BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,142: 266 862 6 3,181 3,053 3,453 3,921: 689 221
Old : 4,142: 266 862 6 3,181 3,053 3,453 3,921: 689 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 107: 92 6 -2 3 97 93 101: 14 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 20.8 0.1 76.8 73.7 83.4 94.7: 16.6 5.3
Old : 100.0: 6.4 20.8 0.1 76.8 73.7 83.4 94.7: 16.6 5.3
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 : 23: 2 3 2 10 11 13 15:
Old : 23: 2 3 2 10 11 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 56.3 78.0 77.2 58.0 54.7 77.7 75.1
Old : 58.4 56.3 78.0 77.2 58.0 54.7 77.7 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,916: 9,154 5,669 2,008 20,649 25,344 31,811 33,021: 6,105 4,895
Old : 37,916: 9,154 5,669 2,008 20,649 25,344 31,811 33,021: 6,105 4,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 503: 300 -83 180 105 1,033 585 1,130: -82 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 15.0 5.3 54.5 66.8 83.9 87.1: 16.1 12.9
Old : 100.0: 24.1 15.0 5.3 54.5 66.8 83.9 87.1: 16.1 12.9
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 : 91: 29 11 19 32 32 70 54:
Old : 91: 29 11 19 32 32 70 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 : 37.9 39.5 47.0 56.6 37.9 37.4 46.7 54.3
Old : 37.9 39.5 47.0 56.6 37.9 37.4 46.7 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,843: 1,936 143 1 1,739 3,146 3,676 3,290: 167 553
Old : 3,843: 1,936 143 1 1,739 3,146 3,676 3,290: 167 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 70: -5 33 -1 72 16 66 48: 4 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 3.7 0.0 45.3 81.9 95.7 85.6: 4.3 14.4
Old : 100.0: 50.4 3.7 0.0 45.3 81.9 95.7 85.6: 4.3 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 : 20: 3 2 1 5 11 9 13:
Old : 20: 3 2 1 5 11 9 13:
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 : 80.7 58.2 95.6 77.5 80.7 58.2 95.4 77.5
Old : 80.7 58.2 95.6 77.5 80.7 58.2 95.4 77.5
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 247,692: 73,514 49,836 41,334 104,964 118,738 219,812 209,908: 27,880 37,784
Old : 112,614: 49,289 46,908 5,271 46,990 45,011 101,550 97,190: 11,064 15,424
Other: 135,078: 48,076 26,779 12,212 57,974 73,727 118,262 112,718: 16,816 22,360
: : :
: : Changes in Commitments from: July 19, 2011 :
: 3,692: 1,717 -3,306 1,670 -1,432 4,202 1,955 2,566: 1,737 1,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 20.1 16.7 42.4 47.9 88.7 84.7: 11.3 15.3
Old : 100.0: 43.8 41.7 4.7 41.7 40.0 90.2 86.3: 9.8 13.7
Other: 100.0: 35.6 19.8 9.0 42.9 54.6 87.6 83.4: 12.4 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 109 56 93 53 78 206 196:
Old : 260: 91 80 40 29 71 144 169:
Other: 202: 66 41 48 45 70 140 139:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 20.3 31.7 28.5 19.3 18.0 31.1 25.8
Old : 23.7 13.7 34.8 23.9 23.7 13.3 34.7 22.7
Other: 23.4 26.9 37.1 35.9 23.3 25.3 36.0 34.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 313,397: 93,518 57,698 40,282 154,066 158,479 287,866 256,459: 25,531 56,938
Old : 313,397: 93,518 57,698 40,282 154,066 158,479 287,866 256,459: 25,531 56,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -10,013: -1,415 6,213 -5,364 -459 -6,667 -7,238 -5,818: -2,775 -4,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 18.4 12.9 49.2 50.6 91.9 81.8: 8.1 18.2
Old : 100.0: 29.8 18.4 12.9 49.2 50.6 91.9 81.8: 8.1 18.2
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 : 381: 98 91 107 87 161 247 310:
Old : 381: 98 91 107 87 161 247 310:
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 : 25.2 13.5 38.0 21.4 25.2 13.2 37.5 20.6
Old : 25.2 13.5 38.0 21.4 25.2 13.2 37.5 20.6
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,463: 3,822 3,847 1,058 2,998 2,493 7,878 7,398: 1,585 2,065
