BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,027: 160 711 817 5,600 5,221 6,577 6,748: 450 278
Old : 7,027: 160 711 817 5,600 5,221 6,577 6,748: 450 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 485: 0 24 143 373 317 516 484: -30 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 10.1 11.6 79.7 74.3 93.6 96.0: 6.4 4.0
Old : 100.0: 2.3 10.1 11.6 79.7 74.3 93.6 96.0: 6.4 4.0
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: 1 6 6 21 15 28 21:
Old : 33: 1 6 6 21 15 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 59.6 63.2 76.5 44.5 56.8 61.2 69.1
Old : 44.5 59.6 63.2 76.5 44.5 56.8 61.2 69.1
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, May 28, 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 : 39,230: 3,599 2,316 9,680 21,426 18,083 34,705 30,079: 4,525 9,151
Old : 39,230: 3,599 2,316 9,680 21,426 18,083 34,705 30,079: 4,525 9,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 84: 6 97 -154 106 18 -42 -39: 127 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.9 24.7 54.6 46.1 88.5 76.7: 11.5 23.3
Old : 100.0: 9.2 5.9 24.7 54.6 46.1 88.5 76.7: 11.5 23.3
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 : 83: 20 16 26 39 31 71 62:
Old : 83: 20 16 26 39 31 71 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 : 30.1 24.0 42.7 39.9 28.8 23.5 37.9 34.4
Old : 30.1 24.0 42.7 39.9 28.8 23.5 37.9 34.4
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, May 28, 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 : 299,737: 79,997 41,456 91,034 93,304 119,937 264,335 252,426: 35,403 47,311
Old : 223,353: 64,930 57,450 62,053 73,672 73,190 200,656 192,693: 22,697 30,660
Other: 76,385: 33,027 1,965 11,021 19,631 46,747 63,679 59,733: 12,706 16,652
: : :
: : Changes in Commitments from: May 21, 2013 :
: 10,197: 1,758 -1,732 6,161 484 4,888 8,404 9,317: 1,793 880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 13.8 30.4 31.1 40.0 88.2 84.2: 11.8 15.8
Old : 100.0: 29.1 25.7 27.8 33.0 32.8 89.8 86.3: 10.2 13.7
Other: 100.0: 43.2 2.6 14.4 25.7 61.2 83.4 78.2: 16.6 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 106 81 123 80 91 253 245:
Old : 300: 90 100 112 64 88 224 238:
Other: 176: 63 18 37 62 76 140 119:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 10.3 18.8 17.9 10.1 9.7 18.1 15.7
Old : 12.9 11.2 22.0 20.2 12.3 10.4 21.0 17.1
Other: 15.7 20.2 26.6 30.7 15.7 18.7 26.4 28.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 388,493: 106,859 74,698 94,939 144,599 168,965 346,398 338,602: 42,095 49,891
Old : 388,493: 106,859 74,698 94,939 144,599 168,965 346,398 338,602: 42,095 49,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 357: -940 99 522 426 -1,131 8 -510: 349 866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 19.2 24.4 37.2 43.5 89.2 87.2: 10.8 12.8
Old : 100.0: 27.5 19.2 24.4 37.2 43.5 89.2 87.2: 10.8 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 : 449: 119 134 123 144 152 325 358:
Old : 449: 119 134 123 144 152 325 358:
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 13.8 22.5 21.1 12.3 10.8 20.2 16.3
Old : 13.5 13.8 22.5 21.1 12.3 10.8 20.2 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 6,754: 2,344 2,408 893 1,951 2,120 5,188 5,421: 1,566 1,332
Old : 6,754: 2,344 2,408 893 1,951 2,120 5,188 5,421: 1,566 1,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 537: 463 563 -6 88 -38 546 520: -9 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 35.7 13.2 28.9 31.4 76.8 80.3: 23.2 19.7
Old : 100.0: 34.7 35.7 13.2 28.9 31.4 76.8 80.3: 23.2 19.7
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 : 86: 33 21 12 24 19 61 49:
Old : 86: 33 21 12 24 19 61 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 : 21.8 35.3 33.7 48.9 19.2 34.0 29.3 47.1
Old : 21.8 35.3 33.7 48.9 19.2 34.0 29.3 47.1
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, May 28, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 37,184: 7,731 12,560 6,202 13,331 4,929 27,265 23,692: 9,920 13,493
