BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 4,771: 0 199 41 4,049 4,270 4,090 4,510: 681 261 Old : 4,771: 0 199 41 4,049 4,270 4,090 4,510: 681 261 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 448: 0 12 -3 319 447 316 456: 132 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.2 0.9 84.9 89.5 85.7 94.5: 14.3 5.5 Old : 100.0: 0.0 4.2 0.9 84.9 89.5 85.7 94.5: 14.3 5.5 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 : 23: 0 4 2 14 12 16 16: Old : 23: 0 4 2 14 12 16 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 : 60.6 69.0 78.2 85.0 57.1 65.3 72.9 79.1 Old : 60.6 69.0 78.2 85.0 57.1 65.3 72.9 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 27,233: 4,041 4,458 1,319 16,521 17,991 21,881 23,768: 5,352 3,465 Old : 27,233: 4,041 4,458 1,319 16,521 17,991 21,881 23,768: 5,352 3,465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 1,019: -244 266 117 1,017 678 890 1,061: 129 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 16.4 4.8 60.7 66.1 80.3 87.3: 19.7 12.7 Old : 100.0: 14.8 16.4 4.8 60.7 66.1 80.3 87.3: 19.7 12.7 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 : 74: 18 15 17 28 26 53 51: Old : 74: 18 15 17 28 26 53 51: 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 : 41.3 44.2 54.9 58.4 41.3 43.6 53.5 57.3 Old : 41.3 44.2 54.9 58.4 41.3 43.6 53.5 57.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 221,692: 68,458 44,994 44,565 87,498 100,142 200,521 189,701: 21,171 31,991 Old : 114,736: 50,457 53,433 8,559 45,945 37,884 104,961 99,876: 9,775 14,860 Other: 106,956: 43,286 16,846 10,721 41,553 62,258 95,560 89,825: 11,396 17,131 : : : : : Changes in Commitments from: July 24, 2012 : : 3,713: 3,735 65 2,425 -2,712 377 3,448 2,867: 265 846 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 20.3 20.1 39.5 45.2 90.5 85.6: 9.5 14.4 Old : 100.0: 44.0 46.6 7.5 40.0 33.0 91.5 87.0: 8.5 13.0 Other: 100.0: 40.5 15.8 10.0 38.9 58.2 89.3 84.0: 10.7 16.0 : : : :# Traders : Number of Traders in Each Category : All : 271: 87 70 88 51 73 199 194: Old : 246: 71 94 38 35 62 135 166: Other: 188: 69 35 45 44 61 130 128: :---------------------------------------------------------------------------------------------------- : 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 : 17.9 16.9 31.3 27.5 17.9 16.5 30.4 25.3 Old : 19.6 16.3 33.7 28.1 19.6 15.3 33.7 26.4 Other: 23.0 20.2 38.1 31.4 21.3 19.8 34.0 30.2 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 303,512: 94,688 77,518 51,247 132,623 128,574 278,558 257,339: 24,954 46,173 Old : 303,512: 94,688 77,518 51,247 132,623 128,574 278,558 257,339: 24,954 46,173 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 1,177: 1,927 -1,970 1,539 -3,278 2,151 188 1,720: 989 -543 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 25.5 16.9 43.7 42.4 91.8 84.8: 8.2 15.2 Old : 100.0: 31.2 25.5 16.9 43.7 42.4 91.8 84.8: 8.2 15.2 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 : 373: 103 102 126 75 138 249 311: Old : 373: 103 102 126 75 138 249 311: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.2 10.9 33.8 18.4 20.2 10.7 33.7 18.1 Old : 20.2 10.9 33.8 18.4 20.2 10.7 33.7 18.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 8,288: 3,711 3,152 749 2,029 3,151 6,489 7,052: 1,799 1,236 Old : 8,288: 3,711 3,152 749 2,029 3,151 6,489 7,052: 1,799 1,236 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -585: -285 28 -393 -108 -228 -786 -593: 201 8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.8 38.0 9.0 24.5 38.0 78.3 85.1: 21.7 14.9 Old : 100.0: 44.8 38.0 9.0 24.5 38.0 78.3 85.1: 21.7 14.9 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 : 87: 34 22 13 17 23 61 50: Old : 87: 34 22 13 17 23 61 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 : 29.8 31.4 47.0 48.3 29.8 27.6 45.8 43.6 Old : 29.8 31.4 47.0 48.3 29.8 27.6 45.8 43.