BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 11, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,503: 0 64 27 3,049 3,155 3,076 3,246: 427 257
Old : 3,503: 0 64 27 3,049 3,155 3,076 3,246: 427 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 83: 0 29 5 77 75 82 109: 1 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.8 87.0 90.1 87.8 92.7: 12.2 7.3
Old : 100.0: 0.0 1.8 0.8 87.0 90.1 87.8 92.7: 12.2 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 : 24: 0 3 2 17 11 19 14:
Old : 24: 0 3 2 17 11 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 65.8 75.8 85.9 44.7 60.6 66.1 73.9
Old : 51.2 65.8 75.8 85.9 44.7 60.6 66.1 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 11, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 25,343: 4,217 3,699 1,125 14,652 17,292 19,994 22,116: 5,349 3,227
Old : 25,343: 4,217 3,699 1,125 14,652 17,292 19,994 22,116: 5,349 3,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -270: -169 -355 52 97 144 -20 -159: -250 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 14.6 4.4 57.8 68.2 78.9 87.3: 21.1 12.7
Old : 100.0: 16.6 14.6 4.4 57.8 68.2 78.9 87.3: 21.1 12.7
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 : 75: 21 13 15 25 24 54 44:
Old : 75: 21 13 15 25 24 54 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 : 36.9 46.5 49.6 61.0 36.9 46.1 49.3 60.0
Old : 36.9 46.5 49.6 61.0 36.9 46.1 49.3 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, September 11, 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 : 249,779: 80,940 68,262 56,438 85,839 91,371 223,217 216,071: 26,562 33,708
Old : 71,822: 37,772 38,674 1,960 24,040 23,331 63,772 63,965: 8,050 7,857
Other: 177,957: 63,261 49,681 34,385 61,799 68,040 159,445 152,106: 18,512 25,851
: : :
: : Changes in Commitments from: September 4, 2012 :
: 14,362: 6,545 5,011 7,313 -1,076 2,246 12,782 14,570: 1,580 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 27.3 22.6 34.4 36.6 89.4 86.5: 10.6 13.5
Old : 100.0: 52.6 53.8 2.7 33.5 32.5 88.8 89.1: 11.2 10.9
Other: 100.0: 35.5 27.9 19.3 34.7 38.2 89.6 85.5: 10.4 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 102 97 118 49 72 220 237:
Old : 223: 68 82 13 33 47 107 136:
Other: 272: 99 75 89 45 65 193 193:
:----------------------------------------------------------------------------------------------------
: 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 15.3 27.0 24.6 14.0 12.9 24.7 20.1
Old : 20.9 22.7 35.7 34.7 20.7 21.3 35.6 33.1
Other: 17.9 15.4 30.2 23.7 16.8 12.1 27.0 19.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 11, 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 : 302,591: 95,069 72,210 48,312 131,924 135,055 275,305 255,577: 27,286 47,014
Old : 302,591: 95,069 72,210 48,312 131,924 135,055 275,305 255,577: 27,286 47,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 9,352: 5,311 -427 -504 2,138 7,382 6,945 6,451: 2,407 2,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 23.9 16.0 43.6 44.6 91.0 84.5: 9.0 15.5
Old : 100.0: 31.4 23.9 16.0 43.6 44.6 91.0 84.5: 9.0 15.5
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 : 389: 117 97 128 75 138 271 304:
Old : 389: 117 97 128 75 138 271 304:
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 : 21.5 10.6 34.7 18.4 18.5 9.6 31.6 16.7
Old : 21.5 10.6 34.7 18.4 18.5 9.6 31.6 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 11, 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 : 8,099: 3,196 2,061 613 2,746 4,061 6,555 6,735: 1,544 1,364
Old : 8,099: 3,196 2,061 613 2,746 4,061 6,555 6,735: 1,544 1,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -987: -660 -249 -109 54 -650 -715 -1,008: -272 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 25.4 7.6 33.9 50.1 80.9 83.2: 19.1 16.8
Old : 100.0: 39.5 25.4 7.6 33.9 50.1 80.9 83.2: 19.1 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 : 76: 28 16 7 20 23 54 42:
Old : 76: 28 16 7 20 23 54 42:
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 31.9 48.9 51.0 30.9 31.4 43.9 46.2
Old : 30.9 31.9 48.9 51.0 30.9 31.4 43.9 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 11, 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 : 33,331: 6,679 9,384 7,388 12,071 4,797 26,138 21,569: 7,193 11,762