Old : 37,184: 7,731 12,560 6,202 13,331 4,929 27,265 23,692: 9,920 13,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: -5,587: -2 -1,211 -2,864 -1,960 -1,227 -4,827 -5,303: -761 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 33.8 16.7 35.9 13.3 73.3 63.7: 26.7 36.3
Old : 100.0: 20.8 33.8 16.7 35.9 13.3 73.3 63.7: 26.7 36.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 35 52 26 74 58 120 127:
Old : 183: 35 52 26 74 58 120 127:
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 : 11.3 13.8 20.4 21.6 10.5 12.6 19.1 18.5
Old : 11.3 13.8 20.4 21.6 10.5 12.6 19.1 18.5
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, May 28, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,272: 505 2,232 1,551 4,541 3,183 6,596 6,965: 675 307
Old : 7,272: 505 2,232 1,551 4,541 3,183 6,596 6,965: 675 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 60: 94 19 -59 -10 83 25 43: 35 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 30.7 21.3 62.4 43.8 90.7 95.8: 9.3 4.2
Old : 100.0: 6.9 30.7 21.3 62.4 43.8 90.7 95.8: 9.3 4.2
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 : 35: 7 8 10 15 13 28 25:
Old : 35: 7 8 10 15 13 28 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 : 41.1 39.3 60.2 64.6 39.2 36.9 52.2 56.9
Old : 41.1 39.3 60.2 64.6 39.2 36.9 52.2 56.9
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, May 28, 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 : 52,094: 7,993 7,805 2,292 41,306 41,500 51,591 51,597: 503 497
Old : 52,094: 7,993 7,805 2,292 41,306 41,500 51,591 51,597: 503 497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: -3,254: 2,058 2,093 -149 -5,208 -5,175 -3,299 -3,231: 45 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 15.0 4.4 79.3 79.7 99.0 99.0: 1.0 1.0
Old : 100.0: 15.3 15.0 4.4 79.3 79.7 99.0 99.0: 1.0 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 : 29: 6 4 2 16 16 23 21:
Old : 29: 6 4 2 16 16 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 47.5 81.8 74.3 36.5 32.8 46.3 46.9
Old : 59.1 47.5 81.8 74.3 36.5 32.8 46.3 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 162,874: 28,094 59,732 8,106 93,973 50,637 130,173 118,475: 32,701 44,399
Old : 162,874: 28,094 59,732 8,106 93,973 50,637 130,173 118,475: 32,701 44,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 6,516: -2,475 -3,437 2,083 5,248 1,948 4,855 593: 1,660 5,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 36.7 5.0 57.7 31.1 79.9 72.7: 20.1 27.3
Old : 100.0: 17.2 36.7 5.0 57.7 31.1 79.9 72.7: 20.1 27.3
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 : 90: 21 36 16 25 28 55 71:
Old : 90: 21 36 16 25 28 55 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 : 44.8 27.6 53.0 36.3 44.0 27.1 51.7 34.5
Old : 44.8 27.6 53.0 36.3 44.0 27.1 51.7 34.5
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, May 28, 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 : 74,520: 7,523 36,562 2,749 55,338 11,152 65,610 50,463: 8,910 24,057
Old : 74,520: 7,523 36,562 2,749 55,338 11,152 65,610 50,463: 8,910 24,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 5,149: -877 8,036 1,021 4,736 -3,331 4,881 5,727: 268 -578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 49.1 3.7 74.3 15.0 88.0 67.7: 12.0 32.3
Old : 100.0: 10.1 49.1 3.7 74.3 15.0 88.0 67.7: 12.0 32.3
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 : 51: 8 23 8 15 12 27 39:
Old : 51: 8 23 8 15 12 27 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 : 48.2 29.4 66.0 41.1 48.2 29.4 64.6 40.7
Old : 48.2 29.4 66.0 41.1 48.2 29.4 64.6 40.7
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, May 28, 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 : 150,935: 126,130 5,063 1,248 14,121 142,278 141,498 148,588: 9,437 2,346
Old : 150,935: 126,130 5,063 1,248 14,121 142,278 141,498 148,588: 9,437 2,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: -12,233: -14,317 1,696 128 3,145 -13,810 -11,044 -11,985: -1,189 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 3.4 0.8 9.4 94.3 93.7 98.4: 6.3 1.6
Old : 100.0: 83.6 3.4 0.8 9.4 94.3 93.7 98.4: 6.3 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 76 17 10 16 22 98 43:
Old : 126: 76 17 10 16 22 98 43:
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 54.5 60.1 85.2 48.1 54.5 60.0 83.9
Old : 48.1 54.5 60.1 85.2 48.1 54.5 60.0 83.9
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, May 28, 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 : 244,293: 34,784 107,835 15,607 173,017 74,598 223,408 198,040: 20,885 46,254
Old : 244,293: 34,784 107,835 15,607 173,017 74,598 223,408 198,040: 20,885 46,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 12,785: 2,352 -551 2,090 7,218 10,709 11,660 12,248: 1,126 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 44.1 6.4 70.8 30.5 91.5 81.1: 8.5 18.9
Old : 100.0: 14.2 44.1 6.4 70.8 30.5 91.5 81.1: 8.5 18.9
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: 25 48 19 26 36 60 94:
Old : 118: 25 48 19 26 36 60 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 : 45.9 30.0 60.2 40.8 45.2 29.5 59.3 40.3
Old : 45.9 30.0 60.2 40.8 45.2 29.5 59.3 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, May 28, 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 : 296,242: 22,894 116,500 37,527 212,508 76,292 272,929 230,318: 23,313 65,923
Old : 296,242: 22,894 116,500 37,527 212,508 76,292 272,929 230,318: 23,313 65,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 7,886: -1,066 2,004 4,044 5,037 4,087 8,015 10,134: -129 -2,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 39.3 12.7 71.7 25.8 92.1 77.7: 7.9 22.3
Old : 100.0: 7.7 39.3 12.7 71.7 25.8 92.1 77.7: 7.9 22.3
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 : 158: 30 74 37 34 42 87 130:
Old : 158: 30 74 37 34 42 87 130:
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 : 32.4 20.8 53.0 28.7 32.0 20.3 50.8 26.4
Old : 32.4 20.8 53.0 28.7 32.0 20.3 50.8 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 332,869: 36,581 119,311 50,254 199,040 89,783 285,875 259,348: 46,993 73,521
Old : 332,869: 36,581 119,311 50,254 199,040 89,783 285,875 259,348: 46,993 73,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 1,746: -5,609 -2,692 2,794 3,250 1,795 435 1,898: 1,311 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 35.8 15.1 59.8 27.0 85.9 77.9: 14.1 22.1
Old : 100.0: 11.0 35.8 15.1 59.8 27.0 85.9 77.9: 14.1 22.1
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 : 196: 34 90 64 51 50 127 162:
Old : 196: 34 90 64 51 50 127 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 14.8 37.6 23.0 25.8 13.8 36.5 21.1
Old : 26.8 14.8 37.6 23.0 25.8 13.8 36.5 21.1
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, May 28, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 43,754: 21,918 3,887 1,249 19,948 38,148 43,115 43,284: 639 470
Old : 43,754: 21,918 3,887 1,249 19,948 38,148 43,115 43,284: 639 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 1,783: 441 312 231 1,287 1,207 1,959 1,750: -176 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 8.9 2.9 45.6 87.2 98.5 98.9: 1.5 1.1
Old : 100.0: 50.1 8.9 2.9 45.6 87.2 98.5 98.9: 1.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 15 6 4 10 12 26 21:
Old : 39: 15 6 4 10 12 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 71.3 80.8 86.9 63.6 71.3 74.0 84.0
Old : 68.5 71.3 80.8 86.9 63.6 71.3 74.0 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 29,377: 19,666 5,655 59 7,407 19,788 27,132 25,502: 2,245 3,875
Old : 29,377: 19,666 5,655 59 7,407 19,788 27,132 25,502: 2,245 3,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: -3,456: -4,312 -541 38 1,493 -100 -2,781 -603: -675 -2,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 19.2 0.2 25.2 67.4 92.4 86.8: 7.6 13.2
Old : 100.0: 66.9 19.2 0.2 25.2 67.4 92.4 86.8: 7.6 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 15 19 2 14 13 30 33:
Old : 56: 15 19 2 14 13 30 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 : 56.3 51.8 72.4 64.0 56.3 51.0 72.3 62.7
Old : 56.3 51.8 72.4 64.0 56.3 51.0 72.3 62.7
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, May 28, 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 :14,905,469: 1,365,356 852,241 5,992,506 6,570,490 6,924,869 13,928,353 13,769,616: 977,117 1,135,853
