BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,547: 2 0 114 2,966 2,978 3,081 3,092: 466 455
Old : 3,547: 2 0 114 2,966 2,978 3,081 3,092: 466 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 151: -2 -13 17 152 80 167 84: -15 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 3.2 83.6 83.9 86.9 87.2: 13.1 12.8
Old : 100.0: 0.0 0.0 3.2 83.6 83.9 86.9 87.2: 13.1 12.8
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 : 20: 1 1 2 16 11 18 13:
Old : 20: 1 1 2 16 11 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 71.6 66.3 80.7 43.8 65.8 59.0 66.9
Old : 45.2 71.6 66.3 80.7 43.8 65.8 59.0 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 37,341: 3,172 2,780 9,058 20,304 18,823 32,534 30,661: 4,807 6,680
Old : 37,341: 3,172 2,780 9,058 20,304 18,823 32,534 30,661: 4,807 6,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 1,191: 526 -204 379 945 701 1,850 876: -659 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 7.4 24.3 54.4 50.4 87.1 82.1: 12.9 17.9
Old : 100.0: 8.5 7.4 24.3 54.4 50.4 87.1 82.1: 12.9 17.9
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 : 81: 21 13 23 40 35 72 60:
Old : 81: 21 13 23 40 35 72 60:
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 : 32.4 28.8 48.2 46.5 30.8 27.3 40.8 39.1
Old : 32.4 28.8 48.2 46.5 30.8 27.3 40.8 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 257,052: 72,788 27,078 75,748 79,423 114,551 227,959 217,377: 29,093 39,675
Old : 247,267: 72,384 27,677 72,702 75,730 109,156 220,816 209,535: 26,450 37,731
Other: 9,785: 1,324 321 2,126 3,693 5,395 7,143 7,842: 2,643 1,943
: : :
: : Changes in Commitments from: December 11, 2012 :
: -38,419: -4,262 -1,567 -28,226 -6,157 -4,666 -38,645 -34,460: 226 -3,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 10.5 29.5 30.9 44.6 88.7 84.6: 11.3 15.4
Old : 100.0: 29.3 11.2 29.4 30.6 44.1 89.3 84.7: 10.7 15.3
Other: 100.0: 13.5 3.3 21.7 37.7 55.1 73.0 80.1: 27.0 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 100 73 109 68 86 234 218:
Old : 287: 100 74 109 63 86 229 218:
Other: 73: 17 9 17 30 34 54 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 : 12.9 14.2 24.2 24.0 12.6 13.6 22.0 21.6
Old : 13.3 14.7 24.8 24.7 13.1 14.1 22.6 21.8
Other: 26.8 26.7 39.1 41.0 23.5 23.3 31.0 33.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 392,625: 101,893 40,011 109,477 146,076 182,110 357,446 331,598: 35,179 61,027
Old : 392,625: 101,893 40,011 109,477 146,076 182,110 357,446 331,598: 35,179 61,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 9,055: 5,651 -4,383 5,185 -31 7,193 10,806 7,995: -1,751 1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 10.2 27.9 37.2 46.4 91.0 84.5: 9.0 15.5
Old : 100.0: 26.0 10.2 27.9 37.2 46.4 91.0 84.5: 9.0 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 137 81 155 120 166 336 350:
Old : 430: 137 81 155 120 166 336 350:
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 : 14.9 14.4 25.9 21.6 12.8 12.4 22.7 17.5
Old : 14.9 14.4 25.9 21.6 12.8 12.4 22.7 17.5
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 11,025: 4,707 2,138 1,095 2,398 5,880 8,201 9,113: 2,824 1,911
Old : 11,025: 4,707 2,138 1,095 2,398 5,880 8,201 9,113: 2,824 1,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -95: 333 -198 223 -630 -237 -75 -212: -20 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 19.4 9.9 21.8 53.3 74.4 82.7: 25.6 17.3
Old : 100.0: 42.7 19.4 9.9 21.8 53.3 74.4 82.7: 25.6 17.3
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: 47 15 12 24 33 78 55:
Old : 101: 47 15 12 24 33 78 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 : 21.0 34.0 36.3 46.6 21.0 31.6 32.7 43.1
Old : 21.0 34.0 36.3 46.6 21.0 31.6 32.7 43.1
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 33,468: 9,689 5,344 7,747 9,032 6,298 26,468 19,388: 7,001 14,080
Old : 33,468: 9,689 5,344 7,747 9,032 6,298 26,468 19,388: 7,001 14,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 2,861: 1,081 -1,295 839 851 2,115 2,771 1,659: 90 1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 16.0 23.1 27.0 18.8 79.1 57.9: 20.9 42.1
