BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 3,396: 4 13 97 2,814 2,898 2,915 3,008: 482 388
Old : 3,396: 4 13 97 2,814 2,898 2,915 3,008: 482 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -644: -46 13 -31 -504 -683 -580 -700: -64 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.4 2.9 82.9 85.3 85.8 88.6: 14.2 11.4
Old : 100.0: 0.1 0.4 2.9 82.9 85.3 85.8 88.6: 14.2 11.4
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 : 20: 1 1 2 15 10 17 12:
Old : 20: 1 1 2 15 10 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 73.9 67.2 83.4 44.4 69.7 59.9 71.2
Old : 45.9 73.9 67.2 83.4 44.4 69.7 59.9 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 36,150: 2,646 2,984 8,680 19,359 18,121 30,684 29,785: 5,466 6,365
Old : 36,150: 2,646 2,984 8,680 19,359 18,121 30,684 29,785: 5,466 6,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -8,473: -2,214 -339 -2,228 -2,977 -4,567 -7,419 -7,134: -1,054 -1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.3 24.0 53.6 50.1 84.9 82.4: 15.1 17.6
Old : 100.0: 7.3 8.3 24.0 53.6 50.1 84.9 82.4: 15.1 17.6
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 : 76: 16 15 22 38 33 67 57:
Old : 76: 16 15 22 38 33 67 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 28.6 48.5 46.9 31.1 27.1 41.0 39.5
Old : 33.1 28.6 48.5 46.9 31.1 27.1 41.0 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 295,471: 77,050 28,646 103,974 85,580 119,218 266,604 251,837: 28,867 43,634
Old : 287,713: 76,456 29,011 101,690 82,688 115,142 260,834 245,842: 26,879 41,870
Other: 7,758: 1,299 340 1,579 2,892 4,076 5,770 5,995: 1,988 1,763
: : :
: : Changes in Commitments from: December 4, 2012 :
: -12,057: -6,715 1,759 -4,531 695 -5,006 -10,551 -7,779: -1,506 -4,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 9.7 35.2 29.0 40.3 90.2 85.2: 9.8 14.8
Old : 100.0: 26.6 10.1 35.3 28.7 40.0 90.7 85.4: 9.3 14.6
Other: 100.0: 16.7 4.4 20.4 37.3 52.5 74.4 77.3: 25.6 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 116 85 127 70 82 259 238:
Old : 314: 116 88 127 65 82 254 238:
Other: 72: 18 10 17 26 34 52 55:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 12.5 22.9 21.6 10.5 11.2 18.7 18.2
Old : 13.5 12.7 23.2 22.0 10.8 11.4 19.1 18.3
Other: 29.9 24.4 43.1 37.1 28.2 20.9 35.3 30.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 383,570: 96,242 44,394 104,292 146,107 174,917 346,641 323,603: 36,929 59,967
Old : 383,570: 96,242 44,394 104,292 146,107 174,917 346,641 323,603: 36,929 59,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -33,666: -1,676 845 -23,866 -8,409 -7,957 -33,951 -30,978: 285 -2,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 11.6 27.2 38.1 45.6 90.4 84.4: 9.6 15.6
Old : 100.0: 25.1 11.6 27.2 38.1 45.6 90.4 84.4: 9.6 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 433: 136 90 158 123 165 337 359:
Old : 433: 136 90 158 123 165 337 359:
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 : 14.7 13.6 25.8 20.5 12.9 11.6 23.1 17.1
Old : 14.7 13.6 25.8 20.5 12.9 11.6 23.1 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 11,119: 4,375 2,336 872 3,028 6,117 8,275 9,326: 2,844 1,794
Old : 11,119: 4,375 2,336 872 3,028 6,117 8,275 9,326: 2,844 1,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 214: 60 275 12 10 16 82 303: 132 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 21.0 7.8 27.2 55.0 74.4 83.9: 25.6 16.1
Old : 100.0: 39.3 21.0 7.8 27.2 55.0 74.4 83.9: 25.6 16.1
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 : 104: 43 17 11 27 36 78 58:
Old : 104: 43 17 11 27 36 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 : 20.6 32.4 34.5 45.4 20.6 31.5 32.8 42.2
Old : 20.6 32.4 34.5 45.4 20.6 31.5 32.8 42.2
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 with Delta-adjusted Options and Futures Combined, December 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 : 30,607: 8,608 6,639 6,908 8,181 4,183 23,697 17,729: 6,910 12,878
