BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 5,538: 76 119 116 4,675 4,921 4,866 5,156: 671 382
Old : 5,538: 76 119 116 4,675 4,921 4,866 5,156: 671 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 164: 4 -10 22 35 150 60 161: 104 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.1 2.1 84.4 88.9 87.9 93.1: 12.1 6.9
Old : 100.0: 1.4 2.1 2.1 84.4 88.9 87.9 93.1: 12.1 6.9
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 : 25: 2 2 2 16 12 19 15:
Old : 25: 2 2 2 16 12 19 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 : 66.0 66.9 79.7 83.2 66.0 65.6 78.3 80.4
Old : 66.0 66.9 79.7 83.2 66.0 65.6 78.3 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 42,124: 5,858 3,217 9,405 21,354 20,727 36,617 33,348: 5,507 8,776
Old : 42,124: 5,858 3,217 9,405 21,354 20,727 36,617 33,348: 5,507 8,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 407: 34 222 37 156 401 227 660: 181 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.6 22.3 50.7 49.2 86.9 79.2: 13.1 20.8
Old : 100.0: 13.9 7.6 22.3 50.7 49.2 86.9 79.2: 13.1 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 19 10 22 37 33 64 57:
Old : 75: 19 10 22 37 33 64 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 28.8 48.0 42.6 33.0 27.7 44.4 37.5
Old : 34.4 28.8 48.0 42.6 33.0 27.7 44.4 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 296,600: 70,414 35,513 88,897 106,321 125,732 265,633 250,142: 30,967 46,458
Old : 185,109: 55,163 44,426 51,077 62,167 62,770 168,407 158,273: 16,701 26,836
Other: 111,491: 32,770 8,606 20,302 44,154 62,962 97,225 91,870: 14,266 19,621
: : :
: : Changes in Commitments from: June 12, 2012 :
: -37,083: 5,178 -2,542 -33,211 -8,622 -1,293 -36,655 -37,047: -428 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 12.0 30.0 35.8 42.4 89.6 84.3: 10.4 15.7
Old : 100.0: 29.8 24.0 27.6 33.6 33.9 91.0 85.5: 9.0 14.5
Other: 100.0: 29.4 7.7 18.2 39.6 56.5 87.2 82.4: 12.8 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 117 81 124 77 86 254 247:
Old : 303: 96 103 99 62 84 213 238:
Other: 186: 65 27 42 64 70 147 127:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 12.2 25.4 20.1 13.1 11.1 22.7 17.2
Old : 14.9 12.4 24.6 19.3 14.6 11.3 23.6 16.4
Other: 23.6 16.4 36.0 28.3 23.1 14.7 35.3 26.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 400,683: 105,945 49,331 101,548 159,589 188,549 367,082 339,428: 33,601 61,255
Old : 400,683: 105,945 49,331 101,548 159,589 188,549 367,082 339,428: 33,601 61,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 725: -2,955 7,204 -1,625 1,547 -3,485 -3,033 2,093: 3,758 -1,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 12.3 25.3 39.8 47.1 91.6 84.7: 8.4 15.3
Old : 100.0: 26.4 12.3 25.3 39.8 47.1 91.6 84.7: 8.4 15.3
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 : 399: 113 108 141 103 147 283 344:
Old : 399: 113 108 141 103 147 283 344:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 16.2 28.2 22.1 16.4 11.4 27.1 16.1
Old : 17.0 16.2 28.2 22.1 16.4 11.4 27.1 16.1
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 with Delta-adjusted Options and Futures Combined, June 19, 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 : 8,097: 2,695 3,184 953 2,769 2,470 6,418 6,607: 1,679 1,490
Old : 8,097: 2,695 3,184 953 2,769 2,470 6,418 6,607: 1,679 1,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -498: -634 568 -375 550 -1,021 -459 -829: -39 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 39.3 11.8 34.2 30.5 79.3 81.6: 20.7 18.4
Old : 100.0: 33.3 39.3 11.8 34.2 30.5 79.3 81.6: 20.7 18.4
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 : 72: 25 18 13 25 20 54 47:
Old : 72: 25 18 13 25 20 54 47:
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 26.9 42.9 43.0 29.6 26.7 40.0 42.6
Old : 29.6 26.9 42.9 43.0 29.6 26.7 40.0 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 44,058: 12,157 5,407 10,739 11,915 9,704 34,811 25,850: 9,247 18,207
