BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 4,729: 33 117 328 3,882 3,639 4,244 4,084: 485 645
Old : 4,729: 33 117 328 3,882 3,639 4,244 4,084: 485 645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 319: -81 9 129 487 212 534 350: -215 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.5 6.9 82.1 76.9 89.7 86.4: 10.3 13.6
Old : 100.0: 0.7 2.5 6.9 82.1 76.9 89.7 86.4: 10.3 13.6
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 : 24: 2 2 4 17 12 21 16:
Old : 24: 2 2 4 17 12 21 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 : 46.9 65.7 69.8 76.2 46.7 65.3 65.5 72.0
Old : 46.9 65.7 69.8 76.2 46.7 65.3 65.5 72.0
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, March 12, 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 : 38,396: 4,196 2,768 9,193 21,281 17,193 34,670 29,154: 3,726 9,242
Old : 38,396: 4,196 2,768 9,193 21,281 17,193 34,670 29,154: 3,726 9,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 1,570: -556 476 530 1,501 577 1,475 1,584: 95 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 7.2 23.9 55.4 44.8 90.3 75.9: 9.7 24.1
Old : 100.0: 10.9 7.2 23.9 55.4 44.8 90.3 75.9: 9.7 24.1
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 : 87: 21 20 28 40 28 74 63:
Old : 87: 21 20 28 40 28 74 63:
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 : 30.6 24.7 44.4 39.7 28.3 22.2 39.0 33.5
Old : 30.6 24.7 44.4 39.7 28.3 22.2 39.0 33.5
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, March 12, 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 : 277,188: 69,493 63,752 77,904 97,520 95,944 244,918 237,600: 32,270 39,588
Old : 245,194: 63,917 67,031 67,858 86,695 76,894 218,470 211,783: 26,724 33,411
Other: 31,994: 10,521 1,666 5,101 10,825 19,050 26,448 25,817: 5,546 6,177
: : :
: : Changes in Commitments from: March 5, 2013 :
: 846: -8,375 -2,520 4,000 5,722 -531 1,347 950: -501 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 23.0 28.1 35.2 34.6 88.4 85.7: 11.6 14.3
Old : 100.0: 26.1 27.3 27.7 35.4 31.4 89.1 86.4: 10.9 13.6
Other: 100.0: 32.9 5.2 15.9 33.8 59.5 82.7 80.7: 17.3 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 106 89 112 70 70 228 236:
Old : 294: 93 101 109 59 66 212 231:
Other: 117: 41 9 29 44 52 92 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 11.1 24.0 18.5 13.3 10.7 21.2 17.0
Old : 16.9 11.8 25.4 19.2 14.5 11.3 22.4 17.2
Other: 30.4 21.6 44.0 32.5 30.4 19.0 41.5 28.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 423,071: 105,258 86,477 106,326 170,209 176,027 381,793 368,830: 41,278 54,241
Old : 423,071: 105,258 86,477 106,326 170,209 176,027 381,793 368,830: 41,278 54,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 9,600: -2,433 -3,005 5,184 4,286 6,130 7,037 8,309: 2,563 1,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 20.4 25.1 40.2 41.6 90.2 87.2: 9.8 12.8
Old : 100.0: 24.9 20.4 25.1 40.2 41.6 90.2 87.2: 9.8 12.8
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 : 456: 127 135 144 134 155 339 367:
Old : 456: 127 135 144 134 155 339 367:
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 : 18.6 12.0 28.0 18.4 15.9 10.1 24.3 15.5
Old : 18.6 12.0 28.0 18.4 15.9 10.1 24.3 15.5
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, March 12, 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 : 8,846: 3,630 1,697 843 2,063 4,743 6,536 7,284: 2,311 1,563
Old : 8,846: 3,630 1,697 843 2,063 4,743 6,536 7,284: 2,311 1,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 150: 94 212 159 -88 -88 165 283: -15 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 19.2 9.5 23.3 53.6 73.9 82.3: 26.1 17.7
Old : 100.0: 41.0 19.2 9.5 23.3 53.6 73.9 82.3: 26.1 17.7
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 : 89: 38 18 12 23 22 68 47:
Old : 89: 38 18 12 23 22 68 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 35.2 33.2 48.6 21.9 35.2 32.8 47.8
Old : 21.9 35.2 33.2 48.6 21.9 35.2 32.8 47.8
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, March 12, 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 : 49,509: 9,596 14,564 10,584 15,048 6,356 35,228 31,504: 14,280 18,004
