BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 8,675: 213 805 1,450 6,560 6,134 8,222 8,389: 453 287
Old : 8,675: 213 805 1,450 6,560 6,134 8,222 8,389: 453 287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 607: 0 -149 276 340 478 616 605: -9 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 9.3 16.7 75.6 70.7 94.8 96.7: 5.2 3.3
Old : 100.0: 2.5 9.3 16.7 75.6 70.7 94.8 96.7: 5.2 3.3
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 : 34: 2 6 6 22 16 30 22:
Old : 34: 2 6 6 22 16 30 22:
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 : 48.0 53.8 66.5 76.0 48.0 50.0 60.8 65.4
Old : 48.0 53.8 66.5 76.0 48.0 50.0 60.8 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 38,586: 4,090 3,093 9,147 21,183 17,067 34,420 29,307: 4,166 9,279
Old : 38,586: 4,090 3,093 9,147 21,183 17,067 34,420 29,307: 4,166 9,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 2,681: 200 440 626 1,786 519 2,611 1,586: 70 1,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.0 23.7 54.9 44.2 89.2 76.0: 10.8 24.0
Old : 100.0: 10.6 8.0 23.7 54.9 44.2 89.2 76.0: 10.8 24.0
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 : 83: 19 17 28 41 33 73 65:
Old : 83: 19 17 28 41 33 73 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 22.4 45.1 37.7 31.1 22.0 40.1 33.5
Old : 32.5 22.4 45.1 37.7 31.1 22.0 40.1 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 326,194: 103,494 38,154 89,963 96,200 149,327 289,657 277,444: 36,538 48,750
Old : 213,998: 85,472 60,872 47,119 61,219 80,122 193,810 188,113: 20,188 25,885
Other: 112,197: 44,896 4,156 15,971 34,981 69,205 95,847 89,332: 16,350 22,865
: : :
: : Changes in Commitments from: June 18, 2013 :
: 5,138: 2,589 -907 -840 3,248 5,764 4,996 4,017: 142 1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 11.7 27.6 29.5 45.8 88.8 85.1: 11.2 14.9
Old : 100.0: 39.9 28.4 22.0 28.6 37.4 90.6 87.9: 9.4 12.1
Other: 100.0: 40.0 3.7 14.2 31.2 61.7 85.4 79.6: 14.6 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 127 72 124 89 102 286 251:
Old : 328: 105 103 92 61 99 224 242:
Other: 229: 85 26 49 82 94 186 156:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 12.4 17.4 19.8 9.8 10.1 17.2 17.0
Old : 12.1 15.2 21.7 24.8 12.0 14.8 21.6 23.0
Other: 14.0 16.3 23.8 27.5 14.0 15.1 23.7 24.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 341,809: 95,815 54,905 77,208 132,121 163,649 305,144 295,762: 36,665 46,047
Old : 341,809: 95,815 54,905 77,208 132,121 163,649 305,144 295,762: 36,665 46,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -22,155: -6,846 -18,020 -2,630 -10,076 -1,521 -19,552 -22,171: -2,603 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 16.1 22.6 38.7 47.9 89.3 86.5: 10.7 13.5
Old : 100.0: 28.0 16.1 22.6 38.7 47.9 89.3 86.5: 10.7 13.5
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 : 404: 110 102 115 133 146 300 318:
Old : 404: 110 102 115 133 146 300 318:
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 : 13.9 16.6 22.7 23.7 13.9 13.0 21.9 19.3
Old : 13.9 16.6 22.7 23.7 13.9 13.0 21.9 19.3
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, June 25, 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 : 7,374: 2,738 2,701 1,106 1,948 1,935 5,792 5,742: 1,582 1,632
Old : 7,374: 2,738 2,701 1,106 1,948 1,935 5,792 5,742: 1,582 1,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -219: -23 82 -57 -225 -187 -305 -162: 86 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 36.6 15.0 26.4 26.2 78.5 77.9: 21.5 22.1
Old : 100.0: 37.1 36.6 15.0 26.4 26.2 78.5 77.9: 21.5 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 : 84: 29 24 14 21 20 56 55:
Old : 84: 29 24 14 21 20 56 55:
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 : 26.4 22.1 38.5 37.3 22.9 22.1 32.8 34.6
Old : 26.4 22.1 38.5 37.3 22.9 22.1 32.8 34.6
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 25, 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 : 37,935: 7,583 12,296 7,358 12,949 5,528 27,890 25,182: 10,045 12,753
