MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,938: 2,831 3,571 724 14,367 13,506 17,922 17,801: 3,016 3,137
Old : 20,938: 2,831 3,571 724 14,367 13,506 17,922 17,801: 3,016 3,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 520: -71 -362 -32 542 540 439 146: 81 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 17.1 3.5 68.6 64.5 85.6 85.0: 14.4 15.0
Old : 100.0: 13.5 17.1 3.5 68.6 64.5 85.6 85.0: 14.4 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 18 14 14 27 25 50 48:
Old : 74: 18 14 14 27 25 50 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 44.8 53.9 60.3 41.7 44.3 53.6 59.3
Old : 41.7 44.8 53.9 60.3 41.7 44.3 53.6 59.3
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 - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 243,122: 80,945 39,426 52,954 79,863 114,438 213,762 206,818: 29,360 36,304
Old : 234,485: 80,596 39,324 51,364 76,215 108,934 208,175 199,622: 26,310 34,863
Other: 8,637: 1,878 1,631 61 3,648 5,504 5,587 7,196: 3,050 1,441
: : :
: : Changes in Commitments from: December 18, 2012 :
: 16,264: 6,979 332 3,962 3,393 10,050 14,334 14,344: 1,930 1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 16.2 21.8 32.8 47.1 87.9 85.1: 12.1 14.9
Old : 100.0: 34.4 16.8 21.9 32.5 46.5 88.8 85.1: 11.2 14.9
Other: 100.0: 21.7 18.9 0.7 42.2 63.7 64.7 83.3: 35.3 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 93 72 92 60 82 211 209:
Old : 282: 93 75 91 54 82 204 209:
Other: 78: 14 13 4 28 36 44 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 14.2 25.8 24.2 13.0 14.0 23.0 22.9
Old : 14.2 14.6 26.4 24.7 13.5 14.4 23.6 23.1
Other: 28.4 26.6 39.2 44.8 28.1 26.6 36.7 42.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 329,903: 104,154 58,152 67,057 126,265 150,674 297,476 275,883: 32,427 54,020
Old : 329,903: 104,154 58,152 67,057 126,265 150,674 297,476 275,883: 32,427 54,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -183: 4,253 -4,210 2,200 -6,332 1,448 121 -562: -304 379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 17.6 20.3 38.3 45.7 90.2 83.6: 9.8 16.4
Old : 100.0: 31.6 17.6 20.3 38.3 45.7 90.2 83.6: 9.8 16.4
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 : 404: 110 93 128 81 154 272 324:
Old : 404: 110 93 128 81 154 272 324:
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 : 15.9 13.9 28.7 21.3 14.9 11.7 26.0 17.3
Old : 15.9 13.9 28.7 21.3 14.9 11.7 26.0 17.3
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 - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,703: 4,589 2,347 1,083 2,354 5,693 8,026 9,123: 2,677 1,580
Old : 10,703: 4,589 2,347 1,083 2,354 5,693 8,026 9,123: 2,677 1,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 53: -125 74 259 -10 -46 124 287: -71 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 21.9 10.1 22.0 53.2 75.0 85.2: 25.0 14.8
Old : 100.0: 42.9 21.9 10.1 22.0 53.2 75.0 85.2: 25.0 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 44 18 6 26 30 74 51:
Old : 99: 44 18 6 26 30 74 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 : 25.2 38.1 41.8 50.3 21.5 33.6 33.2 44.0
Old : 25.2 38.1 41.8 50.3 21.5 33.6 33.2 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,949: 9,789 7,803 4,590 9,023 5,715 23,402 18,108: 6,547 11,841
Old : 29,949: 9,789 7,803 4,590 9,023 5,715 23,402 18,108: 6,547 11,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 923: 292 1,090 -52 482 119 722 1,157: 201 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 26.1 15.3 30.1 19.1 78.1 60.5: 21.9 39.5
Old : 100.0: 32.7 26.1 15.3 30.1 19.1 78.1 60.5: 21.9 39.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 33 31 25 44 39 93 84:
Old : 137: 33 31 25 44 39 93 84:
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 19.2 25.8 26.1 12.8 14.2 21.8 19.7