Old : 33,331: 6,679 9,384 7,388 12,071 4,797 26,138 21,569: 7,193 11,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -1,566: -756 -799 -148 -853 -68 -1,757 -1,015: 191 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 28.2 22.2 36.2 14.4 78.4 64.7: 21.6 35.3
Old : 100.0: 20.0 28.2 22.2 36.2 14.4 78.4 64.7: 21.6 35.3
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 : 130: 22 48 41 39 36 89 103:
Old : 130: 22 48 41 39 36 89 103:
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 : 18.1 17.2 31.3 26.2 15.3 12.2 24.5 16.4
Old : 18.1 17.2 31.3 26.2 15.3 12.2 24.5 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, September 11, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 5,583: 169 1,545 42 4,902 3,771 5,113 5,358: 470 225
Old : 5,583: 169 1,545 42 4,902 3,771 5,113 5,358: 470 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 22: -3 73 -45 70 -12 22 16: 0 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 27.7 0.8 87.8 67.5 91.6 96.0: 8.4 4.0
Old : 100.0: 3.0 27.7 0.8 87.8 67.5 91.6 96.0: 8.4 4.0
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 : 28: 4 8 6 10 10 17 21:
Old : 28: 4 8 6 10 10 17 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 : 78.9 65.7 86.6 85.9 78.4 65.1 86.0 85.3
Old : 78.9 65.7 86.6 85.9 78.4 65.1 86.0 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, September 11, 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 : 96,550: 6,861 5,820 4,990 84,460 85,351 96,311 96,161: 239 389
Old : 96,550: 6,861 5,820 4,990 84,460 85,351 96,311 96,161: 239 389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 3,117: 1,468 232 0 2,363 2,891 3,831 3,123: -714 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.0 5.2 87.5 88.4 99.8 99.6: 0.2 0.4
Old : 100.0: 7.1 6.0 5.2 87.5 88.4 99.8 99.6: 0.2 0.4
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 : 26: 3 3 3 17 19 21 24:
Old : 26: 3 3 3 17 19 21 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 : 68.8 60.0 84.5 75.4 56.1 50.3 64.6 59.0
Old : 68.8 60.0 84.5 75.4 56.1 50.3 64.6 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 11, 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 : 254,598: 116,546 14,686 17,903 70,866 199,989 205,315 232,578: 49,283 22,020
Old : 254,598: 116,546 14,686 17,903 70,866 199,989 205,315 232,578: 49,283 22,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 83,320: 27,237 -8,068 17,147 34,060 75,999 78,444 85,078: 4,876 -1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 5.8 7.0 27.8 78.6 80.6 91.4: 19.4 8.6
Old : 100.0: 45.8 5.8 7.0 27.8 78.6 80.6 91.4: 19.4 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 44 21 13 28 34 82 58:
Old : 105: 44 21 13 28 34 82 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 : 32.5 50.4 45.2 66.7 30.9 46.1 36.9 55.3
Old : 32.5 50.4 45.2 66.7 30.9 46.1 36.9 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, September 11, 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 : 58,031: 11,648 20,615 1,746 31,084 22,300 44,478 44,661: 13,553 13,370
Old : 58,031: 11,648 20,615 1,746 31,084 22,300 44,478 44,661: 13,553 13,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 2,082: 2,635 -1,510 1,733 -2,422 3,663 1,946 3,886: 136 -1,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 35.5 3.0 53.6 38.4 76.6 77.0: 23.4 23.0
Old : 100.0: 20.1 35.5 3.0 53.6 38.4 76.6 77.0: 23.4 23.0
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 : 42: 11 10 4 12 16 24 29:
Old : 42: 11 10 4 12 16 24 29:
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 : 54.5 36.3 64.9 51.6 54.3 35.8 63.5 51.0
Old : 54.5 36.3 64.9 51.6 54.3 35.8 63.5 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 11, 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 : 309,244: 127,168 4,925 54,499 120,120 247,731 301,787 307,155: 7,457 2,089
Old : 309,244: 127,168 4,925 54,499 120,120 247,731 301,787 307,155: 7,457 2,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 86,589: 25,671 -5,691 48,404 11,194 44,295 85,269 87,008: 1,320 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 1.6 17.6 38.8 80.1 97.6 99.3: 2.4 0.7
Old : 100.0: 41.1 1.6 17.6 38.8 80.1 97.6 99.3: 2.4 0.7
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 : 136: 81 14 18 21 23 113 51:
Old : 136: 81 14 18 21 23 113 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 55.2 60.3 76.9 34.7 49.6 46.4 58.9
Old : 40.1 55.2 60.3 76.9 34.7 49.6 46.4 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, September 11, 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 : 181,682: 49,312 53,678 4,712 87,588 102,391 141,612 160,781: 40,070 20,901
