MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 9, 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 : 25,248: 4,863 4,455 796 13,966 16,387 19,625 21,638: 5,623 3,610
Old : 25,248: 4,863 4,455 796 13,966 16,387 19,625 21,638: 5,623 3,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -3,797: -577 -131 -388 -3,314 -3,547 -4,279 -4,066: 482 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 17.6 3.2 55.3 64.9 77.7 85.7: 22.3 14.3
Old : 100.0: 19.3 17.6 3.2 55.3 64.9 77.7 85.7: 22.3 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 19 13 13 25 22 51 41:
Old : 72: 19 13 13 25 22 51 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 45.7 47.3 59.9 34.1 45.3 47.2 58.5
Old : 34.1 45.7 47.3 59.9 34.1 45.3 47.2 58.5
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 9, 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 : 222,585: 71,390 59,017 48,864 78,521 80,582 198,775 188,463: 23,810 34,122
Old : 221,501: 71,101 58,924 48,676 78,315 80,050 198,092 187,650: 23,409 33,851
Other: 1,084: 470 274 7 206 532 683 813: 401 271
: : :
: : Changes in Commitments from: October 2, 2012 :
: -668: 212 -5,284 -389 -247 1,707 -424 -3,966: -244 3,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 26.5 22.0 35.3 36.2 89.3 84.7: 10.7 15.3
Old : 100.0: 32.1 26.6 22.0 35.4 36.1 89.4 84.7: 10.6 15.3
Other: 100.0: 43.4 25.3 0.6 19.0 49.1 63.0 75.0: 37.0 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 84 86 97 48 72 197 208:
Old : 277: 85 85 94 47 72 193 208:
Other: 37: 12 6 1 5 14 18 20:
:----------------------------------------------------------------------------------------------------
: 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 14.4 28.5 23.3 15.1 12.0 26.2 18.7
Old : 15.6 14.5 28.7 23.4 15.2 12.0 26.3 18.8
Other: 47.0 44.2 56.2 60.0 47.0 43.5 56.2 59.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 9, 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 : 278,398: 86,710 79,452 40,187 124,407 116,884 251,304 236,523: 27,094 41,875
Old : 278,398: 86,710 79,452 40,187 124,407 116,884 251,304 236,523: 27,094 41,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -9,032: 378 1,827 -6,770 -91 -2,736 -6,483 -7,679: -2,549 -1,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 28.5 14.4 44.7 42.0 90.3 85.0: 9.7 15.0
Old : 100.0: 31.1 28.5 14.4 44.7 42.0 90.3 85.0: 9.7 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 : 380: 86 118 114 89 130 248 309:
Old : 380: 86 118 114 89 130 248 309:
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 : 20.5 11.5 34.6 19.0 20.4 11.4 34.5 18.3
Old : 20.5 11.5 34.6 19.0 20.4 11.4 34.5 18.3
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 9, 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 : 7,116: 3,048 2,599 225 2,387 2,834 5,660 5,658: 1,456 1,458
Old : 7,116: 3,048 2,599 225 2,387 2,834 5,660 5,658: 1,456 1,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 144: -54 379 119 195 -141 260 357: -116 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 36.5 3.2 33.5 39.8 79.5 79.5: 20.5 20.5
Old : 100.0: 42.8 36.5 3.2 33.5 39.8 79.5 79.5: 20.5 20.5
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: 31 18 8 21 23 58 45:
Old : 79: 31 18 8 21 23 58 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 : 32.2 26.0 47.7 45.6 32.2 26.0 45.7 43.6
Old : 32.2 26.0 47.7 45.6 32.2 26.0 45.7 43.6
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 9, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,270: 7,060 9,595 4,815 10,974 4,222 22,849 18,632: 6,421 10,638
Old : 29,270: 7,060 9,595 4,815 10,974 4,222 22,849 18,632: 6,421 10,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -1,075: -151 571 -895 -8 -400 -1,054 -724: -21 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 32.8 16.5 37.5 14.4 78.1 63.7: 21.9 36.3
Old : 100.0: 24.1 32.8 16.5 37.5 14.4 78.1 63.7: 21.9 36.3
