BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 2, 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 : 3,687: 0 74 31 3,218 3,293 3,249 3,398: 438 289
Old : 3,687: 0 74 31 3,218 3,293 3,249 3,398: 438 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 127: 0 5 7 98 110 105 122: 22 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.8 87.3 89.3 88.1 92.2: 11.9 7.8
Old : 100.0: 0.0 2.0 0.8 87.3 89.3 88.1 92.2: 11.9 7.8
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 : 24: 0 3 2 17 13 19 16:
Old : 24: 0 3 2 17 13 19 16:
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 : 49.6 66.5 73.8 84.9 43.5 60.3 63.8 70.7
Old : 49.6 66.5 73.8 84.9 43.5 60.3 63.8 70.7
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, October 2, 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 : 29,045: 5,440 4,586 1,184 17,280 19,934 23,904 25,704: 5,141 3,341
Old : 29,045: 5,440 4,586 1,184 17,280 19,934 23,904 25,704: 5,141 3,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 1,243: 406 291 -17 1,302 1,129 1,691 1,403: -448 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 15.8 4.1 59.5 68.6 82.3 88.5: 17.7 11.5
Old : 100.0: 18.7 15.8 4.1 59.5 68.6 82.3 88.5: 17.7 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 22 11 15 31 26 60 45:
Old : 79: 22 11 15 31 26 60 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 : 35.6 47.3 48.4 61.0 35.6 46.9 48.2 59.4
Old : 35.6 47.3 48.4 61.0 35.6 46.9 48.2 59.4
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, October 2, 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 : 223,253: 71,178 64,301 49,253 78,768 78,875 199,199 192,429: 24,054 30,824
Old : 222,201: 70,833 64,061 49,174 78,559 78,426 198,566 191,661: 23,635 30,540
Other: 1,052: 415 310 9 209 449 633 768: 419 284
: : :
: : Changes in Commitments from: September 25, 2012 :
: -2,376: -2,253 -6,117 5,036 -5,249 -43 -2,466 -1,124: 90 -1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 28.8 22.1 35.3 35.3 89.2 86.2: 10.8 13.8
Old : 100.0: 31.9 28.8 22.1 35.4 35.3 89.4 86.3: 10.6 13.7
Other: 100.0: 39.4 29.5 0.9 19.9 42.7 60.2 73.0: 39.8 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 91 82 96 49 71 200 205:
Old : 277: 90 83 96 48 71 199 205:
Other: 34: 7 8 2 5 13 14 22:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 15.0 28.3 24.6 15.2 12.6 26.4 19.7
Old : 15.4 15.0 28.5 24.7 15.3 12.7 26.5 19.7
Other: 48.1 48.5 57.9 62.0 48.1 47.8 57.9 61.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 2, 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 : 287,430: 86,332 77,625 46,957 124,498 119,620 257,787 244,202: 29,643 43,228
Old : 287,430: 86,332 77,625 46,957 124,498 119,620 257,787 244,202: 29,643 43,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 2,612: -4,690 12,929 -2,480 7,483 -8,897 313 1,552: 2,299 1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 27.0 16.3 43.3 41.6 89.7 85.0: 10.3 15.0
Old : 100.0: 30.0 27.0 16.3 43.3 41.6 89.7 85.0: 10.3 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 103 107 119 91 132 263 310:
Old : 383: 103 107 119 91 132 263 310:
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 : 19.0 10.9 32.9 18.8 18.9 10.8 32.7 18.1
Old : 19.0 10.9 32.9 18.8 18.9 10.8 32.7 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, October 2, 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 : 6,972: 3,102 2,220 106 2,192 2,975 5,400 5,301: 1,572 1,671
Old : 6,972: 3,102 2,220 106 2,192 2,975 5,400 5,301: 1,572 1,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -1,113: -210 -163 -460 -507 -653 -1,177 -1,276: 64 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 31.8 1.5 31.4 42.7 77.5 76.0: 22.5 24.0
Old : 100.0: 44.5 31.8 1.5 31.4 42.7 77.5 76.0: 22.5 24.0
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 : 78: 30 20 8 17 23 53 46:
Old : 78: 30 20 8 17 23 53 46:
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 : 33.4 27.0 48.6 44.4 33.4 27.0 47.6 41.6
Old : 33.4 27.0 48.6 44.4 33.4 27.0 47.6 41.6
