MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 31, 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 : 21,308: 2,887 3,866 726 14,638 13,599 18,251 18,191: 3,057 3,117
Old : 21,308: 2,887 3,866 726 14,638 13,599 18,251 18,191: 3,057 3,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 370: 56 295 2 271 93 329 390: 41 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 18.1 3.4 68.7 63.8 85.7 85.4: 14.3 14.6
Old : 100.0: 13.5 18.1 3.4 68.7 63.8 85.7 85.4: 14.3 14.6
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 : 74: 17 15 14 27 25 50 48:
Old : 74: 17 15 14 27 25 50 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 : 42.2 44.1 54.4 60.5 42.2 43.6 54.0 59.5
Old : 42.2 44.1 54.4 60.5 42.2 43.6 54.0 59.5
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 - Futures Only, December 31, 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 : 248,085: 83,755 36,256 56,131 80,159 121,778 220,045 214,165: 28,040 33,920
Old : 238,719: 83,206 36,642 54,052 76,543 115,699 213,801 206,393: 24,918 32,326
Other: 9,366: 2,574 1,639 54 3,616 6,079 6,244 7,772: 3,122 1,594
: : :
: : Changes in Commitments from: December 24, 2012 :
: 4,963: 2,810 -3,170 3,177 296 7,340 6,283 7,347: -1,320 -2,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 14.6 22.6 32.3 49.1 88.7 86.3: 11.3 13.7
Old : 100.0: 34.9 15.3 22.6 32.1 48.5 89.6 86.5: 10.4 13.5
Other: 100.0: 27.5 17.5 0.6 38.6 64.9 66.7 83.0: 33.3 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 96 71 96 59 81 213 207:
Old : 277: 92 76 94 52 81 204 207:
Other: 79: 16 11 3 30 36 48 49:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 16.4 25.4 25.8 12.9 16.2 22.6 24.9
Old : 13.6 17.0 25.8 26.4 13.2 16.8 23.1 25.0
Other: 21.4 30.6 35.2 47.5 21.4 30.6 34.2 45.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 31, 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 : 329,446: 106,676 59,511 67,957 125,050 152,331 299,683 279,799: 29,763 49,647
Old : 329,446: 106,676 59,511 67,957 125,050 152,331 299,683 279,799: 29,763 49,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -457: 2,522 1,359 900 -1,215 1,657 2,207 3,916: -2,664 -4,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 18.1 20.6 38.0 46.2 91.0 84.9: 9.0 15.1
Old : 100.0: 32.4 18.1 20.6 38.0 46.2 91.0 84.9: 9.0 15.1
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 : 408: 121 92 118 79 155 272 318:
Old : 408: 121 92 118 79 155 272 318:
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 13.8 28.5 21.5 14.7 11.6 25.4 17.2
Old : 15.6 13.8 28.5 21.5 14.7 11.6 25.4 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, December 31, 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 : 9,840: 4,461 1,597 1,043 2,169 5,703 7,673 8,343: 2,167 1,497
Old : 9,840: 4,461 1,597 1,043 2,169 5,703 7,673 8,343: 2,167 1,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -863: -128 -750 -40 -185 10 -353 -780: -510 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 16.2 10.6 22.0 58.0 78.0 84.8: 22.0 15.2
Old : 100.0: 45.3 16.2 10.6 22.0 58.0 78.0 84.8: 22.0 15.2
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 : 97: 43 18 11 23 28 75 50:
Old : 97: 43 18 11 23 28 75 50:
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 : 23.9 40.8 40.6 53.2 21.6 37.4 34.5 47.7
Old : 23.9 40.8 40.6 53.2 21.6 37.4 34.5 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, December 31, 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 : 30,246: 9,864 8,841 4,568 8,903 5,556 23,335 18,965: 6,911 11,281
Old : 30,246: 9,864 8,841 4,568 8,903 5,556 23,335 18,965: 6,911 11,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 297: 75 1,038 -22 -120 -159 -67 857: 364 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 29.2 15.1 29.4 18.4 77.2 62.7: 22.8 37.3
Old : 100.0: 32.6 29.2 15.1 29.4 18.4 77.2 62.7: 22.8 37.3
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 : 136: 33 31 26 46 37 96 83:
Old : 136: 33 31 26 46 37 96 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 21.6 25.2 28.4 12.6 16.3 21.3 21.8
Old : 14.6 21.6 25.2 28.4 12.6 16.3 21.3 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,980: 557 1,896 146 3,963 2,785 4,666 4,827: 314 153
Old : 4,980: 557 1,896 146 3,963 2,785 4,666 4,827: 314 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 81: 3 55 -5 44 -21 42 29: 39 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 38.1 2.9 79.6 55.9 93.7 96.9: 6.3 3.1
Old : 100.0: 11.2 38.1 2.9 79.6 55.9 93.7 96.9: 6.3 3.1
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 : 30: 6 8 7 13 10 24 20:
Old : 30: 6 8 7 13 10 24 20:
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 : 63.5 45.8 82.9 75.5 62.3 44.4 81.3 73.6
Old : 63.5 45.8 82.9 75.5 62.3 44.4 81.3 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, December 31, 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 : 75,283: 10,625 5,202 3,045 61,029 66,809 74,699 75,056: 584 227
Old : 75,283: 10,625 5,202 3,045 61,029 66,809 74,699 75,056: 584 227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 135: 122 -27 -9 0 259 113 223: 22 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 6.9 4.0 81.1 88.7 99.2 99.7: 0.8 0.3
Old : 100.0: 14.1 6.9 4.0 81.1 88.7 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 : 25: 4 2 2 14 17 18 21:
Old : 25: 4 2 2 14 17 18 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 : 68.6 59.4 89.6 78.6 58.0 50.5 66.0 60.9
Old : 68.6 59.4 89.6 78.6 58.0 50.5 66.0 60.9
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 - Futures Only, December 31, 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 : 137,247: 73,678 7,752 660 25,407 113,539 99,745 121,951: 37,502 15,296
Old : 137,247: 73,678 7,752 660 25,407 113,539 99,745 121,951: 37,502 15,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -3,718: 901 -1,673 203 -607 -788 497 -2,258: -4,215 -1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 5.6 0.5 18.5 82.7 72.7 88.9: 27.3 11.1
Old : 100.0: 53.7 5.6 0.5 18.5 82.7 72.7 88.9: 27.3 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 39 14 3 18 22 58 38:
Old : 83: 39 14 3 18 22 58 38:
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 : 36.8 67.9 45.5 78.6 36.8 67.8 45.5 78.5
Old : 36.8 67.9 45.5 78.6 36.8 67.8 45.5 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, December 31, 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 : 50,182: 23,800 12,169 0 2,380 31,302 26,180 43,471: 24,002 6,711
Old : 50,182: 23,800 12,169 0 2,380 31,302 26,180 43,471: 24,002 6,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 1,548: 1,903 1,707 0 463 901 2,366 2,608: -818 -1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 24.2 0.0 4.7 62.4 52.2 86.6: 47.8 13.4
Old : 100.0: 47.4 24.2 0.0 4.7 62.4 52.2 86.6: 47.8 13.4
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 : 41: 16 8 0 3 15 19 23:
Old : 41: 16 8 0 3 15 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 : 31.0 47.5 39.7 65.2 31.0 47.5 39.0 65.2
Old : 31.0 47.5 39.7 65.2 31.0 47.5 39.0 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, December 31, 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 : 186,181: 149,624 7,872 420 28,558 176,559 178,602 184,851: 7,579 1,330
Old : 186,181: 149,624 7,872 420 28,558 176,559 178,602 184,851: 7,579 1,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -14,279: -7,714 -111 310 -2,332 -14,118 -9,736 -13,919: -4,543 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 4.2 0.2 15.3 94.8 95.9 99.3: 4.1 0.7
Old : 100.0: 80.4 4.2 0.2 15.3 94.8 95.9 99.3: 4.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 82 14 3 14 19 98 34:
Old : 127: 82 14 3 14 19 98 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 59.6 62.6 82.6 52.2 59.6 62.6 82.6
Old : 52.2 59.6 62.6 82.6 52.2 59.6 62.6 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, December 31, 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 : 174,676: 69,146 32,838 129 62,945 124,180 132,220 157,147: 42,456 17,529