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 36,765: 9,227 10,129 5,316 14,260 5,565 28,803 21,010: 7,962 15,755 Old : 36,765: 9,227 10,129 5,316 14,260 5,565 28,803 21,010: 7,962 15,755 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 908: 482 -156 592 -319 419 755 855: 153 53 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 27.6 14.5 38.8 15.1 78.3 57.1: 21.7 42.9 Old : 100.0: 25.1 27.6 14.5 38.8 15.1 78.3 57.1: 21.7 42.9 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 : 161: 32 50 45 51 43 110 118: Old : 161: 32 50 45 51 43 110 118: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.7 9.5 23.9 15.4 13.0 9.5 22.2 14.6 Old : 13.7 9.5 23.9 15.4 13.0 9.5 22.2 14.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 7,729: 172 2,501 75 6,846 4,929 7,093 7,505: 636 224 Old : 7,729: 172 2,501 75 6,846 4,929 7,093 7,505: 636 224 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 103: 2 49 -4 90 50 88 95: 15 8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 32.4 1.0 88.6 63.8 91.8 97.1: 8.2 2.9 Old : 100.0: 2.2 32.4 1.0 88.6 63.8 91.8 97.1: 8.2 2.9 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 : 29: 4 7 5 10 12 17 21: Old : 29: 4 7 5 10 12 17 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.6 67.6 88.0 85.0 81.6 67.4 87.1 83.1 Old : 81.6 67.6 88.0 85.0 81.6 67.4 87.1 83.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF RUB 2,500,000) : : : : All : 102,438: 4,294 5,562 4,885 92,998 91,515 102,177 101,962: 261 476 Old : 102,438: 4,294 5,562 4,885 92,998 91,515 102,177 101,962: 261 476 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -36: 0 -487 11 -47 582 -36 106: 0 -142 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 5.4 4.8 90.8 89.3 99.7 99.5: 0.3 0.5 Old : 100.0: 4.2 5.4 4.8 90.8 89.3 99.7 99.5: 0.3 0.5 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 : 24: 2 4 3 15 15 18 21: Old : 24: 2 4 3 15 15 18 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.5 65.0 91.6 82.5 49.5 45.7 57.3 54.5 Old : 76.5 65.0 91.6 82.5 49.5 45.7 57.3 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 101,082: 30,652 18,203 829 36,868 59,582 68,349 78,614: 32,733 22,468 Old : 101,082: 30,652 18,203 829 36,868 59,582 68,349 78,614: 32,733 22,468 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -9,980: 957 -13,924 -321 -15,978 9,258 -15,342 -4,987: 5,362 -4,993 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 18.0 0.8 36.5 58.9 67.6 77.8: 32.4 22.2 Old : 100.0: 30.3 18.0 0.8 36.5 58.9 67.6 77.8: 32.4 22.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 84: 28 21 5 22 27 53 50: Old : 84: 28 21 5 22 27 53 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 : 26.8 43.5 39.1 53.4 25.6 41.5 36.0 50.3 Old : 26.8 43.5 39.1 53.4 25.6 41.5 36.0 50.3 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 - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 59,536: 5,409 24,217 0 45,865 11,664 51,274 35,881: 8,262 23,655 Old : 59,536: 5,409 24,217 0 45,865 11,664 51,274 35,881: 8,262 23,655 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -4,839: 307 -6,830 0 -4,618 3,368 -4,311 -3,462: -528 -1,377 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 40.7 0.0 77.0 19.6 86.1 60.3: 13.9 39.7 Old : 100.0: 9.1 40.7 0.0 77.0 19.6 86.1 60.3: 13.9 39.7 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 : 40: 6 16 0 11 11 17 27: Old : 40: 6 16 0 11 11 17 27: 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 : 71.7 34.1 79.3 44.7 71.7 34.1 79.0 44.7 Old : 71.7 34.1 79.3 44.7 71.7 34.1 79.0 44.7 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 - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 170,977: 69,542 21,986 1,463 95,869 143,789 166,874 167,238: 4,103 3,739 Old : 170,977: 69,542 21,986 1,463 95,869 143,789 166,874 167,238: 4,103 3,739 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 6,380: 3,557 5,663 488 2,014 932 6,059 7,083: 321 -703 