82.5 83.1: 17.5 16.9
Old : 100.0: 13.0 4.6 23.6 45.9 54.9 82.5 83.1: 17.5 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 27 5 20 35 30 65 52:
Old : 74: 27 5 20 35 30 65 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 31.7 43.5 45.4 27.4 30.7 36.1 39.6
Old : 30.7 31.7 43.5 45.4 27.4 30.7 36.1 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 280,939: 65,619 42,568 102,077 86,101 93,868 253,798 238,513: 27,141 42,426
Old : 278,458: 65,109 42,534 101,029 85,679 93,109 251,817 236,673: 26,641 41,785
Other: 2,481: 730 254 828 423 758 1,981 1,840: 500 641
: : :
: : Changes in Commitments from: October 2, 2012 :
: 2,111: -1,272 -6,452 3,398 -683 1,429 1,443 -1,625: 668 3,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 15.2 36.3 30.6 33.4 90.3 84.9: 9.7 15.1
Old : 100.0: 23.4 15.3 36.3 30.8 33.4 90.4 85.0: 9.6 15.0
Other: 100.0: 29.4 10.2 33.4 17.0 30.6 79.8 74.2: 20.2 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 90 94 124 59 79 227 233:
Old : 291: 89 95 123 58 79 226 232:
Other: 44: 15 7 9 9 16 28 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 : 13.4 13.0 24.3 21.4 13.1 9.7 21.8 15.1
Old : 13.5 13.0 24.4 21.3 13.2 9.8 22.0 15.2
Other: 44.1 34.0 64.0 53.9 34.4 20.4 40.0 30.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 344,149: 86,497 56,894 88,653 139,256 150,201 314,406 295,748: 29,743 48,401
Old : 344,149: 86,497 56,894 88,653 139,256 150,201 314,406 295,748: 29,743 48,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -28,029: 2,797 3,800 -24,044 -3,496 -5,394 -24,743 -25,638: -3,286 -2,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 16.5 25.8 40.5 43.6 91.4 85.9: 8.6 14.1
Old : 100.0: 25.1 16.5 25.8 40.5 43.6 91.4 85.9: 8.6 14.1
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 : 410: 114 111 142 117 146 305 341:
Old : 410: 114 111 142 117 146 305 341:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 13.0 28.4 19.8 15.2 12.0 26.7 17.7
Old : 16.7 13.0 28.4 19.8 15.2 12.0 26.7 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 7,322: 3,049 2,557 342 2,407 2,912 5,798 5,811: 1,523 1,511
Old : 7,322: 3,049 2,557 342 2,407 2,912 5,798 5,811: 1,523 1,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 129: -18 431 49 193 -118 223 361: -94 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 34.9 4.7 32.9 39.8 79.2 79.4: 20.8 20.6
Old : 100.0: 41.6 34.9 4.7 32.9 39.8 79.2 79.4: 20.8 20.6
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 : 82: 31 20 10 22 23 61 47:
Old : 82: 31 20 10 22 23 61 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 25.3 46.3 44.6 31.3 25.3 44.4 42.4
Old : 31.3 25.3 46.3 44.6 31.3 25.3 44.4 42.4
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 9, 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 : 34,311: 6,831 8,795 8,601 11,602 4,870 27,034 22,266: 7,276 12,045
Old : 34,311: 6,831 8,795 8,601 11,602 4,870 27,034 22,266: 7,276 12,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -1,019: -154 622 -874 26 -369 -1,002 -621: -17 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 25.6 25.1 33.8 14.2 78.8 64.9: 21.2 35.1
Old : 100.0: 19.9 25.6 25.1 33.8 14.2 78.8 64.9: 21.2 35.1
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 : 153: 24 60 42 49 40 101 124:
Old : 153: 24 60 42 49 40 101 124:
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 : 14.6 11.3 26.3 19.0 13.1 8.4 23.9 12.3
Old : 14.6 11.3 26.3 19.0 13.1 8.4 23.9 12.3
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 9, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,192: 392 1,251 772 4,280 3,944 5,443 5,967: 749 226
