BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 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 : 4,410: 114 108 200 3,395 3,426 3,709 3,734: 701 676
Old : 4,410: 114 108 200 3,395 3,426 3,709 3,734: 701 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -266: -100 -97 -5 -129 -141 -235 -243: -31 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.4 4.5 77.0 77.7 84.1 84.7: 15.9 15.3
Old : 100.0: 2.6 2.4 4.5 77.0 77.7 84.1 84.7: 15.9 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 3 15 12 19 15:
Old : 22: 3 1 3 15 12 19 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 : 46.6 65.9 70.1 76.4 46.4 65.4 64.5 72.2
Old : 46.6 65.9 70.1 76.4 46.4 65.4 64.5 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 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 : 36,826: 4,752 2,292 8,663 19,780 16,616 33,195 27,571: 3,631 9,255
Old : 36,826: 4,752 2,292 8,663 19,780 16,616 33,195 27,571: 3,631 9,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -4,601: -301 -626 -1,502 -2,482 -1,698 -4,285 -3,826: -316 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 6.2 23.5 53.7 45.1 90.1 74.9: 9.9 25.1
Old : 100.0: 12.9 6.2 23.5 53.7 45.1 90.1 74.9: 9.9 25.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 24 14 26 39 27 71 59:
Old : 83: 24 14 26 39 27 71 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 25.0 45.5 39.8 28.8 22.6 39.7 34.0
Old : 31.2 25.0 45.5 39.8 28.8 22.6 39.7 34.0
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, March 5, 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 : 276,341: 77,869 66,272 73,904 91,798 96,474 243,571 236,650: 32,771 39,691
Old : 246,614: 72,279 68,767 65,007 81,639 78,519 218,925 212,293: 27,689 34,321
Other: 29,727: 9,676 1,591 4,811 10,159 17,956 24,646 24,357: 5,081 5,370
: : :
: : Changes in Commitments from: February 26, 2013 :
: 11,945: -2,190 15,628 5,081 6,288 -10,925 9,180 9,784: 2,765 2,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 24.0 26.7 33.2 34.9 88.1 85.6: 11.9 14.4
Old : 100.0: 29.3 27.9 26.4 33.1 31.8 88.8 86.1: 11.2 13.9
Other: 100.0: 32.5 5.4 16.2 34.2 60.4 82.9 81.9: 17.1 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 117 84 116 71 75 237 242:
Old : 303: 110 97 111 64 71 226 235:
Other: 121: 41 14 30 43 53 94 89:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 10.0 21.6 17.9 11.1 10.0 18.8 17.0
Old : 14.4 10.8 22.8 18.4 11.8 10.8 19.7 16.9
Other: 31.7 22.5 43.8 33.5 31.7 20.7 40.3 30.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 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 : 413,471: 107,692 89,482 101,142 165,923 169,897 374,756 360,521: 38,715 52,950
Old : 413,471: 107,692 89,482 101,142 165,923 169,897 374,756 360,521: 38,715 52,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 4,974: 938 -591 -239 6,221 5,602 6,919 4,771: -1,945 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 21.6 24.5 40.1 41.1 90.6 87.2: 9.4 12.8
Old : 100.0: 26.0 21.6 24.5 40.1 41.1 90.6 87.2: 9.4 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 457: 140 128 149 129 149 342 363:
Old : 457: 140 128 149 129 149 342 363:
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 : 18.7 12.7 28.1 19.5 16.0 10.7 24.5 16.5
Old : 18.7 12.7 28.1 19.5 16.0 10.7 24.5 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 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 : 8,696: 3,536 1,485 684 2,151 4,831 6,371 7,001: 2,325 1,695
Old : 8,696: 3,536 1,485 684 2,151 4,831 6,371 7,001: 2,325 1,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 133: 21 -70 -2 -83 92 -63 21: 196 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 17.1 7.9 24.7 55.6 73.3 80.5: 26.7 19.5
Old : 100.0: 40.7 17.1 7.9 24.7 55.6 73.3 80.5: 26.7 19.5
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 : 85: 38 16 13 22 22 66 46:
Old : 85: 38 16 13 22 22 66 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 : 22.8 36.7 33.7 49.4 22.8 36.7 33.7 49.3
Old : 22.8 36.7 33.7 49.4 22.8 36.7 33.7 49.3
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, March 5, 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 : 46,821: 9,928 14,283 8,851 14,253 6,786 33,032 29,920: 13,789 16,901
