MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,761: 2,762 2,645 7,025 17,331 14,759 27,118 24,430: 4,642 7,331
Old : 31,761: 2,762 2,645 7,025 17,331 14,759 27,118 24,430: 4,642 7,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -6,978: -343 -45 -2,332 -3,973 -4,620 -6,649 -6,998: -330 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 8.3 22.1 54.6 46.5 85.4 76.9: 14.6 23.1
Old : 100.0: 8.7 8.3 22.1 54.6 46.5 85.4 76.9: 14.6 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 16 15 23 34 29 64 53:
Old : 72: 16 15 23 34 29 64 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 28.8 49.2 47.8 31.2 28.0 42.2 41.0
Old : 32.8 28.8 49.2 47.8 31.2 28.0 42.2 41.0
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 286,331: 85,974 25,527 83,356 84,340 137,943 253,669 246,825: 32,662 39,506
Old : 270,799: 84,569 27,748 78,054 79,251 128,173 241,874 233,975: 28,925 36,824
Other: 15,532: 3,974 348 2,732 5,089 9,770 11,795 12,850: 3,737 2,682
: : :
: : Changes in Commitments from: December 31, 2012 :
: 5,880: 3,166 2,089 -1,187 1,247 4,421 3,226 5,323: 2,654 557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 8.9 29.1 29.5 48.2 88.6 86.2: 11.4 13.8
Old : 100.0: 31.2 10.2 28.8 29.3 47.3 89.3 86.4: 10.7 13.6
Other: 100.0: 25.6 2.2 17.6 32.8 62.9 75.9 82.7: 24.1 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 115 73 128 69 87 258 236:
Old : 308: 113 78 128 64 87 253 236:
Other: 91: 25 11 17 33 43 65 64:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 15.4 22.3 24.3 11.3 14.9 19.7 23.0
Old : 12.2 16.1 22.9 25.2 11.7 15.6 20.4 23.6
Other: 21.4 25.7 35.7 39.9 21.4 24.5 33.2 34.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 406,560: 110,123 33,798 123,092 137,232 191,796 370,448 348,686: 36,112 57,874
Old : 406,560: 110,123 33,798 123,092 137,232 191,796 370,448 348,686: 36,112 57,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 12,286: 2,155 -1,683 7,421 -1,160 5,715 8,416 11,452: 3,869 833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 8.3 30.3 33.8 47.2 91.1 85.8: 8.9 14.2
Old : 100.0: 27.1 8.3 30.3 33.8 47.2 91.1 85.8: 8.9 14.2
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 : 440: 145 81 170 113 170 346 363:
Old : 440: 145 81 170 113 170 346 363:
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 : 13.9 15.4 24.9 22.8 11.8 13.1 20.5 17.9
Old : 13.9 15.4 24.9 22.8 11.8 13.1 20.5 17.9
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,164: 4,470 1,429 1,373 2,075 5,715 7,917 8,517: 2,247 1,647
Old : 10,164: 4,470 1,429 1,373 2,075 5,715 7,917 8,517: 2,247 1,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 4: -28 -101 121 -100 -113 -7 -93: 11 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 14.1 13.5 20.4 56.2 77.9 83.8: 22.1 16.2
Old : 100.0: 44.0 14.1 13.5 20.4 56.2 77.9 83.8: 22.1 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 45 20 16 23 25 78 52:
Old : 97: 45 20 16 23 25 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 : 22.9 40.6 38.5 52.9 19.9 36.5 32.9 46.8
Old : 22.9 40.6 38.5 52.9 19.9 36.5 32.9 46.8
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,411: 10,680 8,032 8,210 9,823 6,987 28,713 23,229: 8,698 14,182
Old : 37,411: 10,680 8,032 8,210 9,823 6,987 28,713 23,229: 8,698 14,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 2,595: 625 555 521 422 770 1,568 1,846: 1,027 749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 21.5 21.9 26.3 18.7 76.7 62.1: 23.3 37.9
Old : 100.0: 28.5 21.5 21.9 26.3 18.7 76.7 62.1: 23.3 37.9
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 : 150: 43 27 35 53 49 113 100:
Old : 150: 43 27 35 53 49 113 100:
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 : 12.6 18.8 22.6 26.5 11.3 14.4 19.4 18.8
Old : 12.6 18.8 22.6 26.5 11.3 14.4 19.4 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,106: 220 2,023 958 3,506 1,869 4,683 4,849: 423 257
Old : 5,106: 220 2,023 958 3,506 1,869 4,683 4,849: 423 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,707: -87 -70 -211 -1,306 -1,455 -1,605 -1,737: -102 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 39.6 18.8 68.7 36.6 91.7 95.0: 8.3 5.0
Old : 100.0: 4.3 39.6 18.8 68.7 36.6 91.7 95.0: 8.3 5.0
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 : 29: 6 7 9 14 9 25 20:
Old : 29: 6 7 9 14 9 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 42.8 68.9 69.2 46.5 38.8 58.9 62.9
Old : 52.7 42.8 68.9 69.2 46.5 38.8 58.9 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 75,901: 11,144 5,214 3,054 61,029 67,426 75,227 75,694: 674 207
Old : 75,901: 11,144 5,214 3,054 61,029 67,426 75,227 75,694: 674 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 270: 171 12 9 0 269 180 290: 90 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 6.9 4.0 80.4 88.8 99.1 99.7: 0.9 0.3
Old : 100.0: 14.7 6.9 4.0 80.4 88.8 99.1 99.7: 0.9 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 : 28: 5 3 2 14 18 20 22:
Old : 28: 5 3 2 14 18 20 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 : 68.0 59.0 88.9 78.0 57.5 50.1 65.5 60.4
Old : 68.0 59.0 88.9 78.0 57.5 50.1 65.5 60.4
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 144,166: 70,482 6,310 1,953 27,325 118,290 99,761 126,552: 44,405 17,613
Old : 144,166: 70,482 6,310 1,953 27,325 118,290 99,761 126,552: 44,405 17,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -2,883: -3,119 -1,280 -2,035 -2,376 -301 -7,530 -3,616: 4,647 733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 4.4 1.4 19.0 82.1 69.2 87.8: 30.8 12.2
Old : 100.0: 48.9 4.4 1.4 19.0 82.1 69.2 87.8: 30.8 12.2
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 : 81: 40 12 9 18 25 62 42:
Old : 81: 40 12 9 18 25 62 42:
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 65.1 40.3 75.1 32.0 65.0 40.0 75.0
Old : 32.0 65.1 40.3 75.1 32.0 65.0 40.0 75.0
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,005: 19,292 9,460 642 4,839 29,846 24,773 39,948: 23,232 8,057
Old : 48,005: 19,292 9,460 642 4,839 29,846 24,773 39,948: 23,232 8,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -3,887: -4,406 -3,023 253 1,595 -1,888 -2,558 -4,658: -1,329 771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 19.7 1.3 10.1 62.2 51.6 83.2: 48.4 16.8
Old : 100.0: 40.2 19.7 1.3 10.1 62.2 51.6 83.2: 48.4 16.8
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 : 39: 12 10 3 7 15 21 26:
Old : 39: 12 10 3 7 15 21 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 : 29.4 44.7 39.2 60.8 29.4 44.6 38.0 60.8
Old : 29.4 44.7 39.2 60.8 29.4 44.6 38.0 60.8
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 185,211: 148,293 8,770 565 27,266 174,237 176,124 183,572: 9,087 1,639
Old : 185,211: 148,293 8,770 565 27,266 174,237 176,124 183,572: 9,087 1,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -970: -1,331 898 145 -1,292 -2,322 -2,478 -1,279: 1,508 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 4.7 0.3 14.7 94.1 95.1 99.1: 4.9 0.9
Old : 100.0: 80.1 4.7 0.3 14.7 94.1 95.1 99.1: 4.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 82 15 2 14 21 97 37:
Old : 130: 82 15 2 14 21 97 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 60.2 59.6 81.4 47.4 60.2 59.6 81.4
Old : 47.4 60.2 59.6 81.4 47.4 60.2 59.6 81.4
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 174,308: 60,353 35,158 4,022 71,889 114,339 136,264 153,519: 38,043 20,789
