BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 4, 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 : 3,408: 89 28 18 2,862 3,007 2,969 3,053: 439 355
Old : 3,408: 89 28 18 2,862 3,007 2,969 3,053: 439 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 711: 27 -5 10 708 692 745 697: -34 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.8 0.5 84.0 88.2 87.1 89.6: 12.9 10.4
Old : 100.0: 2.6 0.8 0.5 84.0 88.2 87.1 89.6: 12.9 10.4
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 : 21: 2 1 1 15 11 17 13:
Old : 21: 2 1 1 15 11 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 76.4 70.3 85.1 43.3 66.8 61.3 70.6
Old : 44.1 76.4 70.3 85.1 43.3 66.8 61.3 70.6
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, December 4, 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 : 24,597: 4,674 4,512 923 14,740 15,751 20,337 21,186: 4,260 3,411
Old : 24,597: 4,674 4,512 923 14,740 15,751 20,337 21,186: 4,260 3,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 235: 410 -90 -63 353 189 700 36: -465 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 18.3 3.8 59.9 64.0 82.7 86.1: 17.3 13.9
Old : 100.0: 19.0 18.3 3.8 59.9 64.0 82.7 86.1: 17.3 13.9
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 : 75: 20 15 14 27 25 52 49:
Old : 75: 20 15 14 27 25 52 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 : 37.7 42.2 51.0 58.9 37.7 41.6 51.0 57.6
Old : 37.7 42.2 51.0 58.9 37.7 41.6 51.0 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 4, 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 : 251,870: 91,347 43,781 57,196 74,537 109,447 223,080 210,424: 28,790 41,446
Old : 245,885: 90,725 43,440 56,468 71,438 105,768 218,631 205,676: 27,254 40,209
Other: 5,985: 1,287 1,006 63 3,099 3,679 4,449 4,748: 1,536 1,237
: : :
: : Changes in Commitments from: November 27, 2012 :
: 6,877: 3,904 -2,023 919 1,597 8,412 6,420 7,308: 457 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 17.4 22.7 29.6 43.5 88.6 83.5: 11.4 16.5
Old : 100.0: 36.9 17.7 23.0 29.1 43.0 88.9 83.6: 11.1 16.4
Other: 100.0: 21.5 16.8 1.1 51.8 61.5 74.3 79.3: 25.7 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 114 78 115 63 84 243 230:
Old : 308: 112 80 113 59 84 237 230:
Other: 68: 14 12 5 21 32 38 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 13.1 23.8 21.8 12.2 12.1 20.6 18.7
Old : 13.3 13.3 24.3 22.3 12.5 12.4 20.9 18.9
Other: 41.6 26.9 56.6 41.6 41.5 26.9 54.2 40.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 4, 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 : 341,044: 98,341 67,727 71,666 137,483 146,700 307,490 286,093: 33,554 54,951
Old : 341,044: 98,341 67,727 71,666 137,483 146,700 307,490 286,093: 33,554 54,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 4,980: 1,018 1,722 6,563 -1,056 -2,397 6,525 5,888: -1,545 -908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 19.9 21.0 40.3 43.0 90.2 83.9: 9.8 16.1
Old : 100.0: 28.8 19.9 21.0 40.3 43.0 90.2 83.9: 9.8 16.1
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 : 415: 113 97 142 99 161 299 342:
Old : 415: 113 97 142 99 161 299 342:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 11.5 28.7 18.1 15.8 10.5 27.2 16.2
Old : 16.6 11.5 28.7 18.1 15.8 10.5 27.2 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,649: 4,322 2,147 683 2,985 5,998 7,990 8,828: 2,659 1,821
Old : 10,649: 4,322 2,147 683 2,985 5,998 7,990 8,828: 2,659 1,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 42: -82 24 132 -355 -368 -305 -212: 347 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 20.2 6.4 28.0 56.3 75.0 82.9: 25.0 17.1
Old : 100.0: 40.6 20.2 6.4 28.0 56.3 75.0 82.9: 25.0 17.1
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 : 104: 43 16 8 24 34 74 56:
Old : 104: 43 16 8 24 34 74 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 33.3 36.0 45.0 21.6 33.3 34.6 43.7
Old : 21.6 33.3 36.0 45.0 21.6 33.3 34.6 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, December 4, 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 : 28,007: 8,615 11,140 4,446 8,895 2,769 21,956 18,355: 6,051 9,652