Old : 49,509: 9,596 14,564 10,584 15,048 6,356 35,228 31,504: 14,280 18,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 2,688: -332 282 1,734 794 -430 2,196 1,585: 492 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 29.4 21.4 30.4 12.8 71.2 63.6: 28.8 36.4
Old : 100.0: 19.4 29.4 21.4 30.4 12.8 71.2 63.6: 28.8 36.4
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 : 193: 33 62 39 77 61 134 143:
Old : 193: 33 62 39 77 61 134 143:
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 : 13.2 14.5 22.3 21.6 10.9 12.6 18.1 17.1
Old : 13.2 14.5 22.3 21.6 10.9 12.6 18.1 17.1
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, March 12, 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 : 6,889: 202 2,343 1,423 4,544 2,715 6,169 6,481: 720 408
Old : 6,889: 202 2,343 1,423 4,544 2,715 6,169 6,481: 720 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 171: -47 -1 37 143 134 133 171: 38 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 34.0 20.7 66.0 39.4 89.6 94.1: 10.4 5.9
Old : 100.0: 2.9 34.0 20.7 66.0 39.4 89.6 94.1: 10.4 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 10 11 16 11 28 23:
Old : 33: 3 10 11 16 11 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 : 48.1 44.0 66.1 64.7 42.1 37.5 56.8 53.8
Old : 48.1 44.0 66.1 64.7 42.1 37.5 56.8 53.8
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, March 12, 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 : 63,167: 8,702 5,415 3,233 50,568 54,070 62,503 62,718: 664 449
Old : 63,167: 8,702 5,415 3,233 50,568 54,070 62,503 62,718: 664 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -6,066: -1,023 15 284 -5,521 -6,307 -6,260 -6,008: 194 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 8.6 5.1 80.1 85.6 98.9 99.3: 1.1 0.7
Old : 100.0: 13.8 8.6 5.1 80.1 85.6 98.9 99.3: 1.1 0.7
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 : 29: 7 3 3 16 17 23 23:
Old : 29: 7 3 3 16 17 23 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 : 60.5 51.1 83.5 75.1 39.5 35.5 48.9 47.4
Old : 60.5 51.1 83.5 75.1 39.5 35.5 48.9 47.4
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, March 12, 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 : 260,527: 37,341 90,318 7,880 185,646 120,024 230,867 218,221: 29,660 42,306
Old : 260,527: 37,341 90,318 7,880 185,646 120,024 230,867 218,221: 29,660 42,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 14,632: -3,889 4,883 -3,997 26,091 13,888 18,205 14,774: -3,573 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 34.7 3.0 71.3 46.1 88.6 83.8: 11.4 16.2
Old : 100.0: 14.3 34.7 3.0 71.3 46.1 88.6 83.8: 11.4 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 : 99: 32 28 18 33 29 72 68:
Old : 99: 32 28 18 33 29 72 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 : 44.4 45.7 57.9 58.1 44.4 41.2 54.4 52.3
Old : 44.4 45.7 57.9 58.1 44.4 41.2 54.4 52.3
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, March 12, 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 : 70,797: 6,095 19,694 6,544 47,526 21,329 60,164 47,567: 10,633 23,230
Old : 70,797: 6,095 19,694 6,544 47,526 21,329 60,164 47,567: 10,633 23,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 12,939: -849 1,152 4,803 10,379 2,166 14,333 8,121: -1,393 4,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 27.8 9.2 67.1 30.1 85.0 67.2: 15.0 32.8
Old : 100.0: 8.6 27.8 9.2 67.1 30.1 85.0 67.2: 15.0 32.8
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 : 46: 9 14 9 14 16 25 38:
Old : 46: 9 14 9 14 16 25 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 28.7 66.5 40.3 52.7 26.6 60.5 36.1
Old : 54.5 28.7 66.5 40.3 52.7 26.6 60.5 36.1
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, March 12, 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 : 192,867: 120,476 6,705 16,038 44,830 167,505 181,344 190,248: 11,522 2,619
Old : 192,867: 120,476 6,705 16,038 44,830 167,505 181,344 190,248: 11,522 2,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 31,845: 17,480 -2,769 12,291 -41 22,636 29,730 32,158: 2,115 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 3.5 8.3 23.2 86.9 94.0 98.6: 6.0 1.4
