MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 40,943: 4,238 3,434 9,478 22,136 18,128 35,853 31,040: 5,090 9,903
Old : 40,943: 4,238 3,434 9,478 22,136 18,128 35,853 31,040: 5,090 9,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 5,241: 1,069 263 1,407 2,376 2,598 4,852 4,268: 389 973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 8.4 23.1 54.1 44.3 87.6 75.8: 12.4 24.2
Old : 100.0: 10.4 8.4 23.1 54.1 44.3 87.6 75.8: 12.4 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 22 16 25 36 28 72 56:
Old : 81: 22 16 25 36 28 72 56:
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 : 32.0 25.0 47.3 41.7 30.9 24.4 41.7 35.0
Old : 32.0 25.0 47.3 41.7 30.9 24.4 41.7 35.0
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, January 29, 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 : 271,035: 76,734 27,174 83,342 77,068 122,464 237,144 232,981: 33,891 38,054
Old : 249,420: 73,705 30,420 75,682 70,333 109,111 219,720 215,212: 29,700 34,208
Other: 21,615: 6,730 455 3,959 6,735 13,354 17,424 17,768: 4,191 3,847
: : :
: : Changes in Commitments from: January 22, 2013 :
: -2,086: 3,010 -3,448 -19 -5,728 196 -2,737 -3,272: 651 1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 10.0 30.7 28.4 45.2 87.5 86.0: 12.5 14.0
Old : 100.0: 29.6 12.2 30.3 28.2 43.7 88.1 86.3: 11.9 13.7
Other: 100.0: 31.1 2.1 18.3 31.2 61.8 80.6 82.2: 19.4 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 124 74 129 71 84 271 234:
Old : 316: 121 78 128 66 84 263 234:
Other: 99: 27 12 26 34 47 73 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 13.1 20.5 21.8 11.6 12.6 19.3 20.6
Old : 12.3 13.7 21.4 22.1 12.1 13.1 19.9 21.1
Other: 35.4 25.2 48.8 38.0 35.4 23.6 44.0 35.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 404,053: 101,959 70,244 122,218 140,525 160,258 364,701 352,719: 39,352 51,334
Old : 404,053: 101,959 70,244 122,218 140,525 160,258 364,701 352,719: 39,352 51,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 8,389: 363 10,329 2,790 6,285 -4,470 9,438 8,649: -1,049 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 17.4 30.2 34.8 39.7 90.3 87.3: 9.7 12.7
Old : 100.0: 25.2 17.4 30.2 34.8 39.7 90.3 87.3: 9.7 12.7
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 : 425: 138 102 155 134 145 336 352:
Old : 425: 138 102 155 134 145 336 352:
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 : 14.6 13.3 25.7 20.2 12.4 11.4 21.6 17.1
Old : 14.6 13.3 25.7 20.2 12.4 11.4 21.6 17.1
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,011: 3,973 1,993 1,264 1,739 4,343 6,977 7,600: 2,034 1,411
Old : 9,011: 3,973 1,993 1,264 1,739 4,343 6,977 7,600: 2,034 1,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: -558: -294 35 25 -161 -480 -430 -420: -129 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 22.1 14.0 19.3 48.2 77.4 84.3: 22.6 15.7
Old : 100.0: 44.1 22.1 14.0 19.3 48.2 77.4 84.3: 22.6 15.7
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 : 86: 40 15 15 18 24 63 51:
Old : 86: 40 15 15 18 24 63 51:
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 : 25.8 41.8 42.6 54.9 20.8 38.2 35.1 49.3
Old : 25.8 41.8 42.6 54.9 20.8 38.2 35.1 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 38,410: 8,443 8,933 9,214 11,018 6,908 28,675 25,055: 9,736 13,356
Old : 38,410: 8,443 8,933 9,214 11,018 6,908 28,675 25,055: 9,736 13,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 1,262: 1,276 1,634 307 186 -465 1,769 1,477: -507 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 23.3 24.0 28.7 18.0 74.7 65.2: 25.3 34.8
Old : 100.0: 22.0 23.3 24.0 28.7 18.0 74.7 65.2: 25.3 34.8
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 : 152: 35 39 41 60 51 113 119:
Old : 152: 35 39 41 60 51 113 119:
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 12.4 23.7 20.3 11.6 10.5 19.6 16.2
Old : 14.3 12.4 23.7 20.3 11.6 10.5 19.6 16.2
