BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 3,900: 74 0 167 2,938 3,365 3,179 3,532: 721 367
Old : 3,900: 74 0 167 2,938 3,365 3,179 3,532: 721 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 108: 6 -0 3 54 83 63 86: 45 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 4.3 75.3 86.3 81.5 90.6: 18.5 9.4
Old : 100.0: 1.9 0.0 4.3 75.3 86.3 81.5 90.6: 18.5 9.4
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 3 16 11 19 14:
Old : 21: 2 1 3 16 11 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 69.1 67.6 83.4 41.5 63.5 55.4 68.3
Old : 44.8 69.1 67.6 83.4 41.5 63.5 55.4 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 49,293: 6,491 2,434 11,791 22,922 26,540 41,204 40,765: 8,089 8,528
Old : 49,293: 6,491 2,434 11,791 22,922 26,540 41,204 40,765: 8,089 8,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 1,098: 148 209 438 616 247 1,203 895: -105 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.9 23.9 46.5 53.8 83.6 82.7: 16.4 17.3
Old : 100.0: 13.2 4.9 23.9 46.5 53.8 83.6 82.7: 16.4 17.3
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 : 73: 22 9 21 36 31 66 53:
Old : 73: 22 9 21 36 31 66 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 30.0 44.3 44.9 28.5 29.0 37.5 39.0
Old : 31.6 30.0 44.3 44.9 28.5 29.0 37.5 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 260,178: 71,753 29,681 83,508 81,090 100,956 236,351 214,145: 23,827 46,033
Old : 257,065: 71,363 29,936 82,158 80,461 99,919 233,982 212,014: 23,082 45,051
Other: 3,114: 863 219 876 630 1,037 2,369 2,132: 745 982
: : :
: : Changes in Commitments from: October 23, 2012 :
: -4,297: -598 -1,321 -2,909 -1,093 -1,479 -4,601 -5,709: 303 1,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 11.4 32.1 31.2 38.8 90.8 82.3: 9.2 17.7
Old : 100.0: 27.8 11.6 32.0 31.3 38.9 91.0 82.5: 9.0 17.5
Other: 100.0: 27.7 7.0 28.1 20.2 33.3 76.1 68.5: 23.9 31.5
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 103 91 133 58 74 240 234:
Old : 296: 102 91 133 57 74 239 234:
Other: 50: 16 7 9 10 20 29 33:
:----------------------------------------------------------------------------------------------------
: 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 13.0 25.3 21.0 13.5 11.3 22.5 17.5
Old : 14.3 13.1 25.5 21.0 13.6 11.4 22.7 17.6
Other: 36.4 29.2 56.1 46.0 30.0 19.8 40.1 30.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 380,870: 93,467 52,781 108,004 145,230 164,159 346,702 324,944: 34,168 55,925
Old : 380,870: 93,467 52,781 108,004 145,230 164,159 346,702 324,944: 34,168 55,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 16,185: 653 6,896 6,718 5,266 -509 12,636 13,105: 3,548 3,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 13.9 28.4 38.1 43.1 91.0 85.3: 9.0 14.7
Old : 100.0: 24.5 13.9 28.4 38.1 43.1 91.0 85.3: 9.0 14.7
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 : 420: 115 101 157 122 155 321 356:
Old : 420: 115 101 157 122 155 321 356:
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 : 15.6 12.4 25.8 18.8 13.9 11.1 23.6 16.2
Old : 15.6 12.4 25.8 18.8 13.9 11.1 23.6 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 with Delta-adjusted Options and Futures Combined, October 30, 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 : 10,783: 4,480 2,427 717 3,317 5,848 8,514 8,992: 2,269 1,791
Old : 10,783: 4,480 2,427 717 3,317 5,848 8,514 8,992: 2,269 1,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 1,474: 486 217 155 407 980 1,049 1,352: 425 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 22.5 6.6 30.8 54.2 79.0 83.4: 21.0 16.6
Old : 100.0: 41.6 22.5 6.6 30.8 54.2 79.0 83.4: 21.0 16.6
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 : 104: 42 22 12 30 32 82 57:
Old : 104: 42 22 12 30 32 82 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 : 24.5 28.0 41.6 42.6 22.7 24.0 36.6 36.1