Old : 37,935: 7,583 12,296 7,358 12,949 5,528 27,890 25,182: 10,045 12,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -1,117: 158 -815 -37 -805 382 -684 -470: -433 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 32.4 19.4 34.1 14.6 73.5 66.4: 26.5 33.6
Old : 100.0: 20.0 32.4 19.4 34.1 14.6 73.5 66.4: 26.5 33.6
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 : 189: 35 58 36 74 57 133 129:
Old : 189: 35 58 36 74 57 133 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 12.6 19.3 20.2 9.8 11.2 17.8 17.1
Old : 11.0 12.6 19.3 20.2 9.8 11.2 17.8 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 8,419: 617 2,593 2,005 5,047 3,670 7,668 8,268: 751 151
Old : 8,419: 617 2,593 2,005 5,047 3,670 7,668 8,268: 751 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 1,507: -21 698 450 1,015 349 1,444 1,497: 63 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 30.8 23.8 59.9 43.6 91.1 98.2: 8.9 1.8
Old : 100.0: 7.3 30.8 23.8 59.9 43.6 91.1 98.2: 8.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 12 12 12 13 27 26:
Old : 35: 4 12 12 12 13 27 26:
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 : 43.7 36.3 62.7 58.9 41.8 32.5 55.9 50.8
Old : 43.7 36.3 62.7 58.9 41.8 32.5 55.9 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 41,549: 5,436 6,415 2,252 32,079 31,030 39,767 39,697: 1,782 1,852
Old : 41,549: 5,436 6,415 2,252 32,079 31,030 39,767 39,697: 1,782 1,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 431: 793 1,081 0 -364 -349 429 732: 2 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 15.4 5.4 77.2 74.7 95.7 95.5: 4.3 4.5
Old : 100.0: 13.1 15.4 5.4 77.2 74.7 95.7 95.5: 4.3 4.5
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 : 25: 5 3 2 12 16 17 21:
Old : 25: 5 3 2 12 16 17 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 : 59.5 54.4 87.6 79.0 36.9 39.6 50.1 47.6
Old : 59.5 54.4 87.6 79.0 36.9 39.6 50.1 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 128,693: 27,144 36,477 8,552 67,428 47,220 103,123 92,249: 25,570 36,444
Old : 128,693: 27,144 36,477 8,552 67,428 47,220 103,123 92,249: 25,570 36,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -27,044: 11,985 -4,565 -5,598 -36,750 -22,373 -30,363 -32,537: 3,319 5,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 28.3 6.6 52.4 36.7 80.1 71.7: 19.9 28.3
Old : 100.0: 21.1 28.3 6.6 52.4 36.7 80.1 71.7: 19.9 28.3
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 : 91: 22 35 19 26 27 57 72:
Old : 91: 22 35 19 26 27 57 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 30.3 51.1 38.6 36.9 29.7 49.6 36.8
Old : 37.4 30.3 51.1 38.6 36.9 29.7 49.6 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 25, 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 : 34,762: 9,540 7,533 1,304 12,995 14,255 23,839 23,092: 10,923 11,671
Old : 34,762: 9,540 7,533 1,304 12,995 14,255 23,839 23,092: 10,923 11,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -2,622: -5,118 -1,676 -46 3,454 1,106 -1,710 -616: -912 -2,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 21.7 3.8 37.4 41.0 68.6 66.4: 31.4 33.6
Old : 100.0: 27.4 21.7 3.8 37.4 41.0 68.6 66.4: 31.4 33.6
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 : 32: 11 6 4 8 12 20 21:
Old : 32: 11 6 4 8 12 20 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 : 37.3 37.7 49.5 51.2 37.3 36.0 49.1 49.5
Old : 37.3 37.7 49.5 51.2 37.3 36.0 49.1 49.5
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 25, 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 : 68,413: 31,125 25,873 580 31,111 38,159 62,817 64,613: 5,596 3,800
Old : 68,413: 31,125 25,873 580 31,111 38,159 62,817 64,613: 5,596 3,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 3,968: -11,872 4,059 -344 16,862 -1,172 4,646 2,543: -678 1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 37.8 0.8 45.5 55.8 91.8 94.4: 8.2 5.6
Old : 100.0: 45.5 37.8 0.8 45.5 55.8 91.8 94.4: 8.2 5.6
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 : 93: 31 30 4 16 19 50 50:
Old : 93: 31 30 4 16 19 50 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 51.1 68.7 67.0 55.2 51.1 68.7 66.6
Old : 55.2 51.1 68.7 67.0 55.2 51.1 68.7 66.6