Old : 100.0: 28.9 16.0 23.1 27.0 18.8 79.1 57.9: 20.9 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 : 149: 41 32 37 51 45 110 100:
Old : 149: 41 32 37 51 45 110 100:
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 : 13.3 12.9 23.8 21.3 11.5 9.4 18.9 14.3
Old : 13.3 12.9 23.8 21.3 11.5 9.4 18.9 14.3
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,421: 305 1,957 1,115 4,520 3,137 5,939 6,209: 482 212
Old : 6,421: 305 1,957 1,115 4,520 3,137 5,939 6,209: 482 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 351: 47 207 49 236 76 332 331: 19 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 30.5 17.4 70.4 48.9 92.5 96.7: 7.5 3.3
Old : 100.0: 4.7 30.5 17.4 70.4 48.9 92.5 96.7: 7.5 3.3
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 : 34: 8 7 10 15 13 29 24:
Old : 34: 8 7 10 15 13 29 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 : 52.3 38.3 67.2 64.0 46.3 36.8 57.8 58.1
Old : 52.3 38.3 67.2 64.0 46.3 36.8 57.8 58.1
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 73,504: 9,464 5,436 2,804 60,708 64,944 72,976 73,184: 528 320
Old : 73,504: 9,464 5,436 2,804 60,708 64,944 72,976 73,184: 528 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -9,515: 823 -185 -117 -10,109 -9,267 -9,403 -9,569: -112 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 7.4 3.8 82.6 88.4 99.3 99.6: 0.7 0.4
Old : 100.0: 12.9 7.4 3.8 82.6 88.4 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 2 14 17 17 21:
Old : 24: 2 3 2 14 17 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 59.9 90.2 79.6 57.8 50.7 65.9 60.9
Old : 69.5 59.9 90.2 79.6 57.8 50.7 65.9 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 with Delta-adjusted Options and Futures Combined, December 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 227,392: 81,188 7,435 13,650 85,471 186,441 180,308 207,526: 47,084 19,866
Old : 227,392: 81,188 7,435 13,650 85,471 186,441 180,308 207,526: 47,084 19,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 42,005: 7,661 -4,186 8,018 23,940 38,719 39,619 42,550: 2,386 -545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 3.3 6.0 37.6 82.0 79.3 91.3: 20.7 8.7
Old : 100.0: 35.7 3.3 6.0 37.6 82.0 79.3 91.3: 20.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 47 12 15 25 31 78 52:
Old : 94: 47 12 15 25 31 78 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 : 34.3 48.9 48.4 68.7 24.3 37.5 32.9 55.8
Old : 34.3 48.9 48.4 68.7 24.3 37.5 32.9 55.8
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 44,843: 17,259 13,329 381 3,070 21,625 20,710 35,334: 24,133 9,509
Old : 44,843: 17,259 13,329 381 3,070 21,625 20,710 35,334: 24,133 9,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -4,946: 6,118 5,183 -3,906 -14,056 -5,978 -11,843 -4,701: 6,897 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 29.7 0.8 6.8 48.2 46.2 78.8: 53.8 21.2
Old : 100.0: 38.5 29.7 0.8 6.8 48.2 46.2 78.8: 53.8 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 12 8 2 6 13 19 22:
Old : 35: 12 8 2 6 13 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 36.8 36.3 56.2 24.2 36.8 35.9 56.2
Old : 24.2 36.8 36.3 56.2 24.2 36.8 35.9 56.2
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 with Delta-adjusted Options and Futures Combined, December 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 212,190: 169,413 21,664 145 32,722 188,261 202,280 210,070: 9,910 2,120
Old : 212,190: 169,413 21,664 145 32,722 188,261 202,280 210,070: 9,910 2,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -39,697: 14,117 15,639 -20,622 -33,577 -29,694 -40,082 -34,677: 385 -5,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 10.2 0.1 15.4 88.7 95.3 99.0: 4.7 1.0
Old : 100.0: 79.8 10.2 0.1 15.4 88.7 95.3 99.0: 4.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 95 13 1 12 19 107 33:
Old : 139: 95 13 1 12 19 107 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 50.0 58.2 75.0 44.5 50.0 58.2 75.0
