MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 35,702: 3,170 3,171 8,071 19,760 15,530 31,001 26,772: 4,701 8,930
Old : 35,702: 3,170 3,171 8,071 19,760 15,530 31,001 26,772: 4,701 8,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 2,284: 375 360 419 1,575 773 2,369 1,552: -84 733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.9 22.6 55.3 43.5 86.8 75.0: 13.2 25.0
Old : 100.0: 8.9 8.9 22.6 55.3 43.5 86.8 75.0: 13.2 25.0
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 : 77: 18 17 25 36 27 69 54:
Old : 77: 18 17 25 36 27 69 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 : 32.2 26.9 47.8 44.4 31.3 26.4 42.5 37.4
Old : 32.2 26.9 47.8 44.4 31.3 26.4 42.5 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 273,121: 73,724 30,623 83,361 82,797 122,268 239,882 236,252: 33,239 36,869
Old : 254,469: 71,234 32,825 77,294 76,564 110,692 225,092 220,812: 29,378 33,658
Other: 18,652: 5,175 482 3,382 6,233 11,576 14,790 15,441: 3,862 3,211
: : :
: : Changes in Commitments from: January 15, 2013 :
: -7,287: -5,919 -1,760 -1,130 627 -3,291 -6,423 -6,182: -864 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 11.2 30.5 30.3 44.8 87.8 86.5: 12.2 13.5
Old : 100.0: 28.0 12.9 30.4 30.1 43.5 88.5 86.8: 11.5 13.2
Other: 100.0: 27.7 2.6 18.1 33.4 62.1 79.3 82.8: 20.7 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 121 59 125 68 83 249 231:
Old : 296: 121 63 125 63 83 243 231:
Other: 96: 26 12 24 33 44 70 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 12.6 21.4 21.9 11.5 11.4 20.4 19.7
Old : 12.2 13.5 22.3 22.4 12.1 12.2 20.9 20.2
Other: 32.4 24.8 45.2 38.5 32.1 24.3 42.1 35.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 395,664: 101,596 59,914 119,427 134,240 164,728 355,263 344,070: 40,401 51,594
Old : 395,664: 101,596 59,914 119,427 134,240 164,728 355,263 344,070: 40,401 51,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 6,485: 4,519 23,810 -4,790 3,652 -8,141 3,382 10,879: 3,104 -4,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 15.1 30.2 33.9 41.6 89.8 87.0: 10.2 13.0
Old : 100.0: 25.7 15.1 30.2 33.9 41.6 89.8 87.0: 10.2 13.0
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 : 428: 146 101 166 126 144 337 359:
Old : 428: 146 101 166 126 144 337 359:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 14.7 24.3 21.2 11.9 12.2 20.7 17.4
Old : 13.6 14.7 24.3 21.2 11.9 12.2 20.7 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,570: 4,267 1,958 1,239 1,900 4,823 7,407 8,020: 2,163 1,549
Old : 9,570: 4,267 1,958 1,239 1,900 4,823 7,407 8,020: 2,163 1,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -734: -414 529 -318 66 -672 -666 -462: -68 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 20.5 13.0 19.9 50.4 77.4 83.8: 22.6 16.2
Old : 100.0: 44.6 20.5 13.0 19.9 50.4 77.4 83.8: 22.6 16.2
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 : 89: 42 16 14 20 22 66 49:
Old : 89: 42 16 14 20 22 66 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 41.5 41.4 56.6 20.4 38.6 33.8 51.3
Old : 25.6 41.5 41.4 56.6 20.4 38.6 33.8 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 37,148: 7,167 7,298 8,906 10,832 7,373 26,905 23,578: 10,242 13,570
Old : 37,148: 7,167 7,298 8,906 10,832 7,373 26,905 23,578: 10,242 13,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 532: -1,274 146 91 -250 470 -1,434 707: 1,966 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 19.6 24.0 29.2 19.8 72.4 63.5: 27.6 36.5
Old : 100.0: 19.3 19.6 24.0 29.2 19.8 72.4 63.5: 27.6 36.5
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 : 147: 31 41 39 56 49 110 112:
Old : 147: 31 41 39 56 49 110 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 12.1 22.1 19.7 11.3 9.2 18.7 14.8
Old : 13.0 12.1 22.1 19.7 11.3 9.2 18.7 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 5,749: 135 2,465 1,029 4,136 1,990 5,300 5,485: 448 264
Old : 5,749: 135 2,465 1,029 4,136 1,990 5,300 5,485: 448 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 421: 19 270 60 283 47 362 377: 59 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 42.9 17.9 72.0 34.6 92.2 95.4: 7.8 4.6
Old : 100.0: 2.3 42.9 17.9 72.0 34.6 92.2 95.4: 7.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 8 10 15 9 26 21:
Old : 30: 5 8 10 15 9 26 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 : 53.9 44.2 69.6 69.0 48.3 39.4 61.4 61.2
Old : 53.9 44.2 69.6 69.0 48.3 39.4 61.4 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 75,323: 11,028 5,206 3,054 60,673 66,834 74,755 75,094: 568 229
Old : 75,323: 11,028 5,206 3,054 60,673 66,834 74,755 75,094: 568 229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -360: 39 -25 0 -314 -333 -275 -358: -85 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 6.9 4.1 80.6 88.7 99.2 99.7: 0.8 0.3
Old : 100.0: 14.6 6.9 4.1 80.6 88.7 99.2 99.7: 0.8 0.3
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 : 28: 5 3 2 14 18 20 22:
Old : 28: 5 3 2 14 18 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 58.4 89.0 77.9 57.3 49.8 65.4 60.6
Old : 68.4 58.4 89.0 77.9 57.3 49.8 65.4 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 151,626: 66,911 8,521 3,350 32,907 120,856 103,169 132,728: 48,457 18,898
Old : 151,626: 66,911 8,521 3,350 32,907 120,856 103,169 132,728: 48,457 18,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -1,440: -5,991 4,084 597 3,282 -7,729 -2,112 -3,048: 673 1,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 5.6 2.2 21.7 79.7 68.0 87.5: 32.0 12.5
Old : 100.0: 44.1 5.6 2.2 21.7 79.7 68.0 87.5: 32.0 12.5
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 : 92: 44 12 13 25 27 72 49:
Old : 92: 44 12 13 25 27 72 49:
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 : 24.8 61.5 33.8 72.2 24.8 61.4 33.8 72.1
Old : 24.8 61.5 33.8 72.2 24.8 61.4 33.8 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 41,213: 15,232 8,853 1,172 7,665 19,506 24,069 29,531: 17,144 11,682
Old : 41,213: 15,232 8,853 1,172 7,665 19,506 24,069 29,531: 17,144 11,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -3,495: -3,682 2,541 650 1,013 -8,683 -2,019 -5,493: -1,476 1,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 21.5 2.8 18.6 47.3 58.4 71.7: 41.6 28.3
Old : 100.0: 37.0 21.5 2.8 18.6 47.3 58.4 71.7: 41.6 28.3
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 : 34: 8 9 3 9 14 18 25:
Old : 34: 8 9 3 9 14 18 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 42.0 46.1 54.3 33.1 42.0 43.1 54.3
Old : 33.1 42.0 46.1 54.3 33.1 42.0 43.1 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 189,967: 159,909 9,872 730 18,676 177,261 179,315 187,863: 10,652 2,104
Old : 189,967: 159,909 9,872 730 18,676 177,261 179,315 187,863: 10,652 2,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -935: -634 994 376 -1,364 -2,261 -1,622 -891: 687 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 5.2 0.4 9.8 93.3 94.4 98.9: 5.6 1.1
Old : 100.0: 84.2 5.2 0.4 9.8 93.3 94.4 98.9: 5.6 1.1
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 : 148: 97 17 3 16 21 114 40:
Old : 148: 97 17 3 16 21 114 40:
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 : 46.5 58.3 56.7 80.3 46.5 58.3 56.7 80.3
Old : 46.5 58.3 56.7 80.3 46.5 58.3 56.7 80.3
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, January 22, 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 : 175,005: 60,310 42,577 7,712 75,343 99,767 143,364 150,055: 31,641 24,949