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.7 12.9 0.9 56.1 84.1 97.6 97.8: 2.4 2.2 Old : 100.0: 40.7 12.9 0.9 56.1 84.1 97.6 97.8: 2.4 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 94: 35 26 11 14 21 54 54: Old : 94: 35 26 11 14 21 54 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 : 60.2 57.2 83.9 74.5 60.2 57.2 83.0 74.5 Old : 60.2 57.2 83.9 74.5 60.2 57.2 83.0 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 110,770: 31,304 33,114 1,128 61,352 49,211 93,784 83,453: 16,986 27,317 Old : 110,770: 31,304 33,114 1,128 61,352 49,211 93,784 83,453: 16,986 27,317 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -5,373: 1,972 848 9 -8,778 -3,527 -6,797 -2,670: 1,424 -2,703 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.3 29.9 1.0 55.4 44.4 84.7 75.3: 15.3 24.7 Old : 100.0: 28.3 29.9 1.0 55.4 44.4 84.7 75.3: 15.3 24.7 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 : 89: 20 29 6 27 24 50 56: Old : 89: 20 29 6 27 24 50 56: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 26.5 56.1 37.5 34.4 19.1 47.8 29.1 Old : 38.3 26.5 56.1 37.5 34.4 19.1 47.8 29.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 144,095: 55,373 23,119 545 64,503 87,144 120,421 110,808: 23,674 33,287 Old : 144,095: 55,373 23,119 545 64,503 87,144 120,421 110,808: 23,674 33,287 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 5,062: 3,349 -3,844 132 -1,213 7,569 2,268 3,857: 2,794 1,205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.4 16.0 0.4 44.8 60.5 83.6 76.9: 16.4 23.1 Old : 100.0: 38.4 16.0 0.4 44.8 60.5 83.6 76.9: 16.4 23.1 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 : 90: 27 30 4 16 24 45 56: Old : 90: 27 30 4 16 24 45 56: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 44.7 61.0 54.3 51.2 44.7 60.6 54.3 Old : 51.2 44.7 61.0 54.3 51.2 44.7 60.6 54.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 311,436: 41,327 180,321 3,314 234,082 61,370 278,723 245,005: 32,713 66,431 Old : 311,436: 41,327 180,321 3,314 234,082 61,370 278,723 245,005: 32,713 66,431 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -13,007: 1,826 -14,246 135 -14,563 4,505 -12,602 -9,606: -405 -3,401 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 57.9 1.1 75.2 19.7 89.5 78.7: 10.5 21.3 Old : 100.0: 13.3 57.9 1.1 75.2 19.7 89.5 78.7: 10.5 21.3 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 : 199: 42 79 16 48 50 101 134: Old : 199: 42 79 16 48 50 101 134: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 29.7 55.7 38.2 44.6 29.7 54.9 38.2 Old : 45.3 29.7 55.7 38.2 44.6 29.7 54.9 38.2 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 - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 16,507: 13,053 13,939 125 2,843 1,688 16,021 15,752: 486 755 Old : 16,507: 13,053 13,939 125 2,843 1,688 16,021 15,752: 486 755 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 114: 81 8 49 -64 102 66 159: 48 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 84.4 0.8 17.2 10.2 97.1 95.4: 2.9 4.6 Old : 100.0: 79.1 84.4 0.8 17.2 10.2 97.1 95.4: 2.9 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 6 5 2 9 6 16 12: Old : 22: 6 5 2 9 6 16 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 : 84.5 85.4 92.8 93.3 83.9 85.2 92.1 91.9 Old : 84.5 85.4 92.8 93.3 83.9 85.2 92.1 91.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 24,967: 13,659 3,312 186 7,151 19,684 20,996 23,182: 3,971 1,785 Old : 24,967: 13,659 3,312 186 7,151 19,684 20,996 23,182: 3,971 1,785 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 1,761: 1,956 -612 52 -1,231 2,645 777 2,085: 984 -324 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.7 13.3 0.7 28.6 78.8 84.1 92.9: 15.9 7.1 Old : 100.0: 54.7 13.3 0.7 28.6 78.8 84.1 92.9: 15.9 7.1 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 : 47: 19 14 2 6 8 26 23: Old : 47: 19 14 2 6 8 26 23: 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 : 52.9 72.8 68.2 83.0 52.9 72.8 68.2 83.0 Old : 52.9 72.8 68.2 83.0 52.9 72.8 68.2 83.