MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 33,418: 2,795 2,811 7,652 18,185 14,757 28,632 25,221: 4,785 8,197
Old : 33,418: 2,795 2,811 7,652 18,185 14,757 28,632 25,221: 4,785 8,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 1,657: 33 166 627 854 -2 1,514 791: 143 866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 8.4 22.9 54.4 44.2 85.7 75.5: 14.3 24.5
Old : 100.0: 8.4 8.4 22.9 54.4 44.2 85.7 75.5: 14.3 24.5
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 : 72: 20 12 25 34 27 66 52:
Old : 72: 20 12 25 34 27 66 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 : 32.7 28.0 48.6 46.6 31.2 27.4 42.2 39.4
Old : 32.7 28.0 48.6 46.6 31.2 27.4 42.2 39.4
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 15, 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 : 280,408: 79,643 32,383 84,492 82,170 125,560 246,305 242,434: 34,103 37,974
Old : 262,917: 77,155 33,872 79,178 76,129 114,802 232,462 227,852: 30,455 35,064
Other: 17,491: 4,597 620 3,204 6,041 10,758 13,842 14,582: 3,649 2,909
: : :
: : Changes in Commitments from: January 8, 2013 :
: -5,923: -6,331 6,856 1,136 -2,170 -12,383 -7,365 -4,391: 1,441 -1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 11.5 30.1 29.3 44.8 87.8 86.5: 12.2 13.5
Old : 100.0: 29.3 12.9 30.1 29.0 43.7 88.4 86.7: 11.6 13.3
Other: 100.0: 26.3 3.5 18.3 34.5 61.5 79.1 83.4: 20.9 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 120 58 129 69 87 249 241:
Old : 298: 117 65 129 65 87 244 241:
Other: 92: 23 13 23 33 43 67 69:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 13.5 21.4 22.8 11.2 12.7 20.0 21.4
Old : 12.1 14.3 22.2 23.5 11.7 13.5 20.4 21.9
Other: 29.7 23.7 42.4 38.1 29.6 23.1 39.4 34.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 389,179: 97,077 36,104 124,217 130,588 172,869 351,882 333,191: 37,297 55,988
Old : 389,179: 97,077 36,104 124,217 130,588 172,869 351,882 333,191: 37,297 55,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -17,381: -13,046 2,307 1,125 -6,644 -18,927 -18,566 -15,495: 1,185 -1,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 9.3 31.9 33.6 44.4 90.4 85.6: 9.6 14.4
Old : 100.0: 24.9 9.3 31.9 33.6 44.4 90.4 85.6: 9.6 14.4
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 : 425: 150 72 167 125 161 345 353:
Old : 425: 150 72 167 125 161 345 353:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 14.8 25.6 21.6 12.2 12.9 21.6 17.7
Old : 14.9 14.8 25.6 21.6 12.2 12.9 21.6 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, January 15, 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 : 10,304: 4,681 1,429 1,558 1,834 5,495 8,073 8,482: 2,231 1,822
Old : 10,304: 4,681 1,429 1,558 1,834 5,495 8,073 8,482: 2,231 1,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 140: 211 0 185 -241 -220 156 -35: -16 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 13.9 15.1 17.8 53.3 78.3 82.3: 21.7 17.7
Old : 100.0: 45.4 13.9 15.1 17.8 53.3 78.3 82.3: 21.7 17.7
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 : 96: 44 19 14 19 25 72 51:
Old : 96: 44 19 14 19 25 72 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 40.4 41.7 52.6 19.6 34.9 34.2 45.3
Old : 25.0 40.4 41.7 52.6 19.6 34.9 34.2 45.3
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, January 15, 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 : 36,616: 8,441 7,153 8,816 11,083 6,903 28,339 22,871: 8,276 13,745
Old : 36,616: 8,441 7,153 8,816 11,083 6,903 28,339 22,871: 8,276 13,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -795: -2,239 -879 606 1,260 -85 -374 -358: -422 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 19.5 24.1 30.3 18.9 77.4 62.5: 22.6 37.5
Old : 100.0: 23.1 19.5 24.1 30.3 18.9 77.4 62.5: 22.6 37.5
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 : 149: 36 30 42 60 54 118 110:
Old : 149: 36 30 42 60 54 118 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 16.6 22.5 24.7 11.0 13.4 18.4 18.2
Old : 13.2 16.6 22.5 24.7 11.0 13.4 18.4 18.2
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 15, 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 : 5,327: 116 2,195 969 3,853 1,944 4,938 5,108: 389 220
Old : 5,327: 116 2,195 969 3,853 1,944 4,938 5,108: 389 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 221: -104 172 11 347 74 255 258: -34 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 41.2 18.2 72.3 36.5 92.7 95.9: 7.3 4.1
Old : 100.0: 2.2 41.2 18.2 72.3 36.5 92.7 95.9: 7.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 8 10 15 9 26 21:
Old : 30: 5 8 10 15 9 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 43.3 70.0 69.0 48.1 40.6 60.8 63.3
Old : 54.0 43.3 70.0 69.0 48.1 40.6 60.8 63.3
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 15, 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 : 75,683: 10,989 5,231 3,054 60,987 67,167 75,030 75,452: 653 231
Old : 75,683: 10,989 5,231 3,054 60,987 67,167 75,030 75,452: 653 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -218: -155 17 0 -42 -259 -197 -242: -21 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 6.9 4.0 80.6 88.7 99.1 99.7: 0.9 0.3
Old : 100.0: 14.5 6.9 4.0 80.6 88.7 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 58.5 88.9 77.6 57.4 49.4 65.5 60.4
Old : 68.0 58.5 88.9 77.6 57.4 49.4 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 15, 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 : 153,066: 72,903 4,437 2,754 29,625 128,586 105,281 135,776: 47,784 17,290
Old : 153,066: 72,903 4,437 2,754 29,625 128,586 105,281 135,776: 47,784 17,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 8,900: 2,420 -1,873 801 2,299 10,296 5,521 9,224: 3,379 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 2.9 1.8 19.4 84.0 68.8 88.7: 31.2 11.3
Old : 100.0: 47.6 2.9 1.8 19.4 84.0 68.8 88.7: 31.2 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 : 91: 44 14 11 20 28 71 46:
Old : 91: 44 14 11 20 28 71 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 65.4 36.8 76.0 29.2 65.3 36.5 76.0
Old : 29.2 65.4 36.8 76.0 29.2 65.3 36.5 76.0
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 15, 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 : 44,708: 18,914 6,312 522 6,652 28,190 26,088 35,023: 18,620 9,685
Old : 44,708: 18,914 6,312 522 6,652 28,190 26,088 35,023: 18,620 9,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -3,297: -378 -3,148 -120 1,814 -1,657 1,315 -4,925: -4,612 1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 14.1 1.2 14.9 63.1 58.4 78.3: 41.6 21.7
Old : 100.0: 42.3 14.1 1.2 14.9 63.1 58.4 78.3: 41.6 21.7
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 : 40: 13 6 3 11 15 25 23:
Old : 40: 13 6 3 11 15 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 45.4 41.7 62.1 28.1 45.4 40.9 62.1
Old : 28.1 45.4 41.7 62.1 28.1 45.4 40.9 62.1
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 15, 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 : 190,902: 160,543 8,878 354 20,040 179,522 180,937 188,754: 9,965 2,148
Old : 190,902: 160,543 8,878 354 20,040 179,522 180,937 188,754: 9,965 2,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 5,691: 12,250 108 -211 -7,226 5,285 4,813 5,182: 878 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 4.7 0.2 10.5 94.0 94.8 98.9: 5.2 1.1
Old : 100.0: 84.1 4.7 0.2 10.5 94.0 94.8 98.9: 5.2 1.1
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 : 144: 94 14 2 17 20 111 36:
Old : 144: 94 14 2 17 20 111 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 58.3 57.0 80.7 46.8 58.3 57.0 80.7
Old : 46.8 58.3 57.0 80.7 46.8 58.3 57.0 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 173,529: 63,741 36,143 5,352 65,979 112,061 135,073 153,556: 38,456 19,972
