MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 46,796: 5,463 2,279 10,867 21,938 25,649 38,267 38,794: 8,529 8,003
Old : 46,796: 5,463 2,279 10,867 21,938 25,649 38,267 38,794: 8,529 8,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -89: -614 138 -214 409 -70 -418 -146: 329 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 4.9 23.2 46.9 54.8 81.8 82.9: 18.2 17.1
Old : 100.0: 11.7 4.9 23.2 46.9 54.8 81.8 82.9: 18.2 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 23 7 20 34 31 63 52:
Old : 72: 23 7 20 34 31 63 52:
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 : 31.3 31.9 44.1 45.8 28.3 31.0 37.4 40.1
Old : 31.3 31.9 44.1 45.8 28.3 31.0 37.4 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 258,805: 69,750 36,906 81,163 82,814 99,438 233,727 217,506: 25,078 41,299
Old : 256,107: 69,344 37,047 79,922 82,347 98,689 231,613 215,658: 24,494 40,449
Other: 2,698: 776 229 870 468 749 2,114 1,849: 584 850
: : :
: : Changes in Commitments from: October 9, 2012 :
: -22,133: 4,131 -5,662 -20,914 -3,287 5,570 -20,071 -21,007: -2,063 -1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 14.3 31.4 32.0 38.4 90.3 84.0: 9.7 16.0
Old : 100.0: 27.1 14.5 31.2 32.2 38.5 90.4 84.2: 9.6 15.8
Other: 100.0: 28.8 8.5 32.3 17.3 27.8 78.3 68.5: 21.7 31.5
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 94 94 127 58 77 229 238:
Old : 297: 95 93 126 57 77 228 237:
Other: 45: 14 7 10 10 16 29 29:
:----------------------------------------------------------------------------------------------------
: 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 14.3 25.8 22.7 14.1 11.5 23.1 17.9
Old : 14.7 14.4 26.0 22.8 14.2 11.6 23.3 18.0
Other: 41.5 31.4 60.2 49.3 31.8 18.4 38.3 27.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 352,181: 86,569 56,597 94,572 139,886 151,584 321,028 302,753: 31,153 49,428
Old : 352,181: 86,569 56,597 94,572 139,886 151,584 321,028 302,753: 31,153 49,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 8,033: 73 -297 5,919 631 1,383 6,622 7,005: 1,410 1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 16.1 26.9 39.7 43.0 91.2 86.0: 8.8 14.0
Old : 100.0: 24.6 16.1 26.9 39.7 43.0 91.2 86.0: 8.8 14.0
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 : 417: 118 107 146 121 150 313 349:
Old : 417: 118 107 146 121 150 313 349:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 13.0 27.1 19.5 14.7 11.8 25.3 17.3
Old : 16.2 13.0 27.1 19.5 14.7 11.8 25.3 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 7,897: 3,173 2,173 411 2,591 3,696 6,174 6,280: 1,722 1,617
Old : 7,897: 3,173 2,173 411 2,591 3,696 6,174 6,280: 1,722 1,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 575: 124 -384 69 183 784 376 469: 199 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 27.5 5.2 32.8 46.8 78.2 79.5: 21.8 20.5
Old : 100.0: 40.2 27.5 5.2 32.8 46.8 78.2 79.5: 21.8 20.5
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 : 84: 32 19 10 24 26 63 49:
Old : 84: 32 19 10 24 26 63 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 26.2 47.2 41.7 30.2 25.0 44.8 37.6
Old : 30.2 26.2 47.2 41.7 30.2 25.0 44.8 37.6
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, October 16, 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 : 34,275: 7,527 9,234 8,218 11,425 4,954 27,170 22,405: 7,105 11,870
Old : 34,275: 7,527 9,234 8,218 11,425 4,954 27,170 22,405: 7,105 11,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -36: 695 439 -383 -177 84 135 140: -171 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 26.9 24.0 33.3 14.5 79.3 65.4: 20.7 34.6
Old : 100.0: 22.0 26.9 24.0 33.3 14.5 79.3 65.4: 20.7 34.6
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 : 152: 30 53 39 53 40 104 117:
Old : 152: 30 53 39 53 40 104 117:
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 11.8 25.6 19.9 13.0 9.2 22.4 14.0
Old : 14.5 11.8 25.6 19.9 13.0 9.2 22.4 14.0
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, October 16, 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 : 6,194: 368 1,229 746 4,351 3,974 5,466 5,949: 729 245
Old : 6,194: 368 1,229 746 4,351 3,974 5,466 5,949: 729 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 2: -23 -22 -26 71 30 22 -18: -20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 19.8 12.0 70.2 64.2 88.2 96.0: 11.8 4.0
Old : 100.0: 5.9 19.8 12.0 70.2 64.2 88.2 96.0: 11.8 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 : 30: 7 7 9 11 11 21 24:
Old : 30: 7 7 9 11 11 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 : 61.2 51.8 72.4 76.0 60.9 51.2 68.5 70.9
Old : 61.2 51.8 72.4 76.0 60.9 51.2 68.5 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 87,523: 8,003 5,072 2,326 76,595 79,725 86,924 87,123: 599 400
Old : 87,523: 8,003 5,072 2,326 76,595 79,725 86,924 87,123: 599 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -481: 179 0 0 -757 -439 -578 -439: 97 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 5.8 2.7 87.5 91.1 99.3 99.5: 0.7 0.5
Old : 100.0: 9.1 5.8 2.7 87.5 91.1 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 1 16 16 18 18:
Old : 23: 2 1 1 16 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 67.8 88.7 84.1 60.3 59.4 68.9 66.9
Old : 73.5 67.8 88.7 84.1 60.3 59.4 68.9 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 203,182: 106,545 11,188 7,230 43,693 165,041 157,469 183,459: 45,714 19,723
Old : 203,182: 106,545 11,188 7,230 43,693 165,041 157,469 183,459: 45,714 19,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -1,033: 318 1,843 1,341 -1,668 -2,995 -9 189: -1,024 -1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 5.5 3.6 21.5 81.2 77.5 90.3: 22.5 9.7
Old : 100.0: 52.4 5.5 3.6 21.5 81.2 77.5 90.3: 22.5 9.7
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 : 102: 47 17 17 25 29 78 58:
Old : 102: 47 17 17 25 29 78 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 : 40.2 50.6 47.2 67.5 39.2 50.3 46.3 67.1
Old : 40.2 50.6 47.2 67.5 39.2 50.3 46.3 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 37,536: 10,289 11,481 9 9,057 14,405 19,355 25,895: 18,181 11,641
Old : 37,536: 10,289 11,481 9 9,057 14,405 19,355 25,895: 18,181 11,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 1,270: -1,387 -501 6 -652 3,008 -2,033 2,513: 3,303 -1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 30.6 0.0 24.1 38.4 51.6 69.0: 48.4 31.0
Old : 100.0: 27.4 30.6 0.0 24.1 38.4 51.6 69.0: 48.4 31.0
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 : 33: 9 9 1 8 11 17 21:
Old : 33: 9 9 1 8 11 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 : 30.9 36.1 43.6 49.0 30.9 36.0 43.2 48.9
Old : 30.9 36.1 43.6 49.0 30.9 36.0 43.2 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 208,782: 139,787 4,331 676 59,521 201,803 199,984 206,810: 8,798 1,972
Old : 208,782: 139,787 4,331 676 59,521 201,803 199,984 206,810: 8,798 1,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -475: 395 1,331 196 -593 -962 -2 565: -473 -1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 2.1 0.3 28.5 96.7 95.8 99.1: 4.2 0.9
Old : 100.0: 67.0 2.1 0.3 28.5 96.7 95.8 99.1: 4.2 0.9
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 : 147: 97 13 6 17 21 117 39:
Old : 147: 97 13 6 17 21 117 39:
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 : 46.4 68.9 63.9 86.5 46.4 68.9 63.1 86.5
Old : 46.4 68.9 63.9 86.5 46.4 68.9 63.1 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 173,661: 53,935 33,559 5,093 72,169 115,559 131,197 154,211: 42,464 19,450
