BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 4,845: 205 866 120 3,800 3,622 4,125 4,608: 720 237
Old : 4,845: 205 866 120 3,800 3,622 4,125 4,608: 720 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 142: 85 5 6 35 124 126 134: 16 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 17.9 2.5 78.4 74.7 85.1 95.1: 14.9 4.9
Old : 100.0: 4.2 17.9 2.5 78.4 74.7 85.1 95.1: 14.9 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 : 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 : 53.8 53.7 77.4 74.2 53.1 51.1 69.9 68.5
Old : 53.8 53.7 77.4 74.2 53.1 51.1 69.9 68.5
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 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 : 60,428: 11,385 1,672 14,362 26,301 32,714 52,049 48,749: 8,379 11,679
Old : 60,428: 11,385 1,672 14,362 26,301 32,714 52,049 48,749: 8,379 11,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 1,254: 1,126 292 -27 251 815 1,349 1,080: -95 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 2.8 23.8 43.5 54.1 86.1 80.7: 13.9 19.3
Old : 100.0: 18.8 2.8 23.8 43.5 54.1 86.1 80.7: 13.9 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 : 92: 35 5 25 38 40 79 65:
Old : 92: 35 5 25 38 40 79 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 30.6 41.9 44.3 27.8 29.3 36.1 40.4
Old : 28.3 30.6 41.9 44.3 27.8 29.3 36.1 40.4
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 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 : 4,294: 1,936 59 90 2,074 3,382 4,100 3,530: 194 764
Old : 4,294: 1,936 59 90 2,074 3,382 4,100 3,530: 194 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 98: -5 -3 36 64 35 94 68: 3 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 1.4 2.1 48.3 78.7 95.5 82.2: 4.5 17.8
Old : 100.0: 45.1 1.4 2.1 48.3 78.7 95.5 82.2: 4.5 17.8
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 : 22: 3 2 1 6 12 10 14:
Old : 22: 3 2 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 : 72.2 53.6 90.5 73.6 72.2 53.6 90.5 73.6
Old : 72.2 53.6 90.5 73.6 72.2 53.6 90.5 73.6
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 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 : 295,250: 75,067 29,516 79,301 111,688 143,656 266,056 252,473: 29,194 42,777
Old : 135,653: 50,867 40,874 23,183 49,792 53,922 123,842 117,979: 11,811 17,674
Other: 159,597: 48,959 13,400 31,359 61,895 89,734 142,214 134,494: 17,383 25,103
: : :
: : Changes in Commitments from: July 19, 2011 :
: 5,143: 1,424 -3,585 2,888 -1,087 4,386 3,225 3,688: 1,918 1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 10.0 26.9 37.8 48.7 90.1 85.5: 9.9 14.5
Old : 100.0: 37.5 30.1 17.1 36.7 39.8 91.3 87.0: 8.7 13.0
Other: 100.0: 30.7 8.4 19.6 38.8 56.2 89.1 84.3: 10.9 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 115 58 107 63 80 230 205:
Old : 267: 96 80 67 41 75 175 186:
Other: 206: 78 33 61 55 72 163 144:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 20.5 27.3 29.8 16.2 17.2 26.1 24.7
Old : 19.7 14.7 29.3 24.3 19.7 12.2 28.8 20.4
Other: 20.0 26.5 32.1 37.5 19.8 23.5 30.6 32.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 423,639: 99,755 32,728 125,335 168,908 198,708 393,998 356,771: 29,641 66,869
Old : 423,639: 99,755 32,728 125,335 168,908 198,708 393,998 356,771: 29,641 66,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -9,675: -349 6,203 -5,945 -892 -5,570 -7,185 -5,311: -2,490 -4,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 7.7 29.6 39.9 46.9 93.0 84.2: 7.0 15.8
Old : 100.0: 23.5 7.7 29.6 39.9 46.9 93.0 84.2: 7.0 15.8
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 : 401: 106 96 129 109 172 290 334:
Old : 401: 106 96 129 109 172 290 334:
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 : 20.2 16.3 31.7 22.9 19.3 12.8 29.8 17.9
Old : 20.2 16.3 31.7 22.9 19.3 12.8 29.8 17.9
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 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 : 9,614: 3,807 3,751 1,193 3,001 2,557 8,001 7,501: 1,613 2,113