Old : 30,607: 8,608 6,639 6,908 8,181 4,183 23,697 17,729: 6,910 12,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -1,278: -91 -3,757 -35 -1,272 849 -1,398 -2,943: 120 1,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 21.7 22.6 26.7 13.7 77.4 57.9: 22.6 42.1
Old : 100.0: 28.1 21.7 22.6 26.7 13.7 77.4 57.9: 22.6 42.1
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 : 137: 38 32 35 49 38 104 92:
Old : 137: 38 32 35 49 38 104 92:
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 : 14.4 13.6 25.7 21.8 12.6 10.2 21.1 16.1
Old : 14.4 13.6 25.7 21.8 12.6 10.2 21.1 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 6,070: 257 1,750 1,066 4,284 3,061 5,607 5,877: 462 192
Old : 6,070: 257 1,750 1,066 4,284 3,061 5,607 5,877: 462 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -757: 92 0 -64 -650 -691 -622 -755: -135 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 28.8 17.6 70.6 50.4 92.4 96.8: 7.6 3.2
Old : 100.0: 4.2 28.8 17.6 70.6 50.4 92.4 96.8: 7.6 3.2
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 : 34: 8 7 10 15 12 29 23:
Old : 34: 8 7 10 15 12 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 39.7 67.7 63.7 46.7 37.8 58.5 57.0
Old : 53.8 39.7 67.7 63.7 46.7 37.8 58.5 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 83,019: 8,641 5,621 2,921 70,817 74,211 82,379 82,753: 640 266
Old : 83,019: 8,641 5,621 2,921 70,817 74,211 82,379 82,753: 640 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 3,623: 1,085 549 192 2,420 3,070 3,697 3,811: -74 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.8 3.5 85.3 89.4 99.2 99.7: 0.8 0.3
Old : 100.0: 10.4 6.8 3.5 85.3 89.4 99.2 99.7: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 4 2 16 18 19 23:
Old : 26: 2 4 2 16 18 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 61.5 84.1 78.9 52.4 49.4 62.5 59.8
Old : 65.2 61.5 84.1 78.9 52.4 49.4 62.5 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 185,387: 73,526 11,621 5,632 61,531 147,722 140,689 164,976: 44,698 20,411
Old : 185,387: 73,526 11,621 5,632 61,531 147,722 140,689 164,976: 44,698 20,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 2,878: 8,507 3,579 -3,137 -4,652 2,278 719 2,720: 2,160 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 6.3 3.0 33.2 79.7 75.9 89.0: 24.1 11.0
Old : 100.0: 39.7 6.3 3.0 33.2 79.7 75.9 89.0: 24.1 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 : 94: 43 12 13 27 35 75 55:
Old : 94: 43 12 13 27 35 75 55:
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 : 31.9 44.4 44.0 66.4 31.9 44.3 43.1 66.2
Old : 31.9 44.4 44.0 66.4 31.9 44.3 43.1 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 49,790: 11,141 8,146 4,286 17,126 27,603 32,553 40,035: 17,237 9,754
Old : 49,790: 11,141 8,146 4,286 17,126 27,603 32,553 40,035: 17,237 9,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 3,527: -581 -2,940 4,261 2,460 2,883 6,140 4,205: -2,612 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 16.4 8.6 34.4 55.4 65.4 80.4: 34.6 19.6
Old : 100.0: 22.4 16.4 8.6 34.4 55.4 65.4 80.4: 34.6 19.6
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 : 44: 10 9 5 16 21 29 32:
Old : 44: 10 9 5 16 21 29 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 : 29.5 33.3 43.3 50.3 27.1 33.0 36.6 46.6
Old : 29.5 33.3 43.3 50.3 27.1 33.0 36.6 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 251,887: 155,296 6,025 20,767 66,299 217,955 242,362 244,747: 9,525 7,140
Old : 251,887: 155,296 6,025 20,767 66,299 217,955 242,362 244,747: 9,525 7,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 61,136: 28,339 -1,970 18,805 13,468 39,537 60,612 56,372: 524 4,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 2.4 8.2 26.3 86.5 96.2 97.2: 3.8 2.8
Old : 100.0: 61.7 2.4 8.2 26.3 86.5 96.2 97.2: 3.8 2.8
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 : 148: 97 14 15 20 22 124 48:
Old : 148: 97 14 15 20 22 124 48:
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 : 34.3 57.6 49.9 74.8 33.5 56.7 47.3 68.7
