BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 4,533: 120 848 102 3,603 3,354 3,825 4,304: 708 229
Old : 4,533: 120 848 102 3,603 3,354 3,825 4,304: 708 229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 111: 0 -1 -11 139 117 127 104: -17 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 18.7 2.3 79.5 74.0 84.4 95.0: 15.6 5.0
Old : 100.0: 2.6 18.7 2.3 79.5 74.0 84.4 95.0: 15.6 5.0
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 : 24: 1 4 2 12 11 15 15:
Old : 24: 1 4 2 12 11 15 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 : 54.1 55.3 75.8 75.1 54.1 52.8 70.3 68.6
Old : 54.1 55.3 75.8 75.1 54.1 52.8 70.3 68.6
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, July 12, 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 : 53,917: 8,395 1,777 12,543 25,127 29,167 46,065 43,487: 7,853 10,430
Old : 53,917: 8,395 1,777 12,543 25,127 29,167 46,065 43,487: 7,853 10,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 1,857: 623 79 606 485 534 1,713 1,219: 144 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 3.3 23.3 46.6 54.1 85.4 80.7: 14.6 19.3
Old : 100.0: 15.6 3.3 23.3 46.6 54.1 85.4 80.7: 14.6 19.3
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 : 87: 30 5 25 37 38 73 63:
Old : 87: 30 5 25 37 38 73 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 30.6 43.5 45.2 29.3 29.0 36.9 40.7
Old : 29.8 30.6 43.5 45.2 29.3 29.0 36.9 40.7
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 with Delta-adjusted Options and Futures Combined, July 12, 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 : 4,155: 1,928 54 36 1,997 3,317 3,961 3,407: 194 748
Old : 4,155: 1,928 54 36 1,997 3,317 3,961 3,407: 194 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 64: -6 54 -2 75 31 67 83: -3 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 1.3 0.9 48.1 79.8 95.3 82.0: 4.7 18.0
Old : 100.0: 46.4 1.3 0.9 48.1 79.8 95.3 82.0: 4.7 18.0
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 : 22: 4 1 1 6 12 10 14:
Old : 22: 4 1 1 6 12 10 14:
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 : 72.0 54.3 91.4 74.5 72.0 54.3 91.4 74.5
Old : 72.0 54.3 91.4 74.5 72.0 54.3 91.4 74.5
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, July 12, 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 : 298,815: 69,477 35,342 84,209 117,876 137,626 271,563 257,177: 27,252 41,638
Old : 158,386: 48,535 46,503 34,207 62,979 58,466 145,721 139,176: 12,666 19,210
Other: 140,428: 41,327 9,225 29,617 54,898 79,160 125,842 118,001: 14,587 22,427
: : :
: : Changes in Commitments from: July 5, 2011 :
: 15,694: 8,647 -376 4,614 -1,009 7,341 12,252 11,579: 3,441 4,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 11.8 28.2 39.4 46.1 90.9 86.1: 9.1 13.9
Old : 100.0: 30.6 29.4 21.6 39.8 36.9 92.0 87.9: 8.0 12.1
Other: 100.0: 29.4 6.6 21.1 39.1 56.4 89.6 84.0: 10.4 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 108 69 107 61 77 228 208:
Old : 263: 84 93 81 40 72 176 195:
Other: 190: 74 28 51 55 67 154 127:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 19.4 27.8 28.6 16.5 15.0 26.3 22.5
Old : 18.3 16.5 28.1 24.6 18.3 12.9 27.1 19.8
Other: 19.7 25.1 32.4 36.4 19.3 22.1 30.9 31.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 439,901: 101,563 27,475 135,734 172,314 203,724 409,612 366,933: 30,289 72,969
Old : 439,901: 101,563 27,475 135,734 172,314 203,724 409,612 366,933: 30,289 72,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 8,116: 6,802 -6,284 5,890 -7,421 6,347 5,271 5,952: 2,846 2,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.2 30.9 39.2 46.3 93.1 83.4: 6.9 16.6
Old : 100.0: 23.1 6.2 30.9 39.2 46.3 93.1 83.4: 6.9 16.6
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 : 412: 115 89 142 102 172 303 339:
Old : 412: 115 89 142 102 172 303 339:
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 : 19.8 15.0 30.6 21.3 18.9 12.4 28.8 17.2
Old : 19.8 15.0 30.6 21.3 18.9 12.4 28.8 17.2
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, July 12, 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 : 8,957: 3,905 3,820 544 2,848 2,612 7,296 6,976: 1,661 1,981
