MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,053: 3,359 2,563 9,400 21,238 19,554 33,996 31,517: 5,056 7,536
Old : 39,053: 3,359 2,563 9,400 21,238 19,554 33,996 31,517: 5,056 7,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 1,712: 187 -217 341 934 732 1,462 856: 250 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 6.6 24.1 54.4 50.1 87.1 80.7: 12.9 19.3
Old : 100.0: 8.6 6.6 24.1 54.4 50.1 87.1 80.7: 12.9 19.3
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 : 79: 21 12 23 38 34 70 58:
Old : 79: 21 12 23 38 34 70 58:
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 28.9 47.9 46.4 30.4 27.5 40.2 38.7
Old : 32.1 28.9 47.9 46.4 30.4 27.5 40.2 38.7
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 275,113: 79,489 26,378 81,895 82,789 125,068 244,173 233,341: 30,940 41,771
Old : 263,939: 79,049 27,455 78,308 78,851 118,506 236,208 224,269: 27,731 39,670
Other: 11,174: 1,895 378 2,133 3,938 6,561 7,965 9,073: 3,208 2,101
: : :
: : Changes in Commitments from: December 18, 2012 :
: 18,060: 6,701 -700 6,148 3,365 10,516 16,214 15,964: 1,846 2,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 9.6 29.8 30.1 45.5 88.8 84.8: 11.2 15.2
Old : 100.0: 29.9 10.4 29.7 29.9 44.9 89.5 85.0: 10.5 15.0
Other: 100.0: 17.0 3.4 19.1 35.2 58.7 71.3 81.2: 28.7 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 102 71 113 70 84 241 220:
Old : 293: 103 73 113 65 84 236 220:
Other: 81: 19 10 17 32 38 58 60:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 13.7 23.1 23.5 11.7 13.3 20.5 21.5
Old : 12.9 14.2 23.8 24.1 12.2 13.8 21.2 21.8
Other: 24.8 25.3 35.7 40.3 21.7 22.9 28.4 33.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 394,271: 105,714 34,862 113,776 139,913 184,059 359,403 332,697: 34,868 61,574
Old : 394,271: 105,714 34,862 113,776 139,913 184,059 359,403 332,697: 34,868 61,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 1,646: 3,822 -5,149 4,299 -6,163 1,949 1,957 1,099: -311 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 8.8 28.9 35.5 46.7 91.2 84.4: 8.8 15.6
Old : 100.0: 26.8 8.8 28.9 35.5 46.7 91.2 84.4: 8.8 15.6
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 : 433: 136 84 162 114 168 338 354:
Old : 433: 136 84 162 114 168 338 354:
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 : 13.9 15.0 24.9 22.5 12.5 12.9 21.4 17.9
Old : 13.9 15.0 24.9 22.5 12.5 12.9 21.4 17.9
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,206: 4,540 2,169 1,500 2,401 5,857 8,440 9,526: 2,765 1,680
Old : 11,206: 4,540 2,169 1,500 2,401 5,857 8,440 9,526: 2,765 1,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 181: -167 32 405 3 -23 240 413: -59 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 19.4 13.4 21.4 52.3 75.3 85.0: 24.7 15.0
Old : 100.0: 40.5 19.4 13.4 21.4 52.3 75.3 85.0: 24.7 15.0
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 : 101: 44 20 10 26 31 77 55:
Old : 101: 44 20 10 26 31 77 55:
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 : 24.2 37.1 40.0 48.7 20.5 32.0 31.7 42.0
Old : 24.2 37.1 40.0 48.7 20.5 32.0 31.7 42.0
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,453: 9,945 6,396 7,738 9,555 6,400 27,237 20,534: 7,216 13,919
Old : 34,453: 9,945 6,396 7,738 9,555 6,400 27,237 20,534: 7,216 13,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 985: 256 1,052 -9 523 102 770 1,145: 215 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 18.6 22.5 27.7 18.6 79.1 59.6: 20.9 40.4
Old : 100.0: 28.9 18.6 22.5 27.7 18.6 79.1 59.6: 20.9 40.4
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 : 149: 41 27 34 54 47 112 96:
Old : 149: 41 27 34 54 47 112 96:
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 : 12.7 17.3 23.2 25.2 11.1 13.1 18.9 17.4
Old : 12.7 17.3 23.2 25.2 11.1 13.1 18.9 17.4
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,552: 266 1,952 1,093 4,706 3,331 6,065 6,376: 487 176
Old : 6,552: 266 1,952 1,093 4,706 3,331 6,065 6,376: 487 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 131: -39 -5 -22 187 194 126 167: 5 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 29.8 16.7 71.8 50.8 92.6 97.3: 7.4 2.7
Old : 100.0: 4.1 29.8 16.7 71.8 50.8 92.6 97.3: 7.4 2.7
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 : 34: 7 8 10 15 12 28 24:
Old : 34: 7 8 10 15 12 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 36.0 69.3 62.3 46.3 34.5 59.1 58.3
Old : 52.7 36.0 69.3 62.3 46.3 34.5 59.1 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 75,148: 10,503 5,229 3,054 61,029 66,550 74,586 74,833: 562 315
Old : 75,148: 10,503 5,229 3,054 61,029 66,550 74,586 74,833: 562 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 1,644: 1,039 -207 250 321 1,606 1,610 1,649: 34 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.0 4.1 81.2 88.6 99.3 99.6: 0.7 0.4
Old : 100.0: 14.0 7.0 4.1 81.2 88.6 99.3 99.6: 0.7 0.4
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 : 24: 2 3 2 14 17 17 21:
Old : 24: 2 3 2 14 17 17 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 : 69.0 59.8 90.1 79.1 58.4 50.7 66.3 60.9
Old : 69.0 59.8 90.1 79.1 58.4 50.7 66.3 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 150,557: 72,713 9,547 3,394 30,509 118,886 106,616 131,826: 43,941 18,731
Old : 150,557: 72,713 9,547 3,394 30,509 118,886 106,616 131,826: 43,941 18,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -76,835: -8,474 2,111 -10,256 -54,962 -67,555 -73,692 -75,700: -3,143 -1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 6.3 2.3 20.3 79.0 70.8 87.6: 29.2 12.4
Old : 100.0: 48.3 6.3 2.3 20.3 79.0 70.8 87.6: 29.2 12.4
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 : 86: 43 12 12 21 25 68 45:
Old : 86: 43 12 12 21 25 68 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 : 34.7 62.4 42.5 73.9 34.6 62.3 42.2 73.7
Old : 34.7 62.4 42.5 73.9 34.6 62.3 42.2 73.7
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,221: 21,795 10,759 397 2,748 30,798 24,940 41,954: 25,281 8,268
Old : 50,221: 21,795 10,759 397 2,748 30,798 24,940 41,954: 25,281 8,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 5,378: 4,536 -2,570 16 -322 9,173 4,230 6,619: 1,148 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 21.4 0.8 5.5 61.3 49.7 83.5: 50.3 16.5
Old : 100.0: 43.4 21.4 0.8 5.5 61.3 49.7 83.5: 50.3 16.5
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 : 39: 13 9 2 7 16 22 25:
Old : 39: 13 9 2 7 16 22 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 : 30.2 42.5 39.0 59.2 30.2 42.5 38.5 59.2
Old : 30.2 42.5 39.0 59.2 30.2 42.5 38.5 59.2
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 200,460: 157,338 7,983 110 30,890 190,677 188,338 198,770: 12,122 1,690
Old : 200,460: 157,338 7,983 110 30,890 190,677 188,338 198,770: 12,122 1,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -11,730: -12,075 -13,681 -35 -1,832 2,416 -13,942 -11,300: 2,212 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 4.0 0.1 15.4 95.1 94.0 99.2: 6.0 0.8
Old : 100.0: 78.5 4.0 0.1 15.4 95.1 94.0 99.2: 6.0 0.8
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 : 131: 84 14 1 16 19 100 34:
Old : 131: 84 14 1 16 19 100 34:
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 : 50.7 57.6 62.6 81.1 50.7 57.6 62.6 81.1
Old : 50.7 57.6 62.6 81.1 50.7 57.6 62.6 81.1
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 191,997: 73,505 37,160 5,246 69,172 129,708 147,923 172,114: 44,074 19,884