Old : 181,682: 49,312 53,678 4,712 87,588 102,391 141,612 160,781: 40,070 20,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 47,927: 7,478 4,976 4,633 30,004 43,282 42,115 52,891: 5,812 -4,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 29.5 2.6 48.2 56.4 77.9 88.5: 22.1 11.5
Old : 100.0: 27.1 29.5 2.6 48.2 56.4 77.9 88.5: 22.1 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 36 26 9 29 32 72 61:
Old : 106: 36 26 9 29 32 72 61:
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 : 30.1 29.7 43.2 45.0 21.2 24.8 28.5 35.8
Old : 30.1 29.7 43.2 45.0 21.2 24.8 28.5 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 11, 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 : 176,618: 60,862 28,089 2,915 82,795 108,142 146,572 139,146: 30,046 37,472
Old : 176,618: 60,862 28,089 2,915 82,795 108,142 146,572 139,146: 30,046 37,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 24,166: 5,729 -3,037 2,769 9,859 17,722 18,357 17,454: 5,809 6,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 15.9 1.7 46.9 61.2 83.0 78.8: 17.0 21.2
Old : 100.0: 34.5 15.9 1.7 46.9 61.2 83.0 78.8: 17.0 21.2
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 : 100: 29 31 10 24 31 59 67:
Old : 100: 29 31 10 24 31 59 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 : 44.7 41.9 56.0 51.0 43.8 41.8 52.9 49.5
Old : 44.7 41.9 56.0 51.0 43.8 41.8 52.9 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 11, 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 : 332,637: 43,180 136,838 16,083 230,240 117,157 289,503 270,078: 43,134 62,559
Old : 332,637: 43,180 136,838 16,083 230,240 117,157 289,503 270,078: 43,134 62,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 18,274: -3,400 -12,048 12,505 4,964 16,669 14,069 17,126: 4,205 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 41.1 4.8 69.2 35.2 87.0 81.2: 13.0 18.8
Old : 100.0: 13.0 41.1 4.8 69.2 35.2 87.0 81.2: 13.0 18.8
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 : 186: 44 65 29 49 51 109 131:
Old : 186: 44 65 29 49 51 109 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 32.8 48.7 41.5 36.4 31.8 47.0 38.5
Old : 37.0 32.8 48.7 41.5 36.4 31.8 47.0 38.5
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 - Futures Only, September 11, 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 : 16,112: 13,640 13,765 78 1,768 1,840 15,486 15,683: 626 429
Old : 16,112: 13,640 13,765 78 1,768 1,840 15,486 15,683: 626 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -1,966: -436 -278 -421 -825 -972 -1,682 -1,671: -284 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 85.4 0.5 11.0 11.4 96.1 97.3: 3.9 2.7
Old : 100.0: 84.7 85.4 0.5 11.0 11.4 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 : 20: 7 4 1 5 5 12 10:
Old : 20: 7 4 1 5 5 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 : 82.6 87.2 91.6 95.8 82.1 87.2 90.8 94.7
Old : 82.6 87.2 91.6 95.8 82.1 87.2 90.8 94.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, September 11, 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 : 27,152: 13,641 3,609 729 8,115 20,781 22,485 25,119: 4,667 2,033
Old : 27,152: 13,641 3,609 729 8,115 20,781 22,485 25,119: 4,667 2,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 1,759: -1,174 195 601 844 945 271 1,741: 1,488 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 13.3 2.7 29.9 76.5 82.8 92.5: 17.2 7.5
Old : 100.0: 50.2 13.3 2.7 29.9 76.5 82.8 92.5: 17.2 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 : 49: 20 10 3 14 13 37 24:
Old : 49: 20 10 3 14 13 37 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 : 40.5 69.1 58.5 80.9 35.5 63.4 46.9 70.4
Old : 40.5 69.1 58.5 80.9 35.5 63.4 46.9 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, September 11, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 8,395,923: 1,543,549 506,148 1,402,277 4,570,138 5,561,608 7,515,964 7,470,033: 879,959 925,890
Old : 8,395,923: 1,543,549 506,148 1,402,277 4,570,138 5,561,608 7,515,964 7,470,033: 879,959 925,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 187,363: 107,539 -30,473 -18,140 75,430 219,777 164,829 171,164: 22,534 16,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.0 16.7 54.4 66.2 89.5 89.0: 10.5 11.0