Old : 14.6 19.2 25.8 26.1 12.8 14.2 21.8 19.7
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 - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,899: 554 1,841 151 3,919 2,806 4,624 4,798: 275 101
Old : 4,899: 554 1,841 151 3,919 2,806 4,624 4,798: 275 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 225: 49 95 -39 208 206 218 262: 7 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 37.6 3.1 80.0 57.3 94.4 97.9: 5.6 2.1
Old : 100.0: 11.3 37.6 3.1 80.0 57.3 94.4 97.9: 5.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 8 7 13 10 24 20:
Old : 31: 6 8 7 13 10 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 45.8 83.0 75.1 60.9 44.3 81.7 73.7
Old : 62.1 45.8 83.0 75.1 60.9 44.3 81.7 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 75,148: 10,503 5,229 3,054 61,029 66,550 74,586 74,833: 562 315
Old : 75,148: 10,503 5,229 3,054 61,029 66,550 74,586 74,833: 562 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 1,644: 1,039 -207 250 321 1,606 1,610 1,649: 34 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.0 4.1 81.2 88.6 99.3 99.6: 0.7 0.4
Old : 100.0: 14.0 7.0 4.1 81.2 88.6 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 2 14 17 17 21:
Old : 24: 2 3 2 14 17 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 59.8 90.1 79.1 58.4 50.7 66.3 60.9
Old : 69.0 59.8 90.1 79.1 58.4 50.7 66.3 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 140,965: 72,777 9,425 457 26,014 114,327 99,248 124,209: 41,717 16,756
Old : 140,965: 72,777 9,425 457 26,014 114,327 99,248 124,209: 41,717 16,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -78,957: -8,716 2,210 -10,820 -55,667 -69,178 -75,203 -77,788: -3,754 -1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 6.7 0.3 18.5 81.1 70.4 88.1: 29.6 11.9
Old : 100.0: 51.6 6.7 0.3 18.5 81.1 70.4 88.1: 29.6 11.9
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 : 82: 40 11 2 18 23 58 36:
Old : 82: 40 11 2 18 23 58 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 : 37.0 66.6 45.4 78.9 37.0 66.5 45.0 78.8
Old : 37.0 66.6 45.4 78.9 37.0 66.5 45.0 78.8
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 - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 48,634: 21,897 10,462 0 1,917 30,401 23,814 40,863: 24,820 7,771
Old : 48,634: 21,897 10,462 0 1,917 30,401 23,814 40,863: 24,820 7,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 5,222: 4,536 -2,619 0 -435 9,022 4,101 6,403: 1,121 -1,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 21.5 0.0 3.9 62.5 49.0 84.0: 51.0 16.0
Old : 100.0: 45.0 21.5 0.0 3.9 62.5 49.0 84.0: 51.0 16.0
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 : 39: 14 8 0 2 16 16 24:
Old : 39: 14 8 0 2 16 16 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 : 31.2 43.9 40.3 61.2 31.2 43.9 39.7 61.2
Old : 31.2 43.9 40.3 61.2 31.2 43.9 39.7 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 200,460: 157,338 7,983 110 30,890 190,677 188,338 198,770: 12,122 1,690
Old : 200,460: 157,338 7,983 110 30,890 190,677 188,338 198,770: 12,122 1,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -11,730: -12,075 -13,681 -35 -1,832 2,416 -13,942 -11,300: 2,212 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 4.0 0.1 15.4 95.1 94.0 99.2: 6.0 0.8
Old : 100.0: 78.5 4.0 0.1 15.4 95.1 94.0 99.2: 6.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 84 14 1 16 19 100 34:
Old : 131: 84 14 1 16 19 100 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 57.6 62.6 81.1 50.7 57.6 62.6 81.1
Old : 50.7 57.6 62.6 81.1 50.7 57.6 62.6 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 181,219: 74,466 37,145 234 64,162 126,925 138,862 164,304: 42,357 16,915