Old : 46,821: 9,928 14,283 8,851 14,253 6,786 33,032 29,920: 13,789 16,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 681: 5 1,062 -334 49 -181 -281 547: 961 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 30.5 18.9 30.4 14.5 70.6 63.9: 29.4 36.1
Old : 100.0: 21.2 30.5 18.9 30.4 14.5 70.6 63.9: 29.4 36.1
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 : 173: 36 50 35 72 58 124 131:
Old : 173: 36 50 35 72 58 124 131:
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 : 13.4 15.6 22.8 22.9 12.5 14.3 20.6 18.9
Old : 13.4 15.6 22.8 22.9 12.5 14.3 20.6 18.9
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, March 5, 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 : 6,718: 248 2,344 1,386 4,402 2,581 6,036 6,310: 682 408
Old : 6,718: 248 2,344 1,386 4,402 2,581 6,036 6,310: 682 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -616: -62 -311 27 -549 -315 -584 -599: -31 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 34.9 20.6 65.5 38.4 89.9 93.9: 10.1 6.1
Old : 100.0: 3.7 34.9 20.6 65.5 38.4 89.9 93.9: 10.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 8 10 16 11 27 22:
Old : 32: 4 8 10 16 11 27 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 : 48.3 43.5 65.9 63.1 41.8 37.2 56.9 52.5
Old : 48.3 43.5 65.9 63.1 41.8 37.2 56.9 52.5
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, March 5, 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 : 69,233: 9,725 5,400 2,949 56,089 60,377 68,763 68,726: 470 507
Old : 69,233: 9,725 5,400 2,949 56,089 60,377 68,763 68,726: 470 507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -2,425: -2,889 -186 -45 800 -2,263 -2,134 -2,494: -291 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.8 4.3 81.0 87.2 99.3 99.3: 0.7 0.7
Old : 100.0: 14.0 7.8 4.3 81.0 87.2 99.3 99.3: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 3 3 15 17 22 23:
Old : 29: 7 3 3 15 17 22 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 : 64.6 55.9 86.2 77.8 46.4 41.7 55.6 53.1
Old : 64.6 55.9 86.2 77.8 46.4 41.7 55.6 53.1
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, March 5, 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 : 245,895: 41,230 85,435 11,876 159,556 106,136 212,662 203,448: 33,233 42,447
Old : 245,895: 41,230 85,435 11,876 159,556 106,136 212,662 203,448: 33,233 42,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 27,099: -2,446 22,024 2,098 29,226 416 28,878 24,538: -1,778 2,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 34.7 4.8 64.9 43.2 86.5 82.7: 13.5 17.3
Old : 100.0: 16.8 34.7 4.8 64.9 43.2 86.5 82.7: 13.5 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 32 36 24 32 30 74 80:
Old : 109: 32 36 24 32 30 74 80:
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 : 41.9 41.4 53.8 52.7 41.9 41.3 53.6 52.5
Old : 41.9 41.4 53.8 52.7 41.9 41.3 53.6 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 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 : 57,858: 6,944 18,542 1,741 37,147 19,163 45,831 39,446: 12,026 18,412
Old : 57,858: 6,944 18,542 1,741 37,147 19,163 45,831 39,446: 12,026 18,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 7,923: -968 2,186 -101 13,126 -492 12,058 1,594: -4,135 6,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 32.0 3.0 64.2 33.1 79.2 68.2: 20.8 31.8
Old : 100.0: 12.0 32.0 3.0 64.2 33.1 79.2 68.2: 20.8 31.8
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 : 43: 8 14 4 14 14 22 32:
Old : 43: 8 14 4 14 14 22 32:
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 35.1 64.4 45.4 53.9 35.1 63.2 45.4
Old : 54.0 35.1 64.4 45.4 53.9 35.1 63.2 45.4
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, March 5, 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 : 161,022: 102,996 9,474 3,748 44,871 144,869 151,614 158,090: 9,407 2,931
Old : 161,022: 102,996 9,474 3,748 44,871 144,869 151,614 158,090: 9,407 2,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -12,796: -17,405 -6,123 1,827 1,872 -5,519 -13,707 -9,816: 911 -2,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 5.9 2.3 27.9 90.0 94.2 98.2: 5.8 1.8
