BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 5,032: 2 127 159 4,099 4,423 4,260 4,708: 773 324
Old : 5,032: 2 127 159 4,099 4,423 4,260 4,708: 773 324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 96: -9 11 21 34 51 45 83: 50 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 3.2 81.5 87.9 84.6 93.6: 15.4 6.4
Old : 100.0: 0.0 2.5 3.2 81.5 87.9 84.6 93.6: 15.4 6.4
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 : 23: 1 3 2 14 12 16 16:
Old : 23: 1 3 2 14 12 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 69.5 77.8 84.5 62.1 67.0 75.5 81.0
Old : 62.3 69.5 77.8 84.5 62.1 67.0 75.5 81.0
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 24, 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 : 44,580: 5,603 2,921 9,600 21,931 24,407 37,134 36,928: 7,446 7,652
Old : 44,580: 5,603 2,921 9,600 21,931 24,407 37,134 36,928: 7,446 7,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 2,257: 63 578 203 1,409 1,456 1,675 2,237: 582 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 6.6 21.5 49.2 54.7 83.3 82.8: 16.7 17.2
Old : 100.0: 12.6 6.6 21.5 49.2 54.7 83.3 82.8: 16.7 17.2
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 : 81: 22 13 19 38 34 66 60:
Old : 81: 22 13 19 38 34 66 60:
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 : 30.6 30.6 46.1 44.2 30.6 30.1 41.5 40.2
Old : 30.6 30.6 46.1 44.2 30.6 30.1 41.5 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 261,974: 62,491 27,677 80,392 95,824 114,879 238,708 222,948: 23,266 39,025
Old : 134,054: 45,026 39,864 30,793 47,360 45,569 123,179 116,226: 10,875 17,829
Other: 127,920: 41,430 11,779 25,634 48,464 69,310 115,529 106,723: 12,391 21,197
: : :
: : Changes in Commitments from: July 17, 2012 :
: -15,048: -8,115 -3,255 -1,822 -1,979 -7,512 -11,917 -12,589: -3,130 -2,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 10.6 30.7 36.6 43.9 91.1 85.1: 8.9 14.9
Old : 100.0: 33.6 29.7 23.0 35.3 34.0 91.9 86.7: 8.1 13.3
Other: 100.0: 32.4 9.2 20.0 37.9 54.2 90.3 83.4: 9.7 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 98 73 102 70 80 220 212:
Old : 258: 75 91 65 50 70 168 185:
Other: 195: 75 27 53 64 71 155 139:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 16.0 27.2 25.6 15.5 15.2 26.6 22.8
Old : 16.8 14.9 28.5 24.7 16.8 14.3 28.4 23.3
Other: 19.7 18.1 32.7 29.4 19.1 16.7 29.7 26.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 397,429: 93,452 57,731 122,468 154,357 161,084 370,277 341,283: 27,151 56,145
Old : 397,429: 93,452 57,731 122,468 154,357 161,084 370,277 341,283: 27,151 56,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -1,512: -299 5,261 4,789 -3,018 -9,391 1,472 658: -2,984 -2,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 14.5 30.8 38.8 40.5 93.2 85.9: 6.8 14.1
Old : 100.0: 23.5 14.5 30.8 38.8 40.5 93.2 85.9: 6.8 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 : 393: 103 115 141 107 147 285 341:
Old : 393: 103 115 141 107 147 285 341:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 14.4 28.1 20.5 16.6 10.2 26.9 14.8
Old : 17.1 14.4 28.1 20.5 16.6 10.2 26.9 14.8
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 24, 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 : 9,205: 3,999 2,966 1,423 2,156 3,537 7,578 7,926: 1,627 1,279
Old : 9,205: 3,999 2,966 1,423 2,156 3,537 7,578 7,926: 1,627 1,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 1,482: 389 222 504 265 816 1,158 1,542: 324 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 32.2 15.5 23.4 38.4 82.3 86.1: 17.7 13.9
Old : 100.0: 43.4 32.2 15.5 23.4 38.4 82.3 86.1: 17.7 13.9
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 : 93: 40 22 15 16 26 66 54:
Old : 93: 40 22 15 16 26 66 54:
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 : 30.1 27.9 49.2 43.8 28.1 22.6 42.4 35.7
Old : 30.1 27.9 49.2 43.8 28.1 22.6 42.4 35.7
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 24, 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 : 49,298: 7,793 8,014 15,334 16,154 6,331 39,281 29,679: 10,017 19,619
Old : 49,298: 7,793 8,014 15,334 16,154 6,331 39,281 29,679: 10,017 19,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -2,222: -866 414 -1,185 48 -720 -2,003 -1,491: -218 -731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 16.3 31.1 32.8 12.8 79.7 60.2: 20.3 39.8
Old : 100.0: 15.8 16.3 31.1 32.8 12.8 79.7 60.2: 20.3 39.8
