BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 5,244: 0 245 380 4,376 4,029 4,756 4,654: 488 590
Old : 5,244: 0 245 380 4,376 4,029 4,756 4,654: 488 590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 86: -15 119 13 102 35 99 167: -14 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 7.2 83.4 76.8 90.7 88.7: 9.3 11.3
Old : 100.0: 0.0 4.7 7.2 83.4 76.8 90.7 88.7: 9.3 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 4 5 19 13 24 18:
Old : 27: 1 4 5 19 13 24 18:
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 : 45.0 65.6 68.7 75.7 44.9 64.5 64.5 72.4
Old : 45.0 65.6 68.7 75.7 44.9 64.5 64.5 72.4
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 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 : 42,326: 4,243 3,347 10,509 23,058 18,842 37,810 32,699: 4,516 9,627
Old : 42,326: 4,243 3,347 10,509 23,058 18,842 37,810 32,699: 4,516 9,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 2,244: 54 228 777 787 630 1,618 1,636: 626 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 7.9 24.8 54.5 44.5 89.3 77.3: 10.7 22.7
Old : 100.0: 10.0 7.9 24.8 54.5 44.5 89.3 77.3: 10.7 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 17 25 28 40 27 76 62:
Old : 88: 17 25 28 40 27 76 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 25.0 45.2 39.9 29.4 22.1 39.6 33.4
Old : 32.2 25.0 45.2 39.9 29.4 22.1 39.6 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 282,931: 65,307 68,534 83,606 102,937 91,271 251,849 243,411: 31,082 39,520
Old : 246,468: 58,749 71,683 72,457 90,043 70,356 221,249 214,496: 25,219 31,973
Other: 36,463: 12,261 2,554 5,446 12,893 20,916 30,600 28,915: 5,862 7,547
: : :
: : Changes in Commitments from: March 19, 2013 :
: -9,272: -5,470 1,492 -2,775 -820 -6,844 -9,064 -8,126: -208 -1,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 24.2 29.5 36.4 32.3 89.0 86.0: 11.0 14.0
Old : 100.0: 23.8 29.1 29.4 36.5 28.5 89.8 87.0: 10.2 13.0
Other: 100.0: 33.6 7.0 14.9 35.4 57.4 83.9 79.3: 16.1 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 103 87 124 69 72 235 241:
Old : 291: 92 100 121 59 68 220 236:
Other: 120: 39 15 25 43 54 90 87:
:----------------------------------------------------------------------------------------------------
: 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 10.3 23.9 17.3 13.4 9.9 21.3 15.8
Old : 16.6 10.7 24.8 18.3 14.8 10.4 22.9 16.3
Other: 31.8 22.6 45.6 33.6 31.3 20.0 42.9 29.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 419,949: 104,075 77,361 101,226 173,791 186,876 379,092 365,463: 40,856 54,485
Old : 419,949: 104,075 77,361 101,226 173,791 186,876 379,092 365,463: 40,856 54,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -8,759: -2,084 -3,611 -5,651 -867 2,792 -8,602 -6,470: -158 -2,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 18.4 24.1 41.4 44.5 90.3 87.0: 9.7 13.0
Old : 100.0: 24.8 18.4 24.1 41.4 44.5 90.3 87.0: 9.7 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 452: 141 117 143 143 156 348 361:
Old : 452: 141 117 143 143 156 348 361:
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 : 17.7 13.0 26.4 19.8 16.2 10.4 24.7 15.8
Old : 17.7 13.0 26.4 19.8 16.2 10.4 24.7 15.8
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 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 : 8,759: 3,104 1,499 1,351 2,121 4,506 6,575 7,356: 2,183 1,402
Old : 8,759: 3,104 1,499 1,351 2,121 4,506 6,575 7,356: 2,183 1,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -287: -528 -78 57 187 -91 -284 -111: -4 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 17.1 15.4 24.2 51.4 75.1 84.0: 24.9 16.0
Old : 100.0: 35.4 17.1 15.4 24.2 51.4 75.1 84.0: 24.9 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 30 19 14 23 24 66 48:
Old : 86: 30 19 14 23 24 66 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 : 20.3 35.2 34.3 51.6 19.5 34.6 29.9 48.3
Old : 20.3 35.2 34.3 51.6 19.5 34.6 29.9 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 52,738: 8,302 12,512 14,918 15,523 6,764 38,743 34,194: 13,994 18,544