Old : 181,219: 74,466 37,145 234 64,162 126,925 138,862 164,304: 42,357 16,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -7,253: -4,909 -14,194 131 -2,063 7,383 -6,841 -6,680: -412 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 20.5 0.1 35.4 70.0 76.6 90.7: 23.4 9.3
Old : 100.0: 41.1 20.5 0.1 35.4 70.0 76.6 90.7: 23.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 40 23 5 16 28 58 54:
Old : 101: 40 23 5 16 28 58 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 42.2 54.1 57.4 43.7 42.2 53.2 57.4
Old : 43.7 42.2 54.1 57.4 43.7 42.2 53.2 57.4
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 - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 195,705: 26,757 112,365 40 156,054 19,369 182,851 131,774: 12,854 63,931
Old : 195,705: 26,757 112,365 40 156,054 19,369 182,851 131,774: 12,854 63,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -957: -1,178 -4,733 -123 1,074 342 -227 -4,514: -730 3,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 57.4 0.0 79.7 9.9 93.4 67.3: 6.6 32.7
Old : 100.0: 13.7 57.4 0.0 79.7 9.9 93.4 67.3: 6.6 32.7
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 : 116: 22 59 3 25 16 49 76:
Old : 116: 22 59 3 25 16 49 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 : 48.5 32.8 66.0 40.4 47.5 32.8 65.0 40.4
Old : 48.5 32.8 66.0 40.4 47.5 32.8 65.0 40.4
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 - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 202,591: 75,072 77,621 2,851 72,084 76,154 150,007 156,626: 52,584 45,965
Old : 202,591: 75,072 77,621 2,851 72,084 76,154 150,007 156,626: 52,584 45,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 8,910: 5,612 -1,575 -142 281 12,102 5,751 10,385: 3,159 -1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 38.3 1.4 35.6 37.6 74.0 77.3: 26.0 22.7
Old : 100.0: 37.1 38.3 1.4 35.6 37.6 74.0 77.3: 26.0 22.7
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 : 172: 53 51 18 42 42 101 105:
Old : 172: 53 51 18 42 42 101 105:
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 : 24.4 21.5 32.7 31.9 24.3 21.5 32.0 31.9
Old : 24.4 21.5 32.7 31.9 24.3 21.5 32.0 31.9
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 - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 41,054: 22,347 7,583 1,091 16,945 31,718 40,383 40,392: 671 662
Old : 41,054: 22,347 7,583 1,091 16,945 31,718 40,383 40,392: 671 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 752: 733 -503 3 85 1,366 821 866: -69 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 18.5 2.7 41.3 77.3 98.4 98.4: 1.6 1.6
Old : 100.0: 54.4 18.5 2.7 41.3 77.3 98.4 98.4: 1.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 4 5 7 9 20 15:
Old : 26: 10 4 5 7 9 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 85.6 92.2 95.3 73.8 84.3 88.1 91.8
Old : 76.5 85.6 92.2 95.3 73.8 84.3 88.1 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 40,135: 27,425 12,686 229 5,177 25,784 32,831 38,699: 7,304 1,436
Old : 40,135: 27,425 12,686 229 5,177 25,784 32,831 38,699: 7,304 1,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -2,311: -4,405 -4,914 73 648 2,845 -3,684 -1,996: 1,373 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 31.6 0.6 12.9 64.2 81.8 96.4: 18.2 3.6
Old : 100.0: 68.3 31.6 0.6 12.9 64.2 81.8 96.4: 18.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 25 14 1 8 12 33 27:
Old : 57: 25 14 1 8 12 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 73.1 64.3 85.5 52.4 73.1 64.3 85.5
Old : 52.4 73.1 64.3 85.5 52.4 73.1 64.3 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 7,864,799: 1,101,548 608,283 1,494,121 4,372,774 4,746,090 6,968,443 6,848,494: 896,356 1,016,305
