BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 5,617: 65 122 122 4,745 4,986 4,932 5,230: 685 387
Old : 5,617: 65 122 122 4,745 4,986 4,932 5,230: 685 387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 79: -11 3 6 70 65 65 74: 14 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.2 2.2 84.5 88.8 87.8 93.1: 12.2 6.9
Old : 100.0: 1.2 2.2 2.2 84.5 88.8 87.8 93.1: 12.2 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 13 19 16:
Old : 25: 2 2 2 16 13 19 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 : 65.7 66.6 79.5 83.1 65.7 64.9 78.0 80.1
Old : 65.7 66.6 79.5 83.1 65.7 64.9 78.0 80.1
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 with Delta-adjusted Options and Futures Combined, June 26, 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 : 43,746: 5,556 3,269 9,990 22,254 21,706 37,800 34,965: 5,946 8,781
Old : 43,746: 5,556 3,269 9,990 22,254 21,706 37,800 34,965: 5,946 8,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 1,622: -303 52 585 900 979 1,183 1,617: 439 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 7.5 22.8 50.9 49.6 86.4 79.9: 13.6 20.1
Old : 100.0: 12.7 7.5 22.8 50.9 49.6 86.4 79.9: 13.6 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 : 78: 18 12 21 39 34 66 58:
Old : 78: 18 12 21 39 34 66 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 : 33.6 28.5 46.9 42.8 32.1 27.2 43.2 37.4
Old : 33.6 28.5 46.9 42.8 32.1 27.2 43.2 37.4
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 26, 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 : 301,467: 68,077 33,722 91,989 109,473 126,668 269,540 252,379: 31,927 49,088
Old : 187,852: 53,791 41,833 54,602 61,393 62,947 169,786 159,382: 18,066 28,469
Other: 113,615: 31,335 8,937 20,338 48,081 63,721 99,753 92,997: 13,862 20,619
: : :
: : Changes in Commitments from: June 19, 2012 :
: 4,867: -2,337 -1,791 3,092 3,152 936 3,907 2,236: 960 2,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 11.2 30.5 36.3 42.0 89.4 83.7: 10.6 16.3
Old : 100.0: 28.6 22.3 29.1 32.7 33.5 90.4 84.8: 9.6 15.2
Other: 100.0: 27.6 7.9 17.9 42.3 56.1 87.8 81.9: 12.2 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 109 88 123 79 84 254 247:
Old : 307: 94 106 102 62 82 218 237:
Other: 180: 58 28 38 65 70 140 124:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 12.4 24.6 20.5 12.9 10.9 22.4 17.0
Old : 13.6 11.8 22.8 19.1 13.6 10.5 22.3 15.4
Other: 21.6 16.5 34.8 29.1 21.3 14.7 34.2 26.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 408,126: 103,915 54,710 110,387 160,623 185,251 374,925 350,349: 33,201 57,778
Old : 408,126: 103,915 54,710 110,387 160,623 185,251 374,925 350,349: 33,201 57,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 7,444: -2,030 5,379 8,839 1,034 -3,298 7,843 10,920: -400 -3,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 13.4 27.0 39.4 45.4 91.9 85.8: 8.1 14.2
Old : 100.0: 25.5 13.4 27.0 39.4 45.4 91.9 85.8: 8.1 14.2
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 : 405: 124 100 143 104 148 286 348:
Old : 405: 124 100 143 104 148 286 348:
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 : 16.7 16.2 27.8 22.1 16.3 10.9 26.7 15.5
Old : 16.7 16.2 27.8 22.1 16.3 10.9 26.7 15.5
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 26, 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 : 7,680: 2,611 3,295 939 2,679 1,866 6,229 6,100: 1,451 1,580
Old : 7,680: 2,611 3,295 939 2,679 1,866 6,229 6,100: 1,451 1,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -417: -84 111 -15 -90 -604 -189 -507: -228 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 42.9 12.2 34.9 24.3 81.1 79.4: 18.9 20.6
Old : 100.0: 34.0 42.9 12.2 34.9 24.3 81.1 79.4: 18.9 20.6
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 : 76: 24 22 13 24 23 55 52:
Old : 76: 24 22 13 24 23 55 52:
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 : 31.2 22.9 42.6 37.6 31.2 22.6 41.1 37.4
Old : 31.2 22.9 42.6 37.6 31.2 22.6 41.1 37.4