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 25, 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 : 139,848: 33,630 52,996 10,701 70,517 48,123 114,849 111,820: 24,999 28,027
Old : 139,848: 33,630 52,996 10,701 70,517 48,123 114,849 111,820: 24,999 28,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -13,922: -13,083 -14,488 2,650 -3,154 -963 -13,588 -12,801: -334 -1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 37.9 7.7 50.4 34.4 82.1 80.0: 17.9 20.0
Old : 100.0: 24.0 37.9 7.7 50.4 34.4 82.1 80.0: 17.9 20.0
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 : 110: 27 39 19 26 35 62 84:
Old : 110: 27 39 19 26 35 62 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 22.5 44.5 32.9 33.6 21.4 43.7 31.9
Old : 33.6 22.5 44.5 32.9 33.6 21.4 43.7 31.9
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 25, 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 : 208,609: 25,073 83,835 29,413 134,167 45,824 188,652 159,072: 19,957 49,538
Old : 208,609: 25,073 83,835 29,413 134,167 45,824 188,652 159,072: 19,957 49,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 1,934: 2,133 404 3,335 -6,390 4,998 -922 8,737: 2,857 -6,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 40.2 14.1 64.3 22.0 90.4 76.3: 9.6 23.7
Old : 100.0: 12.0 40.2 14.1 64.3 22.0 90.4 76.3: 9.6 23.7
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 : 147: 32 64 37 29 37 82 118:
Old : 147: 32 64 37 29 37 82 118:
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 : 29.9 27.5 47.6 34.2 29.5 25.9 46.6 30.3
Old : 29.9 27.5 47.6 34.2 29.5 25.9 46.6 30.3
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 25, 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 : 270,757: 87,283 68,235 44,770 84,930 102,200 216,982 215,204: 53,775 55,553
Old : 270,757: 87,283 68,235 44,770 84,930 102,200 216,982 215,204: 53,775 55,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 4,611: -4,260 -4,635 6,630 5,002 11,697 7,372 13,692: -2,761 -9,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 25.2 16.5 31.4 37.7 80.1 79.5: 19.9 20.5
Old : 100.0: 32.2 25.2 16.5 31.4 37.7 80.1 79.5: 19.9 20.5
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 : 194: 52 66 55 54 51 138 140:
Old : 194: 52 66 55 54 51 138 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 17.5 29.0 26.8 20.4 15.9 27.4 24.1
Old : 20.8 17.5 29.0 26.8 20.4 15.9 27.4 24.1
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, June 25, 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 : 32,142: 9,566 5,645 3,296 18,510 21,809 31,372 30,750: 770 1,392
Old : 32,142: 9,566 5,645 3,296 18,510 21,809 31,372 30,750: 770 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -5,217: -2,449 1,789 -524 -2,466 -6,313 -5,439 -5,048: 222 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 17.6 10.3 57.6 67.9 97.6 95.7: 2.4 4.3
Old : 100.0: 29.8 17.6 10.3 57.6 67.9 97.6 95.7: 2.4 4.3
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 : 37: 12 9 3 9 9 22 20:
Old : 37: 12 9 3 9 9 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 58.2 78.1 82.4 50.7 48.7 67.1 70.4
Old : 56.9 58.2 78.1 82.4 50.7 48.7 67.1 70.4
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 25, 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 : 11,632: 5,377 6,088 61 4,617 1,357 10,055 7,506: 1,577 4,126
Old : 11,632: 5,377 6,088 61 4,617 1,357 10,055 7,506: 1,577 4,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -110: -3,092 -255 59 3,106 -186 73 -382: -183 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 52.3 0.5 39.7 11.7 86.4 64.5: 13.6 35.5
Old : 100.0: 46.2 52.3 0.5 39.7 11.7 86.4 64.5: 13.6 35.5
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 : 36: 10 12 2 10 6 21 19:
Old : 36: 10 12 2 10 6 21 19:
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 : 44.0 41.2 66.4 53.9 43.4 41.2 65.9 53.9
Old : 44.0 41.2 66.4 53.9 43.4 41.2 65.9 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 :15,558,126: 924,742 748,154 7,244,336 6,638,052 6,448,582 14,807,130 14,441,072: 750,996 1,117,053
