BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 3,770: 215 140 189 2,743 2,889 3,148 3,218: 622 552
Old : 3,770: 215 140 189 2,743 2,889 3,148 3,218: 622 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.7 5.0 72.8 76.6 83.5 85.4: 16.5 14.6
Old : 100.0: 5.7 3.7 5.0 72.8 76.6 83.5 85.4: 16.5 14.6
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 : 20: 3 3 4 14 8 20 12:
Old : 20: 3 3 4 14 8 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 66.4 70.5 78.7 51.1 62.7 62.4 66.7
Old : 51.1 66.4 70.5 78.7 51.1 62.7 62.4 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 37,139: 3,754 2,997 8,670 20,333 16,458 32,756 28,125: 4,383 9,014
Old : 37,139: 3,754 2,997 8,670 20,333 16,458 32,756 28,125: 4,383 9,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -3,804: -485 -437 -809 -1,804 -1,670 -3,097 -2,915: -707 -889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 8.1 23.3 54.7 44.3 88.2 75.7: 11.8 24.3
Old : 100.0: 10.1 8.1 23.3 54.7 44.3 88.2 75.7: 11.8 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 21 15 25 40 29 73 58:
Old : 82: 21 15 25 40 29 73 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 : 33.0 24.5 48.0 40.7 31.1 23.4 41.6 34.0
Old : 33.0 24.5 48.0 40.7 31.1 23.4 41.6 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 272,460: 79,176 27,584 83,108 77,165 122,853 239,449 233,545: 33,011 38,916
Old : 248,475: 75,680 30,723 74,884 69,535 108,395 220,098 214,002: 28,377 34,473
Other: 23,985: 7,176 540 4,545 7,630 14,458 19,351 19,543: 4,634 4,442
: : :
: : Changes in Commitments from: January 29, 2013 :
: 1,425: 2,442 409 -234 96 389 2,305 564: -879 861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 10.1 30.5 28.3 45.1 87.9 85.7: 12.1 14.3
Old : 100.0: 30.5 12.4 30.1 28.0 43.6 88.6 86.1: 11.4 13.9
Other: 100.0: 29.9 2.3 18.9 31.8 60.3 80.7 81.5: 19.3 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 122 78 130 72 83 266 239:
Old : 316: 117 83 128 66 83 256 239:
Other: 107: 33 11 32 37 49 82 84:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 13.1 20.1 21.8 11.6 12.9 19.4 20.8
Old : 12.5 13.8 21.0 22.1 12.2 13.6 20.2 20.9
Other: 33.0 23.2 46.1 34.9 33.0 21.7 42.0 32.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 389,166: 101,749 71,867 103,628 142,794 161,350 348,171 336,845: 40,995 52,321
Old : 389,166: 101,749 71,867 103,628 142,794 161,350 348,171 336,845: 40,995 52,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -14,887: -210 1,623 -18,590 2,268 1,092 -16,531 -15,874: 1,644 987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 18.5 26.6 36.7 41.5 89.5 86.6: 10.5 13.4
Old : 100.0: 26.1 18.5 26.6 36.7 41.5 89.5 86.6: 10.5 13.4
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 : 425: 133 103 147 138 147 334 347:
Old : 425: 133 103 147 138 147 334 347:
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 : 14.7 13.4 25.4 20.7 12.8 12.0 22.0 17.7
Old : 14.7 13.4 25.4 20.7 12.8 12.0 22.0 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,263: 3,107 1,903 842 2,150 4,098 6,099 6,844: 2,164 1,420
Old : 8,263: 3,107 1,903 842 2,150 4,098 6,099 6,844: 2,164 1,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -748: -866 -90 -422 411 -245 -877 -756: 130 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 23.0 10.2 26.0 49.6 73.8 82.8: 26.2 17.2
Old : 100.0: 37.6 23.0 10.2 26.0 49.6 73.8 82.8: 26.2 17.2
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 : 87: 30 23 15 24 26 62 56:
Old : 87: 30 23 15 24 26 62 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 : 22.8 35.9 36.1 47.6 22.8 35.9 36.1 46.2
Old : 22.8 35.9 36.1 47.6 22.8 35.9 36.1 46.2
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, February 5, 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 : 37,407: 10,982 9,031 6,461 10,604 7,865 28,047 23,357: 9,360 14,050
Old : 37,407: 10,982 9,031 6,461 10,604 7,865 28,047 23,357: 9,360 14,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,003: 2,539 98 -2,753 -414 957 -628 -1,698: -375 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 24.1 17.3 28.3 21.0 75.0 62.4: 25.0 37.6
