BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 4,214: 0 61 102 3,459 3,776 3,561 3,939: 652 275 Old : 4,214: 0 61 102 3,459 3,776 3,561 3,939: 652 275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 41: 0 -2 9 28 24 37 32: 4 9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.4 2.4 82.1 89.6 84.5 93.5: 15.5 6.5 Old : 100.0: 0.0 1.4 2.4 82.1 89.6 84.5 93.5: 15.5 6.5 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 : 25: 0 3 2 19 12 21 15: Old : 25: 0 3 2 19 12 21 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 66.2 67.8 83.6 41.8 61.4 59.6 73.5 Old : 47.2 66.2 67.8 83.6 41.8 61.4 59.6 73.5 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, September 18, 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 : 48,573: 5,978 1,831 11,121 23,070 27,428 40,169 40,380: 8,404 8,193 Old : 48,573: 5,978 1,831 11,121 23,070 27,428 40,169 40,380: 8,404 8,193 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 2,401: 471 -40 446 983 1,479 1,900 1,885: 501 516 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 3.8 22.9 47.5 56.5 82.7 83.1: 17.3 16.9 Old : 100.0: 12.3 3.8 22.9 47.5 56.5 82.7 83.1: 17.3 16.9 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 : 79: 27 6 21 39 35 69 59: Old : 79: 27 6 21 39 35 69 59: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.9 32.0 44.7 46.0 29.0 31.6 37.2 40.4 Old : 30.9 32.0 44.7 46.0 29.0 31.6 37.2 40.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 295,310: 79,282 58,585 93,702 93,592 102,581 266,576 254,868: 28,734 40,442 Old : 63,386: 23,490 15,563 20,051 12,216 21,701 55,757 57,315: 7,628 6,070 Other: 231,924: 67,357 54,587 62,085 81,377 80,880 210,819 197,553: 21,106 34,372 : : : : : Changes in Commitments from: September 11, 2012 : : -9,274: -1,464 3,632 -7,882 1,019 -4,207 -8,327 -8,458: -947 -816 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 19.8 31.7 31.7 34.7 90.3 86.3: 9.7 13.7 Old : 100.0: 37.1 24.6 31.6 19.3 34.2 88.0 90.4: 12.0 9.6 Other: 100.0: 29.0 23.5 26.8 35.1 34.9 90.9 85.2: 9.1 14.8 : : : :# Traders : Number of Traders in Each Category : All : 312: 117 92 123 62 78 239 245: Old : 200: 66 57 51 38 59 130 141: Other: 299: 105 95 103 59 72 219 223: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.3 14.3 24.3 23.4 13.0 11.1 21.5 18.0 Old : 18.3 22.6 30.5 36.5 18.0 21.7 26.9 29.1 Other: 16.1 13.6 28.0 23.0 15.6 10.5 25.8 17.4 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 377,085: 99,391 39,510 111,120 135,775 173,115 346,286 323,745: 30,799 53,339 Old : 377,085: 99,391 39,510 111,120 135,775 173,115 346,286 323,745: 30,799 53,339 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -7,403: 3,380 -8,201 2,748 -14,314 212 -8,187 -5,241: 784 -2,162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 10.5 29.5 36.0 45.9 91.8 85.9: 8.2 14.1 Old : 100.0: 26.4 10.5 29.5 36.0 45.9 91.8 85.9: 8.2 14.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 415: 146 86 148 107 149 325 327: Old : 415: 146 86 148 107 149 325 327: 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 : 14.6 13.5 25.5 21.2 13.5 11.6 22.7 17.0 Old : 14.6 13.5 25.5 21.2 13.5 11.6 22.7 17.0 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, September 18, 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 : 8,374: 3,250 2,478 677 2,905 3,814 6,832 6,968: 1,542 1,406 Old : 8,374: 3,250 2,478 677 2,905 3,814 6,832 6,968: 1,542 1,406 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 94: 48 480 -51 146 -344 143 85: -49 9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.8 29.6 8.1 34.7 45.5 81.6 83.2: 18.4 16.8 Old : 100.0: 38.8 29.6 8.1 34.7 45.5 81.6 83.2: 18.4 16.8 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 : 77: 27 17 8 21 24 55 44: Old : 77: 27 17 8 21 24 55 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 : 30.0 30.6 46.6 50.6 29.8 28.1 42.5 43.6 Old : 30.0 30.6 46.6 50.6 29.8 28.1 42.5 43.