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,092: 161 3,117 1,326 4,963 2,392 6,451 6,836: 642 257
Old : 7,092: 161 3,117 1,326 4,963 2,392 6,451 6,836: 642 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 1,344: 26 652 297 827 402 1,150 1,351: 193 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 44.0 18.7 70.0 33.7 91.0 96.4: 9.0 3.6
Old : 100.0: 2.3 44.0 18.7 70.0 33.7 91.0 96.4: 9.0 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 : 34: 5 9 9 18 11 28 24:
Old : 34: 5 9 9 18 11 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 : 50.2 42.9 65.8 66.0 45.7 37.4 58.6 56.6
Old : 50.2 42.9 65.8 66.0 45.7 37.4 58.6 56.6
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, January 29, 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 : 75,054: 10,979 5,278 2,994 60,205 66,515 74,178 74,787: 876 267
Old : 75,054: 10,979 5,278 2,994 60,205 66,515 74,178 74,787: 876 267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: -269: -49 72 -60 -468 -319 -577 -307: 308 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 7.0 4.0 80.2 88.6 98.8 99.6: 1.2 0.4
Old : 100.0: 14.6 7.0 4.0 80.2 88.6 98.8 99.6: 1.2 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 : 28: 5 3 2 14 18 20 22:
Old : 28: 5 3 2 14 18 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 58.1 88.5 77.7 56.8 49.4 64.9 60.3
Old : 68.5 58.1 88.5 77.7 56.8 49.4 64.9 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 159,489: 54,460 17,835 6,686 62,100 106,266 123,247 130,788: 36,242 28,701
Old : 159,489: 54,460 17,835 6,686 62,100 106,266 123,247 130,788: 36,242 28,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 7,863: -12,451 9,314 3,336 29,193 -14,590 20,078 -1,940: -12,215 9,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 11.2 4.2 38.9 66.6 77.3 82.0: 22.7 18.0
Old : 100.0: 34.1 11.2 4.2 38.9 66.6 77.3 82.0: 22.7 18.0
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 : 97: 40 20 19 29 28 76 60:
Old : 97: 40 20 19 29 28 76 60:
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 : 23.0 52.1 35.3 61.3 22.9 51.9 34.9 61.1
Old : 23.0 52.1 35.3 61.3 22.9 51.9 34.9 61.1
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, January 29, 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 : 40,490: 11,988 7,846 1,240 12,140 19,606 25,367 28,692: 15,122 11,797
Old : 40,490: 11,988 7,846 1,240 12,140 19,606 25,367 28,692: 15,122 11,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: -723: -3,244 -1,007 68 4,474 100 1,299 -838: -2,022 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 19.4 3.1 30.0 48.4 62.7 70.9: 37.3 29.1
Old : 100.0: 29.6 19.4 3.1 30.0 48.4 62.7 70.9: 37.3 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 7 4 12 15 19 26:
Old : 34: 7 7 4 12 15 19 26:
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 : 35.3 41.0 48.8 52.6 35.1 41.0 45.7 52.6
Old : 35.3 41.0 48.8 52.6 35.1 41.0 45.7 52.6
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, January 29, 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 : 187,099: 156,862 7,991 643 19,368 177,056 176,873 185,690: 10,226 1,409
Old : 187,099: 156,862 7,991 643 19,368 177,056 176,873 185,690: 10,226 1,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: -2,868: -3,047 -1,881 -87 692 -205 -2,442 -2,173: -426 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 4.3 0.3 10.4 94.6 94.5 99.2: 5.5 0.8
Old : 100.0: 83.8 4.3 0.3 10.4 94.6 94.5 99.2: 5.5 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 : 148: 99 12 4 20 21 120 36:
Old : 148: 99 12 4 20 21 120 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 59.5 57.3 81.8 45.9 59.2 57.3 81.5
Old : 45.9 59.5 57.3 81.8 45.9 59.2 57.3 81.5
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, January 29, 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 : 183,182: 58,665 47,045 10,015 90,842 93,266 159,522 150,325: 23,660 32,857