Old : 44,058: 12,157 5,407 10,739 11,915 9,704 34,811 25,850: 9,247 18,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -2,972: -3,010 -82 -600 -149 -683 -3,758 -1,366: 787 -1,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 12.3 24.4 27.0 22.0 79.0 58.7: 21.0 41.3
Old : 100.0: 27.6 12.3 24.4 27.0 22.0 79.0 58.7: 21.0 41.3
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 : 185: 55 32 46 52 76 126 138:
Old : 185: 55 32 46 52 76 126 138:
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 : 13.5 13.8 23.5 20.9 11.8 9.0 20.9 12.6
Old : 13.5 13.8 23.5 20.9 11.8 9.0 20.9 12.6
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 with Delta-adjusted Options and Futures Combined, June 19, 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 : 9,935: 179 4,055 273 8,564 5,214 9,015 9,542: 920 393
Old : 9,935: 179 4,055 273 8,564 5,214 9,015 9,542: 920 393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 76: -4 43 -29 110 70 78 84: -1 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 40.8 2.7 86.2 52.5 90.7 96.0: 9.3 4.0
Old : 100.0: 1.8 40.8 2.7 86.2 52.5 90.7 96.0: 9.3 4.0
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 : 35: 1 13 11 15 14 26 28:
Old : 35: 1 13 11 15 14 26 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 : 74.9 62.8 83.8 82.8 74.9 62.5 81.7 80.9
Old : 74.9 62.8 83.8 82.8 74.9 62.5 81.7 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 102,540: 5,001 6,375 4,874 92,474 90,715 102,349 101,964: 191 576
Old : 102,540: 5,001 6,375 4,874 92,474 90,715 102,349 101,964: 191 576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -3,552: -1,255 575 -290 -2,016 -3,987 -3,561 -3,702: 9 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 6.2 4.8 90.2 88.5 99.8 99.4: 0.2 0.6
Old : 100.0: 4.9 6.2 4.8 90.2 88.5 99.8 99.4: 0.2 0.6
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 : 24: 3 3 2 16 15 19 20:
Old : 24: 3 3 2 16 15 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 67.9 91.1 83.9 49.0 46.6 54.2 53.5
Old : 77.3 67.9 91.1 83.9 49.0 46.6 54.2 53.5
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 with Delta-adjusted Options and Futures Combined, June 19, 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 : 143,823: 26,831 17,743 12,865 72,507 84,940 112,202 115,548: 31,620 28,275
Old : 143,823: 26,831 17,743 12,865 72,507 84,940 112,202 115,548: 31,620 28,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -2,600: -3,893 -2,433 355 2,265 1,844 -1,273 -234: -1,327 -2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 12.3 8.9 50.4 59.1 78.0 80.3: 22.0 19.7
Old : 100.0: 18.7 12.3 8.9 50.4 59.1 78.0 80.3: 22.0 19.7
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 : 87: 27 26 20 24 28 63 62:
Old : 87: 27 26 20 24 28 63 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 : 33.7 42.1 44.8 51.7 32.6 38.9 40.4 46.4
Old : 33.7 42.1 44.8 51.7 32.6 38.9 40.4 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 56,853: 24,108 31,115 0 24,576 2,270 48,684 33,385: 8,168 23,468
Old : 56,853: 24,108 31,115 0 24,576 2,270 48,684 33,385: 8,168 23,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -36,174: 18,888 -7,334 -18,496 -36,336 -5,583 -35,944 -31,413: -230 -4,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 54.7 0.0 43.2 4.0 85.6 58.7: 14.4 41.3
Old : 100.0: 42.4 54.7 0.0 43.2 4.0 85.6 58.7: 14.4 41.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 15 0 10 6 17 21:
Old : 34: 7 15 0 10 6 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 : 69.9 36.3 78.6 47.0 69.9 36.3 78.0 47.0
Old : 69.9 36.3 78.6 47.0 69.9 36.3 78.0 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 109,795: 22,801 37,475 594 83,913 64,829 107,308 102,898: 2,487 6,897
Old : 109,795: 22,801 37,475 594 83,913 64,829 107,308 102,898: 2,487 6,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -88,821: 3,375 -3,955 -9,782 -82,241 -74,238 -88,648 -87,975: -173 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 34.1 0.5 76.4 59.0 97.7 93.7: 2.3 6.3