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 39,124: 6,542 8,669 12,219 12,167 5,419 30,929 26,307: 8,196 12,817 Old : 39,124: 6,542 8,669 12,219 12,167 5,419 30,929 26,307: 8,196 12,817 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -550: -86 174 121 -552 -117 -517 178: -33 -728 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 22.2 31.2 31.1 13.8 79.1 67.2: 20.9 32.8 Old : 100.0: 16.7 22.2 31.2 31.1 13.8 79.1 67.2: 20.9 32.8 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 : 145: 30 48 46 46 42 103 118: Old : 145: 30 48 46 46 42 103 118: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.5 14.0 25.9 24.2 11.9 9.1 19.5 13.0 Old : 14.5 14.0 25.9 24.2 11.9 9.1 19.5 13.0 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, September 18, 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 : 6,803: 221 1,502 510 5,289 4,440 6,021 6,452: 783 352 Old : 6,803: 221 1,502 510 5,289 4,440 6,021 6,452: 783 352 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 140: 28 -6 34 40 127 102 155: 38 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 22.1 7.5 77.7 65.3 88.5 94.8: 11.5 5.2 Old : 100.0: 3.3 22.1 7.5 77.7 65.3 88.5 94.8: 11.5 5.2 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 : 29: 5 7 9 11 11 20 23: Old : 29: 5 7 9 11 11 20 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 : 68.3 56.7 76.8 75.4 67.8 56.2 74.3 74.2 Old : 68.3 56.7 76.8 75.4 67.8 56.2 74.3 74.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 90,222: 8,503 5,363 4,094 77,048 80,495 89,645 89,952: 577 270 Old : 90,222: 8,503 5,363 4,094 77,048 80,495 89,645 89,952: 577 270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -7,128: 1,642 -457 -896 -8,212 -5,656 -7,466 -7,009: 338 -119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 5.9 4.5 85.4 89.2 99.4 99.7: 0.6 0.3 Old : 100.0: 9.4 5.9 4.5 85.4 89.2 99.4 99.7: 0.6 0.3 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 : 25: 3 2 2 15 18 18 22: Old : 25: 3 2 2 15 18 18 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 64.2 86.8 80.2 59.2 55.5 67.8 64.2 Old : 69.3 64.2 86.8 80.2 59.2 55.5 67.8 64.2 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, September 18, 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 : 310,876: 126,424 12,796 17,080 117,761 257,094 261,264 286,969: 49,611 23,907 Old : 310,876: 126,424 12,796 17,080 117,761 257,094 261,264 286,969: 49,611 23,907 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 43,505: 10,148 -107 -6,725 41,591 51,013 45,014 44,181: -1,509 -676 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.7 4.1 5.5 37.9 82.7 84.0 92.3: 16.0 7.7 Old : 100.0: 40.7 4.1 5.5 37.9 82.7 84.0 92.3: 16.0 7.7 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 : 110: 47 23 21 31 35 92 65: Old : 110: 47 23 21 31 35 92 65: 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 48.7 51.1 64.6 28.4 41.3 33.8 50.4 Old : 38.6 48.7 51.1 64.6 28.4 41.3 33.8 50.4 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, September 18, 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 : 39,654: 13,626 18,153 0 10,553 8,738 24,179 26,891: 15,475 12,763 Old : 39,654: 13,626 18,153 0 10,553 8,738 24,179 26,891: 15,475 12,763 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -19,177: 1,978 -2,462 -1,746 -20,596 -13,758 -20,364 -17,966: 1,187 -1,211 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.4 45.8 0.0 26.6 22.0 61.0 67.8: 39.0 32.2 Old : 100.0: 34.4 45.8 0.0 26.6 22.0 61.0 67.8: 39.0 32.