Old : 24.5 28.0 41.6 42.6 22.7 24.0 36.6 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 28,996: 8,109 7,163 6,217 8,179 4,526 22,505 17,907: 6,491 11,090
Old : 28,996: 8,109 7,163 6,217 8,179 4,526 22,505 17,907: 6,491 11,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -2,936: 729 304 -1,622 -1,581 -427 -2,474 -1,745: -462 -1,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 24.7 21.4 28.2 15.6 77.6 61.8: 22.4 38.2
Old : 100.0: 28.0 24.7 21.4 28.2 15.6 77.6 61.8: 22.4 38.2
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 : 143: 33 40 39 47 42 100 109:
Old : 143: 33 40 39 47 42 100 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 12.0 26.0 19.4 14.9 10.1 24.0 15.3
Old : 14.9 12.0 26.0 19.4 14.9 10.1 24.0 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,761: 190 1,399 881 5,005 4,284 6,075 6,564: 686 197
Old : 6,761: 190 1,399 881 5,005 4,284 6,075 6,564: 686 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 143: 20 -5 27 102 129 149 152: -6 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 20.7 13.0 74.0 63.4 89.9 97.1: 10.1 2.9
Old : 100.0: 2.8 20.7 13.0 74.0 63.4 89.9 97.1: 10.1 2.9
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 : 33: 7 8 12 12 12 25 26:
Old : 33: 7 8 12 12 12 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 50.3 70.6 74.4 55.2 48.5 62.3 66.1
Old : 58.7 50.3 70.6 74.4 55.2 48.5 62.3 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 85,252: 7,108 5,072 2,729 74,778 77,023 84,615 84,824: 637 428
Old : 85,252: 7,108 5,072 2,729 74,778 77,023 84,615 84,824: 637 428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -2,999: -1,018 -235 403 -2,346 -3,196 -2,961 -3,028: -38 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 5.9 3.2 87.7 90.3 99.3 99.5: 0.7 0.5
Old : 100.0: 8.3 5.9 3.2 87.7 90.3 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 15 16 17 18:
Old : 22: 2 1 1 15 16 17 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 : 72.3 66.0 88.6 83.0 59.0 57.4 67.8 65.8
Old : 72.3 66.0 88.6 83.0 59.0 57.4 67.8 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 185,758: 87,011 5,883 10,194 46,850 150,642 144,055 166,719: 41,702 19,038
Old : 185,758: 87,011 5,883 10,194 46,850 150,642 144,055 166,719: 41,702 19,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -8,840: -12,138 -1,951 2,338 -815 -7,867 -10,616 -7,481: 1,776 -1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 3.2 5.5 25.2 81.1 77.6 89.8: 22.4 10.2
Old : 100.0: 46.8 3.2 5.5 25.2 81.1 77.6 89.8: 22.4 10.2
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 : 90: 39 14 18 25 29 72 53:
Old : 90: 39 14 18 25 29 72 53:
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 : 38.6 54.6 47.8 70.2 37.5 54.5 46.7 69.4
Old : 38.6 54.6 47.8 70.2 37.5 54.5 46.7 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 38,773: 11,785 9,419 118 10,469 17,343 22,372 26,880: 16,401 11,893
Old : 38,773: 11,785 9,419 118 10,469 17,343 22,372 26,880: 16,401 11,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 923: 1,029 1,024 82 469 -623 1,580 483: -657 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 24.3 0.3 27.0 44.7 57.7 69.3: 42.3 30.7
Old : 100.0: 30.4 24.3 0.3 27.0 44.7 57.7 69.3: 42.3 30.7
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 : 37: 12 8 3 9 12 21 23:
Old : 37: 12 8 3 9 12 21 23:
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 : 32.3 39.0 44.4 50.5 32.2 38.8 43.9 50.2
Old : 32.3 39.0 44.4 50.5 32.2 38.8 43.9 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 with Delta-adjusted Options and Futures Combined, October 30, 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 : 202,456: 130,624 4,615 1,096 62,410 193,779 194,130 199,490: 8,326 2,966
Old : 202,456: 130,624 4,615 1,096 62,410 193,779 194,130 199,490: 8,326 2,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -5,150: -6,056 337 -5 1,199 -5,945 -4,862 -5,613: -288 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 2.3 0.5 30.8 95.7 95.9 98.5: 4.1 1.5