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, October 2, 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 : 30,345: 7,211 9,024 5,710 10,982 4,622 23,903 19,356: 6,442 10,989
Old : 30,345: 7,211 9,024 5,710 10,982 4,622 23,903 19,356: 6,442 10,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -2,898: -860 -1,158 -1,145 -591 63 -2,596 -2,240: -302 -658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 29.7 18.8 36.2 15.2 78.8 63.8: 21.2 36.2
Old : 100.0: 23.8 29.7 18.8 36.2 15.2 78.8 63.8: 21.2 36.2
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 : 142: 23 56 41 40 30 93 109:
Old : 142: 23 56 41 40 30 93 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 13.1 29.2 20.1 14.9 8.8 26.9 13.1
Old : 16.4 13.1 29.2 20.1 14.9 8.8 26.9 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, October 2, 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 : 5,983: 248 1,710 83 5,099 4,028 5,430 5,821: 553 162
Old : 5,983: 248 1,710 83 5,099 4,028 5,430 5,821: 553 162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 186: 32 114 -1 73 112 104 225: 82 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 28.6 1.4 85.2 67.3 90.8 97.3: 9.2 2.7
Old : 100.0: 4.1 28.6 1.4 85.2 67.3 90.8 97.3: 9.2 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 : 29: 5 8 8 11 10 21 21:
Old : 29: 5 8 8 11 10 21 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 : 74.9 63.0 83.4 85.8 74.2 62.4 82.7 85.2
Old : 74.9 63.0 83.4 85.8 74.2 62.4 82.7 85.2
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, October 2, 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 : 87,588: 7,872 5,072 2,326 76,894 79,718 87,092 87,116: 496 472
Old : 87,588: 7,872 5,072 2,326 76,894 79,718 87,092 87,116: 496 472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 200: -526 0 279 547 -111 300 168: -100 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 5.8 2.7 87.8 91.0 99.4 99.5: 0.6 0.5
Old : 100.0: 9.0 5.8 2.7 87.8 91.0 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 1 16 16 18 18:
Old : 23: 2 1 1 16 16 18 18:
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 : 73.2 67.8 89.0 83.9 60.8 59.3 69.2 67.3
Old : 73.2 67.8 89.0 83.9 60.8 59.3 69.2 67.3
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, October 2, 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 : 196,895: 112,706 11,530 621 38,350 167,515 151,677 179,666: 45,218 17,229
Old : 196,895: 112,706 11,530 621 38,350 167,515 151,677 179,666: 45,218 17,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -13,171: -10,937 -6,767 -167 1,634 -5,488 -9,470 -12,422: -3,701 -749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 5.9 0.3 19.5 85.1 77.0 91.2: 23.0 8.8
Old : 100.0: 57.2 5.9 0.3 19.5 85.1 77.0 91.2: 23.0 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 : 99: 41 18 4 24 28 66 49:
Old : 99: 41 18 4 24 28 66 49:
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 : 42.7 54.2 50.2 73.8 42.3 53.7 49.8 73.4
Old : 42.7 54.2 50.2 73.8 42.3 53.7 49.8 73.4
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, October 2, 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 : 37,313: 12,641 13,625 0 8,815 13,887 21,456 27,512: 15,857 9,801
Old : 37,313: 12,641 13,625 0 8,815 13,887 21,456 27,512: 15,857 9,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -15: -926 -846 0 156 758 -770 -88: 755 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 36.5 0.0 23.6 37.2 57.5 73.7: 42.5 26.3
Old : 100.0: 33.9 36.5 0.0 23.6 37.2 57.5 73.7: 42.5 26.3
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 : 33: 10 9 0 5 11 15 20:
Old : 33: 10 9 0 5 11 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 44.0 48.2 57.5 33.0 44.0 47.8 57.5
Old : 33.0 44.0 48.2 57.5 33.0 44.0 47.8 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 2, 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 : 209,964: 137,986 2,121 730 62,153 204,581 200,869 207,432: 9,095 2,532
Old : 209,964: 137,986 2,121 730 62,153 204,581 200,869 207,432: 9,095 2,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -10,071: -9,259 -3,868 114 -1,145 -6,427 -10,290 -10,181: 219 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 1.0 0.3 29.6 97.4 95.7 98.8: 4.3 1.2