Old : 175,005: 60,310 42,577 7,712 75,343 99,767 143,364 150,055: 31,641 24,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 1,476: -3,431 6,434 2,359 9,363 -12,294 8,292 -3,501: -6,815 4,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 24.3 4.4 43.1 57.0 81.9 85.7: 18.1 14.3
Old : 100.0: 34.5 24.3 4.4 43.1 57.0 81.9 85.7: 18.1 14.3
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 : 97: 28 28 15 24 32 59 68:
Old : 97: 28 28 15 24 32 59 68:
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 : 36.9 31.9 51.0 43.7 36.8 31.9 50.6 43.7
Old : 36.9 31.9 51.0 43.7 36.8 31.9 50.6 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 255,098: 41,901 105,253 30,240 159,661 51,309 231,801 186,802: 23,297 68,297
Old : 255,098: 41,901 105,253 30,240 159,661 51,309 231,801 186,802: 23,297 68,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 9,980: 3,622 1,358 2,216 5,672 4,565 11,510 8,139: -1,530 1,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 41.3 11.9 62.6 20.1 90.9 73.2: 9.1 26.8
Old : 100.0: 16.4 41.3 11.9 62.6 20.1 90.9 73.2: 9.1 26.8
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 : 138: 32 67 34 27 27 80 107:
Old : 138: 32 67 34 27 27 80 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 26.4 48.9 33.2 31.7 24.8 46.1 29.7
Old : 33.7 26.4 48.9 33.2 31.7 24.8 46.1 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 260,817: 83,253 62,843 26,510 92,014 115,104 201,777 204,457: 59,039 56,359
Old : 260,817: 83,253 62,843 26,510 92,014 115,104 201,777 204,457: 59,039 56,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 5,197: 3,464 -10,371 1,160 2,344 14,826 6,968 5,615: -1,771 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 24.1 10.2 35.3 44.1 77.4 78.4: 22.6 21.6
Old : 100.0: 31.9 24.1 10.2 35.3 44.1 77.4 78.4: 22.6 21.6
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 : 188: 56 60 44 48 56 124 140:
Old : 188: 56 60 44 48 56 124 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 24.1 30.9 31.5 23.6 23.9 30.1 31.3
Old : 23.7 24.1 30.9 31.5 23.6 23.9 30.1 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 35,784: 15,600 8,513 521 19,039 26,231 35,160 35,265: 624 519
Old : 35,784: 15,600 8,513 521 19,039 26,231 35,160 35,265: 624 519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 86: 92 -17 6 36 90 134 79: -48 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 23.8 1.5 53.2 73.3 98.3 98.5: 1.7 1.5
Old : 100.0: 43.6 23.8 1.5 53.2 73.3 98.3 98.5: 1.7 1.5
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 : 31: 14 4 3 8 8 24 13:
Old : 31: 14 4 3 8 8 24 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 : 75.7 81.9 91.5 95.2 74.8 81.9 90.6 95.0
Old : 75.7 81.9 91.5 95.2 74.8 81.9 90.6 95.0
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, January 22, 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 : 37,180: 28,815 5,283 363 2,733 29,667 31,911 35,313: 5,269 1,867
Old : 37,180: 28,815 5,283 363 2,733 29,667 31,911 35,313: 5,269 1,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -1,474: -1,105 -2,375 1 -469 826 -1,573 -1,548: 99 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 14.2 1.0 7.4 79.8 85.8 95.0: 14.2 5.0
Old : 100.0: 77.5 14.2 1.0 7.4 79.8 85.8 95.0: 14.2 5.0
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 : 60: 28 11 1 8 13 37 24:
Old : 60: 28 11 1 8 13 37 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 67.3 64.5 79.3 50.1 67.3 64.5 79.3
Old : 50.1 67.3 64.5 79.3 50.1 67.3 64.5 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,344,684: 860,834 608,405 3,702,079 5,837,592 5,984,645 10,400,504 10,295,129: 944,180 1,049,555
