BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 25, 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 : 3,560: 0 69 24 3,120 3,183 3,144 3,276: 416 284
Old : 3,560: 0 69 24 3,120 3,183 3,144 3,276: 416 284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 46: 0 9 -8 66 27 58 28: -12 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.7 87.6 89.4 88.3 92.0: 11.7 8.0
Old : 100.0: 0.0 1.9 0.7 87.6 89.4 88.3 92.0: 11.7 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 3 2 17 12 19 15:
Old : 24: 0 3 2 17 12 19 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 : 51.1 65.1 75.4 85.0 44.8 59.3 65.9 72.7
Old : 51.1 65.1 75.4 85.0 44.8 59.3 65.9 72.7
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 - Futures Only, September 25, 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 : 27,802: 5,034 4,295 1,201 15,978 18,805 22,213 24,301: 5,589 3,501
Old : 27,802: 5,034 4,295 1,201 15,978 18,805 22,213 24,301: 5,589 3,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 1,591: 1,045 716 -75 757 858 1,727 1,499: -136 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 15.4 4.3 57.5 67.6 79.9 87.4: 20.1 12.6
Old : 100.0: 18.1 15.4 4.3 57.5 67.6 79.9 87.4: 20.1 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 : 77: 21 12 13 28 27 56 45:
Old : 77: 21 12 13 28 27 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 46.2 47.8 60.8 35.5 45.8 47.5 59.6
Old : 35.5 46.2 47.8 60.8 35.5 45.8 47.5 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, September 25, 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 : 225,629: 73,431 70,418 44,217 84,017 78,918 201,665 193,553: 23,964 32,076
Old : 27,626: 16,233 14,688 30 6,103 9,692 22,366 24,410: 5,260 3,216
Other: 198,003: 64,292 62,824 37,093 77,914 69,226 179,299 169,143: 18,704 28,860
: : :
: : Changes in Commitments from: September 18, 2012 :
: -15,687: -8,486 -3,643 -2,705 -2,454 -8,548 -13,645 -14,896: -2,042 -791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 31.2 19.6 37.2 35.0 89.4 85.8: 10.6 14.2
Old : 100.0: 58.8 53.2 0.1 22.1 35.1 81.0 88.4: 19.0 11.6
Other: 100.0: 32.5 31.7 18.7 39.3 35.0 90.6 85.4: 9.4 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 89 90 108 53 72 206 222:
Old : 153: 52 36 4 22 47 76 85:
Other: 278: 77 98 93 49 67 188 208:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 14.7 29.2 24.3 16.0 12.3 27.2 19.7
Old : 25.2 27.3 37.9 42.3 25.2 24.2 36.7 38.5
Other: 18.2 14.6 33.0 23.8 18.1 12.5 30.8 19.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 25, 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 : 284,818: 91,022 64,696 49,437 117,015 128,517 257,474 242,650: 27,344 42,168
Old : 284,818: 91,022 64,696 49,437 117,015 128,517 257,474 242,650: 27,344 42,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -9,540: -8,441 -439 461 -1,004 -6,530 -8,984 -6,508: -556 -3,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 22.7 17.4 41.1 45.1 90.4 85.2: 9.6 14.8
Old : 100.0: 32.0 22.7 17.4 41.1 45.1 90.4 85.2: 9.6 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 113 89 120 84 140 263 301:
Old : 377: 113 89 120 84 140 263 301:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 10.6 32.9 18.9 17.9 10.5 31.5 18.1
Old : 18.8 10.6 32.9 18.9 17.9 10.5 31.5 18.1
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 - Futures Only, September 25, 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 : 8,085: 3,312 2,383 566 2,699 3,628 6,577 6,577: 1,508 1,508
Old : 8,085: 3,312 2,383 566 2,699 3,628 6,577 6,577: 1,508 1,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -97: 66 -154 3 -201 -97 -132 -248: 35 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 29.5 7.0 33.4 44.9 81.3 81.3: 18.7 18.7
Old : 100.0: 41.0 29.5 7.0 33.4 44.9 81.3 81.3: 18.7 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 28 18 8 17 23 52 44:
Old : 75: 28 18 8 17 23 52 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 29.0 47.3 47.1 30.4 26.9 43.3 40.4
Old : 30.4 29.0 47.3 47.1 30.4 26.9 43.3 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 25, 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 : 33,243: 8,071 10,182 6,855 11,573 4,559 26,499 21,596: 6,744 11,647