Old : 191,997: 73,505 37,160 5,246 69,172 129,708 147,923 172,114: 44,074 19,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -5,915: -4,825 -13,520 603 -1,744 8,235 -5,967 -4,683: 51 -1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 19.4 2.7 36.0 67.6 77.0 89.6: 23.0 10.4
Old : 100.0: 38.3 19.4 2.7 36.0 67.6 77.0 89.6: 23.0 10.4
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 : 105: 39 28 15 21 31 68 66:
Old : 105: 39 28 15 21 31 68 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 39.9 51.0 54.2 41.2 39.8 50.2 54.1
Old : 41.2 39.9 51.0 54.2 41.2 39.8 50.2 54.1
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 230,961: 25,915 110,065 19,813 167,754 31,726 213,482 161,603: 17,479 69,358
Old : 230,961: 25,915 110,065 19,813 167,754 31,726 213,482 161,603: 17,479 69,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 3,848: -1,414 -5,763 3,423 2,107 2,473 4,116 134: -268 3,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 47.7 8.6 72.6 13.7 92.4 70.0: 7.6 30.0
Old : 100.0: 11.2 47.7 8.6 72.6 13.7 92.4 70.0: 7.6 30.0
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 : 124: 28 59 28 27 26 69 99:
Old : 124: 28 59 28 27 26 69 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 : 41.4 27.8 56.7 35.3 40.3 27.8 55.4 34.0
Old : 41.4 27.8 56.7 35.3 40.3 27.8 55.4 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 245,600: 73,321 74,620 27,609 87,614 89,857 188,543 192,086: 57,057 53,514
Old : 245,600: 73,321 74,620 27,609 87,614 89,857 188,543 192,086: 57,057 53,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 11,236: 5,576 -1,463 817 1,102 14,265 7,495 13,620: 3,741 -2,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 30.4 11.2 35.7 36.6 76.8 78.2: 23.2 21.8
Old : 100.0: 29.9 30.4 11.2 35.7 36.6 76.8 78.2: 23.2 21.8
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 : 184: 53 62 48 48 51 125 137:
Old : 184: 53 62 48 48 51 125 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 18.1 27.1 26.7 20.0 17.9 26.4 25.7
Old : 20.1 18.1 27.1 26.7 20.0 17.9 26.4 25.7
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,054: 22,347 7,583 1,091 16,945 31,718 40,383 40,392: 671 662
Old : 41,054: 22,347 7,583 1,091 16,945 31,718 40,383 40,392: 671 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 752: 733 -503 3 85 1,366 821 866: -69 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 18.5 2.7 41.3 77.3 98.4 98.4: 1.6 1.6
Old : 100.0: 54.4 18.5 2.7 41.3 77.3 98.4 98.4: 1.6 1.6
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 : 26: 10 4 5 7 9 20 15:
Old : 26: 10 4 5 7 9 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 85.6 92.2 95.3 73.8 84.3 88.1 91.8
Old : 76.5 85.6 92.2 95.3 73.8 84.3 88.1 91.8
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,135: 27,425 12,686 229 5,177 25,784 32,831 38,699: 7,304 1,436
Old : 40,135: 27,425 12,686 229 5,177 25,784 32,831 38,699: 7,304 1,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -2,311: -4,405 -4,914 73 648 2,845 -3,684 -1,996: 1,373 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 31.6 0.6 12.9 64.2 81.8 96.4: 18.2 3.6
Old : 100.0: 68.3 31.6 0.6 12.9 64.2 81.8 96.4: 18.2 3.6
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 : 57: 25 14 1 8 12 33 27:
Old : 57: 25 14 1 8 12 33 27:
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 : 52.4 73.1 64.3 85.5 52.4 73.1 64.3 85.5
Old : 52.4 73.1 64.3 85.5 52.4 73.1 64.3 85.5
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 :10,388,263: 1,051,618 537,001 3,236,775 5,159,031 5,531,856 9,447,423 9,305,632: 940,840 1,082,631
