BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 7,523: 160 749 891 5,986 5,612 7,037 7,251: 486 272
Old : 7,523: 160 749 891 5,986 5,612 7,037 7,251: 486 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 497: 0 38 74 386 391 460 503: 37 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 10.0 11.8 79.6 74.6 93.5 96.4: 6.5 3.6
Old : 100.0: 2.1 10.0 11.8 79.6 74.6 93.5 96.4: 6.5 3.6
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 : 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 : 44.4 58.4 62.9 75.6 44.4 55.1 61.6 68.8
Old : 44.4 58.4 62.9 75.6 44.4 55.1 61.6 68.8
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, June 4, 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 : 40,082: 3,611 2,425 9,863 22,109 18,439 35,582 30,726: 4,500 9,355
Old : 40,082: 3,611 2,425 9,863 22,109 18,439 35,582 30,726: 4,500 9,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 852: 11 108 183 682 356 876 648: -25 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 6.0 24.6 55.2 46.0 88.8 76.7: 11.2 23.3
Old : 100.0: 9.0 6.0 24.6 55.2 46.0 88.8 76.7: 11.2 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 : 84: 20 15 27 42 32 74 63:
Old : 84: 20 15 27 42 32 74 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 23.6 43.0 39.2 29.5 23.1 38.4 33.9
Old : 30.7 23.6 43.0 39.2 29.5 23.1 38.4 33.9
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, June 4, 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 : 310,799: 87,728 47,885 92,066 96,883 124,477 276,677 264,428: 34,122 46,371
Old : 226,416: 70,960 64,615 60,731 74,040 72,571 205,731 197,917: 20,686 28,499
Other: 84,383: 35,704 2,206 12,398 22,844 51,907 70,946 66,511: 13,437 17,872
: : :
: : Changes in Commitments from: May 28, 2013 :
: 11,062: 7,731 6,429 1,032 3,580 4,541 12,342 12,002: -1,280 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 15.4 29.6 31.2 40.1 89.0 85.1: 11.0 14.9
Old : 100.0: 31.3 28.5 26.8 32.7 32.1 90.9 87.4: 9.1 12.6
Other: 100.0: 42.3 2.6 14.7 27.1 61.5 84.1 78.8: 15.9 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 119 81 121 85 95 267 249:
Old : 315: 101 101 107 68 91 233 240:
Other: 189: 69 17 38 70 82 152 127:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 9.9 18.4 17.7 10.3 9.1 18.1 15.3
Old : 12.6 11.0 21.8 20.5 12.4 9.6 21.2 16.5
Other: 14.6 18.7 26.0 29.2 14.6 17.3 25.7 26.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 382,720: 104,648 68,661 96,175 142,167 171,580 342,990 336,416: 39,730 46,303
Old : 382,720: 104,648 68,661 96,175 142,167 171,580 342,990 336,416: 39,730 46,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -5,773: -2,211 -6,037 1,236 -2,432 2,615 -3,408 -2,186: -2,365 -3,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 17.9 25.1 37.1 44.8 89.6 87.9: 10.4 12.1
Old : 100.0: 27.3 17.9 25.1 37.1 44.8 89.6 87.9: 10.4 12.1
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 : 448: 118 124 118 148 155 329 349:
Old : 448: 118 124 118 148 155 329 349:
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 : 12.9 15.0 22.0 22.3 12.6 11.9 20.7 17.4
Old : 12.9 15.0 22.0 22.3 12.6 11.9 20.7 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 7,476: 2,333 2,773 1,055 2,287 2,025 5,676 5,853: 1,800 1,623
Old : 7,476: 2,333 2,773 1,055 2,287 2,025 5,676 5,853: 1,800 1,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 722: -11 364 162 336 -95 488 432: 234 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 37.1 14.1 30.6 27.1 75.9 78.3: 24.1 21.7
Old : 100.0: 31.2 37.1 14.1 30.6 27.1 75.9 78.3: 24.1 21.7
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: 26 25 13 27 22 59 56:
Old : 86: 26 25 13 27 22 59 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 27.8 33.5 41.3 18.6 27.8 28.2 38.6
Old : 22.5 27.8 33.5 41.3 18.6 27.8 28.2 38.6
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, June 4, 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 : 37,563: 7,366 12,462 6,776 13,567 5,212 27,709 24,451: 9,854 13,112
Old : 37,563: 7,366 12,462 6,776 13,567 5,212 27,709 24,451: 9,854 13,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 378: -365 -98 574 236 283 444 759: -66 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 33.2 18.0 36.1 13.9 73.8 65.1: 26.2 34.9