Old :11,344,684: 860,834 608,405 3,702,079 5,837,592 5,984,645 10,400,504 10,295,129: 944,180 1,049,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 125,762: -151,174 1,074 65,772 230,288 85,064 144,886 151,911: -19,124 -26,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 5.4 32.6 51.5 52.8 91.7 90.7: 8.3 9.3
Old : 100.0: 7.6 5.4 32.6 51.5 52.8 91.7 90.7: 8.3 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 : 245: 60 45 87 121 127 228 223:
Old : 245: 60 45 87 121 127 228 223:
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 22.7 32.7 32.0 15.0 15.0 19.9 18.7
Old : 20.9 22.7 32.7 32.0 15.0 15.0 19.9 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 919,111: 89,565 72,099 55,630 650,584 687,924 795,779 815,654: 123,332 103,457
Old : 919,111: 89,565 72,099 55,630 650,584 687,924 795,779 815,654: 123,332 103,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 20,534: -3,265 3,814 -3,594 22,970 9,694 16,111 9,914: 4,423 10,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.8 6.1 70.8 74.8 86.6 88.7: 13.4 11.3
Old : 100.0: 9.7 7.8 6.1 70.8 74.8 86.6 88.7: 13.4 11.3
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 : 566: 121 116 96 248 219 425 375:
Old : 566: 121 116 96 248 219 425 375:
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 : 14.4 16.3 22.5 24.8 12.2 16.0 19.0 23.5
Old : 14.4 16.3 22.5 24.8 12.2 16.0 19.0 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 251,721: 16,376 3,212 14,981 144,181 193,154 175,538 211,347: 76,183 40,374
Old : 251,721: 16,376 3,212 14,981 144,181 193,154 175,538 211,347: 76,183 40,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 15,145: 339 708 533 -29 17,757 843 18,998: 14,302 -3,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.3 6.0 57.3 76.7 69.7 84.0: 30.3 16.0
Old : 100.0: 6.5 1.3 6.0 57.3 76.7 69.7 84.0: 30.3 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 : 110: 19 10 22 64 57 92 80:
Old : 110: 19 10 22 64 57 92 80:
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 20.8 24.0 33.4 11.6 20.5 19.6 32.5
Old : 14.7 20.8 24.0 33.4 11.6 20.5 19.6 32.5
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, January 22, 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 : 3,336,948: 400,130 378,619 169,062 2,532,011 2,473,851 3,101,203 3,021,532: 235,745 315,416
Old : 3,336,948: 400,130 378,619 169,062 2,532,011 2,473,851 3,101,203 3,021,532: 235,745 315,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 26,945: -12,358 21,194 -26,298 114,996 -40,312 76,340 -45,416: -49,396 72,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 11.3 5.1 75.9 74.1 92.9 90.5: 7.1 9.5
Old : 100.0: 12.0 11.3 5.1 75.9 74.1 92.9 90.5: 7.1 9.5
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 : 527: 113 110 86 222 198 385 344:
Old : 527: 113 110 86 222 198 385 344:
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 17.9 27.4 28.0 15.9 17.7 23.9 27.1
Old : 16.9 17.9 27.4 28.0 15.9 17.7 23.9 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 118,402: 19,566 2,554 0 86,919 112,802 106,485 115,356: 11,917 3,046
Old : 118,402: 19,566 2,554 0 86,919 112,802 106,485 115,356: 11,917 3,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 1,055: 516 52 -29 886 697 1,373 720: -318 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 2.2 0.0 73.4 95.3 89.9 97.4: 10.1 2.6
Old : 100.0: 16.5 2.2 0.0 73.4 95.3 89.9 97.4: 10.1 2.6
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 : 100: 19 3 0 50 39 69 42:
Old : 100: 19 3 0 50 39 69 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 40.4 51.0 59.6 35.5 40.4 50.9 59.3