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 26, 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 : 45,219: 10,349 6,877 11,278 13,309 8,498 34,936 26,654: 10,283 18,565
Old : 45,219: 10,349 6,877 11,278 13,309 8,498 34,936 26,654: 10,283 18,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 1,162: -1,807 1,470 539 1,394 -1,206 126 803: 1,036 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.2 24.9 29.4 18.8 77.3 58.9: 22.7 41.1
Old : 100.0: 22.9 15.2 24.9 29.4 18.8 77.3 58.9: 22.7 41.1
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 : 186: 42 42 45 64 71 127 143:
Old : 186: 42 42 45 64 71 127 143:
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 11.2 23.9 17.4 11.3 7.2 19.7 10.5
Old : 13.5 11.2 23.9 17.4 11.3 7.2 19.7 10.5
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 26, 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 : 10,011: 177 4,006 319 8,602 5,382 9,098 9,707: 913 303
Old : 10,011: 177 4,006 319 8,602 5,382 9,098 9,707: 913 303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 76: -2 -48 46 38 168 83 165: -7 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 40.0 3.2 85.9 53.8 90.9 97.0: 9.1 3.0
Old : 100.0: 1.8 40.0 3.2 85.9 53.8 90.9 97.0: 9.1 3.0
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 : 36: 2 12 10 16 15 26 29:
Old : 36: 2 12 10 16 15 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 62.1 83.2 82.2 74.4 61.9 81.3 80.1
Old : 74.4 62.1 83.2 82.2 74.4 61.9 81.3 80.1
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 with Delta-adjusted Options and Futures Combined, June 26, 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 : 103,611: 4,612 6,139 4,874 93,918 91,755 103,404 102,768: 207 843
Old : 103,611: 4,612 6,139 4,874 93,918 91,755 103,404 102,768: 207 843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 1,071: -389 -236 0 1,444 1,040 1,055 804: 16 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.9 4.7 90.6 88.6 99.8 99.2: 0.2 0.8
Old : 100.0: 4.5 5.9 4.7 90.6 88.6 99.8 99.2: 0.2 0.8
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 : 23: 3 2 2 15 16 18 20:
Old : 23: 3 2 2 15 16 18 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 : 76.4 66.7 90.1 82.6 47.9 45.3 53.8 52.3
Old : 76.4 66.7 90.1 82.6 47.9 45.3 53.8 52.3
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 26, 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 : 108,277: 26,852 16,773 7,285 44,275 53,066 78,412 77,124: 29,865 31,154
Old : 108,277: 26,852 16,773 7,285 44,275 53,066 78,412 77,124: 29,865 31,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -35,545: 21 -970 -5,579 -28,232 -31,874 -33,790 -38,424: -1,755 2,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 15.5 6.7 40.9 49.0 72.4 71.2: 27.6 28.8
Old : 100.0: 24.8 15.5 6.7 40.9 49.0 72.4 71.2: 27.6 28.8
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: 24 26 19 17 20 51 55:
Old : 75: 24 26 19 17 20 51 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 37.9 42.6 44.7 28.8 35.0 38.6 40.0
Old : 30.9 37.9 42.6 44.7 28.8 35.0 38.6 40.0
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 26, 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 : 53,564: 4,651 28,389 247 40,666 2,417 45,564 31,052: 8,000 22,512
Old : 53,564: 4,651 28,389 247 40,666 2,417 45,564 31,052: 8,000 22,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -3,288: -19,457 -2,726 247 16,090 147 -3,121 -2,333: -168 -956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 53.0 0.5 75.9 4.5 85.1 58.0: 14.9 42.0
Old : 100.0: 8.7 53.0 0.5 75.9 4.5 85.1 58.0: 14.9 42.0
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: 7 15 1 11 7 18 23:
Old : 35: 7 15 1 11 7 18 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 : 68.8 34.0 77.2 45.7 68.8 34.0 76.4 45.7
Old : 68.8 34.0 77.2 45.7 68.8 34.0 76.4 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 121,524: 32,190 39,837 617 85,932 74,997 118,739 115,451: 2,785 6,073
Old : 121,524: 32,190 39,837 617 85,932 74,997 118,739 115,451: 2,785 6,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 11,729: 9,389 2,362 23 2,019 10,168 11,431 12,553: 298 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 32.8 0.5 70.7 61.7 97.7 95.0: 2.3 5.0