Old : 183,182: 58,665 47,045 10,015 90,842 93,266 159,522 150,325: 23,660 32,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 8,178: -1,645 4,468 2,303 15,499 -6,501 16,158 270: -7,980 7,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 25.7 5.5 49.6 50.9 87.1 82.1: 12.9 17.9
Old : 100.0: 32.0 25.7 5.5 49.6 50.9 87.1 82.1: 12.9 17.9
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 : 100: 25 32 16 27 33 59 74:
Old : 100: 25 32 16 27 33 59 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 : 39.5 27.6 54.6 39.3 39.4 27.6 53.7 39.2
Old : 39.5 27.6 54.6 39.3 39.4 27.6 53.7 39.2
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, January 29, 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 : 285,479: 50,171 117,697 37,165 174,503 57,652 261,839 212,514: 23,640 72,965
Old : 285,479: 50,171 117,697 37,165 174,503 57,652 261,839 212,514: 23,640 72,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 30,381: 8,270 12,444 6,926 14,842 6,343 30,038 25,713: 343 4,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 41.2 13.0 61.1 20.2 91.7 74.4: 8.3 25.6
Old : 100.0: 17.6 41.2 13.0 61.1 20.2 91.7 74.4: 8.3 25.6
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 : 142: 26 76 35 27 27 78 113:
Old : 142: 26 76 35 27 27 78 113:
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 : 35.5 24.7 49.4 31.3 33.5 22.4 46.6 27.7
Old : 35.5 24.7 49.4 31.3 33.5 22.4 46.6 27.7
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, January 29, 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 : 294,272: 91,088 67,119 34,548 105,281 130,716 230,918 232,383: 63,354 61,889
Old : 294,272: 91,088 67,119 34,548 105,281 130,716 230,918 232,383: 63,354 61,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 33,455: 7,835 4,276 8,038 13,267 15,612 29,141 27,926: 4,315 5,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 22.8 11.7 35.8 44.4 78.5 79.0: 21.5 21.0
Old : 100.0: 31.0 22.8 11.7 35.8 44.4 78.5 79.0: 21.5 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 58 67 48 49 57 132 147:
Old : 197: 58 67 48 49 57 132 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 24.7 31.9 31.9 24.6 24.4 30.6 31.4
Old : 24.7 24.7 31.9 31.9 24.6 24.4 30.6 31.4
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, January 29, 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 : 38,984: 18,272 8,816 449 19,561 29,363 38,282 38,628: 702 356
Old : 38,984: 18,272 8,816 449 19,561 29,363 38,282 38,628: 702 356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 3,200: 2,672 303 -72 522 3,132 3,122 3,363: 78 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 22.6 1.2 50.2 75.3 98.2 99.1: 1.8 0.9
Old : 100.0: 46.9 22.6 1.2 50.2 75.3 98.2 99.1: 1.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 15 6 3 8 9 25 16:
Old : 34: 15 6 3 8 9 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 78.0 91.0 92.1 68.7 78.0 86.7 91.7
Old : 73.0 78.0 91.0 92.1 68.7 78.0 86.7 91.7
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, January 29, 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 : 35,481: 26,830 5,014 573 3,271 28,344 30,674 33,931: 4,807 1,550
Old : 35,481: 26,830 5,014 573 3,271 28,344 30,674 33,931: 4,807 1,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: -1,699: -1,985 -269 210 538 -1,323 -1,237 -1,382: -462 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 14.1 1.6 9.2 79.9 86.5 95.6: 13.5 4.4
Old : 100.0: 75.6 14.1 1.6 9.2 79.9 86.5 95.6: 13.5 4.4
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 : 64: 31 11 2 9 14 41 26:
Old : 64: 31 11 2 9 14 41 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 66.1 62.5 78.5 49.2 65.4 62.5 76.7
Old : 49.2 66.1 62.5 78.5 49.2 65.4 62.5 76.7
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,754,365: 736,574 590,223 3,967,345 6,161,220 6,116,871 10,865,139 10,674,439: 889,226 1,079,927
