BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 4,675: 214 205 205 3,525 3,567 3,944 3,977: 731 698
Old : 4,675: 214 205 205 3,525 3,567 3,944 3,977: 731 698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 373: -21 26 -12 388 242 355 255: 18 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.4 4.4 75.4 76.3 84.4 85.1: 15.6 14.9
Old : 100.0: 4.6 4.4 4.4 75.4 76.3 84.4 85.1: 15.6 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 3 4 16 10 22 14:
Old : 23: 3 3 4 16 10 22 14:
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 : 47.5 63.1 68.3 75.0 47.5 61.7 61.9 67.5
Old : 47.5 63.1 68.3 75.0 47.5 61.7 61.9 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 41,427: 5,053 2,917 10,165 22,262 18,314 37,480 31,396: 3,947 10,030
Old : 41,427: 5,053 2,917 10,165 22,262 18,314 37,480 31,396: 3,947 10,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 2,655: 857 -173 1,011 799 1,068 2,667 1,906: -13 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 7.0 24.5 53.7 44.2 90.5 75.8: 9.5 24.2
Old : 100.0: 12.2 7.0 24.5 53.7 44.2 90.5 75.8: 9.5 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 25 17 26 43 30 80 61:
Old : 89: 25 17 26 43 30 80 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 25.1 46.0 40.5 28.9 22.8 40.4 33.8
Old : 31.0 25.1 46.0 40.5 28.9 22.8 40.4 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 264,396: 80,058 50,644 68,823 85,510 107,400 234,391 226,867: 30,005 37,530
Old : 237,357: 74,341 52,855 61,249 76,507 90,683 212,097 204,787: 25,260 32,570
Other: 27,039: 8,733 806 4,557 9,003 16,716 22,294 22,079: 4,746 4,960
: : :
: : Changes in Commitments from: February 19, 2013 :
: 10,418: 3,012 11,191 3,184 4,314 -2,199 10,510 12,176: -92 -1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 19.2 26.0 32.3 40.6 88.7 85.8: 11.3 14.2
Old : 100.0: 31.3 22.3 25.8 32.2 38.2 89.4 86.3: 10.6 13.7
Other: 100.0: 32.3 3.0 16.9 33.3 61.8 82.4 81.7: 17.6 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 103 79 107 77 81 230 231:
Old : 289: 99 87 103 71 78 220 226:
Other: 116: 37 12 27 42 56 86 89:
:----------------------------------------------------------------------------------------------------
: 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 12.7 20.8 20.5 11.1 11.5 19.1 18.8
Old : 12.5 13.1 21.8 20.9 11.8 12.3 19.8 18.8
Other: 33.3 23.6 46.1 35.4 33.3 21.9 42.7 31.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 408,497: 106,754 90,073 101,381 159,702 164,295 367,837 355,750: 40,660 52,747
Old : 408,497: 106,754 90,073 101,381 159,702 164,295 367,837 355,750: 40,660 52,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 6,657: -1,519 3,830 -398 4,816 1,168 2,899 4,600: 3,758 2,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 22.0 24.8 39.1 40.2 90.0 87.1: 10.0 12.9
Old : 100.0: 26.1 22.0 24.8 39.1 40.2 90.0 87.1: 10.0 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 : 454: 141 121 153 124 149 334 366:
Old : 454: 141 121 153 124 149 334 366:
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 : 18.5 11.9 27.6 18.4 16.0 10.0 24.4 15.4
Old : 18.5 11.9 27.6 18.4 16.0 10.0 24.4 15.4
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, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,563: 3,514 1,555 686 2,234 4,740 6,434 6,980: 2,129 1,583
Old : 8,563: 3,514 1,555 686 2,234 4,740 6,434 6,980: 2,129 1,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -531: -135 45 -74 77 -310 -133 -339: -398 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 18.2 8.0 26.1 55.4 75.1 81.5: 24.9 18.5
Old : 100.0: 41.0 18.2 8.0 26.1 55.4 75.1 81.5: 24.9 18.5
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 : 84: 33 19 15 23 22 64 50:
Old : 84: 33 19 15 23 22 64 50:
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 : 25.0 36.6 36.6 48.9 25.0 36.6 36.6 48.0
