BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 4,040: 50 0 127 3,318 3,581 3,495 3,709: 545 331
Old : 4,040: 50 0 127 3,318 3,581 3,495 3,709: 545 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 710: 1 -2 18 813 764 832 779: -121 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 3.2 82.1 88.6 86.5 91.8: 13.5 8.2
Old : 100.0: 1.2 0.0 3.2 82.1 88.6 86.5 91.8: 13.5 8.2
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 : 23: 2 1 2 17 12 20 14:
Old : 23: 2 1 2 17 12 20 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 : 45.3 74.7 67.5 84.3 43.6 66.9 57.6 69.5
Old : 45.3 74.7 67.5 84.3 43.6 66.9 57.6 69.5
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, 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 : 44,623: 4,860 3,323 10,908 22,335 22,688 38,103 36,919: 6,520 7,704
Old : 44,623: 4,860 3,323 10,908 22,335 22,688 38,103 36,919: 6,520 7,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 621: 39 -77 454 610 -30 1,103 347: -482 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 7.4 24.4 50.1 50.8 85.4 82.7: 14.6 17.3
Old : 100.0: 10.9 7.4 24.4 50.1 50.8 85.4 82.7: 14.6 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 : 78: 23 12 24 37 32 70 58:
Old : 78: 23 12 24 37 32 70 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 28.3 45.4 45.6 29.2 26.7 38.6 38.5
Old : 31.2 28.3 45.4 45.6 29.2 26.7 38.6 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 307,528: 83,764 26,887 108,505 84,885 124,224 277,155 259,616: 30,373 47,912
Old : 299,657: 82,964 27,157 106,390 81,579 119,973 270,933 253,520: 28,724 46,137
Other: 7,870: 1,418 347 1,498 3,306 4,250 6,222 6,095: 1,648 1,775
: : :
: : Changes in Commitments from: November 27, 2012 :
: 10,861: 4,092 -1,236 3,625 2,556 9,300 10,274 11,689: 588 -828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 8.7 35.3 27.6 40.4 90.1 84.4: 9.9 15.6
Old : 100.0: 27.7 9.1 35.5 27.2 40.0 90.4 84.6: 9.6 15.4
Other: 100.0: 18.0 4.4 19.0 42.0 54.0 79.1 77.4: 20.9 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 112 94 131 71 87 265 245:
Old : 321: 108 98 131 67 87 261 245:
Other: 73: 18 11 19 25 34 53 57:
:----------------------------------------------------------------------------------------------------
: 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 12.3 21.7 21.1 10.1 11.2 17.8 17.3
Old : 13.1 12.6 22.2 21.4 10.4 11.4 18.1 17.4
Other: 33.4 22.8 46.6 35.3 31.6 20.1 40.8 30.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 417,236: 97,918 43,549 128,158 154,516 182,874 380,591 354,581: 36,644 62,654
Old : 417,236: 97,918 43,549 128,158 154,516 182,874 380,591 354,581: 36,644 62,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 3,129: 613 1,091 7,930 -4,069 -4,712 4,474 4,308: -1,345 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 10.4 30.7 37.0 43.8 91.2 85.0: 8.8 15.0
Old : 100.0: 23.5 10.4 30.7 37.0 43.8 91.2 85.0: 8.8 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 455: 141 95 174 132 174 365 378:
Old : 455: 141 95 174 132 174 365 378:
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 : 14.0 12.5 24.0 18.9 12.2 11.0 21.5 15.9
Old : 14.0 12.5 24.0 18.9 12.2 11.0 21.5 15.9
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, 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 : 10,905: 4,315 2,061 860 3,018 6,101 8,193 9,023: 2,712 1,883
Old : 10,905: 4,315 2,061 860 3,018 6,101 8,193 9,023: 2,712 1,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -23: -148 -35 132 -354 -370 -370 -274: 348 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 18.9 7.9 27.7 55.9 75.1 82.7: 24.9 17.3
Old : 100.0: 39.6 18.9 7.9 27.7 55.9 75.1 82.7: 24.9 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 : 106: 44 17 11 27 34 79 58:
Old : 106: 44 17 11 27 34 79 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 32.5 35.2 44.1 21.0 32.5 33.8 42.7
Old : 21.0 32.5 35.2 44.1 21.0 32.5 33.8 42.7
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 with Delta-adjusted Options and Futures Combined, 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 : 31,885: 8,699 10,396 6,943 9,453 3,334 25,094 20,672: 6,791 11,213