Old : 6,192: 392 1,251 772 4,280 3,944 5,443 5,967: 749 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -1,524: -155 -529 -3 -1,269 -942 -1,427 -1,474: -97 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 20.2 12.5 69.1 63.7 87.9 96.4: 12.1 3.6
Old : 100.0: 6.3 20.2 12.5 69.1 63.7 87.9 96.4: 12.1 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 : 30: 7 7 10 12 11 23 24:
Old : 30: 7 7 10 12 11 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 51.9 71.7 76.2 60.2 51.3 67.7 71.0
Old : 60.8 51.9 71.7 76.2 60.2 51.3 67.7 71.0
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 9, 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 : 88,004: 7,824 5,072 2,326 77,352 80,164 87,502 87,562: 502 442
Old : 88,004: 7,824 5,072 2,326 77,352 80,164 87,502 87,562: 502 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 125: -48 0 0 167 155 119 155: 6 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.8 2.6 87.9 91.1 99.4 99.5: 0.6 0.5
Old : 100.0: 8.9 5.8 2.6 87.9 91.1 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 67.6 88.6 83.7 60.4 59.2 68.9 67.0
Old : 73.2 67.6 88.6 83.7 60.4 59.2 68.9 67.0
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 9, 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 : 204,215: 106,227 9,346 5,889 45,361 168,035 157,477 183,270: 46,738 20,945
Old : 204,215: 106,227 9,346 5,889 45,361 168,035 157,477 183,270: 46,738 20,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -6,958: -6,684 -501 -273 470 -7,812 -6,487 -8,586: -471 1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 4.6 2.9 22.2 82.3 77.1 89.7: 22.9 10.3
Old : 100.0: 52.0 4.6 2.9 22.2 82.3 77.1 89.7: 22.9 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 : 103: 44 19 17 27 31 81 58:
Old : 103: 44 19 17 27 31 81 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 51.1 47.5 68.4 40.3 50.8 47.0 67.8
Old : 40.8 51.1 47.5 68.4 40.3 50.8 47.0 67.8
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 9, 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 : 36,266: 11,676 11,982 3 9,709 11,397 21,388 23,382: 14,878 12,884
Old : 36,266: 11,676 11,982 3 9,709 11,397 21,388 23,382: 14,878 12,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -2,548: -965 -1,568 -245 363 -2,918 -848 -4,731: -1,701 2,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 33.0 0.0 26.8 31.4 59.0 64.5: 41.0 35.5
Old : 100.0: 32.2 33.0 0.0 26.8 31.4 59.0 64.5: 41.0 35.5
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 : 31: 9 8 1 8 9 17 18:
Old : 31: 9 8 1 8 9 17 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 : 32.7 34.8 48.3 49.0 32.7 34.7 47.9 48.7
Old : 32.7 34.8 48.3 49.0 32.7 34.7 47.9 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 209,257: 139,392 3,000 480 60,114 202,765 199,986 206,245: 9,271 3,012
Old : 209,257: 139,392 3,000 480 60,114 202,765 199,986 206,245: 9,271 3,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -707: 1,406 879 -250 -2,039 -1,816 -883 -1,187: 176 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 1.4 0.2 28.7 96.9 95.6 98.6: 4.4 1.4
Old : 100.0: 66.6 1.4 0.2 28.7 96.9 95.6 98.6: 4.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 100 8 4 15 21 117 33:
Old : 144: 100 8 4 15 21 117 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 68.0 62.8 86.1 45.4 68.0 62.1 86.1
Old : 45.4 68.0 62.8 86.1 45.4 68.0 62.1 86.1
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 9, 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 : 170,252: 55,446 31,742 3,667 72,368 115,304 131,482 150,714: 38,771 19,539
Old : 170,252: 55,446 31,742 3,667 72,368 115,304 131,482 150,714: 38,771 19,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -18,803: -8,933 -2,366 -1,834 -2,216 -14,740 -12,983 -18,940: -5,820 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 18.6 2.2 42.5 67.7 77.2 88.5: 22.8 11.5
