BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,820: 22 49 84 4,016 4,290 4,121 4,423: 699 397
Old : 4,820: 22 49 84 4,016 4,290 4,121 4,423: 699 397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -803: -42 -72 -37 -754 -706 -833 -814: 29 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.0 1.7 83.3 89.0 85.5 91.8: 14.5 8.2
Old : 100.0: 0.5 1.0 1.7 83.3 89.0 85.5 91.8: 14.5 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 : 21: 1 1 1 14 11 15 13:
Old : 21: 1 1 1 14 11 15 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 : 65.4 69.7 79.8 86.0 65.4 67.6 78.3 82.8
Old : 65.4 69.7 79.8 86.0 65.4 67.6 78.3 82.8
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 10, 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 : 37,527: 4,563 2,579 7,689 18,955 19,844 31,207 30,112: 6,320 7,415
Old : 37,527: 4,563 2,579 7,689 18,955 19,844 31,207 30,112: 6,320 7,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -6,385: -1,267 -909 -1,869 -3,756 -2,392 -6,892 -5,169: 507 -1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 6.9 20.5 50.5 52.9 83.2 80.2: 16.8 19.8
Old : 100.0: 12.2 6.9 20.5 50.5 52.9 83.2 80.2: 16.8 19.8
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 : 77: 20 12 19 37 32 63 57:
Old : 77: 20 12 19 37 32 63 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 29.6 46.7 44.3 32.4 29.2 43.6 40.6
Old : 32.7 29.6 46.7 44.3 32.4 29.2 43.6 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 293,612: 72,748 23,547 87,660 103,446 136,856 263,854 248,063: 29,758 45,549
Old : 167,021: 56,180 34,885 44,761 50,489 63,921 151,430 143,567: 15,592 23,454
Other: 126,590: 35,584 7,678 23,883 52,957 72,935 112,424 104,496: 14,166 22,094
: : :
: : Changes in Commitments from: July 3, 2012 :
: -10,096: -2,528 -2,433 -2,336 -4,309 -4,006 -9,174 -8,775: -922 -1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 8.0 29.9 35.2 46.6 89.9 84.5: 10.1 15.5
Old : 100.0: 33.6 20.9 26.8 30.2 38.3 90.7 86.0: 9.3 14.0
Other: 100.0: 28.1 6.1 18.9 41.8 57.6 88.8 82.5: 11.2 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 109 72 117 76 88 248 228:
Old : 282: 91 92 91 55 82 203 210:
Other: 189: 64 28 49 63 75 151 134:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 16.0 25.3 25.0 14.2 15.4 24.1 22.2
Old : 14.3 15.8 24.4 24.3 14.3 14.6 24.0 21.7
Other: 20.7 18.3 33.9 28.7 20.0 17.3 32.6 26.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 392,545: 99,274 50,459 110,629 152,327 176,095 362,230 337,183: 30,315 55,362
Old : 392,545: 99,274 50,459 110,629 152,327 176,095 362,230 337,183: 30,315 55,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -13,725: -1,276 -1,195 -4,982 -7,510 -7,245 -13,768 -13,422: 43 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 12.9 28.2 38.8 44.9 92.3 85.9: 7.7 14.1
Old : 100.0: 25.3 12.9 28.2 38.8 44.9 92.3 85.9: 7.7 14.1
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 : 390: 110 97 139 106 147 281 335:
Old : 390: 110 97 139 106 147 281 335:
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 : 15.8 15.5 27.0 21.8 15.1 10.8 25.7 15.4
Old : 15.8 15.5 27.0 21.8 15.1 10.8 25.7 15.4
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 10, 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 : 7,312: 3,368 2,717 654 1,960 2,571 5,981 5,942: 1,331 1,370
Old : 7,312: 3,368 2,717 654 1,960 2,571 5,981 5,942: 1,331 1,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 410: 563 -690 93 -212 1,096 445 499: -35 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 37.2 8.9 26.8 35.2 81.8 81.3: 18.2 18.7
Old : 100.0: 46.1 37.2 8.9 26.8 35.2 81.8 81.3: 18.2 18.7
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 : 77: 30 18 12 17 25 55 48:
Old : 77: 30 18 12 17 25 55 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 22.5 51.0 38.0 34.3 22.0 50.0 36.6
Old : 34.3 22.5 51.0 38.0 34.3 22.0 50.0 36.6
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 10, 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 : 47,587: 9,674 7,804 13,198 14,309 7,521 37,181 28,523: 10,406 19,064