Old :14,905,469: 1,365,356 852,241 5,992,506 6,570,490 6,924,869 13,928,353 13,769,616: 977,117 1,135,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 847,924: -118,899 -17,020 727,441 289,484 170,651 898,025 881,072: -50,102 -33,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.7 40.2 44.1 46.5 93.4 92.4: 6.6 7.6
Old : 100.0: 9.2 5.7 40.2 44.1 46.5 93.4 92.4: 6.6 7.6
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 : 268: 67 51 100 130 133 249 244:
Old : 268: 67 51 100 130 133 249 244:
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 : 22.6 22.6 32.9 34.7 12.7 13.9 17.3 17.3
Old : 22.6 22.6 32.9 34.7 12.7 13.9 17.3 17.3
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, May 28, 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 : 1,126,116: 128,211 80,800 97,588 768,739 847,793 994,539 1,026,182: 131,577 99,934
Old : 1,126,116: 128,211 80,800 97,588 768,739 847,793 994,539 1,026,182: 131,577 99,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 18,639: 6,470 -3,492 -3,556 12,268 30,153 15,182 23,105: 3,457 -4,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 7.2 8.7 68.3 75.3 88.3 91.1: 11.7 8.9
Old : 100.0: 11.4 7.2 8.7 68.3 75.3 88.3 91.1: 11.7 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 607: 148 109 130 252 256 463 434:
Old : 607: 148 109 130 252 256 463 434:
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 : 11.1 12.9 19.4 21.8 9.6 11.0 16.0 16.4
Old : 11.1 12.9 19.4 21.8 9.6 11.0 16.0 16.4
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, May 28, 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 : 297,134: 15,070 12,713 29,684 183,918 208,456 228,671 250,853: 68,463 46,281
Old : 297,134: 15,070 12,713 29,684 183,918 208,456 228,671 250,853: 68,463 46,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 6,938: -598 517 -63 4,316 7,534 3,655 7,988: 3,283 -1,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.3 10.0 61.9 70.2 77.0 84.4: 23.0 15.6
Old : 100.0: 5.1 4.3 10.0 61.9 70.2 77.0 84.4: 23.0 15.6
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 : 115: 20 17 26 60 59 93 89:
Old : 115: 20 17 26 60 59 93 89:
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 : 15.0 21.7 25.0 36.1 10.4 21.7 19.6 30.3
Old : 15.0 21.7 25.0 36.1 10.4 21.7 19.6 30.3
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, May 28, 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 : 4,144,911: 586,544 361,274 318,686 2,924,107 3,196,683 3,829,337 3,876,644: 315,573 268,267
Old : 4,144,911: 586,544 361,274 318,686 2,924,107 3,196,683 3,829,337 3,876,644: 315,573 268,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 58,505: 30,222 -25,162 -12,350 39,762 113,095 57,634 75,583: 871 -17,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 8.7 7.7 70.5 77.1 92.4 93.5: 7.6 6.5
Old : 100.0: 14.2 8.7 7.7 70.5 77.1 92.4 93.5: 7.6 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 573: 139 101 117 236 239 432 402:
Old : 573: 139 101 117 236 239 432 402:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 13.1 22.6 22.0 12.7 12.6 20.6 19.9
Old : 13.4 13.1 22.6 22.0 12.7 12.6 20.6 19.9
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, May 28, 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 : 109,100: 20,306 3,112 529 74,656 102,371 95,491 106,012: 13,608 3,087
Old : 109,100: 20,306 3,112 529 74,656 102,371 95,491 106,012: 13,608 3,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: -3,649: -1,379 49 41 -2,170 -2,911 -3,508 -2,821: -141 -828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 2.9 0.5 68.4 93.8 87.5 97.2: 12.5 2.8
Old : 100.0: 18.6 2.9 0.5 68.4 93.8 87.5 97.2: 12.5 2.8
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 : 97: 15 3 2 52 43 68 47:
Old : 97: 15 3 2 52 43 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 : 34.2 39.5 49.3 59.3 34.0 39.5 48.8 59.2
Old : 34.2 39.5 49.3 59.3 34.0 39.5 48.8 59.2
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, May 28, 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 : 90,316: 32,615 2,247 1,338 49,492 81,096 83,445 84,681: 6,871 5,635
