BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 3,085: 17 6 125 2,247 2,624 2,389 2,755: 696 330
Old : 3,085: 17 6 125 2,247 2,624 2,389 2,755: 696 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 37: -43 3 -20 28 41 -35 24: 72 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.2 4.1 72.8 85.1 77.4 89.3: 22.6 10.7
Old : 100.0: 0.5 0.2 4.1 72.8 85.1 77.4 89.3: 22.6 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 2 16 11 18 13:
Old : 20: 1 1 2 16 11 18 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 : 40.5 71.7 63.9 83.3 39.2 63.2 51.2 66.6
Old : 40.5 71.7 63.9 83.3 39.2 63.2 51.2 66.6
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 13, 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 : 42,046: 4,533 2,440 9,895 20,381 22,288 34,808 34,623: 7,238 7,423
Old : 42,046: 4,533 2,440 9,895 20,381 22,288 34,808 34,623: 7,238 7,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 709: -976 87 376 1,551 262 951 725: -242 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 5.8 23.5 48.5 53.0 82.8 82.3: 17.2 17.7
Old : 100.0: 10.8 5.8 23.5 48.5 53.0 82.8 82.3: 17.2 17.7
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 : 75: 23 9 22 37 32 67 56:
Old : 75: 23 9 22 37 32 67 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 : 32.2 27.9 45.2 44.8 29.6 27.3 39.0 39.1
Old : 32.2 27.9 45.2 44.8 29.6 27.3 39.0 39.1
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 13, 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 : 276,006: 77,336 30,407 93,527 77,829 104,572 248,693 228,507: 27,313 47,500
Old : 270,997: 76,920 31,016 91,677 76,401 102,378 244,998 225,072: 25,999 45,925
Other: 5,009: 1,124 99 1,142 1,429 2,194 3,695 3,435: 1,314 1,574
: : :
: : Changes in Commitments from: November 6, 2012 :
: 18,043: 3,754 -3,026 12,207 -205 5,435 15,756 14,616: 2,287 3,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 11.0 33.9 28.2 37.9 90.1 82.8: 9.9 17.2
Old : 100.0: 28.4 11.4 33.8 28.2 37.8 90.4 83.1: 9.6 16.9
Other: 100.0: 22.4 2.0 22.8 28.5 43.8 73.8 68.6: 26.2 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 99 95 129 59 74 245 227:
Old : 295: 99 95 129 55 74 241 227:
Other: 59: 17 5 12 17 30 38 44:
:----------------------------------------------------------------------------------------------------
: 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 12.5 23.7 21.0 12.2 10.9 20.9 17.5
Old : 13.4 12.7 23.9 21.2 12.4 11.0 21.2 17.7
Other: 27.3 23.1 43.4 37.6 22.5 18.1 35.1 27.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 405,291: 89,912 60,319 120,247 156,885 165,490 367,045 346,057: 38,247 59,235
Old : 405,291: 89,912 60,319 120,247 156,885 165,490 367,045 346,057: 38,247 59,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 14,608: -1,244 6,229 7,686 6,639 -938 13,082 12,978: 1,526 1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 14.9 29.7 38.7 40.8 90.6 85.4: 9.4 14.6
Old : 100.0: 22.2 14.9 29.7 38.7 40.8 90.6 85.4: 9.4 14.6
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 : 446: 122 109 173 132 166 347 386:
Old : 446: 122 109 173 132 166 347 386:
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 : 15.2 11.3 24.9 17.3 13.9 10.4 23.3 15.4
Old : 15.2 11.3 24.9 17.3 13.9 10.4 23.3 15.4
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 13, 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 : 10,748: 4,618 2,142 893 2,869 6,199 8,380 9,234: 2,368 1,514
Old : 10,748: 4,618 2,142 893 2,869 6,199 8,380 9,234: 2,368 1,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -376: -192 -16 39 -51 -239 -203 -216: -172 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 19.9 8.3 26.7 57.7 78.0 85.9: 22.0 14.1
Old : 100.0: 43.0 19.9 8.3 26.7 57.7 78.0 85.9: 22.0 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 : 107: 46 20 13 26 34 79 61:
Old : 107: 46 20 13 26 34 79 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 : 22.3 31.9 39.0 46.0 22.2 30.7 34.7 42.7
Old : 22.3 31.9 39.0 46.0 22.2 30.7 34.7 42.7