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 7,934,103: 1,454,856 669,083 1,186,271 4,433,834 5,203,329 7,074,961 7,058,683: 859,142 875,420 Old : 7,934,103: 1,454,856 669,083 1,186,271 4,433,834 5,203,329 7,074,961 7,058,683: 859,142 875,420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -2,408: 28,417 -65,263 38,969 -42,488 84,105 24,898 57,811: -27,306 -60,219 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 8.4 15.0 55.9 65.6 89.2 89.0: 10.8 11.0 Old : 100.0: 18.3 8.4 15.0 55.9 65.6 89.2 89.0: 10.8 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 : 250: 59 47 73 125 132 228 214: Old : 250: 59 47 73 125 132 228 214: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.3 25.1 35.4 36.1 16.9 19.7 26.0 24.7 Old : 22.3 25.1 35.4 36.1 16.9 19.7 26.0 24.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 781,796: 71,955 78,374 20,272 542,133 565,295 634,360 663,941: 147,436 117,855 Old : 781,796: 71,955 78,374 20,272 542,133 565,295 634,360 663,941: 147,436 117,855 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -35,676: 10,266 -6,623 -9,990 -32,909 -12,666 -32,632 -29,279: -3,044 -6,397 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 10.0 2.6 69.3 72.3 81.1 84.9: 18.9 15.1 Old : 100.0: 9.2 10.0 2.6 69.3 72.3 81.1 84.9: 18.9 15.1 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 : 545: 105 97 50 230 229 362 352: Old : 545: 105 97 50 230 229 362 352: 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 : 14.8 12.5 23.3 22.1 12.2 12.2 20.5 21.3 Old : 14.8 12.5 23.3 22.1 12.2 12.2 20.5 21.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 230,496: 8,610 6,023 4,764 148,705 148,664 162,079 159,451: 68,417 71,045 Old : 230,496: 8,610 6,023 4,764 148,705 148,664 162,079 159,451: 68,417 71,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -14,948: -2,162 -6,595 -615 -14,690 783 -17,467 -6,427: 2,519 -8,521 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 2.6 2.1 64.5 64.5 70.3 69.2: 29.7 30.8 Old : 100.0: 3.7 2.6 2.1 64.5 64.5 70.3 69.2: 29.7 30.8 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 : 101: 9 7 5 58 49 69 60: Old : 101: 9 7 5 58 49 69 60: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.5 20.3 33.6 32.3 21.4 18.8 30.7 30.9 Old : 23.5 20.3 33.6 32.3 21.4 18.8 30.7 30.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 2,756,499: 344,098 389,127 50,168 1,967,138 2,083,153 2,361,404 2,522,448: 395,095 234,051 Old : 2,756,499: 344,098 389,127 50,168 1,967,138 2,083,153 2,361,404 2,522,448: 395,095 234,051 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -103,642: 17,566 -44,716 -2,299 -91,094 -67,247 -75,827 -114,262: -27,815 10,620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 14.1 1.8 71.4 75.6 85.7 91.5: 14.3 8.5 Old : 100.0: 12.5 14.1 1.8 71.4 75.6 85.7 91.5: 14.3 8.5 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 : 519: 105 96 46 202 209 331 328: Old : 519: 105 96 46 202 209 331 328: 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 : 16.9 14.8 28.3 24.3 15.4 14.5 24.7 23.9 Old : 16.9 14.8 28.3 24.3 15.4 14.5 24.7 23.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 104,090: 9,861 2,319 0 84,590 97,511 94,451 99,830: 9,639 4,260 Old : 104,090: 9,861 2,319 0 84,590 97,511 94,451 99,830: 9,639 4,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -1,576: 490 -1,415 -789 -2,681 1,491 -2,980 -713: 1,404 -863 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 2.2 0.0 81.3 93.7 90.7 95.9: 9.3 4.1 Old : 100.0: 9.5 2.2 0.0 81.3 93.7 90.7 95.9: 9.3 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 : 86: 10 2 0 50 35 60 37: Old : 86: 10 2 0 50 35 60 37: 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 : 31.9 47.7 47.7 66.1 31.9 47.7 46.9 66.0 Old : 31.9 47.7 47.7 66.1 31.9 47.7 46.9 66.