Old : 7,864,799: 1,101,548 608,283 1,494,121 4,372,774 4,746,090 6,968,443 6,848,494: 896,356 1,016,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -149,784: -197,119 -25,971 -1,486 36,096 -152,378 -162,509 -179,835: 12,725 30,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.7 19.0 55.6 60.3 88.6 87.1: 11.4 12.9
Old : 100.0: 14.0 7.7 19.0 55.6 60.3 88.6 87.1: 11.4 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 50 38 74 112 119 207 197:
Old : 223: 50 38 74 112 119 207 197:
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 : 21.8 25.0 34.5 36.8 18.3 20.5 24.9 25.0
Old : 21.8 25.0 34.5 36.8 18.3 20.5 24.9 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 728,890: 89,259 64,037 13,486 513,860 575,556 616,605 653,078: 112,285 75,812
Old : 728,890: 89,259 64,037 13,486 513,860 575,556 616,605 653,078: 112,285 75,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -195,059: -20,675 -4,191 -23,628 -144,258 -159,118 -188,561 -186,937: -6,498 -8,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.8 1.9 70.5 79.0 84.6 89.6: 15.4 10.4
Old : 100.0: 12.2 8.8 1.9 70.5 79.0 84.6 89.6: 15.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 517: 111 79 41 223 204 353 307:
Old : 517: 111 79 41 223 204 353 307:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 18.1 26.3 30.5 14.1 18.0 22.7 29.9
Old : 16.7 18.1 26.3 30.5 14.1 18.0 22.7 29.9
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 - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 176,106: 10,736 1,328 3,538 108,743 131,430 123,017 136,296: 53,089 39,810
Old : 176,106: 10,736 1,328 3,538 108,743 131,430 123,017 136,296: 53,089 39,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -68,710: -12,708 -6,030 -229 -45,559 -63,491 -58,496 -69,750: -10,214 1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.8 2.0 61.7 74.6 69.9 77.4: 30.1 22.6
Old : 100.0: 6.1 0.8 2.0 61.7 74.6 69.9 77.4: 30.1 22.6
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: 11 3 4 51 44 64 51:
Old : 92: 11 3 4 51 44 64 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 : 22.5 32.9 31.8 47.0 19.4 32.7 28.4 46.5
Old : 22.5 32.9 31.8 47.0 19.4 32.7 28.4 46.5
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 - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,763,921: 400,228 321,154 42,127 2,025,586 2,220,631 2,467,941 2,583,912: 295,980 180,009
Old : 2,763,921: 400,228 321,154 42,127 2,025,586 2,220,631 2,467,941 2,583,912: 295,980 180,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -631,747: -96,380 -47,352 -60,451 -493,496 -478,134 -650,327 -585,937: 18,580 -45,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 11.6 1.5 73.3 80.3 89.3 93.5: 10.7 6.5
Old : 100.0: 14.5 11.6 1.5 73.3 80.3 89.3 93.5: 10.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 490: 105 81 38 200 188 324 288:
Old : 490: 105 81 38 200 188 324 288:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 20.1 30.8 33.1 17.9 20.0 26.8 32.5
Old : 18.9 20.1 30.8 33.1 17.9 20.0 26.8 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 113,575: 17,948 2,484 0 83,727 108,690 101,675 111,174: 11,900 2,401
Old : 113,575: 17,948 2,484 0 83,727 108,690 101,675 111,174: 11,900 2,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -15,052: -69 -612 -92 -12,143 -13,887 -12,304 -14,591: -2,748 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 2.2 0.0 73.7 95.7 89.5 97.9: 10.5 2.1
Old : 100.0: 15.8 2.2 0.0 73.7 95.7 89.5 97.9: 10.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 17 3 0 52 41 69 44:
Old : 102: 17 3 0 52 41 69 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 43.0 49.8 61.7 36.1 43.0 49.0 61.5
Old : 36.1 43.0 49.8 61.7 36.1 43.0 49.0 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 58,825: 14,343 6,688 239 37,715 49,579 52,297 56,506: 6,528 2,319
