BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 4,937: 11 116 138 4,065 4,371 4,214 4,625: 722 311
Old : 4,937: 11 116 138 4,065 4,371 4,214 4,625: 722 311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 116: -11 67 54 50 81 93 202: 23 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.3 2.8 82.3 88.6 85.4 93.7: 14.6 6.3
Old : 100.0: 0.2 2.3 2.8 82.3 88.6 85.4 93.7: 14.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 2 14 11 16 15:
Old : 23: 1 3 2 14 11 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 69.9 78.7 85.4 63.6 67.7 77.0 82.1
Old : 63.6 69.9 78.7 85.4 63.6 67.7 77.0 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 42,323: 5,540 2,343 9,397 20,522 22,950 35,459 34,690: 6,864 7,632
Old : 42,323: 5,540 2,343 9,397 20,522 22,950 35,459 34,690: 6,864 7,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 4,796: 977 -236 1,708 1,567 3,106 4,252 4,578: 544 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 5.5 22.2 48.5 54.2 83.8 82.0: 16.2 18.0
Old : 100.0: 13.1 5.5 22.2 48.5 54.2 83.8 82.0: 16.2 18.0
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 : 80: 23 12 20 37 33 66 59:
Old : 80: 23 12 20 37 33 66 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 : 31.0 29.2 45.9 43.2 30.8 28.6 41.4 38.7
Old : 31.0 29.2 45.9 43.2 30.8 28.6 41.4 38.7
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 17, 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 : 277,021: 70,607 30,932 82,215 97,804 122,391 250,625 235,538: 26,396 41,484
Old : 149,066: 54,443 39,329 37,045 44,161 52,826 135,648 129,199: 13,418 19,867
Other: 127,955: 36,211 11,649 25,123 53,643 69,566 114,977 106,338: 12,978 21,617
: : :
: : Changes in Commitments from: July 10, 2012 :
: -16,590: -2,141 7,385 -5,446 -5,642 -14,465 -13,229 -12,525: -3,361 -4,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 11.2 29.7 35.3 44.2 90.5 85.0: 9.5 15.0
Old : 100.0: 36.5 26.4 24.9 29.6 35.4 91.0 86.7: 9.0 13.3
Other: 100.0: 28.3 9.1 19.6 41.9 54.4 89.9 83.1: 10.1 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 105 71 101 70 83 226 213:
Old : 266: 85 86 74 51 77 182 193:
Other: 186: 64 28 48 61 70 145 133:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 16.2 26.0 24.8 14.6 15.5 24.9 22.1
Old : 16.5 15.1 27.3 23.7 16.3 14.4 26.6 21.0
Other: 21.0 18.3 34.3 29.3 20.6 16.9 32.0 27.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 398,940: 93,751 52,471 117,679 157,376 170,475 368,806 340,625: 30,135 58,316
Old : 398,940: 93,751 52,471 117,679 157,376 170,475 368,806 340,625: 30,135 58,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 6,395: -5,523 2,012 7,050 5,049 -5,620 6,575 3,442: -180 2,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 13.2 29.5 39.4 42.7 92.4 85.4: 7.6 14.6
Old : 100.0: 23.5 13.2 29.5 39.4 42.7 92.4 85.4: 7.6 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 : 390: 113 100 134 112 151 286 335:
Old : 390: 113 100 134 112 151 286 335:
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 15.3 26.9 21.0 15.3 10.4 25.6 14.7
Old : 15.8 15.3 26.9 21.0 15.3 10.4 25.6 14.7
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 17, 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 : 7,723: 3,610 2,744 919 1,891 2,721 6,420 6,384: 1,303 1,339
Old : 7,723: 3,610 2,744 919 1,891 2,721 6,420 6,384: 1,303 1,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 411: 242 26 266 -68 150 439 442: -28 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 35.5 11.9 24.5 35.2 83.1 82.7: 16.9 17.3
Old : 100.0: 46.7 35.5 11.9 24.5 35.2 83.1 82.7: 16.9 17.3
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 : 83: 35 19 13 16 24 59 49:
Old : 83: 35 19 13 16 24 59 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 : 32.4 24.3 50.8 39.7 32.4 22.3 49.2 35.9
Old : 32.4 24.3 50.8 39.7 32.4 22.3 49.2 35.9
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 17, 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 : 51,520: 8,659 7,601 16,519 16,107 7,050 41,285 31,170: 10,235 20,350