Old : 8,957: 3,905 3,820 544 2,848 2,612 7,296 6,976: 1,661 1,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -355: 24 -679 1 -117 300 -92 -378: -263 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 42.7 6.1 31.8 29.2 81.5 77.9: 18.5 22.1
Old : 100.0: 43.6 42.7 6.1 31.8 29.2 81.5 77.9: 18.5 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 : 76: 21 32 13 11 17 41 54:
Old : 76: 21 32 13 11 17 41 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 : 47.2 20.7 63.3 35.8 47.2 20.7 63.3 35.1
Old : 47.2 20.7 63.3 35.8 47.2 20.7 63.3 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 48,036: 16,123 3,082 11,763 12,034 10,123 39,920 24,968: 8,116 23,068
Old : 48,036: 16,123 3,082 11,763 12,034 10,123 39,920 24,968: 8,116 23,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 3,605: 1,203 -167 1,644 -138 84 2,709 1,560: 897 2,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 6.4 24.5 25.1 21.1 83.1 52.0: 16.9 48.0
Old : 100.0: 33.6 6.4 24.5 25.1 21.1 83.1 52.0: 16.9 48.0
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 : 178: 55 32 50 44 70 127 131:
Old : 178: 55 32 50 44 70 127 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 10.9 30.5 16.7 17.2 5.5 28.5 8.5
Old : 17.7 10.9 30.5 16.7 17.2 5.5 28.5 8.5
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 with Delta-adjusted Options and Futures Combined, July 12, 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 : 104,508: 14,746 0 501 86,438 101,942 101,685 102,443: 2,823 2,065
Old : 104,508: 14,746 0 501 86,438 101,942 101,685 102,443: 2,823 2,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 1,534: 798 0 0 -414 587 384 588: 1,150 946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.0 0.5 82.7 97.5 97.3 98.0: 2.7 2.0
Old : 100.0: 14.1 0.0 0.5 82.7 97.5 97.3 98.0: 2.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 8 0 3 16 16 24 19:
Old : 26: 8 0 3 16 16 24 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 : 72.2 67.2 85.5 84.2 64.6 55.7 71.3 67.6
Old : 72.2 67.2 85.5 84.2 64.6 55.7 71.3 67.6
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, July 12, 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 : 120,524: 39,262 24,132 2,768 27,511 74,730 69,542 101,630: 50,981 18,893
Old : 120,524: 39,262 24,132 2,768 27,511 74,730 69,542 101,630: 50,981 18,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 3,356: 8,617 -1,141 -648 -2,980 7,103 4,989 5,314: -1,633 -1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 20.0 2.3 22.8 62.0 57.7 84.3: 42.3 15.7
Old : 100.0: 32.6 20.0 2.3 22.8 62.0 57.7 84.3: 42.3 15.7
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 : 82: 36 9 6 22 28 60 41:
Old : 82: 36 9 6 22 28 60 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 38.7 23.6 54.4 14.9 38.4 21.9 53.9
Old : 15.8 38.7 23.6 54.4 14.9 38.4 21.9 53.9
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, July 12, 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 : 50,988: 18,108 10,025 804 5,336 26,818 24,248 37,647: 26,740 13,341
Old : 50,988: 18,108 10,025 804 5,336 26,818 24,248 37,647: 26,740 13,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 785: 2,122 -492 14 -2,655 846 -519 368: 1,305 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 19.7 1.6 10.5 52.6 47.6 73.8: 52.4 26.2
Old : 100.0: 35.5 19.7 1.6 10.5 52.6 47.6 73.8: 52.4 26.2
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 : 43: 18 9 5 10 13 31 24:
Old : 43: 18 9 5 10 13 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 : 18.6 51.8 27.7 63.0 18.6 51.1 27.5 62.0
Old : 18.6 51.8 27.7 63.0 18.6 51.1 27.5 62.0
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, July 12, 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 : 145,774: 111,530 13,083 246 25,486 130,312 137,262 143,641: 8,512 2,133
Old : 145,774: 111,530 13,083 246 25,486 130,312 137,262 143,641: 8,512 2,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 20,545: 22,038 6,535 0 -1,479 14,300 20,559 20,835: -14 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 9.0 0.2 17.5 89.4 94.2 98.5: 5.8 1.5
Old : 100.0: 76.5 9.0 0.2 17.5 89.4 94.2 98.5: 5.8 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 : 110: 68 10 1 17 19 86 29:
Old : 110: 68 10 1 17 19 86 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 63.5 56.8 83.1 41.6 63.3 56.8 82.8
Old : 41.6 63.5 56.8 83.1 41.6 63.3 56.8 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 126,220: 27,989 53,030 1,764 76,164 40,326 105,917 95,120: 20,304 31,100
Old : 126,220: 27,989 53,030 1,764 76,164 40,326 105,917 95,120: 20,304 31,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 302: -747 -7,066 -1,636 7,406 4,541 5,023 -4,161: -4,722 4,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 42.0 1.4 60.3 31.9 83.9 75.4: 16.1 24.6
Old : 100.0: 22.2 42.0 1.4 60.3 31.9 83.9 75.4: 16.1 24.6
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 : 89: 19 35 9 26 24 50 63:
Old : 89: 19 35 9 26 24 50 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 30.4 50.8 40.9 33.3 29.7 50.1 40.2
Old : 33.3 30.4 50.8 40.9 33.3 29.7 50.1 40.2
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, July 12, 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 : 123,722: 52,716 24,165 3,014 34,562 61,654 90,292 88,834: 33,430 34,888
Old : 123,722: 52,716 24,165 3,014 34,562 61,654 90,292 88,834: 33,430 34,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 21,009: 18,109 3,831 -581 -4,989 15,885 12,538 19,134: 8,470 1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 19.5 2.4 27.9 49.8 73.0 71.8: 27.0 28.2
Old : 100.0: 42.6 19.5 2.4 27.9 49.8 73.0 71.8: 27.0 28.2
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 : 105: 33 36 12 25 23 66 63:
Old : 105: 33 36 12 25 23 66 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 30.6 36.6 44.6 26.2 29.9 36.5 43.9
Old : 26.2 30.6 36.6 44.6 26.2 29.9 36.5 43.9
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, July 12, 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 : 224,784: 60,766 49,158 25,561 80,552 95,155 166,879 169,874: 57,904 54,909
Old : 224,784: 60,766 49,158 25,561 80,552 95,155 166,879 169,874: 57,904 54,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -12,853: -20,353 12,579 -2,709 13,495 -28,198 -9,568 -18,327: -3,285 5,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 21.9 11.4 35.8 42.3 74.2 75.6: 25.8 24.4
Old : 100.0: 27.0 21.9 11.4 35.8 42.3 74.2 75.6: 25.8 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 : 172: 44 57 47 47 52 114 133:
Old : 172: 44 57 47 47 52 114 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 16.3 28.8 24.2 19.2 15.4 28.1 23.2
Old : 19.7 16.3 28.8 24.2 19.2 15.4 28.1 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 37,878: 33,831 10,228 72 2,532 27,307 36,435 37,607: 1,443 271
Old : 37,878: 33,831 10,228 72 2,532 27,307 36,435 37,607: 1,443 271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -290: -302 130 6 14 -375 -282 -239: -8 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 27.0 0.2 6.7 72.1 96.2 99.3: 3.8 0.7
Old : 100.0: 89.3 27.0 0.2 6.7 72.1 96.2 99.3: 3.8 0.7
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 : 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 : 89.5 89.8 93.9 98.8 89.4 89.8 93.7 98.7
Old : 89.5 89.8 93.9 98.8 89.4 89.8 93.7 98.7
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, July 12, 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 : 29,745: 22,687 3,103 0 2,838 25,417 25,525 28,520: 4,220 1,225
Old : 29,745: 22,687 3,103 0 2,838 25,417 25,525 28,520: 4,220 1,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -775: 39 -559 0 -543 -270 -504 -829: -271 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 10.4 0.0 9.5 85.4 85.8 95.9: 14.2 4.1
Old : 100.0: 76.3 10.4 0.0 9.5 85.4 85.8 95.9: 14.2 4.1
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 : 41: 20 8 0 6 8 26 16:
Old : 41: 20 8 0 6 8 26 16:
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 : 56.4 72.9 71.6 87.8 56.4 72.9 71.6 87.8
Old : 56.4 72.9 71.6 87.8 56.4 72.9 71.6 87.8
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, July 12, 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 :17,009,297: 1,175,941 689,412 5,944,942 8,865,580 9,235,005 15,986,462 15,869,359: 1,022,835 1,139,938
