BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 5,624: 64 121 121 4,770 4,996 4,954 5,237: 670 387
Old : 5,624: 64 121 121 4,770 4,996 4,954 5,237: 670 387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 7: -1 -1 -1 25 10 22 8: -15 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.2 2.1 84.8 88.8 88.1 93.1: 11.9 6.9
Old : 100.0: 1.1 2.2 2.1 84.8 88.8 88.1 93.1: 11.9 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 : 66.1 66.7 79.7 83.3 66.1 64.9 78.4 80.2
Old : 66.1 66.7 79.7 83.3 66.1 64.9 78.4 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 43,912: 5,831 3,488 9,558 22,711 22,236 38,099 35,282: 5,813 8,630
Old : 43,912: 5,831 3,488 9,558 22,711 22,236 38,099 35,282: 5,813 8,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 167: 275 219 -433 457 530 299 317: -133 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 7.9 21.8 51.7 50.6 86.8 80.3: 13.2 19.7
Old : 100.0: 13.3 7.9 21.8 51.7 50.6 86.8 80.3: 13.2 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 : 83: 19 13 21 42 36 69 62:
Old : 83: 19 13 21 42 36 69 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 28.6 46.4 42.9 32.3 27.3 43.4 38.2
Old : 33.7 28.6 46.4 42.9 32.3 27.3 43.4 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 303,708: 75,276 25,980 89,997 107,755 140,861 273,028 256,838: 30,680 46,869
Old : 180,573: 61,832 36,483 46,964 55,206 71,398 164,002 154,845: 16,571 25,728
Other: 123,135: 33,824 9,877 22,653 52,549 69,463 109,026 101,993: 14,109 21,141
: : :
: : Changes in Commitments from: June 26, 2012 :
: 2,241: 7,199 -7,742 -1,992 -1,718 14,193 3,488 4,460: -1,248 -2,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 8.6 29.6 35.5 46.4 89.9 84.6: 10.1 15.4
Old : 100.0: 34.2 20.2 26.0 30.6 39.5 90.8 85.8: 9.2 14.2
Other: 100.0: 27.5 8.0 18.4 42.7 56.4 88.5 82.8: 11.5 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 114 82 126 78 85 259 239:
Old : 297: 99 98 101 57 82 216 223:
Other: 194: 65 29 48 67 73 155 135:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 15.4 25.1 24.3 13.7 14.6 23.3 21.7
Old : 13.4 16.0 22.9 24.0 13.4 14.3 22.8 21.5
Other: 21.7 16.8 34.5 29.8 21.3 15.7 34.1 28.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 406,270: 100,551 51,653 115,611 159,836 183,340 375,998 350,605: 30,272 55,665
Old : 406,270: 100,551 51,653 115,611 159,836 183,340 375,998 350,605: 30,272 55,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,856: -3,364 -3,057 5,224 -787 -1,911 1,073 256: -2,929 -2,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 12.7 28.5 39.3 45.1 92.5 86.3: 7.5 13.7
Old : 100.0: 24.7 12.7 28.5 39.3 45.1 92.5 86.3: 7.5 13.7
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 : 406: 107 113 152 108 151 295 354:
Old : 406: 107 113 152 108 151 295 354:
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 : 16.0 15.2 27.1 21.8 15.6 10.7 25.9 15.2
Old : 16.0 15.2 27.1 21.8 15.6 10.7 25.9 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 6,902: 2,804 3,407 560 2,171 1,475 5,536 5,443: 1,366 1,459
Old : 6,902: 2,804 3,407 560 2,171 1,475 5,536 5,443: 1,366 1,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -778: 194 112 -378 -508 -391 -693 -657: -85 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 49.4 8.1 31.5 21.4 80.2 78.9: 19.8 21.1
Old : 100.0: 40.6 49.4 8.1 31.5 21.4 80.2 78.9: 19.8 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 24 21 11 18 19 48 47:
Old : 70: 24 21 11 18 19 48 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 : 36.2 26.5 51.0 43.4 36.2 26.2 49.5 42.6
Old : 36.2 26.5 51.0 43.4 36.2 26.2 49.5 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, July 3, 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 : 46,043: 9,420 7,687 11,925 14,220 7,690 35,566 27,302: 10,477 18,740
