BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 3,981: 2 22 172 3,266 3,230 3,440 3,425: 541 557
Old : 3,981: 2 22 172 3,266 3,230 3,440 3,425: 541 557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 343: -4 22 45 249 287 289 354: 54 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.6 4.3 82.0 81.1 86.4 86.0: 13.6 14.0
Old : 100.0: 0.1 0.6 4.3 82.0 81.1 86.4 86.0: 13.6 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 3 16 11 19 14:
Old : 20: 1 2 3 16 11 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 69.5 67.7 78.8 47.1 63.7 58.4 63.8
Old : 48.1 69.5 67.7 78.8 47.1 63.7 58.4 63.8
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 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 : 38,739: 3,105 2,691 9,357 21,305 19,380 33,767 31,428: 4,972 7,311
Old : 38,739: 3,105 2,691 9,357 21,305 19,380 33,767 31,428: 4,972 7,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -314: -254 128 -42 67 -175 -229 -89: -85 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 6.9 24.2 55.0 50.0 87.2 81.1: 12.8 18.9
Old : 100.0: 8.0 6.9 24.2 55.0 50.0 87.2 81.1: 12.8 18.9
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 : 80: 24 10 25 38 34 71 60:
Old : 80: 24 10 25 38 34 71 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 29.2 48.1 46.9 30.7 27.6 40.9 39.3
Old : 32.4 29.2 48.1 46.9 30.7 27.6 40.9 39.3
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 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 : 280,451: 82,808 23,438 84,543 83,093 133,521 250,443 241,502: 30,008 38,949
Old : 268,254: 82,071 24,934 80,371 79,153 126,292 241,595 231,598: 26,660 36,656
Other: 12,197: 2,581 348 2,327 3,940 7,229 8,848 9,904: 3,349 2,293
: : :
: : Changes in Commitments from: December 24, 2012 :
: 5,339: 3,318 -2,940 2,647 304 8,454 6,270 8,161: -931 -2,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 8.4 30.1 29.6 47.6 89.3 86.1: 10.7 13.9
Old : 100.0: 30.6 9.3 30.0 29.5 47.1 90.1 86.3: 9.9 13.7
Other: 100.0: 21.2 2.8 19.1 32.3 59.3 72.5 81.2: 27.5 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 104 76 116 69 83 242 220:
Old : 290: 102 79 116 64 83 237 220:
Other: 82: 22 8 14 33 38 60 56:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 15.5 22.7 24.9 11.6 15.1 20.2 23.2
Old : 12.4 16.0 23.3 25.6 11.9 15.8 20.7 23.7
Other: 18.4 27.6 31.6 42.2 16.9 25.5 27.0 35.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 394,274: 107,968 35,481 115,672 138,392 186,081 362,032 337,234: 32,243 57,040
Old : 394,274: 107,968 35,481 115,672 138,392 186,081 362,032 337,234: 32,243 57,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 3: 2,253 619 1,896 -1,521 2,022 2,628 4,537: -2,625 -4,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 9.0 29.3 35.1 47.2 91.8 85.5: 8.2 14.5
Old : 100.0: 27.4 9.0 29.3 35.1 47.2 91.8 85.5: 8.2 14.5
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 : 434: 143 87 155 110 168 335 349:
Old : 434: 143 87 155 110 168 335 349:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 15.0 24.6 22.6 12.3 12.9 21.3 17.7
Old : 13.7 15.0 24.6 22.6 12.3 12.9 21.3 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 10,161: 4,498 1,530 1,252 2,175 5,828 7,924 8,610: 2,236 1,551
Old : 10,161: 4,498 1,530 1,252 2,175 5,828 7,924 8,610: 2,236 1,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -1,045: -42 -639 -248 -227 -29 -516 -916: -529 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 15.1 12.3 21.4 57.4 78.0 84.7: 22.0 15.3
Old : 100.0: 44.3 15.1 12.3 21.4 57.4 78.0 84.7: 22.0 15.3
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 : 98: 46 16 13 24 29 76 54:
Old : 98: 46 16 13 24 29 76 54:
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 : 23.8 39.5 39.9 51.6 21.0 36.2 33.3 46.3
Old : 23.8 39.5 39.9 51.6 21.0 36.2 33.3 46.3
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 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 : 34,816: 10,055 7,477 7,689 9,401 6,217 27,145 21,384: 7,671 13,432