Old : 25.0 36.6 36.6 48.9 25.0 36.6 36.6 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 46,141: 9,924 13,221 9,185 14,204 6,967 33,313 29,373: 12,827 16,768
Old : 46,141: 9,924 13,221 9,185 14,204 6,967 33,313 29,373: 12,827 16,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 555: -1,045 843 53 679 -452 -314 443: 869 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 28.7 19.9 30.8 15.1 72.2 63.7: 27.8 36.3
Old : 100.0: 21.5 28.7 19.9 30.8 15.1 72.2 63.7: 27.8 36.3
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 : 177: 37 49 36 73 56 130 129:
Old : 177: 37 49 36 73 56 130 129:
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 : 13.4 14.1 22.0 21.1 12.4 12.7 20.6 17.3
Old : 13.4 14.1 22.0 21.1 12.4 12.7 20.6 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,334: 310 2,655 1,359 4,951 2,896 6,621 6,909: 713 425
Old : 7,334: 310 2,655 1,359 4,951 2,896 6,621 6,909: 713 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 908: 90 533 134 580 52 804 719: 105 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 36.2 18.5 67.5 39.5 90.3 94.2: 9.7 5.8
Old : 100.0: 4.2 36.2 18.5 67.5 39.5 90.3 94.2: 9.7 5.8
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 : 33: 4 8 9 18 12 28 23:
Old : 33: 4 8 9 18 12 28 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 : 49.9 43.7 66.5 63.5 44.3 37.4 58.8 54.0
Old : 49.9 43.7 66.5 63.5 44.3 37.4 58.8 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 71,658: 12,614 5,586 2,994 55,289 62,640 70,897 71,220: 761 438
Old : 71,658: 12,614 5,586 2,994 55,289 62,640 70,897 71,220: 761 438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -4,441: 733 215 0 -5,131 -4,584 -4,398 -4,369: -43 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 7.8 4.2 77.2 87.4 98.9 99.4: 1.1 0.6
Old : 100.0: 17.6 7.8 4.2 77.2 87.4 98.9 99.4: 1.1 0.6
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 5 2 15 18 21 24:
Old : 30: 5 5 2 15 18 21 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 : 64.7 53.9 88.1 74.3 50.1 39.9 58.6 52.4
Old : 64.7 53.9 88.1 74.3 50.1 39.9 58.6 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 218,795: 43,676 63,411 9,779 130,330 105,721 183,784 178,910: 35,011 39,885
Old : 218,795: 43,676 63,411 9,779 130,330 105,721 183,784 178,910: 35,011 39,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 48,791: -2,946 36,858 5,424 49,391 1,720 51,869 44,002: -3,078 4,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 29.0 4.5 59.6 48.3 84.0 81.8: 16.0 18.2
Old : 100.0: 20.0 29.0 4.5 59.6 48.3 84.0 81.8: 16.0 18.2
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 : 97: 29 30 20 30 27 68 68:
Old : 97: 29 30 20 30 27 68 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 : 36.1 39.0 47.4 51.4 36.1 38.9 47.2 50.9
Old : 36.1 39.0 47.4 51.4 36.1 38.9 47.2 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 49,935: 7,912 16,356 1,841 24,020 19,655 33,774 37,852: 16,161 12,083
Old : 49,935: 7,912 16,356 1,841 24,020 19,655 33,774 37,852: 16,161 12,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 5,257: -3,120 4,612 381 11,319 -2,439 8,579 2,554: -3,323 2,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 32.8 3.7 48.1 39.4 67.6 75.8: 32.4 24.2
Old : 100.0: 15.8 32.8 3.7 48.1 39.4 67.6 75.8: 32.4 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 11 3 11 14 20 27:
Old : 38: 8 11 3 11 14 20 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 : 39.3 42.0 51.3 54.6 39.2 42.0 50.1 54.6
Old : 39.3 42.0 51.3 54.6 39.2 42.0 50.1 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 173,817: 120,401 15,597 1,921 42,999 150,388 165,321 167,906: 8,496 5,911
Old : 173,817: 120,401 15,597 1,921 42,999 150,388 165,321 167,906: 8,496 5,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 598: -4,212 7,149 240 6,029 -11,037 2,057 -3,648: -1,459 4,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 9.0 1.1 24.7 86.5 95.1 96.6: 4.9 3.4
