BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 3,048: 60 3 145 2,219 2,583 2,424 2,731: 624 317
Old : 3,048: 60 3 145 2,219 2,583 2,424 2,731: 624 317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -852: -14 3 -22 -719 -782 -755 -802: -97 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.1 4.8 72.8 84.7 79.5 89.6: 20.5 10.4
Old : 100.0: 2.0 0.1 4.8 72.8 84.7 79.5 89.6: 20.5 10.4
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 : 21: 2 1 3 16 11 19 14:
Old : 21: 2 1 3 16 11 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 71.8 64.6 83.2 39.5 63.8 52.1 67.3
Old : 40.8 71.8 64.6 83.2 39.5 63.8 52.1 67.3
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, November 6, 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 : 41,336: 5,509 2,353 9,519 18,830 22,026 33,857 33,898: 7,479 7,439
Old : 41,336: 5,509 2,353 9,519 18,830 22,026 33,857 33,898: 7,479 7,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -7,957: -982 -80 -2,273 -4,092 -4,514 -7,347 -6,867: -609 -1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 5.7 23.0 45.6 53.3 81.9 82.0: 18.1 18.0
Old : 100.0: 13.3 5.7 23.0 45.6 53.3 81.9 82.0: 18.1 18.0
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 : 73: 25 6 21 35 31 65 54:
Old : 73: 25 6 21 35 31 65 54:
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 : 32.2 28.2 44.3 43.8 29.2 27.9 37.6 39.0
Old : 32.2 28.2 44.3 43.8 29.2 27.9 37.6 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 257,963: 73,582 33,433 81,320 78,034 99,137 232,937 213,891: 25,026 44,073
Old : 254,801: 73,156 33,713 80,020 77,438 98,020 230,614 211,753: 24,187 43,048
Other: 3,162: 867 161 859 596 1,117 2,323 2,138: 839 1,024
: : :
: : Changes in Commitments from: October 30, 2012 :
: -2,215: 1,829 3,752 -2,187 -3,056 -1,820 -3,415 -255: 1,199 -1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 13.0 31.5 30.3 38.4 90.3 82.9: 9.7 17.1
Old : 100.0: 28.7 13.2 31.4 30.4 38.5 90.5 83.1: 9.5 16.9
Other: 100.0: 27.4 5.1 27.2 18.8 35.3 73.5 67.6: 26.5 32.4
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 109 91 129 55 75 238 236:
Old : 301: 109 90 129 54 75 237 236:
Other: 48: 14 6 10 11 20 29 33:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 12.9 24.3 21.5 13.2 11.4 22.2 18.0
Old : 13.6 13.0 24.4 21.6 13.4 11.5 22.4 18.0
Other: 34.1 27.5 51.1 43.4 25.4 19.4 37.0 29.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 390,683: 91,156 54,089 112,561 150,246 166,428 353,963 333,078: 36,720 57,605
Old : 390,683: 91,156 54,089 112,561 150,246 166,428 353,963 333,078: 36,720 57,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 9,814: -2,311 1,308 4,557 5,016 2,269 7,261 8,134: 2,552 1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 13.8 28.8 38.5 42.6 90.6 85.3: 9.4 14.7
Old : 100.0: 23.3 13.8 28.8 38.5 42.6 90.6 85.3: 9.4 14.7
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 : 431: 115 105 161 127 162 331 366:
Old : 431: 115 105 161 127 162 331 366:
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 : 15.1 12.1 25.3 18.1 13.6 10.8 23.4 15.9
Old : 15.1 12.1 25.3 18.1 13.6 10.8 23.4 15.9
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, November 6, 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 : 11,123: 4,810 2,158 854 2,920 6,438 8,583 9,450: 2,540 1,674
Old : 11,123: 4,810 2,158 854 2,920 6,438 8,583 9,450: 2,540 1,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 340: 330 -269 137 -397 590 70 458: 271 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 19.4 7.7 26.3 57.9 77.2 85.0: 22.8 15.0
Old : 100.0: 43.2 19.4 7.7 26.3 57.9 77.2 85.0: 22.8 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 44 20 14 28 34 81 61:
Old : 107: 44 20 14 28 34 81 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 31.8 40.0 45.4 22.3 29.7 35.3 41.9
Old : 23.0 31.8 40.0 45.4 22.3 29.7 35.3 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 29,513: 8,104 7,856 6,276 8,425 4,168 22,805 18,300: 6,709 11,213