Old : 31,885: 8,699 10,396 6,943 9,453 3,334 25,094 20,672: 6,791 11,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 2,548: 12 704 688 1,168 212 1,869 1,605: 680 943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 32.6 21.8 29.6 10.5 78.7 64.8: 21.3 35.2
Old : 100.0: 27.3 32.6 21.8 29.6 10.5 78.7 64.8: 21.3 35.2
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 : 152: 35 47 38 51 31 106 104:
Old : 152: 35 47 38 51 31 106 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 15.2 27.9 23.3 12.4 12.0 21.3 18.7
Old : 16.4 15.2 27.9 23.3 12.4 12.0 21.3 18.7
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, 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 : 6,827: 166 1,750 1,130 4,934 3,753 6,230 6,632: 597 195
Old : 6,827: 166 1,750 1,130 4,934 3,753 6,230 6,632: 597 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 73: 52 173 -58 158 -18 152 97: -79 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 25.6 16.6 72.3 55.0 91.3 97.1: 8.7 2.9
Old : 100.0: 2.4 25.6 16.6 72.3 55.0 91.3 97.1: 8.7 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 : 34: 6 9 11 16 12 30 24:
Old : 34: 6 9 11 16 12 30 24:
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 45.2 70.5 67.0 51.8 42.6 60.4 60.5
Old : 58.7 45.2 70.5 67.0 51.8 42.6 60.4 60.5
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, 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 with Delta-adjusted Options and Futures Combined, 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 : 182,509: 65,019 8,043 8,769 66,182 145,444 139,971 162,256: 42,538 20,253
Old : 182,509: 65,019 8,043 8,769 66,182 145,444 139,971 162,256: 42,538 20,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -3,314: -6,465 -1,006 1,316 -1,339 -957 -6,489 -647: 3,175 -2,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 4.4 4.8 36.3 79.7 76.7 88.9: 23.3 11.1
Old : 100.0: 35.6 4.4 4.8 36.3 79.7 76.7 88.9: 23.3 11.1
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 : 98: 46 15 19 23 32 75 60:
Old : 98: 46 15 19 23 32 75 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 44.5 46.1 65.8 34.3 44.5 44.2 65.7
Old : 35.2 44.5 46.1 65.8 34.3 44.5 44.2 65.7
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, 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 : 46,262: 11,722 11,086 25 14,666 24,720 26,413 35,831: 19,849 10,432
Old : 46,262: 11,722 11,086 25 14,666 24,720 26,413 35,831: 19,849 10,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 2,302: 1,978 -2,025 -1 -1,943 7,580 34 5,554: 2,269 -3,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 24.0 0.1 31.7 53.4 57.1 77.5: 42.9 22.5
Old : 100.0: 25.3 24.0 0.1 31.7 53.4 57.1 77.5: 42.9 22.5
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 : 40: 9 9 1 13 18 22 28:
Old : 40: 9 9 1 13 18 22 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 : 33.1 32.3 44.8 48.8 30.8 32.2 40.5 48.7
Old : 33.1 32.3 44.8 48.8 30.8 32.2 40.5 48.7
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, 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 with Delta-adjusted Options and Futures Combined, 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 : 190,031: 64,988 37,316 6,517 76,139 127,429 147,644 171,262: 42,387 18,769
Old : 190,031: 64,988 37,316 6,517 76,139 127,429 147,644 171,262: 42,387 18,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 22,186: 14,012 -2,320 870 1,678 24,494 16,560 23,045: 5,626 -859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 19.6 3.4 40.1 67.1 77.7 90.1: 22.3 9.9
Old : 100.0: 34.2 19.6 3.4 40.1 67.1 77.7 90.1: 22.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 38 26 15 23 34 70 66:
Old : 107: 38 26 15 23 34 70 66:
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 : 41.1 34.6 49.9 50.2 40.9 33.8 49.1 49.4
Old : 41.1 34.6 49.9 50.2 40.9 33.8 49.1 49.4
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 with Delta-adjusted Options and Futures Combined, 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 : 251,546: 19,007 108,403 20,471 194,219 53,272 233,697 182,147: 17,848 69,399