Old : 100.0: 69.3 9.0 1.1 24.7 86.5 95.1 96.6: 4.9 3.4
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 : 137: 77 23 10 18 20 100 49:
Old : 137: 77 23 10 18 20 100 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 : 40.7 56.6 53.7 77.7 40.7 56.6 53.7 77.7
Old : 40.7 56.6 53.7 77.7 40.7 56.6 53.7 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 235,359: 30,948 61,609 18,590 163,070 105,471 212,608 185,670: 22,751 49,689
Old : 235,359: 30,948 61,609 18,590 163,070 105,471 212,608 185,670: 22,751 49,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 27,915: -9,612 703 7,874 28,079 11,264 26,341 19,841: 1,575 8,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 26.2 7.9 69.3 44.8 90.3 78.9: 9.7 21.1
Old : 100.0: 13.1 26.2 7.9 69.3 44.8 90.3 78.9: 9.7 21.1
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 : 113: 22 43 17 33 34 63 86:
Old : 113: 22 43 17 33 34 63 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 22.4 58.0 32.0 49.4 21.9 56.9 30.7
Old : 49.6 22.4 58.0 32.0 49.4 21.9 56.9 30.7
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, February 26, 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 : 281,295: 49,445 113,015 39,034 168,312 63,908 256,791 215,957: 24,504 65,338
Old : 281,295: 49,445 113,015 39,034 168,312 63,908 256,791 215,957: 24,504 65,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -686: -4,515 -2,479 607 2,017 5,123 -1,891 3,251: 1,205 -3,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 40.2 13.9 59.8 22.7 91.3 76.8: 8.7 23.2
Old : 100.0: 17.6 40.2 13.9 59.8 22.7 91.3 76.8: 8.7 23.2
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 : 141: 29 68 36 33 27 89 104:
Old : 141: 29 68 36 33 27 89 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 27.8 45.1 36.9 30.1 25.9 42.7 31.2
Old : 30.8 27.8 45.1 36.9 30.1 25.9 42.7 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 300,988: 74,856 79,614 48,172 119,137 118,924 242,165 246,711: 58,823 54,278
Old : 300,988: 74,856 79,614 48,172 119,137 118,924 242,165 246,711: 58,823 54,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 18,207: -4,954 20,292 14,845 11,935 -14,369 21,826 20,768: -3,619 -2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 26.5 16.0 39.6 39.5 80.5 82.0: 19.5 18.0
Old : 100.0: 24.9 26.5 16.0 39.6 39.5 80.5 82.0: 19.5 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 52 60 51 59 59 135 146:
Old : 191: 52 60 51 59 59 135 146:
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 20.8 31.7 29.5 22.3 19.2 29.6 26.4
Old : 22.5 20.8 31.7 29.5 22.3 19.2 29.6 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 43,124: 17,430 11,088 760 23,842 30,914 42,032 42,762: 1,092 362
Old : 43,124: 17,430 11,088 760 23,842 30,914 42,032 42,762: 1,092 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 3,084: -188 1,386 226 3,039 1,356 3,077 2,968: 7 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 25.7 1.8 55.3 71.7 97.5 99.2: 2.5 0.8
Old : 100.0: 40.4 25.7 1.8 55.3 71.7 97.5 99.2: 2.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 17 3 3 10 11 28 16:
Old : 35: 17 3 3 10 11 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 73.4 84.7 91.6 56.0 69.6 72.4 80.0
Old : 65.5 73.4 84.7 91.6 56.0 69.6 72.4 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 32,865: 23,570 3,273 2,026 2,988 24,627 28,584 29,926: 4,281 2,939
Old : 32,865: 23,570 3,273 2,026 2,988 24,627 28,584 29,926: 4,281 2,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -4,694: -4,583 -187 1,265 -207 -6,501 -3,525 -5,423: -1,168 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 10.0 6.2 9.1 74.9 87.0 91.1: 13.0 8.9
Old : 100.0: 71.7 10.0 6.2 9.1 74.9 87.0 91.1: 13.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 25 14 2 11 15 36 31:
