BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 3,330: 49 2 110 2,504 2,818 2,663 2,930: 667 400
Old : 3,330: 49 2 110 2,504 2,818 2,663 2,930: 667 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 148: 24 -5 -9 148 146 163 132: -15 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.1 3.3 75.2 84.6 80.0 88.0: 20.0 12.0
Old : 100.0: 1.5 0.1 3.3 75.2 84.6 80.0 88.0: 20.0 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 : 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 : 41.6 67.4 64.6 80.0 40.4 57.9 51.8 63.1
Old : 41.6 67.4 64.6 80.0 40.4 57.9 51.8 63.1
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 27, 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 : 44,003: 4,821 3,400 10,454 21,726 22,718 37,000 36,572: 7,002 7,430
Old : 44,003: 4,821 3,400 10,454 21,726 22,718 37,000 36,572: 7,002 7,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 862: 60 453 342 515 -101 916 694: -55 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 7.7 23.8 49.4 51.6 84.1 83.1: 15.9 16.9
Old : 100.0: 11.0 7.7 23.8 49.4 51.6 84.1 83.1: 15.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 19 15 24 36 32 68 58:
Old : 76: 19 15 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 : 31.2 28.0 45.3 45.7 29.2 26.7 39.2 39.1
Old : 31.2 28.0 45.3 45.7 29.2 26.7 39.2 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 27, 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 : 296,666: 79,672 28,123 104,880 82,329 114,924 266,882 247,926: 29,785 48,740
Old : 289,538: 79,337 28,866 102,540 79,482 111,140 261,359 242,547: 28,179 46,992
Other: 7,128: 1,387 308 1,289 2,848 3,783 5,523 5,380: 1,605 1,748
: : :
: : Changes in Commitments from: November 20, 2012 :
: 5,713: 2,802 2,143 903 253 2,578 3,958 5,625: 1,755 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 9.5 35.4 27.8 38.7 90.0 83.6: 10.0 16.4
Old : 100.0: 27.4 10.0 35.4 27.5 38.4 90.3 83.8: 9.7 16.2
Other: 100.0: 19.5 4.3 18.1 39.9 53.1 77.5 75.5: 22.5 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 118 97 134 69 83 276 242:
Old : 326: 114 100 134 64 83 271 242:
Other: 70: 19 9 15 23 34 49 53:
:----------------------------------------------------------------------------------------------------
: 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 12.2 22.5 20.6 10.8 10.6 18.7 16.3
Old : 13.2 12.4 22.8 20.8 11.1 10.8 19.0 16.5
Other: 30.9 21.8 44.6 34.4 28.4 18.3 38.9 27.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 414,107: 97,305 42,458 120,228 158,585 187,586 376,118 350,273: 37,989 63,834
Old : 414,107: 97,305 42,458 120,228 158,585 187,586 376,118 350,273: 37,989 63,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 4,044: 9,006 -18,237 1,996 -6,018 15,256 4,984 -985: -940 5,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 10.3 29.0 38.3 45.3 90.8 84.6: 9.2 15.4
Old : 100.0: 23.5 10.3 29.0 38.3 45.3 90.8 84.6: 9.2 15.4
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 : 449: 129 105 168 126 169 353 370:
Old : 449: 129 105 168 126 169 353 370:
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 : 15.5 12.9 25.4 19.4 13.2 11.8 22.5 16.8
Old : 15.5 12.9 25.4 19.4 13.2 11.8 22.5 16.8
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 27, 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 : 10,928: 4,463 2,097 728 3,373 6,471 8,564 9,296: 2,365 1,632
Old : 10,928: 4,463 2,097 728 3,373 6,471 8,564 9,296: 2,365 1,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -257: -283 -63 -178 247 -124 -214 -364: -43 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 19.2 6.7 30.9 59.2 78.4 85.1: 21.6 14.9
Old : 100.0: 40.8 19.2 6.7 30.9 59.2 78.4 85.1: 21.6 14.9
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 : 105: 45 18 11 27 35 79 58:
Old : 105: 45 18 11 27 35 79 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 : 23.1 35.9 38.5 47.5 21.7 33.5 33.0 43.7
Old : 23.1 35.9 38.5 47.5 21.7 33.5 33.0 43.7