Old : 29,513: 8,104 7,856 6,276 8,425 4,168 22,805 18,300: 6,709 11,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 517: -5 693 59 246 -359 300 393: 217 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 26.6 21.3 28.5 14.1 77.3 62.0: 22.7 38.0
Old : 100.0: 27.5 26.6 21.3 28.5 14.1 77.3 62.0: 22.7 38.0
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 : 148: 33 43 40 48 46 103 116:
Old : 148: 33 43 40 48 46 103 116:
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 : 13.2 12.2 24.5 19.6 13.0 9.9 21.8 15.8
Old : 13.2 12.2 24.5 19.6 13.0 9.9 21.8 15.8
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, November 6, 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 : 5,464: 121 1,086 750 4,007 3,404 4,879 5,240: 586 224
Old : 5,464: 121 1,086 750 4,007 3,404 4,879 5,240: 586 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,297: -68 -313 -130 -998 -881 -1,197 -1,324: -100 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 19.9 13.7 73.3 62.3 89.3 95.9: 10.7 4.1
Old : 100.0: 2.2 19.9 13.7 73.3 62.3 89.3 95.9: 10.7 4.1
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 : 29: 6 6 9 12 12 23 22:
Old : 29: 6 6 9 12 12 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 50.9 71.3 74.0 54.7 47.2 61.5 66.4
Old : 59.6 50.9 71.3 74.0 54.7 47.2 61.5 66.4
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, November 6, 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 : 84,904: 5,940 5,072 2,819 75,720 76,668 84,479 84,559: 425 345
Old : 84,904: 5,940 5,072 2,819 75,720 76,668 84,479 84,559: 425 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -348: -1,168 0 90 942 -355 -136 -265: -212 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 6.0 3.3 89.2 90.3 99.5 99.6: 0.5 0.4
Old : 100.0: 7.0 6.0 3.3 89.2 90.3 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 2 15 16 18 19:
Old : 23: 3 1 2 15 16 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 66.3 88.8 83.3 58.9 57.6 67.0 66.0
Old : 72.6 66.3 88.8 83.3 58.9 57.6 67.0 66.0
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, November 6, 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 : 184,183: 82,818 6,597 9,273 54,200 147,076 146,291 162,946: 37,892 21,237
Old : 184,183: 82,818 6,597 9,273 54,200 147,076 146,291 162,946: 37,892 21,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,574: -4,194 714 -922 7,351 -3,566 2,236 -3,774: -3,810 2,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 3.6 5.0 29.4 79.9 79.4 88.5: 20.6 11.5
Old : 100.0: 45.0 3.6 5.0 29.4 79.9 79.4 88.5: 20.6 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 : 90: 40 14 19 23 31 71 56:
Old : 90: 40 14 19 23 31 71 56:
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 : 35.7 54.0 48.8 69.2 35.0 53.9 48.0 68.1
Old : 35.7 54.0 48.8 69.2 35.0 53.9 48.0 68.1
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, November 6, 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 : 41,474: 13,509 13,812 163 15,375 11,653 29,047 25,628: 12,427 15,845
Old : 41,474: 13,509 13,812 163 15,375 11,653 29,047 25,628: 12,427 15,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 2,700: 1,724 4,393 45 4,905 -5,689 6,674 -1,251: -3,974 3,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 33.3 0.4 37.1 28.1 70.0 61.8: 30.0 38.2
Old : 100.0: 32.6 33.3 0.4 37.1 28.1 70.0 61.8: 30.0 38.2
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 : 41: 11 12 2 11 11 22 25:
Old : 41: 11 12 2 11 11 22 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 : 34.7 29.0 52.9 39.1 34.7 29.0 52.6 39.0
Old : 34.7 29.0 52.9 39.1 34.7 29.0 52.6 39.0
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, November 6, 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 : 189,659: 120,223 5,801 898 59,291 180,076 180,412 186,775: 9,247 2,884
Old : 189,659: 120,223 5,801 898 59,291 180,076 180,412 186,775: 9,247 2,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -12,797: -10,401 1,186 -198 -3,119 -13,703 -13,718 -12,715: 921 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 3.1 0.5 31.3 94.9 95.1 98.5: 4.9 1.5