Old : 46,043: 9,420 7,687 11,925 14,220 7,690 35,566 27,302: 10,477 18,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 824: -929 810 647 911 -808 629 649: 194 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 16.7 25.9 30.9 16.7 77.2 59.3: 22.8 40.7
Old : 100.0: 20.5 16.7 25.9 30.9 16.7 77.2 59.3: 22.8 40.7
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 : 186: 34 54 49 63 67 126 148:
Old : 186: 34 54 49 63 67 126 148:
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 : 13.2 9.7 23.9 15.6 10.7 4.8 18.4 8.1
Old : 13.2 9.7 23.9 15.6 10.7 4.8 18.4 8.1
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, July 3, 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 : 9,964: 173 4,006 320 8,559 5,312 9,052 9,637: 912 327
Old : 9,964: 173 4,006 320 8,559 5,312 9,052 9,637: 912 327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -47: -4 -1 1 -43 -70 -46 -70: -1 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 40.2 3.2 85.9 53.3 90.8 96.7: 9.2 3.3
Old : 100.0: 1.7 40.2 3.2 85.9 53.3 90.8 96.7: 9.2 3.3
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 : 35: 1 13 10 15 15 25 29:
Old : 35: 1 13 10 15 15 25 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 : 76.3 62.3 84.7 81.3 76.3 62.1 81.7 79.7
Old : 76.3 62.3 84.7 81.3 76.3 62.1 81.7 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 105,739: 4,712 6,325 4,874 95,931 93,924 105,517 105,123: 222 616
Old : 105,739: 4,712 6,325 4,874 95,931 93,924 105,517 105,123: 222 616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 2,128: 100 186 0 2,013 2,169 2,113 2,355: 15 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 6.0 4.6 90.7 88.8 99.8 99.4: 0.2 0.6
Old : 100.0: 4.5 6.0 4.6 90.7 88.8 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 : 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 : 75.8 65.1 89.3 82.0 48.0 45.5 54.5 53.1
Old : 75.8 65.1 89.3 82.0 48.0 45.5 54.5 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 107,350: 21,128 12,506 8,858 46,134 54,975 76,119 76,339: 31,231 31,012
Old : 107,350: 21,128 12,506 8,858 46,134 54,975 76,119 76,339: 31,231 31,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -927: -5,724 -4,267 1,572 1,859 1,910 -2,293 -785: 1,366 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 11.6 8.3 43.0 51.2 70.9 71.1: 29.1 28.9
Old : 100.0: 19.7 11.6 8.3 43.0 51.2 70.9 71.1: 29.1 28.9
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 : 67: 21 22 19 16 20 49 49:
Old : 67: 21 22 19 16 20 49 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 39.6 43.8 46.2 30.5 36.4 39.0 41.2
Old : 32.5 39.6 43.8 46.2 30.5 36.4 39.0 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 54,548: 5,271 24,247 236 41,196 8,644 46,703 33,128: 7,845 21,421
Old : 54,548: 5,271 24,247 236 41,196 8,644 46,703 33,128: 7,845 21,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 984: 620 -4,142 -10 530 6,228 1,140 2,075: -155 -1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 44.5 0.4 75.5 15.8 85.6 60.7: 14.4 39.3
Old : 100.0: 9.7 44.5 0.4 75.5 15.8 85.6 60.7: 14.4 39.3
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 : 39: 7 16 1 13 10 20 27:
Old : 39: 7 16 1 13 10 20 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 31.4 76.8 43.9 68.9 31.4 76.3 43.9
Old : 69.1 31.4 76.8 43.9 68.9 31.4 76.3 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 132,669: 40,604 23,129 711 87,610 104,402 128,925 128,242: 3,744 4,427
Old : 132,669: 40,604 23,129 711 87,610 104,402 128,925 128,242: 3,744 4,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 11,145: 8,414 -16,708 94 1,678 29,405 10,186 12,791: 959 -1,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 17.4 0.5 66.0 78.7 97.2 96.7: 2.8 3.3