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 7 11 0 7 10 14 21: Old : 30: 7 11 0 7 10 14 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 : 40.3 43.0 54.2 53.3 40.2 43.0 53.6 53.3 Old : 40.3 43.0 54.2 53.3 40.2 43.0 53.6 53.3 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, September 18, 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 : 214,921: 140,375 22,228 713 64,559 189,832 205,647 212,773: 9,274 2,148 Old : 214,921: 140,375 22,228 713 64,559 189,832 205,647 212,773: 9,274 2,148 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -94,323: 13,207 17,303 -53,786 -55,561 -57,899 -96,140 -94,382: 1,817 59 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.3 10.3 0.3 30.0 88.3 95.7 99.0: 4.3 1.0 Old : 100.0: 65.3 10.3 0.3 30.0 88.3 95.7 99.0: 4.3 1.0 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 : 126: 82 10 5 15 22 98 36: Old : 126: 82 10 5 15 22 98 36: 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 : 50.4 54.2 67.2 81.0 50.4 54.2 66.5 81.0 Old : 50.4 54.2 67.2 81.0 50.4 54.2 66.5 81.0 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, September 18, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF GBP 62,500) : : : : All : 161,898: 52,222 38,304 5,411 62,800 98,396 120,433 142,111: 41,465 19,787 Old : 161,898: 52,222 38,304 5,411 62,800 98,396 120,433 142,111: 41,465 19,787 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -26,831: 2,519 -15,949 -1,808 -28,091 -6,413 -27,380 -24,170: 548 -2,662 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.3 23.7 3.3 38.8 60.8 74.4 87.8: 25.6 12.2 Old : 100.0: 32.3 23.7 3.3 38.8 60.8 74.4 87.8: 25.6 12.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 105: 36 27 15 23 34 68 67: Old : 105: 36 27 15 23 34 68 67: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 26.6 43.1 44.3 28.8 24.6 37.0 40.7 Old : 33.5 26.6 43.1 44.3 28.8 24.6 37.0 40.7 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, September 18, 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 : 140,530: 41,795 24,511 6,519 67,568 73,861 115,882 104,891: 24,648 35,639 Old : 140,530: 41,795 24,511 6,519 67,568 73,861 115,882 104,891: 24,648 35,639 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -44,694: -19,079 -2,867 189 -18,934 -37,502 -37,824 -40,180: -6,870 -4,514 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 17.4 4.6 48.1 52.6 82.5 74.6: 17.5 25.4 Old : 100.0: 29.7 17.4 4.6 48.1 52.6 82.5 74.6: 17.5 25.4 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 : 92: 26 29 16 25 26 59 63: Old : 92: 26 29 16 25 26 59 63: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 30.1 57.5 42.8 48.3 29.9 57.0 42.2 Old : 48.3 30.1 57.5 42.8 48.3 29.9 57.0 42.2 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, September 18, 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 : 286,380: 46,892 124,563 28,966 163,221 68,300 239,079 221,829: 47,301 64,551 Old : 286,380: 46,892 124,563 28,966 163,221 68,300 239,079 221,829: 47,301 64,551 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -87,541: 3,837 -13,573 -8,776 -82,930 -59,653 -87,870 -82,002: 329 -5,539 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 43.5 10.1 57.0 23.8 83.5 77.5: 16.5 22.5 Old : 100.0: 16.4 43.5 10.1 57.0 23.8 83.5 77.5: 16.5 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 : 196: 45 75 46 52 58 126 150: Old : 196: 45 75 46 52 58 126 150: 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 : 20.7 23.4 33.5 31.3 19.6 23.4 30.9 30.5 Old : 20.7 23.4 33.5 31.3 19.6 23.4 30.9 30.5 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, September 18, 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 : 16,541: 14,673 14,003 28 1,202 2,062 15,903 16,093: 638 448 Old : 16,541: 14,673 14,003 28 1,202 2,062 15,903 16,093: 638 448 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 429: 1,033 238 -50 -566 222 417 410: 12 19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.7 84.7 0.2 7.3 12.5 96.1 97.3: 3.9 2.7 Old : 100.0: 88.7 84.7 0.2 7.3 12.5 96.1 97.3: 3.9 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 8 3 1 5 5 13 9: Old : 21: 8 3 1 5 5 13 9: 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 : 83.5 88.8 91.4 97.1 83.4 88.8 91.2 97.1 Old : 83.5 88.8 91.4 97.1 83.4 88.8 91.2 97.1 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, September 18, 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 : 29,331: 20,402 3,797 129 4,067 23,695 24,598 27,621: 4,733 1,710 Old : 29,331: 20,402 3,797 129 4,067 23,695 24,598 27,621: 4,733 1,710 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 2,179: 6,761 188 -600 -4,048 2,914 2,113 2,502: 66 -323 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.6 12.9 0.4 13.9 80.8 83.9 94.2: 16.1 5.8 Old : 100.0: 69.6 12.9 0.4 13.9 80.8 83.9 94.2: 16.1 5.8 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 : 50: 21 12 1 3 15 25 27: Old : 50: 21 12 1 3 15 25 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.9 63.6 68.4 75.0 51.9 63.6 68.4 75.0 Old : 51.9 63.6 68.4 75.0 51.9 63.6 68.4 75.0 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, September 18, 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 :11,025,794: 1,575,338 443,022 3,400,430 5,182,780 6,222,698 10,158,549 10,066,150: 867,245 959,644 Old :11,025,794: 1,575,338 443,022 3,400,430 5,182,780 6,222,698 10,158,549 10,066,150: 867,245 959,644 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : :-1,862,160: -35,823 -59,896 -1,048,862 -714,224 -730,848 -1,798,909 -1,839,605: -63,251 -22,555 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 4.0 30.8 47.0 56.4 92.1 91.3: 7.9 8.7 Old : 100.0: 14.3 4.0 30.8 47.0 56.4 92.1 91.3: 7.9 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 : 252: 70 34 86 127 133 235 226: Old : 252: 70 34 86 127 133 235 226: 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 : 20.6 22.6 31.1 34.0 13.8 15.7 20.2 20.1 Old : 20.6 22.6 31.1 34.0 13.8 15.7 20.2 20.1 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, September 18, 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 : 1,164,981: 96,610 83,981 80,335 831,618 877,849 1,008,563 1,042,165: 156,418 122,816 Old : 1,164,981: 96,610 83,981 80,335 831,618 877,849 1,008,563 1,042,165: 156,418 122,816 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 135,077: 4,827 -2,170 15,253 118,408 127,781 138,487 140,864: -3,410 -5,787 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 7.2 6.9 71.4 75.4 86.6 89.5: 13.4 10.5 Old : 100.0: 8.3 7.2 6.9 71.4 75.4 86.6 89.5: 13.4 10.5 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 : 609: 137 119 122 272 262 470 443: Old : 609: 137 119 122 272 262 470 443: 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 : 11.5 12.3 18.5 21.5 9.1 7.3 14.8 13.5 Old : 11.5 12.3 18.5 21.5 9.1 7.3 14.8 13.5 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, September 18, 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 : 356,841: 17,747 10,756 21,188 234,386 262,775 273,321 294,720: 83,520 62,121 Old : 356,841: 17,747 10,756 21,188 234,386 262,775 273,321 294,720: 83,520 62,121 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 42,026: 6,146 2,209 -1,254 33,623 55,091 38,515 56,046: 3,511 -14,020 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 3.0 5.9 65.7 73.6 76.6 82.6: 23.4 17.4 Old : 100.0: 5.0 3.0 5.9 65.7 73.6 