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 13, 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 : 31,049: 8,678 9,479 6,980 8,408 3,757 24,066 20,217: 6,983 10,833
Old : 31,049: 8,678 9,479 6,980 8,408 3,757 24,066 20,217: 6,983 10,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,536: 575 1,623 705 -18 -411 1,262 1,917: 274 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 30.5 22.5 27.1 12.1 77.5 65.1: 22.5 34.9
Old : 100.0: 28.0 30.5 22.5 27.1 12.1 77.5 65.1: 22.5 34.9
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 : 150: 32 52 40 47 45 99 121:
Old : 150: 32 52 40 47 45 99 121:
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 : 15.7 14.5 27.3 22.5 12.6 11.1 21.9 17.1
Old : 15.7 14.5 27.3 22.5 12.6 11.1 21.9 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 5,889: 145 1,281 850 4,308 3,499 5,302 5,630: 587 259
Old : 5,889: 145 1,281 850 4,308 3,499 5,302 5,630: 587 259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 425: 23 195 99 301 96 423 390: 1 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 21.8 14.4 73.2 59.4 90.0 95.6: 10.0 4.4
Old : 100.0: 2.5 21.8 14.4 73.2 59.4 90.0 95.6: 10.0 4.4
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 : 31: 6 8 10 12 11 25 22:
Old : 31: 6 8 10 12 11 25 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 : 58.5 50.0 70.3 73.6 54.7 48.2 62.8 66.5
Old : 58.5 50.0 70.3 73.6 54.7 48.2 62.8 66.5
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 13, 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 : 86,500: 5,009 7,389 2,819 78,440 75,890 86,268 86,098: 232 402
Old : 86,500: 5,009 7,389 2,819 78,440 75,890 86,268 86,098: 232 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 1,596: -931 2,317 0 2,720 -778 1,789 1,539: -193 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 8.5 3.3 90.7 87.7 99.7 99.5: 0.3 0.5
Old : 100.0: 5.8 8.5 3.3 90.7 87.7 99.7 99.5: 0.3 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 2 2 15 15 17 19:
Old : 23: 2 2 2 15 15 17 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 : 71.6 65.0 87.1 81.5 57.9 56.5 67.1 65.6
Old : 71.6 65.0 87.1 81.5 57.9 56.5 67.1 65.6
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 13, 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 : 183,078: 74,991 8,582 7,266 61,979 145,300 144,236 161,148: 38,842 21,930
Old : 183,078: 74,991 8,582 7,266 61,979 145,300 144,236 161,148: 38,842 21,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -1,105: -7,826 1,985 -2,007 7,778 -1,777 -2,055 -1,798: 950 693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 4.7 4.0 33.9 79.4 78.8 88.0: 21.2 12.0
Old : 100.0: 41.0 4.7 4.0 33.9 79.4 78.8 88.0: 21.2 12.0
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 : 94: 43 14 17 24 31 73 56:
Old : 94: 43 14 17 24 31 73 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 : 34.6 53.7 47.9 69.5 34.4 53.6 46.9 68.8
Old : 34.6 53.7 47.9 69.5 34.4 53.6 46.9 68.8
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, November 13, 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 : 47,885: 11,388 20,276 144 25,131 10,692 36,663 31,112: 11,223 16,773
Old : 47,885: 11,388 20,276 144 25,131 10,692 36,663 31,112: 11,223 16,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 6,411: -2,121 6,464 -19 9,756 -962 7,616 5,483: -1,204 928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 42.3 0.3 52.5 22.3 76.6 65.0: 23.4 35.0
Old : 100.0: 23.8 42.3 0.3 52.5 22.3 76.6 65.0: 23.4 35.0
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 : 42: 9 13 2 13 11 22 26:
Old : 42: 9 13 2 13 11 22 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 : 40.2 34.7 56.3 46.5 40.2 34.7 56.2 46.5
Old : 40.2 34.7 56.3 46.5 40.2 34.7 56.2 46.5
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 13, 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 : 170,011: 102,917 5,923 836 58,637 160,756 162,390 167,515: 7,621 2,496