Old :17,009,297: 1,175,941 689,412 5,944,942 8,865,580 9,235,005 15,986,462 15,869,359: 1,022,835 1,139,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 963,333: 13,773 115,120 503,208 348,356 234,251 865,338 852,579: 97,995 110,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 4.1 35.0 52.1 54.3 94.0 93.3: 6.0 6.7
Old : 100.0: 6.9 4.1 35.0 52.1 54.3 94.0 93.3: 6.0 6.7
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 : 309: 63 65 113 161 165 290 286:
Old : 309: 63 65 113 161 165 290 286:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 21.2 41.3 34.3 22.8 12.5 26.2 18.5
Old : 32.4 21.2 41.3 34.3 22.8 12.5 26.2 18.5
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, July 12, 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 : 954,210: 82,817 83,686 81,533 655,045 686,951 819,395 852,169: 134,815 102,041
Old : 954,210: 82,817 83,686 81,533 655,045 686,951 819,395 852,169: 134,815 102,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 43,530: 12,158 -10,442 6,924 11,948 44,185 31,030 40,668: 12,500 2,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 8.8 8.5 68.6 72.0 85.9 89.3: 14.1 10.7
Old : 100.0: 8.7 8.8 8.5 68.6 72.0 85.9 89.3: 14.1 10.7
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 : 600: 122 135 123 234 247 423 438:
Old : 600: 122 135 123 234 247 423 438:
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 15.2 20.6 23.4 10.9 13.4 16.7 20.1
Old : 13.7 15.2 20.6 23.4 10.9 13.4 16.7 20.1
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, July 12, 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 : 370,781: 24,001 25,953 37,391 228,396 261,689 289,789 325,033: 80,993 45,748
Old : 370,781: 24,001 25,953 37,391 228,396 261,689 289,789 325,033: 80,993 45,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 18,104: 1,425 -89 4,822 5,632 10,449 11,879 15,183: 6,225 2,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 7.0 10.1 61.6 70.6 78.2 87.7: 21.8 12.3
Old : 100.0: 6.5 7.0 10.1 61.6 70.6 78.2 87.7: 21.8 12.3
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 : 136: 23 26 39 70 60 114 104:
Old : 136: 23 26 39 70 60 114 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 23.8 26.5 35.0 16.6 20.0 24.5 30.7
Old : 17.8 23.8 26.5 35.0 16.6 20.0 24.5 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 2,917,146: 349,580 344,163 165,209 2,133,245 2,126,307 2,648,034 2,635,680: 269,112 281,466
Old : 2,917,146: 349,580 344,163 165,209 2,133,245 2,126,307 2,648,034 2,635,680: 269,112 281,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 127,134: 45,020 -60,408 19,155 31,583 168,678 95,758 127,425: 31,376 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 11.8 5.7 73.1 72.9 90.8 90.4: 9.2 9.6
Old : 100.0: 12.0 11.8 5.7 73.1 72.9 90.8 90.4: 9.2 9.6
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 : 550: 113 122 106 208 226 378 397:
Old : 550: 113 122 106 208 226 378 397:
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 : 17.0 13.1 25.4 21.8 14.8 12.6 22.5 19.4
Old : 17.0 13.1 25.4 21.8 14.8 12.6 22.5 19.4
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, July 12, 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 : 112,722: 15,186 6,814 0 88,317 102,348 103,503 109,162: 9,219 3,560
Old : 112,722: 15,186 6,814 0 88,317 102,348 103,503 109,162: 9,219 3,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 7,628: 1,773 825 0 5,939 8,998 7,712 9,823: -84 -2,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 6.0 0.0 78.3 90.8 91.8 96.8: 8.2 3.2
Old : 100.0: 13.5 6.0 0.0 78.3 90.8 91.8 96.8: 8.2 3.2
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 : 102: 13 6 0 56 39 69 45:
Old : 102: 13 6 0 56 39 69 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 40.1 50.4 57.3 31.9 40.1 49.9 56.8
Old : 32.3 40.1 50.4 57.3 31.9 40.1 49.9 56.8
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, July 12, 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 : 90,336: 23,335 5,512 4,826 51,662 73,682 79,823 84,020: 10,513 6,316
Old : 90,336: 23,335 5,512 4,826 51,662 73,682 79,823 84,020: 10,513 6,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 29,662: 10,026 -3,823 3,301 11,545 27,418 24,872 26,895: 4,791 2,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.1 5.3 57.2 81.6 88.4 93.0: 11.6 7.0