Old : 52,738: 8,302 12,512 14,918 15,523 6,764 38,743 34,194: 13,994 18,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 2,157: -838 -561 2,030 346 506 1,538 1,976: 619 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 23.7 28.3 29.4 12.8 73.5 64.8: 26.5 35.2
Old : 100.0: 15.7 23.7 28.3 29.4 12.8 73.5 64.8: 26.5 35.2
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 : 197: 32 65 47 78 61 144 145:
Old : 197: 32 65 47 78 61 144 145:
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 : 12.8 13.5 21.6 21.6 9.7 9.4 15.5 13.1
Old : 12.8 13.5 21.6 21.6 9.7 9.4 15.5 13.1
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 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 : 8,002: 195 2,513 1,658 5,302 3,334 7,155 7,505: 847 497
Old : 8,002: 195 2,513 1,658 5,302 3,334 7,155 7,505: 847 497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 631: -25 338 107 475 157 556 601: 75 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 31.4 20.7 66.3 41.7 89.4 93.8: 10.6 6.2
Old : 100.0: 2.4 31.4 20.7 66.3 41.7 89.4 93.8: 10.6 6.2
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 : 34: 4 10 12 16 12 29 25:
Old : 34: 4 10 12 16 12 29 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 : 48.2 41.2 64.0 60.7 41.0 36.2 53.3 51.9
Old : 48.2 41.2 64.0 60.7 41.0 36.2 53.3 51.9
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 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 : 57,799: 7,312 5,277 2,313 47,497 49,948 57,122 57,538: 677 261
Old : 57,799: 7,312 5,277 2,313 47,497 49,948 57,122 57,538: 677 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -880: 51 -114 1 -851 -842 -799 -955: -81 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 9.1 4.0 82.2 86.4 98.8 99.5: 1.2 0.5
Old : 100.0: 12.7 9.1 4.0 82.2 86.4 98.8 99.5: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 2 2 15 16 22 20:
Old : 28: 7 2 2 15 16 22 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 : 63.7 53.2 86.8 79.4 41.6 37.6 48.0 49.6
Old : 63.7 53.2 86.8 79.4 41.6 37.6 48.0 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 171,881: 26,012 88,897 6,331 109,315 38,478 141,658 133,706: 30,223 38,175
Old : 171,881: 26,012 88,897 6,331 109,315 38,478 141,658 133,706: 30,223 38,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -149,607: -13,790 -15,664 -4,187 -130,462 -127,429 -148,439 -147,279: -1,167 -2,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 51.7 3.7 63.6 22.4 82.4 77.8: 17.6 22.2
Old : 100.0: 15.1 51.7 3.7 63.6 22.4 82.4 77.8: 17.6 22.2
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 : 88: 25 30 17 24 27 58 65:
Old : 88: 25 30 17 24 27 58 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 43.7 60.9 54.9 51.9 43.6 58.6 54.1
Old : 52.0 43.7 60.9 54.9 51.9 43.6 58.6 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 51,812: 8,060 20,800 1,247 34,301 9,254 43,608 31,301: 8,204 20,511
Old : 51,812: 8,060 20,800 1,247 34,301 9,254 43,608 31,301: 8,204 20,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -810: -2,642 -1,260 166 1,720 205 -755 -889: -55 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 40.1 2.4 66.2 17.9 84.2 60.4: 15.8 39.6
Old : 100.0: 15.6 40.1 2.4 66.2 17.9 84.2 60.4: 15.8 39.6
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 : 41: 7 16 4 13 11 21 30:
Old : 41: 7 16 4 13 11 21 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 27.8 66.5 38.8 50.6 27.8 66.3 38.8
Old : 50.8 27.8 66.5 38.8 50.6 27.8 66.3 38.8
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 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 : 172,985: 150,742 22,605 992 9,014 147,239 160,748 170,836: 12,238 2,149
Old : 172,985: 150,742 22,605 992 9,014 147,239 160,748 170,836: 12,238 2,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 16,545: 17,806 -979 758 -2,591 16,828 15,974 16,607: 571 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 13.1 0.6 5.2 85.1 92.9 98.8: 7.1 1.2