Old : 173,529: 63,741 36,143 5,352 65,979 112,061 135,073 153,556: 38,456 19,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -779: 3,388 985 1,331 -5,910 -2,278 -1,192 38: 413 -817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 20.8 3.1 38.0 64.6 77.8 88.5: 22.2 11.5
Old : 100.0: 36.7 20.8 3.1 38.0 64.6 77.8 88.5: 22.2 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 : 91: 28 25 12 21 31 57 60:
Old : 91: 28 25 12 21 31 57 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 : 43.0 37.6 53.9 49.9 43.0 37.6 53.0 49.8
Old : 43.0 37.6 53.9 49.9 43.0 37.6 53.0 49.8
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 15, 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 : 245,118: 38,279 103,895 28,024 153,989 46,744 220,291 178,663: 24,827 66,455
Old : 245,118: 38,279 103,895 28,024 153,989 46,744 220,291 178,663: 24,827 66,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 14,467: 7,995 -1,525 7,025 -4,902 5,114 10,117 10,614: 4,349 3,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 42.4 11.4 62.8 19.1 89.9 72.9: 10.1 27.1
Old : 100.0: 15.6 42.4 11.4 62.8 19.1 89.9 72.9: 10.1 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 : 131: 30 63 31 26 26 74 102:
Old : 131: 30 63 31 26 26 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 : 35.5 27.2 51.2 33.7 33.5 25.5 48.5 30.0
Old : 35.5 27.2 51.2 33.7 33.5 25.5 48.5 30.0
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 15, 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 : 255,620: 79,789 73,214 25,350 89,670 100,277 194,809 198,842: 60,810 56,778
Old : 255,620: 79,789 73,214 25,350 89,670 100,277 194,809 198,842: 60,810 56,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 28,590: 12,487 -2,408 6,400 1,042 22,869 19,929 26,860: 8,661 1,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 28.6 9.9 35.1 39.2 76.2 77.8: 23.8 22.2
Old : 100.0: 31.2 28.6 9.9 35.1 39.2 76.2 77.8: 23.8 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 61 57 46 50 56 128 142:
Old : 192: 61 57 46 50 56 128 142:
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 21.1 28.1 29.1 20.4 21.0 27.2 29.0
Old : 20.5 21.1 28.1 29.1 20.4 21.0 27.2 29.0
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 15, 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 : 35,698: 15,508 8,530 515 19,003 26,141 35,026 35,186: 672 512
Old : 35,698: 15,508 8,530 515 19,003 26,141 35,026 35,186: 672 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -2,763: -6,868 2,109 303 3,847 -5,122 -2,718 -2,710: -45 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 23.9 1.4 53.2 73.2 98.1 98.6: 1.9 1.4
Old : 100.0: 43.4 23.9 1.4 53.2 73.2 98.1 98.6: 1.9 1.4
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 : 30: 13 4 3 8 8 23 13:
Old : 30: 13 4 3 8 8 23 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 81.5 91.1 95.2 74.4 81.5 90.3 95.0
Old : 75.3 81.5 91.1 95.2 74.4 81.5 90.3 95.0
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, January 15, 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 : 38,654: 29,920 7,658 362 3,202 28,841 33,484 36,861: 5,170 1,793
Old : 38,654: 29,920 7,658 362 3,202 28,841 33,484 36,861: 5,170 1,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 2,123: 3,285 243 133 -1,533 1,928 1,885 2,304: 238 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 19.8 0.9 8.3 74.6 86.6 95.4: 13.4 4.6
Old : 100.0: 77.4 19.8 0.9 8.3 74.6 86.6 95.4: 13.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 29 11 1 8 14 37 26:
Old : 62: 29 11 1 8 14 37 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 : 49.4 64.1 63.1 78.9 49.4 64.1 63.1 78.9
Old : 49.4 64.1 63.1 78.9 49.4 64.1 63.1 78.9
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 15, 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 :11,218,922: 1,012,008 607,331 3,636,306 5,607,304 5,899,580 10,255,618 10,143,218: 963,303 1,075,704