Old : 173,661: 53,935 33,559 5,093 72,169 115,559 131,197 154,211: 42,464 19,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 3,409: -1,511 1,817 1,426 -199 255 -285 3,498: 3,694 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 19.3 2.9 41.6 66.5 75.5 88.8: 24.5 11.2
Old : 100.0: 31.1 19.3 2.9 41.6 66.5 75.5 88.8: 24.5 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 32 27 12 22 33 62 64:
Old : 100: 32 27 12 22 33 62 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 30.6 46.7 48.6 34.4 29.7 42.7 45.3
Old : 36.7 30.6 46.7 48.6 34.4 29.7 42.7 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 143,965: 43,190 31,815 7,043 73,411 65,890 123,644 104,749: 20,321 39,216
Old : 143,965: 43,190 31,815 7,043 73,411 65,890 123,644 104,749: 20,321 39,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 6,474: 2,577 4,699 2,585 3,012 -2,733 8,173 4,551: -1,699 1,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 22.1 4.9 51.0 45.8 85.9 72.8: 14.1 27.2
Old : 100.0: 30.0 22.1 4.9 51.0 45.8 85.9 72.8: 14.1 27.2
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 : 102: 26 37 19 27 25 62 72:
Old : 102: 26 37 19 27 25 62 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 : 44.0 27.4 55.4 38.6 43.8 26.7 55.2 37.9
Old : 44.0 27.4 55.4 38.6 43.8 26.7 55.2 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 262,421: 41,865 98,901 25,318 148,139 74,206 215,322 198,425: 47,099 63,996
Old : 262,421: 41,865 98,901 25,318 148,139 74,206 215,322 198,425: 47,099 63,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -5,447: 1,924 -16,545 655 -9,061 3,516 -6,483 -12,374: 1,036 6,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 37.7 9.6 56.5 28.3 82.1 75.6: 17.9 24.4
Old : 100.0: 16.0 37.7 9.6 56.5 28.3 82.1 75.6: 17.9 24.4
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 : 188: 44 65 50 52 61 127 145:
Old : 188: 44 65 50 52 61 127 145:
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 : 21.9 18.9 32.6 26.6 21.1 18.8 31.8 26.2
Old : 21.9 18.9 32.6 26.6 21.1 18.8 31.8 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 27,658: 18,773 532 59 8,150 26,461 26,982 27,052: 676 606
Old : 27,658: 18,773 532 59 8,150 26,461 26,982 27,052: 676 606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 6,863: 200 0 0 6,721 6,739 6,921 6,739: -58 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 1.9 0.2 29.5 95.7 97.6 97.8: 2.4 2.2
Old : 100.0: 67.9 1.9 0.2 29.5 95.7 97.6 97.8: 2.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 1 1 7 9 16 11:
Old : 23: 9 1 1 7 9 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.6 90.5 93.7 96.7 81.3 86.3 87.4 91.5
Old : 87.6 90.5 93.7 96.7 81.3 86.3 87.4 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 29,487: 20,646 4,362 137 3,950 23,402 24,733 27,901: 4,754 1,586
Old : 29,487: 20,646 4,362 137 3,950 23,402 24,733 27,901: 4,754 1,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -1,011: -429 -3 0 93 -721 -336 -724: -675 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 14.8 0.5 13.4 79.4 83.9 94.6: 16.1 5.4
Old : 100.0: 70.0 14.8 0.5 13.4 79.4 83.9 94.6: 16.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 28 12 1 5 13 34 25:
Old : 56: 28 12 1 5 13 34 25:
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 : 48.1 68.2 61.3 80.1 48.1 68.2 61.3 80.1
Old : 48.1 68.2 61.3 80.1 48.1 68.2 61.3 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 :11,787,093: 1,455,844 430,857 3,797,056 5,579,172 6,527,534 10,832,072 10,755,447: 955,021 1,031,646
Old :11,787,093: 1,455,844 430,857 3,797,056 5,579,172 6,527,534 10,832,072 10,755,447: 955,021 1,031,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 34,746: 7,204 -8,522 -23,812 58,054 24,968 41,446 -7,366: -6,700 42,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 3.7 32.2 47.3 55.4 91.9 91.2: 8.1 8.8