Old : 28,007: 8,615 11,140 4,446 8,895 2,769 21,956 18,355: 6,051 9,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 2,135: -13 684 466 1,031 200 1,484 1,350: 651 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 39.8 15.9 31.8 9.9 78.4 65.5: 21.6 34.5
Old : 100.0: 30.8 39.8 15.9 31.8 9.9 78.4 65.5: 21.6 34.5
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 : 143: 27 51 28 47 22 93 90:
Old : 143: 27 51 28 47 22 93 90:
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 : 18.7 17.3 31.7 26.1 14.1 13.6 24.3 21.2
Old : 18.7 17.3 31.7 26.1 14.1 13.6 24.3 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, December 4, 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 : 5,146: 276 1,667 261 4,232 3,103 4,769 5,031: 377 115
Old : 5,146: 276 1,667 261 4,232 3,103 4,769 5,031: 377 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 198: 12 131 11 203 65 226 207: -28 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 32.4 5.1 82.2 60.3 92.7 97.8: 7.3 2.2
Old : 100.0: 5.4 32.4 5.1 82.2 60.3 92.7 97.8: 7.3 2.2
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 : 30: 5 8 9 14 10 26 20:
Old : 30: 5 8 9 14 10 26 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 : 68.1 55.2 81.8 77.0 67.5 52.7 78.2 74.1
Old : 68.1 55.2 81.8 77.0 67.5 52.7 78.2 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, December 4, 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 : 79,396: 7,556 5,072 2,729 68,397 71,141 78,682 78,942: 714 454
Old : 79,396: 7,556 5,072 2,729 68,397 71,141 78,682 78,942: 714 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 1,470: 875 0 -90 506 1,452 1,291 1,362: 179 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 6.4 3.4 86.1 89.6 99.1 99.4: 0.9 0.6
Old : 100.0: 9.5 6.4 3.4 86.1 89.6 99.1 99.4: 0.9 0.6
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 : 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 : 68.2 61.9 85.1 80.1 52.9 52.1 63.5 62.5
Old : 68.2 61.9 85.1 80.1 52.9 52.1 63.5 62.5
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, December 4, 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 : 167,343: 66,356 9,285 1,890 58,434 137,757 126,680 148,932: 40,663 18,411
Old : 167,343: 66,356 9,285 1,890 58,434 137,757 126,680 148,932: 40,663 18,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -3,154: -6,307 -999 1,054 -1,289 -528 -6,542 -473: 3,388 -2,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 5.5 1.1 34.9 82.3 75.7 89.0: 24.3 11.0
Old : 100.0: 39.7 5.5 1.1 34.9 82.3 75.7 89.0: 24.3 11.0
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 : 93: 41 15 7 22 30 64 51:
Old : 93: 41 15 7 22 30 64 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 48.6 49.5 71.7 37.3 48.5 47.9 71.6
Old : 38.3 48.6 49.5 71.7 37.3 48.5 47.9 71.6
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, December 4, 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 : 44,798: 11,722 11,086 25 14,333 24,287 26,080 35,398: 18,718 9,400
Old : 44,798: 11,722 11,086 25 14,333 24,287 26,080 35,398: 18,718 9,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 2,031: 1,978 -2,025 -1 -2,157 7,295 -180 5,269: 2,211 -3,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 24.7 0.1 32.0 54.2 58.2 79.0: 41.8 21.0
Old : 100.0: 26.2 24.7 0.1 32.0 54.2 58.2 79.0: 41.8 21.0
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 : 40: 9 9 1 11 18 20 28:
Old : 40: 9 9 1 11 18 20 28:
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 33.1 46.3 50.2 31.8 33.1 41.9 50.2
Old : 34.1 33.1 46.3 50.2 31.8 33.1 41.9 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, December 4, 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 : 190,751: 126,957 7,995 1,962 52,831 178,418 181,750 188,375: 9,001 2,376
Old : 190,751: 126,957 7,995 1,962 52,831 178,418 181,750 188,375: 9,001 2,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 17,591: 25,467 363 140 -9,650 17,150 15,957 17,653: 1,634 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 4.2 1.0 27.7 93.5 95.3 98.8: 4.7 1.2
Old : 100.0: 66.6 4.2 1.0 27.7 93.5 95.3 98.8: 4.7 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 : 130: 78 14 7 18 22 100 41:
Old : 130: 78 14 7 18 22 100 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 : 41.0 67.0 58.8 82.3 41.0 66.7 58.8 81.7
