BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 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 : 5,358: 7 241 392 4,391 4,141 4,790 4,774: 568 584
Old : 5,358: 7 241 392 4,391 4,141 4,790 4,774: 568 584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 114: 7 -4 12 15 112 34 120: 80 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.5 7.3 82.0 77.3 89.4 89.1: 10.6 10.9
Old : 100.0: 0.1 4.5 7.3 82.0 77.3 89.4 89.1: 10.6 10.9
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 : 27: 1 4 5 19 14 24 19:
Old : 27: 1 4 5 19 14 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 65.6 67.5 75.7 43.6 64.5 63.6 72.3
Old : 43.6 65.6 67.5 75.7 43.6 64.5 63.6 72.3
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, April 2, 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 : 43,734: 4,365 3,147 10,760 24,011 19,611 39,136 33,517: 4,598 10,216
Old : 43,734: 4,365 3,147 10,760 24,011 19,611 39,136 33,517: 4,598 10,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 1,408: 122 -200 250 953 769 1,326 819: 82 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 7.2 24.6 54.9 44.8 89.5 76.6: 10.5 23.4
Old : 100.0: 10.0 7.2 24.6 54.9 44.8 89.5 76.6: 10.5 23.4
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 : 88: 23 17 28 39 30 75 64:
Old : 88: 23 17 28 39 30 75 64:
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 24.7 44.5 39.4 29.0 22.1 39.1 33.0
Old : 31.8 24.7 44.5 39.4 29.0 22.1 39.1 33.0
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, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 280,640: 64,873 64,656 80,966 104,453 94,237 250,292 239,859: 30,347 40,781
Old : 239,663: 58,531 69,281 66,931 90,473 71,522 215,934 207,734: 23,729 31,929
Other: 40,977: 13,538 2,570 6,840 13,980 22,715 34,358 32,125: 6,618 8,852
: : :
: : Changes in Commitments from: March 26, 2013 :
: -2,291: -433 -3,878 -2,639 1,516 2,966 -1,557 -3,552: -735 1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 23.0 28.9 37.2 33.6 89.2 85.5: 10.8 14.5
Old : 100.0: 24.4 28.9 27.9 37.8 29.8 90.1 86.7: 9.9 13.3
Other: 100.0: 33.0 6.3 16.7 34.1 55.4 83.8 78.4: 16.2 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 100 104 129 69 76 241 252:
Old : 300: 89 115 125 60 72 226 246:
Other: 124: 47 10 28 43 57 96 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 9.3 26.2 16.6 15.4 9.1 23.7 15.1
Old : 18.5 10.2 27.7 18.5 16.9 10.1 25.4 16.5
Other: 27.3 18.9 40.5 30.2 26.8 16.3 38.8 25.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 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 : 418,476: 103,277 82,863 100,478 175,861 184,777 379,615 368,118: 38,861 50,359
Old : 418,476: 103,277 82,863 100,478 175,861 184,777 379,615 368,118: 38,861 50,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -1,472: -798 5,502 -749 2,070 -2,099 523 2,654: -1,995 -4,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 19.8 24.0 42.0 44.2 90.7 88.0: 9.3 12.0
Old : 100.0: 24.7 19.8 24.0 42.0 44.2 90.7 88.0: 9.3 12.0
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 : 467: 130 134 149 147 161 354 378:
Old : 467: 130 134 149 147 161 354 378:
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 12.5 28.4 19.5 17.5 11.1 26.0 16.9
Old : 19.5 12.5 28.4 19.5 17.5 11.1 26.0 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 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 : 8,756: 2,921 1,630 1,227 2,483 4,557 6,631 7,414: 2,124 1,342
Old : 8,756: 2,921 1,630 1,227 2,483 4,557 6,631 7,414: 2,124 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -3: -183 131 -124 363 51 56 57: -59 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 18.6 14.0 28.4 52.0 75.7 84.7: 24.3 15.3
Old : 100.0: 33.4 18.6 14.0 28.4 52.0 75.7 84.7: 24.3 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 : 87: 30 19 15 26 27 69 52:
Old : 87: 30 19 15 26 27 69 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 33.7 29.8 49.1 17.8 33.7 28.4 47.1
Old : 18.0 33.7 29.8 49.1 17.8 33.7 28.4 47.1