Old : 100.0: 19.6 33.2 18.0 36.1 13.9 73.8 65.1: 26.2 34.9
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 : 193: 35 57 32 76 57 130 130:
Old : 193: 35 57 32 76 57 130 130:
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 : 11.0 13.8 19.7 21.7 9.8 12.2 18.3 18.1
Old : 11.0 13.8 19.7 21.7 9.8 12.2 18.3 18.1
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, June 4, 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 : 7,783: 533 2,355 1,660 4,893 3,427 7,085 7,441: 698 342
Old : 7,783: 533 2,355 1,660 4,893 3,427 7,085 7,441: 698 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 512: 27 123 109 352 244 489 476: 23 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 30.3 21.3 62.9 44.0 91.0 95.6: 9.0 4.4
Old : 100.0: 6.8 30.3 21.3 62.9 44.0 91.0 95.6: 9.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 9 10 15 13 28 25:
Old : 35: 6 9 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 : 42.6 37.6 61.4 61.4 41.3 35.5 53.6 54.9
Old : 42.6 37.6 61.4 61.4 41.3 35.5 53.6 54.9
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, June 4, 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 : 49,839: 7,621 6,991 2,292 38,130 34,758 48,043 44,041: 1,796 5,798
Old : 49,839: 7,621 6,991 2,292 38,130 34,758 48,043 44,041: 1,796 5,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -2,255: -372 -814 0 -3,176 -6,742 -3,548 -7,556: 1,293 5,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 14.0 4.6 76.5 69.7 96.4 88.4: 3.6 11.6
Old : 100.0: 15.3 14.0 4.6 76.5 69.7 96.4 88.4: 3.6 11.6
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 : 28: 6 4 2 16 16 23 21:
Old : 28: 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 : 59.2 45.4 82.9 68.9 34.4 26.6 43.2 37.9
Old : 59.2 45.4 82.9 68.9 34.4 26.6 43.2 37.9
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, June 4, 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 : 160,408: 22,488 59,701 7,724 103,443 50,689 133,655 118,114: 26,753 42,294
Old : 160,408: 22,488 59,701 7,724 103,443 50,689 133,655 118,114: 26,753 42,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -2,466: -5,607 -31 -382 9,470 52 3,481 -361: -5,948 -2,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 37.2 4.8 64.5 31.6 83.3 73.6: 16.7 26.4
Old : 100.0: 14.0 37.2 4.8 64.5 31.6 83.3 73.6: 16.7 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 21 32 16 27 31 56 71:
Old : 89: 21 32 16 27 31 56 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 : 48.2 29.5 57.0 38.8 48.1 29.4 55.4 36.8
Old : 48.2 29.5 57.0 38.8 48.1 29.4 55.4 36.8
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, June 4, 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 : 69,313: 5,258 31,502 4,748 51,422 12,839 61,428 49,089: 7,885 20,225
Old : 69,313: 5,258 31,502 4,748 51,422 12,839 61,428 49,089: 7,885 20,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -5,207: -2,265 -5,060 1,999 -3,916 1,687 -4,182 -1,375: -1,025 -3,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 45.4 6.8 74.2 18.5 88.6 70.8: 11.4 29.2
Old : 100.0: 7.6 45.4 6.8 74.2 18.5 88.6 70.8: 11.4 29.2
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 : 46: 9 16 8 16 15 28 36:
Old : 46: 9 16 8 16 15 28 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 31.4 66.4 44.4 51.4 30.9 64.6 41.9
Old : 51.4 31.4 66.4 44.4 51.4 30.9 64.6 41.9
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, June 4, 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 : 126,837: 94,629 11,530 5,599 19,669 106,863 119,898 123,993: 6,938 2,844
Old : 126,837: 94,629 11,530 5,599 19,669 106,863 119,898 123,993: 6,938 2,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -24,098: -31,500 6,467 4,352 5,549 -35,414 -21,600 -24,596: -2,498 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 9.1 4.4 15.5 84.3 94.5 97.8: 5.5 2.2
Old : 100.0: 74.6 9.1 4.4 15.5 84.3 94.5 97.8: 5.5 2.2
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 : 115: 61 21 14 16 24 82 54:
Old : 115: 61 21 14 16 24 82 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 48.4 61.1 76.3 48.1 48.1 59.6 75.0
Old : 49.1 48.4 61.1 76.3 48.1 48.1 59.6 75.0