Old : 100.0: 29.4 24.1 17.3 28.3 21.0 75.0 62.4: 25.0 37.6
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 : 151: 33 40 30 58 54 103 116:
Old : 151: 33 40 30 58 54 103 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 11.5 25.3 19.0 14.4 10.4 23.4 16.2
Old : 15.4 11.5 25.3 19.0 14.4 10.4 23.4 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, February 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 5,771: 91 2,049 1,065 3,989 2,413 5,146 5,527: 624 243
Old : 5,771: 91 2,049 1,065 3,989 2,413 5,146 5,527: 624 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,322: -70 -1,068 -261 -974 21 -1,304 -1,308: -17 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 35.5 18.5 69.1 41.8 89.2 95.8: 10.8 4.2
Old : 100.0: 1.6 35.5 18.5 69.1 41.8 89.2 95.8: 10.8 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 10 8 18 12 26 23:
Old : 32: 1 10 8 18 12 26 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 : 50.4 43.6 66.7 65.3 45.8 35.2 59.3 54.6
Old : 50.4 43.6 66.7 65.3 45.8 35.2 59.3 54.6
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, February 5, 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 : 75,162: 11,620 5,398 2,994 59,715 66,397 74,329 74,789: 833 373
Old : 75,162: 11,620 5,398 2,994 59,715 66,397 74,329 74,789: 833 373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 108: 641 120 0 -490 -118 151 2: -43 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 7.2 4.0 79.4 88.3 98.9 99.5: 1.1 0.5
Old : 100.0: 15.5 7.2 4.0 79.4 88.3 98.9 99.5: 1.1 0.5
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 : 29: 6 3 2 14 18 21 22:
Old : 29: 6 3 2 14 18 21 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 : 68.9 57.6 88.7 77.2 56.9 49.0 64.7 59.9
Old : 68.9 57.6 88.7 77.2 56.9 49.0 64.7 59.9
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, February 5, 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 : 156,451: 44,612 16,062 5,726 71,364 105,552 121,703 127,341: 34,748 29,110
Old : 156,451: 44,612 16,062 5,726 71,364 105,552 121,703 127,341: 34,748 29,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -3,038: -9,848 -1,773 -960 9,264 -714 -1,544 -3,446: -1,494 409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 10.3 3.7 45.6 67.5 77.8 81.4: 22.2 18.6
Old : 100.0: 28.5 10.3 3.7 45.6 67.5 77.8 81.4: 22.2 18.6
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 : 92: 34 23 19 27 26 70 59:
Old : 92: 34 23 19 27 26 70 59:
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 : 28.1 52.6 39.2 61.7 28.0 52.4 38.9 60.8
Old : 28.1 52.6 39.2 61.7 28.0 52.4 38.9 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 46,405: 13,096 9,191 1,395 7,553 26,581 22,045 37,168: 24,360 9,237
Old : 46,405: 13,096 9,191 1,395 7,553 26,581 22,045 37,168: 24,360 9,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 5,915: 1,108 1,345 155 -4,586 6,975 -3,323 8,475: 9,238 -2,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 19.8 3.0 16.3 57.3 47.5 80.1: 52.5 19.9
Old : 100.0: 28.2 19.8 3.0 16.3 57.3 47.5 80.1: 52.5 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 13 7 2 13 18 26 27:
Old : 43: 13 7 2 13 18 26 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 : 20.2 37.3 30.6 52.0 19.8 37.2 28.0 51.9
Old : 20.2 37.3 30.6 52.0 19.8 37.2 28.0 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 181,153: 150,495 8,993 340 19,465 169,673 170,300 179,006: 10,854 2,147
Old : 181,153: 150,495 8,993 340 19,465 169,673 170,300 179,006: 10,854 2,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -5,946: -6,367 1,002 -303 97 -7,383 -6,573 -6,684: 628 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 5.0 0.2 10.7 93.7 94.0 98.8: 6.0 1.2
Old : 100.0: 83.1 5.0 0.2 10.7 93.7 94.0 98.8: 6.0 1.2
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 : 138: 90 14 2 15 22 106 37:
Old : 138: 90 14 2 15 22 106 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 61.2 56.6 83.3 44.6 61.2 56.6 83.3
Old : 44.6 61.2 56.6 83.3 44.6 61.2 56.6 83.3
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, February 5, 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 : 186,207: 51,795 48,927 13,169 99,672 86,804 164,636 148,900: 21,571 37,307
Old : 186,207: 51,795 48,927 13,169 99,672 86,804 164,636 148,900: 21,571 37,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 3,024: -6,870 1,882 3,154 8,830 -6,462 5,114 -1,425: -2,090 4,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 26.3 7.1 53.5 46.6 88.4 80.0: 11.6 20.0
Old : 100.0: 27.8 26.3 7.1 53.5 46.6 88.4 80.0: 11.6 20.0
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: 29 29 19 27 32 60 76:
Old : 101: 29 29 19 27 32 60 76:
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 : 42.6 25.6 55.0 37.4 42.3 25.6 54.0 37.3
Old : 42.6 25.6 55.0 37.4 42.3 25.6 54.0 37.3
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, February 5, 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 : 301,625: 51,980 111,064 50,221 171,238 69,589 273,439 230,875: 28,186 70,750
Old : 301,625: 51,980 111,064 50,221 171,238 69,589 273,439 230,875: 28,186 70,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 16,146: 1,808 -6,633 13,056 -3,265 11,937 11,599 18,360: 4,546 -2,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 36.8 16.7 56.8 23.1 90.7 76.5: 9.3 23.5
Old : 100.0: 17.2 36.8 16.7 56.8 23.1 90.7 76.5: 9.3 23.5
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 : 148: 34 72 42 29 28 88 117:
Old : 148: 34 72 42 29 28 88 117:
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 : 28.1 24.1 41.9 31.1 27.2 20.3 39.1 24.5
Old : 28.1 24.1 41.9 31.1 27.2 20.3 39.1 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 325,352: 91,454 60,687 45,785 122,242 151,926 259,481 258,398: 65,871 66,954
Old : 325,352: 91,454 60,687 45,785 122,242 151,926 259,481 258,398: 65,871 66,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 31,080: 366 -6,432 11,237 16,961 21,210 28,563 26,015: 2,517 5,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 18.7 14.1 37.6 46.7 79.8 79.4: 20.2 20.6
Old : 100.0: 28.1 18.7 14.1 37.6 46.7 79.8 79.4: 20.2 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 54 73 54 56 61 146 152:
Old : 205: 54 73 54 56 61 146 152:
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 : 24.1 26.7 32.5 33.9 24.1 26.2 30.0 32.4
Old : 24.1 26.7 32.5 33.9 24.1 26.2 30.0 32.4
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, February 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 36,636: 15,775 6,732 352 19,639 29,122 35,766 36,206: 870 430
Old : 36,636: 15,775 6,732 352 19,639 29,122 35,766 36,206: 870 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -2,348: -2,497 -2,084 -97 78 -241 -2,516 -2,422: 168 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 18.4 1.0 53.6 79.5 97.6 98.8: 2.4 1.2
Old : 100.0: 43.1 18.4 1.0 53.6 79.5 97.6 98.8: 2.4 1.2
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 : 29: 14 3 2 7 7 22 11:
Old : 29: 14 3 2 7 7 22 11:
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 : 75.6 78.7 91.3 97.1 65.3 77.7 81.0 88.0
Old : 75.6 78.7 91.3 97.1 65.3 77.7 81.0 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 37,061: 26,343 3,643 1,408 3,057 29,818 30,808 34,869: 6,253 2,192
Old : 37,061: 26,343 3,643 1,408 3,057 29,818 30,808 34,869: 6,253 2,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 1,580: -487 -1,371 835 -214 1,474 134 938: 1,446 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 9.8 3.8 8.2 80.5 83.1 94.1: 16.9 5.9
Old : 100.0: 71.1 9.8 3.8 8.2 80.5 83.1 94.1: 16.9 5.9
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 : 62: 32 10 3 9 12 43 23:
Old : 62: 32 10 3 9 12 43 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 : 41.5 67.2 57.8 79.3 41.5 67.2 57.2 77.0
Old : 41.5 67.2 57.8 79.3 41.5 67.2 57.2 77.0