Old : 174,676: 69,146 32,838 129 62,945 124,180 132,220 157,147: 42,456 17,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -6,543: -5,320 -4,307 -105 -1,217 -2,745 -6,642 -7,157: 99 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 18.8 0.1 36.0 71.1 75.7 90.0: 24.3 10.0
Old : 100.0: 39.6 18.8 0.1 36.0 71.1 75.7 90.0: 24.3 10.0
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 : 98: 39 22 4 14 28 55 52:
Old : 98: 39 22 4 14 28 55 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 : 41.1 41.1 51.9 56.6 41.1 41.1 51.2 56.6
Old : 41.1 41.1 51.9 56.6 41.1 41.1 51.2 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, December 31, 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 : 194,632: 30,432 110,949 538 148,129 22,501 179,099 133,988: 15,533 60,644
Old : 194,632: 30,432 110,949 538 148,129 22,501 179,099 133,988: 15,533 60,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -1,073: 3,675 -1,416 498 -7,925 3,132 -3,752 2,214: 2,679 -3,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 57.0 0.3 76.1 11.6 92.0 68.8: 8.0 31.2
Old : 100.0: 15.6 57.0 0.3 76.1 11.6 92.0 68.8: 8.0 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 : 121: 20 63 5 25 19 48 84:
Old : 121: 20 63 5 25 19 48 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 30.4 63.4 37.9 45.4 30.4 62.1 37.9
Old : 46.6 30.4 63.4 37.9 45.4 30.4 62.1 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 - Futures Only, December 31, 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 : 207,608: 81,932 76,806 2,969 71,891 82,481 156,792 162,256: 50,816 45,352
Old : 207,608: 81,932 76,806 2,969 71,891 82,481 156,792 162,256: 50,816 45,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 5,017: 6,860 -815 118 -193 6,327 6,785 5,630: -1,768 -613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 37.0 1.4 34.6 39.7 75.5 78.2: 24.5 21.8
Old : 100.0: 39.5 37.0 1.4 34.6 39.7 75.5 78.2: 24.5 21.8
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 : 174: 55 49 16 41 45 102 104:
Old : 174: 55 49 16 41 45 102 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 22.1 33.5 33.1 25.1 22.1 32.8 33.1
Old : 25.2 22.1 33.5 33.1 25.1 22.1 32.8 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, December 31, 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 : 38,246: 22,143 7,430 39 15,495 30,169 37,677 37,638: 569 608
Old : 38,246: 22,143 7,430 39 15,495 30,169 37,677 37,638: 569 608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -2,808: -204 -153 -1,052 -1,450 -1,549 -2,706 -2,754: -102 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 19.4 0.1 40.5 78.9 98.5 98.4: 1.5 1.6
Old : 100.0: 57.9 19.4 0.1 40.5 78.9 98.5 98.4: 1.5 1.6
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 : 25: 10 4 1 6 7 17 11:
Old : 25: 10 4 1 6 7 17 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 : 82.2 88.9 94.1 96.4 82.1 88.9 93.1 96.0
Old : 82.2 88.9 94.1 96.4 82.1 88.9 93.1 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, December 31, 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 : 34,531: 25,832 8,750 231 4,147 23,921 30,210 32,902: 4,321 1,629
Old : 34,531: 25,832 8,750 231 4,147 23,921 30,210 32,902: 4,321 1,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -5,604: -1,593 -3,936 2 -1,030 -1,863 -2,621 -5,797: -2,983 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 25.3 0.7 12.0 69.3 87.5 95.3: 12.5 4.7
Old : 100.0: 74.8 25.3 0.7 12.0 69.3 87.5 95.3: 12.5 4.7
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 : 55: 24 11 2 9 13 33 26:
Old : 55: 24 11 2 9 13 33 26:
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 : 53.1 72.3 68.3 83.1 53.1 72.3 68.3 83.1
Old : 53.1 72.3 68.3 83.1 53.1 72.3 68.3 83.1
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 - Futures Only, December 31, 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 : 7,878,461: 1,034,211 621,353 1,492,259 4,495,655 4,779,763 7,022,125 6,893,375: 856,336 985,086