Old : 100.0: 62.5 3.5 8.3 23.2 86.9 94.0 98.6: 6.0 1.4
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 : 153: 94 15 16 22 22 127 48:
Old : 153: 94 15 16 22 22 127 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 54.8 45.7 74.5 34.3 54.8 44.6 74.1
Old : 34.3 54.8 45.7 74.5 34.3 54.8 44.6 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 318,018: 30,032 78,632 25,303 238,619 159,230 293,954 263,165: 24,064 54,853
Old : 318,018: 30,032 78,632 25,303 238,619 159,230 293,954 263,165: 24,064 54,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 49,371: -6,540 4,172 3,959 50,759 44,271 48,179 52,402: 1,192 -3,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 24.7 8.0 75.0 50.1 92.4 82.8: 7.6 17.2
Old : 100.0: 9.4 24.7 8.0 75.0 50.1 92.4 82.8: 7.6 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 24 47 22 35 38 70 96:
Old : 119: 24 47 22 35 38 70 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 29.7 62.9 39.3 45.0 19.3 51.7 27.7
Old : 50.2 29.7 62.9 39.3 45.0 19.3 51.7 27.7
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, March 12, 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 : 329,740: 53,438 143,505 40,927 210,684 79,738 305,049 264,171: 24,690 65,569
Old : 329,740: 53,438 143,505 40,927 210,684 79,738 305,049 264,171: 24,690 65,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 22,367: 3,944 25,274 -866 17,892 -4,538 20,970 19,870: 1,397 2,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 43.5 12.4 63.9 24.2 92.5 80.1: 7.5 19.9
Old : 100.0: 16.2 43.5 12.4 63.9 24.2 92.5 80.1: 7.5 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 28 71 39 33 30 90 114:
Old : 146: 28 71 39 33 30 90 114:
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 : 33.5 29.9 48.3 39.5 32.9 25.7 46.3 31.9
Old : 33.5 29.9 48.3 39.5 32.9 25.7 46.3 31.9
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, March 12, 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 : 252,511: 57,413 80,537 32,350 114,350 80,248 204,113 193,135: 48,398 59,375
Old : 252,511: 57,413 80,537 32,350 114,350 80,248 204,113 193,135: 48,398 59,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -35,535: -5,930 -1,341 -16,509 -11,339 -16,567 -33,778 -34,417: -1,757 -1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 31.9 12.8 45.3 31.8 80.8 76.5: 19.2 23.5
Old : 100.0: 22.7 31.9 12.8 45.3 31.8 80.8 76.5: 19.2 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 39 66 51 45 47 116 132:
Old : 170: 39 66 51 45 47 116 132:
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 : 23.3 13.3 33.5 22.3 23.1 11.6 32.0 19.7
Old : 23.3 13.3 33.5 22.3 23.1 11.6 32.0 19.7
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, March 12, 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 : 35,944: 16,332 6,617 1,154 17,333 27,803 34,819 35,574: 1,125 370
Old : 35,944: 16,332 6,617 1,154 17,333 27,803 34,819 35,574: 1,125 370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 840: -306 -421 410 661 863 765 852: 75 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 18.4 3.2 48.2 77.4 96.9 99.0: 3.1 1.0
Old : 100.0: 45.4 18.4 3.2 48.2 77.4 96.9 99.0: 3.1 1.0
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 : 33: 16 5 3 7 8 25 14:
Old : 33: 16 5 3 7 8 25 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 : 70.6 80.2 86.7 94.4 69.4 80.2 85.4 92.5
Old : 70.6 80.2 86.7 94.4 69.4 80.2 85.4 92.5
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, March 12, 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 : 32,813: 24,250 4,900 1,140 3,591 24,022 28,981 30,062: 3,832 2,751
Old : 32,813: 24,250 4,900 1,140 3,591 24,022 28,981 30,062: 3,832 2,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 1,265: 438 132 805 199 281 1,442 1,218: -177 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 14.9 3.5 10.9 73.2 88.3 91.6: 11.7 8.4
Old : 100.0: 73.9 14.9 3.5 10.9 73.2 88.3 91.6: 11.7 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 22 16 5 11 18 34 39:
Old : 62: 22 16 5 11 18 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 57.8 67.7 68.5 49.0 55.5 65.6 66.2