Old :10,388,263: 1,051,618 537,001 3,236,775 5,159,031 5,531,856 9,447,423 9,305,632: 940,840 1,082,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -106,468: -184,778 -3,393 24,547 34,198 -175,682 -126,033 -154,528: 19,565 48,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.2 31.2 49.7 53.3 90.9 89.6: 9.1 10.4
Old : 100.0: 10.1 5.2 31.2 49.7 53.3 90.9 89.6: 9.1 10.4
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 : 238: 57 42 85 121 126 221 220:
Old : 238: 57 42 85 121 126 221 220:
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 : 20.4 24.6 31.5 35.0 14.1 15.7 19.0 19.1
Old : 20.4 24.6 31.5 35.0 14.1 15.7 19.0 19.1
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 852,046: 94,017 65,045 49,279 585,311 651,087 728,607 765,410: 123,439 86,636
Old : 852,046: 94,017 65,045 49,279 585,311 651,087 728,607 765,410: 123,439 86,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -245,594: -19,185 -6,955 -35,227 -182,341 -189,965 -236,753 -232,146: -8,841 -13,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 7.6 5.8 68.7 76.4 85.5 89.8: 14.5 10.2
Old : 100.0: 11.0 7.6 5.8 68.7 76.4 85.5 89.8: 14.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 554: 131 92 93 240 215 419 354:
Old : 554: 131 92 93 240 215 419 354:
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 : 14.3 15.5 22.6 26.2 12.0 15.4 19.4 25.6
Old : 14.3 15.5 22.6 26.2 12.0 15.4 19.4 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 221,684: 10,816 1,196 14,742 136,761 159,898 162,319 175,836: 59,366 45,848
Old : 221,684: 10,816 1,196 14,742 136,761 159,898 162,319 175,836: 59,366 45,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -100,255: -12,748 -7,431 -8,818 -66,402 -82,237 -87,968 -98,485: -12,287 -1,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.5 6.6 61.7 72.1 73.2 79.3: 26.8 20.7
Old : 100.0: 4.9 0.5 6.6 61.7 72.1 73.2 79.3: 26.8 20.7
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 : 105: 18 7 21 63 53 90 74:
Old : 105: 18 7 21 63 53 90 74:
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 : 17.9 26.1 25.7 37.7 15.3 26.0 22.5 36.9
Old : 17.9 26.1 25.7 37.7 15.3 26.0 22.5 36.9
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,151,807: 423,481 326,718 165,208 2,242,751 2,455,945 2,831,440 2,947,870: 320,367 203,936
Old : 3,151,807: 423,481 326,718 165,208 2,242,751 2,455,945 2,831,440 2,947,870: 320,367 203,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -726,695: -84,190 -49,626 -80,039 -579,695 -538,641 -743,923 -668,306: 17,228 -58,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.4 5.2 71.2 77.9 89.8 93.5: 10.2 6.5
Old : 100.0: 13.4 10.4 5.2 71.2 77.9 89.8 93.5: 10.2 6.5
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 : 516: 121 89 83 216 199 380 328:
Old : 516: 121 89 83 216 199 380 328:
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 : 16.6 17.7 27.1 29.1 15.7 17.5 23.5 28.5
Old : 16.6 17.7 27.1 29.1 15.7 17.5 23.5 28.5
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 113,576: 17,948 2,484 0 83,728 108,691 101,676 111,175: 11,901 2,402
Old : 113,576: 17,948 2,484 0 83,728 108,691 101,676 111,175: 11,901 2,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -15,053: -69 -612 -92 -12,144 -13,887 -12,305 -14,591: -2,748 -462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 2.2 0.0 73.7 95.7 89.5 97.9: 10.5 2.1
Old : 100.0: 15.8 2.2 0.0 73.7 95.7 89.5 97.9: 10.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 17 3 0 53 41 70 44:
Old : 102: 17 3 0 53 41 70 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 43.0 49.8 61.7 36.1 43.0 49.0 61.5
Old : 36.1 43.0 49.8 61.7 36.1 43.0 49.0 61.5
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 60,603: 14,339 6,241 1,090 38,507 50,838 53,936 58,169: 6,667 2,434