Old :11,218,922: 1,012,008 607,331 3,636,306 5,607,304 5,899,580 10,255,618 10,143,218: 963,303 1,075,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 282,887: 65,783 55,968 41,366 123,078 163,906 230,226 261,240: 52,661 21,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 5.4 32.4 50.0 52.6 91.4 90.4: 8.6 9.6
Old : 100.0: 9.0 5.4 32.4 50.0 52.6 91.4 90.4: 8.6 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 : 248: 56 52 87 119 124 228 223:
Old : 248: 56 52 87 119 124 228 223:
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 : 21.1 23.4 32.1 32.6 14.4 15.0 19.1 18.7
Old : 21.1 23.4 32.1 32.6 14.4 15.0 19.1 18.7
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 15, 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 : 898,576: 92,830 68,285 59,225 627,613 678,230 779,668 805,739: 118,908 92,837
Old : 898,576: 92,830 68,285 59,225 627,613 678,230 779,668 805,739: 118,908 92,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 25,877: 427 1,219 3,682 13,773 8,970 17,881 13,871: 7,996 12,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.6 6.6 69.8 75.5 86.8 89.7: 13.2 10.3
Old : 100.0: 10.3 7.6 6.6 69.8 75.5 86.8 89.7: 13.2 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 591: 138 125 120 249 219 450 401:
Old : 591: 138 125 120 249 219 450 401:
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 : 14.5 15.8 22.8 24.6 12.3 15.5 19.1 23.2
Old : 14.5 15.8 22.8 24.6 12.3 15.5 19.1 23.2
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 15, 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 : 236,576: 16,036 2,504 14,449 144,210 175,397 174,696 192,350: 61,880 44,226
Old : 236,576: 16,036 2,504 14,449 144,210 175,397 174,696 192,350: 61,880 44,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -279: 1,317 -6,509 -597 -4,278 -2,289 -3,558 -9,395: 3,279 9,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.1 6.1 61.0 74.1 73.8 81.3: 26.2 18.7
Old : 100.0: 6.8 1.1 6.1 61.0 74.1 73.8 81.3: 26.2 18.7
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 : 123: 23 15 31 69 59 106 91:
Old : 123: 23 15 31 69 59 106 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 : 15.2 22.3 24.6 33.5 12.3 21.6 20.2 32.5
Old : 15.2 22.3 24.6 33.5 12.3 21.6 20.2 32.5
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, January 15, 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 : 3,310,003: 412,487 357,425 195,360 2,417,015 2,514,163 3,024,862 3,066,948: 285,141 243,056
Old : 3,310,003: 412,487 357,425 195,360 2,417,015 2,514,163 3,024,862 3,066,948: 285,141 243,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 130,780: -28,027 15,060 44,970 90,251 56,297 107,194 116,328: 23,586 14,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 10.8 5.9 73.0 76.0 91.4 92.7: 8.6 7.3
Old : 100.0: 12.5 10.8 5.9 73.0 76.0 91.4 92.7: 8.6 7.3
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 : 547: 126 120 105 220 199 404 366:
Old : 547: 126 120 105 220 199 404 366:
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 17.1 27.0 27.7 15.8 16.9 22.9 27.2
Old : 16.8 17.1 27.0 27.7 15.8 16.9 22.9 27.2
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 15, 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 : 117,347: 19,050 2,502 29 86,033 112,105 105,112 114,636: 12,235 2,711
Old : 117,347: 19,050 2,502 29 86,033 112,105 105,112 114,636: 12,235 2,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 3,657: 665 224 29 2,882 3,190 3,576 3,443: 81 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.1 0.0 73.3 95.5 89.6 97.7: 10.4 2.3
Old : 100.0: 16.2 2.1 0.0 73.3 95.5 89.6 97.7: 10.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 17 3 1 52 39 69 43:
Old : 100: 17 3 1 52 39 69 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 41.1 50.5 60.8 34.6 41.1 50.3 60.6
Old : 34.6 41.1 50.5 60.8 34.6 41.1 50.3 60.6