Old : 51.1 57.8 67.7 68.5 49.0 55.5 65.6 66.2
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, March 12, 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 :12,909,267: 1,149,759 806,831 4,218,477 6,526,806 6,696,134 11,895,042 11,721,442: 1,014,225 1,187,825
Old :12,909,267: 1,149,759 806,831 4,218,477 6,526,806 6,696,134 11,895,042 11,721,442: 1,014,225 1,187,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 155,617: 41,122 24,350 73,286 59,609 60,132 174,017 157,769: -18,400 -2,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 6.3 32.7 50.6 51.9 92.1 90.8: 7.9 9.2
Old : 100.0: 8.9 6.3 32.7 50.6 51.9 92.1 90.8: 7.9 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 71 51 95 121 128 245 234:
Old : 267: 71 51 95 121 128 245 234:
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 : 18.7 22.6 30.2 33.6 12.9 16.4 17.7 20.9
Old : 18.7 22.6 30.2 33.6 12.9 16.4 17.7 20.9
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, March 12, 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 : 1,242,886: 133,398 78,261 106,507 842,790 912,848 1,082,695 1,097,615: 160,191 145,271
Old : 1,242,886: 133,398 78,261 106,507 842,790 912,848 1,082,695 1,097,615: 160,191 145,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 160,456: 4,095 346 28,957 119,737 123,897 152,789 153,200: 7,667 7,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.3 8.6 67.8 73.4 87.1 88.3: 12.9 11.7
Old : 100.0: 10.7 6.3 8.6 67.8 73.4 87.1 88.3: 12.9 11.7
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 : 603: 135 121 140 265 261 473 449:
Old : 603: 135 121 140 265 261 473 449:
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 : 11.8 13.7 19.5 22.9 8.3 9.9 12.8 15.1
Old : 11.8 13.7 19.5 22.9 8.3 9.9 12.8 15.1
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, March 12, 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 : 346,543: 26,867 7,212 27,513 223,532 237,081 277,912 271,806: 68,630 74,736
Old : 346,543: 26,867 7,212 27,513 223,532 237,081 277,912 271,806: 68,630 74,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 38,570: 2,405 565 6,832 29,327 31,108 38,564 38,505: 6 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 2.1 7.9 64.5 68.4 80.2 78.4: 19.8 21.6
Old : 100.0: 7.8 2.1 7.9 64.5 68.4 80.2 78.4: 19.8 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 : 118: 23 17 29 64 61 101 93:
Old : 118: 23 17 29 64 61 101 93:
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 18.4 30.4 29.1 14.8 17.4 22.1 24.9
Old : 20.9 18.4 30.4 29.1 14.8 17.4 22.1 24.9
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, March 12, 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 : 4,481,719: 602,903 425,492 324,721 3,096,290 3,378,832 4,023,914 4,129,045: 457,805 352,674
Old : 4,481,719: 602,903 425,492 324,721 3,096,290 3,378,832 4,023,914 4,129,045: 457,805 352,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 609,432: 27,319 17,774 91,755 452,052 463,941 571,126 573,471: 38,306 35,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 9.5 7.2 69.1 75.4 89.8 92.1: 10.2 7.9
Old : 100.0: 13.5 9.5 7.2 69.1 75.4 89.8 92.1: 10.2 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 561: 122 113 126 244 245 433 418:
Old : 561: 122 113 126 244 245 433 418:
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 : 12.7 16.2 20.6 24.4 10.8 13.2 17.1 20.2
Old : 12.7 16.2 20.6 24.4 10.8 13.2 17.1 20.2
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, March 12, 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 : 138,523: 20,475 3,375 284 105,150 131,101 125,909 134,760: 12,614 3,763
Old : 138,523: 20,475 3,375 284 105,150 131,101 125,909 134,760: 12,614 3,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 20,480: -3,616 852 55 23,714 18,340 20,153 19,247: 327 1,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 2.4 0.2 75.9 94.6 90.9 97.3: 9.1 2.7
Old : 100.0: 14.8 2.4 0.2 75.9 94.6 90.9 97.3: 9.1 2.7
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 : 100: 16 3 3 58 47 74 53:
Old : 100: 16 3 3 58 47 74 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 36.6 46.5 58.1 31.1 35.1 44.5 53.2