Old : 58,825: 14,343 6,688 239 37,715 49,579 52,297 56,506: 6,528 2,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -61,988: -1,506 -596 -2,338 -57,119 -58,020 -60,962 -60,953: -1,026 -1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 11.4 0.4 64.1 84.3 88.9 96.1: 11.1 3.9
Old : 100.0: 24.4 11.4 0.4 64.1 84.3 88.9 96.1: 11.1 3.9
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 : 193: 46 23 6 69 72 117 99:
Old : 193: 46 23 6 69 72 117 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 31.5 45.1 46.8 33.0 31.5 44.6 46.8
Old : 33.0 31.5 45.1 46.8 33.0 31.5 44.6 46.8
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 - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 294,127: 71,716 33,438 1,196 188,574 247,896 261,486 282,530: 32,641 11,597
Old : 294,127: 71,716 33,438 1,196 188,574 247,896 261,486 282,530: 32,641 11,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -175,361: -7,154 -8,707 -4,959 -171,273 -168,084 -183,386 -181,750: 8,025 6,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 11.4 0.4 64.1 84.3 88.9 96.1: 11.1 3.9
Old : 100.0: 24.4 11.4 0.4 64.1 84.3 88.9 96.1: 11.1 3.9
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 : 193: 46 23 6 69 72 117 99:
Old : 193: 46 23 6 69 72 117 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 31.5 45.1 46.8 33.0 31.5 44.6 46.8
Old : 33.0 31.5 45.1 46.8 33.0 31.5 44.6 46.8
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 - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 173,118: 116,141 40,708 501 19,778 114,212 136,420 155,421: 36,698 17,697
Old : 173,118: 116,141 40,708 501 19,778 114,212 136,420 155,421: 36,698 17,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -31,194: -28,825 -6,762 73 1,878 -22,387 -26,874 -29,076: -4,320 -2,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 23.5 0.3 11.4 66.0 78.8 89.8: 21.2 10.2
Old : 100.0: 67.1 23.5 0.3 11.4 66.0 78.8 89.8: 21.2 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 : 105: 39 32 4 16 24 57 58:
Old : 105: 39 32 4 16 24 57 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 : 43.2 54.7 54.8 67.5 43.2 54.2 54.8 67.0
Old : 43.2 54.7 54.8 67.5 43.2 54.2 54.8 67.0
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 - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 52,532: 17,101 21,967 776 24,785 10,343 42,662 33,086: 9,870 19,446
Old : 52,532: 17,101 21,967 776 24,785 10,343 42,662 33,086: 9,870 19,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -12: -991 -1,877 676 -36 4,171 -351 2,970: 339 -2,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 41.8 1.5 47.2 19.7 81.2 63.0: 18.8 37.0
Old : 100.0: 32.6 41.8 1.5 47.2 19.7 81.2 63.0: 18.8 37.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 19 8 3 20 4 41 13:
Old : 49: 19 8 3 20 4 41 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 45.3 46.5 59.9 32.9 44.7 46.5 58.6
Old : 32.9 45.3 46.5 59.9 32.9 44.7 46.5 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, December 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 53,381: 26,308 3,282 138 19,314 18,738 45,760 22,158: 7,621 31,223
Old : 53,381: 26,308 3,282 138 19,314 18,738 45,760 22,158: 7,621 31,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -5,349: -5,654 181 101 1,250 2,148 -4,303 2,430: -1,046 -7,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 6.1 0.3 36.2 35.1 85.7 41.5: 14.3 58.5
Old : 100.0: 49.3 6.1 0.3 36.2 35.1 85.7 41.5: 14.3 58.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 22 4 2 23 18 46 23:
Old : 60: 22 4 2 23 18 46 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 16.7 52.1 27.1 36.6 15.0 50.1 25.0
Old : 36.6 16.7 52.1 27.1 36.6 15.0 50.1 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2012