Old :11,754,365: 736,574 590,223 3,967,345 6,161,220 6,116,871 10,865,139 10,674,439: 889,226 1,079,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 409,681: -124,260 -18,183 265,266 323,629 132,226 464,635 379,310: -54,954 30,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 5.0 33.8 52.4 52.0 92.4 90.8: 7.6 9.2
Old : 100.0: 6.3 5.0 33.8 52.4 52.0 92.4 90.8: 7.6 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 60 42 91 121 127 227 227:
Old : 243: 60 42 91 121 127 227 227:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 21.8 32.8 31.1 15.3 13.9 19.8 17.4
Old : 21.2 21.8 32.8 31.1 15.3 13.9 19.8 17.4
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, January 29, 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 : 974,310: 99,909 80,132 67,596 693,414 726,995 860,919 874,722: 113,391 99,588
Old : 974,310: 99,909 80,132 67,596 693,414 726,995 860,919 874,722: 113,391 99,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 55,199: 10,344 8,032 11,965 42,831 39,071 65,140 59,068: -9,941 -3,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.2 6.9 71.2 74.6 88.4 89.8: 11.6 10.2
Old : 100.0: 10.3 8.2 6.9 71.2 74.6 88.4 89.8: 11.6 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 : 601: 138 122 114 253 233 454 406:
Old : 601: 138 122 114 253 233 454 406:
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 : 14.1 16.9 23.0 25.6 12.3 16.6 19.9 23.7
Old : 14.1 16.9 23.0 25.6 12.3 16.6 19.9 23.7
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, January 29, 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 : 277,044: 18,648 4,982 20,114 172,807 210,733 211,569 235,829: 65,476 41,215
Old : 277,044: 18,648 4,982 20,114 172,807 210,733 211,569 235,829: 65,476 41,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 25,324: 2,272 1,770 5,133 28,626 17,579 36,030 24,482: -10,707 841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.8 7.3 62.4 76.1 76.4 85.1: 23.6 14.9
Old : 100.0: 6.7 1.8 7.3 62.4 76.1 76.4 85.1: 23.6 14.9
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 : 117: 20 16 28 65 59 99 89:
Old : 117: 20 16 28 65 59 99 89:
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 : 20.5 21.4 29.9 34.4 17.3 21.2 25.0 33.0
Old : 20.5 21.4 29.9 34.4 17.3 21.2 25.0 33.0
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, January 29, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,486,327: 445,528 414,967 198,189 2,603,037 2,581,307 3,246,754 3,194,463: 239,573 291,864
Old : 3,486,327: 445,528 414,967 198,189 2,603,037 2,581,307 3,246,754 3,194,463: 239,573 291,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 149,379: 45,398 36,348 29,126 71,026 107,456 145,551 172,931: 3,828 -23,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 11.9 5.7 74.7 74.0 93.1 91.6: 6.9 8.4
Old : 100.0: 12.8 11.9 5.7 74.7 74.0 93.1 91.6: 6.9 8.4
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 : 558: 126 115 99 229 211 411 369:
Old : 558: 126 115 99 229 211 411 369:
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 : 16.5 18.0 26.9 27.4 15.4 17.7 23.1 26.6
Old : 16.5 18.0 26.9 27.4 15.4 17.7 23.1 26.6
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, January 29, 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 : 122,398: 19,981 3,300 141 91,032 115,426 111,154 118,867: 11,244 3,531
Old : 122,398: 19,981 3,300 141 91,032 115,426 111,154 118,867: 11,244 3,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 3,996: 415 746 141 4,113 2,624 4,669 3,511: -673 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 2.7 0.1 74.4 94.3 90.8 97.1: 9.2 2.9
Old : 100.0: 16.3 2.7 0.1 74.4 94.3 90.8 97.1: 9.2 2.9
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 : 105: 17 4 1 55 41 72 46:
Old : 105: 17 4 1 55 41 72 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 38.8 50.4 58.5 34.8 38.8 50.3 58.4
Old : 34.8 38.8 50.4 58.5 34.8 38.8 50.3 58.4