Old : 100.0: 64.5 2.3 0.5 30.8 95.7 95.9 98.5: 4.1 1.5
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 : 127: 78 14 8 18 17 101 37:
Old : 127: 78 14 8 18 17 101 37:
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 69.8 64.1 87.8 48.5 69.6 63.8 87.5
Old : 48.5 69.8 64.1 87.8 48.5 69.6 63.8 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 174,707: 58,175 33,695 5,637 73,796 112,689 137,608 152,021: 37,099 22,686
Old : 174,707: 58,175 33,695 5,637 73,796 112,689 137,608 152,021: 37,099 22,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 8,160: 1,966 -2,598 -441 2,346 13,003 3,871 9,964: 4,289 -1,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 19.3 3.2 42.2 64.5 78.8 87.0: 21.2 13.0
Old : 100.0: 33.3 19.3 3.2 42.2 64.5 78.8 87.0: 21.2 13.0
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: 31 24 12 24 33 62 62:
Old : 97: 31 24 12 24 33 62 62:
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 : 39.8 29.2 50.1 46.3 37.0 27.6 45.7 42.7
Old : 39.8 29.2 50.1 46.3 37.0 27.6 45.7 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 164,494: 19,724 55,991 9,674 121,105 43,971 150,503 109,635: 13,991 54,859
Old : 164,494: 19,724 55,991 9,674 121,105 43,971 150,503 109,635: 13,991 54,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 10,407: -5,964 13,289 259 18,174 -7,183 12,469 6,365: -2,062 4,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 34.0 5.9 73.6 26.7 91.5 66.6: 8.5 33.4
Old : 100.0: 12.0 34.0 5.9 73.6 26.7 91.5 66.6: 8.5 33.4
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 : 103: 19 43 21 29 25 60 77:
Old : 103: 19 43 21 29 25 60 77:
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 : 45.6 22.6 58.7 34.1 45.6 22.3 58.4 33.4
Old : 45.6 22.6 58.7 34.1 45.6 22.3 58.4 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 264,788: 37,690 99,794 25,701 156,161 75,373 219,552 200,868: 45,235 63,920
Old : 264,788: 37,690 99,794 25,701 156,161 75,373 219,552 200,868: 45,235 63,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 4,611: -223 2,527 204 5,492 287 5,473 3,019: -862 1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 37.7 9.7 59.0 28.5 82.9 75.9: 17.1 24.1
Old : 100.0: 14.2 37.7 9.7 59.0 28.5 82.9 75.9: 17.1 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 41 74 54 58 64 134 157:
Old : 200: 41 74 54 58 64 134 157:
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 20.3 34.4 27.5 23.9 20.0 34.0 26.7
Old : 24.3 20.3 34.4 27.5 23.9 20.0 34.0 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 28,703: 18,643 491 59 9,135 27,763 27,837 28,313: 866 390
Old : 28,703: 18,643 491 59 9,135 27,763 27,837 28,313: 866 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 1,007: -129 -5 0 957 1,092 828 1,087: 179 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 1.7 0.2 31.8 96.7 97.0 98.6: 3.0 1.4
Old : 100.0: 65.0 1.7 0.2 31.8 96.7 97.0 98.6: 3.0 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 : 23: 9 1 1 8 9 17 11:
Old : 23: 9 1 1 8 9 17 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 : 84.4 89.5 91.3 96.8 78.1 84.0 83.9 88.9
Old : 84.4 89.5 91.3 96.8 78.1 84.0 83.9 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 31,023: 20,849 4,104 226 5,473 24,721 26,548 29,051: 4,475 1,972
Old : 31,023: 20,849 4,104 226 5,473 24,721 26,548 29,051: 4,475 1,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 1,884: 321 -75 95 1,462 2,005 1,878 2,025: 6 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 13.2 0.7 17.6 79.7 85.6 93.6: 14.4 6.4
Old : 100.0: 67.2 13.2 0.7 17.6 79.7 85.6 93.6: 14.4 6.4
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 : 56: 26 11 1 7 14 33 26:
Old : 56: 26 11 1 7 14 33 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 67.7 70.8 78.0 57.6 67.7 70.8 78.0