Old : 9,463: 3,822 3,847 1,058 2,998 2,493 7,878 7,398: 1,585 2,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 561: -4 26 491 130 -13 617 504: -56 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 40.7 11.2 31.7 26.3 83.3 78.2: 16.7 21.8
Old : 100.0: 40.4 40.7 11.2 31.7 26.3 83.3 78.2: 16.7 21.8
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 : 82: 19 33 11 13 19 41 60:
Old : 82: 19 33 11 13 19 41 60:
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 : 44.7 18.7 60.9 33.3 44.7 18.2 60.0 31.5
Old : 44.7 18.7 60.9 33.3 44.7 18.2 60.0 31.5
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,567: 14,296 6,236 5,968 11,765 9,331 32,029 21,535: 7,538 18,032
Old : 39,567: 14,296 6,236 5,968 11,765 9,331 32,029 21,535: 7,538 18,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -909: -865 398 -455 180 197 -1,140 140: 231 -1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 15.8 15.1 29.7 23.6 80.9 54.4: 19.1 45.6
Old : 100.0: 36.1 15.8 15.1 29.7 23.6 80.9 54.4: 19.1 45.6
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 : 171: 44 34 44 43 68 116 129:
Old : 171: 44 34 44 43 68 116 129:
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 : 18.5 9.3 33.6 14.6 18.3 7.9 32.7 11.5
Old : 18.5 9.3 33.6 14.6 18.3 7.9 32.7 11.5
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 102,891: 16,498 0 1,964 83,827 100,867 102,289 102,831: 602 60
Old : 102,891: 16,498 0 1,964 83,827 100,867 102,289 102,831: 602 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 490: 1,496 0 1,468 -2,221 -609 743 859: -253 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 0.0 1.9 81.5 98.0 99.4 99.9: 0.6 0.1
Old : 100.0: 16.0 0.0 1.9 81.5 98.0 99.4 99.9: 0.6 0.1
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 : 27: 8 0 2 17 15 25 17:
Old : 27: 8 0 2 17 15 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 66.9 87.6 84.5 66.3 55.1 73.2 67.7
Old : 72.5 66.9 87.6 84.5 66.3 55.1 73.2 67.7
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 128,807: 52,884 16,743 10 27,531 93,417 80,425 110,170: 48,382 18,637
Old : 128,807: 52,884 16,743 10 27,531 93,417 80,425 110,170: 48,382 18,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 4,088: 261 -8,116 10 2,438 11,640 2,709 3,534: 1,379 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 13.0 0.0 21.4 72.5 62.4 85.5: 37.6 14.5
Old : 100.0: 41.1 13.0 0.0 21.4 72.5 62.4 85.5: 37.6 14.5
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 : 91: 39 10 1 22 29 61 40:
Old : 91: 39 10 1 22 29 61 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 41.6 29.7 60.3 21.7 41.0 29.6 59.6
Old : 21.8 41.6 29.7 60.3 21.7 41.0 29.6 59.6
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,513: 21,103 13,226 1 6,473 28,080 27,577 41,307: 25,936 12,206
Old : 53,513: 21,103 13,226 1 6,473 28,080 27,577 41,307: 25,936 12,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 1,380: -56 3,561 -46 1,399 -1,825 1,297 1,690: 83 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 24.7 0.0 12.1 52.5 51.5 77.2: 48.5 22.8
Old : 100.0: 39.4 24.7 0.0 12.1 52.5 51.5 77.2: 48.5 22.8
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 : 50: 18 12 1 12 12 31 24:
Old : 50: 18 12 1 12 12 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 49.6 31.3 62.6 20.4 49.5 31.3 62.5
Old : 20.4 49.6 31.3 62.6 20.4 49.5 31.3 62.5
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 137,823: 103,288 11,375 254 26,024 124,088 129,566 135,717: 8,257 2,106
Old : 137,823: 103,288 11,375 254 26,024 124,088 129,566 135,717: 8,257 2,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 2,560: 2,979 332 -370 -157 2,815 2,452 2,777: 108 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 8.3 0.2 18.9 90.0 94.0 98.5: 6.0 1.5
Old : 100.0: 74.9 8.3 0.2 18.9 90.0 94.0 98.5: 6.0 1.5
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 : 114: 67 13 2 16 21 85 34:
Old : 114: 67 13 2 16 21 85 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 : 42.3 66.0 56.9 82.7 42.3 65.8 56.9 82.3