Old : 33,243: 8,071 10,182 6,855 11,573 4,559 26,499 21,596: 6,744 11,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 332: 1,578 678 -731 8 -29 855 -82: -523 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 30.6 20.6 34.8 13.7 79.7 65.0: 20.3 35.0
Old : 100.0: 24.3 30.6 20.6 34.8 13.7 79.7 65.0: 20.3 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 : 142: 25 52 43 39 32 94 108:
Old : 142: 25 52 43 39 32 94 108:
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 : 17.1 13.3 28.9 22.8 16.2 9.8 25.7 14.6
Old : 17.1 13.3 28.9 22.8 16.2 9.8 25.7 14.6
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 - Futures Only, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 5,797: 216 1,596 84 5,026 3,916 5,326 5,596: 471 201
Old : 5,797: 216 1,596 84 5,026 3,916 5,326 5,596: 471 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 158: 27 74 31 103 62 161 167: -3 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 27.5 1.4 86.7 67.6 91.9 96.5: 8.1 3.5
Old : 100.0: 3.7 27.5 1.4 86.7 67.6 91.9 96.5: 8.1 3.5
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 : 28: 5 7 8 11 10 20 21:
Old : 28: 5 7 8 11 10 20 21:
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 : 77.5 63.0 86.0 85.7 77.0 62.5 85.4 85.1
Old : 77.5 63.0 86.0 85.7 77.0 62.5 85.4 85.1
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 - Futures Only, September 25, 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 : 87,388: 8,398 5,072 2,047 76,347 79,829 86,792 86,948: 596 440
Old : 87,388: 8,398 5,072 2,047 76,347 79,829 86,792 86,948: 596 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -2,362: -105 -291 -2,047 -229 -194 -2,381 -2,532: 19 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.8 2.3 87.4 91.4 99.3 99.5: 0.7 0.5
Old : 100.0: 9.6 5.8 2.3 87.4 91.4 99.3 99.5: 0.7 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 : 22: 2 1 1 14 17 16 19:
Old : 22: 2 1 1 14 17 16 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 : 73.3 67.8 90.2 84.0 62.3 59.0 70.4 67.4
Old : 73.3 67.8 90.2 84.0 62.3 59.0 70.4 67.4
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 - Futures Only, September 25, 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 : 210,066: 123,643 18,297 788 36,716 173,003 161,147 192,088: 48,919 17,978
Old : 210,066: 123,643 18,297 788 36,716 173,003 161,147 192,088: 48,919 17,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -86,933: -3,045 3,490 -9,583 -75,077 -77,528 -87,705 -83,621: 772 -3,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 8.7 0.4 17.5 82.4 76.7 91.4: 23.3 8.6
Old : 100.0: 58.9 8.7 0.4 17.5 82.4 76.7 91.4: 23.3 8.6
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 : 99: 40 20 5 21 29 64 52:
Old : 99: 40 20 5 21 29 64 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 51.6 51.3 71.3 42.6 51.1 51.0 70.8
Old : 42.9 51.6 51.3 71.3 42.6 51.1 51.0 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, September 25, 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 : 37,328: 13,567 14,471 0 8,659 13,129 22,226 27,600: 15,102 9,728
Old : 37,328: 13,567 14,471 0 8,659 13,129 22,226 27,600: 15,102 9,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -1,121: -59 -3,682 0 -1,863 4,539 -1,922 857: 801 -1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 38.8 0.0 23.2 35.2 59.5 73.9: 40.5 26.1
Old : 100.0: 36.3 38.8 0.0 23.2 35.2 59.5 73.9: 40.5 26.1
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 : 37: 12 12 0 5 10 17 22:
Old : 37: 12 12 0 5 10 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 43.1 46.5 53.8 31.6 43.1 46.1 53.8
Old : 31.6 43.1 46.5 53.8 31.6 43.1 46.1 53.8
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 - Futures Only, September 25, 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 : 220,035: 147,245 5,989 616 63,298 211,008 211,159 217,613: 8,876 2,422
Old : 220,035: 147,245 5,989 616 63,298 211,008 211,159 217,613: 8,876 2,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 5,114: 6,870 -16,239 -97 -1,261 21,176 5,512 4,840: -398 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 2.7 0.3 28.8 95.9 96.0 98.9: 4.0 1.1