76.6 82.6: 23.4 17.4 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 : 118: 15 13 23 77 67 105 91: Old : 118: 15 13 23 77 67 105 91: 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 : 16.5 17.2 25.8 30.8 13.6 12.8 19.3 21.2 Old : 16.5 17.2 25.8 30.8 13.6 12.8 19.3 21.2 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, September 18, 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 : 4,040,698: 446,643 418,449 243,403 2,986,160 3,075,369 3,676,205 3,737,221: 364,493 303,477 Old : 4,040,698: 446,643 418,449 243,403 2,986,160 3,075,369 3,676,205 3,737,221: 364,493 303,477 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 465,253: 14,721 -575 61,215 423,924 363,447 499,860 424,088: -34,608 41,165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 10.4 6.0 73.9 76.1 91.0 92.5: 9.0 7.5 Old : 100.0: 11.1 10.4 6.0 73.9 76.1 91.0 92.5: 9.0 7.5 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 : 572: 131 112 109 248 244 430 414: Old : 572: 131 112 109 248 244 430 414: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.2 12.4 22.9 21.5 11.9 9.0 19.5 15.8 Old : 14.2 12.4 22.9 21.5 11.9 9.0 19.5 15.8 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, September 18, 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 : 148,077: 17,088 3,953 0 117,367 139,157 134,455 143,110: 13,621 4,966 Old : 148,077: 17,088 3,953 0 117,367 139,157 134,455 143,110: 13,621 4,966 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 23,928: 504 534 -241 22,081 22,383 22,344 22,676: 1,584 1,252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 2.7 0.0 79.3 94.0 90.8 96.6: 9.2 3.4 Old : 100.0: 11.5 2.7 0.0 79.3 94.0 90.8 96.6: 9.2 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 105: 17 4 0 62 42 79 46: Old : 105: 17 4 0 62 42 79 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.8 39.6 50.6 58.4 26.5 39.6 39.6 52.7 Old : 32.8 39.6 50.6 58.4 26.5 39.6 39.6 52.7 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, September 18, 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 : 149,282: 29,960 3,362 4,569 99,675 131,766 134,204 139,697: 15,078 9,585 Old : 149,282: 29,960 3,362 4,569 99,675 131,766 134,204 139,697: 15,078 9,585 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 31,280: -2,492 -479 2,268 31,984 28,543 31,761 30,332: -480 949 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 2.3 3.1 66.8 88.3 89.9 93.6: 10.1 6.4 Old : 100.0: 20.1 2.3 3.1 66.8 88.3 89.9 93.6: 10.1 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 : 249: 88 24 26 93 90 189 133: Old : 249: 88 24 26 93 90 189 133: 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 : 31.8 43.6 43.2 59.0 19.1 25.6 25.4 34.5 Old : 31.8 43.6 43.2 59.0 19.1 25.6 25.4 34.5 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, September 18, 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 : 27,238: 486 1,661 0 19,197 24,504 19,683 26,165: 7,555 1,073 Old : 27,238: 486 1,661 0 19,197 24,504 19,683 26,165: 7,555 1,073 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 4,481: 245 430 0 4,426 4,026 4,671 4,456: -190 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 6.1 0.0 70.5 90.0 72.3 96.1: 27.7 3.9 Old : 100.0: 1.8 6.1 0.0 70.5 90.0 72.3 96.1: 27.7 3.9 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 : 23: 1 3 0 8 15 9 18: Old : 23: 1 3 0 8 15 9 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 : 61.8 63.0 70.9 80.4 56.8 62.7 62.5 77.2 Old : 61.8 63.0 70.9 80.4 56.8 62.7 62.5 77.2 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, September 18, 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 : 610,216: 153,464 14,600 16,750 402,391 536,308 572,605 567,658: 37,611 