Old : 34.3 57.6 49.9 74.8 33.5 56.7 47.3 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 190,404: 64,230 36,630 4,519 79,440 128,535 148,189 169,684: 42,215 20,720
Old : 190,404: 64,230 36,630 4,519 79,440 128,535 148,189 169,684: 42,215 20,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 373: -759 -686 -1,997 3,302 1,106 545 -1,578: -172 1,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 19.2 2.4 41.7 67.5 77.8 89.1: 22.2 10.9
Old : 100.0: 33.7 19.2 2.4 41.7 67.5 77.8 89.1: 22.2 10.9
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 : 106: 36 28 15 24 32 70 66:
Old : 106: 36 28 15 24 32 70 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 36.9 51.6 51.2 41.9 35.7 50.8 50.0
Old : 42.4 36.9 51.6 51.2 41.9 35.7 50.8 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 288,842: 15,251 110,310 22,620 231,873 91,769 269,744 224,700: 19,098 64,143
Old : 288,842: 15,251 110,310 22,620 231,873 91,769 269,744 224,700: 19,098 64,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 37,297: -3,756 1,907 2,149 37,654 38,497 36,047 42,553: 1,250 -5,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 38.2 7.8 80.3 31.8 93.4 77.8: 6.6 22.2
Old : 100.0: 5.3 38.2 7.8 80.3 31.8 93.4 77.8: 6.6 22.2
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 : 126: 26 57 31 33 32 74 105:
Old : 126: 26 57 31 33 32 74 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 28.1 62.4 38.1 43.9 24.1 53.3 30.3
Old : 52.1 28.1 62.4 38.1 43.9 24.1 53.3 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 271,500: 50,853 81,823 26,240 143,702 107,656 220,796 215,719: 50,704 55,781
Old : 271,500: 50,853 81,823 26,240 143,702 107,656 220,796 215,719: 50,704 55,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -8,622: 7,636 -1,206 -12,545 -3,050 12,551 -7,959 -1,201: -662 -7,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 30.1 9.7 52.9 39.7 81.3 79.5: 18.7 20.5
Old : 100.0: 18.7 30.1 9.7 52.9 39.7 81.3 79.5: 18.7 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 : 186: 47 69 54 47 50 126 141:
Old : 186: 47 69 54 47 50 126 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 18.0 28.9 27.3 17.9 16.5 27.7 24.9
Old : 18.3 18.0 28.9 27.3 17.9 16.5 27.7 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 35,698: 21,143 4,729 68 13,850 30,292 35,061 35,089: 637 609
Old : 35,698: 21,143 4,729 68 13,850 30,292 35,061 35,089: 637 609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 1,574: 1,847 1,049 -3 -114 557 1,730 1,603: -156 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 13.2 0.2 38.8 84.9 98.2 98.3: 1.8 1.7
Old : 100.0: 59.2 13.2 0.2 38.8 84.9 98.2 98.3: 1.8 1.7
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 : 25: 10 4 2 6 7 18 11:
Old : 25: 10 4 2 6 7 18 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 : 88.0 87.1 94.0 97.0 85.1 87.1 91.0 94.6
Old : 88.0 87.1 94.0 97.0 85.1 87.1 91.0 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 41,381: 29,560 4,960 2,751 2,845 31,436 35,156 39,147: 6,225 2,234
Old : 41,381: 29,560 4,960 2,751 2,845 31,436 35,156 39,147: 6,225 2,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 9,214: 6,288 2,776 2,335 -926 4,211 7,697 9,322: 1,517 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 12.0 6.6 6.9 76.0 85.0 94.6: 15.0 5.4
Old : 100.0: 71.4 12.0 6.6 6.9 76.0 85.0 94.6: 15.0 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 : 57: 28 10 7 10 13 42 28:
Old : 57: 28 10 7 10 13 42 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 72.5 63.2 83.4 47.4 67.6 60.5 77.4
Old : 47.4 72.5 63.2 83.4 47.4 67.6 60.5 77.4
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 with Delta-adjusted Options and Futures Combined, December 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 :12,770,728: 1,437,603 653,108 4,491,798 5,846,591 6,534,522 11,775,992 11,679,427: 994,736 1,091,301