Old : 100.0: 65.7 1.0 0.3 29.6 97.4 95.7 98.8: 4.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 96 7 5 15 22 113 34:
Old : 140: 96 7 5 15 22 113 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 68.0 63.6 86.2 46.8 68.0 62.8 86.2
Old : 46.8 68.0 63.6 86.2 46.8 68.0 62.8 86.2
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, October 2, 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 : 177,746: 64,726 34,632 86 69,344 125,480 134,156 160,198: 43,590 17,548
Old : 177,746: 64,726 34,632 86 69,344 125,480 134,156 160,198: 43,590 17,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 5,643: 3,917 960 -49 1,677 3,891 5,545 4,802: 98 841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 19.5 0.0 39.0 70.6 75.5 90.1: 24.5 9.9
Old : 100.0: 36.4 19.5 0.0 39.0 70.6 75.5 90.1: 24.5 9.9
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: 38 24 3 16 33 55 59:
Old : 105: 38 24 3 16 33 55 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 : 40.8 33.8 50.1 52.0 37.1 32.6 44.6 48.8
Old : 40.8 33.8 50.1 52.0 37.1 32.6 44.6 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 2, 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 : 141,693: 52,696 23,361 12 62,717 85,238 115,425 108,611: 26,268 33,082
Old : 141,693: 52,696 23,361 12 62,717 85,238 115,425 108,611: 26,268 33,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 4,001: 5,378 -2,846 2 -2,337 8,526 3,043 5,682: 958 -1,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 16.5 0.0 44.3 60.2 81.5 76.7: 18.5 23.3
Old : 100.0: 37.2 16.5 0.0 44.3 60.2 81.5 76.7: 18.5 23.3
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 : 93: 25 30 2 19 25 46 55:
Old : 93: 25 30 2 19 25 46 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 34.2 59.2 49.5 47.6 34.1 59.2 49.4
Old : 47.6 34.2 59.2 49.5 47.6 34.1 59.2 49.4
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, October 2, 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 : 217,516: 48,335 98,600 2,395 123,654 64,024 174,384 165,019: 43,132 52,497
Old : 217,516: 48,335 98,600 2,395 123,654 64,024 174,384 165,019: 43,132 52,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -847: -5,010 -4,983 701 4,000 4,094 -309 -188: -538 -659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 45.3 1.1 56.8 29.4 80.2 75.9: 19.8 24.1
Old : 100.0: 22.2 45.3 1.1 56.8 29.4 80.2 75.9: 19.8 24.1
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 : 184: 48 55 12 50 53 103 115:
Old : 184: 48 55 12 50 53 103 115:
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 : 23.3 21.4 35.1 28.9 21.1 21.4 32.8 28.9
Old : 23.3 21.4 35.1 28.9 21.1 21.4 32.8 28.9
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 - Futures Only, October 2, 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 : 34,171: 25,298 3,917 226 3,456 28,120 28,980 32,263: 5,191 1,908
Old : 34,171: 25,298 3,917 226 3,456 28,120 28,980 32,263: 5,191 1,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 1,384: 1,909 493 96 -517 609 1,488 1,198: -104 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 11.5 0.7 10.1 82.3 84.8 94.4: 15.2 5.6
Old : 100.0: 74.0 11.5 0.7 10.1 82.3 84.8 94.4: 15.2 5.6
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 : 55: 28 12 1 4 12 32 25:
Old : 55: 28 12 1 4 12 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 : 48.3 68.8 67.0 80.8 48.3 68.8 67.0 80.8
Old : 48.3 68.8 67.0 80.8 48.3 68.8 67.0 80.8
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, October 2, 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 : 8,041,081: 1,475,022 497,505 1,204,578 4,463,732 5,419,822 7,143,332 7,121,905: 897,749 919,176
Old : 8,041,081: 1,475,022 497,505 1,204,578 4,463,732 5,419,822 7,143,332 7,121,905: 897,749 919,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -136,182: -113,095 43,546 -90,679 18,237 -48,362 -185,537 -95,495: 49,355 -40,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 6.2 15.0 55.5 67.4 88.8 88.6: 11.2 11.4