Old : 34,816: 10,055 7,477 7,689 9,401 6,217 27,145 21,384: 7,671 13,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 363: 110 1,081 -49 -154 -183 -93 850: 456 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 21.5 22.1 27.0 17.9 78.0 61.4: 22.0 38.6
Old : 100.0: 28.9 21.5 22.1 27.0 17.9 78.0 61.4: 22.0 38.6
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 : 148: 41 27 35 55 45 113 96:
Old : 148: 41 27 35 55 45 113 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 19.5 22.7 27.2 11.0 14.8 18.5 19.3
Old : 12.7 19.5 22.7 27.2 11.0 14.8 18.5 19.3
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 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 : 6,813: 307 2,093 1,169 4,812 3,324 6,288 6,586: 525 227
Old : 6,813: 307 2,093 1,169 4,812 3,324 6,288 6,586: 525 227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 261: 41 142 76 106 -8 223 210: 39 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 30.7 17.2 70.6 48.8 92.3 96.7: 7.7 3.3
Old : 100.0: 4.5 30.7 17.2 70.6 48.8 92.3 96.7: 7.7 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 : 33: 9 6 10 15 12 28 24:
Old : 33: 9 6 10 15 12 28 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 : 52.7 37.2 68.2 63.5 45.3 35.9 57.6 58.8
Old : 52.7 37.2 68.2 63.5 45.3 35.9 57.6 58.8
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 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 : 75,631: 10,973 5,202 3,045 61,029 67,157 75,047 75,404: 584 227
Old : 75,631: 10,973 5,202 3,045 61,029 67,157 75,047 75,404: 584 227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 483: 470 -27 -9 0 607 461 571: 22 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 6.9 4.0 80.7 88.8 99.2 99.7: 0.8 0.3
Old : 100.0: 14.5 6.9 4.0 80.7 88.8 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 : 27: 5 2 2 14 18 19 22:
Old : 27: 5 2 2 14 18 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 : 68.2 59.2 89.2 78.3 57.7 50.2 65.7 60.6
Old : 68.2 59.2 89.2 78.3 57.7 50.2 65.7 60.6
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 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 : 147,048: 73,601 7,589 3,988 29,702 118,591 107,290 130,168: 39,758 16,880
Old : 147,048: 73,601 7,589 3,988 29,702 118,591 107,290 130,168: 39,758 16,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -3,509: 888 -1,957 594 -807 -295 674 -1,658: -4,183 -1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 5.2 2.7 20.2 80.6 73.0 88.5: 27.0 11.5
Old : 100.0: 50.1 5.2 2.7 20.2 80.6 73.0 88.5: 27.0 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 41 16 14 20 26 68 49:
Old : 87: 41 16 14 20 26 68 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 63.4 42.5 73.6 34.4 63.3 42.5 73.2
Old : 34.4 63.4 42.5 73.6 34.4 63.3 42.5 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 51,892: 23,698 12,483 389 3,244 31,734 27,331 44,606: 24,562 7,286
Old : 51,892: 23,698 12,483 389 3,244 31,734 27,331 44,606: 24,562 7,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 1,671: 1,903 1,724 -8 496 936 2,391 2,653: -720 -982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 24.1 0.7 6.3 61.2 52.7 86.0: 47.3 14.0
Old : 100.0: 45.7 24.1 0.7 6.3 61.2 52.7 86.0: 47.3 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 15 9 2 7 15 24 24:
Old : 41: 15 9 2 7 15 24 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 : 30.0 46.0 38.4 63.1 30.0 45.8 37.7 63.0
Old : 30.0 46.0 38.4 63.1 30.0 45.8 37.7 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 188,209: 66,710 32,672 6,935 70,457 127,257 144,102 166,864: 44,107 21,345
Old : 188,209: 66,710 32,672 6,935 70,457 127,257 144,102 166,864: 44,107 21,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -3,788: -6,795 -4,488 1,689 1,285 -2,451 -3,821 -5,250: 32 1,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 17.4 3.7 37.4 67.6 76.6 88.7: 23.4 11.3
Old : 100.0: 35.4 17.4 3.7 37.4 67.6 76.6 88.7: 23.4 11.3
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 : 103: 37 29 16 19 31 66 66:
Old : 103: 37 29 16 19 31 66 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 38.2 48.2 52.6 38.2 38.0 47.5 52.4
Old : 38.2 38.2 48.2 52.6 38.2 38.0 47.5 52.4
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 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 : 240,939: 29,538 107,697 26,717 162,325 39,434 218,579 173,848: 22,359 67,090
Old : 240,939: 29,538 107,697 26,717 162,325 39,434 218,579 173,848: 22,359 67,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 9,978: 3,622 -2,368 6,904 -5,429 7,709 5,097 12,245: 4,881 -2,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 44.7 11.1 67.4 16.4 90.7 72.2: 9.3 27.8
Old : 100.0: 12.3 44.7 11.1 67.4 16.4 90.7 72.2: 9.3 27.8
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 : 131: 24 66 34 28 28 74 107:
Old : 131: 24 66 34 28 28 74 107:
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 : 38.1 25.9 52.1 32.3 36.7 24.6 50.3 30.4
Old : 38.1 25.9 52.1 32.3 36.7 24.6 50.3 30.4
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 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 : 251,780: 79,565 73,360 28,522 88,029 96,580 196,116 198,463: 55,664 53,317
Old : 251,780: 79,565 73,360 28,522 88,029 96,580 196,116 198,463: 55,664 53,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 6,180: 6,244 -1,260 914 415 6,723 7,572 6,376: -1,392 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 29.1 11.3 35.0 38.4 77.9 78.8: 22.1 21.2
Old : 100.0: 31.6 29.1 11.3 35.0 38.4 77.9 78.8: 22.1 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 : 187: 52 64 43 47 54 124 136:
Old : 187: 52 64 43 47 54 124 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 18.6 27.9 27.7 20.7 18.3 27.1 26.8
Old : 20.8 18.6 27.9 27.7 20.7 18.3 27.1 26.8
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 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 :10,511,265: 982,796 563,049 3,328,530 5,310,033 5,592,227 9,621,359 9,483,806: 889,906 1,027,459
Old :10,511,265: 982,796 563,049 3,328,530 5,310,033 5,592,227 9,621,359 9,483,806: 889,906 1,027,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 123,002: -68,822 26,048 91,755 151,003 60,371 173,936 178,174: -50,934 -55,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.4 31.7 50.5 53.2 91.5 90.2: 8.5 9.8
Old : 100.0: 9.3 5.4 31.7 50.5 53.2 91.5 90.2: 8.5 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 : 235: 51 45 81 122 126 218 216:
Old : 235: 51 45 81 122 126 218 216:
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 : 20.7 24.4 32.0 34.6 14.1 15.6 19.0 19.0
Old : 20.7 24.4 32.0 34.6 14.1 15.6 19.0 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 850,806: 97,209 68,600 49,481 584,161 649,696 730,851 767,777: 119,955 83,029
Old : 850,806: 97,209 68,600 49,481 584,161 649,696 730,851 767,777: 119,955 83,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -1,240: 3,192 3,555 202 -1,150 -1,391 2,245 2,367: -3,484 -3,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 8.1 5.8 68.7 76.4 85.9 90.2: 14.1 9.8
Old : 100.0: 11.4 8.1 5.8 68.7 76.4 85.9 90.2: 14.1 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 : 562: 128 100 98 242 215 425 360:
Old : 562: 128 100 98 242 215 425 360:
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 : 14.2 15.9 22.4 26.6 12.2 15.8 19.1 26.0
Old : 14.2 15.9 22.4 26.6 12.2 15.8 19.1 26.0
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 with Delta-adjusted Options and Futures Combined, 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 : 227,968: 15,187 2,217 14,469 137,795 166,430 167,450 183,116: 60,518 44,852
Old : 227,968: 15,187 2,217 14,469 137,795 166,430 167,450 183,116: 60,518 44,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 6,284: 4,371 1,021 -273 1,034 6,532 5,132 7,280: 1,152 -996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.0 6.3 60.4 73.0 73.5 80.3: 26.5 19.7
Old : 100.0: 6.7 1.0 6.3 60.4 73.0 73.5 80.3: 26.5 19.7
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 : 111: 17 11 21 65 55 94 77:
Old : 111: 17 11 21 65 55 94 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 25.2 25.4 36.1 14.8 24.9 21.9 35.5
Old : 17.4 25.2 25.4 36.1 14.8 24.9 21.9 35.5
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 with Delta-adjusted Options and Futures Combined, 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 : 3,114,188: 430,653 352,455 154,518 2,231,833 2,416,332 2,817,004 2,923,305: 297,183 190,882
Old : 3,114,188: 430,653 352,455 154,518 2,231,833 2,416,332 2,817,004 2,923,305: 297,183 190,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -37,619: 7,172 25,737 -10,690 -10,918 -39,613 -14,436 -24,565: -23,183 -13,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 11.3 5.0 71.7 77.6 90.5 93.9: 9.5 6.1
Old : 100.0: 13.8 11.3 5.0 71.7 77.6 90.5 93.9: 9.5 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 : 522: 120 94 87 217 200 383 335:
Old : 522: 120 94 87 217 200 383 335:
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 : 16.8 17.7 27.2 29.3 16.1 17.6 23.7 28.7
Old : 16.8 17.7 27.2 29.3 16.1 17.6 23.7 28.7
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 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 : 111,804: 19,505 2,266 180 80,754 106,639 100,439 109,085: 11,366 2,720
Old : 111,804: 19,505 2,266 180 80,754 106,639 100,439 109,085: 11,366 2,720
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 52 38 71 41:
Old : 98: 19 2 1 52 38 71 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 with Delta-adjusted Options and Futures Combined, 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 : 58,152: 13,019 7,677 1,371 37,533 46,392 51,923 55,440: 6,229 2,712
Old : 58,152: 13,019 7,677 1,371 37,533 46,392 51,923 55,440: 6,229 2,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -2,452: -1,320 1,436 281 -975 -4,446 -2,014 -2,730: -438 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 13.2 2.4 64.5 79.8 89.3 95.3: 10.7 4.7
Old : 100.0: 22.4 13.2 2.4 64.5 79.8 89.3 95.3: 10.7 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 : 204: 53 25 19 71 75 130 113:
Old : 204: 53 25 19 71 75 130 113:
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 : 32.9 29.9 45.1 44.4 32.9 29.9 44.6 44.0
Old : 32.9 29.9 45.1 44.4 32.9 29.9 44.6 44.0
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 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 : 290,758: 65,096 38,385 6,854 187,664 231,961 259,613 277,200: 31,145 13,558
Old : 290,758: 65,096 38,385 6,854 187,664 231,961 259,613 277,200: 31,145 13,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -12,259: -6,599 7,180 1,403 -4,873 -22,230 -10,069 -13,648: -2,191 1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 13.2 2.4 64.5 79.8 89.3 95.3: 10.7 4.7
Old : 100.0: 22.4 13.2 2.4 64.5 79.8 89.3 95.3: 10.7 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 : 204: 53 25 19 71 75 130 113:
Old : 204: 53 25 19 71 75 130 113:
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 : 32.9 29.9 45.1 44.4 32.9 29.9 44.6 44.0
Old : 32.9 29.9 45.1 44.4 32.9 29.9 44.6 44.0
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 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 : 181,742: 116,717 38,804 6,361 24,360 116,433 147,438 161,597: 34,303 20,144
Old : 181,742: 116,717 38,804 6,361 24,360 116,433 147,438 161,597: 34,303 20,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -3,589: 249 -3,674 797 -101 -1,139 946 -4,015: -4,535 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 21.4 3.5 13.4 64.1 81.1 88.9: 18.9 11.1
Old : 100.0: 64.2 21.4 3.5 13.4 64.1 81.1 88.9: 18.9 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 : 106: 36 35 21 23 27 73 69:
Old : 106: 36 35 21 23 27 73 69:
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 : 43.3 50.7 54.3 63.4 43.3 50.1 54.3 62.7
Old : 43.3 50.7 54.3 63.4 43.3 50.1 54.3 62.7
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 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 with Delta-adjusted Options and Futures Combined, 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