BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 8,069: 213 954 1,173 6,220 5,656 7,607 7,783: 462 286
Old : 8,069: 213 954 1,173 6,220 5,656 7,607 7,783: 462 286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 1,174: 93 287 327 760 533 1,180 1,146: -6 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 11.8 14.5 77.1 70.1 94.3 96.5: 5.7 3.5
Old : 100.0: 2.6 11.8 14.5 77.1 70.1 94.3 96.5: 5.7 3.5
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 : 34: 2 6 6 22 15 30 21:
Old : 34: 2 6 6 22 15 30 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 : 48.4 55.7 66.1 77.1 48.4 51.9 61.8 66.9
Old : 48.4 55.7 66.1 77.1 48.4 51.9 61.8 66.9
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, June 18, 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 : 35,905: 3,890 2,653 8,521 19,398 16,548 31,808 27,721: 4,096 8,183
Old : 35,905: 3,890 2,653 8,521 19,398 16,548 31,808 27,721: 4,096 8,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 679: 507 624 100 390 -96 997 629: -318 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 7.4 23.7 54.0 46.1 88.6 77.2: 11.4 22.8
Old : 100.0: 10.8 7.4 23.7 54.0 46.1 88.6 77.2: 11.4 22.8
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 : 82: 17 18 27 40 31 71 63:
Old : 82: 17 18 27 40 31 71 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 23.1 42.8 38.4 29.3 22.6 38.0 34.0
Old : 31.1 23.1 42.8 38.4 29.3 22.6 38.0 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 321,056: 100,905 39,062 90,803 92,952 143,562 284,660 273,428: 36,396 47,629
Old : 213,931: 83,000 63,887 46,650 63,195 77,346 192,846 187,884: 21,085 26,047
Other: 107,126: 46,492 3,763 15,565 29,757 66,216 91,815 85,544: 15,311 21,582
: : :
: : Changes in Commitments from: June 11, 2013 :
: -11,131: 7,329 -879 -14,376 -4,981 3,390 -12,028 -11,866: 897 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 12.2 28.3 29.0 44.7 88.7 85.2: 11.3 14.8
Old : 100.0: 38.8 29.9 21.8 29.5 36.2 90.1 87.8: 9.9 12.2
Other: 100.0: 43.4 3.5 14.5 27.8 61.8 85.7 79.9: 14.3 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 131 69 124 86 98 287 246:
Old : 327: 111 96 95 61 95 231 236:
Other: 215: 75 24 46 76 86 171 145:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 12.8 17.8 20.2 10.2 10.4 17.6 17.3
Old : 13.1 14.9 22.9 24.4 13.1 14.5 22.2 22.9
Other: 15.4 16.7 25.7 27.5 15.4 15.6 25.6 24.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 363,964: 102,661 72,926 79,837 142,197 165,170 324,696 317,933: 39,268 46,030
Old : 363,964: 102,661 72,926 79,837 142,197 165,170 324,696 317,933: 39,268 46,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 3,446: -3,022 2,665 1,186 4,773 414 2,936 4,264: 510 -817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 20.0 21.9 39.1 45.4 89.2 87.4: 10.8 12.6
Old : 100.0: 28.2 20.0 21.9 39.1 45.4 89.2 87.4: 10.8 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 : 423: 104 122 119 140 146 312 334:
Old : 423: 104 122 119 140 146 312 334:
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 : 13.3 15.8 21.9 23.1 13.1 12.8 21.0 18.9
Old : 13.3 15.8 21.9 23.1 13.1 12.8 21.0 18.9
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, June 18, 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 : 7,593: 2,761 2,619 1,164 2,173 2,122 6,097 5,904: 1,496 1,689
Old : 7,593: 2,761 2,619 1,164 2,173 2,122 6,097 5,904: 1,496 1,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 283: 218 144 54 -60 10 212 208: 71 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 34.5 15.3 28.6 27.9 80.3 77.8: 19.7 22.2
Old : 100.0: 36.4 34.5 15.3 28.6 27.9 80.3 77.8: 19.7 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 : 91: 28 27 15 26 24 61 61:
Old : 91: 28 27 15 26 24 61 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 20.9 37.3 36.0 21.9 20.8 32.1 33.7
Old : 25.6 20.9 37.3 36.0 21.9 20.8 32.1 33.7
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, June 18, 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 : 39,052: 7,424 13,111 7,395 13,755 5,145 28,574 25,652: 10,478 13,400
Old : 39,052: 7,424 13,111 7,395 13,755 5,145 28,574 25,652: 10,478 13,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 1,079: 63 502 600 252 -77 915 1,024: 165 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 33.6 18.9 35.2 13.2 73.2 65.7: 26.8 34.3