Old : 251,546: 19,007 108,403 20,471 194,219 53,272 233,697 182,147: 17,848 69,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 13,188: -6,871 4,671 3,118 15,749 1,057 11,996 8,847: 1,191 4,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 43.1 8.1 77.2 21.2 92.9 72.4: 7.1 27.6
Old : 100.0: 7.6 43.1 8.1 77.2 21.2 92.9 72.4: 7.1 27.6
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 : 133: 29 62 34 31 28 78 106:
Old : 133: 29 62 34 31 28 78 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 27.3 63.1 35.5 50.4 27.0 61.1 34.2
Old : 52.3 27.3 63.1 35.5 50.4 27.0 61.1 34.2
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, 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 : 280,122: 43,217 83,029 38,786 146,752 95,106 228,755 216,920: 51,367 63,202
Old : 280,122: 43,217 83,029 38,786 146,752 95,106 228,755 216,920: 51,367 63,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 22,870: 8,847 -23,688 11,396 -3,937 32,285 16,306 19,993: 6,564 2,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 29.6 13.8 52.4 34.0 81.7 77.4: 18.3 22.6
Old : 100.0: 15.4 29.6 13.8 52.4 34.0 81.7 77.4: 18.3 22.6
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 : 194: 45 69 56 55 59 133 152:
Old : 194: 45 69 56 55 59 133 152:
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 : 18.0 13.7 28.7 22.0 17.1 13.3 26.3 20.8
Old : 18.0 13.7 28.7 22.0 17.1 13.3 26.3 20.8
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, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 :12,485,140: 1,389,934 620,078 4,310,983 5,834,598 6,463,801 11,535,515 11,394,862: 949,625 1,090,278
Old :12,485,140: 1,389,934 620,078 4,310,983 5,834,598 6,463,801 11,535,515 11,394,862: 949,625 1,090,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 263,715: 108,594 54,100 163,515 -44,367 36,197 227,742 253,813: 35,973 9,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 5.0 34.5 46.7 51.8 92.4 91.3: 7.6 8.7
Old : 100.0: 11.1 5.0 34.5 46.7 51.8 92.4 91.3: 7.6 8.7
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 : 264: 58 56 90 133 137 245 238:
Old : 264: 58 56 90 133 137 245 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 23.7 30.6 33.9 11.6 15.1 18.1 18.1
Old : 19.3 23.7 30.6 33.9 11.6 15.1 18.1 18.1
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, 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 : 995,452: 96,808 73,301 61,811 685,599 740,809 844,218 875,920: 151,235 119,532
Old : 995,452: 96,808 73,301 61,811 685,599 740,809 844,218 875,920: 151,235 119,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 14,178: 5,097 -13,232 4,536 1,081 25,798 10,714 17,102: 3,464 -2,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.4 6.2 68.9 74.4 84.8 88.0: 15.2 12.0
Old : 100.0: 9.7 7.4 6.2 68.9 74.4 84.8 88.0: 15.2 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 : 605: 140 115 122 260 250 461 427:
Old : 605: 140 115 122 260 250 461 427:
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 : 12.2 15.6 20.0 24.0 9.7 13.5 16.4 21.4
Old : 12.2 15.6 20.0 24.0 9.7 13.5 16.4 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 289,969: 13,453 6,980 20,478 186,322 192,606 220,253 220,065: 69,716 69,905
Old : 289,969: 13,453 6,980 20,478 186,322 192,606 220,253 220,065: 69,716 69,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 3,496: 834 -472 3,174 -1,890 2,858 2,118 5,560: 1,378 -2,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.4 7.1 64.3 66.4 76.0 75.9: 24.0 24.1
Old : 100.0: 4.6 2.4 7.1 64.3 66.4 76.0 75.9: 24.0 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 : 119: 17 15 25 72 57 103 84:
Old : 119: 17 15 25 72 57 103 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 22.6 25.7 36.3 14.1 21.6 21.0 30.4
Old : 17.1 22.6 25.7 36.3 14.1 21.6 21.0 30.4
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, 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 : 3,527,417: 440,104 354,932 183,337 2,496,383 2,741,010 3,119,824 3,279,279: 407,593 248,137