Old :12,770,728: 1,437,603 653,108 4,491,798 5,846,591 6,534,522 11,775,992 11,679,427: 994,736 1,091,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 285,588: 47,669 33,029 180,815 11,993 70,721 240,477 284,565: 45,111 1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 5.1 35.2 45.8 51.2 92.2 91.5: 7.8 8.5
Old : 100.0: 11.3 5.1 35.2 45.8 51.2 92.2 91.5: 7.8 8.5
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 : 259: 54 56 88 134 137 242 234:
Old : 259: 54 56 88 134 137 242 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 24.1 30.4 34.3 11.7 15.2 18.1 18.3
Old : 19.3 24.1 30.4 34.3 11.7 15.2 18.1 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 1,020,512: 109,972 69,460 76,100 690,370 760,872 876,442 906,431: 144,070 114,081
Old : 1,020,512: 109,972 69,460 76,100 690,370 760,872 876,442 906,431: 144,070 114,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 25,059: 13,164 -3,841 14,289 4,772 20,063 32,224 30,511: -7,165 -5,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 6.8 7.5 67.6 74.6 85.9 88.8: 14.1 11.2
Old : 100.0: 10.8 6.8 7.5 67.6 74.6 85.9 88.8: 14.1 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 : 612: 145 118 126 263 248 476 425:
Old : 612: 145 118 126 263 248 476 425:
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 : 11.5 15.9 19.1 24.0 9.3 13.9 15.6 21.5
Old : 11.5 15.9 19.1 24.0 9.3 13.9 15.6 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 293,154: 22,406 7,609 22,244 178,849 198,314 223,499 228,166: 69,655 64,988
Old : 293,154: 22,406 7,609 22,244 178,849 198,314 223,499 228,166: 69,655 64,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 3,185: 8,953 628 1,766 -7,474 5,707 3,246 8,102: -61 -4,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.6 7.6 61.0 67.6 76.2 77.8: 23.8 22.2
Old : 100.0: 7.6 2.6 7.6 61.0 67.6 76.2 77.8: 23.8 22.2
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 : 121: 20 17 28 70 57 106 87:
Old : 121: 20 17 28 70 57 106 87:
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 : 16.3 22.5 25.0 36.3 13.2 21.4 20.2 30.3
Old : 16.3 22.5 25.0 36.3 13.2 21.4 20.2 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 3,636,789: 500,866 372,291 206,242 2,557,609 2,812,792 3,264,717 3,391,325: 372,071 245,463
Old : 3,636,789: 500,866 372,291 206,242 2,557,609 2,812,792 3,264,717 3,391,325: 372,071 245,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 109,372: 60,762 17,359 22,905 61,226 71,782 144,893 112,046: -35,522 -2,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 10.2 5.7 70.3 77.3 89.8 93.3: 10.2 6.7
Old : 100.0: 13.8 10.2 5.7 70.3 77.3 89.8 93.3: 10.2 6.7
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 : 565: 136 106 111 240 229 432 390:
Old : 565: 136 106 111 240 229 432 390:
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 : 13.7 18.3 23.1 27.9 12.6 16.0 19.5 25.2
Old : 13.7 18.3 23.1 27.9 12.6 16.0 19.5 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 117,564: 17,675 5,054 0 85,375 109,795 103,050 114,849: 14,514 2,715
Old : 117,564: 17,675 5,054 0 85,375 109,795 103,050 114,849: 14,514 2,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -2,147: 770 -531 -70 -3,899 -1,189 -3,199 -1,790: 1,052 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.3 0.0 72.6 93.4 87.7 97.7: 12.3 2.3
Old : 100.0: 15.0 4.3 0.0 72.6 93.4 87.7 97.7: 12.3 2.3
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 : 101: 17 5 0 53 38 70 43:
Old : 101: 17 5 0 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 : 34.4 40.5 47.6 61.5 34.4 40.4 47.0 61.5
Old : 34.4 40.5 47.6 61.5 34.4 40.4 47.0 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 106,472: 16,826 8,334 2,592 77,244 90,004 96,662 100,930: 9,811 5,542
Old : 106,472: 16,826 8,334 2,592 77,244 90,004 96,662 100,930: 9,811 5,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -173: 4,190 -408 1,171 -4,544 -24 817 739: -990 -912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.8 2.4 72.5 84.5 90.8 94.8: 9.2 5.2
