BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 3,181: 24 7 119 2,357 2,672 2,500 2,797: 681 384
Old : 3,181: 24 7 119 2,357 2,672 2,500 2,797: 681 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 96: 8 1 -6 110 48 111 43: -15 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.2 3.7 74.1 84.0 78.6 87.9: 21.4 12.1
Old : 100.0: 0.8 0.2 3.7 74.1 84.0 78.6 87.9: 21.4 12.1
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 : 20: 1 1 2 16 12 18 14:
Old : 20: 1 1 2 16 12 18 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 : 40.9 70.1 64.0 81.6 39.6 60.7 51.9 64.5
Old : 40.9 70.1 64.0 81.6 39.6 60.7 51.9 64.5
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 20, 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 : 43,141: 4,761 2,948 10,112 21,211 22,819 36,084 35,879: 7,057 7,262
Old : 43,141: 4,761 2,948 10,112 21,211 22,819 36,084 35,879: 7,057 7,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 1,095: 228 507 217 830 531 1,276 1,256: -181 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 6.8 23.4 49.2 52.9 83.6 83.2: 16.4 16.8
Old : 100.0: 11.0 6.8 23.4 49.2 52.9 83.6 83.2: 16.4 16.8
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 : 76: 25 9 24 36 32 68 58:
Old : 76: 25 9 24 36 32 68 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 28.0 45.3 45.6 29.2 27.2 39.5 39.7
Old : 31.5 28.0 45.3 45.6 29.2 27.2 39.5 39.7
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 20, 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 : 290,954: 76,870 25,979 103,977 82,076 112,345 262,924 242,302: 28,030 48,652
Old : 284,101: 76,532 26,806 101,643 79,518 108,825 257,693 237,274: 26,408 46,828
Other: 6,852: 1,389 224 1,283 2,558 3,521 5,230 5,028: 1,622 1,824
: : :
: : Changes in Commitments from: November 13, 2012 :
: 14,948: -466 -4,428 10,450 4,247 7,773 14,231 13,795: 717 1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 8.9 35.7 28.2 38.6 90.4 83.3: 9.6 16.7
Old : 100.0: 26.9 9.4 35.8 28.0 38.3 90.7 83.5: 9.3 16.5
Other: 100.0: 20.3 3.3 18.7 37.3 51.4 76.3 73.4: 23.7 26.6
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 111 92 128 67 83 262 236:
Old : 313: 110 95 128 62 83 257 236:
Other: 64: 17 8 14 21 32 45 48:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 12.6 22.9 20.9 11.5 10.6 19.7 16.8
Old : 13.1 12.8 23.3 21.1 11.8 10.8 20.1 17.0
Other: 31.4 23.6 45.1 36.5 28.8 19.8 37.7 29.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 410,064: 88,299 60,695 118,233 164,603 172,330 371,134 351,258: 38,930 58,806
Old : 410,064: 88,299 60,695 118,233 164,603 172,330 371,134 351,258: 38,930 58,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 4,772: -1,614 377 -2,015 7,718 6,840 4,089 5,202: 683 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 14.8 28.8 40.1 42.0 90.5 85.7: 9.5 14.3
Old : 100.0: 21.5 14.8 28.8 40.1 42.0 90.5 85.7: 9.5 14.3
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 : 442: 119 112 168 132 167 343 381:
Old : 442: 119 112 168 132 167 343 381:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 11.5 26.0 17.6 14.8 10.3 24.2 15.2
Old : 16.4 11.5 26.0 17.6 14.8 10.3 24.2 15.2
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 20, 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 : 11,185: 4,746 2,160 906 3,125 6,595 8,777 9,661: 2,408 1,524
Old : 11,185: 4,746 2,160 906 3,125 6,595 8,777 9,661: 2,408 1,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 437: 128 18 14 256 396 397 427: 40 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 19.3 8.1 27.9 59.0 78.5 86.4: 21.5 13.6
Old : 100.0: 42.4 19.3 8.1 27.9 59.0 78.5 86.4: 21.5 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 45 21 13 27 36 81 63:
Old : 110: 45 21 13 27 36 81 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 : 22.2 34.6 38.9 47.1 21.2 32.7 33.5 43.2
Old : 22.2 34.6 38.9 47.1 21.2 32.7 33.5 43.2
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 20, 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 : 29,837: 8,977 10,432 6,113 8,371 3,023 23,461 19,568: 6,377 10,269