Old : 100.0: 26.5 32.8 0.5 70.7 61.7 97.7 95.0: 2.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 26 44 5 14 23 41 71:
Old : 104: 26 44 5 14 23 41 71:
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 : 71.9 32.3 87.6 53.7 71.9 32.3 86.3 53.7
Old : 71.9 32.3 87.6 53.7 71.9 32.3 86.3 53.7
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 26, 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 : 121,666: 35,626 35,580 4,018 64,642 52,132 104,285 91,730: 17,381 29,936
Old : 121,666: 35,626 35,580 4,018 64,642 52,132 104,285 91,730: 17,381 29,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -7,122: 3,059 -13,423 -74 -9,359 6,762 -6,375 -6,736: -747 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 29.2 3.3 53.1 42.8 85.7 75.4: 14.3 24.6
Old : 100.0: 29.3 29.2 3.3 53.1 42.8 85.7 75.4: 14.3 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 19 32 15 24 25 51 64:
Old : 88: 19 32 15 24 25 51 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 24.4 61.1 34.7 41.8 18.2 55.8 27.9
Old : 43.4 24.4 61.1 34.7 41.8 18.2 55.8 27.9
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 26, 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 : 133,489: 43,792 38,195 5,113 69,626 50,140 118,531 93,448: 14,958 40,041
Old : 133,489: 43,792 38,195 5,113 69,626 50,140 118,531 93,448: 14,958 40,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 456: -1,017 9,260 1,212 4,499 -14,844 4,694 -4,372: -4,238 4,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 28.6 3.8 52.2 37.6 88.8 70.0: 11.2 30.0
Old : 100.0: 32.8 28.6 3.8 52.2 37.6 88.8 70.0: 11.2 30.0
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 : 89: 21 38 18 21 21 53 66:
Old : 89: 21 38 18 21 21 53 66:
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 : 51.0 33.5 62.0 42.6 50.9 33.3 61.4 42.4
Old : 51.0 33.5 62.0 42.6 50.9 33.3 61.4 42.4
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 26, 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 : 371,622: 38,715 199,084 36,385 258,340 59,786 333,440 295,254: 38,182 76,368
Old : 371,622: 38,715 199,084 36,385 258,340 59,786 333,440 295,254: 38,182 76,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 10,539: -17,332 3,398 2,712 23,358 725 8,739 6,835: 1,800 3,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 53.6 9.8 69.5 16.1 89.7 79.5: 10.3 20.5
Old : 100.0: 10.4 53.6 9.8 69.5 16.1 89.7 79.5: 10.3 20.5
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 : 214: 45 95 53 50 50 129 164:
Old : 214: 45 95 53 50 50 129 164:
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 : 36.8 31.3 51.5 38.6 36.6 30.7 50.7 37.7
Old : 36.8 31.3 51.5 38.6 36.6 30.7 50.7 37.7
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 26, 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 : 19,125: 14,920 14,896 343 3,516 3,121 18,779 18,360: 346 765
Old : 19,125: 14,920 14,896 343 3,516 3,121 18,779 18,360: 346 765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -2,359: 50 -4 86 -2,406 -2,451 -2,270 -2,369: -89 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 77.9 1.8 18.4 16.3 98.2 96.0: 1.8 4.0
Old : 100.0: 78.0 77.9 1.8 18.4 16.3 98.2 96.0: 1.8 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 : 20: 6 5 3 7 4 15 10:
Old : 20: 6 5 3 7 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 : 86.0 87.4 93.5 94.7 85.1 87.0 92.6 93.1
Old : 86.0 87.4 93.5 94.7 85.1 87.0 92.6 93.1
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 26, 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 : 16,601: 6,108 5,532 149 7,651 8,737 13,908 14,418: 2,693 2,183
Old : 16,601: 6,108 5,532 149 7,651 8,737 13,908 14,418: 2,693 2,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 3,989: 2,544 -245 0 1,064 4,492 3,608 4,247: 381 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 33.3 0.9 46.1 52.6 83.8 86.9: 16.2 13.1