Old : 100.0: 87.1 13.1 0.6 5.2 85.1 92.9 98.8: 7.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 101 16 6 17 20 122 39:
Old : 151: 101 16 6 17 20 122 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 : 38.2 48.7 51.2 72.8 38.2 48.7 51.2 72.8
Old : 38.2 48.7 51.2 72.8 38.2 48.7 51.2 72.8
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 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 : 236,806: 37,444 102,349 13,785 167,577 73,620 218,806 189,755: 18,000 47,051
Old : 236,806: 37,444 102,349 13,785 167,577 73,620 218,806 189,755: 18,000 47,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 965: -1,416 3,557 1,334 1,533 -482 1,451 4,409: -486 -3,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 43.2 5.8 70.8 31.1 92.4 80.1: 7.6 19.9
Old : 100.0: 15.8 43.2 5.8 70.8 31.1 92.4 80.1: 7.6 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 : 118: 23 55 25 29 30 68 94:
Old : 118: 23 55 25 29 30 68 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 31.4 61.2 40.8 46.2 31.0 60.4 40.3
Old : 46.3 31.4 61.2 40.8 46.2 31.0 60.4 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 264,623: 48,229 135,709 22,798 173,580 43,562 244,607 202,068: 20,016 62,555
Old : 264,623: 48,229 135,709 22,798 173,580 43,562 244,607 202,068: 20,016 62,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 4,609: -9,112 1,516 493 14,577 2,105 5,959 4,115: -1,350 494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 51.3 8.6 65.6 16.5 92.4 76.4: 7.6 23.6
Old : 100.0: 18.2 51.3 8.6 65.6 16.5 92.4 76.4: 7.6 23.6
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 : 148: 33 74 39 29 27 88 114:
Old : 148: 33 74 39 29 27 88 114:
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 : 32.7 28.6 53.8 35.5 32.7 28.6 52.2 35.0
Old : 32.7 28.6 53.8 35.5 32.7 28.6 52.2 35.0
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 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 : 266,689: 42,744 90,123 43,663 133,547 73,631 219,954 207,417: 46,735 59,272
Old : 266,689: 42,744 90,123 43,663 133,547 73,631 219,954 207,417: 46,735 59,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 15,572: -7,936 -2,748 4,536 17,578 11,973 14,178 13,761: 1,394 1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 33.8 16.4 50.1 27.6 82.5 77.8: 17.5 22.2
Old : 100.0: 16.0 33.8 16.4 50.1 27.6 82.5 77.8: 17.5 22.2
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 : 189: 51 71 66 48 47 134 149:
Old : 189: 51 71 66 48 47 134 149:
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 : 22.9 13.2 33.3 22.4 21.7 11.1 31.7 19.2
Old : 22.9 13.2 33.3 22.4 21.7 11.1 31.7 19.2
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 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 : 39,555: 18,581 6,295 983 18,930 31,880 38,494 39,158: 1,061 397
Old : 39,555: 18,581 6,295 983 18,930 31,880 38,494 39,158: 1,061 397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -280: 211 -58 -112 -289 -128 -190 -298: -90 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 15.9 2.5 47.9 80.6 97.3 99.0: 2.7 1.0
Old : 100.0: 47.0 15.9 2.5 47.9 80.6 97.3 99.0: 2.7 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 : 36: 16 6 3 9 8 27 15:
Old : 36: 16 6 3 9 8 27 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 80.2 85.3 93.6 71.5 80.2 84.5 92.8
Old : 72.3 80.2 85.3 93.6 71.5 80.2 84.5 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 34,922: 27,946 11,030 110 1,943 21,484 29,999 32,624: 4,923 2,298
Old : 34,922: 27,946 11,030 110 1,943 21,484 29,999 32,624: 4,923 2,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 5,989: 4,562 123 -2 -326 6,095 4,234 6,216: 1,755 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 31.6 0.3 5.6 61.5 85.9 93.4: 14.1 6.6
Old : 100.0: 80.0 31.6 0.3 5.6 61.5 85.9 93.4: 14.1 6.6
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 : 64: 28 16 1 6 16 34 33:
Old : 64: 28 16 1 6 16 34 33:
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 : 54.8 63.8 68.1 75.2 54.8 63.3 68.1 74.6
Old : 54.8 63.8 68.1 75.2 54.8 63.3 68.1 74.6