Old : 29,837: 8,977 10,432 6,113 8,371 3,023 23,461 19,568: 6,377 10,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -1,212: 299 953 -867 -37 -734 -606 -648: -606 -563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 35.0 20.5 28.1 10.1 78.6 65.6: 21.4 34.4
Old : 100.0: 30.1 35.0 20.5 28.1 10.1 78.6 65.6: 21.4 34.4
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 : 148: 34 46 37 47 35 98 110:
Old : 148: 34 46 37 47 35 98 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 15.6 27.6 23.5 13.4 12.9 22.5 20.2
Old : 16.6 15.6 27.6 23.5 13.4 12.9 22.5 20.2
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 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,385: 83 1,476 1,028 4,603 3,675 5,714 6,179: 671 205
Old : 6,385: 83 1,476 1,028 4,603 3,675 5,714 6,179: 671 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 496: -62 195 179 295 175 412 549: 84 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 23.1 16.1 72.1 57.6 89.5 96.8: 10.5 3.2
Old : 100.0: 1.3 23.1 16.1 72.1 57.6 89.5 96.8: 10.5 3.2
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 : 33: 6 9 11 14 12 28 24:
Old : 33: 6 9 11 14 12 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 47.6 70.8 70.0 53.9 45.7 62.0 62.4
Old : 59.7 47.6 70.8 70.0 53.9 45.7 62.0 62.4
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 20, 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 : 77,756: 5,008 6,533 2,819 69,565 68,031 77,392 77,383: 364 373
Old : 77,756: 5,008 6,533 2,819 69,565 68,031 77,392 77,383: 364 373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -8,744: -1 -856 0 -8,875 -7,859 -8,876 -8,715: 132 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 8.4 3.6 89.5 87.5 99.5 99.5: 0.5 0.5
Old : 100.0: 6.4 8.4 3.6 89.5 87.5 99.5 99.5: 0.5 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 : 24: 2 2 2 16 16 18 20:
Old : 24: 2 2 2 16 16 18 20:
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 : 69.1 61.3 85.2 79.7 52.6 52.7 63.6 61.8
Old : 69.1 61.3 85.2 79.7 52.6 52.7 63.6 61.8
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 20, 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 : 184,658: 71,887 10,154 7,295 68,671 143,946 147,854 161,395: 36,804 23,263
Old : 184,658: 71,887 10,154 7,295 68,671 143,946 147,854 161,395: 36,804 23,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 1,581: -3,104 1,572 29 6,693 -1,354 3,618 247: -2,038 1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 5.5 4.0 37.2 78.0 80.1 87.4: 19.9 12.6
Old : 100.0: 38.9 5.5 4.0 37.2 78.0 80.1 87.4: 19.9 12.6
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 : 100: 46 16 16 25 30 76 57:
Old : 100: 46 16 16 25 30 76 57:
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 53.2 47.6 69.0 34.3 53.1 46.6 67.9
Old : 34.6 53.2 47.6 69.0 34.3 53.1 46.6 67.9
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 20, 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 : 47,167: 7,220 19,708 116 27,011 11,322 34,347 31,146: 12,820 16,021
Old : 47,167: 7,220 19,708 116 27,011 11,322 34,347 31,146: 12,820 16,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -718: -4,168 -568 -28 1,881 631 -2,315 35: 1,597 -753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 41.8 0.2 57.3 24.0 72.8 66.0: 27.2 34.0
Old : 100.0: 15.3 41.8 0.2 57.3 24.0 72.8 66.0: 27.2 34.0
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 : 41: 8 13 2 13 12 21 27:
Old : 41: 8 13 2 13 12 21 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 : 45.6 31.0 59.0 44.7 45.6 31.0 58.5 44.7
Old : 45.6 31.0 59.0 44.7 45.6 31.0 58.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 165,940: 96,451 9,664 1,321 60,647 152,448 158,419 163,433: 7,521 2,507
Old : 165,940: 96,451 9,664 1,321 60,647 152,448 158,419 163,433: 7,521 2,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -4,071: -6,466 3,741 485 2,010 -8,308 -3,971 -4,082: -100 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 5.8 0.8 36.5 91.9 95.5 98.5: 4.5 1.5
Old : 100.0: 58.1 5.8 0.8 36.5 91.9 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 : 136: 74 23 8 21 19 98 50:
Old : 136: 74 23 8 21 19 98 50:
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 68.6 60.2 85.2 44.9 68.0 60.2 84.4
Old : 44.9 68.6 60.2 85.2 44.9 68.0 60.2 84.4
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 20, 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 : 160,072: 47,140 45,051 5,802 74,978 87,208 127,921 138,062: 32,152 22,011
Old : 160,072: 47,140 45,051 5,802 74,978 87,208 127,921 138,062: 32,152 22,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 2,082: 495 7,938 1,596 2,759 -6,303 4,849 3,232: -2,767 -1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 28.1 3.6 46.8 54.5 79.9 86.2: 20.1 13.8
Old : 100.0: 29.4 28.1 3.6 46.8 54.5 79.9 86.2: 20.1 13.8
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 : 101: 30 28 12 23 34 58 69:
Old : 101: 30 28 12 23 34 58 69:
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 25.4 48.4 41.1 34.0 23.6 44.5 36.5
Old : 36.6 25.4 48.4 41.1 34.0 23.6 44.5 36.5
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 20, 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 : 205,884: 27,890 78,093 14,112 148,032 51,738 190,034 143,943: 15,850 61,941
Old : 205,884: 27,890 78,093 14,112 148,032 51,738 190,034 143,943: 15,850 61,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 36,755: 6,529 25,450 7,401 20,558 -3,827 34,488 29,024: 2,267 7,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 37.9 6.9 71.9 25.1 92.3 69.9: 7.7 30.1
Old : 100.0: 13.5 37.9 6.9 71.9 25.1 92.3 69.9: 7.7 30.1
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 : 128: 29 53 29 31 31 76 97:
Old : 128: 29 53 29 31 31 76 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 24.2 58.0 32.4 44.9 24.0 57.1 31.8
Old : 45.5 24.2 58.0 32.4 44.9 24.0 57.1 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 272,749: 35,993 130,848 24,583 170,409 55,704 230,985 211,136: 41,764 61,613
Old : 272,749: 35,993 130,848 24,583 170,409 55,704 230,985 211,136: 41,764 61,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 1,560: -3,468 5,750 704 6,881 -3,513 4,117 2,941: -2,557 -1,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 48.0 9.0 62.5 20.4 84.7 77.4: 15.3 22.6
Old : 100.0: 13.2 48.0 9.0 62.5 20.4 84.7 77.4: 15.3 22.6
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 : 193: 37 78 46 57 55 123 150:
Old : 193: 37 78 46 57 55 123 150:
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 : 21.3 20.1 33.5 27.6 20.9 20.0 32.2 27.4
Old : 21.3 20.1 33.5 27.6 20.9 20.0 32.2 27.4
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 20, 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 : 32,762: 18,953 946 157 12,999 31,196 32,109 32,299: 653 463
Old : 32,762: 18,953 946 157 12,999 31,196 32,109 32,299: 653 463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 338: 3 254 147 212 -153 362 248: -24 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 2.9 0.5 39.7 95.2 98.0 98.6: 2.0 1.4
Old : 100.0: 57.9 2.9 0.5 39.7 95.2 98.0 98.6: 2.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 4 2 8 8 17 13:
Old : 25: 8 4 2 8 8 17 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 : 89.0 90.3 94.0 96.4 85.9 89.2 90.9 93.9
Old : 89.0 90.3 94.0 96.4 85.9 89.2 90.9 93.9
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 20, 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 : 29,758: 21,436 3,578 222 4,087 23,693 25,745 27,493: 4,013 2,265
Old : 29,758: 21,436 3,578 222 4,087 23,693 25,745 27,493: 4,013 2,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -3,495: -2,256 -920 0 -932 -2,884 -3,188 -3,804: -307 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 12.0 0.7 13.7 79.6 86.5 92.4: 13.5 7.6
Old : 100.0: 72.0 12.0 0.7 13.7 79.6 86.5 92.4: 13.5 7.6
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 : 51: 22 10 1 7 14 29 25:
Old : 51: 22 10 1 7 14 29 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 : 56.7 69.1 72.4 79.9 56.7 69.1 72.4 79.9
Old : 56.7 69.1 72.4 79.9 56.7 69.1 72.4 79.9
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 20, 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 :12,286,751: 1,484,726 565,600 4,111,026 5,773,815 6,546,951 11,369,567 11,223,577: 917,184 1,063,174