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 : 142: 22 57 35 42 30 88 108:
Old : 142: 22 57 35 42 30 88 108:
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 11.7 29.8 19.1 15.6 9.9 28.3 14.9
Old : 17.1 11.7 29.8 19.1 15.6 9.9 28.3 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, October 9, 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 : 4,598: 112 1,258 83 3,940 3,131 4,135 4,472: 463 126
Old : 4,598: 112 1,258 83 3,940 3,131 4,135 4,472: 463 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -1,385: -136 -452 0 -1,159 -897 -1,295 -1,349: -90 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 27.4 1.8 85.7 68.1 89.9 97.3: 10.1 2.7
Old : 100.0: 2.4 27.4 1.8 85.7 68.1 89.9 97.3: 10.1 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 : 28: 5 7 8 12 10 20 22:
Old : 28: 5 7 8 12 10 20 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 : 74.9 65.1 83.9 83.9 74.1 64.4 82.1 82.9
Old : 74.9 65.1 83.9 83.9 74.1 64.4 82.1 82.9
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 9, 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 : 87,888: 7,824 5,072 2,326 77,236 80,048 87,386 87,446: 502 442
Old : 87,888: 7,824 5,072 2,326 77,236 80,048 87,386 87,446: 502 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 300: -48 0 0 342 330 294 330: 6 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.8 2.6 87.9 91.1 99.4 99.5: 0.6 0.5
Old : 100.0: 8.9 5.8 2.6 87.9 91.1 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 67.5 88.6 83.6 60.3 59.1 68.9 66.9
Old : 73.2 67.5 88.6 83.6 60.3 59.1 68.9 66.9
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 9, 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 : 192,593: 106,300 10,672 709 40,463 162,272 147,472 173,653: 45,121 18,940
Old : 192,593: 106,300 10,672 709 40,463 162,272 147,472 173,653: 45,121 18,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -4,302: -6,406 -858 88 2,113 -5,243 -4,205 -6,013: -97 1,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 5.5 0.4 21.0 84.3 76.6 90.2: 23.4 9.8
Old : 100.0: 55.2 5.5 0.4 21.0 84.3 76.6 90.2: 23.4 9.8
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 5 23 27 66 49:
Old : 99: 41 18 5 23 27 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 : 43.1 54.2 50.2 72.2 42.9 53.8 50.0 71.9
Old : 43.1 54.2 50.2 72.2 42.9 53.8 50.0 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, October 9, 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 : 35,264: 11,676 11,982 3 9,593 11,342 21,272 23,327: 13,992 11,937
Old : 35,264: 11,676 11,982 3 9,593 11,342 21,272 23,327: 13,992 11,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -2,049: -965 -1,643 3 778 -2,545 -184 -4,185: -1,865 2,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 34.0 0.0 27.2 32.2 60.3 66.1: 39.7 33.9
Old : 100.0: 33.1 34.0 0.0 27.2 32.2 60.3 66.1: 39.7 33.9
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 : 31: 9 8 1 7 9 16 18:
Old : 31: 9 8 1 7 9 16 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 : 33.7 35.7 49.7 50.2 33.7 35.7 49.3 50.2
Old : 33.7 35.7 49.7 50.2 33.7 35.7 49.3 50.2
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 9, 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 : 209,257: 139,392 3,000 480 60,114 202,765 199,986 206,245: 9,271 3,012
Old : 209,257: 139,392 3,000 480 60,114 202,765 199,986 206,245: 9,271 3,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -707: 1,406 879 -250 -2,039 -1,816 -883 -1,187: 176 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 1.4 0.2 28.7 96.9 95.6 98.6: 4.4 1.4
Old : 100.0: 66.6 1.4 0.2 28.7 96.9 95.6 98.6: 4.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 100 8 4 15 21 117 33:
Old : 144: 100 8 4 15 21 117 33:
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 : 45.4 68.0 62.8 86.1 45.4 68.0 62.1 86.1
Old : 45.4 68.0 62.8 86.1 45.4 68.0 62.1 86.1