Old : 170,011: 102,917 5,923 836 58,637 160,756 162,390 167,515: 7,621 2,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -19,648: -17,306 122 -62 -654 -19,320 -18,022 -19,260: -1,626 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 3.5 0.5 34.5 94.6 95.5 98.5: 4.5 1.5
Old : 100.0: 60.5 3.5 0.5 34.5 94.6 95.5 98.5: 4.5 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 : 123: 73 17 7 17 18 93 41:
Old : 123: 73 17 7 17 18 93 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 70.1 62.5 88.2 47.1 69.6 62.5 87.6
Old : 47.1 70.1 62.5 88.2 47.1 69.6 62.5 87.6
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 13, 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 : 157,990: 46,645 37,113 4,206 72,220 93,510 123,071 134,830: 34,919 23,160
Old : 157,990: 46,645 37,113 4,206 72,220 93,510 123,071 134,830: 34,919 23,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -18,267: -10,817 744 -3,097 -3,338 -15,329 -17,252 -17,681: -1,015 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 23.5 2.7 45.7 59.2 77.9 85.3: 22.1 14.7
Old : 100.0: 29.5 23.5 2.7 45.7 59.2 77.9 85.3: 22.1 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 : 92: 26 23 11 24 33 54 63:
Old : 92: 26 23 11 24 33 54 63:
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 : 39.1 27.5 49.1 43.2 35.0 25.7 43.4 38.5
Old : 39.1 27.5 49.1 43.2 35.0 25.7 43.4 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 169,129: 21,361 52,643 6,711 127,474 55,565 155,546 114,919: 13,583 54,210
Old : 169,129: 21,361 52,643 6,711 127,474 55,565 155,546 114,919: 13,583 54,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -13,343: -3,751 -11,515 -4,600 -5,296 7,743 -13,646 -8,371: 304 -4,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 31.1 4.0 75.4 32.9 92.0 67.9: 8.0 32.1
Old : 100.0: 12.6 31.1 4.0 75.4 32.9 92.0 67.9: 8.0 32.1
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 : 115: 23 47 23 30 31 69 85:
Old : 115: 23 47 23 30 31 69 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 : 47.4 23.0 61.1 33.3 46.8 22.4 60.5 32.5
Old : 47.4 23.0 61.1 33.3 46.8 22.4 60.5 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 271,189: 39,461 125,098 23,879 163,527 59,217 226,868 208,195: 44,321 62,994
Old : 271,189: 39,461 125,098 23,879 163,527 59,217 226,868 208,195: 44,321 62,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -4,128: -4,536 10,688 -5,883 4,096 -8,710 -6,322 -3,904: 2,194 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 46.1 8.8 60.3 21.8 83.7 76.8: 16.3 23.2
Old : 100.0: 14.6 46.1 8.8 60.3 21.8 83.7 76.8: 16.3 23.2
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 : 189: 38 70 42 57 59 120 146:
Old : 189: 38 70 42 57 59 120 146:
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 : 22.4 19.1 32.3 26.7 22.0 19.0 31.2 26.4
Old : 22.4 19.1 32.3 26.7 22.0 19.0 31.2 26.4
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 13, 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 : 32,424: 18,950 692 10 12,787 31,349 31,747 32,051: 677 373
Old : 32,424: 18,950 692 10 12,787 31,349 31,747 32,051: 677 373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -166: -80 0 0 125 -227 45 -227: -211 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 2.1 0.0 39.4 96.7 97.9 98.8: 2.1 1.2
Old : 100.0: 58.4 2.1 0.0 39.4 96.7 97.9 98.8: 2.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 2 1 7 8 15 11:
Old : 23: 8 2 1 7 8 15 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 : 89.9 91.3 94.8 97.9 86.7 90.4 91.6 95.2
Old : 89.9 91.3 94.8 97.9 86.7 90.4 91.6 95.2
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 13, 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 : 33,253: 23,692 4,498 222 5,019 26,577 28,933 31,297: 4,320 1,956
Old : 33,253: 23,692 4,498 222 5,019 26,577 28,933 31,297: 4,320 1,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -2,073: -748 -554 0 -489 -1,536 -1,237 -2,090: -836 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 13.5 0.7 15.1 79.9 87.0 94.1: 13.0 5.9
Old : 100.0: 71.2 13.5 0.7 15.1 79.9 87.0 94.1: 13.0 5.9
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 : 55: 26 12 1 7 12 33 25:
Old : 55: 26 12 1 7 12 33 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 : 58.0 68.6 72.2 80.3 58.0 68.6 72.2 80.3
Old : 58.0 68.6 72.2 80.3 58.0 68.6 72.2 80.3
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, November 13, 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 :12,474,893: 1,442,380 528,267 4,262,925 5,833,789 6,641,204 11,539,094 11,432,396: 935,800 1,042,498
Old :12,474,893: 1,442,380 528,267 4,262,925 5,833,789 6,641,204 11,539,094 11,432,396: 935,800 1,042,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 216,033: 39,703 -23,441 205,527 -1,437 36,614 243,794 218,700: -27,761 -2,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 4.2 34.2 46.8 53.2 92.5 91.6: 7.5 8.4
Old : 100.0: 11.6 4.2 34.2 46.8 53.2 92.5 91.6: 7.5 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 : 258: 62 45 88 133 138 241 234:
Old : 258: 62 45 88 133 138 241 234:
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 : 19.5 23.5 30.7 33.6 12.2 15.3 18.1 18.9
Old : 19.5 23.5 30.7 33.6 12.2 15.3 18.1 18.9
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, November 13, 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 : 996,734: 96,867 73,668 62,712 700,964 758,111 860,542 894,491: 136,192 102,243
Old : 996,734: 96,867 73,668 62,712 700,964 758,111 860,542 894,491: 136,192 102,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 48,967: 1,708 -7,221 8,395 25,023 41,463 35,127 42,638: 13,840 6,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.4 6.3 70.3 76.1 86.3 89.7: 13.7 10.3
Old : 100.0: 9.7 7.4 6.3 70.3 76.1 86.3 89.7: 13.7 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 : 598: 147 99 122 257 248 458 415:
Old : 598: 147 99 122 257 248 458 415:
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 : 12.2 15.1 20.0 23.5 9.6 13.9 16.1 22.0
Old : 12.2 15.1 20.0 23.5 9.6 13.9 16.1 22.0
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, November 13, 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 : 290,551: 12,181 8,523 19,885 189,376 207,258 221,442 235,666: 69,109 54,885
Old : 290,551: 12,181 8,523 19,885 189,376 207,258 221,442 235,666: 69,109 54,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 18,773: 2,399 -1,554 2,689 9,151 9,927 14,238 11,062: 4,535 7,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.9 6.8 65.2 71.3 76.2 81.1: 23.8 18.9
Old : 100.0: 4.2 2.9 6.8 65.2 71.3 76.2 81.1: 23.8 18.9
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 : 121: 16 14 25 73 62 102 88:
Old : 121: 16 14 25 73 62 102 88:
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 : 17.3 22.2 26.6 36.8 14.3 21.8 20.3 30.9
Old : 17.3 22.2 26.6 36.8 14.3 21.8 20.3 30.9
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 13, 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 : 3,530,917: 453,652 355,948 183,913 2,557,936 2,754,269 3,195,501 3,294,129: 335,416 236,788
Old : 3,530,917: 453,652 355,948 183,913 2,557,936 2,754,269 3,195,501 3,294,129: 335,416 236,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 150,972: 17,494 -7,387 7,587 79,363 157,679 104,444 157,879: 46,528 -6,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 10.1 5.2 72.4 78.0 90.5 93.3: 9.5 6.7
Old : 100.0: 12.8 10.1 5.2 72.4 78.0 90.5 93.3: 9.5 6.7
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 : 560: 143 93 112 232 227 422 385:
Old : 560: 143 93 112 232 227 422 385:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 16.8 23.9 27.3 12.9 16.5 20.2 26.4
Old : 14.1 16.8 23.9 27.3 12.9 16.5 20.2 26.4
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 13, 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 : 115,917: 13,322 4,981 76 89,742 107,388 103,140 112,445: 12,777 3,472
Old : 115,917: 13,322 4,981 76 89,742 107,388 103,140 112,445: 12,777 3,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -354: -1,912 1,665 -1,152 2,371 -1,287 -693 -774: 339 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 4.3 0.1 77.4 92.6 89.0 97.0: 11.0 3.0