Old : 100.0: 36.8 33.3 0.9 46.1 52.6 83.8 86.9: 16.2 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 10 18 1 6 7 17 25:
Old : 41: 10 18 1 6 7 17 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 50.1 74.6 69.0 54.3 50.1 74.6 69.0
Old : 54.3 50.1 74.6 69.0 54.3 50.1 74.6 69.0
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 with Delta-adjusted Options and Futures Combined, June 26, 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 :11,613,732: 1,132,598 544,481 3,876,192 5,742,478 6,223,990 10,751,268 10,644,664: 862,464 969,068
Old :11,613,732: 1,132,598 544,481 3,876,192 5,742,478 6,223,990 10,751,268 10,644,664: 862,464 969,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -203,380: 116,882 -136,922 -137,210 -175,395 85,461 -195,723 -188,670: -7,657 -14,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 4.7 33.4 49.4 53.6 92.6 91.7: 7.4 8.3
Old : 100.0: 9.8 4.7 33.4 49.4 53.6 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 : 251: 58 45 82 135 136 236 226:
Old : 251: 58 45 82 135 136 236 226:
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 : 18.9 21.5 30.0 33.4 11.3 13.1 18.5 16.7
Old : 18.9 21.5 30.0 33.4 11.3 13.1 18.5 16.7
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 with Delta-adjusted Options and Futures Combined, June 26, 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 : 917,701: 73,787 91,757 62,929 628,161 634,374 764,877 789,060: 152,824 128,641
Old : 917,701: 73,787 91,757 62,929 628,161 634,374 764,877 789,060: 152,824 128,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 39,900: 11,616 4,120 4,671 21,219 31,896 37,506 40,687: 2,394 -786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 10.0 6.9 68.4 69.1 83.3 86.0: 16.7 14.0
Old : 100.0: 8.0 10.0 6.9 68.4 69.1 83.3 86.0: 16.7 14.0
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 : 579: 106 126 106 237 251 411 417:
Old : 579: 106 126 106 237 251 411 417:
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 : 13.3 11.2 20.5 19.7 11.7 9.9 18.3 18.1
Old : 13.3 11.2 20.5 19.7 11.7 9.9 18.3 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 304,280: 6,595 9,244 31,419 196,769 185,277 234,783 225,940: 69,497 78,339
Old : 304,280: 6,595 9,244 31,419 196,769 185,277 234,783 225,940: 69,497 78,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 6,380: -213 1,123 734 7,718 3,421 8,239 5,278: -1,860 1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.0 10.3 64.7 60.9 77.2 74.3: 22.8 25.7
Old : 100.0: 2.2 3.0 10.3 64.7 60.9 77.2 74.3: 22.8 25.7
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 : 115: 15 15 27 70 58 100 87:
Old : 115: 15 15 27 70 58 100 87:
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 : 20.1 16.2 30.5 27.9 17.7 14.3 24.5 22.3
Old : 20.1 16.2 30.5 27.9 17.7 14.3 24.5 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 3,067,109: 358,229 434,832 135,286 2,156,958 2,245,481 2,650,474 2,815,599: 416,635 251,509
Old : 3,067,109: 358,229 434,832 135,286 2,156,958 2,245,481 2,650,474 2,815,599: 416,635 251,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 167,601: 71,667 27,506 7,160 67,504 142,375 146,331 177,042: 21,270 -9,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.2 4.4 70.3 73.2 86.4 91.8: 13.6 8.2
Old : 100.0: 11.7 14.2 4.4 70.3 73.2 86.4 91.8: 13.6 8.2
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 : 538: 102 119 94 207 228 369 381:
Old : 538: 102 119 94 207 228 369 381:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 13.9 25.6 23.7 15.2 13.1 22.7 22.3
Old : 16.4 13.9 25.6 23.7 15.2 13.1 22.7 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 98,957: 7,176 4,832 1,240 82,509 88,809 90,925 94,881: 8,032 4,076
Old : 98,957: 7,176 4,832 1,240 82,509 88,809 90,925 94,881: 8,032 4,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 3,532: -2,469 -417 1,006 5,329 2,807 3,866 3,396: -334 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 4.9 1.3 83.4 89.7 91.9 95.9: 8.1 4.1
Old : 100.0: 7.3 4.9 1.3 83.4 89.7 91.9 95.9: 8.1 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: 8 4 2 56 31 65 36:
Old : 88: 8 4 2 56 31 65 36:
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 : 29.5 49.4 43.1 69.8 29.5 49.4 42.8 69.8
Old : 29.5 49.4 43.1 69.8 29.5 49.4 42.8 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 68,969: 17,294 5,347 525 46,243 60,113 64,063 65,985: 4,906 2,984
Old : 68,969: 17,294 5,347 525 46,243 60,113 64,063 65,985: 4,906 2,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 1,801: 1,592 572 113 902 1,152 2,607 1,837: -806 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.8 0.8 67.0 87.2 92.9 95.7: 7.1 4.3
Old : 100.0: 25.1 7.8 0.8 67.0 87.2 92.9 95.7: 7.1 4.3
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 : 208: 57 26 15 62 85 126 119:
Old : 208: 57 26 15 62 85 126 119:
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 : 39.9 31.5 50.4 46.5 39.9 31.5 50.4 46.5
Old : 39.9 31.5 50.4 46.5 39.9 31.5 50.4 46.5
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 26, 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 : 344,845: 86,469 26,734 2,627 231,217 300,565 320,313 329,926: 24,532 14,919
Old : 344,845: 86,469 26,734 2,627 231,217 300,565 320,313 329,926: 24,532 14,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 9,007: 7,958 2,860 565 4,512 5,760 13,035 9,186: -4,028 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.8 0.8 67.0 87.2 92.9 95.7: 7.1 4.3
Old : 100.0: 25.1 7.8 0.8 67.0 87.2 92.9 95.7: 7.1 4.3
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 : 208: 57 26 15 62 85 126 119:
Old : 208: 57 26 15 62 85 126 119:
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 : 39.9 31.5 50.4 46.5 39.9 31.5 50.4 46.5
Old : 39.9 31.5 50.4 46.5 39.9 31.5 50.4 46.5
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 26, 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 : 134,997: 40,289 41,718 5,210 69,970 64,314 115,469 111,242: 19,528 23,755
Old : 134,997: 40,289 41,718 5,210 69,970 64,314 115,469 111,242: 19,528 23,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -7,282: -1,462 -2,097 419 -9,009 -2,394 -10,051 -4,071: 2,768 -3,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 30.9 3.9 51.8 47.6 85.5 82.4: 14.5 17.6
Old : 100.0: 29.8 30.9 3.9 51.8 47.6 85.5 82.4: 14.5 17.6
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 : 90: 23 34 15 23 25 54 66:
Old : 90: 23 34 15 23 25 54 66:
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 : 36.2 44.5 54.1 52.9 35.7 44.0 52.6 52.4
Old : 36.2 44.5 54.1 52.9 35.7 44.0 52.6 52.4
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 26, 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 : 27,409: 2,781 9,707 0 17,866 5,327 20,647 15,034: 6,762 12,375
Old : 27,409: 2,781 9,707 0 17,866 5,327 20,647 15,034: 6,762 12,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -955: -466 -869 0 -242 242 -708 -627: -247 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 35.4 0.0 65.2 19.4 75.3 54.9: 24.7 45.1
Old : 100.0: 10.1 35.4 0.0 65.2 19.4 75.3 54.9: 24.7 45.1
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 : 36: 7 7 0 18 6 25 13:
Old : 36: 7 7 0 18 6 25 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 : 43.4 43.2 55.4 50.3 43.4 43.2 55.4 50.3
Old : 43.4 43.2 55.4 50.3 43.4 43.2 55.4 50.3
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 26, 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 : 35,357: 10,608 8,438 441 20,234 13,205 31,283 22,084: 4,074 13,273
Old : 35,357: 10,608 8,438 441 20,234 13,205 31,283 22,084: 4,074 13,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -4,041: -377 845 12 -3,359 792 -3,724 1,649: -317 -5,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 23.9 1.2 57.2 37.3 88.5 62.5: 11.5 37.5
Old : 100.0: 30.0 23.9 1.2 57.2 37.3 88.5 62.5: 11.5 37.5
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 : 48: 12 8 1 19 15 31 24:
Old : 48: 12 8 1 19 15 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 38.3 51.1 47.1 32.4 37.7 49.7 46.5
Old : 33.8 38.3 51.1 47.1 32.4 37.7 49.7 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2012