Old : 3,527,417: 440,104 354,932 183,337 2,496,383 2,741,010 3,119,824 3,279,279: 407,593 248,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 53,409: 18,487 -66,628 9,641 14,854 114,698 42,981 57,710: 10,427 -4,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 10.1 5.2 70.8 77.7 88.4 93.0: 11.6 7.0
Old : 100.0: 12.5 10.1 5.2 70.8 77.7 88.4 93.0: 11.6 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 560: 129 108 108 236 231 419 393:
Old : 560: 129 108 108 236 231 419 393:
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 : 14.5 18.1 24.6 28.0 13.0 16.7 20.6 26.3
Old : 14.5 18.1 24.6 28.0 13.0 16.7 20.6 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 119,711: 16,905 5,585 70 89,274 110,984 106,249 116,639: 13,462 3,072
Old : 119,711: 16,905 5,585 70 89,274 110,984 106,249 116,639: 13,462 3,072
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 with Delta-adjusted Options and Futures Combined, 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 : 106,646: 12,636 8,741 1,422 81,788 90,028 95,845 100,191: 10,800 6,455
Old : 106,646: 12,636 8,741 1,422 81,788 90,028 95,845 100,191: 10,800 6,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 24,249: 1,870 -2,461 114 18,629 24,395 20,613 22,048: 3,636 2,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 8.2 1.3 76.7 84.4 89.9 93.9: 10.1 6.1
Old : 100.0: 11.8 8.2 1.3 76.7 84.4 89.9 93.9: 10.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 55 38 20 81 81 148 127:
Old : 225: 55 38 20 81 81 148 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 45.4 45.5 56.0 20.6 26.4 27.0 32.0
Old : 32.2 45.4 45.5 56.0 20.6 26.4 27.0 32.0
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 with Delta-adjusted Options and Futures Combined, 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 : 26,266: 277 0 0 22,783 23,421 23,060 23,421: 3,206 2,845
Old : 26,266: 277 0 0 22,783 23,421 23,060 23,421: 3,206 2,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,683: -369 -736 0 -1,778 -1,840 -2,147 -2,576: 464 893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 86.7 89.2 87.8 89.2: 12.2 10.8
Old : 100.0: 1.1 0.0 0.0 86.7 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 87.9 61.7 81.4 81.5 87.4
Old : 61.7 81.4 81.5 87.9 61.7 81.4 81.5 87.4
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, 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 : 401,898: 63,179 45,092 5,723 295,023 333,035 363,926 383,849: 37,973 18,049
Old : 401,898: 63,179 45,092 5,723 295,023 333,035 363,926 383,849: 37,973 18,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -10,084: 9,351 -10,921 -815 -20,772 4,869 -12,237 -6,867: 2,153 -3,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.2 1.4 73.4 82.9 90.6 95.5: 9.4 4.5
Old : 100.0: 15.7 11.2 1.4 73.4 82.9 90.6 95.5: 9.4 4.5
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 : 224: 55 38 20 78 77 145 123:
Old : 224: 55 38 20 78 77 145 123:
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 : 38.8 45.7 48.2 56.0 38.8 45.5 48.2 54.5
Old : 38.8 45.7 48.2 56.0 38.8 45.5 48.2 54.5
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, 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 : 226,420: 135,534 42,992 8,506 43,010 147,905 187,050 199,402: 39,370 27,017
Old : 226,420: 135,534 42,992 8,506 43,010 147,905 187,050 199,402: 39,370 27,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 16,937: 14,054 -2,040 2,696 811 15,944 17,561 16,600: -624 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 19.0 3.8 19.0 65.3 82.6 88.1: 17.4 11.9
Old : 100.0: 59.9 19.0 3.8 19.0 65.3 82.6 88.1: 17.4 11.9
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 : 113: 41 32 21 23 33 75 75:
Old : 113: 41 32 21 23 33 75 75:
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 : 43.0 37.9 57.5 52.0 43.0 37.4 55.6 49.5
Old : 43.0 37.9 57.5 52.0 43.0 37.4 55.6 49.5
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, 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 with Delta-adjusted Options and Futures Combined, 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