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 27, 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 : 29,337: 8,687 9,692 6,255 8,285 3,122 23,226 19,068: 6,111 10,269
Old : 29,337: 8,687 9,692 6,255 8,285 3,122 23,226 19,068: 6,111 10,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -500: -290 -741 142 -86 99 -235 -500: -266 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 33.0 21.3 28.2 10.6 79.2 65.0: 20.8 35.0
Old : 100.0: 29.6 33.0 21.3 28.2 10.6 79.2 65.0: 20.8 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 : 145: 36 43 38 48 34 102 105:
Old : 145: 36 43 38 48 34 102 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 15.6 28.3 23.7 13.7 13.1 23.2 19.9
Old : 17.0 15.6 28.3 23.7 13.7 13.1 23.2 19.9
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 27, 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 : 6,754: 113 1,577 1,188 4,777 3,771 6,078 6,536: 676 219
Old : 6,754: 113 1,577 1,188 4,777 3,771 6,078 6,536: 676 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 370: 31 101 160 174 96 364 356: 6 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 23.3 17.6 70.7 55.8 90.0 96.8: 10.0 3.2
Old : 100.0: 1.7 23.3 17.6 70.7 55.8 90.0 96.8: 10.0 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: 5 10 11 15 12 29 24:
Old : 33: 5 10 11 15 12 29 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 : 59.2 45.9 70.8 68.3 52.2 43.9 60.5 61.1
Old : 59.2 45.9 70.8 68.3 52.2 43.9 60.5 61.1
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 27, 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 : 77,926: 6,681 5,072 2,819 67,891 69,689 77,391 77,580: 535 346
Old : 77,926: 6,681 5,072 2,819 67,891 69,689 77,391 77,580: 535 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 170: 1,673 -1,461 0 -1,674 1,658 -1 197: 171 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 6.5 3.6 87.1 89.4 99.3 99.6: 0.7 0.4
Old : 100.0: 8.6 6.5 3.6 87.1 89.4 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 2 16 16 19 19:
Old : 24: 3 1 2 16 16 19 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 : 68.9 62.3 84.5 80.8 52.1 53.1 62.2 62.6
Old : 68.9 62.3 84.5 80.8 52.1 53.1 62.2 62.6
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 27, 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 : 185,823: 71,484 9,048 7,453 67,522 146,401 146,459 162,902: 39,364 22,920
Old : 185,823: 71,484 9,048 7,453 67,522 146,401 146,459 162,902: 39,364 22,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 1,164: -403 -1,106 158 -1,150 2,455 -1,395 1,508: 2,559 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 4.9 4.0 36.3 78.8 78.8 87.7: 21.2 12.3
Old : 100.0: 38.5 4.9 4.0 36.3 78.8 78.8 87.7: 21.2 12.3
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 : 101: 46 16 19 25 31 78 59:
Old : 101: 46 16 19 25 31 78 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 52.8 45.5 69.3 33.4 52.7 44.5 68.0
Old : 33.8 52.8 45.5 69.3 33.4 52.7 44.5 68.0
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 27, 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 : 43,960: 9,744 13,111 26 16,610 17,139 26,380 30,276: 17,580 13,684
Old : 43,960: 9,744 13,111 26 16,610 17,139 26,380 30,276: 17,580 13,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -3,207: 2,524 -6,597 -90 -10,401 5,817 -7,967 -870: 4,760 -2,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 29.8 0.1 37.8 39.0 60.0 68.9: 40.0 31.1
Old : 100.0: 22.2 29.8 0.1 37.8 39.0 60.0 68.9: 40.0 31.1
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 : 40: 9 11 2 12 13 21 26:
Old : 40: 9 11 2 12 13 21 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 : 34.9 30.5 48.2 44.9 34.9 30.5 47.8 44.8
Old : 34.9 30.5 48.2 44.9 34.9 30.5 47.8 44.8
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 27, 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 : 173,160: 101,490 7,632 1,822 62,481 161,268 165,793 170,722: 7,367 2,438