Old : 100.0: 12.4 3.7 32.2 47.3 55.4 91.9 91.2: 8.1 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 69 41 87 127 130 236 228:
Old : 255: 69 41 87 127 130 236 228:
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 : 20.8 22.9 31.7 33.1 13.4 16.0 19.6 19.8
Old : 20.8 22.9 31.7 33.1 13.4 16.0 19.6 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 928,560: 100,978 71,234 56,303 648,300 710,043 805,581 837,580: 122,979 90,980
Old : 928,560: 100,978 71,234 56,303 648,300 710,043 805,581 837,580: 122,979 90,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 11,497: 5,779 -5,619 1,601 3,156 9,594 10,536 5,575: 960 5,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 7.7 6.1 69.8 76.5 86.8 90.2: 13.2 9.8
Old : 100.0: 10.9 7.7 6.1 69.8 76.5 86.8 90.2: 13.2 9.8
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 : 616: 143 124 129 252 243 467 425:
Old : 616: 143 124 129 252 243 467 425:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 16.2 20.7 24.8 10.5 15.8 17.9 24.1
Old : 12.8 16.2 20.7 24.8 10.5 15.8 17.9 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 268,035: 10,266 7,508 20,076 171,285 197,830 201,627 225,414: 66,407 42,621
Old : 268,035: 10,266 7,508 20,076 171,285 197,830 201,627 225,414: 66,407 42,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 2,005: 13 -880 -73 2,576 -370 2,517 -1,323: -512 3,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 2.8 7.5 63.9 73.8 75.2 84.1: 24.8 15.9
Old : 100.0: 3.8 2.8 7.5 63.9 73.8 75.2 84.1: 24.8 15.9
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 : 119: 17 15 27 66 60 98 88:
Old : 119: 17 15 27 66 60 98 88:
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 : 18.5 24.1 27.7 38.2 15.8 24.1 21.9 33.2
Old : 18.5 24.1 27.7 38.2 15.8 24.1 21.9 33.2
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, October 16, 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 : 3,302,628: 467,721 332,793 166,974 2,385,075 2,561,065 3,019,769 3,060,832: 282,858 241,796
Old : 3,302,628: 467,721 332,793 166,974 2,385,075 2,561,065 3,019,769 3,060,832: 282,858 241,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 47,459: 19,867 -32,658 17,331 2,900 49,817 40,099 34,491: 7,361 12,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 10.1 5.1 72.2 77.5 91.4 92.7: 8.6 7.3
Old : 100.0: 14.2 10.1 5.1 72.2 77.5 91.4 92.7: 8.6 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 570: 134 117 115 229 220 427 388:
Old : 570: 134 117 115 229 220 427 388:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 16.3 25.9 27.3 14.5 16.0 22.5 26.8
Old : 15.6 16.3 25.9 27.3 14.5 16.0 22.5 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 113,710: 15,578 3,357 227 84,991 107,435 100,796 111,019: 12,914 2,691
Old : 113,710: 15,578 3,357 227 84,991 107,435 100,796 111,019: 12,914 2,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 204: -628 -50 -36 122 309 -542 223: 746 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.0 0.2 74.7 94.5 88.6 97.6: 11.4 2.4
Old : 100.0: 13.7 3.0 0.2 74.7 94.5 88.6 97.6: 11.4 2.4
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 : 98: 17 3 2 53 38 70 43:
Old : 98: 17 3 2 53 38 70 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 41.9 48.0 64.5 34.0 41.8 47.0 64.4
Old : 34.0 41.9 48.0 64.5 34.0 41.8 47.0 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 80,232: 21,253 6,388 1,971 50,915 68,936 74,139 77,295: 6,094 2,938
Old : 80,232: 21,253 6,388 1,971 50,915 68,936 74,139 77,295: 6,094 2,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -1,940: -3,263 -1,253 -324 1,953 -320 -1,635 -1,898: -305 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.0 2.5 63.5 85.9 92.4 96.3: 7.6 3.7
Old : 100.0: 26.5 8.0 2.5 63.5 85.9 92.4 96.3: 7.6 3.7