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, June 4, 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 : 230,129: 25,133 102,157 14,447 172,161 70,922 211,741 187,526: 18,388 42,603
Old : 230,129: 25,133 102,157 14,447 172,161 70,922 211,741 187,526: 18,388 42,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -14,165: -9,651 -5,678 -1,160 -856 -3,675 -11,667 -10,514: -2,498 -3,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 44.4 6.3 74.8 30.8 92.0 81.5: 8.0 18.5
Old : 100.0: 10.9 44.4 6.3 74.8 30.8 92.0 81.5: 8.0 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 22 46 20 27 34 60 89:
Old : 112: 22 46 20 27 34 60 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 : 48.4 32.9 63.1 43.0 47.7 32.0 62.3 42.1
Old : 48.4 32.9 63.1 43.0 47.7 32.0 62.3 42.1
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, June 4, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 281,395: 21,739 97,905 36,119 201,139 82,004 258,997 216,028: 22,398 65,368
Old : 281,395: 21,739 97,905 36,119 201,139 82,004 258,997 216,028: 22,398 65,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -14,846: -1,155 -18,595 -1,407 -11,369 5,712 -13,931 -14,291: -915 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 34.8 12.8 71.5 29.1 92.0 76.8: 8.0 23.2
Old : 100.0: 7.7 34.8 12.8 71.5 29.1 92.0 76.8: 8.0 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 26 68 38 34 40 86 120:
Old : 147: 26 68 38 34 40 86 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 22.7 51.6 31.7 30.6 21.8 49.3 27.3
Old : 31.1 22.7 51.6 31.7 30.6 21.8 49.3 27.3
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, June 4, 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 : 306,937: 40,872 93,744 51,447 168,586 93,754 260,905 238,945: 46,032 67,992
Old : 306,937: 40,872 93,744 51,447 168,586 93,754 260,905 238,945: 46,032 67,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -25,932: 4,291 -25,567 1,193 -30,454 3,971 -24,970 -20,403: -961 -5,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 30.5 16.8 54.9 30.5 85.0 77.8: 15.0 22.2
Old : 100.0: 13.3 30.5 16.8 54.9 30.5 85.0 77.8: 15.0 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 : 194: 32 86 65 54 53 130 160:
Old : 194: 32 86 65 54 53 130 160:
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 : 22.4 14.8 33.6 23.4 21.8 13.5 32.8 20.9
Old : 22.4 14.8 33.6 23.4 21.8 13.5 32.8 20.9
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, June 4, 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 : 38,940: 12,244 7,137 4,260 21,760 26,777 38,264 38,174: 676 766
Old : 38,940: 12,244 7,137 4,260 21,760 26,777 38,264 38,174: 676 766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -4,814: -9,674 3,250 3,011 1,812 -11,371 -4,851 -5,110: 37 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 18.3 10.9 55.9 68.8 98.3 98.0: 1.7 2.0
Old : 100.0: 31.4 18.3 10.9 55.9 68.8 98.3 98.0: 1.7 2.0
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 : 39: 12 9 4 10 10 25 20:
Old : 39: 12 9 4 10 10 25 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 : 64.4 62.6 81.7 79.9 52.1 58.9 68.7 72.3
Old : 64.4 62.6 81.7 79.9 52.1 58.9 68.7 72.3
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, June 4, 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 : 25,530: 11,700 5,687 42 11,883 15,641 23,625 21,370: 1,905 4,160
Old : 25,530: 11,700 5,687 42 11,883 15,641 23,625 21,370: 1,905 4,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -3,847: -7,966 32 -17 4,476 -4,147 -3,507 -4,132: -340 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 22.3 0.2 46.5 61.3 92.5 83.7: 7.5 16.3
Old : 100.0: 45.8 22.3 0.2 46.5 61.3 92.5 83.7: 7.5 16.3
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 : 53: 12 18 1 15 12 28 30:
Old : 53: 12 18 1 15 12 28 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 51.0 70.6 62.3 50.8 50.3 70.6 61.6
Old : 50.8 51.0 70.6 62.3 50.8 50.3 70.6 61.6
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, June 4, 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 :14,921,935: 994,338 836,074 6,271,369 6,734,207 6,661,615 13,999,914 13,769,057: 922,021 1,152,878