Old : 9,614: 3,807 3,751 1,193 3,001 2,557 8,001 7,501: 1,613 2,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 567: 0 18 506 133 17 639 542: -73 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 39.0 12.4 31.2 26.6 83.2 78.0: 16.8 22.0
Old : 100.0: 39.6 39.0 12.4 31.2 26.6 83.2 78.0: 16.8 22.0
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 : 82: 19 33 16 14 19 45 62:
Old : 82: 19 33 16 14 19 45 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 18.4 60.0 32.9 44.0 18.0 59.0 31.2
Old : 44.0 18.4 60.0 32.9 44.0 18.0 59.0 31.2
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 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 : 45,816: 14,163 3,612 11,296 12,160 10,569 37,618 25,477: 8,198 20,339
Old : 45,816: 14,163 3,612 11,296 12,160 10,569 37,618 25,477: 8,198 20,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -1,013: -866 547 -523 182 156 -1,206 180: 193 -1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 7.9 24.7 26.5 23.1 82.1 55.6: 17.9 44.4
Old : 100.0: 30.9 7.9 24.7 26.5 23.1 82.1 55.6: 17.9 44.4
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 : 176: 48 32 49 52 73 130 135:
Old : 176: 48 32 49 52 73 130 135:
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 : 16.6 9.9 30.3 15.7 15.8 5.7 28.2 8.7
Old : 16.6 9.9 30.3 15.7 15.8 5.7 28.2 8.7
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 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 : 103,636: 16,494 0 1,968 84,572 101,608 103,034 103,576: 602 60
Old : 103,636: 16,494 0 1,968 84,572 101,608 103,034 103,576: 602 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 384: 1,495 0 1,469 -2,327 -716 637 753: -253 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.0 1.9 81.6 98.0 99.4 99.9: 0.6 0.1
Old : 100.0: 15.9 0.0 1.9 81.6 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 3 17 16 25 19:
Old : 27: 8 0 3 17 16 25 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 : 72.7 67.1 87.7 84.5 66.6 55.4 73.4 67.9
Old : 72.7 67.1 87.7 84.5 66.6 55.4 73.4 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 141,479: 52,303 17,680 4,316 33,238 97,311 89,857 119,306: 51,622 22,173
Old : 141,479: 52,303 17,680 4,316 33,238 97,311 89,857 119,306: 51,622 22,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 5,714: -193 -7,859 912 3,413 11,570 4,132 4,622: 1,581 1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 12.5 3.1 23.5 68.8 63.5 84.3: 36.5 15.7
Old : 100.0: 37.0 12.5 3.1 23.5 68.8 63.5 84.3: 36.5 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 : 92: 40 10 9 25 33 67 50:
Old : 92: 40 10 9 25 33 67 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 37.9 29.1 54.9 19.8 37.3 28.1 54.3
Old : 20.9 37.9 29.1 54.9 19.8 37.3 28.1 54.3
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 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 : 60,087: 21,210 13,573 2,383 9,042 29,619 32,636 45,575: 27,451 14,512
Old : 60,087: 21,210 13,573 2,383 9,042 29,619 32,636 45,575: 27,451 14,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 4,201: 137 3,840 1,070 2,616 -1,197 3,823 3,713: 378 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 22.6 4.0 15.0 49.3 54.3 75.8: 45.7 24.2
Old : 100.0: 35.3 22.6 4.0 15.0 49.3 54.3 75.8: 45.7 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 : 52: 20 12 5 13 14 36 28:
Old : 52: 20 12 5 13 14 36 28:
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 : 18.2 44.2 27.9 56.7 18.2 43.1 27.9 54.7
Old : 18.2 44.2 27.9 56.7 18.2 43.1 27.9 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 103,671: 32,972 32,323 2,360 41,394 45,142 76,726 79,826: 26,945 23,845
Old : 103,671: 32,972 32,323 2,360 41,394 45,142 76,726 79,826: 26,945 23,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 258: 7,062 -666 365 -14,041 2,250 -6,614 1,950: 6,872 -1,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 31.2 2.3 39.9 43.5 74.0 77.0: 26.0 23.0
Old : 100.0: 31.8 31.2 2.3 39.9 43.5 74.0 77.0: 26.0 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 : 87: 28 24 7 23 27 54 55:
Old : 87: 28 24 7 23 27 54 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 : 23.5 23.5 36.8 36.5 23.5 22.7 36.5 35.3