Old : 173,160: 101,490 7,632 1,822 62,481 161,268 165,793 170,722: 7,367 2,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 7,220: 5,039 -2,032 501 1,834 8,820 7,374 7,289: -154 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 4.4 1.1 36.1 93.1 95.7 98.6: 4.3 1.4
Old : 100.0: 58.6 4.4 1.1 36.1 93.1 95.7 98.6: 4.3 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 : 128: 72 20 7 18 18 93 45:
Old : 128: 72 20 7 18 18 93 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 69.5 61.5 85.4 40.3 68.5 61.5 84.4
Old : 40.3 69.5 61.5 85.4 40.3 68.5 61.5 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 27, 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 : 167,845: 50,977 39,635 5,647 74,461 102,935 131,084 148,217: 36,761 19,627
Old : 167,845: 50,977 39,635 5,647 74,461 102,935 131,084 148,217: 36,761 19,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 7,773: 3,837 -5,416 -156 -518 15,728 3,164 10,156: 4,609 -2,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 23.6 3.4 44.4 61.3 78.1 88.3: 21.9 11.7
Old : 100.0: 30.4 23.6 3.4 44.4 61.3 78.1 88.3: 21.9 11.7
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 : 101: 27 29 15 27 35 64 69:
Old : 101: 27 29 15 27 35 64 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 : 39.3 28.4 49.6 43.8 36.5 26.6 45.3 40.0
Old : 39.3 28.4 49.6 43.8 36.5 26.6 45.3 40.0
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 27, 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 : 238,358: 25,878 103,732 17,353 178,470 52,215 221,701 173,300: 16,657 65,058
Old : 238,358: 25,878 103,732 17,353 178,470 52,215 221,701 173,300: 16,657 65,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 32,474: -2,012 25,639 3,241 30,438 477 31,667 29,357: 807 3,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 43.5 7.3 74.9 21.9 93.0 72.7: 7.0 27.3
Old : 100.0: 10.9 43.5 7.3 74.9 21.9 93.0 72.7: 7.0 27.3
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 : 128: 26 57 29 31 30 73 100:
Old : 128: 26 57 29 31 30 73 100:
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 : 49.3 29.6 61.2 38.2 48.8 29.1 59.8 37.1
Old : 49.3 29.6 61.2 38.2 48.8 29.1 59.8 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 257,251: 34,370 106,716 27,389 150,689 62,821 212,449 196,926: 44,803 60,325
Old : 257,251: 34,370 106,716 27,389 150,689 62,821 212,449 196,926: 44,803 60,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -15,497: -1,622 -24,132 2,806 -19,720 7,117 -18,536 -14,210: 3,039 -1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 41.5 10.6 58.6 24.4 82.6 76.6: 17.4 23.4
Old : 100.0: 13.4 41.5 10.6 58.6 24.4 82.6 76.6: 17.4 23.4
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 : 191: 36 79 49 51 55 115 155:
Old : 191: 36 79 49 51 55 115 155:
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 : 21.0 14.2 32.0 21.9 20.2 13.8 30.4 21.1
Old : 21.0 14.2 32.0 21.9 20.2 13.8 30.4 21.1
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 27, 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 : 34,629: 19,208 1,968 180 14,565 31,855 33,953 34,003: 676 626
Old : 34,629: 19,208 1,968 180 14,565 31,855 33,953 34,003: 676 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 1,867: 255 1,022 23 1,566 659 1,844 1,704: 23 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 5.7 0.5 42.1 92.0 98.0 98.2: 2.0 1.8
Old : 100.0: 55.5 5.7 0.5 42.1 92.0 98.0 98.2: 2.0 1.8
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 : 26: 9 4 3 9 10 20 15:
Old : 26: 9 4 3 9 10 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.2 86.3 92.5 94.3 84.2 86.2 89.0 91.9
Old : 87.2 86.3 92.5 94.3 84.2 86.2 89.0 91.9
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 27, 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 : 31,901: 21,653 2,943 222 5,539 26,972 27,414 30,137: 4,487 1,764
Old : 31,901: 21,653 2,943 222 5,539 26,972 27,414 30,137: 4,487 1,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 2,143: 217 -635 0 1,452 3,279 1,669 2,644: 474 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 9.2 0.7 17.4 84.5 85.9 94.5: 14.1 5.5