Old : 62: 25 14 2 11 15 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 61.0 68.0 72.9 50.2 60.0 62.8 69.9
Old : 51.8 61.0 68.0 72.9 50.2 60.0 62.8 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,427,891: 1,097,363 661,351 4,028,989 6,267,733 6,560,901 11,394,084 11,251,240: 1,033,807 1,176,651
Old :12,427,891: 1,097,363 661,351 4,028,989 6,267,733 6,560,901 11,394,084 11,251,240: 1,033,807 1,176,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 182,477: 224,111 97,569 -3,343 -156,529 40,009 64,240 134,235: 118,237 48,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 5.3 32.4 50.4 52.8 91.7 90.5: 8.3 9.5
Old : 100.0: 8.8 5.3 32.4 50.4 52.8 91.7 90.5: 8.3 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 : 256: 64 51 94 120 128 237 231:
Old : 256: 64 51 94 120 128 237 231:
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 : 19.4 22.4 31.0 33.7 13.5 16.5 18.2 21.1
Old : 19.4 22.4 31.0 33.7 13.5 16.5 18.2 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 1,056,088: 105,356 79,449 81,307 724,532 777,921 911,195 938,677: 144,893 117,411
Old : 1,056,088: 105,356 79,449 81,307 724,532 777,921 911,195 938,677: 144,893 117,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 47,560: 4,568 -500 20,778 -521 16,876 24,824 37,154: 22,737 10,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 7.5 7.7 68.6 73.7 86.3 88.9: 13.7 11.1
Old : 100.0: 10.0 7.5 7.7 68.6 73.7 86.3 88.9: 13.7 11.1
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 : 605: 150 117 122 253 246 464 425:
Old : 605: 150 117 122 253 246 464 425:
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 14.6 21.0 23.8 10.0 12.7 15.5 19.2
Old : 13.0 14.6 21.0 23.8 10.0 12.7 15.5 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 295,739: 22,349 12,468 20,748 186,691 200,510 229,788 233,726: 65,950 62,012
Old : 295,739: 22,349 12,468 20,748 186,691 200,510 229,788 233,726: 65,950 62,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 8,537: 957 8,109 3,696 8,661 -13,652 13,314 -1,847: -4,777 10,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 4.2 7.0 63.1 67.8 77.7 79.0: 22.3 21.0
Old : 100.0: 7.6 4.2 7.0 63.1 67.8 77.7 79.0: 22.3 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 20 14 24 62 57 94 84:
Old : 112: 20 14 24 62 57 94 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 : 20.8 20.1 30.0 32.0 15.6 19.7 23.7 29.9
Old : 20.8 20.1 30.0 32.0 15.6 19.7 23.7 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 3,801,746: 484,064 403,937 233,764 2,689,206 2,887,053 3,407,034 3,524,753: 394,712 276,992
Old : 3,801,746: 484,064 403,937 233,764 2,689,206 2,887,053 3,407,034 3,524,753: 394,712 276,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 195,119: 52,324 -8,774 51,138 -45,911 152,641 57,550 195,005: 137,568 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 10.6 6.1 70.7 75.9 89.6 92.7: 10.4 7.3
Old : 100.0: 12.7 10.6 6.1 70.7 75.9 89.6 92.7: 10.4 7.3
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 : 570: 140 111 112 235 230 430 398:
Old : 570: 140 111 112 235 230 430 398:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 17.2 24.0 26.7 13.0 15.8 20.8 24.3
Old : 14.1 17.2 24.0 26.7 13.0 15.8 20.8 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 122,873: 22,627 2,128 0 87,747 117,927 110,374 120,055: 12,499 2,818
Old : 122,873: 22,627 2,128 0 87,747 117,927 110,374 120,055: 12,499 2,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -961: 3,881 -9 -467 -4,694 -405 -1,280 -881: 319 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 1.7 0.0 71.4 96.0 89.8 97.7: 10.2 2.3
Old : 100.0: 18.4 1.7 0.0 71.4 96.0 89.8 97.7: 10.2 2.3
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 : 102: 18 2 0 55 42 73 44:
Old : 102: 18 2 0 55 42 73 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 : 31.7 38.9 47.2 60.6 31.7 38.9 46.8 60.0