Old : 42.3 66.0 56.9 82.7 42.3 65.8 56.9 82.3
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 97,415: 33,312 32,090 464 38,197 43,231 71,973 75,785: 25,442 21,630
Old : 97,415: 33,312 32,090 464 38,197 43,231 71,973 75,785: 25,442 21,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -876: 7,301 -635 -67 -14,822 2,175 -7,588 1,473: 6,712 -2,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 32.9 0.5 39.2 44.4 73.9 77.8: 26.1 22.2
Old : 100.0: 34.2 32.9 0.5 39.2 44.4 73.9 77.8: 26.1 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 : 86: 29 22 3 21 25 51 49:
Old : 86: 29 22 3 21 25 51 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 25.0 39.1 38.8 25.0 24.1 38.8 37.5
Old : 25.0 25.0 39.1 38.8 25.0 24.1 38.8 37.5
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 138,932: 72,114 20,812 146 31,950 86,498 104,210 107,456: 34,722 31,476
Old : 138,932: 72,114 20,812 146 31,950 86,498 104,210 107,456: 34,722 31,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 9,279: 8,579 -568 -116 76 7,662 8,539 6,978: 740 2,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 15.0 0.1 23.0 62.3 75.0 77.3: 25.0 22.7
Old : 100.0: 51.9 15.0 0.1 23.0 62.3 75.0 77.3: 25.0 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 40 31 5 22 24 67 55:
Old : 109: 40 31 5 22 24 67 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 : 29.6 38.0 40.4 52.7 29.6 37.6 40.4 52.1
Old : 29.6 38.0 40.4 52.7 29.6 37.6 40.4 52.1
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 183,690: 60,177 43,139 1,077 71,503 97,247 132,757 141,463: 50,933 42,227
Old : 183,690: 60,177 43,139 1,077 71,503 97,247 132,757 141,463: 50,933 42,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 3,376: 1,597 -6,195 55 -5,696 13,562 -4,044 7,422: 7,420 -4,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 23.5 0.6 38.9 52.9 72.3 77.0: 27.7 23.0
Old : 100.0: 32.8 23.5 0.6 38.9 52.9 72.3 77.0: 27.7 23.0
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 : 162: 47 43 15 41 52 95 103:
Old : 162: 47 43 15 41 52 95 103:
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 : 17.1 23.9 29.4 33.3 16.9 22.1 29.1 31.5
Old : 17.1 23.9 29.4 33.3 16.9 22.1 29.1 31.5
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,632: 16,582 12,279 72 2,526 8,061 19,180 20,412: 1,452 220
Old : 20,632: 16,582 12,279 72 2,526 8,061 19,180 20,412: 1,452 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 2,588: 2,701 1,754 0 0 821 2,701 2,575: -113 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 59.5 0.3 12.2 39.1 93.0 98.9: 7.0 1.1
Old : 100.0: 80.4 59.5 0.3 12.2 39.1 93.0 98.9: 7.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 11 2 2 3 7 15 10:
Old : 22: 11 2 2 3 7 15 10:
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 : 80.5 90.3 88.7 98.0 80.2 90.3 88.4 97.9
Old : 80.5 90.3 88.7 98.0 80.2 90.3 88.4 97.9
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 32,793: 25,241 1,950 114 2,498 29,111 27,853 31,175: 4,940 1,618
Old : 32,793: 25,241 1,950 114 2,498 29,111 27,853 31,175: 4,940 1,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 1,721: 1,877 24 0 -247 1,735 1,630 1,759: 91 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 5.9 0.3 7.6 88.8 84.9 95.1: 15.1 4.9
Old : 100.0: 77.0 5.9 0.3 7.6 88.8 84.9 95.1: 15.1 4.9
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 : 44: 22 7 1 5 11 28 18:
Old : 44: 22 7 1 5 11 28 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 70.1 70.3 87.2 54.4 70.1 70.3 87.2
Old : 54.4 70.1 70.3 87.2 54.4 70.1 70.3 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 :10,110,078: 1,208,436 1,054,818 1,210,355 6,811,818 6,859,507 9,230,609 9,124,680: 879,469 985,398