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, April 2, 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 : 45,190: 10,242 11,427 11,000 13,517 6,494 34,759 28,921: 10,431 16,269
Old : 45,190: 10,242 11,427 11,000 13,517 6,494 34,759 28,921: 10,431 16,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -7,548: 1,939 -1,085 -3,918 -2,006 -270 -3,984 -5,272: -3,563 -2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 25.3 24.3 29.9 14.4 76.9 64.0: 23.1 36.0
Old : 100.0: 22.7 25.3 24.3 29.9 14.4 76.9 64.0: 23.1 36.0
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 : 183: 37 52 41 66 64 125 141:
Old : 183: 37 52 41 66 64 125 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 14.2 26.0 22.1 13.5 10.7 20.9 15.5
Old : 16.7 14.2 26.0 22.1 13.5 10.7 20.9 15.5
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, April 2, 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 : 8,164: 178 2,506 1,707 5,403 3,454 7,289 7,667: 875 497
Old : 8,164: 178 2,506 1,707 5,403 3,454 7,289 7,667: 875 497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 162: -18 -8 49 102 120 134 162: 28 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 30.7 20.9 66.2 42.3 89.3 93.9: 10.7 6.1
Old : 100.0: 2.2 30.7 20.9 66.2 42.3 89.3 93.9: 10.7 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 : 34: 3 11 12 16 12 29 25:
Old : 34: 3 11 12 16 12 29 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 : 48.0 40.9 63.7 60.4 40.8 36.0 53.0 51.2
Old : 48.0 40.9 63.7 60.4 40.8 36.0 53.0 51.2
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, April 2, 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 : 57,769: 7,698 5,282 2,267 47,237 49,703 57,202 57,252: 567 517
Old : 57,769: 7,698 5,282 2,267 47,237 49,703 57,202 57,252: 567 517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -30: 386 5 -46 -260 -245 80 -286: -110 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 9.1 3.9 81.8 86.0 99.0 99.1: 1.0 0.9
Old : 100.0: 13.3 9.1 3.9 81.8 86.0 99.0 99.1: 1.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 2 2 15 16 22 20:
Old : 28: 7 2 2 15 16 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 52.9 86.7 79.0 41.4 37.2 48.5 49.3
Old : 63.8 52.9 86.7 79.0 41.4 37.2 48.5 49.3
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, April 2, 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 : 174,530: 25,324 90,795 8,478 110,393 38,908 144,195 138,182: 30,335 36,348
Old : 174,530: 25,324 90,795 8,478 110,393 38,908 144,195 138,182: 30,335 36,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 2,649: -688 1,898 2,147 1,078 431 2,537 4,476: 112 -1,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 52.0 4.9 63.3 22.3 82.6 79.2: 17.4 20.8
Old : 100.0: 14.5 52.0 4.9 63.3 22.3 82.6 79.2: 17.4 20.8
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 : 91: 28 32 18 24 24 61 65:
Old : 91: 28 32 18 24 24 61 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 43.9 60.0 55.2 51.1 43.7 57.0 53.8
Old : 51.2 43.9 60.0 55.2 51.1 43.7 57.0 53.8
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, April 2, 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 : 54,123: 8,912 21,813 1,519 35,903 9,435 46,334 32,767: 7,789 21,356
Old : 54,123: 8,912 21,813 1,519 35,903 9,435 46,334 32,767: 7,789 21,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 2,311: 852 1,013 272 1,602 181 2,726 1,466: -415 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 40.3 2.8 66.3 17.4 85.6 60.5: 14.4 39.5
Old : 100.0: 16.5 40.3 2.8 66.3 17.4 85.6 60.5: 14.4 39.5
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 : 41: 7 16 4 13 10 21 29:
Old : 41: 7 16 4 13 10 21 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 : 50.5 28.7 67.4 39.2 50.4 28.7 67.2 39.2
Old : 50.5 28.7 67.4 39.2 50.4 28.7 67.2 39.2
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, April 2, 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 : 183,076: 162,185 19,456 1,197 6,779 160,077 170,161 180,730: 12,916 2,347
Old : 183,076: 162,185 19,456 1,197 6,779 160,077 170,161 180,730: 12,916 2,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 10,091: 11,443 -3,149 205 -2,235 12,838 9,413 9,894: 678 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 10.6 0.7 3.7 87.4 92.9 98.7: 7.1 1.3