Old :15,558,126: 924,742 748,154 7,244,336 6,638,052 6,448,582 14,807,130 14,441,072: 750,996 1,117,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 1,907,748: 95,170 -41,156 1,504,443 386,240 463,895 1,985,853 1,927,182: -78,105 -19,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 4.8 46.6 42.7 41.4 95.2 92.8: 4.8 7.2
Old : 100.0: 5.9 4.8 46.6 42.7 41.4 95.2 92.8: 4.8 7.2
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 : 246: 65 44 101 113 119 228 227:
Old : 246: 65 44 101 113 119 228 227:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 25.2 37.8 37.2 12.3 12.3 17.8 15.4
Old : 27.1 25.2 37.8 37.2 12.3 12.3 17.8 15.4
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 25, 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 : 892,187: 103,425 72,674 65,719 586,117 648,809 755,261 787,202: 136,926 104,985
Old : 892,187: 103,425 72,674 65,719 586,117 648,809 755,261 787,202: 136,926 104,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -366,360: -19,612 -9,464 -45,405 -273,698 -253,659 -338,715 -308,527: -27,645 -57,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 8.1 7.4 65.7 72.7 84.7 88.2: 15.3 11.8
Old : 100.0: 11.6 8.1 7.4 65.7 72.7 84.7 88.2: 15.3 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 134 102 113 225 255 411 418:
Old : 579: 134 102 113 225 255 411 418:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 11.0 22.9 18.6 12.7 9.8 19.5 16.4
Old : 13.7 11.0 22.9 18.6 12.7 9.8 19.5 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, June 25, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 222,971: 14,349 2,435 17,270 129,678 148,765 161,297 168,471: 61,674 54,501
Old : 222,971: 14,349 2,435 17,270 129,678 148,765 161,297 168,471: 61,674 54,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -111,717: -6,005 -9,401 -7,901 -85,854 -61,462 -99,760 -78,764: -11,957 -32,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.1 7.7 58.2 66.7 72.3 75.6: 27.7 24.4
Old : 100.0: 6.4 1.1 7.7 58.2 66.7 72.3 75.6: 27.7 24.4
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 : 95: 23 8 23 47 51 75 77:
Old : 95: 23 8 23 47 51 75 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 19.3 32.7 31.8 17.9 18.5 27.3 27.9
Old : 19.3 19.3 32.7 31.8 17.9 18.5 27.3 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,346,078: 452,963 358,778 234,659 2,282,197 2,500,220 2,969,819 3,093,657: 376,259 252,421
Old : 3,346,078: 452,963 358,778 234,659 2,282,197 2,500,220 2,969,819 3,093,657: 376,259 252,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
:-1,273,215: -96,079 -28,361 -159,474 -939,218 -960,984 -1,194,772 -1,148,819: -78,444 -124,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 10.7 7.0 68.2 74.7 88.8 92.5: 11.2 7.5
Old : 100.0: 13.5 10.7 7.0 68.2 74.7 88.8 92.5: 11.2 7.5
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 : 546: 124 97 105 210 241 384 393:
Old : 546: 124 97 105 210 241 384 393:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 10.8 25.8 19.3 16.2 10.5 22.8 18.2
Old : 17.3 10.8 25.8 19.3 16.2 10.5 22.8 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 100,679: 19,847 3,234 1,845 69,026 92,522 90,718 97,601: 9,961 3,078
Old : 100,679: 19,847 3,234 1,845 69,026 92,522 90,718 97,601: 9,961 3,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -23,770: -1,311 -863 768 -19,574 -22,476 -20,117 -22,571: -3,653 -1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 3.2 1.8 68.6 91.9 90.1 96.9: 9.9 3.1
Old : 100.0: 19.7 3.2 1.8 68.6 91.9 90.1 96.9: 9.9 3.1
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 : 91: 18 3 5 44 37 63 44:
Old : 91: 18 3 5 44 37 63 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 46.0 50.0 64.3 34.5 46.0 47.1 64.1
Old : 35.1 46.0 50.0 64.3 34.5 46.0 47.1 64.1
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 25, 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 : 61,619: 16,190 5,526 1,331 38,794 51,906 56,315 58,763: 5,304 2,856
Old : 61,619: 16,190 5,526 1,331 38,794 51,906 56,315 58,763: 5,304 2,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -47,157: -7,375 2,462 -3,487 -30,683 -42,901 -41,545 -43,925: -5,611 -3,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 9.0 2.2 63.0 84.2 91.4 95.4: 8.6 4.6