Old :12,286,751: 1,484,726 565,600 4,111,026 5,773,815 6,546,951 11,369,567 11,223,577: 917,184 1,063,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -188,143: 42,346 37,332 -151,899 -59,974 -94,253 -169,527 -208,819: -18,616 20,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 4.6 33.5 47.0 53.3 92.5 91.3: 7.5 8.7
Old : 100.0: 12.1 4.6 33.5 47.0 53.3 92.5 91.3: 7.5 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 63 47 88 132 138 243 234:
Old : 261: 63 47 88 132 138 243 234:
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 : 19.1 23.3 31.2 33.5 12.9 15.2 19.4 18.6
Old : 19.1 23.3 31.2 33.5 12.9 15.2 19.4 18.6
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 20, 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 : 978,643: 84,885 81,192 53,718 685,001 721,318 823,604 856,228: 155,039 122,415
Old : 978,643: 84,885 81,192 53,718 685,001 721,318 823,604 856,228: 155,039 122,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -18,091: -11,981 7,524 -8,994 -15,963 -36,794 -36,938 -38,263: 18,847 20,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 8.3 5.5 70.0 73.7 84.2 87.5: 15.8 12.5
Old : 100.0: 8.7 8.3 5.5 70.0 73.7 84.2 87.5: 15.8 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 124 106 106 254 244 434 400:
Old : 579: 124 106 106 254 244 434 400:
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 10.0 13.4 16.6 21.6
Old : 12.2 15.1 20.0 23.5 10.0 13.4 16.6 21.6
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 20, 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 : 287,352: 14,094 6,015 14,790 186,306 194,109 215,191 214,914: 72,162 72,438
Old : 287,352: 14,094 6,015 14,790 186,306 194,109 215,191 214,914: 72,162 72,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -3,198: 1,913 -2,508 -5,095 -3,070 -13,149 -6,252 -20,751: 3,053 17,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.1 5.1 64.8 67.6 74.9 74.8: 25.1 25.2
Old : 100.0: 4.9 2.1 5.1 64.8 67.6 74.9 74.8: 25.1 25.2
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 : 117: 16 12 18 73 58 97 80:
Old : 117: 16 12 18 73 58 97 80:
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 : 17.5 22.5 26.7 35.8 14.9 21.9 22.6 30.8
Old : 17.5 22.5 26.7 35.8 14.9 21.9 22.6 30.8
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 20, 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 : 3,456,455: 384,703 406,631 163,894 2,493,471 2,636,044 3,042,069 3,206,570: 414,386 249,885
Old : 3,456,455: 384,703 406,631 163,894 2,493,471 2,636,044 3,042,069 3,206,570: 414,386 249,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -74,462: -68,949 50,684 -20,019 -64,465 -118,225 -153,432 -87,560: 78,970 13,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 11.8 4.7 72.1 76.3 88.0 92.8: 12.0 7.2
Old : 100.0: 11.1 11.8 4.7 72.1 76.3 88.0 92.8: 12.0 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 : 538: 117 99 97 229 226 396 372:
Old : 538: 117 99 97 229 226 396 372:
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 24.4 27.6 13.4 16.3 21.1 26.4
Old : 14.6 17.1 24.4 27.6 13.4 16.3 21.1 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 20, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 118,488: 11,927 6,200 753 93,418 107,526 106,098 114,479: 12,391 4,010
Old : 118,488: 11,927 6,200 753 93,418 107,526 106,098 114,479: 12,391 4,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 2,572: -1,395 1,219 677 3,676 138 2,958 2,034: -386 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.2 0.6 78.8 90.7 89.5 96.6: 10.5 3.4
Old : 100.0: 10.1 5.2 0.6 78.8 90.7 89.5 96.6: 10.5 3.4
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 : 100: 13 5 1 55 41 68 47:
Old : 100: 13 5 1 55 41 68 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 40.6 47.0 60.9 34.5 40.6 46.1 60.9
Old : 34.5 40.6 47.0 60.9 34.5 40.6 46.1 60.9
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 20, 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 : 110,243: 8,757 10,494 3,215 89,857 90,918 101,830 104,627: 8,414 5,617
