BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 5,159: 16 126 367 4,274 3,994 4,657 4,487: 502 671
Old : 5,159: 16 126 367 4,274 3,994 4,657 4,487: 502 671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 429: -17 9 39 391 355 413 403: 17 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.4 7.1 82.8 77.4 90.3 87.0: 9.7 13.0
Old : 100.0: 0.3 2.4 7.1 82.8 77.4 90.3 87.0: 9.7 13.0
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 : 26: 2 2 4 19 13 23 17:
Old : 26: 2 2 4 19 13 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 65.5 69.1 75.6 45.0 65.1 64.6 71.8
Old : 45.1 65.5 69.1 75.6 45.0 65.1 64.6 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 40,082: 4,189 3,119 9,732 22,271 18,212 36,192 31,063: 3,890 9,019
Old : 40,082: 4,189 3,119 9,732 22,271 18,212 36,192 31,063: 3,890 9,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 1,686: -8 351 539 990 1,019 1,522 1,909: 165 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.8 24.3 55.6 45.4 90.3 77.5: 9.7 22.5
Old : 100.0: 10.5 7.8 24.3 55.6 45.4 90.3 77.5: 9.7 22.5
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: 24 19 29 41 28 76 66:
Old : 91: 24 19 29 41 28 76 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 25.1 44.0 40.5 28.2 22.7 38.8 34.8
Old : 30.6 25.1 44.0 40.5 28.2 22.7 38.8 34.8
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 19, 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 : 292,203: 70,776 67,042 86,381 103,756 98,115 260,913 251,537: 31,290 40,666
Old : 258,469: 64,739 70,262 76,180 91,834 78,098 232,753 224,539: 25,716 33,929
Other: 33,734: 10,856 1,599 5,382 11,923 20,016 28,161 26,998: 5,573 6,736
: : :
: : Changes in Commitments from: March 12, 2013 :
: 15,015: 1,283 3,290 8,476 6,236 2,171 15,995 13,937: -980 1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 22.9 29.6 35.5 33.6 89.3 86.1: 10.7 13.9
Old : 100.0: 25.0 27.2 29.5 35.5 30.2 90.1 86.9: 9.9 13.1
Other: 100.0: 32.2 4.7 16.0 35.3 59.3 83.5 80.0: 16.5 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 106 91 133 71 74 243 257:
Old : 305: 96 103 130 61 70 228 252:
Other: 122: 39 15 27 44 52 92 88:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 9.8 23.5 17.1 12.6 9.2 19.9 15.2
Old : 15.9 10.3 24.1 17.9 13.7 9.7 21.2 15.7
Other: 31.6 22.2 44.8 33.5 31.6 19.2 42.1 28.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 428,708: 106,159 80,972 106,877 174,658 184,084 387,694 371,933: 41,014 56,775
Old : 428,708: 106,159 80,972 106,877 174,658 184,084 387,694 371,933: 41,014 56,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 5,637: 901 -5,504 551 4,449 8,057 5,901 3,103: -263 2,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 18.9 24.9 40.7 42.9 90.4 86.8: 9.6 13.2
Old : 100.0: 24.8 18.9 24.9 40.7 42.9 90.4 86.8: 9.6 13.2
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 : 451: 140 118 145 138 155 343 363:
Old : 451: 140 118 145 138 155 343 363:
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 : 18.4 12.5 27.3 18.9 15.9 9.7 24.1 14.7
Old : 18.4 12.5 27.3 18.9 15.9 9.7 24.1 14.7
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, March 19, 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 : 9,046: 3,632 1,577 1,294 1,933 4,597 6,859 7,468: 2,187 1,578
Old : 9,046: 3,632 1,577 1,294 1,933 4,597 6,859 7,468: 2,187 1,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 200: 2 -120 451 -130 -146 323 184: -124 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 17.4 14.3 21.4 50.8 75.8 82.6: 24.2 17.4
Old : 100.0: 40.2 17.4 14.3 21.4 50.8 75.8 82.6: 24.2 17.4
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 : 87: 34 19 14 20 23 65 49:
Old : 87: 34 19 14 20 23 65 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 34.0 35.7 49.5 21.4 33.5 32.2 46.4
Old : 21.8 34.0 35.7 49.5 21.4 33.5 32.2 46.4
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 19, 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 : 50,581: 9,140 13,072 12,888 15,177 6,258 37,205 32,218: 13,376 18,362