Old : 100.0: 18.4 6.0 16.7 54.4 66.2 89.5 89.0: 10.5 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 65 35 75 122 133 224 218:
Old : 251: 65 35 75 122 133 224 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 24.5 34.8 36.9 16.3 19.9 25.2 24.0
Old : 22.1 24.5 34.8 36.9 16.3 19.9 25.2 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, September 11, 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 : 871,458: 92,814 80,912 25,009 608,943 656,174 726,766 762,095: 144,693 109,363
Old : 871,458: 92,814 80,912 25,009 608,943 656,174 726,766 762,095: 144,693 109,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 9,834: 11,151 -7,316 -2,068 674 22,405 9,757 13,021: 77 -3,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 9.3 2.9 69.9 75.3 83.4 87.5: 16.6 12.5
Old : 100.0: 10.7 9.3 2.9 69.9 75.3 83.4 87.5: 16.6 12.5
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 : 558: 108 101 56 239 243 370 378:
Old : 558: 108 101 56 239 243 370 378:
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 : 13.5 10.8 21.8 18.6 11.4 10.6 18.9 18.3
Old : 13.5 10.8 21.8 18.6 11.4 10.6 18.9 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, September 11, 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 : 232,738: 11,231 6,625 5,322 146,778 156,534 163,331 168,481: 69,407 64,257
Old : 232,738: 11,231 6,625 5,322 146,778 156,534 163,331 168,481: 69,407 64,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -8,931: 3,403 -3,198 125 -11,180 -2,896 -7,652 -5,969: -1,279 -2,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.8 2.3 63.1 67.3 70.2 72.4: 29.8 27.6
Old : 100.0: 4.8 2.8 2.3 63.1 67.3 70.2 72.4: 29.8 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 : 100: 8 7 7 57 51 69 62:
Old : 100: 8 7 7 57 51 69 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 16.3 33.4 28.2 20.3 16.3 29.8 27.8
Old : 22.2 16.3 33.4 28.2 20.3 16.3 29.8 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 11, 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 : 3,193,602: 436,041 399,560 70,309 2,310,824 2,498,201 2,817,174 2,968,070: 376,428 225,532
Old : 3,193,602: 436,041 399,560 70,309 2,310,824 2,498,201 2,817,174 2,968,070: 376,428 225,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 93,827: 28,957 -30,375 -1,180 59,269 126,506 87,046 94,951: 6,781 -1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 12.5 2.2 72.4 78.2 88.2 92.9: 11.8 7.1
Old : 100.0: 13.7 12.5 2.2 72.4 78.2 88.2 92.9: 11.8 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 535: 107 100 51 215 223 342 354:
Old : 535: 107 100 51 215 223 342 354:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 13.2 26.0 22.0 14.3 12.9 23.5 21.3
Old : 15.8 13.2 26.0 22.0 14.3 12.9 23.5 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, September 11, 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 : 124,148: 16,584 3,419 241 95,286 116,774 112,111 120,434: 12,037 3,714
Old : 124,148: 16,584 3,419 241 95,286 116,774 112,111 120,434: 12,037 3,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 2,727: 186 -317 -947 2,746 5,092 1,985 3,828: 742 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 2.8 0.2 76.8 94.1 90.3 97.0: 9.7 3.0
Old : 100.0: 13.4 2.8 0.2 76.8 94.1 90.3 97.0: 9.7 3.0
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 : 104: 19 3 1 56 40 76 44:
Old : 104: 19 3 1 56 40 76 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 : 31.2 45.7 46.3 62.2 30.8 45.7 44.8 62.1
Old : 31.2 45.7 46.3 62.2 30.8 45.7 44.8 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, September 11, 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 : 115,726: 32,274 4,393 1,275 66,785 101,694 100,334 107,362: 15,392 8,365
Old : 115,726: 32,274 4,393 1,275 66,785 101,694 100,334 107,362: 15,392 8,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 1,951: -1,617 -1,290 369 1,588 2,778 341 1,857: 1,610 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 3.8 1.1 57.7 87.9 86.7 92.8: 13.3 7.2
Old : 100.0: 27.9 3.8 1.1 57.7 87.9 86.7 92.8: 13.3 7.2
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 : 237: 83 25 13 72 78 159 112:
Old : 237: 83 25 13 72 78 159 112:
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 : 28.4 43.4 37.8 57.4 24.9 37.5 33.7 48.8
Old : 28.4 43.4 37.8 57.4 24.9 37.5 33.7 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, September 11, 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 : 22,747: 241 1,231 0 14,771 20,478 15,012 21,709: 7,735 1,038