Old : 51,520: 8,659 7,601 16,519 16,107 7,050 41,285 31,170: 10,235 20,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 3,933: -1,016 -204 3,322 1,798 -471 4,104 2,647: -171 1,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 14.8 32.1 31.3 13.7 80.1 60.5: 19.9 39.5
Old : 100.0: 16.8 14.8 32.1 31.3 13.7 80.1 60.5: 19.9 39.5
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 : 191: 50 50 59 69 55 144 144:
Old : 191: 50 50 59 69 55 144 144:
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 : 13.6 11.7 23.2 18.9 9.6 4.9 16.2 8.3
Old : 13.6 11.7 23.2 18.9 9.6 4.9 16.2 8.3
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 17, 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 : 8,464: 177 2,472 378 7,076 5,279 7,631 8,129: 833 336
Old : 8,464: 177 2,472 378 7,076 5,279 7,631 8,129: 833 336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 218: 52 -124 71 64 328 187 275: 30 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 29.2 4.5 83.6 62.4 90.2 96.0: 9.8 4.0
Old : 100.0: 2.1 29.2 4.5 83.6 62.4 90.2 96.0: 9.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 7 9 12 13 21 24:
Old : 30: 4 7 9 12 13 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 61.7 81.9 80.6 75.7 61.5 80.9 79.0
Old : 75.7 61.7 81.9 80.6 75.7 61.5 80.9 79.0
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 17, 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 : 105,123: 4,294 6,482 4,874 95,737 93,042 104,905 104,398: 218 725
Old : 105,123: 4,294 6,482 4,874 95,737 93,042 104,905 104,398: 218 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -114: 0 126 0 -94 -222 -94 -96: -20 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 6.2 4.6 91.1 88.5 99.8 99.3: 0.2 0.7
Old : 100.0: 4.1 6.2 4.6 91.1 88.5 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 : 23: 2 3 2 15 15 17 20:
Old : 23: 2 3 2 15 15 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 : 76.1 64.7 90.5 81.7 49.5 45.8 56.6 53.9
Old : 76.1 64.7 90.5 81.7 49.5 45.8 56.6 53.9
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 17, 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 : 113,687: 23,115 24,728 4,453 55,209 54,802 82,776 83,982: 30,911 29,705
Old : 113,687: 23,115 24,728 4,453 55,209 54,802 82,776 83,982: 30,911 29,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 4,571: -1,461 4,743 692 5,240 -541 4,470 4,893: 100 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 21.8 3.9 48.6 48.2 72.8 73.9: 27.2 26.1
Old : 100.0: 20.3 21.8 3.9 48.6 48.2 72.8 73.9: 27.2 26.1
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 : 73: 19 24 15 23 22 52 51:
Old : 73: 19 24 15 23 22 52 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 41.1 44.9 51.0 31.7 40.5 41.8 47.7
Old : 33.5 41.1 44.9 51.0 31.7 40.5 41.8 47.7
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 17, 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 : 63,746: 6,209 29,299 0 48,292 8,453 54,501 37,752: 9,244 25,994
Old : 63,746: 6,209 29,299 0 48,292 8,453 54,501 37,752: 9,244 25,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 4,752: 394 5,900 0 4,480 -324 4,874 5,576: -122 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 46.0 0.0 75.8 13.3 85.5 59.2: 14.5 40.8
Old : 100.0: 9.7 46.0 0.0 75.8 13.3 85.5 59.2: 14.5 40.8
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 : 42: 8 19 0 11 8 19 27:
Old : 42: 8 19 0 11 8 19 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 : 70.0 29.8 77.2 39.9 70.0 29.8 76.9 39.9
Old : 70.0 29.8 77.2 39.9 70.0 29.8 76.9 39.9
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 17, 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 : 159,971: 60,772 25,783 806 94,067 129,183 155,645 155,772: 4,326 4,199
Old : 159,971: 60,772 25,783 806 94,067 129,183 155,645 155,772: 4,326 4,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 17,502: 12,205 2,438 -322 5,065 15,430 16,948 17,546: 554 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 16.1 0.5 58.8 80.8 97.3 97.4: 2.7 2.6