Old : 31.2 36.6 46.5 58.1 31.1 35.1 44.5 53.2
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, March 12, 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 : 93,623: 24,064 6,015 1,762 60,922 80,419 86,747 88,196: 6,875 5,427
Old : 93,623: 24,064 6,015 1,762 60,922 80,419 86,747 88,196: 6,875 5,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 20,779: 1,884 -57 202 18,294 19,685 20,381 19,830: 398 949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 6.4 1.9 65.1 85.9 92.7 94.2: 7.3 5.8
Old : 100.0: 25.7 6.4 1.9 65.1 85.9 92.7 94.2: 7.3 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 : 213: 77 18 19 76 81 160 111:
Old : 213: 77 18 19 76 81 160 111:
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 : 27.0 29.2 38.1 46.6 24.3 28.0 33.1 40.4
Old : 27.0 29.2 38.1 46.6 24.3 28.0 33.1 40.4
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, March 12, 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 : 468,113: 120,318 30,073 8,809 304,609 402,095 433,736 440,978: 34,377 27,135
Old : 468,113: 120,318 30,073 8,809 304,609 402,095 433,736 440,978: 34,377 27,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 103,897: 9,421 -284 1,012 91,471 98,425 101,905 99,152: 1,992 4,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 6.4 1.9 65.1 85.9 92.7 94.2: 7.3 5.8
Old : 100.0: 25.7 6.4 1.9 65.1 85.9 92.7 94.2: 7.3 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 : 213: 77 18 19 76 81 160 111:
Old : 213: 77 18 19 76 81 160 111:
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 : 27.0 29.2 38.1 46.6 24.3 28.0 33.1 40.4
Old : 27.0 29.2 38.1 46.6 24.3 28.0 33.1 40.4
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, March 12, 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 : 195,654: 76,843 53,381 8,826 81,178 104,418 166,848 166,625: 28,806 29,029
Old : 195,654: 76,843 53,381 8,826 81,178 104,418 166,848 166,625: 28,806 29,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 18,213: 16,993 -1,985 -2,669 235 23,737 14,559 19,084: 3,654 -871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 27.3 4.5 41.5 53.4 85.3 85.2: 14.7 14.8
Old : 100.0: 39.3 27.3 4.5 41.5 53.4 85.3 85.2: 14.7 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 29 38 25 24 26 67 76:
Old : 104: 29 38 25 24 26 67 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 38.4 52.5 52.0 34.5 34.2 45.7 43.4
Old : 35.0 38.4 52.5 52.0 34.5 34.2 45.7 43.4
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, March 12, 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 : 67,465: 26,126 13,869 315 29,711 32,951 56,152 47,135: 11,313 20,330
Old : 67,465: 26,126 13,869 315 29,711 32,951 56,152 47,135: 11,313 20,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -23,527: -2,058 -2,634 -6,400 -15,480 353 -23,938 -8,681: 411 -14,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 20.6 0.5 44.0 48.8 83.2 69.9: 16.8 30.1
Old : 100.0: 38.7 20.6 0.5 44.0 48.8 83.2 69.9: 16.8 30.1
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 : 68: 26 12 2 20 11 46 25:
Old : 68: 26 12 2 20 11 46 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 : 35.0 40.7 48.9 56.5 35.0 40.7 48.9 56.5
Old : 35.0 40.7 48.9 56.5 35.0 40.7 48.9 56.5
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, March 12, 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 : 74,882: 31,195 3,783 0 35,428 19,486 66,623 23,269: 8,259 51,613
Old : 74,882: 31,195 3,783 0 35,428 19,486 66,623 23,269: 8,259 51,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: -20,925: -2,635 -4,176 -2,889 4,276 -22,229 -1,248 -29,294: -19,677 8,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 5.1 0.0 47.3 26.0 89.0 31.1: 11.0 68.9
Old : 100.0: 41.7 5.1 0.0 47.3 26.0 89.0 31.1: 11.0 68.9
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 : 69: 24 6 0 29 14 53 20:
Old : 69: 24 6 0 29 14 53 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 18.5 44.3 25.8 26.8 18.5 42.3 24.8
Old : 27.8 18.5 44.3 25.8 26.8 18.5 42.3 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 15, 2013