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 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 :11,792,653: 972,893 880,412 3,740,648 6,074,159 6,083,172 10,787,700 10,704,231: 1,004,953 1,088,422
Old :11,792,653: 972,893 880,412 3,740,648 6,074,159 6,083,172 10,787,700 10,704,231: 1,004,953 1,088,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 284,618: -95,223 23,398 123,924 229,003 227,684 257,705 375,006: 26,913 -90,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 7.5 31.7 51.5 51.6 91.5 90.8: 8.5 9.2
Old : 100.0: 8.2 7.5 31.7 51.5 51.6 91.5 90.8: 8.5 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 : 245: 59 50 94 114 116 227 221:
Old : 245: 59 50 94 114 116 227 221:
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 : 19.7 24.2 31.5 35.6 15.6 19.5 21.5 23.1
Old : 19.7 24.2 31.5 35.6 15.6 19.5 21.5 23.1
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, March 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 : 928,190: 134,902 76,307 62,468 615,331 688,609 812,702 827,385: 115,488 100,804
Old : 928,190: 134,902 76,307 62,468 615,331 688,609 812,702 827,385: 115,488 100,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 31,753: -399 5,732 -1,240 27,881 17,155 26,242 21,647: 5,510 10,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 8.2 6.7 66.3 74.2 87.6 89.1: 12.4 10.9
Old : 100.0: 14.5 8.2 6.7 66.3 74.2 87.6 89.1: 12.4 10.9
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 : 605: 135 126 120 242 249 448 424:
Old : 605: 135 126 120 242 249 448 424:
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 : 13.5 14.0 21.9 22.1 11.5 12.8 18.6 19.8
Old : 13.5 14.0 21.9 22.1 11.5 12.8 18.6 19.8
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 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 : 222,933: 13,490 10,366 19,052 134,631 147,697 167,173 177,115: 55,761 45,818
Old : 222,933: 13,490 10,366 19,052 134,631 147,697 167,173 177,115: 55,761 45,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 8,325: -558 1,433 586 6,727 -2,993 6,755 -974: 1,570 9,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 4.7 8.5 60.4 66.3 75.0 79.4: 25.0 20.6
Old : 100.0: 6.1 4.7 8.5 60.4 66.3 75.0 79.4: 25.0 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 19 21 29 54 52 91 84:
Old : 108: 19 21 29 54 52 91 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 : 17.6 20.1 27.5 32.8 14.4 20.1 21.9 29.9
Old : 17.6 20.1 27.5 32.8 14.4 20.1 21.9 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, March 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 : 3,526,282: 628,161 350,801 195,985 2,403,501 2,704,562 3,227,647 3,251,349: 298,636 274,934
Old : 3,526,282: 628,161 350,801 195,985 2,403,501 2,704,562 3,227,647 3,251,349: 298,636 274,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 117,136: -1,742 18,962 -6,599 105,774 100,742 97,434 113,105: 19,702 4,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 9.9 5.6 68.2 76.7 91.5 92.2: 8.5 7.8
Old : 100.0: 17.8 9.9 5.6 68.2 76.7 91.5 92.2: 8.5 7.8
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 : 563: 128 112 108 222 232 409 393:
Old : 563: 128 112 108 222 232 409 393:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 14.9 25.0 23.8 14.2 14.6 23.0 22.9
Old : 15.3 14.9 25.0 23.8 14.2 14.6 23.0 22.9
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 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 : 117,756: 22,069 2,244 974 82,162 112,027 105,205 115,245: 12,552 2,512
Old : 117,756: 22,069 2,244 974 82,162 112,027 105,205 115,245: 12,552 2,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 3,130: 938 146 692 1,725 2,440 3,355 3,278: -225 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 1.9 0.8 69.8 95.1 89.3 97.9: 10.7 2.1
Old : 100.0: 18.7 1.9 0.8 69.8 95.1 89.3 97.9: 10.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 18 3 3 50 43 68 49:
Old : 101: 18 3 3 50 43 68 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 : 37.6 37.8 53.9 60.0 37.5 37.8 52.9 60.0