Old : 174,308: 60,353 35,158 4,022 71,889 114,339 136,264 153,519: 38,043 20,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -13,901: -6,357 2,486 -2,914 1,433 -12,917 -7,838 -13,345: -6,063 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 20.2 2.3 41.2 65.6 78.2 88.1: 21.8 11.9
Old : 100.0: 34.6 20.2 2.3 41.2 65.6 78.2 88.1: 21.8 11.9
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 : 99: 34 25 15 23 31 65 63:
Old : 99: 34 25 15 23 31 65 63:
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 37.8 51.6 51.4 41.1 37.8 50.8 51.3
Old : 41.1 37.8 51.6 51.4 41.1 37.8 50.8 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 230,651: 30,284 105,419 20,999 158,891 41,631 210,174 168,049: 20,478 62,603
Old : 230,651: 30,284 105,419 20,999 158,891 41,631 210,174 168,049: 20,478 62,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -10,287: 746 -2,278 -5,718 -3,434 2,196 -8,406 -5,799: -1,882 -4,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 45.7 9.1 68.9 18.0 91.1 72.9: 8.9 27.1
Old : 100.0: 13.1 45.7 9.1 68.9 18.0 91.1 72.9: 8.9 27.1
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 : 130: 28 63 30 28 27 74 102:
Old : 130: 28 63 30 28 27 74 102:
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 : 38.6 28.4 53.6 35.2 36.8 27.7 51.3 33.3
Old : 38.6 28.4 53.6 35.2 36.8 27.7 51.3 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 227,030: 67,302 75,623 18,951 88,628 77,408 174,881 171,982: 52,149 55,048
Old : 227,030: 67,302 75,623 18,951 88,628 77,408 174,881 171,982: 52,149 55,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -24,750: -12,263 2,263 -9,572 599 -19,172 -21,235 -26,481: -3,515 1,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 33.3 8.3 39.0 34.1 77.0 75.8: 23.0 24.2
Old : 100.0: 29.6 33.3 8.3 39.0 34.1 77.0 75.8: 23.0 24.2
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 : 178: 50 59 37 48 51 114 131:
Old : 178: 50 59 37 48 51 114 131:
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 18.9 27.7 27.9 19.9 18.7 27.3 27.7
Old : 20.0 18.9 27.7 27.9 19.9 18.7 27.3 27.7
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,461: 22,376 6,421 212 15,156 31,263 37,744 37,896: 717 565
Old : 38,461: 22,376 6,421 212 15,156 31,263 37,744 37,896: 717 565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 215: 233 -1,009 173 -339 1,094 67 258: 148 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 16.7 0.6 39.4 81.3 98.1 98.5: 1.9 1.5
Old : 100.0: 58.2 16.7 0.6 39.4 81.3 98.1 98.5: 1.9 1.5
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 : 27: 11 4 2 6 8 19 12:
Old : 27: 11 4 2 6 8 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.7 87.6 92.8 96.2 81.6 87.6 92.6 95.9
Old : 81.7 87.6 92.8 96.2 81.6 87.6 92.6 95.9
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,531: 26,635 7,415 229 4,735 26,913 31,599 34,557: 4,932 1,974
Old : 36,531: 26,635 7,415 229 4,735 26,913 31,599 34,557: 4,932 1,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 2,000: 803 -1,335 -2 588 2,992 1,389 1,655: 611 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 20.3 0.6 13.0 73.7 86.5 94.6: 13.5 5.4
Old : 100.0: 72.9 20.3 0.6 13.0 73.7 86.5 94.6: 13.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 27 9 1 9 14 36 24:
Old : 58: 27 9 1 9 14 36 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 : 48.2 67.3 65.2 81.8 48.2 67.3 65.2 81.8
Old : 48.2 67.3 65.2 81.8 48.2 67.3 65.2 81.8
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 :10,936,035: 946,225 551,363 3,594,941 5,484,226 5,735,675 10,025,392 9,881,978: 910,643 1,054,057