Old :14,921,935: 994,338 836,074 6,271,369 6,734,207 6,661,615 13,999,914 13,769,057: 922,021 1,152,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 16,466: -371,018 -16,167 278,862 163,717 -263,254 71,561 -559: -55,095 17,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 5.6 42.0 45.1 44.6 93.8 92.3: 6.2 7.7
Old : 100.0: 6.7 5.6 42.0 45.1 44.6 93.8 92.3: 6.2 7.7
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 : 261: 65 55 98 121 126 242 234:
Old : 261: 65 55 98 121 126 242 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 23.3 34.7 35.3 13.2 13.7 18.2 16.7
Old : 23.0 23.3 34.7 35.3 13.2 13.7 18.2 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 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 : 1,113,661: 115,707 74,515 103,357 766,027 815,097 985,091 992,969: 128,570 120,691
Old : 1,113,661: 115,707 74,515 103,357 766,027 815,097 985,091 992,969: 128,570 120,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -12,455: -12,504 -6,285 5,768 -2,712 -32,696 -9,448 -33,212: -3,008 20,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.7 9.3 68.8 73.2 88.5 89.2: 11.5 10.8
Old : 100.0: 10.4 6.7 9.3 68.8 73.2 88.5 89.2: 11.5 10.8
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 : 604: 152 102 135 249 260 460 440:
Old : 604: 152 102 135 249 260 460 440:
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 : 11.2 11.8 19.8 20.9 9.8 9.7 16.0 14.8
Old : 11.2 11.8 19.8 20.9 9.8 9.7 16.0 14.8
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, June 4, 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 : 299,918: 14,400 17,461 28,587 186,341 203,281 229,328 249,329: 70,590 50,589
Old : 299,918: 14,400 17,461 28,587 186,341 203,281 229,328 249,329: 70,590 50,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 2,784: -670 4,748 -1,097 2,424 -5,176 657 -1,524: 2,127 4,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.8 9.5 62.1 67.8 76.5 83.1: 23.5 16.9
Old : 100.0: 4.8 5.8 9.5 62.1 67.8 76.5 83.1: 23.5 16.9
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 : 115: 21 17 27 60 58 93 90:
Old : 115: 21 17 27 60 58 93 90:
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 : 15.1 20.4 24.8 34.1 10.9 20.2 19.7 29.7
Old : 15.1 20.4 24.8 34.1 10.9 20.2 19.7 29.7
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, June 4, 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 : 4,068,714: 550,809 329,544 329,575 2,898,431 3,059,083 3,778,815 3,718,201: 289,898 350,512
Old : 4,068,714: 550,809 329,544 329,575 2,898,431 3,059,083 3,778,815 3,718,201: 289,898 350,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -76,197: -35,735 -31,731 10,889 -25,676 -137,601 -50,522 -158,442: -25,675 82,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 8.1 8.1 71.2 75.2 92.9 91.4: 7.1 8.6
Old : 100.0: 13.5 8.1 8.1 71.2 75.2 92.9 91.4: 7.1 8.6
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 : 565: 138 97 120 231 242 425 405:
Old : 565: 138 97 120 231 242 425 405:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 12.6 23.1 21.4 12.9 11.9 20.8 18.6
Old : 13.6 12.6 23.1 21.4 12.9 11.9 20.8 18.6
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, June 4, 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 : 109,029: 19,738 3,104 644 75,662 101,078 96,044 104,826: 12,985 4,203
Old : 109,029: 19,738 3,104 644 75,662 101,078 96,044 104,826: 12,985 4,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -71: -568 -8 115 1,005 -1,293 552 -1,186: -623 1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 2.8 0.6 69.4 92.7 88.1 96.1: 11.9 3.9
Old : 100.0: 18.1 2.8 0.6 69.4 92.7 88.1 96.1: 11.9 3.9
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 : 92: 16 3 4 49 39 66 45:
Old : 92: 16 3 4 49 39 66 45:
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 : 34.9 40.3 48.6 60.9 34.6 40.3 47.9 60.9
Old : 34.9 40.3 48.6 60.9 34.6 40.3 47.9 60.9
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, June 4, 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 : 89,235: 29,970 1,808 1,401 50,788 79,454 82,159 82,664: 7,076 6,571
Old : 89,235: 29,970 1,808 1,401 50,788 79,454 82,159 82,664: 7,076 6,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,081: -2,645 -439 64 1,296 -1,642 -1,285 -2,017: 204 936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 2.0 1.6 56.9 89.0 92.1 92.6: 7.9 7.4