Old : 37.6 37.8 53.9 60.0 37.5 37.8 52.9 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, March 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 : 71,515: 23,324 3,663 1,153 41,362 63,028 65,839 67,844: 5,676 3,672
Old : 71,515: 23,324 3,663 1,153 41,362 63,028 65,839 67,844: 5,676 3,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 1,916: -407 -348 -59 2,208 1,607 1,742 1,200: 174 716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 5.1 1.6 57.8 88.1 92.1 94.9: 7.9 5.1
Old : 100.0: 32.6 5.1 1.6 57.8 88.1 92.1 94.9: 7.9 5.1
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 : 212: 84 18 17 56 71 145 101:
Old : 212: 84 18 17 56 71 145 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 34.2 50.1 53.3 36.6 33.8 50.1 53.0
Old : 36.6 34.2 50.1 53.3 36.6 33.8 50.1 53.0
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 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 : 357,576: 116,620 18,313 5,766 206,810 315,139 329,197 339,218: 28,379 18,358
Old : 357,576: 116,620 18,313 5,766 206,810 315,139 329,197 339,218: 28,379 18,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 9,579: -2,035 -1,739 -296 11,039 8,036 8,709 6,001: 870 3,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 5.1 1.6 57.8 88.1 92.1 94.9: 7.9 5.1
Old : 100.0: 32.6 5.1 1.6 57.8 88.1 92.1 94.9: 7.9 5.1
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 : 212: 84 18 17 56 71 145 101:
Old : 212: 84 18 17 56 71 145 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 34.2 50.1 53.3 36.6 33.8 50.1 53.0
Old : 36.6 34.2 50.1 53.3 36.6 33.8 50.1 53.0
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 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 : 219,193: 140,559 53,324 9,727 32,801 130,318 183,087 193,369: 36,105 25,823
Old : 219,193: 140,559 53,324 9,727 32,801 130,318 183,087 193,369: 36,105 25,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 46,444: 40,326 7,744 1,814 1,595 35,394 43,734 44,952: 2,710 1,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 24.3 4.4 15.0 59.5 83.5 88.2: 16.5 11.8
Old : 100.0: 64.1 24.3 4.4 15.0 59.5 83.5 88.2: 16.5 11.8
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 : 102: 30 39 23 20 28 69 71:
Old : 102: 30 39 23 20 28 69 71:
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 : 45.7 45.1 59.8 58.3 45.7 44.3 59.5 57.4
Old : 45.7 45.1 59.8 58.3 45.7 44.3 59.5 57.4
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 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 : 67,841: 26,572 13,530 127 31,319 33,069 58,018 46,726: 9,823 21,115
Old : 67,841: 26,572 13,530 127 31,319 33,069 58,018 46,726: 9,823 21,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 4,168: 1,750 1,434 -33 2,056 858 3,773 2,259: 395 1,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 19.9 0.2 46.2 48.7 85.5 68.9: 14.5 31.1
Old : 100.0: 39.2 19.9 0.2 46.2 48.7 85.5 68.9: 14.5 31.1
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 : 69: 25 14 1 18 14 44 28:
Old : 69: 25 14 1 18 14 44 28:
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 : 35.3 38.6 49.2 53.2 35.3 38.6 49.2 53.2
Old : 35.3 38.6 49.2 53.2 35.3 38.6 49.2 53.2
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 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 : 70,516: 27,770 2,342 36 35,172 24,880 62,978 27,258: 7,538 43,258
Old : 70,516: 27,770 2,342 36 35,172 24,880 62,978 27,258: 7,538 43,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 596: 218 -1,245 -10 984 1,897 1,192 642: -596 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 3.3 0.1 49.9 35.3 89.3 38.7: 10.7 61.3
Old : 100.0: 39.4 3.3 0.1 49.9 35.3 89.3 38.7: 10.7 61.3
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 : 79: 26 5 2 33 20 59 27:
Old : 79: 26 5 2 33 20 59 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 : 29.1 20.6 44.3 27.8 27.4 20.6 42.2 27.0
Old : 29.1 20.6 44.3 27.8 27.4 20.6 42.2 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 29, 2013