Old :10,110,078: 1,208,436 1,054,818 1,210,355 6,811,818 6,859,507 9,230,609 9,124,680: 879,469 985,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 84,579: 77,083 11,221 27,858 24,610 80,628 129,551 119,707: -44,972 -35,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 10.4 12.0 67.4 67.8 91.3 90.3: 8.7 9.7
Old : 100.0: 12.0 10.4 12.0 67.4 67.8 91.3 90.3: 8.7 9.7
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 : 276: 47 61 78 136 148 236 244:
Old : 276: 47 61 78 136 148 236 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 23.2 48.8 37.0 38.9 18.8 44.7 30.0
Old : 40.5 23.2 48.8 37.0 38.9 18.8 44.7 30.0
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 802,406: 75,764 85,577 26,234 573,700 599,429 675,698 711,240: 126,707 91,166
Old : 802,406: 75,764 85,577 26,234 573,700 599,429 675,698 711,240: 126,707 91,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 10,041: 4,233 1,166 1,900 -211 4,363 5,922 7,428: 4,120 2,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 10.7 3.3 71.5 74.7 84.2 88.6: 15.8 11.4
Old : 100.0: 9.4 10.7 3.3 71.5 74.7 84.2 88.6: 15.8 11.4
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 : 532: 105 95 51 224 219 354 342:
Old : 532: 105 95 51 224 219 354 342:
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 : 16.4 17.1 24.3 26.0 13.2 16.2 20.2 25.0
Old : 16.4 17.1 24.3 26.0 13.2 16.2 20.2 25.0
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 286,111: 27,449 27,085 1,088 174,480 222,530 203,017 250,703: 83,094 35,408
Old : 286,111: 27,449 27,085 1,088 174,480 222,530 203,017 250,703: 83,094 35,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 13,591: 4,705 363 -43 2,696 12,417 7,358 12,737: 6,233 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 9.5 0.4 61.0 77.8 71.0 87.6: 29.0 12.4
Old : 100.0: 9.6 9.5 0.4 61.0 77.8 71.0 87.6: 29.0 12.4
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 : 120: 17 17 5 55 54 73 75:
Old : 120: 17 17 5 55 54 73 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 28.0 35.4 42.1 23.1 25.1 33.3 39.3
Old : 24.5 28.0 35.4 42.1 23.1 25.1 33.3 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,581,474: 324,025 374,910 43,280 1,996,102 1,884,495 2,363,407 2,302,685: 218,067 278,789
Old : 2,581,474: 324,025 374,910 43,280 1,996,102 1,884,495 2,363,407 2,302,685: 218,067 278,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -17,748: 22,239 28,614 -14,886 -14,535 -40,271 -7,182 -26,543: -10,566 8,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 14.5 1.7 77.3 73.0 91.6 89.2: 8.4 10.8
Old : 100.0: 12.6 14.5 1.7 77.3 73.0 91.6 89.2: 8.4 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 : 498: 101 92 40 198 197 318 311:
Old : 498: 101 92 40 198 197 318 311:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 14.7 28.7 24.5 16.8 14.7 25.7 24.2
Old : 18.8 14.7 28.7 24.5 16.8 14.7 25.7 24.2
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 109,699: 13,555 5,093 241 86,679 99,123 100,475 104,457: 9,224 5,242
Old : 109,699: 13,555 5,093 241 86,679 99,123 100,475 104,457: 9,224 5,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -294: -1,247 -254 241 449 -427 -557 -440: 263 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.6 0.2 79.0 90.4 91.6 95.2: 8.4 4.8
Old : 100.0: 12.4 4.6 0.2 79.0 90.4 91.6 95.2: 8.4 4.8
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 : 94: 12 5 1 51 38 63 44:
Old : 94: 12 5 1 51 38 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 : 30.7 41.1 49.9 58.4 30.3 41.1 49.4 58.3
Old : 30.7 41.1 49.9 58.4 30.3 41.1 49.4 58.3
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 90,825: 22,269 5,621 5,394 54,104 75,145 81,767 86,160: 9,058 4,665
Old : 90,825: 22,269 5,621 5,394 54,104 75,145 81,767 86,160: 9,058 4,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -455: -1,148 -1,657 148 932 781 -68 -729: -387 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 6.2 5.9 59.6 82.7 90.0 94.9: 10.0 5.1