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, January 29, 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 : 67,692: 17,565 5,729 1,610 42,763 56,870 61,937 64,209: 5,754 3,483
Old : 67,692: 17,565 5,729 1,610 42,763 56,870 61,937 64,209: 5,754 3,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 3,028: 1,477 -267 371 1,576 3,003 3,423 3,106: -396 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 8.5 2.4 63.2 84.0 91.5 94.9: 8.5 5.1
Old : 100.0: 25.9 8.5 2.4 63.2 84.0 91.5 94.9: 8.5 5.1
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 : 219: 69 23 21 75 72 156 104:
Old : 219: 69 23 21 75 72 156 104:
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 : 31.0 33.4 43.9 50.5 30.9 33.4 43.8 49.8
Old : 31.0 33.4 43.9 50.5 30.9 33.4 43.8 49.8
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, January 29, 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 : 338,458: 87,824 28,645 8,050 213,813 284,351 309,686 321,046: 28,772 17,413
Old : 338,458: 87,824 28,645 8,050 213,813 284,351 309,686 321,046: 28,772 17,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 15,138: 7,384 -1,336 1,854 7,878 15,013 17,117 15,531: -1,979 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 8.5 2.4 63.2 84.0 91.5 94.9: 8.5 5.1
Old : 100.0: 25.9 8.5 2.4 63.2 84.0 91.5 94.9: 8.5 5.1
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 : 219: 69 23 21 75 72 156 104:
Old : 219: 69 23 21 75 72 156 104:
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 : 31.0 33.4 43.9 50.5 30.9 33.4 43.8 49.8
Old : 31.0 33.4 43.9 50.5 30.9 33.4 43.8 49.8
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, January 29, 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 : 196,524: 124,082 39,500 6,905 28,664 130,291 159,651 176,695: 36,873 19,829
Old : 196,524: 124,082 39,500 6,905 28,664 130,291 159,651 176,695: 36,873 19,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: -24,230: -19,480 -7,230 1,257 2,363 -14,951 -15,861 -20,925: -8,370 -3,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 20.1 3.5 14.6 66.3 81.2 89.9: 18.8 10.1
Old : 100.0: 63.1 20.1 3.5 14.6 66.3 81.2 89.9: 18.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 41 31 19 23 28 75 67:
Old : 109: 41 31 19 23 28 75 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 50.3 50.8 63.7 40.9 49.5 50.8 62.8
Old : 40.9 50.3 50.8 63.7 40.9 49.5 50.8 62.8
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, January 29, 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 : 62,857: 24,200 22,015 27 26,822 14,721 51,049 36,763: 11,808 26,094
Old : 62,857: 24,200 22,015 27 26,822 14,721 51,049 36,763: 11,808 26,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: 1,572: 2,200 1,586 27 90 934 2,317 2,547: -745 -975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 35.0 0.0 42.7 23.4 81.2 58.5: 18.8 41.5
Old : 100.0: 38.5 35.0 0.0 42.7 23.4 81.2 58.5: 18.8 41.5
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 : 58: 22 12 1 18 9 40 22:
Old : 58: 22 12 1 18 9 40 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 35.0 51.6 49.9 35.8 34.8 51.6 48.2
Old : 35.8 35.0 51.6 49.9 35.8 34.8 51.6 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 71,259: 33,148 7,125 1,422 28,498 22,840 63,068 31,387: 8,191 39,872
Old : 71,259: 33,148 7,125 1,422 28,498 22,840 63,068 31,387: 8,191 39,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: -4,585: 625 1,804 702 -6,639 701 -5,312 3,207: 727 -7,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 10.0 2.0 40.0 32.1 88.5 44.0: 11.5 56.0
Old : 100.0: 46.5 10.0 2.0 40.0 32.1 88.5 44.0: 11.5 56.0
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 : 83: 28 10 5 30 25 60 38:
Old : 83: 28 10 5 30 25 60 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 14.3 47.3 23.1 30.5 13.2 44.6 21.3
Old : 33.2 14.3 47.3 23.1 30.5 13.2 44.6 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2013