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 : 239: 78 32 18 78 77 164 119:
Old : 239: 78 32 18 78 77 164 119:
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 : 30.4 47.1 41.1 57.1 30.3 47.0 40.1 56.5
Old : 30.4 47.1 41.1 57.1 30.3 47.0 40.1 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 401,162: 106,264 31,940 9,855 254,575 344,679 370,694 386,474: 30,468 14,688
Old : 401,162: 106,264 31,940 9,855 254,575 344,679 370,694 386,474: 30,468 14,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -9,702: -16,317 -6,267 -1,622 9,763 -1,600 -8,175 -9,488: -1,527 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.0 2.5 63.5 85.9 92.4 96.3: 7.6 3.7
Old : 100.0: 26.5 8.0 2.5 63.5 85.9 92.4 96.3: 7.6 3.7
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 : 239: 78 32 18 78 77 164 119:
Old : 239: 78 32 18 78 77 164 119:
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 : 30.4 47.1 41.1 57.1 30.3 47.0 40.1 56.5
Old : 30.4 47.1 41.1 57.1 30.3 47.0 40.1 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 175,795: 77,532 39,954 6,367 62,829 103,333 146,728 149,653: 29,066 26,141
Old : 175,795: 77,532 39,954 6,367 62,829 103,333 146,728 149,653: 29,066 26,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -1,475: -993 279 -710 1,309 -233 -394 -664: -1,081 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 22.7 3.6 35.7 58.8 83.5 85.1: 16.5 14.9
Old : 100.0: 44.1 22.7 3.6 35.7 58.8 83.5 85.1: 16.5 14.9
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 : 103: 30 32 19 23 32 64 72:
Old : 103: 30 32 19 23 32 64 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 : 42.0 43.0 55.9 55.3 41.6 42.5 55.5 54.8
Old : 42.0 43.0 55.9 55.3 41.6 42.5 55.5 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 25,197: 5,543 2,980 0 13,744 7,693 19,287 10,673: 5,910 14,524
Old : 25,197: 5,543 2,980 0 13,744 7,693 19,287 10,673: 5,910 14,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 4,412: 3,054 756 0 1,364 265 4,418 1,021: -6 3,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 11.8 0.0 54.5 30.5 76.5 42.4: 23.5 57.6
Old : 100.0: 22.0 11.8 0.0 54.5 30.5 76.5 42.4: 23.5 57.6
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 : 36: 8 4 0 18 9 26 13:
Old : 36: 8 4 0 18 9 26 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 30.8 51.8 39.0 37.6 30.8 51.8 39.0
Old : 37.6 30.8 51.8 39.0 37.6 30.8 51.8 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 41,551: 6,863 8,147 215 24,334 20,209 31,412 28,571: 10,139 12,980
Old : 41,551: 6,863 8,147 215 24,334 20,209 31,412 28,571: 10,139 12,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 7,010: 2,681 1,742 145 -315 1,552 2,511 3,439: 4,499 3,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 19.6 0.5 58.6 48.6 75.6 68.8: 24.4 31.2
Old : 100.0: 16.5 19.6 0.5 58.6 48.6 75.6 68.8: 24.4 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 : 58: 12 11 2 23 20 36 32:
Old : 58: 12 11 2 23 20 36 32:
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 : 28.9 27.5 43.0 43.7 26.2 27.5 39.0 42.2
Old : 28.9 27.5 43.0 43.7 26.2 27.5 39.0 42.2
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, October 16, 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 : 9,597: 5,481 1,592 0 3,168 7,790 8,649 9,382: 948 215
Old : 9,597: 5,481 1,592 0 3,168 7,790 8,649 9,382: 948 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 301: -376 601 0 778 -337 402 264: -101 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 16.6 0.0 33.0 81.2 90.1 97.8: 9.9 2.2
Old : 100.0: 57.1 16.6 0.0 33.0 81.2 90.1 97.8: 9.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 56.1 96.1 75.9 97.8 56.1 96.1 75.9 97.8
Old : 56.1 96.1 75.9 97.8 56.1 96.1 75.9 97.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007