Old : 41.0 67.0 58.8 82.3 41.0 66.7 58.8 81.7
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, December 4, 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 : 178,749: 66,050 38,780 624 71,351 123,690 138,025 163,094: 40,724 15,655
Old : 178,749: 66,050 38,780 624 71,351 123,690 138,025 163,094: 40,724 15,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 21,048: 14,943 -2,049 -231 323 25,100 15,035 22,820: 6,013 -1,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 21.7 0.3 39.9 69.2 77.2 91.2: 22.8 8.8
Old : 100.0: 37.0 21.7 0.3 39.9 69.2 77.2 91.2: 22.8 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 : 105: 40 22 5 20 33 63 57:
Old : 105: 40 22 5 20 33 63 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 : 43.7 36.7 53.0 53.2 43.4 35.9 52.3 52.4
Old : 43.7 36.7 53.0 53.2 43.4 35.9 52.3 52.4
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, December 4, 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 : 220,982: 20,929 111,255 2,476 184,151 42,934 207,556 156,665: 13,426 64,317
Old : 220,982: 20,929 111,255 2,476 184,151 42,934 207,556 156,665: 13,426 64,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 12,852: -6,098 4,762 2,021 15,637 1,791 11,560 8,574: 1,292 4,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 50.3 1.1 83.3 19.4 93.9 70.9: 6.1 29.1
Old : 100.0: 9.5 50.3 1.1 83.3 19.4 93.9 70.9: 6.1 29.1
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 : 125: 22 62 7 28 24 53 90:
Old : 125: 22 62 7 28 24 53 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 30.8 71.4 39.0 57.3 30.8 69.4 38.9
Old : 59.2 30.8 71.4 39.0 57.3 30.8 69.4 38.9
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, December 4, 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 : 217,546: 48,300 81,095 4,540 117,877 78,193 170,717 163,828: 46,829 53,718
Old : 217,546: 48,300 81,095 4,540 117,877 78,193 170,717 163,828: 46,829 53,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 7,312: 12,501 -21,397 798 -12,271 27,577 1,028 6,978: 6,284 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 37.3 2.1 54.2 35.9 78.5 75.3: 21.5 24.7
Old : 100.0: 22.2 37.3 2.1 54.2 35.9 78.5 75.3: 21.5 24.7
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 : 178: 44 57 23 49 51 103 121:
Old : 178: 44 57 23 49 51 103 121:
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 : 21.0 17.3 32.3 27.4 20.2 17.3 31.2 27.4
Old : 21.0 17.3 32.3 27.4 20.2 17.3 31.2 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 34,124: 19,296 3,680 71 13,964 29,735 33,331 33,486: 793 638
Old : 34,124: 19,296 3,680 71 13,964 29,735 33,331 33,486: 793 638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -505: 88 1,712 -109 -601 -2,120 -622 -517: 117 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 10.8 0.2 40.9 87.1 97.7 98.1: 2.3 1.9
Old : 100.0: 56.5 10.8 0.2 40.9 87.1 97.7 98.1: 2.3 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 : 24: 9 4 2 6 6 17 10:
Old : 24: 9 4 2 6 6 17 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 : 89.0 88.4 93.8 97.2 85.9 88.4 90.7 94.5
Old : 89.0 88.4 93.8 97.2 85.9 88.4 90.7 94.5
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 32,167: 23,272 2,184 416 3,771 27,225 27,459 29,825: 4,708 2,342
Old : 32,167: 23,272 2,184 416 3,771 27,225 27,459 29,825: 4,708 2,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 266: 1,619 -759 194 -1,768 253 45 -312: 221 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 6.8 1.3 11.7 84.6 85.4 92.7: 14.6 7.3
Old : 100.0: 72.3 6.8 1.3 11.7 84.6 85.4 92.7: 14.6 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 : 48: 22 7 2 10 13 33 21:
Old : 48: 22 7 2 10 13 33 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 : 48.5 74.1 68.2 82.6 48.5 74.1 68.2 81.7
Old : 48.5 74.1 68.2 82.6 48.5 74.1 68.2 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, December 4, 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 : 8,613,991: 1,485,473 769,606 1,440,792 4,778,604 5,368,562 7,704,869 7,578,960: 909,122 1,035,031