Old : 100.0: 63.4 3.1 0.5 31.3 94.9 95.1 98.5: 4.9 1.5
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 : 131: 82 14 6 18 19 104 38:
Old : 131: 82 14 6 18 19 104 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 66.7 62.3 85.5 47.7 66.3 62.3 85.1
Old : 47.7 66.7 62.3 85.5 47.7 66.3 62.3 85.1
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, November 6, 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 : 176,257: 57,462 36,369 7,303 75,558 108,839 140,323 152,511: 35,934 23,746
Old : 176,257: 57,462 36,369 7,303 75,558 108,839 140,323 152,511: 35,934 23,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 1,550: -713 2,674 1,666 1,762 -3,850 2,715 490: -1,165 1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 20.6 4.1 42.9 61.8 79.6 86.5: 20.4 13.5
Old : 100.0: 32.6 20.6 4.1 42.9 61.8 79.6 86.5: 20.4 13.5
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 : 99: 30 26 14 23 35 63 65:
Old : 99: 30 26 14 23 35 63 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 : 39.9 28.4 49.6 45.1 36.6 27.1 45.3 40.8
Old : 39.9 28.4 49.6 45.1 36.6 27.1 45.3 40.8
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, November 6, 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 : 182,472: 25,112 64,158 11,311 132,770 47,822 169,193 123,290: 13,279 59,181
Old : 182,472: 25,112 64,158 11,311 132,770 47,822 169,193 123,290: 13,279 59,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 17,978: 5,388 8,167 1,637 11,665 3,851 18,690 13,655: -712 4,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 35.2 6.2 72.8 26.2 92.7 67.6: 7.3 32.4
Old : 100.0: 13.8 35.2 6.2 72.8 26.2 92.7 67.6: 7.3 32.4
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 : 113: 23 49 22 27 27 61 87:
Old : 113: 23 49 22 27 27 61 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 22.4 59.1 31.7 44.3 21.6 58.4 30.9
Old : 44.9 22.4 59.1 31.7 44.3 21.6 58.4 30.9
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, November 6, 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 : 275,317: 43,997 114,410 29,762 159,431 67,927 233,190 212,098: 42,127 63,219
Old : 275,317: 43,997 114,410 29,762 159,431 67,927 233,190 212,098: 42,127 63,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 10,529: 6,307 14,616 4,060 3,270 -7,446 13,637 11,230: -3,108 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 41.6 10.8 57.9 24.7 84.7 77.0: 15.3 23.0
Old : 100.0: 16.0 41.6 10.8 57.9 24.7 84.7 77.0: 15.3 23.0
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 : 211: 46 81 54 60 61 139 163:
Old : 211: 46 81 54 60 61 139 163:
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 : 23.0 16.7 32.7 23.9 22.6 16.2 31.6 23.0
Old : 23.0 16.7 32.7 23.9 22.6 16.2 31.6 23.0
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, November 6, 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 : 32,590: 19,030 692 10 12,662 31,576 31,702 32,278: 888 312
Old : 32,590: 19,030 692 10 12,662 31,576 31,702 32,278: 888 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 3,887: 387 201 -49 3,527 3,813 3,865 3,965: 22 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 2.1 0.0 38.9 96.9 97.3 99.0: 2.7 1.0
Old : 100.0: 58.4 2.1 0.0 38.9 96.9 97.3 99.0: 2.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 2 1 6 9 15 12:
Old : 24: 9 2 1 6 9 15 12:
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 : 89.4 90.9 94.6 97.4 86.2 90.0 90.7 94.9
Old : 89.4 90.9 94.6 97.4 86.2 90.0 90.7 94.9
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, November 6, 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 : 35,326: 24,440 5,052 222 5,508 28,113 30,170 33,387: 5,156 1,939
Old : 35,326: 24,440 5,052 222 5,508 28,113 30,170 33,387: 5,156 1,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 4,303: 3,591 948 -4 35 3,392 3,622 4,336: 681 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 14.3 0.6 15.6 79.6 85.4 94.5: 14.6 5.5
Old : 100.0: 69.2 14.3 0.6 15.6 79.6 85.4 94.5: 14.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 30 11 1 6 14 36 26:
Old : 59: 30 11 1 6 14 36 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 : 55.9 68.2 68.3 79.1 55.9 68.2 68.3 79.1
Old : 55.9 68.2 68.3 79.1 55.9 68.2 68.3 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,258,861: 1,402,677 551,709 4,057,397 5,835,226 6,604,589 11,295,300 11,213,696: 963,561 1,045,165
Old :12,258,861: 1,402,677 551,709 4,057,397 5,835,226 6,604,589 11,295,300 11,213,696: 963,561 1,045,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 207,876: 100,991 112,737 88,309 -22,329 -1,314 166,971 199,733: 40,905 8,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 4.5 33.1 47.6 53.9 92.1 91.5: 7.9 8.5
Old : 100.0: 11.4 4.5 33.1 47.6 53.9 92.1 91.5: 7.9 8.5
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 : 256: 65 39 89 131 136 238 234:
Old : 256: 65 39 89 131 136 238 234:
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 : 19.9 23.2 31.2 32.9 12.6 15.4 19.0 19.0
Old : 19.9 23.2 31.2 32.9 12.6 15.4 19.0 19.0
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, November 6, 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 : 947,767: 95,159 80,889 54,317 675,940 716,648 825,415 851,853: 122,351 95,913
Old : 947,767: 95,159 80,889 54,317 675,940 716,648 825,415 851,853: 122,351 95,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 454: -4,766 -5,990 433 6,115 379 1,781 -5,178: -1,327 5,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.5 5.7 71.3 75.6 87.1 89.9: 12.9 10.1
Old : 100.0: 10.0 8.5 5.7 71.3 75.6 87.1 89.9: 12.9 10.1
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 : 597: 131 111 116 264 248 458 413:
Old : 597: 131 111 116 264 248 458 413:
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 : 12.3 16.4 20.3 25.1 9.9 15.5 17.2 23.8
Old : 12.3 16.4 20.3 25.1 9.9 15.5 17.2 23.8
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, November 6, 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 : 271,778: 9,782 10,077 17,196 180,226 197,330 207,204 224,603: 64,574 47,175
Old : 271,778: 9,782 10,077 17,196 180,226 197,330 207,204 224,603: 64,574 47,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -843: -105 194 -2,891 4,413 -2,915 1,417 -5,613: -2,260 4,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 3.7 6.3 66.3 72.6 76.2 82.6: 23.8 17.4
Old : 100.0: 3.6 3.7 6.3 66.3 72.6 76.2 82.6: 23.8 17.4
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 : 117: 16 10 21 72 61 97 84:
Old : 117: 16 10 21 72 61 97 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 24.8 27.3 38.7 14.7 23.9 21.6 32.7
Old : 17.8 24.8 27.3 38.7 14.7 23.9 21.6 32.7
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, November 6, 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 : 3,379,945: 436,158 363,335 176,326 2,478,573 2,596,589 3,091,057 3,136,250: 288,888 243,695
Old : 3,379,945: 436,158 363,335 176,326 2,478,573 2,596,589 3,091,057 3,136,250: 288,888 243,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 6,485: -23,464 -31,076 16,776 8,510 16,473 1,822 2,173: 4,662 4,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 10.7 5.2 73.3 76.8 91.5 92.8: 8.5 7.2
Old : 100.0: 12.9 10.7 5.2 73.3 76.8 91.5 92.8: 8.5 7.2
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 : 552: 123 106 106 239 224 420 378:
Old : 552: 123 106 106 239 224 420 378:
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 17.1 25.0 27.7 13.5 16.7 21.9 27.1
Old : 14.6 17.1 25.0 27.7 13.5 16.7 21.9 27.1
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, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 116,271: 15,234 3,316 1,228 87,371 108,675 103,833 113,219: 12,438 3,052
Old : 116,271: 15,234 3,316 1,228 87,371 108,675 103,833 113,219: 12,438 3,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 2,329: 1,129 38 -1,031 2,115 2,789 2,213 1,796: 117 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 2.9 1.1 75.1 93.5 89.3 97.4: 10.7 2.6
Old : 100.0: 13.1 2.9 1.1 75.1 93.5 89.3 97.4: 10.7 2.6
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 : 103: 16 3 1 57 41 73 45:
Old : 103: 16 3 1 57 41 73 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 40.4 49.1 59.8 34.3 40.4 47.2 59.8
Old : 35.1 40.4 49.1 59.8 34.3 40.4 47.2 59.8
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, November 6, 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 : 74,253: 14,742 6,652 1,249 52,457 63,293 68,447 71,194: 5,806 3,059
Old : 74,253: 14,742 6,652 1,249 52,457 63,293 68,447 71,194: 5,806 3,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,891: -2,129 -356 -164 1,180 -1,565 -1,113 -2,085: -778 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 9.0 1.7 70.6 85.2 92.2 95.9: 7.8 4.1
Old : 100.0: 19.9 9.0 1.7 70.6 85.2 92.2 95.9: 7.8 4.1
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 : 210: 55 35 18 68 70 132 114:
Old : 210: 55 35 18 68 70 132 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 51.2 47.0 60.4 36.1 51.2 47.0 59.8
Old : 36.1 51.2 47.0 60.4 36.1 51.2 47.0 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 371,265: 73,708 33,258 6,244 262,284 316,467 342,236 355,970: 29,029 15,295
Old : 371,265: 73,708 33,258 6,244 262,284 316,467 342,236 355,970: 29,029 15,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -9,454: -10,644 -1,781 -819 5,898 -7,825 -5,565 -10,425: -3,890 971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 9.0 1.7 70.6 85.2 92.2 95.9: 7.8 4.1
Old : 100.0: 19.9 9.0 1.7 70.6 85.2 92.2 95.9: 7.8 4.1
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 : 210: 55 35 18 68 70 132 114:
Old : 210: 55 35 18 68 70 132 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 51.2 47.0 60.4 36.1 51.2 47.0 59.8
Old : 36.1 51.2 47.0 60.4 36.1 51.2 47.0 59.8
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, November 6, 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 : 191,585: 97,565 37,078 6,392 49,309 123,609 153,267 167,079: 38,318 24,506
Old : 191,585: 97,565 37,078 6,392 49,309 123,609 153,267 167,079: 38,318 24,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 2,702: 7,046 -1,756 -400 -8,196 5,846 -1,550 3,690: 4,253 -988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 19.4 3.3 25.7 64.5 80.0 87.2: 20.0 12.8
Old : 100.0: 50.9 19.4 3.3 25.7 64.5 80.0 87.2: 20.0 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 39 33 19 23 32 75 71:
Old : 112: 39 33 19 23 32 75 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 40.9 52.2 54.1 34.3 40.5 51.7 53.5
Old : 34.8 40.9 52.2 54.1 34.3 40.5 51.7 53.5
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, November 6, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 31,730: 7,819 7,576 0 17,826 8,126 25,645 15,702: 6,085 16,028
Old : 31,730: 7,819 7,576 0 17,826 8,126 25,645 15,702: 6,085 16,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 1,659: 676 264 0 423 187 1,099 451: 560 1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 23.9 0.0 56.2 25.6 80.8 49.5: 19.2 50.5
Old : 100.0: 24.6 23.9 0.0 56.2 25.6 80.8 49.5: 19.2 50.5
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 : 41: 12 4 0 17 9 29 13:
Old : 41: 12 4 0 17 9 29 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 38.0 55.5 45.1 41.5 38.0 55.5 45.1
Old : 41.5 38.0 55.5 45.1 41.5 38.0 55.5 45.1
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, November 6, 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 : 32,596: 9,405 5,240 182 17,514 19,953 27,101 25,375: 5,495 7,221
Old : 32,596: 9,405 5,240 182 17,514 19,953 27,101 25,375: 5,495 7,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -867: -679 -813 0 373 1,085 -306 272: -561 -1,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 16.1 0.6 53.7 61.2 83.1 77.8: 16.9 22.2
Old : 100.0: 28.9 16.1 0.6 53.7 61.2 83.1 77.8: 16.9 22.2
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 : 55: 13 7 2 25 18 38 27:
Old : 55: 13 7 2 25 18 38 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 : 33.1 37.4 47.2 55.3 30.8 37.4 42.8 53.2
Old : 33.1 37.4 47.2 55.3 30.8 37.4 42.8 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2012