Old : 100.0: 67.9 9.2 0.7 17.4 84.5 85.9 94.5: 14.1 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 24 10 1 8 14 32 25:
Old : 53: 24 10 1 8 14 32 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 74.5 70.5 82.4 55.8 73.7 70.5 81.7
Old : 55.8 74.5 70.5 82.4 55.8 73.7 70.5 81.7
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 27, 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 :12,221,425: 1,281,340 565,978 4,147,467 5,878,965 6,427,604 11,307,772 11,141,049: 913,652 1,080,376
Old :12,221,425: 1,281,340 565,978 4,147,467 5,878,965 6,427,604 11,307,772 11,141,049: 913,652 1,080,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -65,326: -203,385 378 36,441 105,150 -119,347 -61,795 -82,528: -3,531 17,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 4.6 33.9 48.1 52.6 92.5 91.2: 7.5 8.8
Old : 100.0: 10.5 4.6 33.9 48.1 52.6 92.5 91.2: 7.5 8.8
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 : 259: 64 45 88 132 137 240 235:
Old : 259: 64 45 88 132 137 240 235:
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 : 19.3 23.3 31.1 33.3 12.0 15.0 18.6 18.1
Old : 19.3 23.3 31.1 33.3 12.0 15.0 18.6 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 981,275: 91,711 86,532 57,275 684,518 715,011 833,504 858,818: 147,771 122,457
Old : 981,275: 91,711 86,532 57,275 684,518 715,011 833,504 858,818: 147,771 122,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 2,631: 6,826 5,340 3,557 -483 -6,307 9,900 2,590: -7,268 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 8.8 5.8 69.8 72.9 84.9 87.5: 15.1 12.5
Old : 100.0: 9.3 8.8 5.8 69.8 72.9 84.9 87.5: 15.1 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 : 602: 128 122 114 256 245 446 420:
Old : 602: 128 122 114 256 245 446 420:
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 : 12.5 14.9 20.5 23.5 10.0 13.4 16.9 21.5
Old : 12.5 14.9 20.5 23.5 10.0 13.4 16.9 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 286,473: 12,619 7,452 17,304 188,212 189,748 218,135 214,504: 68,338 71,969
Old : 286,473: 12,619 7,452 17,304 188,212 189,748 218,135 214,504: 68,338 71,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -879: -1,475 1,437 2,514 1,906 -4,361 2,945 -410: -3,824 -469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.6 6.0 65.7 66.2 76.1 74.9: 23.9 25.1
Old : 100.0: 4.4 2.6 6.0 65.7 66.2 76.1 74.9: 23.9 25.1
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 : 119: 13 16 21 75 57 101 82:
Old : 119: 13 16 21 75 57 101 82:
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 : 17.7 22.8 26.4 36.4 14.8 22.2 21.8 31.1
Old : 17.7 22.8 26.4 36.4 14.8 22.2 21.8 31.1
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 27, 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 : 3,474,008: 421,617 421,560 173,696 2,481,529 2,626,313 3,076,842 3,221,569: 397,166 252,439
Old : 3,474,008: 421,617 421,560 173,696 2,481,529 2,626,313 3,076,842 3,221,569: 397,166 252,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 17,553: 36,914 14,929 9,802 -11,942 -9,731 34,774 15,000: -17,220 2,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 12.1 5.0 71.4 75.6 88.6 92.7: 11.4 7.3
Old : 100.0: 12.1 12.1 5.0 71.4 75.6 88.6 92.7: 11.4 7.3
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 : 559: 122 113 103 230 227 406 389:
Old : 559: 122 113 103 230 227 406 389:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 17.1 24.9 27.4 13.4 16.4 21.1 26.2
Old : 15.0 17.1 24.9 27.4 13.4 16.4 21.1 26.2
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 27, 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 : 120,223: 15,202 6,237 196 92,418 110,599 107,816 117,032: 12,407 3,191
Old : 120,223: 15,202 6,237 196 92,418 110,599 107,816 117,032: 12,407 3,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 1,734: 3,275 37 -557 -1,000 3,073 1,718 2,553: 16 -819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 5.2 0.2 76.9 92.0 89.7 97.3: 10.3 2.7
Old : 100.0: 12.6 5.2 0.2 76.9 92.0 89.7 97.3: 10.3 2.7