Old : 100.0: 30.6 17.4 0.5 66.0 78.7 97.2 96.7: 2.8 3.3
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 : 93: 27 33 6 14 21 43 59:
Old : 93: 27 33 6 14 21 43 59:
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 : 67.1 47.8 86.2 66.5 67.1 47.8 85.0 66.5
Old : 67.1 47.8 86.2 66.5 67.1 47.8 85.0 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 115,429: 32,524 37,198 3,677 61,460 45,585 97,661 86,460: 17,767 28,968
Old : 115,429: 32,524 37,198 3,677 61,460 45,585 97,661 86,460: 17,767 28,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -6,238: -3,101 1,618 -341 -3,182 -6,547 -6,624 -5,270: 386 -968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 32.2 3.2 53.2 39.5 84.6 74.9: 15.4 25.1
Old : 100.0: 28.2 32.2 3.2 53.2 39.5 84.6 74.9: 15.4 25.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 19 36 13 23 25 49 67:
Old : 90: 19 36 13 23 25 49 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 23.4 57.0 32.7 35.7 16.6 50.7 25.0
Old : 38.4 23.4 57.0 32.7 35.7 16.6 50.7 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 127,059: 36,994 31,683 4,722 69,440 51,941 111,156 88,346: 15,902 38,713
Old : 127,059: 36,994 31,683 4,722 69,440 51,941 111,156 88,346: 15,902 38,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -6,430: -6,798 -6,512 -391 -185 1,801 -7,375 -5,102: 945 -1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 24.9 3.7 54.7 40.9 87.5 69.5: 12.5 30.5
Old : 100.0: 29.1 24.9 3.7 54.7 40.9 87.5 69.5: 12.5 30.5
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 : 87: 23 31 17 22 23 55 61:
Old : 87: 23 31 17 22 23 55 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 34.6 60.7 44.0 50.0 34.4 60.0 43.7
Old : 50.1 34.6 60.7 44.0 50.0 34.4 60.0 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 349,916: 32,969 178,306 32,632 247,631 66,274 313,231 277,211: 36,685 72,704
Old : 349,916: 32,969 178,306 32,632 247,631 66,274 313,231 277,211: 36,685 72,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -21,706: -5,746 -20,778 -3,753 -10,710 6,489 -20,209 -18,043: -1,497 -3,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 51.0 9.3 70.8 18.9 89.5 79.2: 10.5 20.8
Old : 100.0: 9.4 51.0 9.3 70.8 18.9 89.5 79.2: 10.5 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 : 212: 40 97 53 51 53 126 168:
Old : 212: 40 97 53 51 53 126 168:
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 : 38.7 27.6 51.6 36.5 38.6 27.2 50.8 35.5
Old : 38.7 27.6 51.6 36.5 38.6 27.2 50.8 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 17,905: 14,821 14,965 65 2,711 1,970 17,597 17,000: 308 905
Old : 17,905: 14,821 14,965 65 2,711 1,970 17,597 17,000: 308 905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,220: -99 69 -278 -805 -1,151 -1,182 -1,360: -38 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 83.6 0.4 15.1 11.0 98.3 94.9: 1.7 5.1
Old : 100.0: 82.8 83.6 0.4 15.1 11.0 98.3 94.9: 1.7 5.1
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 : 20: 6 4 1 5 6 11 11:
Old : 20: 6 4 1 5 6 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.2 86.7 96.6 93.3 88.9 86.7 96.2 93.2
Old : 89.2 86.7 96.6 93.3 88.9 86.7 96.2 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 20,483: 9,862 5,542 134 7,158 12,967 17,154 18,643: 3,329 1,840
Old : 20,483: 9,862 5,542 134 7,158 12,967 17,154 18,643: 3,329 1,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 3,882: 3,754 10 -15 -493 4,230 3,246 4,225: 636 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 27.1 0.7 34.9 63.3 83.7 91.0: 16.3 9.0
Old : 100.0: 48.1 27.1 0.7 34.9 63.3 83.7 91.0: 16.3 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 : 41: 12 12 1 6 11 19 23:
Old : 41: 12 12 1 6 11 19 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 : 54.3 59.3 74.6 75.7 54.3 59.3 74.6 75.7