Old : 100.0: 25.8 6.1 5.3 57.2 81.6 88.4 93.0: 11.6 7.0
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 : 237: 72 30 15 75 91 155 128:
Old : 237: 72 30 15 75 91 155 128:
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 24.1 37.8 39.1 24.1 21.5 35.4 33.5
Old : 24.1 24.1 37.8 39.1 24.1 21.5 35.4 33.5
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 with Delta-adjusted Options and Futures Combined, July 12, 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 : 16,341: 4,192 973 0 8,464 11,928 12,656 12,901: 3,685 3,440
Old : 16,341: 4,192 973 0 8,464 11,928 12,656 12,901: 3,685 3,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 6.0 0.0 51.8 73.0 77.4 78.9: 22.6 21.1
Old : 100.0: 25.7 6.0 0.0 51.8 73.0 77.4 78.9: 22.6 21.1
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: 2 3 0 9 8 11 11:
Old : 21: 2 3 0 9 8 11 11:
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 : 57.2 63.1 72.7 76.0 57.2 63.1 72.7 76.0
Old : 57.2 63.1 72.7 76.0 57.2 63.1 72.7 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 369,974: 116,373 43,353 3,475 215,988 308,769 335,836 355,597: 34,138 14,377
Old : 369,974: 116,373 43,353 3,475 215,988 308,769 335,836 355,597: 34,138 14,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 66,604: 49,826 -3,324 -4,152 15,403 77,448 61,078 69,972: 5,526 -3,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 11.7 0.9 58.4 83.5 90.8 96.1: 9.2 3.9
Old : 100.0: 31.5 11.7 0.9 58.4 83.5 90.8 96.1: 9.2 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 72 28 13 71 89 149 124:
Old : 235: 72 28 13 71 89 149 124:
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 27.0 41.8 42.4 28.5 27.0 41.6 42.4
Old : 28.5 27.0 41.8 42.4 28.5 27.0 41.6 42.4
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, July 12, 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 : 125,750: 81,421 14,140 1,702 8,069 93,237 91,192 109,080: 34,558 16,670
Old : 125,750: 81,421 14,140 1,702 8,069 93,237 91,192 109,080: 34,558 16,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -4,538: -1,329 -6,502 -1,060 168 3,698 -2,222 -3,864: -2,316 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 11.2 1.4 6.4 74.1 72.5 86.7: 27.5 13.3
Old : 100.0: 64.7 11.2 1.4 6.4 74.1 72.5 86.7: 27.5 13.3
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 : 74: 30 15 9 15 24 50 43:
Old : 74: 30 15 9 15 24 50 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 40.9 54.1 63.8 48.4 40.7 53.9 63.6
Old : 48.4 40.9 54.1 63.8 48.4 40.7 53.9 63.6
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 with Delta-adjusted Options and Futures Combined, July 12, 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 : 35,770: 8,238 12,308 0 19,911 16,009 28,149 28,317: 7,621 7,453
Old : 35,770: 8,238 12,308 0 19,911 16,009 28,149 28,317: 7,621 7,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 429: -2,136 435 -1 1,506 441 -631 875: 1,060 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 34.4 0.0 55.7 44.8 78.7 79.2: 21.3 20.8
Old : 100.0: 23.0 34.4 0.0 55.7 44.8 78.7 79.2: 21.3 20.8
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 : 54: 15 11 0 17 14 32 25:
Old : 54: 15 11 0 17 14 32 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 40.0 53.0 60.3 30.8 39.9 48.2 55.9
Old : 31.1 40.0 53.0 60.3 30.8 39.9 48.2 55.9
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, July 12, 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 : 48,971: 15,997 5,034 320 19,296 37,731 35,613 43,085: 13,358 5,886
Old : 48,971: 15,997 5,034 320 19,296 37,731 35,613 43,085: 13,358 5,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 1,265: 264 1,196 -109 -5,434 15,869 -5,279 16,956: 6,544 -15,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 10.3 0.7 39.4 77.0 72.7 88.0: 27.3 12.0
Old : 100.0: 32.7 10.3 0.7 39.4 77.0 72.7 88.0: 27.3 12.0
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 : 64: 15 8 1 22 25 38 33:
Old : 64: 15 8 1 22 25 38 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 39.2 36.1 58.2 20.9 38.1 35.4 55.6
Old : 21.6 39.2 36.1 58.2 20.9 38.1 35.4 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2011