Old : 57.6 67.7 70.8 78.0 57.6 67.7 70.8 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,050,985: 1,301,686 438,971 3,969,088 5,857,555 6,605,904 11,128,329 11,013,963: 922,656 1,037,022
Old :12,050,985: 1,301,686 438,971 3,969,088 5,857,555 6,605,904 11,128,329 11,013,963: 922,656 1,037,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 60,532: -83,001 41,153 82,955 71,347 -65,340 71,302 58,768: -10,770 1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 3.6 32.9 48.6 54.8 92.3 91.4: 7.7 8.6
Old : 100.0: 10.8 3.6 32.9 48.6 54.8 92.3 91.4: 7.7 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 65 38 87 130 135 235 230:
Old : 252: 65 38 87 130 135 235 230:
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 : 20.4 23.1 31.0 33.5 12.6 16.3 18.6 19.8
Old : 20.4 23.1 31.0 33.5 12.6 16.3 18.6 19.8
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 with Delta-adjusted Options and Futures Combined, October 30, 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 : 947,313: 99,925 86,878 53,884 669,826 716,269 823,635 857,031: 123,679 90,282
Old : 947,313: 99,925 86,878 53,884 669,826 716,269 823,635 857,031: 123,679 90,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 6,222: 3,869 2,208 -4,938 6,937 5,378 5,868 2,647: 354 3,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 9.2 5.7 70.7 75.6 86.9 90.5: 13.1 9.5
Old : 100.0: 10.5 9.2 5.7 70.7 75.6 86.9 90.5: 13.1 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 : 607: 141 111 112 256 250 452 418:
Old : 607: 141 111 112 256 250 452 418:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 16.1 21.1 25.0 10.5 15.3 18.3 23.7
Old : 12.8 16.1 21.1 25.0 10.5 15.3 18.3 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 272,621: 9,887 9,883 20,087 175,813 200,246 205,788 230,216: 66,834 42,405
Old : 272,621: 9,887 9,883 20,087 175,813 200,246 205,788 230,216: 66,834 42,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 25: -78 -4,460 904 2,343 199 3,169 -3,357: -3,144 3,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 3.6 7.4 64.5 73.5 75.5 84.4: 24.5 15.6
Old : 100.0: 3.6 3.6 7.4 64.5 73.5 75.5 84.4: 24.5 15.6
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 : 119: 21 10 25 69 62 98 89:
Old : 119: 21 10 25 69 62 98 89:
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 : 18.3 25.1 27.7 38.7 15.2 24.2 22.1 32.7
Old : 18.3 25.1 27.7 38.7 15.2 24.2 22.1 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 3,373,460: 459,622 394,411 159,550 2,470,063 2,580,116 3,089,235 3,134,077: 284,226 239,383
Old : 3,373,460: 459,622 394,411 159,550 2,470,063 2,580,116 3,089,235 3,134,077: 284,226 239,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 30,987: -1,725 11,877 -7,751 22,968 25,892 13,492 30,018: 17,494 968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 11.7 4.7 73.2 76.5 91.6 92.9: 8.4 7.1
Old : 100.0: 13.6 11.7 4.7 73.2 76.5 91.6 92.9: 8.4 7.1
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 : 559: 128 107 99 232 226 412 380:
Old : 559: 128 107 99 232 226 412 380:
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 : 15.6 16.6 26.2 27.3 14.4 16.1 22.9 26.8
Old : 15.6 16.6 26.2 27.3 14.4 16.1 22.9 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 113,941: 14,105 3,278 2,259 85,256 105,886 101,620 111,423: 12,321 2,518
Old : 113,941: 14,105 3,278 2,259 85,256 105,886 101,620 111,423: 12,321 2,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 1,231: -744 0 1,471 -592 -89 135 1,382: 1,096 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 2.9 2.0 74.8 92.9 89.2 97.8: 10.8 2.2
Old : 100.0: 12.4 2.9 2.0 74.8 92.9 89.2 97.8: 10.8 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 : 101: 17 3 1 57 37 74 41:
Old : 101: 17 3 1 57 37 74 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 41.1 47.8 63.5 33.7 41.1 44.9 63.4