Old : 100.0: 24.5 6.2 5.9 59.6 82.7 90.0 94.9: 10.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 72 24 14 74 86 153 117:
Old : 232: 72 24 14 74 86 153 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 30.7 37.8 47.9 23.3 24.3 34.3 38.6
Old : 24.1 30.7 37.8 47.9 23.3 24.3 34.3 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,957: 4,193 2,203 0 9,660 14,303 13,853 16,506: 4,104 1,451
Old : 17,957: 4,193 2,203 0 9,660 14,303 13,853 16,506: 4,104 1,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -557: -245 246 0 172 -318 -73 -72: -484 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 12.3 0.0 53.8 79.7 77.1 91.9: 22.9 8.1
Old : 100.0: 23.4 12.3 0.0 53.8 79.7 77.1 91.9: 22.9 8.1
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 : 21: 1 3 0 9 9 10 12:
Old : 21: 1 3 0 9 9 10 12:
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 : 61.2 69.3 74.2 85.8 61.2 69.3 74.2 85.8
Old : 61.2 69.3 74.2 85.8 61.2 69.3 74.2 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 364,339: 114,894 41,604 2,458 222,218 304,209 339,570 348,271: 24,769 16,068
Old : 364,339: 114,894 41,604 2,458 222,218 304,209 339,570 348,271: 24,769 16,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 512: -4,424 -9,427 649 3,800 5,494 25 -3,284: 487 3,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 11.4 0.7 61.0 83.5 93.2 95.6: 6.8 4.4
Old : 100.0: 31.5 11.4 0.7 61.0 83.5 93.2 95.6: 6.8 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 : 230: 73 22 12 69 83 147 112:
Old : 230: 73 22 12 69 83 147 112:
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 : 28.5 34.3 41.9 50.0 28.5 33.8 41.6 48.8
Old : 28.5 34.3 41.9 50.0 28.5 33.8 41.6 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 135,764: 92,174 10,736 47 7,504 109,250 99,725 120,033: 36,039 15,731
Old : 135,764: 92,174 10,736 47 7,504 109,250 99,725 120,033: 36,039 15,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 7,052: 1,953 -1,690 38 2,351 7,536 4,342 5,884: 2,710 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 7.9 0.0 5.5 80.5 73.5 88.4: 26.5 11.6
Old : 100.0: 67.9 7.9 0.0 5.5 80.5 73.5 88.4: 26.5 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 : 75: 36 10 3 13 22 50 34:
Old : 75: 36 10 3 13 22 50 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 : 45.5 49.0 54.1 69.8 45.5 48.9 54.0 69.6
Old : 45.5 49.0 54.1 69.8 45.5 48.9 54.0 69.6
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,496: 9,364 15,018 1 20,874 13,410 30,239 28,429: 7,257 9,067
Old : 37,496: 9,364 15,018 1 20,874 13,410 30,239 28,429: 7,257 9,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 64: 1,012 1,163 1 678 -1,392 1,691 -228: -1,627 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 40.1 0.0 55.7 35.8 80.6 75.8: 19.4 24.2
Old : 100.0: 25.0 40.1 0.0 55.7 35.8 80.6 75.8: 19.4 24.2
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 : 59: 15 14 1 18 12 34 26:
Old : 59: 15 14 1 18 12 34 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 : 29.6 39.6 49.4 54.9 29.6 39.6 49.4 54.9
Old : 29.6 39.6 49.4 54.9 29.6 39.6 49.4 54.9
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 - Futures Only, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,539: 20,079 3,752 448 22,099 38,866 42,626 43,066: 7,913 7,473
Old : 50,539: 20,079 3,752 448 22,099 38,866 42,626 43,066: 7,913 7,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -5,105: 644 -1,562 98 2,649 -5,767 3,391 -7,231: -8,496 2,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 7.4 0.9 43.7 76.9 84.3 85.2: 15.7 14.8
Old : 100.0: 39.7 7.4 0.9 43.7 76.9 84.3 85.2: 15.7 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 21 7 2 20 23 42 31:
Old : 66: 21 7 2 20 23 42 31:
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 : 23.6 41.7 40.3 60.8 23.0 40.7 39.7 57.8
Old : 23.6 41.7 40.3 60.8 23.0 40.7 39.7 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2011