Old : 50,581: 9,140 13,072 12,888 15,177 6,258 37,205 32,218: 13,376 18,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 1,072: -456 -1,492 2,303 130 -98 1,977 714: -905 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 25.8 25.5 30.0 12.4 73.6 63.7: 26.4 36.3
Old : 100.0: 18.1 25.8 25.5 30.0 12.4 73.6 63.7: 26.4 36.3
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 : 193: 39 57 37 79 60 138 137:
Old : 193: 39 57 37 79 60 138 137:
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 14.7 21.9 22.3 10.5 10.4 16.6 14.6
Old : 13.4 14.7 21.9 22.3 10.5 10.4 16.6 14.6
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 19, 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 : 7,371: 221 2,176 1,551 4,827 3,177 6,599 6,904: 772 467
Old : 7,371: 221 2,176 1,551 4,827 3,177 6,599 6,904: 772 467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 482: 19 -167 128 283 462 430 423: 52 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 29.5 21.0 65.5 43.1 89.5 93.7: 10.5 6.3
Old : 100.0: 3.0 29.5 21.0 65.5 43.1 89.5 93.7: 10.5 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 9 11 16 12 28 24:
Old : 33: 4 9 11 16 12 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 42.1 63.6 62.2 39.7 37.5 52.9 53.5
Old : 46.8 42.1 63.6 62.2 39.7 37.5 52.9 53.5
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 19, 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 : 58,678: 7,260 5,391 2,312 48,348 50,789 57,920 58,492: 758 186
Old : 58,678: 7,260 5,391 2,312 48,348 50,789 57,920 58,492: 758 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -4,489: -1,442 -24 -921 -2,220 -3,281 -4,583 -4,226: 94 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 9.2 3.9 82.4 86.6 98.7 99.7: 1.3 0.3
Old : 100.0: 12.4 9.2 3.9 82.4 86.6 98.7 99.7: 1.3 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: 6 3 2 15 16 21 21:
Old : 28: 6 3 2 15 16 21 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 : 62.8 53.3 86.8 79.0 42.2 37.9 48.8 49.9
Old : 62.8 53.3 86.8 79.0 42.2 37.9 48.8 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 321,487: 39,802 104,561 10,518 239,777 165,906 290,097 280,985: 31,390 40,502
Old : 321,487: 39,802 104,561 10,518 239,777 165,906 290,097 280,985: 31,390 40,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 60,960: 2,461 14,243 2,638 54,130 45,883 59,230 62,764: 1,730 -1,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 32.5 3.3 74.6 51.6 90.2 87.4: 9.8 12.6
Old : 100.0: 12.4 32.5 3.3 74.6 51.6 90.2 87.4: 9.8 12.6
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 : 99: 28 34 18 30 28 66 72:
Old : 99: 28 34 18 30 28 66 72:
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 : 51.6 51.4 64.4 62.4 38.0 34.3 48.0 43.2
Old : 51.6 51.4 64.4 62.4 38.0 34.3 48.0 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 52,622: 10,702 22,060 1,080 32,581 9,050 44,363 32,190: 8,259 20,432
Old : 52,622: 10,702 22,060 1,080 32,581 9,050 44,363 32,190: 8,259 20,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -18,175: 4,607 2,366 -5,463 -14,945 -12,280 -15,801 -15,377: -2,374 -2,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 41.9 2.1 61.9 17.2 84.3 61.2: 15.7 38.8
Old : 100.0: 20.3 41.9 2.1 61.9 17.2 84.3 61.2: 15.7 38.8
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 : 42: 8 17 3 11 10 19 30:
Old : 42: 8 17 3 11 10 19 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 27.4 68.8 37.9 53.8 27.4 68.4 37.9
Old : 54.1 27.4 68.8 37.9 53.8 27.4 68.4 37.9
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 19, 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 : 156,440: 132,936 23,584 234 11,605 130,411 144,774 154,229: 11,666 2,211
Old : 156,440: 132,936 23,584 234 11,605 130,411 144,774 154,229: 11,666 2,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -36,426: 12,460 16,879 -15,805 -33,225 -37,094 -36,570 -36,019: 144 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 15.1 0.1 7.4 83.4 92.5 98.6: 7.5 1.4
Old : 100.0: 85.0 15.1 0.1 7.4 83.4 92.5 98.6: 7.5 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 : 142: 94 15 4 18 19 115 35:
Old : 142: 94 15 4 18 19 115 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 51.4 49.2 78.7 37.2 51.4 49.2 78.7
Old : 37.2 51.4 49.2 78.7 37.2 51.4 49.2 78.7
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, March 19, 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 : 235,840: 38,860 98,792 12,452 166,043 74,102 217,355 185,346: 18,486 50,494
Old : 235,840: 38,860 98,792 12,452 166,043 74,102 217,355 185,346: 18,486 50,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -82,178: 8,828 20,160 -12,851 -72,576 -85,128 -76,599 -77,820: -5,579 -4,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 41.9 5.3 70.4 31.4 92.2 78.6: 7.8 21.4
Old : 100.0: 16.5 41.9 5.3 70.4 31.4 92.2 78.6: 7.8 21.4
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 : 117: 21 54 19 29 31 62 92:
Old : 117: 21 54 19 29 31 62 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 29.5 62.1 39.1 47.6 29.1 61.4 38.6
Old : 47.7 29.5 62.1 39.1 47.6 29.1 61.4 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 260,014: 57,340 134,192 22,305 159,003 41,457 238,649 197,954: 21,366 62,061
Old : 260,014: 57,340 134,192 22,305 159,003 41,457 238,649 197,954: 21,366 62,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -69,725: 3,902 -9,313 -18,622 -51,680 -38,282 -66,401 -66,217: -3,324 -3,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 51.6 8.6 61.2 15.9 91.8 76.1: 8.2 23.9
Old : 100.0: 22.1 51.6 8.6 61.2 15.9 91.8 76.1: 8.2 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 28 67 32 29 25 79 102:
Old : 135: 28 67 32 29 25 79 102:
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 : 33.2 30.0 51.6 36.6 33.2 30.0 50.4 35.5
Old : 33.2 30.0 51.6 36.6 33.2 30.0 50.4 35.5
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 19, 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 : 251,117: 50,680 92,871 39,127 115,969 61,658 205,776 193,656: 45,341 57,462
Old : 251,117: 50,680 92,871 39,127 115,969 61,658 205,776 193,656: 45,341 57,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -1,393: -6,732 12,334 6,776 1,618 -18,590 1,663 520: -3,056 -1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 37.0 15.6 46.2 24.6 81.9 77.1: 18.1 22.9
Old : 100.0: 20.2 37.0 15.6 46.2 24.6 81.9 77.1: 18.1 22.9
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 : 182: 46 71 61 47 45 125 145:
Old : 182: 46 71 61 47 45 125 145:
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 : 21.2 13.1 32.2 22.1 20.4 12.6 31.0 20.2
Old : 21.2 13.1 32.2 22.1 20.4 12.6 31.0 20.2
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 19, 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 : 39,835: 18,370 6,353 1,095 19,219 32,008 38,684 39,456: 1,151 379
Old : 39,835: 18,370 6,353 1,095 19,219 32,008 38,684 39,456: 1,151 379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 3,891: 2,038 -264 -59 1,886 4,205 3,865 3,882: 26 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 15.9 2.7 48.2 80.4 97.1 99.0: 2.9 1.0
Old : 100.0: 46.1 15.9 2.7 48.2 80.4 97.1 99.0: 2.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 6 3 10 8 28 15:
Old : 36: 16 6 3 10 8 28 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 : 71.8 80.2 85.7 93.7 70.7 80.2 84.6 92.3
Old : 71.8 80.2 85.7 93.7 70.7 80.2 84.6 92.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 28,933: 23,384 10,907 112 2,269 15,389 25,765 26,408: 3,168 2,525
Old : 28,933: 23,384 10,907 112 2,269 15,389 25,765 26,408: 3,168 2,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -3,880: -866 6,007 -1,028 -1,322 -8,633 -3,216 -3,654: -664 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 37.7 0.4 7.8 53.2 89.1 91.3: 10.9 8.7
Old : 100.0: 80.8 37.7 0.4 7.8 53.2 89.1 91.3: 10.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 18 18 2 6 10 24 30:
Old : 52: 18 18 2 6 10 24 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 67.0 76.0 77.5 63.2 67.0 76.0 77.5
Old : 63.2 67.0 76.0 77.5 63.2 67.0 76.0 77.5