Old : 100.0: 18.3 6.2 15.0 55.5 67.4 88.8 88.6: 11.2 11.4
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 : 235: 64 29 75 117 126 217 205:
Old : 235: 64 29 75 117 126 217 205:
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 : 24.0 25.1 36.8 38.0 19.3 22.0 27.8 28.3
Old : 24.0 25.1 36.8 38.0 19.3 22.0 27.8 28.3
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, October 2, 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 : 777,618: 101,055 79,705 15,731 548,690 603,920 665,476 699,356: 112,142 78,262
Old : 777,618: 101,055 79,705 15,731 548,690 603,920 665,476 699,356: 112,142 78,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 23,153: 4,611 9,652 1,045 22,717 13,206 28,373 23,904: -5,220 -751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.2 2.0 70.6 77.7 85.6 89.9: 14.4 10.1
Old : 100.0: 13.0 10.2 2.0 70.6 77.7 85.6 89.9: 14.4 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 545: 116 92 41 224 227 360 340:
Old : 545: 116 92 41 224 227 360 340:
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 17.7 25.0 27.9 12.9 17.4 21.6 27.4
Old : 15.5 17.7 25.0 27.9 12.9 17.4 21.6 27.4
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, October 2, 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 : 192,396: 9,122 12,096 302 123,264 144,480 132,688 156,878: 59,708 35,518
Old : 192,396: 9,122 12,096 302 123,264 144,480 132,688 156,878: 59,708 35,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 4,195: 1,732 4,617 40 3,599 832 5,371 5,489: -1,176 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 6.3 0.2 64.1 75.1 69.0 81.5: 31.0 18.5
Old : 100.0: 4.7 6.3 0.2 64.1 75.1 69.0 81.5: 31.0 18.5
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 : 95: 9 8 3 48 46 59 55:
Old : 95: 9 8 3 48 46 59 55:
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 : 24.6 30.7 33.1 43.8 22.4 30.7 30.9 43.8
Old : 24.6 30.7 33.1 43.8 22.4 30.7 30.9 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, October 2, 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 : 2,926,111: 489,300 367,679 47,511 2,127,130 2,297,199 2,663,941 2,712,389: 262,170 213,722
Old : 2,926,111: 489,300 367,679 47,511 2,127,130 2,297,199 2,663,941 2,712,389: 262,170 213,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 94,790: 27,786 38,565 -8,363 95,588 61,872 115,011 92,074: -20,221 2,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 12.6 1.6 72.7 78.5 91.0 92.7: 9.0 7.3
Old : 100.0: 16.7 12.6 1.6 72.7 78.5 91.0 92.7: 9.0 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 : 516: 115 89 36 203 207 335 315:
Old : 516: 115 89 36 203 207 335 315:
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 : 18.1 18.3 29.8 30.0 16.7 18.1 26.1 29.7
Old : 18.1 18.3 29.8 30.0 16.7 18.1 26.1 29.7
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, October 2, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 118,643: 18,378 3,728 1,652 85,521 110,968 105,551 116,348: 13,092 2,295
Old : 118,643: 18,378 3,728 1,652 85,521 110,968 105,551 116,348: 13,092 2,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 2,004: -1,102 130 1,430 1,956 608 2,284 2,168: -280 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 3.1 1.4 72.1 93.5 89.0 98.1: 11.0 1.9
Old : 100.0: 15.5 3.1 1.4 72.1 93.5 89.0 98.1: 11.0 1.9
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 : 106: 19 4 1 57 39 76 44:
Old : 106: 19 4 1 57 39 76 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 : 34.2 41.2 48.1 62.0 33.3 41.2 46.0 62.0
Old : 34.2 41.2 48.1 62.0 33.3 41.2 46.0 62.0
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, October 2, 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 : 82,519: 26,472 5,517 1,205 48,259 73,010 75,936 79,732: 6,583 2,786
Old : 82,519: 26,472 5,517 1,205 48,259 73,010 75,936 79,732: 6,583 2,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 471: -2,040 1,690 547 2,580 -2,064 1,087 172: -616 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 6.7 1.5 58.5 88.5 92.0 96.6: 8.0 3.4
Old : 100.0: 32.1 6.7 1.5 58.5 88.5 92.0 96.6: 8.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 80 22 11 71 70 155 99:
Old : 225: 80 22 11 71 70 155 99:
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 : 30.0 47.7 41.8 59.5 30.0 47.6 40.5 59.5
Old : 30.0 47.7 41.8 59.5 30.0 47.6 40.5 59.5
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, October 2, 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 : 412,593: 132,359 27,586 6,026 241,293 365,049 379,678 398,661: 32,915 13,932
Old : 412,593: 132,359 27,586 6,026 241,293 365,049 379,678 398,661: 32,915 13,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 2,356: -10,201 8,449 2,735 12,900 -10,322 5,434 862: -3,078 1,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 6.7 1.5 58.5 88.5 92.0 96.6: 8.0 3.4
Old : 100.0: 32.1 6.7 1.5 58.5 88.5 92.0 96.6: 8.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 80 22 11 71 70 155 99:
Old : 225: 80 22 11 71 70 155 99:
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 : 30.0 47.7 41.8 59.5 30.0 47.6 40.5 59.5
Old : 30.0 47.7 41.8 59.5 30.0 47.6 40.5 59.5
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, October 2, 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 : 162,699: 98,600 34,857 736 31,880 107,076 131,216 142,669: 31,483 20,030
Old : 162,699: 98,600 34,857 736 31,880 107,076 131,216 142,669: 31,483 20,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -16,187: -20,544 5,275 562 7,317 -20,071 -12,665 -14,234: -3,522 -1,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 21.4 0.5 19.6 65.8 80.6 87.7: 19.4 12.3
Old : 100.0: 60.6 21.4 0.5 19.6 65.8 80.6 87.7: 19.4 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 : 95: 33 24 5 17 26 51 54:
Old : 95: 33 24 5 17 26 51 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 47.6 59.5 61.4 45.1 47.2 59.4 60.9
Old : 45.2 47.6 59.5 61.4 45.1 47.2 59.4 60.9
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, October 2, 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 : 20,484: 2,249 2,642 127 11,976 7,070 14,352 9,839: 6,132 10,645
Old : 20,484: 2,249 2,642 127 11,976 7,070 14,352 9,839: 6,132 10,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -289: 929 -1,642 127 -179 523 877 -992: -1,166 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.9 0.6 58.5 34.5 70.1 48.0: 29.9 52.0
Old : 100.0: 11.0 12.9 0.6 58.5 34.5 70.1 48.0: 29.9 52.0
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 : 28: 5 3 1 17 7 23 10:
Old : 28: 5 3 1 17 7 23 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 : 34.0 38.8 47.8 47.4 34.0 38.8 47.8 46.5
Old : 34.0 38.8 47.8 47.4 34.0 38.8 47.8 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 2, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 32,548: 5,526 6,453 189 20,850 17,622 26,565 24,264: 5,983 8,284
Old : 32,548: 5,526 6,453 189 20,850 17,622 26,565 24,264: 5,983 8,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: 3,586: -1,067 3,202 -130 4,290 2,104 3,093 5,176: 493 -1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 19.8 0.6 64.1 54.1 81.6 74.5: 18.4 25.5
Old : 100.0: 17.0 19.8 0.6 64.1 54.1 81.6 74.5: 18.4 25.5
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: 10 9 2 21 19 32 29:
Old : 53: 10 9 2 21 19 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 36.0 48.0 51.3 29.9 36.0 44.7 51.3
Old : 32.7 36.0 48.0 51.3 29.9 36.0 44.7 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, October 2, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 9,296: 5,857 991 0 2,390 8,127 8,247 9,118: 1,049 178
Old : 9,296: 5,857 991 0 2,390 8,127 8,247 9,118: 1,049 178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -1,179: -23 -386 0 -858 -708 -881 -1,094: -298 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 10.7 0.0 25.7 87.4 88.7 98.1: 11.3 1.9
Old : 100.0: 63.0 10.7 0.0 25.7 87.4 88.7 98.1: 11.3 1.9
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 : 20: 10 2 0 6 2 16 4:
Old : 20: 10 2 0 6 2 16 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 98.1 71.4 98.1 56.3 98.1 71.4 98.1
Old : 56.3 98.1 71.4 98.1 56.3 98.1 71.4 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2012