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 9, 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 : 161,457: 54,190 31,618 306 69,627 111,519 124,123 143,443: 37,334 18,014
Old : 161,457: 54,190 31,618 306 69,627 111,519 124,123 143,443: 37,334 18,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -16,289: -10,536 -3,014 220 283 -13,961 -10,033 -16,755: -6,256 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 19.6 0.2 43.1 69.1 76.9 88.8: 23.1 11.2
Old : 100.0: 33.6 19.6 0.2 43.1 69.1 76.9 88.8: 23.1 11.2
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 : 98: 34 22 5 20 31 55 57:
Old : 98: 34 22 5 20 31 55 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 : 40.5 31.3 49.8 51.6 36.0 30.4 44.2 48.1
Old : 40.5 31.3 49.8 51.6 36.0 30.4 44.2 48.1
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 9, 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 : 127,442: 40,778 27,864 32 66,521 65,634 107,331 93,530: 20,111 33,912
Old : 127,442: 40,778 27,864 32 66,521 65,634 107,331 93,530: 20,111 33,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -14,251: -11,918 4,503 20 3,804 -19,604 -8,094 -15,081: -6,157 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 21.9 0.0 52.2 51.5 84.2 73.4: 15.8 26.6
Old : 100.0: 32.0 21.9 0.0 52.2 51.5 84.2 73.4: 15.8 26.6
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 : 88: 19 31 2 24 22 44 54:
Old : 88: 19 31 2 24 22 44 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 : 49.3 32.5 60.6 46.3 49.3 32.5 60.6 46.3
Old : 49.3 32.5 60.6 46.3 49.3 32.5 60.6 46.3
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, October 9, 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 : 227,541: 39,946 112,516 3,202 142,542 60,144 185,690 175,862: 41,851 51,679
Old : 227,541: 39,946 112,516 3,202 142,542 60,144 185,690 175,862: 41,851 51,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 10,025: -8,389 13,916 807 18,888 -3,880 11,306 10,843: -1,281 -818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 49.4 1.4 62.6 26.4 81.6 77.3: 18.4 22.7
Old : 100.0: 17.6 49.4 1.4 62.6 26.4 81.6 77.3: 18.4 22.7
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 : 170: 39 54 13 49 50 95 110:
Old : 170: 39 54 13 49 50 95 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 27.6 39.9 35.9 26.5 27.6 38.9 35.9
Old : 27.5 27.6 39.9 35.9 26.5 27.6 38.9 35.9
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, October 9, 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 : 20,795: 18,573 532 59 1,429 19,722 20,061 20,313: 734 482
Old : 20,795: 18,573 532 59 1,429 19,722 20,061 20,313: 734 482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 1,707: 1,316 -15,981 31 265 17,624 1,612 1,674: 95 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 2.6 0.3 6.9 94.8 96.5 97.7: 3.5 2.3
Old : 100.0: 89.3 2.6 0.3 6.9 94.8 96.5 97.7: 3.5 2.3
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 : 20: 8 1 1 5 8 13 10:
Old : 20: 8 1 1 5 8 13 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 : 87.3 90.1 93.8 97.4 87.0 90.1 93.5 97.4
Old : 87.3 90.1 93.8 97.4 87.0 90.1 93.5 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, October 9, 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 : 30,497: 21,075 4,365 137 3,857 24,123 25,069 28,625: 5,428 1,872
Old : 30,497: 21,075 4,365 137 3,857 24,123 25,069 28,625: 5,428 1,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -3,674: -4,223 448 -89 401 -3,997 -3,911 -3,638: 237 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 14.3 0.4 12.6 79.1 82.2 93.9: 17.8 6.1
Old : 100.0: 69.1 14.3 0.4 12.6 79.1 82.2 93.9: 17.8 6.1
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 : 53: 25 12 1 5 13 31 25:
Old : 53: 25 12 1 5 13 31 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 : 46.8 65.7 63.1 78.3 46.8 65.7 63.1 78.3
Old : 46.8 65.7 63.1 78.3 46.8 65.7 63.1 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, October 9, 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 : 8,226,008: 1,451,972 480,530 1,326,884 4,519,832 5,470,037 7,298,688 7,277,451: 927,320 948,557