Old : 100.0: 11.5 4.3 0.1 77.4 92.6 89.0 97.0: 11.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 14 4 1 59 39 73 44:
Old : 102: 14 4 1 59 39 73 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 41.5 46.8 62.2 33.8 41.4 45.9 62.2
Old : 33.8 41.5 46.8 62.2 33.8 41.4 45.9 62.2
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 13, 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 : 75,015: 13,148 8,120 1,363 54,867 62,217 69,377 71,699: 5,637 3,315
Old : 75,015: 13,148 8,120 1,363 54,867 62,217 69,377 71,699: 5,637 3,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 762: -1,594 1,468 114 2,410 -1,077 930 505: -169 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 10.8 1.8 73.1 82.9 92.5 95.6: 7.5 4.4
Old : 100.0: 17.5 10.8 1.8 73.1 82.9 92.5 95.6: 7.5 4.4
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 : 220: 63 35 22 70 72 143 119:
Old : 220: 63 35 22 70 72 143 119:
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 : 34.9 48.8 46.2 58.0 34.9 48.8 46.2 57.0
Old : 34.9 48.8 46.2 58.0 34.9 48.8 46.2 57.0
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 13, 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 : 375,073: 65,739 40,598 6,815 274,333 311,084 346,887 358,497: 28,186 16,576
Old : 375,073: 65,739 40,598 6,815 274,333 311,084 346,887 358,497: 28,186 16,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 3,808: -7,968 7,340 571 12,048 -5,383 4,651 2,527: -843 1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 10.8 1.8 73.1 82.9 92.5 95.6: 7.5 4.4
Old : 100.0: 17.5 10.8 1.8 73.1 82.9 92.5 95.6: 7.5 4.4
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 : 220: 63 35 22 70 72 143 119:
Old : 220: 63 35 22 70 72 143 119:
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 : 34.9 48.8 46.2 58.0 34.9 48.8 46.2 57.0
Old : 34.9 48.8 46.2 58.0 34.9 48.8 46.2 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 194,101: 105,184 37,474 4,972 47,925 124,157 158,082 166,604: 36,019 27,497
Old : 194,101: 105,184 37,474 4,972 47,925 124,157 158,082 166,604: 36,019 27,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 2,516: 7,618 396 -1,420 -1,384 548 4,815 -475: -2,299 2,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 19.3 2.6 24.7 64.0 81.4 85.8: 18.6 14.2
Old : 100.0: 54.2 19.3 2.6 24.7 64.0 81.4 85.8: 18.6 14.2
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 : 105: 35 30 18 21 33 66 71:
Old : 105: 35 30 18 21 33 66 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 : 39.0 40.8 56.7 53.8 38.6 40.4 56.4 53.3
Old : 39.0 40.8 56.7 53.8 38.6 40.4 56.4 53.3
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 13, 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 : 31,646: 8,567 7,374 15 17,259 8,434 25,841 15,823: 5,805 15,823
Old : 31,646: 8,567 7,374 15 17,259 8,434 25,841 15,823: 5,805 15,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -84: 748 -202 15 -567 308 196 121: -280 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 23.3 0.0 54.5 26.7 81.7 50.0: 18.3 50.0
Old : 100.0: 27.1 23.3 0.0 54.5 26.7 81.7 50.0: 18.3 50.0
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 : 40: 13 3 1 16 10 30 13:
Old : 40: 13 3 1 16 10 30 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 39.4 55.5 46.3 41.5 39.4 55.5 46.2
Old : 41.5 39.4 55.5 46.3 41.5 39.4 55.5 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 35,896: 8,182 7,181 242 21,622 19,178 30,046 26,601: 5,850 9,295
Old : 35,896: 8,182 7,181 242 21,622 19,178 30,046 26,601: 5,850 9,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: 3,300: -1,223 1,941 60 4,108 -775 2,945 1,226: 355 2,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 20.0 0.7 60.2 53.4 83.7 74.1: 16.3 25.9
Old : 100.0: 22.8 20.0 0.7 60.2 53.4 83.7 74.1: 16.3 25.9
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 : 50: 8 9 4 23 18 33 29:
Old : 50: 8 9 4 23 18 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 36.9 51.8 50.7 34.8 36.9 48.7 48.0
Old : 36.6 36.9 51.8 50.7 34.8 36.9 48.7 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2012