Old : 100.0: 38.0 16.1 0.5 58.8 80.8 97.3 97.4: 2.7 2.6
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 : 98: 37 27 7 13 23 52 56:
Old : 98: 37 27 7 13 23 52 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 51.3 82.6 71.5 59.9 51.3 81.6 71.5
Old : 59.9 51.3 82.6 71.5 59.9 51.3 81.6 71.5
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 17, 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 : 122,439: 33,565 40,902 3,433 67,646 46,010 104,644 90,345: 17,795 32,094
Old : 122,439: 33,565 40,902 3,433 67,646 46,010 104,644 90,345: 17,795 32,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -342: 479 534 514 -145 -625 848 423: -1,190 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 33.4 2.8 55.2 37.6 85.5 73.8: 14.5 26.2
Old : 100.0: 27.4 33.4 2.8 55.2 37.6 85.5 73.8: 14.5 26.2
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 : 91: 14 37 15 28 27 53 68:
Old : 91: 14 37 15 28 27 53 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 : 38.0 22.2 58.2 31.8 37.4 16.0 51.4 24.7
Old : 38.0 22.2 58.2 31.8 37.4 16.0 51.4 24.7
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 17, 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 : 129,479: 36,485 24,782 3,478 70,799 63,476 110,762 91,735: 18,717 37,743
Old : 129,479: 36,485 24,782 3,478 70,799 63,476 110,762 91,735: 18,717 37,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 6,469: 3,709 1,684 122 1,238 4,852 5,069 6,659: 1,400 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 19.1 2.7 54.7 49.0 85.5 70.8: 14.5 29.2
Old : 100.0: 28.2 19.1 2.7 54.7 49.0 85.5 70.8: 14.5 29.2
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 : 90: 21 35 14 22 25 53 64:
Old : 90: 21 35 14 22 25 53 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 34.4 61.8 44.1 51.1 34.2 61.0 44.0
Old : 51.4 34.4 61.8 44.1 51.1 34.2 61.0 44.0
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 371,186: 32,827 200,722 30,336 267,664 62,643 330,827 293,701: 40,359 77,485
Old : 371,186: 32,827 200,722 30,336 267,664 62,643 330,827 293,701: 40,359 77,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -4,001: -6,298 -5,359 -409 3,876 3,463 -2,830 -2,305: -1,171 -1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 54.1 8.2 72.1 16.9 89.1 79.1: 10.9 20.9
Old : 100.0: 8.8 54.1 8.2 72.1 16.9 89.1 79.1: 10.9 20.9
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 : 203: 36 89 42 55 52 118 156:
Old : 203: 36 89 42 55 52 118 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 28.7 52.1 36.3 38.3 28.3 51.1 35.8
Old : 38.8 28.7 52.1 36.3 38.3 28.3 51.1 35.8
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 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 16,330: 12,965 13,907 72 2,895 1,541 15,932 15,520: 398 810
Old : 16,330: 12,965 13,907 72 2,895 1,541 15,932 15,520: 398 810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -1,146: -1,604 -1,198 -3 453 -8 -1,154 -1,209: 8 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 85.2 0.4 17.7 9.4 97.6 95.0: 2.4 5.0
Old : 100.0: 79.4 85.2 0.4 17.7 9.4 97.6 95.0: 2.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 5 2 8 5 14 11:
Old : 21: 5 5 2 8 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 : 85.8 85.7 94.2 93.1 85.4 85.2 93.8 91.9
Old : 85.8 85.7 94.2 93.1 85.4 85.2 93.8 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 23,328: 10,986 4,047 134 8,749 17,052 19,869 21,233: 3,459 2,095
Old : 23,328: 10,986 4,047 134 8,749 17,052 19,869 21,233: 3,459 2,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 972: -448 -1,796 0 1,692 2,281 1,244 485: -272 487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 17.3 0.6 37.5 73.1 85.2 91.0: 14.8 9.0
Old : 100.0: 47.1 17.3 0.6 37.5 73.1 85.2 91.0: 14.8 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 : 42: 15 13 1 4 10 20 23:
Old : 42: 15 13 1 4 10 20 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 : 61.9 65.2 76.4 78.3 61.9 65.2 76.4 78.3