Old : 8,613,991: 1,485,473 769,606 1,440,792 4,778,604 5,368,562 7,704,869 7,578,960: 909,122 1,035,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 88,343: 90,127 36,364 38,316 -76,569 5,661 51,874 80,341: 36,469 8,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 8.9 16.7 55.5 62.3 89.4 88.0: 10.6 12.0
Old : 100.0: 17.2 8.9 16.7 55.5 62.3 89.4 88.0: 10.6 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 53 44 75 121 125 223 206:
Old : 240: 53 44 75 121 125 223 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 24.9 35.0 36.4 16.8 20.8 26.6 25.8
Old : 22.0 24.9 35.0 36.4 16.8 20.8 26.6 25.8
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, December 4, 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 : 851,897: 95,885 70,419 23,351 595,590 654,049 714,826 747,819: 137,071 104,078
Old : 851,897: 95,885 70,419 23,351 595,590 654,049 714,826 747,819: 137,071 104,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 4,391: 4,558 -10,452 1,473 -4,333 16,983 1,698 8,004: 2,693 -3,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 8.3 2.7 69.9 76.8 83.9 87.8: 16.1 12.2
Old : 100.0: 11.3 8.3 2.7 69.9 76.8 83.9 87.8: 16.1 12.2
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 : 563: 123 95 52 241 231 386 357:
Old : 563: 123 95 52 241 231 386 357:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 18.1 22.4 27.6 11.3 15.8 19.2 25.0
Old : 14.2 18.1 22.4 27.6 11.3 15.8 19.2 25.0
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, December 4, 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 : 220,584: 13,632 6,031 2,346 143,694 151,536 159,672 159,913: 60,912 60,671
Old : 220,584: 13,632 6,031 2,346 143,694 151,536 159,672 159,913: 60,912 60,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -3,481: 272 -240 961 -5,525 -1,651 -4,292 -930: 811 -2,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.7 1.1 65.1 68.7 72.4 72.5: 27.6 27.5
Old : 100.0: 6.2 2.7 1.1 65.1 68.7 72.4 72.5: 27.6 27.5
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 : 97: 9 5 5 54 48 66 56:
Old : 97: 9 5 5 54 48 66 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 28.5 30.5 40.8 18.5 28.3 27.6 40.0
Old : 21.0 28.5 30.5 40.8 18.5 28.3 27.6 40.0
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, December 4, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,156,565: 441,953 352,628 74,335 2,259,481 2,512,565 2,775,769 2,939,528: 380,796 217,037
Old : 3,156,565: 441,953 352,628 74,335 2,259,481 2,512,565 2,775,769 2,939,528: 380,796 217,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 39,358: 16,141 -56,350 7,850 5,959 93,170 29,950 44,670: 9,408 -5,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 11.2 2.4 71.6 79.6 87.9 93.1: 12.1 6.9
Old : 100.0: 14.0 11.2 2.4 71.6 79.6 87.9 93.1: 12.1 6.9
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 : 535: 121 94 49 219 210 361 332:
Old : 535: 121 94 49 219 210 361 332:
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 : 16.2 20.2 26.5 31.3 14.5 18.7 23.2 29.4
Old : 16.2 20.2 26.5 31.3 14.5 18.7 23.2 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, December 4, 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 : 119,709: 16,905 5,585 70 89,273 110,983 106,248 116,638: 13,461 3,071
Old : 119,709: 16,905 5,585 70 89,273 110,983 106,248 116,638: 13,461 3,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -512: 1,703 -652 -126 -3,144 385 -1,567 -393: 1,055 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.7 0.1 74.6 92.7 88.8 97.4: 11.2 2.6
Old : 100.0: 14.1 4.7 0.1 74.6 92.7 88.8 97.4: 11.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 16 5 1 52 38 68 44:
Old : 100: 16 5 1 52 38 68 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 : 31.4 40.0 46.5 59.6 31.4 39.9 46.1 59.6
Old : 31.4 40.0 46.5 59.6 31.4 39.9 46.1 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, December 4, 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 : 103,926: 12,665 8,762 451 80,148 88,471 93,264 97,684: 10,662 6,242
Old : 103,926: 12,665 8,762 451 80,148 88,471 93,264 97,684: 10,662 6,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 24,000: 1,892 -2,495 30 18,438 24,334 20,360 21,869: 3,641 2,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.4 0.4 77.1 85.1 89.7 94.0: 10.3 6.0
Old : 100.0: 12.2 8.4 0.4 77.1 85.1 89.7 94.0: 10.3 6.0