Old : 34.1 41.1 47.8 63.5 33.7 41.1 44.9 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 76,144: 16,870 7,008 1,413 51,277 64,858 69,560 73,279: 6,584 2,865
Old : 76,144: 16,870 7,008 1,413 51,277 64,858 69,560 73,279: 6,584 2,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 11: -570 -319 -73 959 658 316 266: -305 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 9.2 1.9 67.3 85.2 91.4 96.2: 8.6 3.8
Old : 100.0: 22.2 9.2 1.9 67.3 85.2 91.4 96.2: 8.6 3.8
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 : 216: 58 33 17 73 74 139 116:
Old : 216: 58 33 17 73 74 139 116:
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 50.0 44.7 58.4 33.1 50.0 43.1 57.5
Old : 33.1 50.0 44.7 58.4 33.1 50.0 43.1 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 with Delta-adjusted Options and Futures Combined, October 30, 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 : 380,719: 84,351 35,039 7,064 256,386 324,292 347,801 366,395: 32,918 14,324
Old : 380,719: 84,351 35,039 7,064 256,386 324,292 347,801 366,395: 32,918 14,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 56: -2,851 -1,597 -363 4,793 3,288 1,579 1,328: -1,524 -1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 9.2 1.9 67.3 85.2 91.4 96.2: 8.6 3.8
Old : 100.0: 22.2 9.2 1.9 67.3 85.2 91.4 96.2: 8.6 3.8
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 : 216: 58 33 17 73 74 139 116:
Old : 216: 58 33 17 73 74 139 116:
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 50.0 44.7 58.4 33.1 50.0 43.1 57.5
Old : 33.1 50.0 44.7 58.4 33.1 50.0 43.1 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 with Delta-adjusted Options and Futures Combined, October 30, 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 : 188,883: 90,519 38,834 6,792 57,506 117,763 154,817 163,389: 34,066 25,494
Old : 188,883: 90,519 38,834 6,792 57,506 117,763 154,817 163,389: 34,066 25,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 4,904: 7,020 28 -500 -7,186 5,827 -665 5,355: 5,569 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 20.6 3.6 30.4 62.3 82.0 86.5: 18.0 13.5
Old : 100.0: 47.9 20.6 3.6 30.4 62.3 82.0 86.5: 18.0 13.5
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 : 102: 31 29 19 23 35 64 73:
Old : 102: 31 29 19 23 35 64 73:
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 : 41.7 41.2 59.0 53.0 41.3 40.7 58.6 52.5
Old : 41.7 41.2 59.0 53.0 41.3 40.7 58.6 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 30,071: 7,143 7,312 0 17,403 7,939 24,546 15,251: 5,525 14,820
Old : 30,071: 7,143 7,312 0 17,403 7,939 24,546 15,251: 5,525 14,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 4,436: 3,579 2,767 0 867 111 4,446 2,878: -10 1,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 24.3 0.0 57.9 26.4 81.6 50.7: 18.4 49.3
Old : 100.0: 23.8 24.3 0.0 57.9 26.4 81.6 50.7: 18.4 49.3
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 : 39: 10 5 0 17 9 27 14:
Old : 39: 10 5 0 17 9 27 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 37.1 57.9 46.0 43.9 37.1 57.9 46.0
Old : 43.9 37.1 57.9 46.0 43.9 37.1 57.9 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 33,463: 10,084 6,053 182 17,141 18,868 27,407 25,103: 6,056 8,360
Old : 33,463: 10,084 6,053 182 17,141 18,868 27,407 25,103: 6,056 8,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: 2,018: 3,301 32 -59 -1,101 -505 2,141 -532: -123 2,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 18.1 0.5 51.2 56.4 81.9 75.0: 18.1 25.0
Old : 100.0: 30.1 18.1 0.5 51.2 56.4 81.9 75.0: 18.1 25.0
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 : 58: 13 9 2 23 20 36 31:
Old : 58: 13 9 2 23 20 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 33.7 43.8 47.9 27.5 33.7 39.9 47.7
Old : 30.2 33.7 43.8 47.9 27.5 33.7 39.9 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2012