Old : 90,316: 32,615 2,247 1,338 49,492 81,096 83,445 84,681: 6,871 5,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 3,700: 3,553 -491 -300 629 5,184 3,882 4,393: -182 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 2.5 1.5 54.8 89.8 92.4 93.8: 7.6 6.2
Old : 100.0: 36.1 2.5 1.5 54.8 89.8 92.4 93.8: 7.6 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 : 231: 90 17 20 78 71 172 104:
Old : 231: 90 17 20 78 71 172 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 37.9 45.6 56.4 33.5 37.7 45.6 55.8
Old : 33.5 37.9 45.6 56.4 33.5 37.7 45.6 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 451,580: 163,077 11,236 6,688 247,459 405,482 417,224 423,406: 34,356 28,174
Old : 451,580: 163,077 11,236 6,688 247,459 405,482 417,224 423,406: 34,356 28,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 18,502: 17,764 -2,456 -1,500 3,146 25,922 19,410 21,966: -908 -3,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 2.5 1.5 54.8 89.8 92.4 93.8: 7.6 6.2
Old : 100.0: 36.1 2.5 1.5 54.8 89.8 92.4 93.8: 7.6 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 : 231: 90 17 20 78 71 172 104:
Old : 231: 90 17 20 78 71 172 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 37.9 45.6 56.4 33.5 37.7 45.6 55.8
Old : 33.5 37.9 45.6 56.4 33.5 37.7 45.6 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 253,434: 41,694 82,208 27,100 158,712 94,231 227,506 203,539: 25,928 49,895
Old : 253,434: 41,694 82,208 27,100 158,712 94,231 227,506 203,539: 25,928 49,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 9,551: -8,117 1,603 1,896 13,761 5,108 7,540 8,608: 2,011 944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 32.4 10.7 62.6 37.2 89.8 80.3: 10.2 19.7
Old : 100.0: 16.5 32.4 10.7 62.6 37.2 89.8 80.3: 10.2 19.7
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 : 126: 33 55 33 29 28 78 100:
Old : 126: 33 55 33 29 28 78 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 29.2 56.3 39.2 41.4 28.8 53.9 38.8
Old : 42.0 29.2 56.3 39.2 41.4 28.8 53.9 38.8
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, May 28, 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 : 77,917: 27,664 12,562 760 36,565 40,622 64,989 53,944: 12,928 23,973
Old : 77,917: 27,664 12,562 760 36,565 40,622 64,989 53,944: 12,928 23,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: -4,073: -3,119 -6,363 448 -2,584 2,599 -5,255 -3,316: 1,182 -757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 16.1 1.0 46.9 52.1 83.4 69.2: 16.6 30.8
Old : 100.0: 35.5 16.1 1.0 46.9 52.1 83.4 69.2: 16.6 30.8
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 : 73: 30 9 4 24 13 57 24:
Old : 73: 30 9 4 24 13 57 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 43.5 42.5 56.7 29.4 43.5 42.5 56.6
Old : 29.4 43.5 42.5 56.7 29.4 43.5 42.5 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 93,321: 35,129 6,725 2,916 42,709 30,445 80,754 40,086: 12,567 53,235
Old : 93,321: 35,129 6,725 2,916 42,709 30,445 80,754 40,086: 12,567 53,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: -2,268: -2,846 -2,593 1,462 -4,162 -5,915 -5,546 -7,046: 3,278 4,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 7.2 3.1 45.8 32.6 86.5 43.0: 13.5 57.0
Old : 100.0: 37.6 7.2 3.1 45.8 32.6 86.5 43.0: 13.5 57.0
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 : 100: 30 12 5 42 26 73 42:
Old : 100: 30 12 5 42 26 73 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 15.5 37.4 23.2 24.7 14.9 36.9 21.3
Old : 24.8 15.5 37.4 23.2 24.7 14.9 36.9 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 10,649: 6,393 2,340 117 3,495 7,436 10,005 9,893: 644 756
Old : 10,649: 6,393 2,340 117 3,495 7,436 10,005 9,893: 644 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: 1,088: 1,113 495 117 -173 403 1,057 1,015: 31 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 22.0 1.1 32.8 69.8 94.0 92.9: 6.0 7.1
Old : 100.0: 60.0 22.0 1.1 32.8 69.8 94.0 92.9: 6.0 7.1
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 : 20: 6 3 2 9 2 16 6:
Old : 20: 6 3 2 9 2 16 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 87.7 84.2 92.9 64.4 87.7 83.5 91.8
Old : 65.2 87.7 84.2 92.9 64.4 87.7 83.5 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 31, 2013