Old : 44.5 50.0 58.2 75.0 44.5 50.0 58.2 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 197,912: 78,330 50,680 4,643 70,916 121,473 153,889 176,797: 44,023 21,116
Old : 197,912: 78,330 50,680 4,643 70,916 121,473 153,889 176,797: 44,023 21,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 7,508: 14,101 14,050 124 -8,524 -7,062 5,700 7,112: 1,808 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 25.6 2.3 35.8 61.4 77.8 89.3: 22.2 10.7
Old : 100.0: 39.6 25.6 2.3 35.8 61.4 77.8 89.3: 22.2 10.7
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 : 101: 42 24 12 19 29 69 57:
Old : 101: 42 24 12 19 29 69 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 : 43.8 39.5 52.9 54.8 43.8 39.3 52.2 54.6
Old : 43.8 39.5 52.9 54.8 43.8 39.3 52.2 54.6
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 with Delta-adjusted Options and Futures Combined, December 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 227,113: 27,330 115,827 16,390 165,647 29,253 209,367 161,470: 17,746 65,644
Old : 227,113: 27,330 115,827 16,390 165,647 29,253 209,367 161,470: 17,746 65,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -61,729: 12,078 5,517 -6,230 -66,226 -62,517 -60,377 -63,230: -1,352 1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 51.0 7.2 72.9 12.9 92.2 71.1: 7.8 28.9
Old : 100.0: 12.0 51.0 7.2 72.9 12.9 92.2 71.1: 7.8 28.9
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 : 125: 30 59 28 26 25 66 102:
Old : 125: 30 59 28 26 25 66 102:
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 28.3 56.5 36.1 40.1 28.2 55.3 35.2
Old : 41.1 28.3 56.5 36.1 40.1 28.2 55.3 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 234,364: 67,745 76,083 26,792 86,511 75,592 181,048 178,467: 53,316 55,897
Old : 234,364: 67,745 76,083 26,792 86,511 75,592 181,048 178,467: 53,316 55,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -37,136: 16,892 -5,739 551 -57,191 -32,065 -39,747 -37,253: 2,611 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 32.5 11.4 36.9 32.3 77.3 76.1: 22.7 23.9
Old : 100.0: 28.9 32.5 11.4 36.9 32.3 77.3 76.1: 22.7 23.9
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 : 183: 52 66 48 45 48 121 138:
Old : 183: 52 66 48 45 48 121 138:
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 15.1 26.3 24.2 18.7 14.7 25.4 23.2
Old : 19.0 15.1 26.3 24.2 18.7 14.7 25.4 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 40,302: 21,614 8,086 1,088 16,860 30,352 39,562 39,526: 740 776
Old : 40,302: 21,614 8,086 1,088 16,860 30,352 39,562 39,526: 740 776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 4,604: 471 3,357 1,020 3,010 60 4,501 4,437: 103 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 20.1 2.7 41.8 75.3 98.2 98.1: 1.8 1.9
Old : 100.0: 53.6 20.1 2.7 41.8 75.3 98.2 98.1: 1.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 4 5 5 7 17 13:
Old : 23: 9 4 5 5 7 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 87.2 93.1 95.9 75.6 85.9 89.3 92.3
Old : 78.3 87.2 93.1 95.9 75.6 85.9 89.3 92.3
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 42,446: 31,830 17,600 156 4,529 22,939 36,515 40,695: 5,931 1,751
Old : 42,446: 31,830 17,600 156 4,529 22,939 36,515 40,695: 5,931 1,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 1,065: 2,270 12,640 -2,595 1,684 -8,497 1,359 1,548: -294 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 41.5 0.4 10.7 54.0 86.0 95.9: 14.0 4.1
Old : 100.0: 75.0 41.5 0.4 10.7 54.0 86.0 95.9: 14.0 4.1
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 : 53: 26 11 1 6 11 33 22:
Old : 53: 26 11 1 6 11 33 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 76.6 71.3 87.3 55.7 76.6 71.3 87.3
Old : 55.7 76.6 71.3 87.3 55.7 76.6 71.3 87.3
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,494,731: 1,236,396 540,393 3,212,227 5,124,833 5,707,539 9,573,457 9,460,160: 921,274 1,034,571