Old : 100.0: 20.8 34.1 0.5 76.4 59.0 97.7 93.7: 2.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 20 42 4 17 23 38 68:
Old : 97: 20 42 4 17 23 38 68:
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 : 77.9 32.3 89.6 49.3 77.3 32.3 88.2 49.3
Old : 77.9 32.3 89.6 49.3 77.3 32.3 88.2 49.3
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, June 19, 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 : 128,788: 32,567 49,003 4,092 74,001 45,370 110,660 98,466: 18,128 30,322
Old : 128,788: 32,567 49,003 4,092 74,001 45,370 110,660 98,466: 18,128 30,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -57,477: 4,287 -2,090 -1,656 -60,649 -51,213 -58,019 -54,960: 542 -2,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 38.0 3.2 57.5 35.2 85.9 76.5: 14.1 23.5
Old : 100.0: 25.3 38.0 3.2 57.5 35.2 85.9 76.5: 14.1 23.5
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 : 86: 15 34 11 26 25 48 63:
Old : 86: 15 34 11 26 25 48 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 22.8 58.9 33.4 39.9 16.9 55.2 26.8
Old : 41.3 22.8 58.9 33.4 39.9 16.9 55.2 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 133,033: 44,809 28,936 3,901 65,127 64,984 113,837 97,820: 19,196 35,212
Old : 133,033: 44,809 28,936 3,901 65,127 64,984 113,837 97,820: 19,196 35,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -49,784: 6,771 3,683 -4,502 -51,645 -46,482 -49,376 -47,301: -408 -2,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 21.8 2.9 49.0 48.8 85.6 73.5: 14.4 26.5
Old : 100.0: 33.7 21.8 2.9 49.0 48.8 85.6 73.5: 14.4 26.5
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 : 81: 21 29 12 20 23 47 58:
Old : 81: 21 29 12 20 23 47 58:
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 : 53.0 37.8 62.1 47.6 53.0 37.7 61.6 47.4
Old : 53.0 37.8 62.1 47.6 53.0 37.7 61.6 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, June 19, 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 : 361,083: 56,047 195,686 33,673 234,982 59,061 324,701 288,419: 36,381 72,663
Old : 361,083: 56,047 195,686 33,673 234,982 59,061 324,701 288,419: 36,381 72,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -115,377: 14,826 -40,586 -34,360 -95,274 -36,270 -114,808 -111,216: -568 -4,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 54.2 9.3 65.1 16.4 89.9 79.9: 10.1 20.1
Old : 100.0: 15.5 54.2 9.3 65.1 16.4 89.9 79.9: 10.1 20.1
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 : 194: 40 85 50 46 49 122 148:
Old : 194: 40 85 50 46 49 122 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 35.3 50.6 42.8 35.2 34.7 50.4 42.2
Old : 35.3 35.3 50.6 42.8 35.2 34.7 50.4 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 21,484: 14,870 14,900 257 5,922 5,572 21,049 20,729: 435 755
Old : 21,484: 14,870 14,900 257 5,922 5,572 21,049 20,729: 435 755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 740: 330 -87 86 452 768 868 767: -128 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 69.4 1.2 27.6 25.9 98.0 96.5: 2.0 3.5
Old : 100.0: 69.2 69.4 1.2 27.6 25.9 98.0 96.5: 2.0 3.5
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 : 21: 6 5 2 8 4 15 10:
Old : 21: 6 5 2 8 4 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 : 81.8 88.6 92.9 95.4 80.8 88.6 91.8 94.3
Old : 81.8 88.6 92.9 95.4 80.8 88.6 91.8 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 12,612: 3,564 5,777 149 6,587 4,245 10,300 10,171: 2,312 2,441
Old : 12,612: 3,564 5,777 149 6,587 4,245 10,300 10,171: 2,312 2,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -14,873: -3,076 -4,748 -479 -11,808 -8,619 -15,363 -13,846: 490 -1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 45.8 1.2 52.2 33.7 81.7 80.6: 18.3 19.4
Old : 100.0: 28.3 45.8 1.2 52.2 33.7 81.7 80.6: 18.3 19.4