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 19, 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 :11,508,035: 1,068,116 857,014 3,616,724 5,845,156 5,855,488 10,529,995 10,329,225: 978,040 1,178,809
Old :11,508,035: 1,068,116 857,014 3,616,724 5,845,156 5,855,488 10,529,995 10,329,225: 978,040 1,178,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
:-1,401,232: -81,643 50,183 -601,753 -681,650 -840,647 -1,365,047 -1,392,217: -36,186 -9,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.4 31.4 50.8 50.9 91.5 89.8: 8.5 10.2
Old : 100.0: 9.3 7.4 31.4 50.8 50.9 91.5 89.8: 8.5 10.2
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 : 252: 62 54 96 111 114 231 222:
Old : 252: 62 54 96 111 114 231 222:
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 : 19.5 23.5 31.2 35.1 15.2 18.9 20.7 22.5
Old : 19.5 23.5 31.2 35.1 15.2 18.9 20.7 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 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 : 896,437: 135,302 70,575 63,709 587,449 671,454 786,460 805,738: 109,977 90,699
Old : 896,437: 135,302 70,575 63,709 587,449 671,454 786,460 805,738: 109,977 90,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -346,449: 1,903 -7,686 -42,798 -255,341 -241,394 -296,235 -291,878: -50,214 -54,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 7.9 7.1 65.5 74.9 87.7 89.9: 12.3 10.1
Old : 100.0: 15.1 7.9 7.1 65.5 74.9 87.7 89.9: 12.3 10.1
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 : 581: 129 116 110 228 241 420 404:
Old : 581: 129 116 110 228 241 420 404:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 14.5 21.8 22.9 11.9 13.3 18.7 20.6
Old : 13.7 14.5 21.8 22.9 11.9 13.3 18.7 20.6
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 19, 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 : 214,608: 14,047 8,933 18,466 127,904 150,690 160,417 178,089: 54,191 36,519
Old : 214,608: 14,047 8,933 18,466 127,904 150,690 160,417 178,089: 54,191 36,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -131,935: -12,820 1,721 -9,047 -95,628 -86,391 -117,495 -93,717: -14,440 -38,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 4.2 8.6 59.6 70.2 74.7 83.0: 25.3 17.0
Old : 100.0: 6.5 4.2 8.6 59.6 70.2 74.7 83.0: 25.3 17.0
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 : 105: 20 20 27 51 50 86 82:
Old : 105: 20 20 27 51 50 86 82:
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 21.8 28.4 35.7 15.7 21.8 23.2 32.7
Old : 18.7 21.8 28.4 35.7 15.7 21.8 23.2 32.7
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 19, 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 : 3,409,146: 629,903 331,839 202,584 2,297,727 2,603,820 3,130,213 3,138,243: 278,934 270,903
Old : 3,409,146: 629,903 331,839 202,584 2,297,727 2,603,820 3,130,213 3,138,243: 278,934 270,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
:-1,072,572: 27,000 -93,653 -122,137 -798,564 -775,012 -893,701 -990,802: -178,872 -81,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 9.7 5.9 67.4 76.4 91.8 92.1: 8.2 7.9
Old : 100.0: 18.5 9.7 5.9 67.4 76.4 91.8 92.1: 8.2 7.9
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 : 538: 122 101 97 210 226 383 373:
Old : 538: 122 101 97 210 226 383 373:
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 : 15.7 15.1 25.3 24.2 14.7 14.6 23.0 23.2
Old : 15.7 15.1 25.3 24.2 14.7 14.6 23.0 23.2
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, March 19, 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 : 114,627: 21,131 2,098 282 80,437 109,587 101,850 111,967: 12,777 2,660
Old : 114,627: 21,131 2,098 282 80,437 109,587 101,850 111,967: 12,777 2,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -23,896: 656 -1,277 -2 -24,713 -21,514 -24,059 -22,793: 163 -1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 1.8 0.2 70.2 95.6 88.9 97.7: 11.1 2.3
Old : 100.0: 18.4 1.8 0.2 70.2 95.6 88.9 97.7: 11.1 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 : 97: 16 2 2 49 42 65 46:
Old : 97: 16 2 2 49 42 65 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 : 37.8 38.4 54.7 60.8 37.7 38.4 54.3 60.8