42,558 Old : 610,216: 153,464 14,600 16,750 402,391 536,308 572,605 567,658: 37,611 42,558 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 133,999: -10,308 -1,170 7,964 137,792 122,585 135,448 129,379: -1,449 4,620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 2.4 2.7 65.9 87.9 93.8 93.0: 6.2 7.0 Old : 100.0: 25.1 2.4 2.7 65.9 87.9 93.8 93.0: 6.2 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 : 249: 89 24 24 90 88 185 130: Old : 249: 89 24 24 90 88 185 130: 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 : 35.9 44.8 44.7 57.8 23.1 29.9 30.4 40.2 Old : 35.9 44.8 44.7 57.8 23.1 29.9 30.4 40.2 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, September 18, 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 : 189,394: 116,523 46,807 8,044 31,180 111,594 155,746 166,445: 33,647 22,948 Old : 189,394: 116,523 46,807 8,044 31,180 111,594 155,746 166,445: 33,647 22,948 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -42,524: 9,661 9,951 -5,513 -49,550 -44,670 -45,402 -40,232: 2,878 -2,292 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.5 24.7 4.2 16.5 58.9 82.2 87.9: 17.8 12.1 Old : 100.0: 61.5 24.7 4.2 16.5 58.9 82.2 87.9: 17.8 12.1 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 : 106: 38 29 21 22 32 70 72: Old : 106: 38 29 21 22 32 70 72: 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 42.2 58.3 55.0 48.5 41.7 58.3 54.4 Old : 48.5 42.2 58.3 55.0 48.5 41.7 58.3 54.4 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, September 18, 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 : 21,611: 1,964 4,295 0 13,481 6,260 15,445 10,555: 6,166 11,056 Old : 21,611: 1,964 4,295 0 13,481 6,260 15,445 10,555: 6,166 11,056 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -14,093: -1,991 -5,889 -320 -8,855 -1,031 -11,166 -7,240: -2,927 -6,853 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 19.9 0.0 62.4 29.0 71.5 48.8: 28.5 51.2 Old : 100.0: 9.1 19.9 0.0 62.4 29.0 71.5 48.8: 28.5 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 : 27: 6 3 0 16 6 22 9: Old : 27: 6 3 0 16 6 22 9: 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 : 39.3 40.9 52.0 48.5 39.3 40.9 51.7 47.8 Old : 39.3 40.9 52.0 48.5 39.3 40.9 51.7 47.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 28,140: 7,525 3,903 152 14,863 15,314 22,540 19,369: 5,600 8,771 Old : 28,140: 7,525 3,903 152 14,863 15,314 22,540 19,369: 5,600 8,771 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -45,173: -5,665 -5,118 -4,647 -33,468 -4,194 -43,780 -13,959: -1,393 -31,214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 13.9 0.5 52.8 54.4 80.1 68.8: 19.9 31.2 Old : 100.0: 26.7 13.9 0.5 52.8 54.4 80.1 68.8: 19.9 31.2 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 : 45: 12 6 2 19 15 32 22: Old : 45: 12 6 2 19 15 32 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.3 33.4 43.8 50.5 27.0 32.9 39.4 48.0 Old : 30.3 33.4 43.8 50.5 27.0 32.9 39.4 48.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 10,475: 5,880 1,377 0 3,248 8,835 9,128 10,212: 1,347 263 Old : 10,475: 5,880 1,377 0 3,248 8,835 9,128 10,212: 1,347 263 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 825: -176 -145 0 757 1,217 581 1,072: 244 -247 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.1 13.1 0.0 31.0 84.3 87.1 97.5: 12.9 2.5 Old : 100.0: 56.1 13.1 0.0 31.0 84.3 87.1 97.5: 12.9 2.5 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 : 20: 9 3 0 7 2 16 5: Old : 20: 9 3 0 7 2 16 5: 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 : 51.6 96.4 69.2 97.5 49.2 88.2 64.2 89.2 Old : 51.6 96.4 69.2 97.5 49.2 88.2 64.2 89.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2012