Old : 23.5 23.5 36.8 36.5 23.5 22.7 36.5 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 151,720: 72,118 20,782 5,851 37,672 89,835 115,641 116,468: 36,079 35,252
Old : 151,720: 72,118 20,782 5,851 37,672 89,835 115,641 116,468: 36,079 35,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 13,089: 8,534 -623 1,681 2,335 8,792 12,549 9,850: 540 3,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 13.7 3.9 24.8 59.2 76.2 76.8: 23.8 23.2
Old : 100.0: 47.5 13.7 3.9 24.8 59.2 76.2 76.8: 23.8 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 40 37 17 26 26 79 67:
Old : 115: 40 37 17 26 26 79 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 35.2 37.0 49.2 27.1 34.4 37.0 47.4
Old : 27.1 35.2 37.0 49.2 27.1 34.4 37.0 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 226,414: 58,732 42,291 28,236 84,886 106,224 171,854 176,751: 54,560 49,663
Old : 226,414: 58,732 42,291 28,236 84,886 106,224 171,854 176,751: 54,560 49,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 4,250: 1,032 -6,453 444 -3,593 12,830 -2,117 6,821: 6,368 -2,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 18.7 12.5 37.5 46.9 75.9 78.1: 24.1 21.9
Old : 100.0: 25.9 18.7 12.5 37.5 46.9 75.9 78.1: 24.1 21.9
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 : 182: 42 66 56 49 57 126 144:
Old : 182: 42 66 56 49 57 126 144:
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 : 14.3 19.4 24.8 27.1 13.9 17.7 23.8 25.3
Old : 14.3 19.4 24.8 27.1 13.9 17.7 23.8 25.3
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 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 :16,975,789: 1,165,436 733,296 5,879,526 8,976,486 9,276,193 16,021,448 15,889,015: 954,342 1,086,775
Old :16,975,789: 1,165,436 733,296 5,879,526 8,976,486 9,276,193 16,021,448 15,889,015: 954,342 1,086,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 218,099: 56,168 17,741 111,046 102,608 133,015 269,822 261,802: -51,724 -43,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 4.3 34.6 52.9 54.6 94.4 93.6: 5.6 6.4
Old : 100.0: 6.9 4.3 34.6 52.9 54.6 94.4 93.6: 5.6 6.4
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 : 307: 60 68 110 158 162 283 283:
Old : 307: 60 68 110 158 162 283 283:
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 : 33.0 20.9 42.6 34.1 23.3 11.4 26.8 17.8
Old : 33.0 20.9 42.6 34.1 23.3 11.4 26.8 17.8
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 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 : 935,326: 76,053 85,336 73,374 649,082 674,088 798,509 832,797: 136,816 102,528
Old : 935,326: 76,053 85,336 73,374 649,082 674,088 798,509 832,797: 136,816 102,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 20,970: 4,317 525 6,862 5,733 11,085 16,912 18,473: 4,058 2,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 9.1 7.8 69.4 72.1 85.4 89.0: 14.6 11.0
Old : 100.0: 8.1 9.1 7.8 69.4 72.1 85.4 89.0: 14.6 11.0
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 : 563: 111 115 107 242 230 407 400:
Old : 563: 111 115 107 242 230 407 400:
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 : 14.1 15.6 20.8 24.1 11.4 13.9 17.3 20.8
Old : 14.1 15.6 20.8 24.1 11.4 13.9 17.3 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 367,273: 28,264 26,504 31,410 218,231 267,377 277,905 325,291: 89,368 41,982
Old : 367,273: 28,264 26,504 31,410 218,231 267,377 277,905 325,291: 89,368 41,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 19,723: 5,361 446 2,666 5,791 15,835 13,818 18,948: 5,905 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 7.2 8.6 59.4 72.8 75.7 88.6: 24.3 11.4
Old : 100.0: 7.7 7.2 8.6 59.4 72.8 75.7 88.6: 24.3 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 : 136: 23 24 34 70 60 110 102:
Old : 136: 23 24 34 70 60 110 102:
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 : 19.1 23.2 27.8 34.2 18.0 19.3 25.9 30.3
Old : 19.1 23.2 27.8 34.2 18.0 19.3 25.9 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,840,262: 320,622 375,833 128,141 2,154,255 2,033,556 2,603,019 2,537,531: 237,243 302,731