Old : 100.0: 33.6 2.0 1.6 56.9 89.0 92.1 92.6: 7.9 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 80 21 23 74 75 160 114:
Old : 226: 80 21 23 74 75 160 114:
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 : 34.6 36.5 46.2 54.9 34.6 36.4 45.9 54.5
Old : 34.6 36.5 46.2 54.9 34.6 36.4 45.9 54.5
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, June 4, 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 : 446,175: 149,851 9,042 7,007 253,939 397,272 410,797 413,321: 35,378 32,854
Old : 446,175: 149,851 9,042 7,007 253,939 397,272 410,797 413,321: 35,378 32,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -5,405: -13,226 -2,194 319 6,480 -8,210 -6,427 -10,085: 1,022 4,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 2.0 1.6 56.9 89.0 92.1 92.6: 7.9 7.4
Old : 100.0: 33.6 2.0 1.6 56.9 89.0 92.1 92.6: 7.9 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 80 21 23 74 75 160 114:
Old : 226: 80 21 23 74 75 160 114:
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 : 34.6 36.5 46.2 54.9 34.6 36.4 45.9 54.5
Old : 34.6 36.5 46.2 54.9 34.6 36.4 45.9 54.5
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, June 4, 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 : 260,547: 32,151 87,995 28,782 174,915 91,822 235,848 208,599: 24,699 51,948
Old : 260,547: 32,151 87,995 28,782 174,915 91,822 235,848 208,599: 24,699 51,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 7,113: -9,543 5,787 1,682 16,204 -2,409 8,342 5,059: -1,229 2,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 33.8 11.0 67.1 35.2 90.5 80.1: 9.5 19.9
Old : 100.0: 12.3 33.8 11.0 67.1 35.2 90.5 80.1: 9.5 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 28 62 35 29 29 74 109:
Old : 127: 28 62 35 29 29 74 109:
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 25.9 59.6 36.5 45.2 25.5 56.5 35.9
Old : 45.9 25.9 59.6 36.5 45.2 25.5 56.5 35.9
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, June 4, 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 : 69,667: 23,914 8,209 432 30,997 37,110 55,343 45,751: 14,324 23,916
Old : 69,667: 23,914 8,209 432 30,997 37,110 55,343 45,751: 14,324 23,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -8,250: -3,750 -4,353 -328 -5,568 -3,512 -9,646 -8,193: 1,396 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 11.8 0.6 44.5 53.3 79.4 65.7: 20.6 34.3
Old : 100.0: 34.3 11.8 0.6 44.5 53.3 79.4 65.7: 20.6 34.3
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 : 69: 28 8 3 22 13 53 21:
Old : 69: 28 8 3 22 13 53 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 : 31.0 48.1 43.2 55.9 31.0 48.1 43.2 55.6
Old : 31.0 48.1 43.2 55.9 31.0 48.1 43.2 55.6
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, June 4, 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 : 86,161: 27,795 7,798 2,386 41,266 28,548 71,447 38,732: 14,714 47,429
Old : 86,161: 27,795 7,798 2,386 41,266 28,548 71,447 38,732: 14,714 47,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -7,160: -7,334 1,073 -530 -1,443 -1,897 -9,307 -1,354: 2,147 -5,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 9.1 2.8 47.9 33.1 82.9 45.0: 17.1 55.0
Old : 100.0: 32.3 9.1 2.8 47.9 33.1 82.9 45.0: 17.1 55.0
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 : 102: 27 16 8 38 32 67 54:
Old : 102: 27 16 8 38 32 67 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 14.4 36.9 21.5 25.3 13.9 36.5 20.1
Old : 25.7 14.4 36.9 21.5 25.3 13.9 36.5 20.1
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, June 4, 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 : 10,583: 6,421 2,347 135 3,475 7,465 10,031 9,947: 552 636
Old : 10,583: 6,421 2,347 135 3,475 7,465 10,031 9,947: 552 636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -66: 28 7 18 -20 29 26 54: -92 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 22.2 1.3 32.8 70.5 94.8 94.0: 5.2 6.0
Old : 100.0: 60.7 22.2 1.3 32.8 70.5 94.8 94.0: 5.2 6.0
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 : 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 : 66.0 88.7 85.2 94.0 65.1 88.4 84.3 92.7
Old : 66.0 88.7 85.2 94.0 65.1 88.4 84.3 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 7, 2013