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 : 220: 51 37 12 77 80 135 122:
Old : 220: 51 37 12 77 80 135 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 46.6 46.7 56.8 21.1 27.1 27.7 32.9
Old : 33.1 46.6 46.7 56.8 21.1 27.1 27.7 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, December 4, 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 : 26,258: 277 0 0 22,783 23,421 23,060 23,421: 3,198 2,837
Old : 26,258: 277 0 0 22,783 23,421 23,060 23,421: 3,198 2,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,684: -369 -736 0 -1,778 -1,840 -2,147 -2,576: 463 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 86.8 89.2 87.8 89.2: 12.2 10.8
Old : 100.0: 1.1 0.0 0.0 86.8 89.2 87.8 89.2: 12.2 10.8
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 : 20: 1 0 0 11 10 12 10:
Old : 20: 1 0 0 11 10 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 81.4 81.5 88.0 61.7 81.4 81.5 87.5
Old : 61.7 81.4 81.5 88.0 61.7 81.4 81.5 87.5
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, December 4, 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 : 388,338: 63,324 45,197 870 286,824 325,248 351,018 371,315: 37,320 17,023
Old : 388,338: 63,324 45,197 870 286,824 325,248 351,018 371,315: 37,320 17,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -11,289: 9,458 -11,092 -1,236 -21,724 4,566 -13,502 -7,762: 2,213 -3,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.6 0.2 73.9 83.8 90.4 95.6: 9.6 4.4
Old : 100.0: 16.3 11.6 0.2 73.9 83.8 90.4 95.6: 9.6 4.4
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 : 219: 51 37 11 74 76 131 118:
Old : 219: 51 37 11 74 76 131 118:
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 : 40.2 47.3 49.9 57.0 40.2 47.0 49.9 56.4
Old : 40.2 47.3 49.9 57.0 40.2 47.0 49.9 56.4
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, December 4, 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 : 212,072: 136,218 43,989 2,155 36,331 142,205 174,704 188,349: 37,368 23,723
Old : 212,072: 136,218 43,989 2,155 36,331 142,205 174,704 188,349: 37,368 23,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 15,552: 14,032 -1,391 1,575 651 15,345 16,258 15,529: -706 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 20.7 1.0 17.1 67.1 82.4 88.8: 17.6 11.2
Old : 100.0: 64.2 20.7 1.0 17.1 67.1 82.4 88.8: 17.6 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 : 105: 39 28 5 16 31 55 64:
Old : 105: 39 28 5 16 31 55 64:
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 : 45.9 40.5 61.1 55.0 45.9 40.0 59.4 52.7
Old : 45.9 40.5 61.1 55.0 45.9 40.0 59.4 52.7
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, December 4, 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 : 43,623: 12,997 14,896 100 22,473 6,282 35,570 21,278: 8,053 22,345
Old : 43,623: 12,997 14,896 100 22,473 6,282 35,570 21,278: 8,053 22,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 2,440: 857 1,959 100 1,213 -1,881 2,170 178: 270 2,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 34.1 0.2 51.5 14.4 81.5 48.8: 18.5 51.2
Old : 100.0: 29.8 34.1 0.2 51.5 14.4 81.5 48.8: 18.5 51.2
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 : 49: 15 9 1 19 8 34 18:
Old : 49: 15 9 1 19 8 34 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 : 39.0 31.6 54.7 41.4 39.0 31.6 54.7 41.4
Old : 39.0 31.6 54.7 41.4 39.0 31.6 54.7 41.4
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, December 4, 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 : 54,593: 21,094 6,882 190 26,493 30,948 47,777 38,020: 6,816 16,573
Old : 54,593: 21,094 6,882 190 26,493 30,948 47,777 38,020: 6,816 16,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 9,114: 3,733 3,003 1 5,140 70 8,874 3,074: 240 6,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 12.6 0.3 48.5 56.7 87.5 69.6: 12.5 30.4
Old : 100.0: 38.6 12.6 0.3 48.5 56.7 87.5 69.6: 12.5 30.4
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 : 66: 22 7 3 23 25 46 34:
Old : 66: 22 7 3 23 25 46 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 : 32.0 26.7 47.2 42.9 28.3 25.2 41.2 41.3
Old : 32.0 26.7 47.2 42.9 28.3 25.2 41.2 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2012