Old : 100.0: 19.0 33.6 18.9 35.2 13.2 73.2 65.7: 26.8 34.3
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 : 198: 37 60 36 80 57 138 135:
Old : 198: 37 60 36 80 57 138 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 14.1 19.2 21.9 9.5 12.9 17.5 19.0
Old : 11.0 14.1 19.2 21.9 9.5 12.9 17.5 19.0
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, June 18, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,912: 638 1,895 1,555 4,032 3,321 6,225 6,771: 687 141
Old : 6,912: 638 1,895 1,555 4,032 3,321 6,225 6,771: 687 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 260: 108 183 -39 181 100 250 244: 9 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 27.4 22.5 58.3 48.0 90.1 98.0: 9.9 2.0
Old : 100.0: 9.2 27.4 22.5 58.3 48.0 90.1 98.0: 9.9 2.0
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 : 34: 7 8 10 12 12 25 24:
Old : 34: 7 8 10 12 12 25 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 : 40.6 37.1 60.3 60.0 39.2 34.5 53.2 54.7
Old : 40.6 37.1 60.3 60.0 39.2 34.5 53.2 54.7
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, June 18, 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 : 41,118: 4,643 5,334 2,252 32,443 31,379 39,338 38,965: 1,780 2,153
Old : 41,118: 4,643 5,334 2,252 32,443 31,379 39,338 38,965: 1,780 2,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -8,162: -1,958 -1,323 -8 -6,210 -4,228 -8,176 -5,559: 14 -2,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.0 5.5 78.9 76.3 95.7 94.8: 4.3 5.2
Old : 100.0: 11.3 13.0 5.5 78.9 76.3 95.7 94.8: 4.3 5.2
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 : 26: 7 2 2 11 15 18 19:
Old : 26: 7 2 2 11 15 18 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 : 61.8 54.9 87.7 79.9 35.7 37.9 48.2 46.7
Old : 61.8 54.9 87.7 79.9 35.7 37.9 48.2 46.7
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, June 18, 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 : 155,737: 15,159 41,042 14,150 104,177 69,594 133,486 124,786: 22,251 30,951
Old : 155,737: 15,159 41,042 14,150 104,177 69,594 133,486 124,786: 22,251 30,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 173: -2,166 -11,896 3,697 1,275 15,037 2,806 6,838: -2,632 -6,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 26.4 9.1 66.9 44.7 85.7 80.1: 14.3 19.9
Old : 100.0: 9.7 26.4 9.1 66.9 44.7 85.7 80.1: 14.3 19.9
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: 19 29 17 23 27 52 63:
Old : 81: 19 29 17 23 27 52 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 31.7 65.2 45.8 44.3 24.0 50.6 33.6
Old : 53.6 31.7 65.2 45.8 44.3 24.0 50.6 33.6
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, June 18, 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 : 37,384: 14,658 9,209 1,350 9,541 13,148 25,549 23,707: 11,835 13,677
Old : 37,384: 14,658 9,209 1,350 9,541 13,148 25,549 23,707: 11,835 13,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -31,157: 8,555 -17,964 -6,717 -34,177 -5,161 -32,340 -29,843: 1,183 -1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 24.6 3.6 25.5 35.2 68.3 63.4: 31.7 36.6
Old : 100.0: 39.2 24.6 3.6 25.5 35.2 68.3 63.4: 31.7 36.6
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 : 30: 10 6 4 7 12 19 20:
Old : 30: 10 6 4 7 12 19 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 : 39.8 37.8 52.5 50.9 39.8 36.6 52.2 49.7
Old : 39.8 37.8 52.5 50.9 39.8 36.6 52.2 49.7
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, June 18, 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 : 64,445: 42,997 21,814 924 14,250 39,331 58,171 62,069: 6,274 2,376
Old : 64,445: 42,997 21,814 924 14,250 39,331 58,171 62,069: 6,274 2,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -55,816: -28,833 13,978 -16,203 -10,847 -52,768 -55,884 -54,993: 67 -823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 33.8 1.4 22.1 61.0 90.3 96.3: 9.7 3.7
Old : 100.0: 66.7 33.8 1.4 22.1 61.0 90.3 96.3: 9.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 43 23 7 15 18 61 45:
Old : 96: 43 23 7 15 18 61 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 : 48.7 47.1 62.6 64.1 48.7 47.1 62.6 63.7
Old : 48.7 47.1 62.6 64.1 48.7 47.1 62.6 63.7
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, June 18, 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 : 153,770: 46,714 67,485 8,051 73,672 49,085 128,437 124,621: 25,333 29,148