Old : 47,587: 9,674 7,804 13,198 14,309 7,521 37,181 28,523: 10,406 19,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 1,545: 254 117 1,273 89 -169 1,615 1,221: -71 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 16.4 27.7 30.1 15.8 78.1 59.9: 21.9 40.1
Old : 100.0: 20.3 16.4 27.7 30.1 15.8 78.1 59.9: 21.9 40.1
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 : 189: 35 55 54 65 63 133 147:
Old : 189: 35 55 54 65 63 133 147:
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 : 13.1 10.1 23.5 16.3 10.0 4.9 17.3 8.4
Old : 13.1 10.1 23.5 16.3 10.0 4.9 17.3 8.4
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 10, 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 : 8,246: 126 2,596 306 7,012 4,951 7,444 7,853: 803 393
Old : 8,246: 126 2,596 306 7,012 4,951 7,444 7,853: 803 393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -1,718: -47 -1,410 -14 -1,548 -361 -1,608 -1,784: -109 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 31.5 3.7 85.0 60.0 90.3 95.2: 9.7 4.8
Old : 100.0: 1.5 31.5 3.7 85.0 60.0 90.3 95.2: 9.7 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 8 8 12 12 20 22:
Old : 28: 2 8 8 12 12 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 64.0 83.8 82.6 77.4 63.8 82.7 80.8
Old : 77.4 64.0 83.8 82.6 77.4 63.8 82.7 80.8
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 10, 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 : 105,237: 4,294 6,356 4,874 95,831 93,264 104,999 104,494: 238 743
Old : 105,237: 4,294 6,356 4,874 95,831 93,264 104,999 104,494: 238 743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -503: -418 31 0 -101 -661 -519 -630: 16 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 6.0 4.6 91.1 88.6 99.8 99.3: 0.2 0.7
Old : 100.0: 4.1 6.0 4.6 91.1 88.6 99.8 99.3: 0.2 0.7
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 : 22: 2 2 2 15 16 17 20:
Old : 22: 2 2 2 15 16 17 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 : 76.0 65.2 90.1 82.2 49.4 46.2 55.7 53.6
Old : 76.0 65.2 90.1 82.2 49.4 46.2 55.7 53.6
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 10, 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 : 109,116: 24,576 19,985 3,761 49,968 55,343 78,305 79,090: 30,811 30,027
Old : 109,116: 24,576 19,985 3,761 49,968 55,343 78,305 79,090: 30,811 30,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 1,766: 3,448 7,480 -5,097 3,835 368 2,186 2,751: -420 -985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 18.3 3.4 45.8 50.7 71.8 72.5: 28.2 27.5
Old : 100.0: 22.5 18.3 3.4 45.8 50.7 71.8 72.5: 28.2 27.5
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 : 76: 21 26 17 20 22 53 53:
Old : 76: 21 26 17 20 22 53 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 42.9 45.7 49.4 33.2 40.3 42.0 45.5
Old : 34.8 42.9 45.7 49.4 33.2 40.3 42.0 45.5
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 10, 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 : 58,994: 5,815 23,399 0 43,812 8,777 49,627 32,176: 9,366 26,817
Old : 58,994: 5,815 23,399 0 43,812 8,777 49,627 32,176: 9,366 26,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 4,445: 544 -848 -236 2,617 133 2,924 -951: 1,521 5,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 39.7 0.0 74.3 14.9 84.1 54.5: 15.9 45.5
Old : 100.0: 9.9 39.7 0.0 74.3 14.9 84.1 54.5: 15.9 45.5
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 : 37: 7 15 0 11 8 18 23:
Old : 37: 7 15 0 11 8 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 : 69.7 30.0 76.6 39.3 69.7 30.0 76.3 39.3
Old : 69.7 30.0 76.6 39.3 69.7 30.0 76.3 39.3
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 10, 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 : 142,469: 48,567 23,345 1,128 89,002 113,753 138,697 138,226: 3,772 4,243
Old : 142,469: 48,567 23,345 1,128 89,002 113,753 138,697 138,226: 3,772 4,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 9,800: 7,963 216 417 1,392 9,351 9,772 9,984: 28 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 16.4 0.8 62.5 79.8 97.4 97.0: 2.6 3.0