Old :10,494,731: 1,236,396 540,393 3,212,227 5,124,833 5,707,539 9,573,457 9,460,160: 921,274 1,034,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
:-2,275,997: -201,207 -112,714 -1,279,570 -721,758 -826,983 -2,202,535 -2,219,268: -73,462 -56,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.1 30.6 48.8 54.4 91.2 90.1: 8.8 9.9
Old : 100.0: 11.8 5.1 30.6 48.8 54.4 91.2 90.1: 8.8 9.9
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 : 235: 52 47 81 120 125 219 214:
Old : 235: 52 47 81 120 125 219 214:
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 : 20.0 24.1 31.1 34.8 13.8 16.0 20.0 19.5
Old : 20.0 24.1 31.1 34.8 13.8 16.0 20.0 19.5
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,097,639: 113,202 71,999 84,505 767,652 841,052 965,359 997,556: 132,280 100,083
Old : 1,097,639: 113,202 71,999 84,505 767,652 841,052 965,359 997,556: 132,280 100,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 77,128: 3,230 2,540 8,406 77,282 80,180 88,917 91,125: -11,789 -13,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 6.6 7.7 69.9 76.6 87.9 90.9: 12.1 9.1
Old : 100.0: 10.3 6.6 7.7 69.9 76.6 87.9 90.9: 12.1 9.1
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 : 609: 148 114 135 274 246 493 426:
Old : 609: 148 114 135 274 246 493 426:
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 : 11.2 14.1 18.6 23.3 9.2 13.0 14.9 20.4
Old : 11.2 14.1 18.6 23.3 9.2 13.0 14.9 20.4
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 321,939: 23,564 8,627 23,560 203,163 242,135 250,287 274,321: 71,653 47,618
Old : 321,939: 23,564 8,627 23,560 203,163 242,135 250,287 274,321: 71,653 47,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 28,785: 1,158 1,019 1,315 24,314 43,821 26,788 46,155: 1,997 -17,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 2.7 7.3 63.1 75.2 77.7 85.2: 22.3 14.8
Old : 100.0: 7.3 2.7 7.3 63.1 75.2 77.7 85.2: 22.3 14.8
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 : 122: 23 12 29 76 60 113 89:
Old : 122: 23 12 29 76 60 113 89:
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 : 16.9 21.7 27.1 36.8 12.5 19.7 19.2 29.9
Old : 16.9 21.7 27.1 36.8 12.5 19.7 19.2 29.9
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,878,501: 507,671 376,344 245,247 2,822,446 2,994,586 3,575,363 3,616,176: 303,138 262,325
Old : 3,878,501: 507,671 376,344 245,247 2,822,446 2,994,586 3,575,363 3,616,176: 303,138 262,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 241,713: 6,805 4,053 39,004 264,837 181,794 310,646 224,851: -68,933 16,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 9.7 6.3 72.8 77.2 92.2 93.2: 7.8 6.8
Old : 100.0: 13.1 9.7 6.3 72.8 77.2 92.2 93.2: 7.8 6.8
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 : 565: 136 107 118 248 230 444 395:
Old : 565: 136 107 118 248 230 444 395:
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 : 13.2 14.7 22.3 24.8 12.5 14.2 18.8 22.7
Old : 13.2 14.7 22.3 24.8 12.5 14.2 18.8 22.7
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 128,629: 18,017 3,096 92 95,872 122,577 113,981 125,765: 14,648 2,864
Old : 128,629: 18,017 3,096 92 95,872 122,577 113,981 125,765: 14,648 2,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 11,065: 342 -1,958 92 10,496 12,783 10,930 10,917: 135 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.4 0.1 74.5 95.3 88.6 97.8: 11.4 2.2
Old : 100.0: 14.0 2.4 0.1 74.5 95.3 88.6 97.8: 11.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 17 4 2 59 41 77 46:
Old : 102: 17 4 2 59 41 77 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 40.8 46.6 61.9 32.0 38.6 43.2 57.1
Old : 32.0 40.8 46.6 61.9 32.0 38.6 43.2 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 124,242: 15,768 7,446 3,627 97,153 109,576 116,548 120,649: 7,694 3,593
Old : 124,242: 15,768 7,446 3,627 97,153 109,576 116,548 120,649: 7,694 3,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 17,769: -1,058 -888 1,035 19,909 19,572 19,886 19,719: -2,117 -1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 6.0 2.9 78.2 88.2 93.8 97.1: 6.2 2.9