Old : 100.0: 64.0 5.9 2.3 27.9 90.0 94.2 98.2: 5.8 1.8
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 : 140: 83 19 11 19 20 108 47:
Old : 140: 83 19 11 19 20 108 47:
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 57.5 52.1 80.9 41.7 57.5 52.1 80.8
Old : 41.7 57.5 52.1 80.9 41.7 57.5 52.1 80.8
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, March 5, 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 : 268,647: 36,572 74,461 21,343 187,860 114,960 245,775 210,764: 22,873 57,884
Old : 268,647: 36,572 74,461 21,343 187,860 114,960 245,775 210,764: 22,873 57,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 33,288: 5,623 12,852 2,753 24,790 9,489 33,167 25,094: 122 8,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 27.7 7.9 69.9 42.8 91.5 78.5: 8.5 21.5
Old : 100.0: 13.6 27.7 7.9 69.9 42.8 91.5 78.5: 8.5 21.5
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 : 115: 20 47 18 33 34 64 88:
Old : 115: 20 47 18 33 34 64 88:
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 : 51.1 22.0 60.2 32.3 48.9 21.1 57.2 30.7
Old : 51.1 22.0 60.2 32.3 48.9 21.1 57.2 30.7
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, March 5, 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 : 307,373: 49,495 118,231 41,793 192,792 84,276 284,080 244,301: 23,293 63,071
Old : 307,373: 49,495 118,231 41,793 192,792 84,276 284,080 244,301: 23,293 63,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 26,078: 50 5,216 2,759 24,480 20,368 27,289 28,344: -1,212 -2,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 38.5 13.6 62.7 27.4 92.4 79.5: 7.6 20.5
Old : 100.0: 16.1 38.5 13.6 62.7 27.4 92.4 79.5: 7.6 20.5
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 : 141: 32 63 37 35 33 87 113:
Old : 141: 32 63 37 35 33 87 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 26.9 45.7 36.5 29.4 25.1 41.5 29.9
Old : 30.4 26.9 45.7 36.5 29.4 25.1 41.5 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 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 : 288,046: 63,343 81,878 48,859 125,689 96,815 237,891 227,553: 50,155 60,493
Old : 288,046: 63,343 81,878 48,859 125,689 96,815 237,891 227,553: 50,155 60,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -12,942: -11,513 2,264 687 6,552 -22,109 -4,274 -19,158: -8,669 6,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 28.4 17.0 43.6 33.6 82.6 79.0: 17.4 21.0
Old : 100.0: 22.0 28.4 17.0 43.6 33.6 82.6 79.0: 17.4 21.0
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 : 193: 46 70 52 58 56 135 147:
Old : 193: 46 70 52 58 56 135 147:
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 : 21.8 15.9 31.8 25.0 21.8 13.5 29.8 21.2
Old : 21.8 15.9 31.8 25.0 21.8 13.5 29.8 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 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 : 35,104: 16,638 7,038 744 16,672 26,940 34,054 34,722: 1,050 382
Old : 35,104: 16,638 7,038 744 16,672 26,940 34,054 34,722: 1,050 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -8,020: -792 -4,050 -16 -7,170 -3,974 -7,978 -8,040: -42 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 20.0 2.1 47.5 76.7 97.0 98.9: 3.0 1.1
Old : 100.0: 47.4 20.0 2.1 47.5 76.7 97.0 98.9: 3.0 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 : 32: 15 5 4 7 7 25 13:
Old : 32: 15 5 4 7 7 25 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 : 70.5 77.1 87.6 94.5 69.8 77.1 86.8 93.5
Old : 70.5 77.1 87.6 94.5 69.8 77.1 86.8 93.5
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, March 5, 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 : 31,548: 23,812 4,768 335 3,392 23,741 27,539 28,844: 4,009 2,704
Old : 31,548: 23,812 4,768 335 3,392 23,741 27,539 28,844: 4,009 2,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -1,317: 242 1,495 -1,691 404 -886 -1,045 -1,082: -272 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 15.1 1.1 10.8 75.3 87.3 91.4: 12.7 8.6
Old : 100.0: 75.5 15.1 1.1 10.8 75.3 87.3 91.4: 12.7 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 23 15 2 13 16 36 33:
Old : 63: 23 15 2 13 16 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 59.1 67.7 70.9 48.8 59.1 66.7 70.9
Old : 49.8 59.1 67.7 70.9 48.8 59.1 66.7 70.9
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, March 5, 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 :12,753,650: 1,108,637 782,481 4,145,191 6,467,197 6,636,002 11,721,025 11,563,674: 1,032,625 1,189,976
Old :12,753,650: 1,108,637 782,481 4,145,191 6,467,197 6,636,002 11,721,025 11,563,674: 1,032,625 1,189,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 325,758: 11,275 121,130 116,202 199,464 75,101 326,941 312,433: -1,182 13,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 6.1 32.5 50.7 52.0 91.9 90.7: 8.1 9.3
Old : 100.0: 8.7 6.1 32.5 50.7 52.0 91.9 90.7: 8.1 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 : 265: 65 57 94 120 129 241 235:
Old : 265: 65 57 94 120 129 241 235:
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 : 18.8 22.4 30.8 33.4 13.6 16.3 18.6 20.7
Old : 18.8 22.4 30.8 33.4 13.6 16.3 18.6 20.7
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, March 5, 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 : 1,082,430: 129,303 77,915 77,550 723,053 788,951 929,906 944,416: 152,524 138,015
Old : 1,082,430: 129,303 77,915 77,550 723,053 788,951 929,906 944,416: 152,524 138,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 26,343: 23,947 -1,534 -3,757 -1,479 11,030 18,711 5,739: 7,632 20,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 7.2 7.2 66.8 72.9 85.9 87.2: 14.1 12.8
Old : 100.0: 11.9 7.2 7.2 66.8 72.9 85.9 87.2: 14.1 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 607: 140 122 123 259 253 470 428:
Old : 607: 140 122 123 259 253 470 428:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 13.1 20.0 22.3 9.3 11.3 14.3 17.5
Old : 11.7 13.1 20.0 22.3 9.3 11.3 14.3 17.5
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, March 5, 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 : 307,973: 24,462 6,647 20,681 194,205 205,973 239,348 233,301: 68,624 74,672
Old : 307,973: 24,462 6,647 20,681 194,205 205,973 239,348 233,301: 68,624 74,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 12,234: 2,113 -5,821 -67 7,514 5,463 9,560 -426: 2,674 12,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.2 6.7 63.1 66.9 77.7 75.8: 22.3 24.2
Old : 100.0: 7.9 2.2 6.7 63.1 66.9 77.7 75.8: 22.3 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 : 117: 24 15 29 63 59 101 90:
Old : 117: 24 15 29 63 59 101 90:
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 : 20.2 19.7 28.9 30.0 14.8 18.7 22.8 27.1
Old : 20.2 19.7 28.9 30.0 14.8 18.7 22.8 27.1
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, March 5, 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 : 3,872,287: 575,584 407,718 232,965 2,644,238 2,914,891 3,452,787 3,555,575: 419,500 316,712
Old : 3,872,287: 575,584 407,718 232,965 2,644,238 2,914,891 3,452,787 3,555,575: 419,500 316,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 70,541: 91,520 3,781 -798 -44,968 27,838 45,753 30,821: 24,788 39,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 10.5 6.0 68.3 75.3 89.2 91.8: 10.8 8.2
Old : 100.0: 14.9 10.5 6.0 68.3 75.3 89.2 91.8: 10.8 8.2
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 : 566: 128 114 110 239 237 430 398:
Old : 566: 128 114 110 239 237 430 398:
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 : 14.0 15.7 22.8 24.9 12.2 14.9 19.4 23.0
Old : 14.0 15.7 22.8 24.9 12.2 14.9 19.4 23.0
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, March 5, 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 : 118,043: 24,091 2,523 229 81,436 112,761 105,756 115,513: 12,287 2,530
Old : 118,043: 24,091 2,523 229 81,436 112,761 105,756 115,513: 12,287 2,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -4,830: 1,464 395 229 -6,311 -5,166 -4,618 -4,542: -212 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 2.1 0.2 69.0 95.5 89.6 97.9: 10.4 2.1
Old : 100.0: 20.4 2.1 0.2 69.0 95.5 89.6 97.9: 10.4 2.1
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 : 104: 17 3 2 55 45 72 50:
Old : 104: 17 3 2 55 45 72 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 39.8 49.9 60.9 33.8 39.8 49.5 60.9
Old : 33.9 39.8 49.9 60.9 33.8 39.8 49.5 60.9
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, March 5, 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 : 72,843: 22,179 6,072 1,560 42,627 60,734 66,366 68,365: 6,477 4,478
Old : 72,843: 22,179 6,072 1,560 42,627 60,734 66,366 68,365: 6,477 4,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 4,494: 5,823 -322 -296 -1,990 5,025 3,536 4,407: 958 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 8.3 2.1 58.5 83.4 91.1 93.9: 8.9 6.1
Old : 100.0: 30.4 8.3 2.1 58.5 83.4 91.1 93.9: 8.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 72 20 24 69 74 150 109:
Old : 213: 72 20 24 69 74 150 109:
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 : 30.3 34.1 42.6 50.5 30.3 33.1 42.6 49.1
Old : 30.3 34.1 42.6 50.5 30.3 33.1 42.6 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 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 : 364,216: 110,896 30,358 7,798 213,137 303,670 331,831 341,825: 32,385 22,391
Old : 364,216: 110,896 30,358 7,798 213,137 303,670 331,831 341,825: 32,385 22,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 22,469: 29,113 -1,611 -1,481 -9,950 25,126 17,681 22,034: 4,788 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 8.3 2.1 58.5 83.4 91.1 93.9: 8.9 6.1
Old : 100.0: 30.4 8.3 2.1 58.5 83.4 91.1 93.9: 8.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 72 20 24 69 74 150 109:
Old : 213: 72 20 24 69 74 150 109:
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 : 30.3 34.1 42.6 50.5 30.3 33.1 42.6 49.1
Old : 30.3 34.1 42.6 50.5 30.3 33.1 42.6 49.1
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, March 5, 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 : 177,441: 59,850 55,366 11,495 80,944 80,681 152,289 147,541: 25,152 29,900
Old : 177,441: 59,850 55,366 11,495 80,944 80,681 152,289 147,541: 25,152 29,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -920: -19,389 206 372 16,625 -1,440 -2,392 -862: 1,472 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 31.2 6.5 45.6 45.5 85.8 83.1: 14.2 16.9
Old : 100.0: 33.7 31.2 6.5 45.6 45.5 85.8 83.1: 14.2 16.9
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 : 112: 32 45 25 25 25 69 83:
Old : 112: 32 45 25 25 25 69 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 38.8 48.8 49.4 31.7 38.2 48.2 48.6
Old : 31.8 38.8 48.8 49.4 31.7 38.2 48.2 48.6
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, March 5, 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 : 90,992: 28,184 16,503 6,715 45,191 32,598 80,090 55,816: 10,902 35,176
Old : 90,992: 28,184 16,503 6,715 45,191 32,598 80,090 55,816: 10,902 35,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 16,123: 7,182 -4 6,026 5,528 10,977 18,736 16,999: -2,613 -876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 18.1 7.4 49.7 35.8 88.0 61.3: 12.0 38.7
Old : 100.0: 31.0 18.1 7.4 49.7 35.8 88.0 61.3: 12.0 38.7
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 : 74: 27 14 7 25 16 59 31:
Old : 74: 27 14 7 25 16 59 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 28.9 48.3 45.6 26.0 20.2 37.1 29.2
Old : 30.5 28.9 48.3 45.6 26.0 20.2 37.1 29.2
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, March 5, 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 : 95,807: 33,830 7,959 2,889 31,152 41,715 67,871 52,563: 27,936 43,244
Old : 95,807: 33,830 7,959 2,889 31,152 41,715 67,871 52,563: 27,936 43,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 21,232: 346 -1,550 1,558 -1,099 7,620 805 7,628: 20,427 13,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 8.3 3.0 32.5 43.5 70.8 54.9: 29.2 45.1
Old : 100.0: 35.3 8.3 3.0 32.5 43.5 70.8 54.9: 29.2 45.1
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 : 93: 28 10 5 43 32 71 47:
Old : 93: 28 10 5 43 32 71 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 15.7 31.3 26.6 19.5 11.8 30.1 21.0
Old : 19.7 15.7 31.3 26.6 19.5 11.8 30.1 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 8, 2013