Old :10,936,035: 946,225 551,363 3,594,941 5,484,226 5,735,675 10,025,392 9,881,978: 910,643 1,054,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 424,770: -36,571 -11,686 266,410 174,193 143,447 404,033 398,172: 20,737 26,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 5.0 32.9 50.1 52.4 91.7 90.4: 8.3 9.6
Old : 100.0: 8.7 5.0 32.9 50.1 52.4 91.7 90.4: 8.3 9.6
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 : 244: 53 50 86 121 126 225 223:
Old : 244: 53 50 86 121 126 225 223:
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 : 20.5 23.6 31.3 33.2 13.8 14.6 18.2 17.7
Old : 20.5 23.6 31.3 33.2 13.8 14.6 18.2 17.7
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 872,699: 92,403 67,066 55,543 613,841 669,260 761,787 791,869: 110,912 80,830
Old : 872,699: 92,403 67,066 55,543 613,841 669,260 761,787 791,869: 110,912 80,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 21,893: -4,806 -1,534 6,062 29,679 19,563 30,936 24,091: -9,043 -2,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 7.7 6.4 70.3 76.7 87.3 90.7: 12.7 9.3
Old : 100.0: 10.6 7.7 6.4 70.3 76.7 87.3 90.7: 12.7 9.3
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 : 579: 127 114 110 255 223 445 386:
Old : 579: 127 114 110 255 223 445 386:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 16.0 23.2 25.8 12.9 15.8 19.8 24.7
Old : 15.1 16.0 23.2 25.8 12.9 15.8 19.8 24.7
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 236,854: 14,720 9,013 15,046 148,488 177,687 178,253 201,745: 58,601 35,110
Old : 236,854: 14,720 9,013 15,046 148,488 177,687 178,253 201,745: 58,601 35,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 8,886: -467 6,795 577 10,693 11,257 10,803 18,628: -1,917 -9,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 3.8 6.4 62.7 75.0 75.3 85.2: 24.7 14.8
Old : 100.0: 6.2 3.8 6.4 62.7 75.0 75.3 85.2: 24.7 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 : 123: 24 12 30 69 59 105 91:
Old : 123: 24 12 30 69 59 105 91:
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 : 16.1 25.1 25.9 35.9 13.5 24.5 21.2 35.4
Old : 16.1 25.1 25.9 35.9 13.5 24.5 21.2 35.4
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,179,223: 440,514 342,365 150,390 2,326,764 2,457,865 2,917,668 2,950,620: 261,555 228,603
Old : 3,179,223: 440,514 342,365 150,390 2,326,764 2,457,865 2,917,668 2,950,620: 261,555 228,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 65,036: 9,861 -10,090 -4,128 94,930 41,533 100,664 27,315: -35,628 37,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.8 4.7 73.2 77.3 91.8 92.8: 8.2 7.2
Old : 100.0: 13.9 10.8 4.7 73.2 77.3 91.8 92.8: 8.2 7.2
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 : 534: 117 108 96 226 203 399 351:
Old : 534: 117 108 96 226 203 399 351:
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 : 17.8 17.6 28.1 28.8 16.7 17.4 24.1 28.2
Old : 17.8 17.6 28.1 28.8 16.7 17.4 24.1 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 113,690: 18,385 2,278 0 83,151 108,915 101,536 111,193: 12,154 2,497
Old : 113,690: 18,385 2,278 0 83,151 108,915 101,536 111,193: 12,154 2,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 1,886: -1,120 12 -180 2,397 2,277 1,097 2,109: 789 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.0 0.0 73.1 95.8 89.3 97.8: 10.7 2.2
Old : 100.0: 16.2 2.0 0.0 73.1 95.8 89.3 97.8: 10.7 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 : 97: 17 2 0 50 39 67 41:
Old : 97: 17 2 0 50 39 67 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 : 34.5 42.0 50.1 61.7 34.5 42.0 49.8 61.7
Old : 34.5 42.0 50.1 61.7 34.5 42.0 49.8 61.7