Old : 153,770: 46,714 67,485 8,051 73,672 49,085 128,437 124,621: 25,333 29,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -75,611: 14,795 -18,231 -18,222 -75,229 -32,222 -78,656 -68,676: 3,045 -6,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 43.9 5.2 47.9 31.9 83.5 81.0: 16.5 19.0
Old : 100.0: 30.4 43.9 5.2 47.9 31.9 83.5 81.0: 16.5 19.0
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 : 107: 24 40 16 26 33 60 79:
Old : 107: 24 40 16 26 33 60 79:
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 32.1 48.4 43.8 35.7 30.9 48.0 41.7
Old : 35.7 32.1 48.4 43.8 35.7 30.9 48.0 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 206,675: 22,940 83,431 26,078 140,557 40,826 189,575 150,335: 17,100 56,341
Old : 206,675: 22,940 83,431 26,078 140,557 40,826 189,575 150,335: 17,100 56,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -74,178: 1,462 -8,145 -14,422 -57,979 -46,848 -70,938 -69,414: -3,239 -4,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 40.4 12.6 68.0 19.8 91.7 72.7: 8.3 27.3
Old : 100.0: 11.1 40.4 12.6 68.0 19.8 91.7 72.7: 8.3 27.3
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 : 136: 29 59 30 27 34 73 107:
Old : 136: 29 59 30 27 34 73 107:
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 : 33.3 26.3 51.7 33.4 33.0 25.3 51.0 30.3
Old : 33.3 26.3 51.7 33.4 33.0 25.3 51.0 30.3
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, June 18, 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 : 266,146: 91,543 72,870 38,140 79,928 90,502 209,610 201,512: 56,536 64,634
Old : 266,146: 91,543 72,870 38,140 79,928 90,502 209,610 201,512: 56,536 64,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -40,648: 22,834 -3,553 -6,769 -61,806 -26,074 -45,741 -36,397: 5,093 -4,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 27.4 14.3 30.0 34.0 78.8 75.7: 21.2 24.3
Old : 100.0: 34.4 27.4 14.3 30.0 34.0 78.8 75.7: 21.2 24.3
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 : 180: 51 60 49 47 49 127 129:
Old : 180: 51 60 49 47 49 127 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 15.0 29.2 24.7 20.2 14.1 28.4 22.3
Old : 20.2 15.0 29.2 24.7 20.2 14.1 28.4 22.3
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, June 18, 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 : 37,359: 12,015 3,856 3,820 20,976 28,122 36,811 35,798: 548 1,561
Old : 37,359: 12,015 3,856 3,820 20,976 28,122 36,811 35,798: 548 1,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -2,493: -842 -2,676 -718 -1,026 575 -2,586 -2,819: 93 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 10.3 10.2 56.1 75.3 98.5 95.8: 1.5 4.2
Old : 100.0: 32.2 10.3 10.2 56.1 75.3 98.5 95.8: 1.5 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 : 41: 15 8 3 9 11 26 20:
Old : 41: 15 8 3 9 11 26 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 : 64.4 65.4 83.0 82.6 52.9 62.5 70.2 74.9
Old : 64.4 65.4 83.0 82.6 52.9 62.5 70.2 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 11,742: 8,469 6,343 2 1,511 1,543 9,982 7,888: 1,760 3,854
Old : 11,742: 8,469 6,343 2 1,511 1,543 9,982 7,888: 1,760 3,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -14,551: -471 56 -43 -13,828 -14,030 -14,342 -14,017: -209 -534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 54.0 0.0 12.9 13.1 85.0 67.2: 15.0 32.8
Old : 100.0: 72.1 54.0 0.0 12.9 13.1 85.0 67.2: 15.0 32.8
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 : 34: 8 13 1 7 7 15 21:
Old : 34: 8 13 1 7 7 15 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 : 61.3 39.8 75.3 52.5 61.3 39.8 75.3 52.5
Old : 61.3 39.8 75.3 52.5 61.3 39.8 75.3 52.5
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, June 18, 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 :13,650,377: 829,573 789,311 5,739,892 6,251,812 5,984,687 12,821,277 12,513,891: 829,101 1,136,487
Old :13,650,377: 829,573 789,311 5,739,892 6,251,812 5,984,687 12,821,277 12,513,891: 829,101 1,136,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
:-1,760,123: -51,316 4,866 -955,741 -685,189 -773,215 -1,692,246 -1,724,091: -67,877 -36,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 5.8 42.0 45.8 43.8 93.9 91.7: 6.1 8.3
Old : 100.0: 6.1 5.8 42.0 45.8 43.8 93.9 91.7: 6.1 8.3
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 : 249: 66 46 100 111 117 231 224:
Old : 249: 66 46 100 111 117 231 224:
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 : 24.6 23.1 35.9 34.9 14.2 14.0 20.0 17.0
Old : 24.6 23.1 35.9 34.9 14.2 14.0 20.0 17.0
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, June 18, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,258,547: 123,037 82,138 111,123 859,815 902,467 1,093,976 1,095,729: 164,571 162,817
Old : 1,258,547: 123,037 82,138 111,123 859,815 902,467 1,093,976 1,095,729: 164,571 162,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 111,530: 13,009 6,421 8,780 74,875 76,146 96,664 91,347: 14,866 20,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 6.5 8.8 68.3 71.7 86.9 87.1: 13.1 12.9
Old : 100.0: 9.8 6.5 8.8 68.3 71.7 86.9 87.1: 13.1 12.9
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 : 606: 134 117 143 267 273 474 461:
Old : 606: 134 117 143 267 273 474 461:
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 : 10.6 12.5 18.7 21.5 9.0 8.6 14.7 13.4
Old : 10.6 12.5 18.7 21.5 9.0 8.6 14.7 13.4
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, June 18, 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 : 334,688: 20,354 11,836 25,171 215,532 210,227 261,057 247,234: 73,630 87,454
Old : 334,688: 20,354 11,836 25,171 215,532 210,227 261,057 247,234: 73,630 87,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 27,919: 5,629 1,582 58 24,350 7,173 30,037 8,812: -2,118 19,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 3.5 7.5 64.4 62.8 78.0 73.9: 22.0 26.1
Old : 100.0: 6.1 3.5 7.5 64.4 62.8 78.0 73.9: 22.0 26.1
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 : 113: 22 16 28 61 62 96 93:
Old : 113: 22 16 28 61 62 96 93:
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 : 18.2 17.9 28.7 29.1 13.7 16.6 21.1 23.0
Old : 18.2 17.9 28.7 29.1 13.7 16.6 21.1 23.0
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, June 18, 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 : 4,619,293: 549,042 387,138 394,133 3,221,415 3,461,203 4,164,591 4,242,475: 454,702 376,818
Old : 4,619,293: 549,042 387,138 394,133 3,221,415 3,461,203 4,164,591 4,242,475: 454,702 376,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 418,057: 56,394 43,694 24,113 252,629 344,865 333,135 412,673: 84,922 5,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 8.4 8.5 69.7 74.9 90.2 91.8: 9.8 8.2
Old : 100.0: 11.9 8.4 8.5 69.7 74.9 90.2 91.8: 9.8 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 571: 123 111 130 248 257 439 432:
Old : 571: 123 111 130 248 257 439 432:
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 12.3 21.5 20.5 12.1 9.9 19.2 16.4
Old : 13.2 12.3 21.5 20.5 12.1 9.9 19.2 16.4
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, June 18, 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 : 124,449: 21,158 4,097 1,077 88,600 114,998 110,835 120,172: 13,613 4,276
Old : 124,449: 21,158 4,097 1,077 88,600 114,998 110,835 120,172: 13,613 4,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 15,104: 1,151 862 517 12,554 13,477 14,222 14,856: 882 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 3.3 0.9 71.2 92.4 89.1 96.6: 10.9 3.4
Old : 100.0: 17.0 3.3 0.9 71.2 92.4 89.1 96.6: 10.9 3.4
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 : 98: 19 4 5 54 44 74 52:
Old : 98: 19 4 5 54 44 74 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 43.5 47.4 60.2 29.0 36.1 41.3 52.5
Old : 32.1 43.5 47.4 60.2 29.0 36.1 41.3 52.5
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, June 18, 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 : 108,775: 23,565 3,064 4,818 69,477 94,807 97,860 102,688: 10,915 6,087
Old : 108,775: 23,565 3,064 4,818 69,477 94,807 97,860 102,688: 10,915 6,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 27,574: 1,553 1,012 2,960 18,565 23,315 23,079 27,287: 4,495 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 2.8 4.4 63.9 87.2 90.0 94.4: 10.0 5.6
Old : 100.0: 21.7 2.8 4.4 63.9 87.2 90.0 94.4: 10.0 5.6
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 : 215: 74 20 29 85 75 170 113:
Old : 215: 74 20 29 85 75 170 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 35.6 41.2 51.7 23.8 29.3 31.9 41.2
Old : 29.7 35.6 41.2 51.7 23.8 29.3 31.9 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 13,635: 869 1,471 0 9,134 11,155 10,003 12,626: 3,632 1,009