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 : 102: 14 5 3 54 43 69 50:
Old : 102: 14 5 3 54 43 69 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 : 32.9 39.9 46.0 59.7 32.9 39.9 45.6 59.6
Old : 32.9 39.9 46.0 59.7 32.9 39.9 45.6 59.6
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 27, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 82,396: 10,766 11,203 1,308 63,159 65,633 75,232 78,143: 7,164 4,253
Old : 82,396: 10,766 11,203 1,308 63,159 65,633 75,232 78,143: 7,164 4,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -27,847: 2,008 709 -1,908 -26,698 -25,285 -26,597 -26,484: -1,250 -1,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 13.6 1.6 76.7 79.7 91.3 94.8: 8.7 5.2
Old : 100.0: 13.1 13.6 1.6 76.7 79.7 91.3 94.8: 8.7 5.2
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 : 228: 55 41 19 73 81 138 131:
Old : 228: 55 41 19 73 81 138 131:
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 : 41.9 44.1 54.2 53.9 41.9 44.0 54.2 53.6
Old : 41.9 44.1 54.2 53.9 41.9 44.0 54.2 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 411,982: 53,829 56,013 6,538 315,796 328,166 376,162 390,716: 35,820 21,266
Old : 411,982: 53,829 56,013 6,538 315,796 328,166 376,162 390,716: 35,820 21,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 508: 6,391 343 -2,658 -10,686 -119 -6,952 -2,433: 7,461 2,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 13.6 1.6 76.7 79.7 91.3 94.8: 8.7 5.2
Old : 100.0: 13.1 13.6 1.6 76.7 79.7 91.3 94.8: 8.7 5.2
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 : 228: 55 41 19 73 81 138 131:
Old : 228: 55 41 19 73 81 138 131:
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 : 41.9 44.1 54.2 53.9 41.9 44.0 54.2 53.6
Old : 41.9 44.1 54.2 53.9 41.9 44.0 54.2 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 209,483: 121,480 45,032 5,810 42,199 131,961 169,489 182,803: 39,994 26,680
Old : 209,483: 121,480 45,032 5,810 42,199 131,961 169,489 182,803: 39,994 26,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 17,201: 18,032 5,202 -250 -5,743 10,217 12,040 15,170: 5,161 2,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 21.5 2.8 20.1 63.0 80.9 87.3: 19.1 12.7
Old : 100.0: 58.0 21.5 2.8 20.1 63.0 80.9 87.3: 19.1 12.7
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 : 114: 41 32 18 24 34 75 74:
Old : 114: 41 32 18 24 34 75 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 39.7 54.8 52.0 40.3 39.3 54.3 51.6
Old : 40.3 39.7 54.8 52.0 40.3 39.3 54.3 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 41,183: 12,140 12,937 0 21,260 8,163 33,400 21,100: 7,783 20,083
Old : 41,183: 12,140 12,937 0 21,260 8,163 33,400 21,100: 7,783 20,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 3,939: 2,207 3,310 0 -1,230 259 977 3,569: 2,962 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 31.4 0.0 51.6 19.8 81.1 51.2: 18.9 48.8
Old : 100.0: 29.5 31.4 0.0 51.6 19.8 81.1 51.2: 18.9 48.8
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 : 47: 15 9 0 16 8 31 17:
Old : 47: 15 9 0 16 8 31 17:
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 : 41.2 37.0 57.4 44.0 41.2 37.0 57.4 44.0
Old : 41.2 37.0 57.4 44.0 41.2 37.0 57.4 44.0
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 27, 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 : 45,479: 17,361 3,879 189 21,353 30,878 38,903 34,946: 6,576 10,533
Old : 45,479: 17,361 3,879 189 21,353 30,878 38,903 34,946: 6,576 10,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 7,864: 5,086 -709 3 3,178 3,968 8,267 3,262: -403 4,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 8.5 0.4 47.0 67.9 85.5 76.8: 14.5 23.2
Old : 100.0: 38.2 8.5 0.4 47.0 67.9 85.5 76.8: 14.5 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 : 59: 19 4 3 21 25 41 31:
Old : 59: 19 4 3 21 25 41 31:
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 31.2 49.9 50.6 30.4 30.4 42.9 49.8
Old : 34.9 31.2 49.9 50.6 30.4 30.4 42.9 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 5, 2012