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, February 5, 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 :12,150,562: 750,971 562,050 4,115,370 6,412,922 6,377,834 11,279,262 11,055,254: 871,300 1,095,309
Old :12,150,562: 750,971 562,050 4,115,370 6,412,922 6,377,834 11,279,262 11,055,254: 871,300 1,095,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 396,197: 14,397 -28,173 148,025 251,701 260,963 414,123 380,815: -17,926 15,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 4.6 33.9 52.8 52.5 92.8 91.0: 7.2 9.0
Old : 100.0: 6.2 4.6 33.9 52.8 52.5 92.8 91.0: 7.2 9.0
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 : 250: 65 45 92 121 128 232 230:
Old : 250: 65 45 92 121 128 232 230:
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 : 20.9 21.7 32.9 31.7 14.9 14.4 19.5 18.5
Old : 20.9 21.7 32.9 31.7 14.9 14.4 19.5 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 975,378: 100,640 70,953 70,173 688,974 740,392 859,787 881,518: 115,591 93,859
Old : 975,378: 100,640 70,953 70,173 688,974 740,392 859,787 881,518: 115,591 93,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 1,068: 731 -9,178 2,577 -4,441 13,397 -1,132 6,796: 2,200 -5,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.3 7.2 70.6 75.9 88.1 90.4: 11.9 9.6
Old : 100.0: 10.3 7.3 7.2 70.6 75.9 88.1 90.4: 11.9 9.6
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 : 597: 140 127 125 247 234 459 414:
Old : 597: 140 127 125 247 234 459 414:
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 : 14.0 16.8 22.6 25.8 12.3 16.6 19.6 23.7
Old : 14.0 16.8 22.6 25.8 12.3 16.6 19.6 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, February 5, 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 : 275,496: 18,191 5,079 20,001 172,786 212,140 210,978 237,220: 64,518 38,276
Old : 275,496: 18,191 5,079 20,001 172,786 212,140 210,978 237,220: 64,518 38,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,548: -457 96 -113 -21 1,407 -591 1,390: -957 -2,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.8 7.3 62.7 77.0 76.6 86.1: 23.4 13.9
Old : 100.0: 6.6 1.8 7.3 62.7 77.0 76.6 86.1: 23.4 13.9
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 : 120: 20 18 30 64 62 100 94:
Old : 120: 20 18 30 64 62 100 94:
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 : 20.7 21.5 30.1 33.2 17.4 21.2 25.0 31.5
Old : 20.7 21.5 30.1 33.2 17.4 21.2 25.0 31.5
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, February 5, 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 : 3,499,407: 457,372 374,500 205,735 2,580,940 2,641,258 3,244,047 3,221,493: 255,361 277,915
Old : 3,499,407: 457,372 374,500 205,735 2,580,940 2,641,258 3,244,047 3,221,493: 255,361 277,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 13,080: 11,844 -40,467 7,546 -22,097 59,951 -2,707 27,030: 15,787 -13,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 10.7 5.9 73.8 75.5 92.7 92.1: 7.3 7.9
Old : 100.0: 13.1 10.7 5.9 73.8 75.5 92.7 92.1: 7.3 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 556: 131 118 111 226 212 420 378:
Old : 556: 131 118 111 226 212 420 378:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 18.0 26.7 27.6 15.7 17.7 23.3 26.7
Old : 16.9 18.0 26.7 27.6 15.7 17.7 23.3 26.7
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, February 5, 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 : 121,109: 19,569 3,053 0 90,099 115,448 109,668 118,501: 11,442 2,609
Old : 121,109: 19,569 3,053 0 90,099 115,448 109,668 118,501: 11,442 2,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,289: -412 -247 -141 -933 21 -1,486 -367: 197 -922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.5 0.0 74.4 95.3 90.6 97.8: 9.4 2.2
Old : 100.0: 16.2 2.5 0.0 74.4 95.3 90.6 97.8: 9.4 2.2
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 : 104: 18 3 0 54 40 72 43:
Old : 104: 18 3 0 54 40 72 43:
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 : 35.2 39.4 50.8 60.5 35.2 39.4 50.3 60.4