Old : 60,603: 14,339 6,241 1,090 38,507 50,838 53,936 58,169: 6,667 2,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -63,638: -1,429 -1,205 -2,537 -58,645 -58,738 -62,611 -62,480: -1,027 -1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 10.3 1.8 63.5 83.9 89.0 96.0: 11.0 4.0
Old : 100.0: 23.7 10.3 1.8 63.5 83.9 89.0 96.0: 11.0 4.0
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 : 194: 48 22 14 71 74 126 103:
Old : 194: 48 22 14 71 74 126 103:
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 : 32.1 30.6 43.8 46.0 32.1 30.6 43.2 45.3
Old : 32.1 30.6 43.8 46.0 32.1 30.6 43.2 45.3
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 303,017: 71,695 31,205 5,451 192,536 254,191 269,682 290,847: 33,335 12,170
Old : 303,017: 71,695 31,205 5,451 192,536 254,191 269,682 290,847: 33,335 12,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -183,570: -6,768 -11,753 -5,957 -178,907 -171,673 -191,632 -189,383: 8,061 5,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 10.3 1.8 63.5 83.9 89.0 96.0: 11.0 4.0
Old : 100.0: 23.7 10.3 1.8 63.5 83.9 89.0 96.0: 11.0 4.0
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 : 194: 48 22 14 71 74 126 103:
Old : 194: 48 22 14 71 74 126 103:
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 : 32.1 30.6 43.8 46.0 32.1 30.6 43.2 45.3
Old : 32.1 30.6 43.8 46.0 32.1 30.6 43.2 45.3
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 185,331: 116,468 42,478 5,563 24,461 117,571 146,493 165,613: 38,838 19,718
Old : 185,331: 116,468 42,478 5,563 24,461 117,571 146,493 165,613: 38,838 19,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -29,636: -28,244 -3,880 -564 2,710 -22,783 -26,098 -27,227: -3,538 -2,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 22.9 3.0 13.2 63.4 79.0 89.4: 21.0 10.6
Old : 100.0: 62.8 22.9 3.0 13.2 63.4 79.0 89.4: 21.0 10.6
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: 39 39 20 22 25 75 70:
Old : 112: 39 39 20 22 25 75 70:
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 : 40.4 51.4 51.2 63.3 40.4 50.7 51.2 62.7
Old : 40.4 51.4 51.2 63.3 40.4 50.7 51.2 62.7
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,532: 17,101 21,967 776 24,785 10,343 42,662 33,086: 9,870 19,446
Old : 52,532: 17,101 21,967 776 24,785 10,343 42,662 33,086: 9,870 19,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -12: -991 -1,877 676 -36 4,171 -351 2,970: 339 -2,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 41.8 1.5 47.2 19.7 81.2 63.0: 18.8 37.0
Old : 100.0: 32.6 41.8 1.5 47.2 19.7 81.2 63.0: 18.8 37.0
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 : 49: 19 8 3 20 4 41 13:
Old : 49: 19 8 3 20 4 41 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 : 32.9 45.3 46.5 59.9 32.9 44.7 46.5 58.6
Old : 32.9 45.3 46.5 59.9 32.9 44.7 46.5 58.6
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, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,381: 26,308 3,282 138 19,314 18,738 45,760 22,158: 7,621 31,223
Old : 53,381: 26,308 3,282 138 19,314 18,738 45,760 22,158: 7,621 31,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -5,349: -5,654 181 101 1,250 2,148 -4,303 2,430: -1,046 -7,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 6.1 0.3 36.2 35.1 85.7 41.5: 14.3 58.5
Old : 100.0: 49.3 6.1 0.3 36.2 35.1 85.7 41.5: 14.3 58.5
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 : 60: 22 4 2 23 18 46 23:
Old : 60: 22 4 2 23 18 46 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 16.7 52.1 27.1 36.6 15.0 50.1 25.0
Old : 36.6 16.7 52.1 27.1 36.6 15.0 50.1 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2012