Old : 35.5 40.4 51.0 59.6 35.5 40.4 50.9 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 64,664: 16,088 5,996 1,239 41,187 53,868 58,514 61,103: 6,150 3,561
Old : 64,664: 16,088 5,996 1,239 41,187 53,868 58,514 61,103: 6,150 3,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 643: 1,061 -261 -381 99 733 779 91: -136 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 9.3 1.9 63.7 83.3 90.5 94.5: 9.5 5.5
Old : 100.0: 24.9 9.3 1.9 63.7 83.3 90.5 94.5: 9.5 5.5
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 : 216: 63 24 17 74 77 147 108:
Old : 216: 63 24 17 74 77 147 108:
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 : 30.5 32.4 43.1 49.1 30.3 32.4 42.5 49.1
Old : 30.5 32.4 43.1 49.1 30.3 32.4 42.5 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 323,321: 80,439 29,981 6,196 205,935 269,338 292,570 305,514: 30,751 17,806
Old : 323,321: 80,439 29,981 6,196 205,935 269,338 292,570 305,514: 30,751 17,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 3,216: 5,306 -1,304 -1,906 497 3,663 3,897 453: -681 2,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 9.3 1.9 63.7 83.3 90.5 94.5: 9.5 5.5
Old : 100.0: 24.9 9.3 1.9 63.7 83.3 90.5 94.5: 9.5 5.5
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 : 216: 63 24 17 74 77 147 108:
Old : 216: 63 24 17 74 77 147 108:
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 : 30.5 32.4 43.1 49.1 30.3 32.4 42.5 49.1
Old : 30.5 32.4 43.1 49.1 30.3 32.4 42.5 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 220,754: 143,562 46,730 5,648 26,302 145,242 175,512 197,620: 45,243 23,134
Old : 220,754: 143,562 46,730 5,648 26,302 145,242 175,512 197,620: 45,243 23,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 7,481: 6,795 -786 1,797 17 5,400 8,609 6,411: -1,128 1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 21.2 2.6 11.9 65.8 79.5 89.5: 20.5 10.5
Old : 100.0: 65.0 21.2 2.6 11.9 65.8 79.5 89.5: 20.5 10.5
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 : 110: 38 34 17 23 29 72 69:
Old : 110: 38 34 17 23 29 72 69:
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 : 42.0 48.2 54.4 61.9 42.0 47.6 54.3 61.4
Old : 42.0 48.2 54.4 61.9 42.0 47.6 54.3 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 61,285: 22,000 20,429 0 26,732 13,787 48,732 34,216: 12,553 27,069
Old : 61,285: 22,000 20,429 0 26,732 13,787 48,732 34,216: 12,553 27,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 7,379: 3,837 4,052 0 2,459 -705 6,296 3,347: 1,083 4,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 33.3 0.0 43.6 22.5 79.5 55.8: 20.5 44.2
Old : 100.0: 35.9 33.3 0.0 43.6 22.5 79.5 55.8: 20.5 44.2
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 : 56: 19 11 0 21 8 40 19:
Old : 56: 19 11 0 21 8 40 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 35.8 50.8 48.6 34.8 35.8 50.8 47.0
Old : 34.8 35.8 50.8 48.6 34.8 35.8 50.8 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 75,844: 32,523 5,321 720 35,137 22,139 68,380 28,180: 7,464 47,664
Old : 75,844: 32,523 5,321 720 35,137 22,139 68,380 28,180: 7,464 47,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: 15,137: 6,716 180 487 8,106 -1,829 15,309 -1,162: -172 16,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 7.0 0.9 46.3 29.2 90.2 37.2: 9.8 62.8
Old : 100.0: 42.9 7.0 0.9 46.3 29.2 90.2 37.2: 9.8 62.8
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 : 80: 28 6 1 32 23 60 30:
Old : 80: 28 6 1 32 23 60 30:
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 : 32.8 14.1 46.9 21.9 30.0 12.7 43.2 20.3
Old : 32.8 14.1 46.9 21.9 30.0 12.7 43.2 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 25, 2013