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 : 176: 33 54 55 69 52 135 135:
Old : 176: 33 54 55 69 52 135 135:
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 : 14.3 12.9 24.0 20.4 10.0 5.7 17.1 9.3
Old : 14.3 12.9 24.0 20.4 10.0 5.7 17.1 9.3
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 24, 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 : 8,545: 127 2,429 463 7,115 5,286 7,705 8,177: 840 367
Old : 8,545: 127 2,429 463 7,115 5,286 7,705 8,177: 840 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 80: -50 -43 85 39 6 73 49: 7 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 28.4 5.4 83.3 61.9 90.2 95.7: 9.8 4.3
Old : 100.0: 1.5 28.4 5.4 83.3 61.9 90.2 95.7: 9.8 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 : 30: 3 8 10 11 13 21 24:
Old : 30: 3 8 10 11 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 : 75.4 60.6 81.5 79.1 75.4 60.2 79.9 77.1
Old : 75.4 60.6 81.5 79.1 75.4 60.2 79.9 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 103,916: 4,294 6,049 4,874 94,487 92,375 103,655 103,298: 261 618
Old : 103,916: 4,294 6,049 4,874 94,487 92,375 103,655 103,298: 261 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -1,207: 0 -433 0 -1,250 -667 -1,250 -1,100: 43 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 5.8 4.7 90.9 88.9 99.7 99.4: 0.3 0.6
Old : 100.0: 4.1 5.8 4.7 90.9 88.9 99.7 99.4: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 76.9 65.4 91.4 82.3 50.3 46.2 57.6 54.9
Old : 76.9 65.4 91.4 82.3 50.3 46.2 57.6 54.9
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 24, 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 : 122,423: 29,316 31,327 4,909 58,211 56,589 92,437 92,826: 29,986 29,598
Old : 122,423: 29,316 31,327 4,909 58,211 56,589 92,437 92,826: 29,986 29,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 8,736: 6,202 6,599 457 3,003 1,787 9,661 8,843: -925 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 25.6 4.0 47.5 46.2 75.5 75.8: 24.5 24.2
Old : 100.0: 23.9 25.6 4.0 47.5 46.2 75.5 75.8: 24.5 24.2
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 : 84: 25 25 16 25 25 58 58:
Old : 84: 25 25 16 25 25 58 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 43.3 45.0 49.8 32.2 40.6 41.8 45.8
Old : 33.7 43.3 45.0 49.8 32.2 40.6 41.8 45.8
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 24, 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 : 65,613: 5,102 31,047 0 50,759 8,430 55,861 39,477: 9,752 26,136
Old : 65,613: 5,102 31,047 0 50,759 8,430 55,861 39,477: 9,752 26,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 1,867: -1,107 1,748 0 2,467 -23 1,360 1,725: 507 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 47.3 0.0 77.4 12.8 85.1 60.2: 14.9 39.8
Old : 100.0: 7.8 47.3 0.0 77.4 12.8 85.1 60.2: 14.9 39.8
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 : 38: 6 16 0 12 9 18 25:
Old : 38: 6 16 0 12 9 18 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 32.2 78.1 44.6 71.1 32.2 77.8 44.6
Old : 71.1 32.2 78.1 44.6 71.1 32.2 77.8 44.6
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 24, 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 : 164,597: 65,985 16,323 975 93,855 142,857 160,815 160,155: 3,782 4,442
Old : 164,597: 65,985 16,323 975 93,855 142,857 160,815 160,155: 3,782 4,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 4,626: 5,213 -9,460 169 -212 13,674 5,170 4,383: -544 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 9.9 0.6 57.0 86.8 97.7 97.3: 2.3 2.7
Old : 100.0: 40.1 9.9 0.6 57.0 86.8 97.7 97.3: 2.3 2.7
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 : 90: 35 20 8 16 22 55 47:
Old : 90: 35 20 8 16 22 55 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 57.7 85.4 76.4 62.1 57.7 84.5 76.4
Old : 62.1 57.7 85.4 76.4 62.1 57.7 84.5 76.4
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 24, 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 : 122,273: 29,080 31,800 4,083 72,381 55,434 105,545 91,318: 16,728 30,955
Old : 122,273: 29,080 31,800 4,083 72,381 55,434 105,545 91,318: 16,728 30,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -166: -4,485 -9,102 651 4,735 9,424 901 973: -1,067 -1,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 26.0 3.3 59.2 45.3 86.3 74.7: 13.7 25.3
Old : 100.0: 23.8 26.0 3.3 59.2 45.3 86.3 74.7: 13.7 25.3