Old : 2,840,262: 320,622 375,833 128,141 2,154,255 2,033,556 2,603,019 2,537,531: 237,243 302,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 6,235: 18,535 24,147 -2,775 -292 -23,750 15,468 -2,378: -9,232 8,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.2 4.5 75.8 71.6 91.6 89.3: 8.4 10.7
Old : 100.0: 11.3 13.2 4.5 75.8 71.6 91.6 89.3: 8.4 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 : 514: 101 105 92 214 209 361 361:
Old : 514: 101 105 92 214 209 361 361:
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 13.8 26.1 22.6 15.3 13.3 23.4 21.3
Old : 17.1 13.8 26.1 22.6 15.3 13.3 23.4 21.3
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 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 : 109,711: 13,555 5,093 241 86,683 99,131 100,479 104,465: 9,232 5,246
Old : 109,711: 13,555 5,093 241 86,683 99,131 100,479 104,465: 9,232 5,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -292: -1,247 -254 241 451 -425 -555 -438: 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 52 38 64 44:
Old : 94: 12 5 1 52 38 64 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 with Delta-adjusted Options and Futures Combined, 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 : 94,101: 23,597 5,899 5,785 55,517 77,564 84,900 89,248: 9,201 4,854
Old : 94,101: 23,597 5,899 5,785 55,517 77,564 84,900 89,248: 9,201 4,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 1,164: 129 -1,278 209 1,177 1,922 1,514 852: -350 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 6.3 6.1 59.0 82.4 90.2 94.8: 9.8 5.2
Old : 100.0: 25.1 6.3 6.1 59.0 82.4 90.2 94.8: 9.8 5.2
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 : 235: 74 25 18 78 88 162 121:
Old : 235: 74 25 18 78 88 162 121:
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 : 23.3 29.7 36.5 46.2 22.5 23.4 33.1 37.2
Old : 23.3 29.7 36.5 46.2 22.5 23.4 33.1 37.2
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 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 : 17,961: 4,193 2,203 0 9,660 14,303 13,853 16,506: 4,108 1,455
Old : 17,961: 4,193 2,203 0 9,660 14,303 13,853 16,506: 4,108 1,455
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: 23.3 12.3 0.0 53.8 79.6 77.1 91.9: 22.9 8.1
Old : 100.0: 23.3 12.3 0.0 53.8 79.6 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 74.1 85.8 61.2 69.3 74.1 85.8
Old : 61.2 69.3 74.1 85.8 61.2 69.3 74.1 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 with Delta-adjusted Options and Futures Combined, 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 : 380,700: 121,534 42,991 4,415 229,286 316,303 355,235 363,708: 25,465 16,992
Old : 380,700: 121,534 42,991 4,415 229,286 316,303 355,235 363,708: 25,465 16,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 8,607: 1,958 -7,532 955 5,024 11,199 7,936 4,622: 670 3,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 11.3 1.2 60.2 83.1 93.3 95.5: 6.7 4.5
Old : 100.0: 31.9 11.3 1.2 60.2 83.1 93.3 95.5: 6.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 75 23 16 74 85 157 116:
Old : 233: 75 23 16 74 85 157 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 32.8 40.1 47.8 27.2 32.4 39.8 46.7
Old : 27.3 32.8 40.1 47.8 27.2 32.4 39.8 46.7
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 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 : 142,765: 92,866 10,357 2,713 10,094 111,671 105,672 124,740: 37,093 18,025
Old : 142,765: 92,866 10,357 2,713 10,094 111,671 105,672 124,740: 37,093 18,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 8,969: 2,499 -2,215 936 2,692 8,410 6,128 7,132: 2,841 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 7.3 1.9 7.1 78.2 74.0 87.4: 26.0 12.6
Old : 100.0: 65.0 7.3 1.9 7.1 78.2 74.0 87.4: 26.0 12.6
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 : 80: 38 13 10 16 24 59 42:
Old : 80: 38 13 10 16 24 59 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 46.7 51.4 66.4 43.3 46.4 51.3 66.0
Old : 43.3 46.7 51.4 66.4 43.3 46.4 51.3 66.0
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 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 with Delta-adjusted Options and Futures Combined, 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