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 : 34: 9 15 1 4 6 14 21:
Old : 34: 9 15 1 4 6 14 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 : 56.6 45.2 75.7 60.7 56.6 45.2 75.7 60.7
Old : 56.6 45.2 75.7 60.7 56.6 45.2 75.7 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 :11,817,112: 1,015,717 681,403 4,013,402 5,917,872 6,138,529 10,946,991 10,833,334: 870,121 983,778
Old :11,817,112: 1,015,717 681,403 4,013,402 5,917,872 6,138,529 10,946,991 10,833,334: 870,121 983,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
:-2,326,535: 192,523 -111,097 -1,327,062 -1,201,436 -845,643 -2,335,976 -2,283,802: 9,441 -42,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 5.8 34.0 50.1 51.9 92.6 91.7: 7.4 8.3
Old : 100.0: 8.6 5.8 34.0 50.1 51.9 92.6 91.7: 7.4 8.3
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 : 248: 47 52 82 134 136 233 226:
Old : 248: 47 52 82 134 136 233 226:
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 : 18.7 22.5 31.1 34.8 11.8 13.8 18.8 17.3
Old : 18.7 22.5 31.1 34.8 11.8 13.8 18.8 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 877,801: 62,171 87,637 58,258 606,942 602,478 727,372 748,373: 150,429 129,428
Old : 877,801: 62,171 87,637 58,258 606,942 602,478 727,372 748,373: 150,429 129,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -327,903: -3,694 -12,455 -36,202 -243,973 -239,079 -283,870 -287,736: -44,034 -40,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 10.0 6.6 69.1 68.6 82.9 85.3: 17.1 14.7
Old : 100.0: 7.1 10.0 6.6 69.1 68.6 82.9 85.3: 17.1 14.7
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 : 563: 98 111 97 245 252 400 405:
Old : 563: 98 111 97 245 252 400 405:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 11.1 21.2 20.1 12.1 10.0 18.9 18.6
Old : 13.7 11.1 21.2 20.1 12.1 10.0 18.9 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 297,900: 6,808 8,121 30,684 189,051 181,857 226,543 220,662: 71,356 77,238
Old : 297,900: 6,808 8,121 30,684 189,051 181,857 226,543 220,662: 71,356 77,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -134,493: -7,811 -1,083 -12,737 -102,238 -84,085 -122,786 -97,905: -11,707 -36,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.7 10.3 63.5 61.0 76.0 74.1: 24.0 25.9
Old : 100.0: 2.3 2.7 10.3 63.5 61.0 76.0 74.1: 24.0 25.9
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 : 112: 13 15 26 69 56 98 83:
Old : 112: 13 15 26 69 56 98 83:
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 : 20.5 17.8 30.9 29.5 18.4 15.9 25.4 24.0
Old : 20.5 17.8 30.9 29.5 18.4 15.9 25.4 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 2,899,508: 286,562 407,326 128,126 2,089,454 2,103,106 2,504,143 2,638,558: 395,365 260,950
Old : 2,899,508: 286,562 407,326 128,126 2,089,454 2,103,106 2,504,143 2,638,558: 395,365 260,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -967,052: -20,213 -97,656 -76,532 -708,676 -774,971 -805,421 -949,159: -161,631 -17,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 14.0 4.4 72.1 72.5 86.4 91.0: 13.6 9.0
Old : 100.0: 9.9 14.0 4.4 72.1 72.5 86.4 91.0: 13.6 9.0
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 : 522: 92 105 86 216 232 357 374:
Old : 522: 92 105 86 216 232 357 374:
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 14.5 26.8 23.1 16.0 14.0 23.7 21.7
Old : 17.1 14.5 26.8 23.1 16.0 14.0 23.7 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 95,425: 9,645 5,249 234 77,180 86,002 87,059 91,485: 8,366 3,940
Old : 95,425: 9,645 5,249 234 77,180 86,002 87,059 91,485: 8,366 3,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -19,248: 1,278 -1,813 52 -20,765 -17,443 -19,435 -19,204: 187 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.5 0.2 80.9 90.1 91.2 95.9: 8.8 4.1
Old : 100.0: 10.1 5.5 0.2 80.9 90.1 91.2 95.9: 8.8 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 : 88: 7 6 3 54 32 63 39:
Old : 88: 7 6 3 54 32 63 39:
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 : 30.3 49.7 44.3 69.3 30.3 49.7 44.2 69.3
Old : 30.3 49.7 44.3 69.3 30.3 49.7 44.2 69.3
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, June 19, 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 : 67,168: 15,702 4,775 412 45,341 58,961 61,455 64,148: 5,712 3,019
Old : 67,168: 15,702 4,775 412 45,341 58,961 61,455 64,148: 5,712 3,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -49,995: 1,769 -5,911 -4,946 -40,045 -33,586 -43,222 -44,444: -6,773 -5,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 7.1 0.6 67.5 87.8 91.5 95.5: 8.5 4.5
Old : 100.0: 23.4 7.1 0.6 67.5 87.8 91.5 95.5: 8.5 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 : 204: 58 24 13 59 86 123 117:
Old : 204: 58 24 13 59 86 123 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 30.9 51.9 47.0 39.7 30.9 51.9 47.0
Old : 39.7 30.9 51.9 47.0 39.7 30.9 51.9 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 335,838: 78,511 23,874 2,062 226,704 294,805 307,277 320,741: 28,560 15,097
Old : 335,838: 78,511 23,874 2,062 226,704 294,805 307,277 320,741: 28,560 15,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -134,998: 2,228 -32,649 -8,668 -113,729 -70,172 -120,168 -111,488: -14,830 -23,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 7.1 0.6 67.5 87.8 91.5 95.5: 8.5 4.5
Old : 100.0: 23.4 7.1 0.6 67.5 87.8 91.5 95.5: 8.5 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 : 204: 58 24 13 59 86 123 117:
Old : 204: 58 24 13 59 86 123 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 30.9 51.9 47.0 39.7 30.9 51.9 47.0
Old : 39.7 30.9 51.9 47.0 39.7 30.9 51.9 47.0
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 with Delta-adjusted Options and Futures Combined, June 19, 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 : 142,279: 41,751 43,816 4,790 78,979 66,708 125,520 115,313: 16,759 26,966
Old : 142,279: 41,751 43,816 4,790 78,979 66,708 125,520 115,313: 16,759 26,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -63,363: 20,639 -22,545 -12,556 -72,518 -24,961 -64,435 -60,062: 1,073 -3,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 30.8 3.4 55.5 46.9 88.2 81.0: 11.8 19.0
Old : 100.0: 29.3 30.8 3.4 55.5 46.9 88.2 81.0: 11.8 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 23 28 13 23 24 53 58:
Old : 83: 23 28 13 23 24 53 58:
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 : 38.8 47.4 57.3 58.0 38.4 47.0 56.0 57.5
Old : 38.8 47.4 57.3 58.0 38.4 47.0 56.0 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 28,364: 3,247 10,576 0 18,108 5,085 21,355 15,661: 7,009 12,703
Old : 28,364: 3,247 10,576 0 18,108 5,085 21,355 15,661: 7,009 12,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 560: 610 -53 0 -96 14 514 -39: 46 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 37.3 0.0 63.8 17.9 75.3 55.2: 24.7 44.8
Old : 100.0: 11.4 37.3 0.0 63.8 17.9 75.3 55.2: 24.7 44.8
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 : 34: 7 6 0 18 5 25 11:
Old : 34: 7 6 0 18 5 25 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 45.1 55.4 52.1 41.6 45.1 55.4 52.1
Old : 41.6 45.1 55.4 52.1 41.6 45.1 55.4 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 39,398: 10,985 7,593 429 23,593 12,413 35,007 20,435: 4,391 18,963
Old : 39,398: 10,985 7,593 429 23,593 12,413 35,007 20,435: 4,391 18,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 1,699: 79 -689 245 1,674 4,554 1,998 4,110: -299 -2,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 19.3 1.1 59.9 31.5 88.9 51.9: 11.1 48.1
Old : 100.0: 27.9 19.3 1.1 59.9 31.5 88.9 51.9: 11.1 48.1
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 : 51: 12 7 1 22 16 34 24:
Old : 51: 12 7 1 22 16 34 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 33.0 49.0 39.7 32.0 28.7 46.0 35.3
Old : 33.2 33.0 49.0 39.7 32.0 28.7 46.0 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2012