Old : 7,878,461: 1,034,211 621,353 1,492,259 4,495,655 4,779,763 7,022,125 6,893,375: 856,336 985,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 13,662: -67,337 13,070 -1,862 122,881 33,673 53,682 44,881: -40,020 -31,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 7.9 18.9 57.1 60.7 89.1 87.5: 10.9 12.5
Old : 100.0: 13.1 7.9 18.9 57.1 60.7 89.1 87.5: 10.9 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 45 40 70 112 119 203 193:
Old : 219: 45 40 70 112 119 203 193:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 24.3 35.2 36.0 18.5 20.1 25.1 24.8
Old : 22.3 24.3 35.2 36.0 18.5 20.1 25.1 24.8
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 - Futures Only, December 31, 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 : 739,159: 97,475 69,182 15,174 517,785 582,325 630,434 666,681: 108,725 72,478
Old : 739,159: 97,475 69,182 15,174 517,785 582,325 630,434 666,681: 108,725 72,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 10,268: 8,216 5,146 1,688 3,924 6,768 13,829 13,602: -3,560 -3,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 9.4 2.1 70.1 78.8 85.3 90.2: 14.7 9.8
Old : 100.0: 13.2 9.4 2.1 70.1 78.8 85.3 90.2: 14.7 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 : 530: 114 85 48 227 205 367 314:
Old : 530: 114 85 48 227 205 367 314:
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 18.3 25.8 30.6 14.0 18.1 22.0 30.0
Old : 16.3 18.3 25.8 30.6 14.0 18.1 22.0 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, December 31, 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 : 186,152: 15,406 2,444 3,932 113,236 141,237 132,574 147,613: 53,578 38,539
Old : 186,152: 15,406 2,444 3,932 113,236 141,237 132,574 147,613: 53,578 38,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 10,046: 4,670 1,116 394 4,493 9,807 9,557 11,317: 489 -1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 1.3 2.1 60.8 75.9 71.2 79.3: 28.8 20.7
Old : 100.0: 8.3 1.3 2.1 60.8 75.9 71.2 79.3: 28.8 20.7
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 : 100: 16 3 6 54 44 72 53:
Old : 100: 16 3 6 54 44 72 53:
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 : 21.1 30.9 29.9 44.0 18.2 30.5 26.8 43.5
Old : 21.1 30.9 29.9 44.0 18.2 30.5 26.8 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, December 31, 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 : 2,765,033: 430,146 353,491 36,410 2,022,743 2,205,438 2,489,299 2,595,339: 275,734 169,694
Old : 2,765,033: 430,146 353,491 36,410 2,022,743 2,205,438 2,489,299 2,595,339: 275,734 169,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 1,112: 29,918 32,337 -5,717 -2,843 -15,193 21,358 11,427: -20,246 -10,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 12.8 1.3 73.2 79.8 90.0 93.9: 10.0 6.1
Old : 100.0: 15.6 12.8 1.3 73.2 79.8 90.0 93.9: 10.0 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 500: 106 87 40 202 189 330 294:
Old : 500: 106 87 40 202 189 330 294:
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 : 19.0 19.9 30.6 32.9 18.1 19.8 26.7 32.3
Old : 19.0 19.9 30.6 32.9 18.1 19.8 26.7 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, December 31, 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 : 111,803: 19,505 2,266 180 80,753 106,638 100,438 109,084: 11,365 2,719
Old : 111,803: 19,505 2,266 180 80,753 106,638 100,438 109,084: 11,365 2,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -1,772: 1,557 -218 180 -2,974 -2,052 -1,237 -2,090: -535 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 2.0 0.2 72.2 95.4 89.8 97.6: 10.2 2.4
Old : 100.0: 17.4 2.0 0.2 72.2 95.4 89.8 97.6: 10.2 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: 19 2 1 51 38 70 41:
Old : 98: 19 2 1 51 38 70 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 44.2 47.5 63.5 33.3 44.2 46.6 63.3