Old : 100.0: 32.6 18.6 2.2 42.5 67.7 77.2 88.5: 22.8 11.5
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 : 102: 35 25 13 23 33 64 65:
Old : 102: 35 25 13 23 33 64 65:
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 : 38.4 29.7 47.3 49.0 34.1 28.9 41.9 45.6
Old : 38.4 29.7 47.3 49.0 34.1 28.9 41.9 45.6
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 9, 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 : 137,490: 40,613 27,116 4,458 70,399 68,623 115,470 100,197: 22,020 37,293
Old : 137,490: 40,613 27,116 4,458 70,399 68,623 115,470 100,197: 22,020 37,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -16,129: -12,156 5,198 -987 3,242 -21,180 -9,901 -16,969: -6,228 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 19.7 3.2 51.2 49.9 84.0 72.9: 16.0 27.1
Old : 100.0: 29.5 19.7 3.2 51.2 49.9 84.0 72.9: 16.0 27.1
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 : 93: 20 35 14 27 25 57 64:
Old : 93: 20 35 14 27 25 57 64:
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 : 45.7 30.7 56.2 43.5 45.7 30.0 56.1 42.8
Old : 45.7 30.7 56.2 43.5 45.7 30.0 56.1 42.8
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 9, 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 : 267,868: 39,941 115,446 24,663 157,201 70,690 221,805 210,799: 46,063 57,068
Old : 267,868: 39,941 115,446 24,663 157,201 70,690 221,805 210,799: 46,063 57,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -5,535: -6,162 13,511 -7,487 9,299 -9,211 -4,349 -3,188: -1,186 -2,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 43.1 9.2 58.7 26.4 82.8 78.7: 17.2 21.3
Old : 100.0: 14.9 43.1 9.2 58.7 26.4 82.8 78.7: 17.2 21.3
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 : 189: 42 68 48 53 60 125 146:
Old : 189: 42 68 48 53 60 125 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 23.5 34.6 31.0 23.1 23.4 33.6 30.8
Old : 24.1 23.5 34.6 31.0 23.1 23.4 33.6 30.8
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, October 9, 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 : 20,795: 18,573 532 59 1,429 19,722 20,061 20,313: 734 482
Old : 20,795: 18,573 532 59 1,429 19,722 20,061 20,313: 734 482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 1,707: 1,316 -15,981 31 265 17,624 1,612 1,674: 95 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 2.6 0.3 6.9 94.8 96.5 97.7: 3.5 2.3
Old : 100.0: 89.3 2.6 0.3 6.9 94.8 96.5 97.7: 3.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 1 1 5 8 13 10:
Old : 20: 8 1 1 5 8 13 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 : 87.3 90.1 93.8 97.4 87.0 90.1 93.5 97.4
Old : 87.3 90.1 93.8 97.4 87.0 90.1 93.5 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, October 9, 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 : 30,498: 21,075 4,365 137 3,857 24,123 25,069 28,625: 5,429 1,873
Old : 30,498: 21,075 4,365 137 3,857 24,123 25,069 28,625: 5,429 1,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -3,673: -4,223 448 -89 401 -3,997 -3,911 -3,638: 238 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 14.3 0.4 12.6 79.1 82.2 93.9: 17.8 6.1
Old : 100.0: 69.1 14.3 0.4 12.6 79.1 82.2 93.9: 17.8 6.1
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 : 53: 25 12 1 5 13 31 25:
Old : 53: 25 12 1 5 13 31 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 : 46.8 65.6 63.1 78.3 46.8 65.6 63.1 78.3
Old : 46.8 65.6 63.1 78.3 46.8 65.6 63.1 78.3
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 9, 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 :11,752,347: 1,448,641 439,379 3,820,868 5,521,118 6,502,566 10,790,626 10,762,813: 961,721 989,534