Old : 100.0: 34.1 16.4 0.8 62.5 79.8 97.4 97.0: 2.6 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 : 97: 34 27 8 14 24 51 57:
Old : 97: 34 27 8 14 24 51 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 50.2 86.6 70.5 64.1 50.2 85.5 70.4
Old : 64.1 50.2 86.6 70.5 64.1 50.2 85.5 70.4
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 10, 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 : 122,780: 33,086 40,368 2,918 67,791 46,635 103,795 89,922: 18,985 32,859
Old : 122,780: 33,086 40,368 2,918 67,791 46,635 103,795 89,922: 18,985 32,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 7,352: 562 3,170 -759 6,331 1,050 6,134 3,461: 1,218 3,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 32.9 2.4 55.2 38.0 84.5 73.2: 15.5 26.8
Old : 100.0: 26.9 32.9 2.4 55.2 38.0 84.5 73.2: 15.5 26.8
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 : 91: 19 33 12 27 27 50 68:
Old : 91: 19 33 12 27 27 50 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 22.1 53.3 31.3 31.1 15.8 48.9 24.2
Old : 32.8 22.1 53.3 31.3 31.1 15.8 48.9 24.2
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 10, 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 : 123,010: 32,776 23,097 3,356 69,562 58,623 105,693 85,076: 17,317 37,934
Old : 123,010: 32,776 23,097 3,356 69,562 58,623 105,693 85,076: 17,317 37,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -4,049: -4,218 -8,585 -1,367 121 6,682 -5,463 -3,270: 1,415 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 18.8 2.7 56.5 47.7 85.9 69.2: 14.1 30.8
Old : 100.0: 26.6 18.8 2.7 56.5 47.7 85.9 69.2: 14.1 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 20 30 11 22 23 48 58:
Old : 83: 20 30 11 22 23 48 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 : 51.6 33.8 62.5 44.0 51.4 33.6 61.8 43.8
Old : 51.6 33.8 62.5 44.0 51.4 33.6 61.8 43.8
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 10, 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 : 375,187: 39,125 206,080 30,745 263,788 59,180 333,657 296,005: 41,530 79,181
Old : 375,187: 39,125 206,080 30,745 263,788 59,180 333,657 296,005: 41,530 79,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 25,271: 6,156 27,775 -1,887 16,157 -7,094 20,426 18,794: 4,845 6,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 54.9 8.2 70.3 15.8 88.9 78.9: 11.1 21.1
Old : 100.0: 10.4 54.9 8.2 70.3 15.8 88.9 78.9: 11.1 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 : 203: 40 83 45 56 52 125 151:
Old : 203: 40 83 45 56 52 125 151:
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 : 38.1 29.0 50.7 36.9 37.7 28.4 50.0 36.3
Old : 38.1 29.0 50.7 36.9 37.7 28.4 50.0 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 17,476: 14,569 15,105 75 2,442 1,549 17,086 16,729: 390 747
Old : 17,476: 14,569 15,105 75 2,442 1,549 17,086 16,729: 390 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -429: -252 140 10 -269 -421 -511 -271: 82 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 86.4 0.4 14.0 8.9 97.8 95.7: 2.2 4.3
Old : 100.0: 83.4 86.4 0.4 14.0 8.9 97.8 95.7: 2.2 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 : 21: 6 5 2 7 5 14 11:
Old : 21: 6 5 2 7 5 14 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 : 87.5 86.9 95.1 94.0 87.2 86.4 94.8 93.4
Old : 87.5 86.9 95.1 94.0 87.2 86.4 94.8 93.4
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 10, 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 : 22,356: 11,434 5,843 134 7,057 14,771 18,625 20,748: 3,731 1,608
Old : 22,356: 11,434 5,843 134 7,057 14,771 18,625 20,748: 3,731 1,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 1,873: 1,572 301 0 -101 1,804 1,471 2,105: 402 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 26.1 0.6 31.6 66.1 83.3 92.8: 16.7 7.2
Old : 100.0: 51.1 26.1 0.6 31.6 66.1 83.3 92.8: 16.7 7.2
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 : 45: 12 18 1 4 11 17 29:
Old : 45: 12 18 1 4 11 17 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 : 57.9 61.6 75.1 74.6 57.9 61.6 75.1 74.6
Old : 57.9 61.6 75.1 74.6 57.9 61.6 75.1 74.6
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 10, 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 :12,240,540: 1,183,296 520,973 4,431,185 5,711,849 6,282,019 11,326,331 11,234,178: 914,209 1,006,363
Old :12,240,540: 1,183,296 520,973 4,431,185 5,711,849 6,282,019 11,326,331 11,234,178: 914,209 1,006,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 387,808: 30,379 -31,759 456,340 -78,712 -4,146 408,007 420,435: -20,198 -32,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 4.3 36.2 46.7 51.3 92.5 91.8: 7.5 8.2
Old : 100.0: 9.7 4.3 36.2 46.7 51.3 92.5 91.8: 7.5 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 : 252: 51 53 81 136 137 237 227:
Old : 252: 51 53 81 136 137 237 227:
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 : 20.2 23.3 31.3 35.6 10.6 13.2 17.6 16.0
Old : 20.2 23.3 31.3 35.6 10.6 13.2 17.6 16.0
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 10, 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 : 942,154: 67,016 97,487 68,902 646,358 642,479 782,276 808,869: 159,879 133,286
Old : 942,154: 67,016 97,487 68,902 646,358 642,479 782,276 808,869: 159,879 133,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 22,192: -3,225 7,806 3,805 19,143 11,658 19,723 23,270: 2,469 -1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 10.3 7.3 68.6 68.2 83.0 85.9: 17.0 14.1
Old : 100.0: 7.1 10.3 7.3 68.6 68.2 83.0 85.9: 17.0 14.1
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 : 581: 108 129 114 241 243 414 422:
Old : 581: 108 129 114 241 243 414 422:
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 : 12.6 11.2 19.8 19.8 10.9 9.8 17.6 17.7
Old : 12.6 11.2 19.8 19.8 10.9 9.8 17.6 17.7
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 10, 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 : 310,821: 8,260 9,372 28,667 201,013 189,738 237,940 227,777: 72,882 83,044
Old : 310,821: 8,260 9,372 28,667 201,013 189,738 237,940 227,777: 72,882 83,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 5,562: -2,111 4,308 47 6,425 1,366 4,361 5,721: 1,201 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.0 9.2 64.7 61.0 76.6 73.3: 23.4 26.7
Old : 100.0: 2.7 3.0 9.2 64.7 61.0 76.6 73.3: 23.4 26.7
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: 13 18 27 71 58 101 87:
Old : 115: 13 18 27 71 58 101 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 : 19.1 16.6 29.9 28.6 17.4 14.3 24.7 22.4
Old : 19.1 16.6 29.9 28.6 17.4 14.3 24.7 22.4
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 10, 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 : 3,156,665: 334,054 480,848 160,901 2,226,724 2,263,707 2,721,679 2,905,456: 434,986 251,209
Old : 3,156,665: 334,054 480,848 160,901 2,226,724 2,263,707 2,721,679 2,905,456: 434,986 251,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 83,148: 5,817 28,878 7,402 63,588 51,465 76,807 87,745: 6,342 -4,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 15.2 5.1 70.5 71.7 86.2 92.0: 13.8 8.0
Old : 100.0: 10.6 15.2 5.1 70.5 71.7 86.2 92.0: 13.8 8.0
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 : 541: 105 120 101 214 224 374 390:
Old : 541: 105 120 101 214 224 374 390:
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 : 15.4 13.3 25.0 22.9 14.4 12.5 22.1 21.3
Old : 15.4 13.3 25.0 22.9 14.4 12.5 22.1 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 105,140: 11,498 5,663 969 84,488 94,213 96,955 100,845: 8,184 4,294
Old : 105,140: 11,498 5,663 969 84,488 94,213 96,955 100,845: 8,184 4,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 2,537: -333 -556 868 1,610 1,381 2,145 1,693: 392 844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 5.4 0.9 80.4 89.6 92.2 95.9: 7.8 4.1
Old : 100.0: 10.9 5.4 0.9 80.4 89.6 92.2 95.9: 7.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 13 6 2 52 35 66 42:
Old : 95: 13 6 2 52 35 66 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 45.8 46.5 64.1 31.3 45.8 46.4 64.0
Old : 31.3 45.8 46.5 64.1 31.3 45.8 46.4 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 71,173: 14,999 5,302 848 49,646 62,033 65,493 68,184: 5,679 2,989
Old : 71,173: 14,999 5,302 848 49,646 62,033 65,493 68,184: 5,679 2,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -1,210: -2,851 474 264 1,528 -2,047 -1,059 -1,309: -151 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 7.4 1.2 69.8 87.2 92.0 95.8: 8.0 4.2
Old : 100.0: 21.1 7.4 1.2 69.8 87.2 92.0 95.8: 8.0 4.2
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 : 218: 63 29 17 64 85 136 122:
Old : 218: 63 29 17 64 85 136 122:
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 : 38.6 35.6 49.7 49.9 38.6 35.6 49.7 49.9
Old : 38.6 35.6 49.7 49.9 38.6 35.6 49.7 49.9
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 10, 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 : 355,863: 74,993 26,509 4,241 248,232 310,167 327,466 340,918: 28,397 14,945
Old : 355,863: 74,993 26,509 4,241 248,232 310,167 327,466 340,918: 28,397 14,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -6,051: -14,254 2,372 1,319 7,639 -10,237 -5,296 -6,547: -754 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 7.4 1.2 69.8 87.2 92.0 95.8: 8.0 4.2
Old : 100.0: 21.1 7.4 1.2 69.8 87.2 92.0 95.8: 8.0 4.2
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 : 218: 63 29 17 64 85 136 122:
Old : 218: 63 29 17 64 85 136 122:
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 : 38.6 35.6 49.7 49.9 38.6 35.6 49.7 49.9
Old : 38.6 35.6 49.7 49.9 38.6 35.6 49.7 49.9
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 10, 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 : 130,767: 54,534 35,413 3,869 52,975 65,757 111,378 105,039: 19,389 25,728
Old : 130,767: 54,534 35,413 3,869 52,975 65,757 111,378 105,039: 19,389 25,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -10,491: 3,552 -4,373 -2,428 -12,017 -3,238 -10,893 -10,039: 402 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 27.1 3.0 40.5 50.3 85.2 80.3: 14.8 19.7
Old : 100.0: 41.7 27.1 3.0 40.5 50.3 85.2 80.3: 14.8 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 : 82: 20 31 13 22 22 51 57:
Old : 82: 20 31 13 22 22 51 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 43.2 57.1 53.8 43.6 42.6 56.2 53.3
Old : 43.6 43.2 57.1 53.8 43.6 42.6 56.2 53.3
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 10, 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 : 29,680: 2,613 9,564 0 21,056 5,239 23,669 14,803: 6,011 14,877
Old : 29,680: 2,613 9,564 0 21,056 5,239 23,669 14,803: 6,011 14,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 1,183: 674 57 0 672 -328 1,346 -271: -163 1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 32.2 0.0 70.9 17.7 79.7 49.9: 20.3 50.1
Old : 100.0: 8.8 32.2 0.0 70.9 17.7 79.7 49.9: 20.3 50.1
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 : 37: 6 7 0 19 7 25 14:
Old : 37: 6 7 0 19 7 25 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 : 44.6 37.7 58.1 45.0 44.6 37.7 58.1 45.0
Old : 44.6 37.7 58.1 45.0 44.6 37.7 58.1 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 41,067: 10,804 5,498 1,051 24,557 11,798 36,412 18,347: 4,655 22,720
Old : 41,067: 10,804 5,498 1,051 24,557 11,798 36,412 18,347: 4,655 22,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 4,820: 143 -4,164 -6 4,101 -358 4,238 -4,528: 582 9,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 13.4 2.6 59.8 28.7 88.7 44.7: 11.3 55.3
Old : 100.0: 26.3 13.4 2.6 59.8 28.7 88.7 44.7: 11.3 55.3
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 : 52: 15 7 2 22 14 37 23:
Old : 52: 15 7 2 22 14 37 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 27.3 47.5 33.4 31.4 24.3 46.1 29.5
Old : 32.6 27.3 47.5 33.4 31.4 24.3 46.1 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2012