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 15, 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 : 64,021: 15,027 6,257 1,620 41,087 53,135 57,735 61,012: 6,286 3,009
Old : 64,021: 15,027 6,257 1,620 41,087 53,135 57,735 61,012: 6,286 3,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 1,951: -1,082 7 305 2,281 1,548 1,504 1,860: 446 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 9.8 2.5 64.2 83.0 90.2 95.3: 9.8 4.7
Old : 100.0: 23.5 9.8 2.5 64.2 83.0 90.2 95.3: 9.8 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 : 206: 58 25 22 69 75 139 110:
Old : 206: 58 25 22 69 75 139 110:
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 : 29.6 31.4 41.6 48.5 29.5 31.4 41.0 47.9
Old : 29.6 31.4 41.6 48.5 29.5 31.4 41.0 47.9
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 15, 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 : 320,104: 75,133 31,285 8,102 205,437 265,675 288,673 305,062: 31,432 15,043
Old : 320,104: 75,133 31,285 8,102 205,437 265,675 288,673 305,062: 31,432 15,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 9,753: -5,412 33 1,527 11,407 7,741 7,522 9,301: 2,231 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 9.8 2.5 64.2 83.0 90.2 95.3: 9.8 4.7
Old : 100.0: 23.5 9.8 2.5 64.2 83.0 90.2 95.3: 9.8 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 : 206: 58 25 22 69 75 139 110:
Old : 206: 58 25 22 69 75 139 110:
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 : 29.6 31.4 41.6 48.5 29.5 31.4 41.0 47.9
Old : 29.6 31.4 41.6 48.5 29.5 31.4 41.0 47.9
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 15, 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 : 213,274: 136,766 47,516 3,852 26,285 139,841 166,903 191,209: 46,371 22,065
Old : 213,274: 136,766 47,516 3,852 26,285 139,841 166,903 191,209: 46,371 22,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 21,608: 14,584 6,264 702 730 15,437 16,015 22,403: 5,592 -795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 22.3 1.8 12.3 65.6 78.3 89.7: 21.7 10.3
Old : 100.0: 64.1 22.3 1.8 12.3 65.6 78.3 89.7: 21.7 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 34 38 15 24 30 70 71:
Old : 112: 34 38 15 24 30 70 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 48.7 53.9 62.5 41.7 48.2 53.9 62.0
Old : 41.7 48.7 53.9 62.5 41.7 48.2 53.9 62.0
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 15, 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 : 53,906: 18,163 16,377 0 24,273 14,492 42,436 30,869: 11,470 23,037
Old : 53,906: 18,163 16,377 0 24,273 14,492 42,436 30,869: 11,470 23,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 3,071: 4,277 -1,184 -1,237 115 3,786 3,155 1,365: -84 1,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 30.4 0.0 45.0 26.9 78.7 57.3: 21.3 42.7
Old : 100.0: 33.7 30.4 0.0 45.0 26.9 78.7 57.3: 21.3 42.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 18 10 0 21 9 39 19:
Old : 54: 18 10 0 21 9 39 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 41.1 48.2 51.6 33.1 41.1 48.2 49.8
Old : 33.1 41.1 48.2 51.6 33.1 41.1 48.2 49.8
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 15, 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 : 60,707: 25,807 5,141 233 27,031 23,968 53,071 29,342: 7,636 31,365
Old : 60,707: 25,807 5,141 233 27,031 23,968 53,071 29,342: 7,636 31,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: -690: -1,662 -967 -233 1,485 5,943 -410 4,743: -280 -5,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 8.5 0.4 44.5 39.5 87.4 48.3: 12.6 51.7
Old : 100.0: 42.5 8.5 0.4 44.5 39.5 87.4 48.3: 12.6 51.7
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 : 76: 26 6 2 31 22 58 29:
Old : 76: 26 6 2 31 22 58 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 18.9 47.0 30.4 32.0 18.7 44.8 28.8
Old : 34.3 18.9 47.0 30.4 32.0 18.7 44.8 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 18, 2013