Old : 61.9 65.2 76.4 78.3 61.9 65.2 76.4 78.3
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 17, 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 :12,064,154: 1,271,577 491,263 4,162,168 5,649,814 6,363,511 11,083,558 11,016,942: 980,595 1,047,212
Old :12,064,154: 1,271,577 491,263 4,162,168 5,649,814 6,363,511 11,083,558 11,016,942: 980,595 1,047,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -176,386: 88,281 -29,711 -269,018 -62,035 81,492 -242,772 -217,236: 66,386 40,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 4.1 34.5 46.8 52.7 91.9 91.3: 8.1 8.7
Old : 100.0: 10.5 4.1 34.5 46.8 52.7 91.9 91.3: 8.1 8.7
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 : 252: 60 47 80 134 134 239 222:
Old : 252: 60 47 80 134 134 239 222:
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 : 19.4 22.6 30.3 35.0 11.0 13.4 17.6 16.6
Old : 19.4 22.6 30.3 35.0 11.0 13.4 17.6 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 17, 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 : 947,233: 64,972 87,481 67,021 650,897 655,344 782,889 809,846: 164,343 137,387
Old : 947,233: 64,972 87,481 67,021 650,897 655,344 782,889 809,846: 164,343 137,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 5,078: -2,044 -10,006 -1,881 4,539 12,864 614 977: 4,465 4,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 9.2 7.1 68.7 69.2 82.7 85.5: 17.3 14.5
Old : 100.0: 6.9 9.2 7.1 68.7 69.2 82.7 85.5: 17.3 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 590: 108 130 116 251 253 432 427:
Old : 590: 108 130 116 251 253 432 427:
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 : 12.5 11.1 19.8 19.7 10.8 9.5 17.5 17.4
Old : 12.5 11.1 19.8 19.7 10.8 9.5 17.5 17.4
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 17, 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 : 313,028: 8,459 7,001 27,265 203,032 192,152 238,756 226,418: 74,273 86,611
Old : 313,028: 8,459 7,001 27,265 203,032 192,152 238,756 226,418: 74,273 86,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 2,207: 199 -2,371 -1,402 2,019 2,413 816 -1,360: 1,391 3,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 2.2 8.7 64.9 61.4 76.3 72.3: 23.7 27.7
Old : 100.0: 2.7 2.2 8.7 64.9 61.4 76.3 72.3: 23.7 27.7
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 : 120: 12 22 31 73 59 107 91:
Old : 120: 12 22 31 73 59 107 91:
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 16.5 29.6 28.5 17.3 14.2 24.8 23.2
Old : 18.7 16.5 29.6 28.5 17.3 14.2 24.8 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 17, 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 : 3,171,020: 311,705 431,540 169,640 2,239,322 2,315,960 2,720,668 2,917,140: 450,353 253,880
Old : 3,171,020: 311,705 431,540 169,640 2,239,322 2,315,960 2,720,668 2,917,140: 450,353 253,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 14,355: -22,349 -49,309 8,739 12,598 52,253 -1,012 11,684: 15,367 2,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 13.6 5.3 70.6 73.0 85.8 92.0: 14.2 8.0
Old : 100.0: 9.8 13.6 5.3 70.6 73.0 85.8 92.0: 14.2 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 : 548: 103 121 101 224 234 389 394:
Old : 548: 103 121 101 224 234 389 394:
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 : 15.3 13.3 25.1 22.7 14.2 12.3 21.9 20.8
Old : 15.3 13.3 25.1 22.7 14.2 12.3 21.9 20.8
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 17, 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 : 107,750: 11,979 5,957 93 86,244 97,334 98,316 103,384: 9,433 4,365
Old : 107,750: 11,979 5,957 93 86,244 97,334 98,316 103,384: 9,433 4,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 2,610: 481 294 -876 1,756 3,121 1,361 2,539: 1,249 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 5.5 0.1 80.0 90.3 91.2 95.9: 8.8 4.1
Old : 100.0: 11.1 5.5 0.1 80.0 90.3 91.2 95.9: 8.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 12 7 1 52 36 65 43:
Old : 96: 12 7 1 52 36 65 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 45.3 45.8 64.3 30.9 45.3 45.7 64.3
Old : 30.9 45.3 45.8 64.3 30.9 45.3 45.7 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 69,332: 13,004 4,219 640 49,752 61,820 63,397 66,679: 5,935 2,653
Old : 69,332: 13,004 4,219 640 49,752 61,820 63,397 66,679: 5,935 2,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -1,841: -1,994 -1,083 -208 106 -214 -2,097 -1,505: 256 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 6.1 0.9 71.8 89.2 91.4 96.2: 8.6 3.8
Old : 100.0: 18.8 6.1 0.9 71.8 89.2 91.4 96.2: 8.6 3.8
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 : 216: 59 25 16 68 89 133 124:
Old : 216: 59 25 16 68 89 133 124:
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 : 38.9 35.8 49.4 50.2 38.9 35.8 49.4 50.2
Old : 38.9 35.8 49.4 50.2 38.9 35.8 49.4 50.2
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 17, 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 : 346,658: 65,021 21,093 3,200 248,762 309,100 316,983 333,393: 29,675 13,265
Old : 346,658: 65,021 21,093 3,200 248,762 309,100 316,983 333,393: 29,675 13,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -9,205: -9,972 -5,416 -1,041 529 -1,068 -10,484 -7,525: 1,278 -1,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 6.1 0.9 71.8 89.2 91.4 96.2: 8.6 3.8
Old : 100.0: 18.8 6.1 0.9 71.8 89.2 91.4 96.2: 8.6 3.8
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 : 216: 59 25 16 68 89 133 124:
Old : 216: 59 25 16 68 89 133 124:
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 : 38.9 35.8 49.4 50.2 38.9 35.8 49.4 50.2
Old : 38.9 35.8 49.4 50.2 38.9 35.8 49.4 50.2
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 17, 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 : 133,344: 50,612 36,946 4,123 56,342 66,109 111,077 107,178: 22,267 26,166
Old : 133,344: 50,612 36,946 4,123 56,342 66,109 111,077 107,178: 22,267 26,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 2,577: -3,922 1,534 254 3,367 352 -301 2,140: 2,878 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 27.7 3.1 42.3 49.6 83.3 80.4: 16.7 19.6
Old : 100.0: 38.0 27.7 3.1 42.3 49.6 83.3 80.4: 16.7 19.6
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 : 83: 17 34 14 21 24 48 62:
Old : 83: 17 34 14 21 24 48 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 : 42.8 42.4 57.3 52.2 42.8 41.9 56.5 51.6
Old : 42.8 42.4 57.3 52.2 42.8 41.9 56.5 51.6
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 17, 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 : 29,531: 2,607 9,829 0 20,676 5,415 23,283 15,244: 6,248 14,287
Old : 29,531: 2,607 9,829 0 20,676 5,415 23,283 15,244: 6,248 14,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -149: -6 265 0 -380 176 -386 441: 237 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 33.3 0.0 70.0 18.3 78.8 51.6: 21.2 48.4
Old : 100.0: 8.8 33.3 0.0 70.0 18.3 78.8 51.6: 21.2 48.4
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 : 35: 6 6 0 18 7 24 13:
Old : 35: 6 6 0 18 7 24 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 40.2 57.5 47.0 43.9 40.2 57.5 47.0
Old : 43.9 40.2 57.5 47.0 43.9 40.2 57.5 47.0
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 17, 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 : 44,945: 10,882 5,888 947 28,071 13,141 39,900 19,976: 5,045 24,969
Old : 44,945: 10,882 5,888 947 28,071 13,141 39,900 19,976: 5,045 24,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 3,878: 78 390 -104 3,514 1,343 3,488 1,629: 390 2,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 13.1 2.1 62.5 29.2 88.8 44.4: 11.2 55.6
Old : 100.0: 24.2 13.1 2.1 62.5 29.2 88.8 44.4: 11.2 55.6
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 : 53: 14 7 2 21 16 36 24:
Old : 53: 14 7 2 21 16 36 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 27.3 49.1 33.2 30.9 24.5 47.7 30.1
Old : 32.0 27.3 49.1 33.2 30.9 24.5 47.7 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2012