Old : 35.2 39.4 50.8 60.5 35.2 39.4 50.3 60.4
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, February 5, 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 : 68,986: 18,837 5,307 1,332 43,461 57,424 63,630 64,064: 5,356 4,922
Old : 68,986: 18,837 5,307 1,332 43,461 57,424 63,630 64,064: 5,356 4,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 1,294: 1,273 -422 -278 698 554 1,693 -145: -399 1,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 7.7 1.9 63.0 83.2 92.2 92.9: 7.8 7.1
Old : 100.0: 27.3 7.7 1.9 63.0 83.2 92.2 92.9: 7.8 7.1
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 : 223: 72 28 20 69 72 155 106:
Old : 223: 72 28 20 69 72 155 106:
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 : 30.9 34.0 43.7 50.9 30.9 34.0 43.7 49.9
Old : 30.9 34.0 43.7 50.9 30.9 34.0 43.7 49.9
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, February 5, 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 : 344,928: 94,186 26,536 6,661 217,303 287,122 318,151 320,319: 26,778 24,609
Old : 344,928: 94,186 26,536 6,661 217,303 287,122 318,151 320,319: 26,778 24,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 6,470: 6,363 -2,109 -1,389 3,491 2,771 8,464 -727: -1,995 7,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 7.7 1.9 63.0 83.2 92.2 92.9: 7.8 7.1
Old : 100.0: 27.3 7.7 1.9 63.0 83.2 92.2 92.9: 7.8 7.1
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 : 223: 72 28 20 69 72 155 106:
Old : 223: 72 28 20 69 72 155 106:
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 : 30.9 34.0 43.7 50.9 30.9 34.0 43.7 49.9
Old : 30.9 34.0 43.7 50.9 30.9 34.0 43.7 49.9
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, February 5, 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 : 194,626: 121,603 41,521 7,658 28,276 125,449 157,537 174,628: 37,089 19,998
Old : 194,626: 121,603 41,521 7,658 28,276 125,449 157,537 174,628: 37,089 19,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: -1,898: -2,479 2,021 753 -388 -4,842 -2,114 -2,068: 216 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 21.3 3.9 14.5 64.5 80.9 89.7: 19.1 10.3
Old : 100.0: 62.5 21.3 3.9 14.5 64.5 80.9 89.7: 19.1 10.3
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 : 113: 43 33 21 22 29 75 73:
Old : 113: 43 33 21 22 29 75 73:
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 : 42.2 50.0 51.5 61.8 42.2 49.1 51.5 60.8
Old : 42.2 50.0 51.5 61.8 42.2 49.1 51.5 60.8
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, February 5, 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 : 64,170: 23,295 21,568 111 29,018 14,816 52,424 36,495: 11,746 27,675
Old : 64,170: 23,295 21,568 111 29,018 14,816 52,424 36,495: 11,746 27,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 1,313: -905 -447 84 2,196 95 1,375 -268: -62 1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 33.6 0.2 45.2 23.1 81.7 56.9: 18.3 43.1
Old : 100.0: 36.3 33.6 0.2 45.2 23.1 81.7 56.9: 18.3 43.1
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 : 63: 25 13 2 19 8 45 22:
Old : 63: 25 13 2 19 8 45 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 : 34.5 33.8 48.0 48.1 34.5 33.7 48.0 46.4
Old : 34.5 33.8 48.0 48.1 34.5 33.7 48.0 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 77,012: 35,858 7,333 264 30,723 27,250 66,845 34,847: 10,167 42,165
Old : 77,012: 35,858 7,333 264 30,723 27,250 66,845 34,847: 10,167 42,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2013 :
: 5,753: 2,710 208 -1,158 2,225 4,410 3,777 3,460: 1,976 2,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 9.5 0.3 39.9 35.4 86.8 45.2: 13.2 54.8
Old : 100.0: 46.6 9.5 0.3 39.9 35.4 86.8 45.2: 13.2 54.8
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 : 84: 29 8 3 32 24 61 35:
Old : 84: 29 8 3 32 24 61 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 17.2 43.8 27.6 27.1 16.6 40.3 24.2
Old : 30.4 17.2 43.8 27.6 27.1 16.6 40.3 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 8, 2013