Old :11,752,347: 1,448,641 439,379 3,820,868 5,521,118 6,502,566 10,790,626 10,762,813: 961,721 989,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 152,866: -5,317 -15,901 74,458 53,162 62,270 122,303 120,826: 30,563 32,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 3.7 32.5 47.0 55.3 91.8 91.6: 8.2 8.4
Old : 100.0: 12.3 3.7 32.5 47.0 55.3 91.8 91.6: 8.2 8.4
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 : 256: 69 37 88 130 133 236 233:
Old : 256: 69 37 88 130 133 236 233:
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 : 20.7 23.1 32.3 33.7 13.1 16.1 19.5 19.9
Old : 20.7 23.1 32.3 33.7 13.1 16.1 19.5 19.9
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 9, 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 : 917,063: 95,199 76,853 54,702 645,144 700,449 795,045 832,005: 122,018 85,059
Old : 917,063: 95,199 76,853 54,702 645,144 700,449 795,045 832,005: 122,018 85,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 9,671: -5,477 -5,026 2,577 13,450 16,948 10,551 14,499: -879 -4,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 8.4 6.0 70.3 76.4 86.7 90.7: 13.3 9.3
Old : 100.0: 10.4 8.4 6.0 70.3 76.4 86.7 90.7: 13.3 9.3
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 : 605: 146 108 120 247 248 446 424:
Old : 605: 146 108 120 247 248 446 424:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 15.9 20.9 24.6 10.6 15.5 17.9 24.0
Old : 12.9 15.9 20.9 24.6 10.6 15.5 17.9 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 266,030: 10,253 8,388 20,149 168,709 198,199 199,111 226,736: 66,919 39,293
Old : 266,030: 10,253 8,388 20,149 168,709 198,199 199,111 226,736: 66,919 39,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 8,005: 1,200 -4,859 2,036 4,431 13,330 7,667 10,508: 338 -2,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 3.2 7.6 63.4 74.5 74.8 85.2: 25.2 14.8
Old : 100.0: 3.9 3.2 7.6 63.4 74.5 74.8 85.2: 25.2 14.8
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 : 117: 20 11 24 63 59 93 85:
Old : 117: 20 11 24 63 59 93 85:
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 23.6 28.0 37.7 15.8 23.6 22.0 32.5
Old : 18.7 23.6 28.0 37.7 15.8 23.6 22.0 32.5
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 9, 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 : 3,255,168: 447,853 365,451 149,642 2,382,175 2,511,248 2,979,671 3,026,341: 275,498 228,827
Old : 3,255,168: 447,853 365,451 149,642 2,382,175 2,511,248 2,979,671 3,026,341: 275,498 228,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 8,332: -41,861 -9,316 11,184 45,097 18,088 14,420 19,956: -6,088 -11,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 11.2 4.6 73.2 77.1 91.5 93.0: 8.5 7.0
Old : 100.0: 13.8 11.2 4.6 73.2 77.1 91.5 93.0: 8.5 7.0
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 : 564: 136 105 109 226 226 410 392:
Old : 564: 136 105 109 226 226 410 392:
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 : 15.8 16.6 26.1 27.3 14.7 16.3 22.7 27.0
Old : 15.8 16.6 26.1 27.3 14.7 16.3 22.7 27.0
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 9, 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 : 113,506: 16,206 3,407 263 84,869 107,126 101,338 110,796: 12,168 2,710
Old : 113,506: 16,206 3,407 263 84,869 107,126 101,338 110,796: 12,168 2,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -5,138: -2,172 -321 -1,389 -652 -3,843 -4,213 -5,553: -925 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 3.0 0.2 74.8 94.4 89.3 97.6: 10.7 2.4
Old : 100.0: 14.3 3.0 0.2 74.8 94.4 89.3 97.6: 10.7 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 : 101: 17 3 1 55 39 72 43:
Old : 101: 17 3 1 55 39 72 43:
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 41.4 47.6 62.8 34.2 41.4 46.6 62.8
Old : 34.2 41.4 47.6 62.8 34.2 41.4 46.6 62.8