Old : 100.0: 66.9 2.7 0.3 28.8 95.9 96.0 98.9: 4.0 1.1
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 : 139: 89 12 5 18 22 108 39:
Old : 139: 89 12 5 18 22 108 39:
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 : 50.1 65.7 66.2 83.3 50.1 65.7 65.5 83.3
Old : 50.1 65.7 66.2 83.3 50.1 65.7 65.5 83.3
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 - Futures Only, September 25, 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 : 172,103: 60,809 33,672 135 67,667 121,589 128,611 155,396: 43,492 16,707
Old : 172,103: 60,809 33,672 135 67,667 121,589 128,611 155,396: 43,492 16,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 20,798: 8,212 -4,513 -443 10,251 26,821 18,020 21,865: 2,778 -1,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 19.6 0.1 39.3 70.6 74.7 90.3: 25.3 9.7
Old : 100.0: 35.3 19.6 0.1 39.3 70.6 74.7 90.3: 25.3 9.7
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: 36 23 4 17 33 55 58:
Old : 102: 36 23 4 17 33 55 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 32.1 50.9 50.9 36.3 31.0 44.8 47.9
Old : 40.5 32.1 50.9 50.9 36.3 31.0 44.8 47.9
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 - Futures Only, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 137,692: 47,318 26,207 10 65,054 76,712 112,382 102,929: 25,310 34,763
Old : 137,692: 47,318 26,207 10 65,054 76,712 112,382 102,929: 25,310 34,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 8,830: 5,818 183 -1,089 1,468 7,697 6,197 6,791: 2,633 2,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 19.0 0.0 47.2 55.7 81.6 74.8: 18.4 25.2
Old : 100.0: 34.4 19.0 0.0 47.2 55.7 81.6 74.8: 18.4 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 : 88: 23 27 1 22 23 46 50:
Old : 88: 23 27 1 22 23 46 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 : 48.2 31.3 60.2 45.4 48.2 31.2 60.2 45.3
Old : 48.2 31.3 60.2 45.4 48.2 31.2 60.2 45.3
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 - Futures Only, September 25, 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 : 218,363: 53,345 103,583 1,694 119,654 59,930 174,693 165,207: 43,670 53,156
Old : 218,363: 53,345 103,583 1,694 119,654 59,930 174,693 165,207: 43,670 53,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -16,031: 4,528 -18,716 283 -21,230 6,111 -16,419 -12,322: 388 -3,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 47.4 0.8 54.8 27.4 80.0 75.7: 20.0 24.3
Old : 100.0: 24.4 47.4 0.8 54.8 27.4 80.0 75.7: 20.0 24.3
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 : 177: 45 53 11 46 53 97 111:
Old : 177: 45 53 11 46 53 97 111:
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 : 22.1 25.9 35.9 34.2 20.0 25.9 33.7 34.2
Old : 22.1 25.9 35.9 34.2 20.0 25.9 33.7 34.2
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 - Futures Only, September 25, 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 : 19,088: 17,257 16,513 28 1,164 2,098 18,449 18,639: 639 449
Old : 19,088: 17,257 16,513 28 1,164 2,098 18,449 18,639: 639 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 2,547: 2,584 2,510 0 -38 36 2,546 2,546: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 86.5 0.1 6.1 11.0 96.7 97.6: 3.3 2.4
Old : 100.0: 90.4 86.5 0.1 6.1 11.0 96.7 97.6: 3.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 3 1 5 5 13 9:
Old : 20: 8 3 1 5 5 13 9:
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 : 86.6 90.9 93.7 97.5 86.5 90.9 93.6 97.4
Old : 86.6 90.9 93.7 97.5 86.5 90.9 93.6 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, September 25, 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 : 32,787: 23,389 3,424 130 3,973 27,511 27,492 31,065: 5,295 1,722
Old : 32,787: 23,389 3,424 130 3,973 27,511 27,492 31,065: 5,295 1,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 3,456: 2,987 -373 1 -94 3,816 2,894 3,444: 562 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 10.4 0.4 12.1 83.9 83.9 94.7: 16.1 5.3
Old : 100.0: 71.3 10.4 0.4 12.1 83.9 83.9 94.7: 16.1 5.3
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 : 52: 23 13 1 4 14 28 27:
Old : 52: 23 13 1 4 14 28 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 : 50.5 68.7 67.1 79.5 50.5 68.7 67.1 79.5
Old : 50.5 68.7 67.1 79.5 50.5 68.7 67.1 79.5
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 - Futures Only, September 25, 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 : 8,177,263: 1,588,117 453,959 1,295,257 4,445,495 5,468,184 7,328,869 7,217,400: 848,394 959,863
Old : 8,177,263: 1,588,117 453,959 1,295,257 4,445,495 5,468,184 7,328,869 7,217,400: 848,394 959,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 195,931: -37,549 -70,866 55,620 166,039 174,737 184,110 159,491: 11,821 36,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 5.6 15.8 54.4 66.9 89.6 88.3: 10.4 11.7
Old : 100.0: 19.4 5.6 15.8 54.4 66.9 89.6 88.3: 10.4 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 : 237: 75 25 75 115 125 219 203:
Old : 237: 75 25 75 115 125 219 203:
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 24.2 35.4 37.7 18.6 21.9 26.8 28.2
Old : 23.1 24.2 35.4 37.7 18.6 21.9 26.8 28.2
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 - Futures Only, September 25, 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 : 754,465: 96,443 70,052 14,686 525,973 590,713 637,103 675,452: 117,362 79,013
Old : 754,465: 96,443 70,052 14,686 525,973 590,713 637,103 675,452: 117,362 79,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -221,560: -942 -8,677 -16,661 -179,620 -171,043 -197,223 -196,381: -24,337 -25,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 9.3 1.9 69.7 78.3 84.4 89.5: 15.6 10.5
Old : 100.0: 12.8 9.3 1.9 69.7 78.3 84.4 89.5: 15.6 10.5
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 : 550: 117 92 43 226 230 363 345:
Old : 550: 117 92 43 226 230 363 345:
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 : 16.3 18.1 26.0 28.5 13.9 18.1 22.8 28.2
Old : 16.3 18.1 26.0 28.5 13.9 18.1 22.8 28.2
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 - Futures Only, September 25, 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 : 188,201: 7,390 7,479 262 119,665 143,648 127,317 151,389: 60,884 36,812
Old : 188,201: 7,390 7,479 262 119,665 143,648 127,317 151,389: 60,884 36,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -70,943: -8,744 -40 -867 -48,542 -55,485 -58,153 -56,392: -12,790 -14,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.0 0.1 63.6 76.3 67.6 80.4: 32.4 19.6
Old : 100.0: 3.9 4.0 0.1 63.6 76.3 67.6 80.4: 32.4 19.6
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 : 91: 8 5 3 44 51 54 57:
Old : 91: 8 5 3 44 51 54 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 : 26.3 31.3 35.1 45.1 24.1 31.3 32.8 45.1
Old : 26.3 31.3 35.1 45.1 24.1 31.3 32.8 45.1
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 - Futures Only, September 25, 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 : 2,831,321: 461,514 329,114 55,874 2,031,542 2,235,327 2,548,930 2,620,315: 282,391 211,006
Old : 2,831,321: 461,514 329,114 55,874 2,031,542 2,235,327 2,548,930 2,620,315: 282,391 211,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -753,085: 8,703 -73,490 -48,662 -655,392 -577,791 -695,351 -699,943: -57,734 -53,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.6 2.0 71.8 78.9 90.0 92.5: 10.0 7.5
Old : 100.0: 16.3 11.6 2.0 71.8 78.9 90.0 92.5: 10.0 7.5
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 : 523: 117 90 40 207 209 342 321:
Old : 523: 117 90 40 207 209 342 321:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 18.5 31.0 30.0 16.9 18.2 27.4 29.6
Old : 18.5 18.5 31.0 30.0 16.9 18.2 27.4 29.6
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 - Futures Only, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 116,639: 19,480 3,598 222 83,565 110,360 103,267 114,180: 13,372 2,459
Old : 116,639: 19,480 3,598 222 83,565 110,360 103,267 114,180: 13,372 2,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -31,437: 2,392 -355 222 -33,802 -28,797 -31,188 -28,930: -249 -2,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.1 0.2 71.6 94.6 88.5 97.9: 11.5 2.1
Old : 100.0: 16.7 3.1 0.2 71.6 94.6 88.5 97.9: 11.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 19 4 2 58 38 77 44:
Old : 107: 19 4 2 58 38 77 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 42.0 47.6 63.1 33.1 42.0 46.9 63.0
Old : 33.1 42.0 47.6 63.1 33.1 42.0 46.9 63.0
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 - Futures Only, September 25, 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 : 82,047: 28,512 3,827 658 45,679 75,074 74,849 79,560: 7,199 2,488
Old : 82,047: 28,512 3,827 658 45,679 75,074 74,849 79,560: 7,199 2,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -64,744: -1,244 -324 -2,658 -53,094 -55,043 -56,996 -58,025: -7,747 -6,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 4.7 0.8 55.7 91.5 91.2 97.0: 8.8 3.0
Old : 100.0: 34.8 4.7 0.8 55.7 91.5 91.2 97.0: 8.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 77 26 11 65 70 147 102:
Old : 224: 77 26 11 65 70 147 102:
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 51.1 43.4 62.6 31.2 51.0 43.4 62.5
Old : 31.2 51.1 43.4 62.6 31.2 51.0 43.4 62.5
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 - Futures Only, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 410,237: 142,560 19,137 3,291 228,393 375,371 374,244 397,799: 35,993 12,438
Old : 410,237: 142,560 19,137 3,291 228,393 375,371 374,244 397,799: 35,993 12,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -187,593: -9,883 590 -7,199 -169,485 -152,693 -186,567 -159,302: -1,026 -28,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 4.7 0.8 55.7 91.5 91.2 97.0: 8.8 3.0
Old : 100.0: 34.8 4.7 0.8 55.7 91.5 91.2 97.0: 8.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 77 26 11 65 70 147 102:
Old : 224: 77 26 11 65 70 147 102:
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 51.1 43.4 62.6 31.2 51.0 43.4 62.5
Old : 31.2 51.1 43.4 62.6 31.2 51.0 43.4 62.5
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 - Futures Only, September 25, 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 : 178,886: 119,144 29,582 174 24,563 127,147 143,881 156,903: 35,005 21,983
Old : 178,886: 119,144 29,582 174 24,563 127,147 143,881 156,903: 35,005 21,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 4,428: 2,135 -18,181 154 -372 20,962 1,917 2,935: 2,511 1,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 16.5 0.1 13.7 71.1 80.4 87.7: 19.6 12.3
Old : 100.0: 66.6 16.5 0.1 13.7 71.1 80.4 87.7: 19.6 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 : 98: 32 27 2 14 30 47 58:
Old : 98: 32 27 2 14 30 47 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 : 52.0 47.0 62.7 60.4 52.0 46.5 62.7 60.0
Old : 52.0 47.0 62.7 60.4 52.0 46.5 62.7 60.0
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 - Futures Only, September 25, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 20,773: 1,320 4,284 0 12,155 6,547 13,475 10,831: 7,298 9,942
Old : 20,773: 1,320 4,284 0 12,155 6,547 13,475 10,831: 7,298 9,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -838: -644 -11 0 -1,326 287 -1,970 276: 1,132 -1,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 20.6 0.0 58.5 31.5 64.9 52.1: 35.1 47.9
Old : 100.0: 6.4 20.6 0.0 58.5 31.5 64.9 52.1: 35.1 47.9
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 : 26: 4 3 0 16 7 20 10:
Old : 26: 4 3 0 16 7 20 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 : 33.6 42.7 46.9 51.5 33.6 42.7 46.6 50.6
Old : 33.6 42.7 46.9 51.5 33.6 42.7 46.6 50.6
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 - Futures Only, September 25, 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 : 28,962: 6,593 3,251 319 16,560 15,518 23,472 19,088: 5,490 9,874
Old : 28,962: 6,593 3,251 319 16,560 15,518 23,472 19,088: 5,490 9,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 822: -932 -652 167 1,697 204 932 -281: -110 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 11.2 1.1 57.2 53.6 81.0 65.9: 19.0 34.1
Old : 100.0: 22.8 11.2 1.1 57.2 53.6 81.0 65.9: 19.0 34.1
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 : 45: 10 5 2 23 16 34 22:
Old : 45: 10 5 2 23 16 34 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 34.5 45.0 48.5 27.5 34.5 40.6 48.4
Old : 30.1 34.5 45.0 48.5 27.5 34.5 40.6 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2012