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,070: 16,109 6,250 1,315 38,806 51,587 56,230 59,152: 5,840 2,918
Old : 62,070: 16,109 6,250 1,315 38,806 51,587 56,230 59,152: 5,840 2,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 3,919: 3,090 -1,427 -56 1,273 5,195 4,307 3,712: -389 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 10.1 2.1 62.5 83.1 90.6 95.3: 9.4 4.7
Old : 100.0: 26.0 10.1 2.1 62.5 83.1 90.6 95.3: 9.4 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 : 202: 59 20 16 66 77 134 104:
Old : 202: 59 20 16 66 77 134 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 30.2 41.8 47.3 29.8 30.2 41.2 47.0
Old : 30.0 30.2 41.8 47.3 29.8 30.2 41.2 47.0
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 310,351: 80,545 31,252 6,575 194,030 257,934 281,150 295,761: 29,201 14,590
Old : 310,351: 80,545 31,252 6,575 194,030 257,934 281,150 295,761: 29,201 14,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 19,593: 15,449 -7,133 -279 6,367 25,973 21,537 18,561: -1,944 1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 10.1 2.1 62.5 83.1 90.6 95.3: 9.4 4.7
Old : 100.0: 26.0 10.1 2.1 62.5 83.1 90.6 95.3: 9.4 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 : 202: 59 20 16 66 77 134 104:
Old : 202: 59 20 16 66 77 134 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 30.2 41.8 47.3 29.8 30.2 41.2 47.0
Old : 30.0 30.2 41.8 47.3 29.8 30.2 41.2 47.0
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 191,666: 122,182 41,252 3,150 25,555 124,404 150,888 168,806: 40,779 22,860
Old : 191,666: 122,182 41,252 3,150 25,555 124,404 150,888 168,806: 40,779 22,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 9,924: 5,465 2,448 -3,211 1,195 7,972 3,449 7,209: 6,475 2,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 21.5 1.6 13.3 64.9 78.7 88.1: 21.3 11.9
Old : 100.0: 63.7 21.5 1.6 13.3 64.9 78.7 88.1: 21.3 11.9
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 : 101: 29 35 15 24 27 65 65:
Old : 101: 29 35 15 24 27 65 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 50.0 56.5 63.1 45.9 49.5 56.5 62.6
Old : 45.9 50.0 56.5 63.1 45.9 49.5 56.5 62.6
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,835: 13,886 17,561 1,237 24,158 10,706 39,281 29,504: 11,554 21,331
Old : 50,835: 13,886 17,561 1,237 24,158 10,706 39,281 29,504: 11,554 21,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -2,085: -4,273 -3,147 377 -436 -76 -4,332 -2,846: 2,247 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 34.5 2.4 47.5 21.1 77.3 58.0: 22.7 42.0
Old : 100.0: 27.3 34.5 2.4 47.5 21.1 77.3 58.0: 22.7 42.0
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 : 50: 18 8 2 21 7 41 15:
Old : 50: 18 8 2 21 7 41 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 : 32.4 44.1 44.7 55.2 32.4 44.1 44.5 52.7
Old : 32.4 44.1 44.7 55.2 32.4 44.1 44.5 52.7
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, January 8, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 61,397: 27,469 6,108 466 25,546 18,025 53,481 24,599: 7,916 36,798
Old : 61,397: 27,469 6,108 466 25,546 18,025 53,481 24,599: 7,916 36,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 6,868: 740 2,146 -17 5,308 -4,903 6,031 -2,774: 837 9,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 9.9 0.8 41.6 29.4 87.1 40.1: 12.9 59.9
Old : 100.0: 44.7 9.9 0.8 41.6 29.4 87.1 40.1: 12.9 59.9
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 : 73: 26 6 2 28 22 54 30:
Old : 73: 26 6 2 28 22 54 30:
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 : 35.8 14.4 49.8 23.7 33.3 14.2 47.3 23.4
Old : 35.8 14.4 49.8 23.7 33.3 14.2 47.3 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2013