Old : 8,226,008: 1,451,972 480,530 1,326,884 4,519,832 5,470,037 7,298,688 7,277,451: 927,320 948,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 184,927: -23,050 -16,975 122,306 56,100 50,215 155,356 155,546: 29,571 29,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 5.8 16.1 54.9 66.5 88.7 88.5: 11.3 11.5
Old : 100.0: 17.7 5.8 16.1 54.9 66.5 88.7 88.5: 11.3 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 : 234: 63 30 76 117 123 216 205:
Old : 234: 63 30 76 117 123 216 205:
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 : 23.4 24.6 36.1 37.1 18.6 21.9 27.2 27.5
Old : 23.4 24.6 36.1 37.1 18.6 21.9 27.2 27.5
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 9, 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 : 775,286: 95,958 74,078 14,507 553,521 612,720 663,986 701,305: 111,301 73,981
Old : 775,286: 95,958 74,078 14,507 553,521 612,720 663,986 701,305: 111,301 73,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -2,332: -5,097 -5,626 -1,224 4,831 8,800 -1,491 1,949: -841 -4,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 9.6 1.9 71.4 79.0 85.6 90.5: 14.4 9.5
Old : 100.0: 12.4 9.6 1.9 71.4 79.0 85.6 90.5: 14.4 9.5
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 : 560: 123 92 43 230 224 374 339:
Old : 560: 123 92 43 230 224 374 339:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 18.7 24.6 28.9 12.5 18.3 21.2 28.3
Old : 15.2 18.7 24.6 28.9 12.5 18.3 21.2 28.3
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 9, 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 : 194,867: 10,355 6,970 298 124,001 154,133 134,654 161,401: 60,213 33,466
Old : 194,867: 10,355 6,970 298 124,001 154,133 134,654 161,401: 60,213 33,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 2,471: 1,233 -5,126 -4 737 9,653 1,966 4,523: 505 -2,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 3.6 0.2 63.6 79.1 69.1 82.8: 30.9 17.2
Old : 100.0: 5.3 3.6 0.2 63.6 79.1 69.1 82.8: 30.9 17.2
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 : 98: 10 8 3 48 48 60 57:
Old : 98: 10 8 3 48 48 60 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 : 24.3 32.2 32.7 45.1 22.0 32.2 30.4 45.1
Old : 24.3 32.2 32.7 45.1 22.0 32.2 30.4 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, October 9, 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 : 2,902,097: 452,432 359,959 46,628 2,147,598 2,292,933 2,646,658 2,699,520: 255,439 202,577
Old : 2,902,097: 452,432 359,959 46,628 2,147,598 2,292,933 2,646,658 2,699,520: 255,439 202,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -24,014: -36,868 -7,720 -883 20,468 -4,266 -17,283 -12,869: -6,731 -11,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 12.4 1.6 74.0 79.0 91.2 93.0: 8.8 7.0
Old : 100.0: 15.6 12.4 1.6 74.0 79.0 91.2 93.0: 8.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 533: 122 91 38 212 203 352 314:
Old : 533: 122 91 38 212 203 352 314:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 18.5 29.3 30.6 16.5 18.2 25.4 30.3
Old : 17.7 18.5 29.3 30.6 16.5 18.2 25.4 30.3
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 9, 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 : 113,505: 16,206 3,407 263 84,869 107,125 101,338 110,795: 12,167 2,710
Old : 113,505: 16,206 3,407 263 84,869 107,125 101,338 110,795: 12,167 2,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -5,138: -2,172 -321 -1,389 -652 -3,843 -4,213 -5,553: -925 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 3.0 0.2 74.8 94.4 89.3 97.6: 10.7 2.4
Old : 100.0: 14.3 3.0 0.2 74.8 94.4 89.3 97.6: 10.7 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 : 101: 17 3 1 55 39 72 43:
Old : 101: 17 3 1 55 39 72 43:
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 41.4 47.6 62.8 34.2 41.4 46.6 62.8