Old : 13,635: 869 1,471 0 9,134 11,155 10,003 12,626: 3,632 1,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 10.8 0.0 67.0 81.8 73.4 92.6: 26.6 7.4
Old : 100.0: 6.4 10.8 0.0 67.0 81.8 73.4 92.6: 26.6 7.4
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 : 20: 2 1 0 10 11 12 12:
Old : 20: 2 1 0 10 11 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 59.2 63.2 81.8 33.8 49.2 47.4 65.0
Old : 41.2 59.2 63.2 81.8 33.8 49.2 47.4 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 475,701: 120,575 15,057 16,994 301,717 418,259 439,286 450,310: 36,415 25,391
Old : 475,701: 120,575 15,057 16,994 301,717 418,259 439,286 450,310: 36,415 25,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: 69,693: 10,515 4,797 7,708 47,155 60,801 65,378 73,306: 4,314 -3,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 3.2 3.6 63.4 87.9 92.3 94.7: 7.7 5.3
Old : 100.0: 25.3 3.2 3.6 63.4 87.9 92.3 94.7: 7.7 5.3
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 : 214: 73 20 28 81 74 164 112:
Old : 214: 73 20 28 81 74 164 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 36.2 41.5 53.1 29.3 30.8 38.3 45.1
Old : 29.7 36.2 41.5 53.1 29.3 30.8 38.3 45.1
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, June 18, 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 : 211,848: 27,037 91,568 17,755 148,352 57,252 193,144 166,575: 18,704 45,273
Old : 211,848: 27,037 91,568 17,755 148,352 57,252 193,144 166,575: 18,704 45,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -58,687: 3,316 4,828 -7,812 -49,820 -53,085 -54,316 -56,069: -4,371 -2,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 43.2 8.4 70.0 27.0 91.2 78.6: 8.8 21.4
Old : 100.0: 12.8 43.2 8.4 70.0 27.0 91.2 78.6: 8.8 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 : 96: 24 46 26 21 17 57 77:
Old : 96: 24 46 26 21 17 57 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 35.8 61.0 45.8 41.3 35.4 60.3 45.4
Old : 41.9 35.8 61.0 45.8 41.3 35.4 60.3 45.4
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, June 18, 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 : 54,701: 15,930 6,133 293 27,769 41,112 43,992 47,538: 10,709 7,163
Old : 54,701: 15,930 6,133 293 27,769 41,112 43,992 47,538: 10,709 7,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -42,877: -6,632 -2,894 -5,243 -29,113 -19,618 -40,988 -27,755: -1,889 -15,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 11.2 0.5 50.8 75.2 80.4 86.9: 19.6 13.1
Old : 100.0: 29.1 11.2 0.5 50.8 75.2 80.4 86.9: 19.6 13.1
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 : 58: 24 5 3 21 10 46 17:
Old : 58: 24 5 3 21 10 46 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 : 33.7 67.2 45.8 79.8 33.7 66.8 45.8 79.4
Old : 33.7 67.2 45.8 79.8 33.7 66.8 45.8 79.4
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, June 18, 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 : 63,074: 26,943 2,778 44 24,666 16,735 51,653 19,557: 11,421 43,517
Old : 63,074: 26,943 2,778 44 24,666 16,735 51,653 19,557: 11,421 43,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -26,132: -176 -7,712 -5,346 -16,626 -13,478 -22,148 -26,536: -3,984 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 4.4 0.1 39.1 26.5 81.9 31.0: 18.1 69.0
Old : 100.0: 42.7 4.4 0.1 39.1 26.5 81.9 31.0: 18.1 69.0
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 : 71: 23 6 3 30 22 55 29:
Old : 71: 23 6 3 30 22 55 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 : 27.6 14.7 42.1 20.4 27.6 14.4 41.1 19.4
Old : 27.6 14.7 42.1 20.4 27.6 14.4 41.1 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 10,295: 6,249 1,899 71 3,470 7,903 9,790 9,873: 505 422
Old : 10,295: 6,249 1,899 71 3,470 7,903 9,790 9,873: 505 422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -288: -172 -448 -64 -5 438 -241 -74: -47 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 18.4 0.7 33.7 76.8 95.1 95.9: 4.9 4.1
Old : 100.0: 60.7 18.4 0.7 33.7 76.8 95.1 95.9: 4.9 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 3 1 9 2 16 6:
Old : 21: 7 3 1 9 2 16 6:
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 : 63.1 93.5 83.2 95.9 62.4 93.5 82.5 95.2
Old : 63.1 93.5 83.2 95.9 62.4 93.5 82.5 95.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 21, 2013