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 73,700: 20,053 4,383 73 48,003 66,359 68,129 70,816: 5,572 2,885 Old : 73,700: 20,053 4,383 73 48,003 66,359 68,129 70,816: 5,572 2,885 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : -7,309: 4,730 157 -2,984 -5,729 -2,925 -3,983 -5,751: -3,326 -1,557 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 5.9 0.1 65.1 90.0 92.4 96.1: 7.6 3.9 Old : 100.0: 27.2 5.9 0.1 65.1 90.0 92.4 96.1: 7.6 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 : 220: 70 22 8 60 83 131 112: Old : 220: 70 22 8 60 83 131 112: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.4 35.0 47.4 50.0 36.4 35.0 47.4 50.0 Old : 36.4 35.0 47.4 50.0 36.4 35.0 47.4 50.0 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 - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 368,502: 100,263 21,915 366 240,015 331,797 340,644 354,078: 27,858 14,424 Old : 368,502: 100,263 21,915 366 240,015 331,797 340,644 354,078: 27,858 14,424 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 15,896: 16,915 -3,199 -1,708 -181 24,485 15,026 19,578: 870 -3,682 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 5.9 0.1 65.1 90.0 92.4 96.1: 7.6 3.9 Old : 100.0: 27.2 5.9 0.1 65.1 90.0 92.4 96.1: 7.6 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 : 220: 70 22 8 60 83 131 112: Old : 220: 70 22 8 60 83 131 112: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.4 35.0 47.4 50.0 36.4 35.0 47.4 50.0 Old : 36.4 35.0 47.4 50.0 36.4 35.0 47.4 50.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 144,498: 79,895 42,660 373 36,723 80,453 116,991 123,486: 27,507 21,012 Old : 144,498: 79,895 42,660 373 36,723 80,453 116,991 123,486: 27,507 21,012 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 13,203: 13,155 2,363 228 -5,263 12,274 8,120 14,865: 5,083 -1,662 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 29.5 0.3 25.4 55.7 81.0 85.5: 19.0 14.5 Old : 100.0: 55.3 29.5 0.3 25.4 55.7 81.0 85.5: 19.0 14.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 98: 25 37 5 21 23 50 61: Old : 98: 25 37 5 21 23 50 61: 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 : 48.9 46.8 59.6 58.7 48.9 46.1 59.6 58.0 Old : 48.9 46.8 59.6 58.7 48.9 46.1 59.6 58.0 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 - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 31,261: 4,374 11,133 2 20,155 5,418 24,531 16,553: 6,730 14,708 Old : 31,261: 4,374 11,133 2 20,155 5,418 24,531 16,553: 6,730 14,708 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 2,226: 1,461 1,555 1 414 178 1,876 1,734: 350 492 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 35.6 0.0 64.5 17.3 78.5 53.0: 21.5 47.0 Old : 100.0: 14.0 35.6 0.0 64.5 17.3 78.5 53.0: 21.5 47.0 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 : 37: 8 5 1 19 7 27 13: Old : 37: 8 5 1 19 7 27 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.3 43.2 54.8 50.0 39.3 43.2 54.8 50.0 Old : 39.3 43.2 54.8 50.0 39.3 43.2 54.8 50.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, July 31, 2012 ------------------------------------------------------------------------------------------------------------------- : 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 : 50,766: 10,531 5,947 656 34,058 13,930 45,245 20,533: 5,521 30,233 Old : 50,766: 10,531 5,947 656 34,058 13,930 45,245 20,533: 5,521 30,233 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2012 : : 5,352: 943 -80 90 3,051 -72 4,084 -62: 1,268 5,414 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 11.7 1.3 67.1 27.4 89.1 40.4: 10.9 59.6 Old : 100.0: 20.7 11.7 1.3 67.1 27.4 89.1 40.4: 10.9 59.6 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 : 49: 11 7 2 22 15 34 23: Old : 49: 11 7 2 22 15 34 23: 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 23.0 51.4 30.6 30.7 21.3 49.1 28.4 Old : 32.4 23.0 51.4 30.6 30.7 21.3 49.1 28.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2012