Old : 33.3 44.2 47.5 63.5 33.3 44.2 46.6 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, December 31, 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 : 56,261: 13,050 8,180 400 36,702 45,101 50,152 53,681: 6,109 2,580
Old : 56,261: 13,050 8,180 400 36,702 45,101 50,152 53,681: 6,109 2,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -2,565: -1,293 1,493 160 -1,013 -4,478 -2,145 -2,825: -419 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 14.5 0.7 65.2 80.2 89.1 95.4: 10.9 4.6
Old : 100.0: 23.2 14.5 0.7 65.2 80.2 89.1 95.4: 10.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 50 26 11 69 74 123 107:
Old : 202: 50 26 11 69 74 123 107:
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 : 34.1 30.9 46.7 45.5 34.1 30.9 46.1 45.5
Old : 34.1 30.9 46.7 45.5 34.1 30.9 46.1 45.5
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 - Futures Only, December 31, 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 : 281,304: 65,252 40,901 1,998 183,510 225,507 250,760 268,406: 30,544 12,898
Old : 281,304: 65,252 40,901 1,998 183,510 225,507 250,760 268,406: 30,544 12,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -12,823: -6,464 7,463 802 -5,064 -22,389 -10,726 -14,124: -2,097 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 14.5 0.7 65.2 80.2 89.1 95.4: 10.9 4.6
Old : 100.0: 23.2 14.5 0.7 65.2 80.2 89.1 95.4: 10.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 50 26 11 69 74 123 107:
Old : 202: 50 26 11 69 74 123 107:
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 : 34.1 30.9 46.7 45.5 34.1 30.9 46.1 45.5
Old : 34.1 30.9 46.7 45.5 34.1 30.9 46.1 45.5
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 - Futures Only, December 31, 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 : 170,157: 117,354 37,832 763 19,960 113,165 138,077 151,760: 32,080 18,397
Old : 170,157: 117,354 37,832 763 19,960 113,165 138,077 151,760: 32,080 18,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -2,961: 1,213 -2,876 262 182 -1,047 1,657 -3,661: -4,618 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 22.2 0.4 11.7 66.5 81.1 89.2: 18.9 10.8
Old : 100.0: 69.0 22.2 0.4 11.7 66.5 81.1 89.2: 18.9 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 : 97: 37 25 4 17 26 56 53:
Old : 97: 37 25 4 17 26 56 53:
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 : 46.2 53.8 58.0 67.4 46.2 53.4 58.0 66.9
Old : 46.2 53.8 58.0 67.4 46.2 53.4 58.0 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, December 31, 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 : 52,920: 18,159 20,708 860 24,594 10,782 43,613 32,350: 9,307 20,570
Old : 52,920: 18,159 20,708 860 24,594 10,782 43,613 32,350: 9,307 20,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 388: 1,058 -1,259 84 -191 439 951 -736: -563 1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 39.1 1.6 46.5 20.4 82.4 61.1: 17.6 38.9
Old : 100.0: 34.3 39.1 1.6 46.5 20.4 82.4 61.1: 17.6 38.9
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 : 53: 21 8 3 21 6 44 15:
Old : 53: 21 8 3 21 6 44 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 43.9 46.2 57.4 32.7 43.9 46.2 55.9
Old : 32.7 43.9 46.2 57.4 32.7 43.9 46.2 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 54,529: 26,729 3,962 483 20,238 22,928 47,450 27,373: 7,079 27,156
Old : 54,529: 26,729 3,962 483 20,238 22,928 47,450 27,373: 7,079 27,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 1,148: 421 680 345 924 4,190 1,690 5,215: -542 -4,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 7.3 0.9 37.1 42.0 87.0 50.2: 13.0 49.8
Old : 100.0: 49.0 7.3 0.9 37.1 42.0 87.0 50.2: 13.0 49.8
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 : 67: 23 6 3 23 23 47 31:
Old : 67: 23 6 3 23 23 47 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 20.3 51.7 30.4 34.9 18.6 48.8 28.1
Old : 35.9 20.3 51.7 30.4 34.9 18.6 48.8 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2013