Old : 100.0: 12.7 6.0 2.9 78.2 88.2 93.8 97.1: 6.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 71 27 31 96 96 183 139:
Old : 236: 71 27 31 96 96 183 139:
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 : 31.1 42.1 44.6 52.5 17.2 23.4 23.4 28.3
Old : 31.1 42.1 44.6 52.5 17.2 23.4 23.4 28.3
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 26,924: 1,221 0 200 22,864 24,403 24,285 24,603: 2,639 2,321
Old : 26,924: 1,221 0 200 22,864 24,403 24,285 24,603: 2,639 2,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 4,146: 330 0 100 4,016 4,181 4,446 4,281: -300 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.7 84.9 90.6 90.2 91.4: 9.8 8.6
Old : 100.0: 4.5 0.0 0.7 84.9 90.6 90.2 91.4: 9.8 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 1 12 14 14 15:
Old : 22: 2 0 1 12 14 14 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 : 55.7 72.6 76.8 84.0 52.0 72.2 68.6 78.1
Old : 55.7 72.6 76.8 84.0 52.0 72.2 68.6 78.1
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 486,588: 78,463 42,958 11,408 371,443 425,864 461,313 480,230: 25,274 6,357
Old : 486,588: 78,463 42,958 11,408 371,443 425,864 461,313 480,230: 25,274 6,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: 68,116: -5,665 -3,165 3,401 79,464 76,955 77,200 77,191: -9,084 -9,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.8 2.3 76.3 87.5 94.8 98.7: 5.2 1.3
Old : 100.0: 16.1 8.8 2.3 76.3 87.5 94.8 98.7: 5.2 1.3
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 : 236: 70 28 30 92 95 178 138:
Old : 236: 70 28 30 92 95 178 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 39.4 47.2 51.0 29.2 39.1 37.9 46.0
Old : 37.5 39.4 47.2 51.0 29.2 39.1 37.9 46.0
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 214,967: 144,713 46,359 6,127 21,751 140,354 172,591 192,840: 42,376 22,128
Old : 214,967: 144,713 46,359 6,127 21,751 140,354 172,591 192,840: 42,376 22,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -23,923: 5,006 10,736 -3,267 -27,653 -27,516 -25,915 -20,047: 1,992 -3,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 21.6 2.9 10.1 65.3 80.3 89.7: 19.7 10.3
Old : 100.0: 67.3 21.6 2.9 10.1 65.3 80.3 89.7: 19.7 10.3
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 : 117: 40 43 21 22 27 78 75:
Old : 117: 40 43 21 22 27 78 75:
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 : 45.6 46.6 56.0 59.4 45.6 46.1 56.0 58.7
Old : 45.6 46.6 56.0 59.4 45.6 46.1 56.0 58.7
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 52,544: 18,092 23,844 100 24,821 6,172 43,013 30,116: 9,531 22,428
Old : 52,544: 18,092 23,844 100 24,821 6,172 43,013 30,116: 9,531 22,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -3,614: 2,449 6,289 -1,070 -551 444 828 5,663: -4,442 -9,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 45.4 0.2 47.2 11.7 81.9 57.3: 18.1 42.7
Old : 100.0: 34.4 45.4 0.2 47.2 11.7 81.9 57.3: 18.1 42.7
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 : 48: 16 10 1 19 4 35 15:
Old : 48: 16 10 1 19 4 35 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 : 36.1 42.7 53.5 51.5 36.1 42.7 53.3 51.5
Old : 36.1 42.7 53.5 51.5 36.1 42.7 53.3 51.5
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 18, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 58,730: 31,962 3,101 37 18,064 16,590 50,063 19,728: 8,667 39,002
Old : 58,730: 31,962 3,101 37 18,064 16,590 50,063 19,728: 8,667 39,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -12,301: 6,432 -5,890 -1,664 -12,207 -20,788 -7,439 -28,342: -4,862 16,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 5.3 0.1 30.8 28.2 85.2 33.6: 14.8 66.4
Old : 100.0: 54.4 5.3 0.1 30.8 28.2 85.2 33.6: 14.8 66.4
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 : 60: 25 4 2 20 18 46 23:
Old : 60: 25 4 2 20 18 46 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 : 36.7 13.3 51.8 23.3 36.4 13.2 50.0 21.6
Old : 36.7 13.3 51.8 23.3 36.4 13.2 50.0 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2012