Old : 34.2 41.4 47.6 62.8 34.2 41.4 46.6 62.8
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 9, 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 : 79,758: 24,405 7,864 1,194 47,989 67,889 73,588 76,947: 6,171 2,812
Old : 79,758: 24,405 7,864 1,194 47,989 67,889 73,588 76,947: 6,171 2,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -2,760: -2,067 2,347 -11 -270 -5,121 -2,348 -2,785: -412 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 9.9 1.5 60.2 85.1 92.3 96.5: 7.7 3.5
Old : 100.0: 30.6 9.9 1.5 60.2 85.1 92.3 96.5: 7.7 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 : 247: 75 37 12 75 77 155 121:
Old : 247: 75 37 12 75 77 155 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 46.5 41.7 58.1 30.6 46.5 40.8 57.5
Old : 30.7 46.5 41.7 58.1 30.6 46.5 40.8 57.5
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 9, 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 : 398,792: 122,025 39,319 5,969 239,944 339,446 367,938 384,734: 30,854 14,058
Old : 398,792: 122,025 39,319 5,969 239,944 339,446 367,938 384,734: 30,854 14,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -13,801: -10,334 11,733 -57 -1,349 -25,603 -11,740 -13,927: -2,061 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 9.9 1.5 60.2 85.1 92.3 96.5: 7.7 3.5
Old : 100.0: 30.6 9.9 1.5 60.2 85.1 92.3 96.5: 7.7 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 : 247: 75 37 12 75 77 155 121:
Old : 247: 75 37 12 75 77 155 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 46.5 41.7 58.1 30.6 46.5 40.8 57.5
Old : 30.7 46.5 41.7 58.1 30.6 46.5 40.8 57.5
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 9, 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 : 162,802: 78,524 38,710 723 55,002 99,021 134,249 138,454: 28,553 24,348
Old : 162,802: 78,524 38,710 723 55,002 99,021 134,249 138,454: 28,553 24,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 103: -20,076 3,853 -13 23,122 -8,055 3,033 -4,215: -2,930 4,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 23.8 0.4 33.8 60.8 82.5 85.0: 17.5 15.0
Old : 100.0: 48.2 23.8 0.4 33.8 60.8 82.5 85.0: 17.5 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 : 97: 27 30 5 18 29 46 63:
Old : 97: 27 30 5 18 29 46 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 46.6 58.5 59.8 43.5 46.1 58.4 59.3
Old : 43.6 46.6 58.5 59.8 43.5 46.1 58.4 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 9, 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 : 20,785: 2,489 2,224 0 12,380 7,428 14,869 9,652: 5,916 11,133
Old : 20,785: 2,489 2,224 0 12,380 7,428 14,869 9,652: 5,916 11,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 301: 240 -418 -127 404 358 517 -187: -216 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 10.7 0.0 59.6 35.7 71.5 46.4: 28.5 53.6
Old : 100.0: 12.0 10.7 0.0 59.6 35.7 71.5 46.4: 28.5 53.6
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 : 32: 6 3 0 18 8 24 11:
Old : 32: 6 3 0 18 8 24 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 38.3 46.7 44.8 33.5 38.3 46.7 44.8
Old : 33.5 38.3 46.7 44.8 33.5 38.3 46.7 44.8
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 9, 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 : 34,541: 4,182 6,405 70 24,649 18,657 28,901 25,132: 5,640 9,409
Old : 34,541: 4,182 6,405 70 24,649 18,657 28,901 25,132: 5,640 9,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 1,993: -1,344 -48 -119 3,799 1,035 2,336 868: -343 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 18.5 0.2 71.4 54.0 83.7 72.8: 16.3 27.2
Old : 100.0: 12.1 18.5 0.2 71.4 54.0 83.7 72.8: 16.3 27.2
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 : 53: 10 9 1 23 18 34 27:
Old : 53: 10 9 1 23 18 34 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 : 35.6 36.5 51.6 49.7 33.3 36.5 48.3 47.1
Old : 35.6 36.5 51.6 49.7 33.3 36.5 48.3 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2012