Old : 54.3 59.3 74.6 75.7 54.3 59.3 74.6 75.7
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, July 3, 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 :11,852,732: 1,152,917 552,732 3,974,846 5,790,561 6,286,165 10,918,324 10,813,743: 934,408 1,038,989
Old :11,852,732: 1,152,917 552,732 3,974,846 5,790,561 6,286,165 10,918,324 10,813,743: 934,408 1,038,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 239,000: 20,319 8,251 98,654 48,083 62,174 167,056 169,079: 71,944 69,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 4.7 33.5 48.9 53.0 92.1 91.2: 7.9 8.8
Old : 100.0: 9.7 4.7 33.5 48.9 53.0 92.1 91.2: 7.9 8.8
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 : 253: 59 46 83 135 135 238 227:
Old : 253: 59 46 83 135 135 238 227:
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 22.0 29.8 33.8 10.8 13.1 18.0 16.6
Old : 18.7 22.0 29.8 33.8 10.8 13.1 18.0 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 919,962: 70,241 89,681 65,097 627,215 630,821 762,553 785,599: 157,409 134,363
Old : 919,962: 70,241 89,681 65,097 627,215 630,821 762,553 785,599: 157,409 134,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 2,261: -3,546 -2,076 2,168 -946 -3,553 -2,324 -3,461: 4,586 5,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.7 7.1 68.2 68.6 82.9 85.4: 17.1 14.6
Old : 100.0: 7.6 9.7 7.1 68.2 68.6 82.9 85.4: 17.1 14.6
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 : 570: 101 126 108 246 240 416 406:
Old : 570: 101 126 108 246 240 416 406:
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 : 13.0 11.8 20.3 20.4 11.4 10.2 18.2 18.2
Old : 13.0 11.8 20.3 20.4 11.4 10.2 18.2 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 305,259: 10,371 5,065 28,620 194,588 188,373 233,579 222,057: 71,681 83,202
Old : 305,259: 10,371 5,065 28,620 194,588 188,373 233,579 222,057: 71,681 83,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 980: 3,777 -4,179 -2,799 -2,182 3,095 -1,204 -3,883: 2,184 4,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.7 9.4 63.7 61.7 76.5 72.7: 23.5 27.3
Old : 100.0: 3.4 1.7 9.4 63.7 61.7 76.5 72.7: 23.5 27.3
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 : 113: 14 15 26 70 58 100 84:
Old : 113: 14 15 26 70 58 100 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 17.5 30.1 29.3 17.5 15.2 24.4 23.2
Old : 19.6 17.5 30.1 29.3 17.5 15.2 24.4 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 3,073,517: 328,237 451,970 153,499 2,163,137 2,212,242 2,644,872 2,817,711: 428,644 255,806
Old : 3,073,517: 328,237 451,970 153,499 2,163,137 2,212,242 2,644,872 2,817,711: 428,644 255,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 6,408: -29,992 17,138 18,213 6,178 -33,240 -5,602 2,111: 12,009 4,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 14.7 5.0 70.4 72.0 86.1 91.7: 13.9 8.3
Old : 100.0: 10.7 14.7 5.0 70.4 72.0 86.1 91.7: 13.9 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 : 532: 96 120 97 219 221 376 377:
Old : 532: 96 120 97 219 221 376 377:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 13.4 25.8 23.3 15.0 12.7 22.9 21.7
Old : 15.9 13.4 25.8 23.3 15.0 12.7 22.9 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, July 3, 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 : 102,603: 11,831 6,219 101 82,879 92,832 94,811 99,152: 7,792 3,451
Old : 102,603: 11,831 6,219 101 82,879 92,832 94,811 99,152: 7,792 3,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 3,646: 4,655 1,387 -1,139 369 4,023 3,885 4,271: -240 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 6.1 0.1 80.8 90.5 92.4 96.6: 7.6 3.4
Old : 100.0: 11.5 6.1 0.1 80.8 90.5 92.4 96.6: 7.6 3.4
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 : 98: 12 6 2 55 37 68 44:
Old : 98: 12 6 2 55 37 68 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 46.2 45.1 63.8 30.7 46.1 44.9 63.8
Old : 30.7 46.2 45.1 63.8 30.7 46.1 44.9 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 72,383: 17,849 4,828 584 48,119 64,081 66,552 69,493: 5,830 2,890
Old : 72,383: 17,849 4,828 584 48,119 64,081 66,552 69,493: 5,830 2,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 3,414: 556 -519 59 1,875 3,968 2,490 3,508: 924 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 6.7 0.8 66.5 88.5 91.9 96.0: 8.1 4.0
Old : 100.0: 24.7 6.7 0.8 66.5 88.5 91.9 96.0: 8.1 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 : 216: 62 28 12 64 83 130 119:
Old : 216: 62 28 12 64 83 130 119:
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 : 36.6 33.7 47.7 48.6 36.6 33.7 47.7 48.6
Old : 36.6 33.7 47.7 48.6 36.6 33.7 47.7 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 361,914: 89,247 24,138 2,922 240,593 320,405 332,762 347,465: 29,151 14,449
Old : 361,914: 89,247 24,138 2,922 240,593 320,405 332,762 347,465: 29,151 14,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 17,069: 2,779 -2,596 294 9,377 19,840 12,450 17,538: 4,619 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 6.7 0.8 66.5 88.5 91.9 96.0: 8.1 4.0
Old : 100.0: 24.7 6.7 0.8 66.5 88.5 91.9 96.0: 8.1 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 : 216: 62 28 12 64 83 130 119:
Old : 216: 62 28 12 64 83 130 119:
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 : 36.6 33.7 47.7 48.6 36.6 33.7 47.7 48.6
Old : 36.6 33.7 47.7 48.6 36.6 33.7 47.7 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 141,258: 50,982 39,786 6,297 64,992 68,995 122,270 115,078: 18,988 26,180
Old : 141,258: 50,982 39,786 6,297 64,992 68,995 122,270 115,078: 18,988 26,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 6,261: 10,692 -1,933 1,088 -4,979 4,681 6,801 3,836: -540 2,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 28.2 4.5 46.0 48.8 86.6 81.5: 13.4 18.5
Old : 100.0: 36.1 28.2 4.5 46.0 48.8 86.6 81.5: 13.4 18.5
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: 26 29 16 22 24 56 61:
Old : 86: 26 29 16 22 24 56 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 41.8 55.4 52.5 37.7 41.2 53.5 51.9
Old : 38.2 41.8 55.4 52.5 37.7 41.2 53.5 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 28,497: 1,939 9,507 0 20,384 5,567 22,323 15,074: 6,174 13,423
Old : 28,497: 1,939 9,507 0 20,384 5,567 22,323 15,074: 6,174 13,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 1,088: -842 -200 0 2,518 240 1,676 40: -588 1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 33.4 0.0 71.5 19.5 78.3 52.9: 21.7 47.1
Old : 100.0: 6.8 33.4 0.0 71.5 19.5 78.3 52.9: 21.7 47.1
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: 5 7 0 19 7 24 14:
Old : 36: 5 7 0 19 7 24 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 39.0 57.4 47.8 42.2 39.0 57.4 47.8
Old : 42.2 39.0 57.4 47.8 42.2 39.0 57.4 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 36,247: 10,661 9,662 1,057 20,456 12,156 32,174 22,875: 4,073 13,372
Old : 36,247: 10,661 9,662 1,057 20,456 12,156 32,174 22,875: 4,073 13,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 890: 53 1,224 616 222 -1,049 891 791: -1 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 26.7 2.9 56.4 33.5 88.8 63.1: 11.2 36.9
Old : 100.0: 29.4 26.7 2.9 56.4 33.5 88.8 63.1: 11.2 36.9
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 : 54: 14 10 2 22 14 37 25:
Old : 54: 14 10 2 22 14 37 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 38.6 45.7 47.3 29.9 37.3 44.5 44.5
Old : 31.1 38.6 45.7 47.3 29.9 37.3 44.5 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 3, 2012