Old : 100.0: 88.6 10.6 0.7 3.7 87.4 92.9 98.7: 7.1 1.3
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 : 157: 105 20 7 14 22 124 45:
Old : 157: 105 20 7 14 22 124 45:
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 : 37.3 49.1 50.2 73.4 37.3 49.1 50.2 73.4
Old : 37.3 49.1 50.2 73.4 37.3 49.1 50.2 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 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 : 233,251: 31,479 94,158 14,459 168,000 72,826 213,938 181,442: 19,313 51,809
Old : 233,251: 31,479 94,158 14,459 168,000 72,826 213,938 181,442: 19,313 51,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -3,555: -5,964 -8,191 673 423 -795 -4,868 -8,313: 1,313 4,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 40.4 6.2 72.0 31.2 91.7 77.8: 8.3 22.2
Old : 100.0: 13.5 40.4 6.2 72.0 31.2 91.7 77.8: 8.3 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 23 58 24 28 29 63 99:
Old : 119: 23 58 24 28 29 63 99:
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 : 46.1 26.6 60.9 35.4 45.3 26.0 60.1 34.8
Old : 46.1 26.6 60.9 35.4 45.3 26.0 60.1 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 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 : 259,068: 47,018 125,930 22,982 171,183 50,536 241,183 199,448: 17,885 59,621
Old : 259,068: 47,018 125,930 22,982 171,183 50,536 241,183 199,448: 17,885 59,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -5,555: -1,211 -9,779 184 -2,397 6,975 -3,424 -2,621: -2,131 -2,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 48.6 8.9 66.1 19.5 93.1 77.0: 6.9 23.0
Old : 100.0: 18.1 48.6 8.9 66.1 19.5 93.1 77.0: 6.9 23.0
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 : 152: 30 77 41 29 30 87 120:
Old : 152: 30 77 41 29 30 87 120:
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 : 33.4 26.4 53.8 35.0 33.4 26.2 52.1 34.3
Old : 33.4 26.4 53.8 35.0 33.4 26.2 52.1 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 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 : 302,966: 45,910 109,300 45,684 166,581 84,292 258,175 239,276: 44,791 63,690
Old : 302,966: 45,910 109,300 45,684 166,581 84,292 258,175 239,276: 44,791 63,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 36,277: 3,166 19,177 2,021 33,034 10,661 38,220 31,859: -1,944 4,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 36.1 15.1 55.0 27.8 85.2 79.0: 14.8 21.0
Old : 100.0: 15.2 36.1 15.1 55.0 27.8 85.2 79.0: 14.8 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 : 202: 48 83 66 50 49 136 160:
Old : 202: 48 83 66 50 49 136 160:
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 : 24.9 14.2 34.2 22.2 23.8 12.3 32.9 19.8
Old : 24.9 14.2 34.2 22.2 23.8 12.3 32.9 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 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 : 36,811: 16,461 7,831 996 18,516 27,587 35,973 36,414: 838 397
Old : 36,811: 16,461 7,831 996 18,516 27,587 35,973 36,414: 838 397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -2,744: -2,120 1,536 13 -414 -4,293 -2,521 -2,744: -223 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 21.3 2.7 50.3 74.9 97.7 98.9: 2.3 1.1
Old : 100.0: 44.7 21.3 2.7 50.3 74.9 97.7 98.9: 2.3 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 : 36: 15 6 2 10 6 26 13:
Old : 36: 15 6 2 10 6 26 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 : 73.1 81.4 83.3 95.9 72.3 81.4 82.6 94.0
Old : 73.1 81.4 83.3 95.9 72.3 81.4 82.6 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 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 : 39,229: 31,358 12,971 110 2,885 23,660 34,353 36,741: 4,876 2,488
Old : 39,229: 31,358 12,971 110 2,885 23,660 34,353 36,741: 4,876 2,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 4,307: 3,412 1,941 0 942 2,176 4,354 4,117: -47 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 33.1 0.3 7.4 60.3 87.6 93.7: 12.4 6.3
Old : 100.0: 79.9 33.1 0.3 7.4 60.3 87.6 93.7: 12.4 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 : 71: 30 17 1 9 18 39 36:
Old : 71: 30 17 1 9 18 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 62.6 68.5 74.6 54.1 62.6 68.5 74.1
Old : 54.1 62.6 68.5 74.6 54.1 62.6 68.5 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 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 :11,870,406: 1,003,372 970,215 3,791,418 6,056,186 6,015,120 10,850,975 10,776,754: 1,019,431 1,093,653
Old :11,870,406: 1,003,372 970,215 3,791,418 6,056,186 6,015,120 10,850,975 10,776,754: 1,019,431 1,093,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 77,753: 30,478 89,804 50,770 -17,973 -68,051 63,275 72,522: 14,478 5,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 8.2 31.9 51.0 50.7 91.4 90.8: 8.6 9.2
Old : 100.0: 8.5 8.2 31.9 51.0 50.7 91.4 90.8: 8.6 9.2
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 : 250: 53 57 96 118 121 231 228:
Old : 250: 53 57 96 118 121 231 228:
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 : 19.8 23.7 31.6 35.1 15.1 19.0 21.3 22.7
Old : 19.8 23.7 31.6 35.1 15.1 19.0 21.3 22.7
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, April 2, 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 : 942,920: 138,654 79,855 64,390 617,932 693,696 820,976 837,941: 121,944 104,979
Old : 942,920: 138,654 79,855 64,390 617,932 693,696 820,976 837,941: 121,944 104,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 14,730: 3,751 3,548 1,921 2,601 5,087 8,274 10,555: 6,456 4,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 8.5 6.8 65.5 73.6 87.1 88.9: 12.9 11.1
Old : 100.0: 14.7 8.5 6.8 65.5 73.6 87.1 88.9: 12.9 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 603: 134 133 122 232 245 438 428:
Old : 603: 134 133 122 232 245 438 428:
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 : 13.2 13.7 21.6 21.6 11.2 12.3 18.4 19.2
Old : 13.2 13.7 21.6 21.6 11.2 12.3 18.4 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 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 : 223,553: 11,943 9,064 19,600 134,768 148,794 166,310 177,458: 57,243 46,095
Old : 223,553: 11,943 9,064 19,600 134,768 148,794 166,310 177,458: 57,243 46,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 619: -1,547 -1,302 547 137 1,097 -863 342: 1,482 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.1 8.8 60.3 66.6 74.4 79.4: 25.6 20.6
Old : 100.0: 5.3 4.1 8.8 60.3 66.6 74.4 79.4: 25.6 20.6
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 : 112: 18 23 31 56 54 94 88:
Old : 112: 18 23 31 56 54 94 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 : 17.1 20.1 26.8 32.1 14.0 20.1 21.9 29.6
Old : 17.1 20.1 26.8 32.1 14.0 20.1 21.9 29.6
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, April 2, 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 : 3,596,835: 653,559 373,956 203,949 2,415,821 2,724,510 3,273,329 3,302,415: 323,506 294,420
Old : 3,596,835: 653,559 373,956 203,949 2,415,821 2,724,510 3,273,329 3,302,415: 323,506 294,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 70,553: 25,398 23,155 7,964 12,321 19,948 45,683 51,067: 24,870 19,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 10.4 5.7 67.2 75.7 91.0 91.8: 9.0 8.2
Old : 100.0: 18.2 10.4 5.7 67.2 75.7 91.0 91.8: 9.0 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 : 563: 126 120 109 214 231 401 399:
Old : 563: 126 120 109 214 231 401 399:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 14.6 25.0 23.1 14.1 14.1 22.7 22.1
Old : 14.9 14.6 25.0 23.1 14.1 14.1 22.7 22.1
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, April 2, 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 : 119,933: 23,787 2,682 990 82,751 112,896 107,528 116,568: 12,405 3,365
Old : 119,933: 23,787 2,682 990 82,751 112,896 107,528 116,568: 12,405 3,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 2,177: 1,718 438 16 589 870 2,323 1,324: -146 853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 2.2 0.8 69.0 94.1 89.7 97.2: 10.3 2.8
Old : 100.0: 19.8 2.2 0.8 69.0 94.1 89.7 97.2: 10.3 2.8
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 : 99: 18 4 3 49 40 67 47:
Old : 99: 18 4 3 49 40 67 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 : 37.2 38.4 52.4 60.2 37.1 38.4 51.2 60.1
Old : 37.2 38.4 52.4 60.2 37.1 38.4 51.2 60.1
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, April 2, 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 : 77,397: 27,669 3,903 960 43,092 68,690 71,721 73,553: 5,676 3,845
Old : 77,397: 27,669 3,903 960 43,092 68,690 71,721 73,553: 5,676 3,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 5,882: 4,345 240 -193 1,730 5,662 5,882 5,709: 0 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 5.0 1.2 55.7 88.7 92.7 95.0: 7.3 5.0
Old : 100.0: 35.7 5.0 1.2 55.7 88.7 92.7 95.0: 7.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 90 17 19 59 73 155 103:
Old : 220: 90 17 19 59 73 155 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 33.7 49.6 54.5 35.8 33.7 49.5 54.1
Old : 35.8 33.7 49.6 54.5 35.8 33.7 49.5 54.1
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, April 2, 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 : 386,987: 138,347 19,513 4,800 215,460 343,451 358,607 367,763: 28,380 19,224
Old : 386,987: 138,347 19,513 4,800 215,460 343,451 358,607 367,763: 28,380 19,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 29,411: 21,726 1,200 -967 8,650 28,312 29,410 28,545: 1 866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 5.0 1.2 55.7 88.7 92.7 95.0: 7.3 5.0
Old : 100.0: 35.7 5.0 1.2 55.7 88.7 92.7 95.0: 7.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 90 17 19 59 73 155 103:
Old : 220: 90 17 19 59 73 155 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 33.7 49.6 54.5 35.8 33.7 49.5 54.1
Old : 35.8 33.7 49.6 54.5 35.8 33.7 49.5 54.1
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, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 213,284: 135,457 50,580 8,361 31,720 128,044 175,538 186,985: 37,746 26,299
Old : 213,284: 135,457 50,580 8,361 31,720 128,044 175,538 186,985: 37,746 26,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -5,908: -5,102 -2,744 -1,367 -1,081 -2,273 -7,549 -6,384: 1,641 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 23.7 3.9 14.9 60.0 82.3 87.7: 17.7 12.3
Old : 100.0: 63.5 23.7 3.9 14.9 60.0 82.3 87.7: 17.7 12.3
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 : 101: 36 34 21 20 26 69 68:
Old : 101: 36 34 21 20 26 69 68:
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 45.9 56.4 58.7 41.7 44.9 56.0 57.7
Old : 41.7 45.9 56.4 58.7 41.7 44.9 56.0 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 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 : 67,164: 25,440 13,188 158 31,381 32,813 56,979 46,159: 10,185 21,005
Old : 67,164: 25,440 13,188 158 31,381 32,813 56,979 46,159: 10,185 21,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -677: -1,132 -342 31 62 -256 -1,039 -567: 362 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 19.6 0.2 46.7 48.9 84.8 68.7: 15.2 31.3
Old : 100.0: 37.9 19.6 0.2 46.7 48.9 84.8 68.7: 15.2 31.3
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 : 64: 22 14 2 16 14 40 28:
Old : 64: 22 14 2 16 14 40 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 38.7 50.6 53.4 35.7 38.7 50.6 53.4
Old : 35.7 38.7 50.6 53.4 35.7 38.7 50.6 53.4
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, April 2, 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 : 77,502: 28,696 3,303 79 38,429 25,752 67,204 29,134: 10,298 48,368
Old : 77,502: 28,696 3,303 79 38,429 25,752 67,204 29,134: 10,298 48,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 6,986: 926 961 43 3,257 872 4,226 1,876: 2,760 5,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 4.3 0.1 49.6 33.2 86.7 37.6: 13.3 62.4
Old : 100.0: 37.0 4.3 0.1 49.6 33.2 86.7 37.6: 13.3 62.4
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 : 81: 27 8 4 32 18 59 30:
Old : 81: 27 8 4 32 18 59 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 : 26.9 19.2 42.9 27.1 26.9 19.2 41.0 26.3
Old : 26.9 19.2 42.9 27.1 26.9 19.2 41.0 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 5, 2013