Old : 37.8 38.4 54.7 60.8 37.7 38.4 54.3 60.8
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 19, 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 : 69,599: 23,731 4,010 1,212 39,154 61,421 64,098 66,643: 5,502 2,956
Old : 69,599: 23,731 4,010 1,212 39,154 61,421 64,098 66,643: 5,502 2,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -24,023: -333 -2,004 -549 -21,768 -18,998 -22,650 -21,552: -1,374 -2,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 5.8 1.7 56.3 88.2 92.1 95.8: 7.9 4.2
Old : 100.0: 34.1 5.8 1.7 56.3 88.2 92.1 95.8: 7.9 4.2
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 : 212: 82 20 17 56 71 146 100:
Old : 212: 82 20 17 56 71 146 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 34.4 50.9 52.8 36.1 34.0 50.9 52.4
Old : 36.1 34.4 50.9 52.8 36.1 34.0 50.9 52.4
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 19, 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 : 347,996: 118,655 20,052 6,062 195,771 307,103 320,488 333,217: 27,509 14,779
Old : 347,996: 118,655 20,052 6,062 195,771 307,103 320,488 333,217: 27,509 14,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -120,116: -1,663 -10,022 -2,747 -108,838 -94,992 -113,248 -107,761: -6,868 -12,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 5.8 1.7 56.3 88.2 92.1 95.8: 7.9 4.2
Old : 100.0: 34.1 5.8 1.7 56.3 88.2 92.1 95.8: 7.9 4.2
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 : 212: 82 20 17 56 71 146 100:
Old : 212: 82 20 17 56 71 146 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 34.4 50.9 52.8 36.1 34.0 50.9 52.4
Old : 36.1 34.4 50.9 52.8 36.1 34.0 50.9 52.4
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 19, 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 : 172,749: 100,233 45,580 7,913 31,207 94,924 139,353 148,417: 33,396 24,332
Old : 172,749: 100,233 45,580 7,913 31,207 94,924 139,353 148,417: 33,396 24,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -22,905: 23,390 -7,801 -913 -49,972 -9,495 -27,495 -18,208: 4,589 -4,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 26.4 4.6 18.1 54.9 80.7 85.9: 19.3 14.1
Old : 100.0: 58.0 26.4 4.6 18.1 54.9 80.7 85.9: 19.3 14.1
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 : 89: 25 36 21 15 25 55 67:
Old : 89: 25 36 21 15 25 55 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 45.2 60.3 57.5 44.5 44.7 59.8 56.9
Old : 44.5 45.2 60.3 57.5 44.5 44.7 59.8 56.9
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 19, 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 : 63,673: 24,822 12,096 160 29,263 32,211 54,245 44,467: 9,428 19,206
Old : 63,673: 24,822 12,096 160 29,263 32,211 54,245 44,467: 9,428 19,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -3,792: -1,304 -1,773 -155 -448 -740 -1,907 -2,668: -1,885 -1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 19.0 0.3 46.0 50.6 85.2 69.8: 14.8 30.2
Old : 100.0: 39.0 19.0 0.3 46.0 50.6 85.2 69.8: 14.8 30.2
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 : 66: 25 13 2 18 12 45 25:
Old : 66: 25 13 2 18 12 45 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 41.4 50.2 56.8 37.6 41.4 50.2 56.8
Old : 37.6 41.4 50.2 56.8 37.6 41.4 50.2 56.8
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, March 19, 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 : 69,920: 27,552 3,587 46 34,188 22,983 61,786 26,616: 8,134 43,304
Old : 69,920: 27,552 3,587 46 34,188 22,983 61,786 26,616: 8,134 43,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: -4,962: -3,643 -196 46 -1,240 3,497 -4,837 3,347: -125 -8,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 5.1 0.1 48.9 32.9 88.4 38.1: 11.6 61.9
Old : 100.0: 39.4 5.1 0.1 48.9 32.9 88.4 38.1: 11.6 61.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 27 7 1 32 21 59 29:
Old : 81: 27 7 1 32 21 59 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 : 27.2 21.1 42.8 28.9 25.2 21.1 40.8 27.9
Old : 27.2 21.1 42.8 28.9 25.2 21.1 40.8 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 22, 2013