Old : 100.0: 26.3 9.0 2.2 63.0 84.2 91.4 95.4: 8.6 4.6
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 : 188: 49 26 13 67 64 122 97:
Old : 188: 49 26 13 67 64 122 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 40.2 51.8 58.9 38.4 40.1 50.6 57.9
Old : 38.4 40.2 51.8 58.9 38.4 40.1 50.6 57.9
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 25, 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 : 308,093: 80,950 27,630 6,654 193,970 259,531 281,574 293,815: 26,519 14,278
Old : 308,093: 80,950 27,630 6,654 193,970 259,531 281,574 293,815: 26,519 14,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -167,608: -39,626 12,572 -10,340 -107,746 -158,728 -157,712 -156,495: -9,896 -11,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 9.0 2.2 63.0 84.2 91.4 95.4: 8.6 4.6
Old : 100.0: 26.3 9.0 2.2 63.0 84.2 91.4 95.4: 8.6 4.6
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 : 188: 49 26 13 67 64 122 97:
Old : 188: 49 26 13 67 64 122 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 40.2 51.8 58.9 38.4 40.1 50.6 57.9
Old : 38.4 40.2 51.8 58.9 38.4 40.1 50.6 57.9
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 25, 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 : 212,973: 17,924 81,303 23,545 150,875 61,158 192,344 166,006: 20,629 46,967
Old : 212,973: 17,924 81,303 23,545 150,875 61,158 192,344 166,006: 20,629 46,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 1,125: -9,113 -10,265 5,791 2,523 3,906 -800 -569: 1,925 1,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 38.2 11.1 70.8 28.7 90.3 77.9: 9.7 22.1
Old : 100.0: 8.4 38.2 11.1 70.8 28.7 90.3 77.9: 9.7 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 : 94: 21 45 29 20 21 56 80:
Old : 94: 21 45 29 20 21 56 80:
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 : 42.3 35.4 61.5 44.1 41.6 35.0 60.0 43.7
Old : 42.3 35.4 61.5 44.1 41.6 35.0 60.0 43.7
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 25, 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 : 55,221: 16,401 5,531 74 27,535 41,656 44,010 47,261: 11,211 7,960
Old : 55,221: 16,401 5,531 74 27,535 41,656 44,010 47,261: 11,211 7,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 520: 471 -602 -219 -234 544 18 -277: 502 797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 10.0 0.1 49.9 75.4 79.7 85.6: 20.3 14.4
Old : 100.0: 29.7 10.0 0.1 49.9 75.4 79.7 85.6: 20.3 14.4
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 : 66: 24 7 1 25 13 49 21:
Old : 66: 24 7 1 25 13 49 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 : 34.1 66.8 45.5 77.9 34.1 66.8 45.5 77.9
Old : 34.1 66.8 45.5 77.9 34.1 66.8 45.5 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 61,541: 25,054 3,104 241 25,643 18,057 50,938 21,402: 10,603 40,139
Old : 61,541: 25,054 3,104 241 25,643 18,057 50,938 21,402: 10,603 40,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -1,533: -1,889 326 197 977 1,322 -715 1,845: -818 -3,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 5.0 0.4 41.7 29.3 82.8 34.8: 17.2 65.2
Old : 100.0: 40.7 5.0 0.4 41.7 29.3 82.8 34.8: 17.2 65.2
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 : 80: 26 4 4 31 27 58 34:
Old : 80: 26 4 4 31 27 58 34:
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 : 29.5 14.2 41.7 20.6 29.3 14.1 40.4 19.7
Old : 29.5 14.2 41.7 20.6 29.3 14.1 40.4 19.7
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 25, 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 : 9,557: 5,504 1,261 0 3,457 7,693 8,961 8,954: 596 603
Old : 9,557: 5,504 1,261 0 3,457 7,693 8,961 8,954: 596 603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -738: -745 -638 -71 -13 -210 -829 -919: 91 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 13.2 0.0 36.2 80.5 93.8 93.7: 6.2 6.3
Old : 100.0: 57.6 13.2 0.0 36.2 80.5 93.8 93.7: 6.2 6.3
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 : 20: 7 3 0 9 1 16 4:
Old : 20: 7 3 0 9 1 16 4:
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 : 61.5 93.7 82.2 93.7 61.5 93.7 82.2 93.7
Old : 61.5 93.7 82.2 93.7 61.5 93.7 82.2 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 28, 2013