Old : 22,747: 241 1,231 0 14,771 20,478 15,012 21,709: 7,735 1,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 1,112: 0 0 0 701 1,209 701 1,209: 411 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.4 0.0 64.9 90.0 66.0 95.4: 34.0 4.6
Old : 100.0: 1.1 5.4 0.0 64.9 90.0 66.0 95.4: 34.0 4.6
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 : 22: 1 2 0 8 12 9 14:
Old : 22: 1 2 0 8 12 9 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 : 55.5 65.8 64.9 83.6 55.0 65.8 64.5 83.6
Old : 55.5 65.8 64.9 83.6 55.0 65.8 64.5 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 11, 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 : 464,897: 162,880 18,527 3,659 260,071 406,078 426,610 428,264: 38,287 36,633
Old : 464,897: 162,880 18,527 3,659 260,071 406,078 426,610 428,264: 38,287 36,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 4,195: -8,111 -6,479 1,874 4,435 7,846 -1,802 3,241: 5,997 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 4.0 0.8 55.9 87.3 91.8 92.1: 8.2 7.9
Old : 100.0: 35.0 4.0 0.8 55.9 87.3 91.8 92.1: 8.2 7.9
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 : 236: 84 24 11 67 76 153 109:
Old : 236: 84 24 11 67 76 153 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 42.4 41.7 57.4 30.7 42.4 41.6 56.4
Old : 30.7 42.4 41.7 57.4 30.7 42.4 41.6 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, September 11, 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 : 218,910: 107,537 39,278 5,640 76,057 150,826 189,234 195,744: 29,676 23,166
Old : 218,910: 107,537 39,278 5,640 76,057 150,826 189,234 195,744: 29,676 23,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 29,669: -4,332 -10,152 5,023 27,942 34,265 28,633 29,136: 1,036 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 17.9 2.6 34.7 68.9 86.4 89.4: 13.6 10.6
Old : 100.0: 49.1 17.9 2.6 34.7 68.9 86.4 89.4: 13.6 10.6
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 : 96: 33 26 8 23 33 62 61:
Old : 96: 33 26 8 23 33 62 61:
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 : 42.8 48.4 57.6 60.7 41.9 40.4 48.8 51.0
Old : 42.8 48.4 57.6 60.7 41.9 40.4 48.8 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, September 11, 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 : 35,704: 3,955 10,184 320 22,336 7,291 26,611 17,795: 9,093 17,909
Old : 35,704: 3,955 10,184 320 22,336 7,291 26,611 17,795: 9,093 17,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 4,132: 1,325 -1,356 180 1,738 3,061 3,243 1,885: 889 2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 28.5 0.9 62.6 20.4 74.5 49.8: 25.5 50.2
Old : 100.0: 11.1 28.5 0.9 62.6 20.4 74.5 49.8: 25.5 50.2
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 : 33: 8 6 2 19 6 27 14:
Old : 33: 8 6 2 19 6 27 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 38.9 53.5 46.0 33.4 35.3 45.8 40.2
Old : 41.1 38.9 53.5 46.0 33.4 35.3 45.8 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 11, 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 : 73,313: 13,190 9,021 4,799 48,331 19,508 66,320 33,328: 6,993 39,985
Old : 73,313: 13,190 9,021 4,799 48,331 19,508 66,320 33,328: 6,993 39,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 16,448: 780 946 3,407 11,087 4,109 15,274 8,462: 1,174 7,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 12.3 6.5 65.9 26.6 90.5 45.5: 9.5 54.5
Old : 100.0: 18.0 12.3 6.5 65.9 26.6 90.5 45.5: 9.5 54.5
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 : 62: 16 9 5 28 21 46 33:
Old : 62: 16 9 5 28 21 46 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 18.3 44.3 27.5 24.5 14.1 39.0 19.0
Old : 27.0 18.3 44.3 27.5 24.5 14.1 39.0 19.0
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 - Futures Only, September 11, 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 : 9,650: 6,056 1,522 0 2,491 7,618 8,547 9,140: 1,103 510
Old : 9,650: 6,056 1,522 0 2,491 7,618 8,547 9,140: 1,103 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 15.8 0.0 25.8 78.9 88.6 94.7: 11.4 5.3
Old : 100.0: 62.8 15.8 0.0 25.8 78.9 88.6 94.7: 11.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 3 0 6 2 15 5:
Old : 20: 9 3 0 6 2 15 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 : 53.7 93.4 72.8 94.7 53.7 93.4 72.8 94.7
Old : 53.7 93.4 72.8 94.7 53.7 93.4 72.8 94.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2012