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 9, 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 : 82,173: 24,516 7,641 2,295 48,962 69,256 75,774 79,192: 6,399 2,980
Old : 82,173: 24,516 7,641 2,295 48,962 69,256 75,774 79,192: 6,399 2,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -2,331: -1,997 2,509 62 -67 -4,923 -2,002 -2,353: -329 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 9.3 2.8 59.6 84.3 92.2 96.4: 7.8 3.6
Old : 100.0: 29.8 9.3 2.8 59.6 84.3 92.2 96.4: 7.8 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 : 252: 78 39 19 77 79 163 129:
Old : 252: 78 39 19 77 79 163 129:
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 45.1 40.8 56.4 29.9 45.1 39.7 55.6
Old : 30.1 45.1 40.8 56.4 29.9 45.1 39.7 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 410,863: 122,580 38,207 11,477 244,812 346,279 378,868 395,962: 31,995 14,901
Old : 410,863: 122,580 38,207 11,477 244,812 346,279 378,868 395,962: 31,995 14,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -11,654: -9,984 12,544 309 -334 -24,616 -10,009 -11,763: -1,645 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 9.3 2.8 59.6 84.3 92.2 96.4: 7.8 3.6
Old : 100.0: 29.8 9.3 2.8 59.6 84.3 92.2 96.4: 7.8 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 : 252: 78 39 19 77 79 163 129:
Old : 252: 78 39 19 77 79 163 129:
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 45.1 40.8 56.4 29.9 45.1 39.7 55.6
Old : 30.1 45.1 40.8 56.4 29.9 45.1 39.7 55.6
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 9, 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 : 177,270: 78,525 39,675 7,077 61,520 103,566 147,123 150,318: 30,147 26,952
Old : 177,270: 78,525 39,675 7,077 61,520 103,566 147,123 150,318: 30,147 26,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -4,268: -20,073 3,420 -2,447 21,604 -9,671 -916 -8,698: -3,352 4,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 22.4 4.0 34.7 58.4 83.0 84.8: 17.0 15.2
Old : 100.0: 44.3 22.4 4.0 34.7 58.4 83.0 84.8: 17.0 15.2
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 : 102: 31 30 19 24 31 63 72:
Old : 102: 31 30 19 24 31 63 72:
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 : 40.3 42.8 54.0 54.9 39.8 42.3 53.5 54.5
Old : 40.3 42.8 54.0 54.9 39.8 42.3 53.5 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 20,785: 2,489 2,224 0 12,380 7,428 14,869 9,652: 5,916 11,133
Old : 20,785: 2,489 2,224 0 12,380 7,428 14,869 9,652: 5,916 11,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 301: 240 -418 -127 404 358 517 -187: -216 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 10.7 0.0 59.6 35.7 71.5 46.4: 28.5 53.6
Old : 100.0: 12.0 10.7 0.0 59.6 35.7 71.5 46.4: 28.5 53.6
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 3 0 18 8 24 11:
Old : 32: 6 3 0 18 8 24 11:
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 : 33.5 38.3 46.7 44.8 33.5 38.3 46.7 44.8
Old : 33.5 38.3 46.7 44.8 33.5 38.3 46.7 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 34,541: 4,182 6,405 70 24,649 18,657 28,901 25,132: 5,640 9,409
Old : 34,541: 4,182 6,405 70 24,649 18,657 28,901 25,132: 5,640 9,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 1,993: -1,344 -48 -119 3,799 1,035 2,336 868: -343 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 18.5 0.2 71.4 54.0 83.7 72.8: 16.3 27.2
Old : 100.0: 12.1 18.5 0.2 71.4 54.0 83.7 72.8: 16.3 27.2
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 : 53: 10 9 1 23 18 34 27:
Old : 53: 10 9 1 23 18 34 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 : 35.6 36.5 51.6 49.7 33.3 36.5 48.3 47.1
Old : 35.6 36.5 51.6 49.7 33.3 36.5 48.3 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2012