Old : 31.7 38.9 47.2 60.6 31.7 38.9 46.8 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 68,349: 16,357 6,394 1,856 44,617 55,709 62,830 63,958: 5,519 4,391
Old : 68,349: 16,357 6,394 1,856 44,617 55,709 62,830 63,958: 5,519 4,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -2,943: -2,816 1,349 629 -518 -4,348 -2,705 -2,370: -238 -572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 9.4 2.7 65.3 81.5 91.9 93.6: 8.1 6.4
Old : 100.0: 23.9 9.4 2.7 65.3 81.5 91.9 93.6: 8.1 6.4
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 : 222: 66 30 24 76 68 150 115:
Old : 222: 66 30 24 76 68 150 115:
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 : 30.7 32.4 43.1 48.8 30.7 32.2 43.1 48.1
Old : 30.7 32.4 43.1 48.8 30.7 32.2 43.1 48.1
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, February 26, 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 : 341,747: 81,784 31,968 9,279 223,087 278,544 314,150 319,791: 27,597 21,956
Old : 341,747: 81,784 31,968 9,279 223,087 278,544 314,150 319,791: 27,597 21,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -14,714: -14,082 6,743 3,146 -2,590 -21,741 -13,526 -11,852: -1,188 -2,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 9.4 2.7 65.3 81.5 91.9 93.6: 8.1 6.4
Old : 100.0: 23.9 9.4 2.7 65.3 81.5 91.9 93.6: 8.1 6.4
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 : 222: 66 30 24 76 68 150 115:
Old : 222: 66 30 24 76 68 150 115:
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 : 30.7 32.4 43.1 48.8 30.7 32.2 43.1 48.1
Old : 30.7 32.4 43.1 48.8 30.7 32.2 43.1 48.1
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, February 26, 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 : 178,361: 79,240 55,160 11,123 64,319 82,120 154,681 148,403: 23,681 29,959
Old : 178,361: 79,240 55,160 11,123 64,319 82,120 154,681 148,403: 23,681 29,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 6,448: -7,902 11,146 4,857 15,804 -12,619 12,758 3,384: -6,310 3,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 30.9 6.2 36.1 46.0 86.7 83.2: 13.3 16.8
Old : 100.0: 44.4 30.9 6.2 36.1 46.0 86.7 83.2: 13.3 16.8
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 : 115: 33 43 23 29 27 73 82:
Old : 115: 33 43 23 29 27 73 82:
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 : 33.3 38.5 50.3 50.0 33.3 37.9 50.3 49.1
Old : 33.3 38.5 50.3 50.0 33.3 37.9 50.3 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 74,869: 21,002 16,507 689 39,663 21,621 61,354 38,817: 13,515 36,052
Old : 74,869: 21,002 16,507 689 39,663 21,621 61,354 38,817: 13,515 36,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -310: -2,446 -5,908 116 2,042 1,633 -288 -4,159: -22 3,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 22.0 0.9 53.0 28.9 81.9 51.8: 18.1 48.2
Old : 100.0: 28.1 22.0 0.9 53.0 28.9 81.9 51.8: 18.1 48.2
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 : 66: 23 13 5 24 12 50 27:
Old : 66: 23 13 5 24 12 50 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 : 31.6 27.9 46.9 42.3 31.5 27.9 43.1 35.9
Old : 31.6 27.9 46.9 42.3 31.5 27.9 43.1 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 74,575: 33,484 9,509 1,331 32,251 34,095 67,066 44,935: 7,509 29,640
Old : 74,575: 33,484 9,509 1,331 32,251 34,095 67,066 44,935: 7,509 29,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -6,364: -5,877 2,197 420 58 4,948 -5,399 7,565: -965 -13,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 12.8 1.8 43.2 45.7 89.9 60.3: 10.1 39.7
Old : 100.0: 44.9 12.8 1.8 43.2 45.7 89.9 60.3: 10.1 39.7
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 : 96: 30 11 6 36 27 68 42:
Old : 96: 30 11 6 36 27 68 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 : 26.7 19.7 42.1 33.6 25.7 15.8 39.8 27.2
Old : 26.7 19.7 42.1 33.6 25.7 15.8 39.8 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 1, 2013