Old : 100.0: 15.8 7.8 2.4 72.5 84.5 90.8 94.8: 9.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 70 34 25 87 83 171 128:
Old : 237: 70 34 25 87 83 171 128:
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 : 29.7 45.4 42.0 56.3 19.1 27.2 26.6 33.1
Old : 29.7 45.4 42.0 56.3 19.1 27.2 26.6 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 22,778: 891 0 100 18,848 20,222 19,839 20,322: 2,939 2,456
Old : 22,778: 891 0 100 18,848 20,222 19,839 20,322: 2,939 2,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: -3,488: 614 0 100 -3,935 -3,199 -3,221 -3,099: -267 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 0.4 82.7 88.8 87.1 89.2: 12.9 10.8
Old : 100.0: 3.9 0.0 0.4 82.7 88.8 87.1 89.2: 12.9 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 1 11 10 13 11:
Old : 21: 2 0 1 11 10 13 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 : 58.3 80.3 76.7 87.4 58.3 80.3 76.7 87.3
Old : 58.3 80.3 76.7 87.4 58.3 80.3 76.7 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 418,471: 84,128 46,123 8,007 291,979 348,910 384,113 403,039: 34,358 15,432
Old : 418,471: 84,128 46,123 8,007 291,979 348,910 384,113 403,039: 34,358 15,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 16,573: 20,949 1,031 2,284 -3,045 15,875 20,188 19,190: -3,615 -2,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 11.0 1.9 69.8 83.4 91.8 96.3: 8.2 3.7
Old : 100.0: 20.1 11.0 1.9 69.8 83.4 91.8 96.3: 8.2 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 : 237: 70 34 24 84 80 167 125:
Old : 237: 70 34 24 84 80 167 125:
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 : 34.8 46.1 45.0 56.2 34.8 45.0 44.8 54.0
Old : 34.8 46.1 45.0 56.2 34.8 45.0 44.8 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 238,891: 139,707 35,622 9,394 49,405 167,871 198,506 212,887: 40,384 26,004
Old : 238,891: 139,707 35,622 9,394 49,405 167,871 198,506 212,887: 40,384 26,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 12,471: 4,173 -7,370 888 6,395 19,966 11,456 13,485: 1,015 -1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 14.9 3.9 20.7 70.3 83.1 89.1: 16.9 10.9
Old : 100.0: 58.5 14.9 3.9 20.7 70.3 83.1 89.1: 16.9 10.9
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 : 117: 42 35 21 24 34 80 77:
Old : 117: 42 35 21 24 34 80 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 41.9 55.2 53.9 41.7 35.4 53.8 46.7
Old : 41.7 41.9 55.2 53.9 41.7 35.4 53.8 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 56,158: 15,643 17,555 1,170 25,372 5,728 42,185 24,453: 13,973 31,705
Old : 56,158: 15,643 17,555 1,170 25,372 5,728 42,185 24,453: 13,973 31,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 12,535: 2,646 2,659 1,070 2,899 -554 6,615 3,175: 5,920 9,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 31.3 2.1 45.2 10.2 75.1 43.5: 24.9 56.5
Old : 100.0: 27.9 31.3 2.1 45.2 10.2 75.1 43.5: 24.9 56.5
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 : 55: 17 10 3 20 11 38 24:
Old : 55: 17 10 3 20 11 38 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 : 33.6 25.4 49.0 34.1 33.6 25.4 48.8 34.0
Old : 33.6 25.4 49.0 34.1 33.6 25.4 48.8 34.0
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, December 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 : 71,031: 25,530 8,991 1,701 30,271 37,378 57,502 48,070: 13,529 22,961
Old : 71,031: 25,530 8,991 1,701 30,271 37,378 57,502 48,070: 13,529 22,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 16,438: 4,436 2,109 1,511 3,778 6,430 9,725 10,050: 6,713 6,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 12.7 2.4 42.6 52.6 81.0 67.7: 19.0 32.3
Old : 100.0: 35.9 12.7 2.4 42.6 52.6 81.0 67.7: 19.0 32.3
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 : 76: 24 11 5 28 29 54 43:
Old : 76: 24 11 5 28 29 54 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 : 25.1 24.3 37.8 37.9 22.8 23.0 33.8 35.4
Old : 25.1 24.3 37.8 37.9 22.8 23.0 33.8 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2012