Old : 110,243: 8,757 10,494 3,215 89,857 90,918 101,830 104,627: 8,414 5,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 35,229: -4,390 2,374 1,852 34,991 28,701 32,453 32,928: 2,776 2,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 9.5 2.9 81.5 82.5 92.4 94.9: 7.6 5.1
Old : 100.0: 7.9 9.5 2.9 81.5 82.5 92.4 94.9: 7.6 5.1
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 : 228: 50 45 21 80 83 144 135:
Old : 228: 50 45 21 80 83 144 135:
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 : 32.6 44.9 48.3 54.6 21.0 25.4 27.7 31.1
Old : 32.6 44.9 48.3 54.6 21.0 25.4 27.7 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 27,949: 646 736 0 24,561 25,261 25,207 25,997: 2,742 1,952
Old : 27,949: 646 736 0 24,561 25,261 25,207 25,997: 2,742 1,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.6 0.0 87.9 90.4 90.2 93.0: 9.8 7.0
Old : 100.0: 2.3 2.6 0.0 87.9 90.4 90.2 93.0: 9.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 11 9 12 10:
Old : 21: 1 1 0 11 9 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 82.7 81.6 91.8 60.9 82.7 81.6 91.8
Old : 60.9 82.7 81.6 91.8 60.9 82.7 81.6 91.8
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 20, 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 : 411,474: 47,438 55,669 9,195 326,481 328,285 383,115 393,150: 28,359 18,324
Old : 411,474: 47,438 55,669 9,195 326,481 328,285 383,115 393,150: 28,359 18,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 36,401: -18,301 15,072 2,380 52,149 17,201 36,228 34,653: 173 1,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 13.5 2.2 79.3 79.8 93.1 95.5: 6.9 4.5
Old : 100.0: 11.5 13.5 2.2 79.3 79.8 93.1 95.5: 6.9 4.5
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 : 228: 51 44 20 75 78 139 129:
Old : 228: 51 44 20 75 78 139 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 44.0 53.2 53.6 40.8 43.9 53.2 53.5
Old : 40.8 44.0 53.2 53.6 40.8 43.9 53.2 53.5
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 20, 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 : 192,282: 103,448 39,829 6,060 47,942 121,744 157,449 167,633: 34,832 24,649
Old : 192,282: 103,448 39,829 6,060 47,942 121,744 157,449 167,633: 34,832 24,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -1,819: -1,736 2,356 1,087 16 -2,413 -632 1,030: -1,187 -2,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 20.7 3.2 24.9 63.3 81.9 87.2: 18.1 12.8
Old : 100.0: 53.8 20.7 3.2 24.9 63.3 81.9 87.2: 18.1 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 : 107: 35 33 20 22 32 70 72:
Old : 107: 35 33 20 22 32 70 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 41.5 55.9 52.3 38.3 41.0 55.5 51.8
Old : 38.7 41.5 55.9 52.3 38.3 41.0 55.5 51.8
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 20, 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 : 37,244: 9,933 9,627 0 22,490 7,904 32,423 17,531: 4,821 19,713
Old : 37,244: 9,933 9,627 0 22,490 7,904 32,423 17,531: 4,821 19,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 5,598: 1,366 2,253 -15 5,231 -530 6,582 1,708: -984 3,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 25.8 0.0 60.4 21.2 87.1 47.1: 12.9 52.9
Old : 100.0: 26.7 25.8 0.0 60.4 21.2 87.1 47.1: 12.9 52.9
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 : 40: 13 4 0 16 8 29 12:
Old : 40: 13 4 0 16 8 29 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 : 47.2 37.4 60.9 44.5 47.2 37.4 60.9 44.5
Old : 47.2 37.4 60.9 44.5 47.2 37.4 60.9 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 37,615: 12,275 4,588 186 18,175 26,910 30,636 31,684: 6,979 5,931
Old : 37,615: 12,275 4,588 186 18,175 26,910 30,636 31,684: 6,979 5,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 1,719: 4,093 -2,593 -56 -3,447 7,732 590 5,083: 1,129 -3,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 12.2 0.5 48.3 71.5 81.4 84.2: 18.6 15.8
Old : 100.0: 32.6 12.2 0.5 48.3 71.5 81.4 84.2: 18.6 15.8
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 : 57: 13 7 3 23 25 37 34:
Old : 57: 13 7 3 23 25 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 33.0 46.7 49.1 31.4 32.0 42.0 46.8
Old : 34.5 33.0 46.7 49.1 31.4 32.0 42.0 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2012