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 : 89: 15 31 16 27 31 52 68:
Old : 89: 15 31 16 27 31 52 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 : 34.3 24.3 53.8 34.5 32.0 17.8 47.6 26.8
Old : 34.3 24.3 53.8 34.5 32.0 17.8 47.6 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 148,712: 51,663 26,467 4,094 70,236 82,437 125,994 112,999: 22,718 35,714
Old : 148,712: 51,663 26,467 4,094 70,236 82,437 125,994 112,999: 22,718 35,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 19,234: 15,179 1,685 617 -563 18,962 15,232 21,263: 4,002 -2,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 17.8 2.8 47.2 55.4 84.7 76.0: 15.3 24.0
Old : 100.0: 34.7 17.8 2.8 47.2 55.4 84.7 76.0: 15.3 24.0
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 : 94: 27 33 13 21 26 56 64:
Old : 94: 27 33 13 21 26 56 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 : 48.6 38.8 58.7 47.8 48.3 38.6 58.1 47.6
Old : 48.6 38.8 58.7 47.8 48.3 38.6 58.1 47.6
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 24, 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 : 390,696: 41,205 199,016 40,025 268,921 73,991 350,152 313,032: 40,544 77,664
Old : 390,696: 41,205 199,016 40,025 268,921 73,991 350,152 313,032: 40,544 77,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 19,510: 8,378 -1,706 9,690 1,258 11,347 19,325 19,331: 185 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 50.9 10.2 68.8 18.9 89.6 80.1: 10.4 19.9
Old : 100.0: 10.5 50.9 10.2 68.8 18.9 89.6 80.1: 10.4 19.9
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 : 221: 50 91 50 57 54 135 167:
Old : 221: 50 91 50 57 54 135 167:
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 : 37.3 27.2 48.3 34.5 36.4 26.6 47.0 33.7
Old : 37.3 27.2 48.3 34.5 36.4 26.6 47.0 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 16,393: 12,972 13,931 76 2,907 1,586 15,955 15,593: 438 800
Old : 16,393: 12,972 13,931 76 2,907 1,586 15,955 15,593: 438 800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 63: 7 24 4 12 45 23 73: 40 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 85.0 0.5 17.7 9.7 97.3 95.1: 2.7 4.9
Old : 100.0: 79.1 85.0 0.5 17.7 9.7 97.3 95.1: 2.7 4.9
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 : 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 : 85.4 85.3 93.7 93.2 85.0 84.8 93.3 91.9
Old : 85.4 85.3 93.7 93.2 85.0 84.8 93.3 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 24, 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 : 23,206: 11,703 3,924 134 8,382 17,039 20,219 21,097: 2,987 2,109
Old : 23,206: 11,703 3,924 134 8,382 17,039 20,219 21,097: 2,987 2,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -122: 717 -123 0 -367 -13 350 -136: -472 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 16.9 0.6 36.1 73.4 87.1 90.9: 12.9 9.1
Old : 100.0: 50.4 16.9 0.6 36.1 73.4 87.1 90.9: 12.9 9.1
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 : 45: 13 16 1 7 9 21 25:
Old : 45: 13 16 1 7 9 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 65.6 76.3 77.7 59.7 65.6 76.3 77.7
Old : 59.7 65.6 76.3 77.7 59.7 65.6 76.3 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 :12,332,223: 1,352,583 538,219 4,318,674 5,726,781 6,478,771 11,398,039 11,335,664: 934,184 996,558
Old :12,332,223: 1,352,583 538,219 4,318,674 5,726,781 6,478,771 11,398,039 11,335,664: 934,184 996,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 268,069: 81,006 46,956 156,506 76,968 115,260 314,480 318,723: -46,411 -50,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 4.4 35.0 46.4 52.5 92.4 91.9: 7.6 8.1
Old : 100.0: 11.0 4.4 35.0 46.4 52.5 92.4 91.9: 7.6 8.1
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 : 258: 59 50 84 137 137 246 228:
Old : 258: 59 50 84 137 137 246 228:
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 : 19.0 22.0 29.8 34.6 11.0 13.1 17.3 16.5
Old : 19.0 22.0 29.8 34.6 11.0 13.1 17.3 16.5
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 24, 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 : 947,833: 60,845 87,001 68,840 654,650 654,597 784,335 810,438: 163,499 137,395
Old : 947,833: 60,845 87,001 68,840 654,650 654,597 784,335 810,438: 163,499 137,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 601: -4,127 -480 1,818 3,754 -747 1,445 592: -845 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 9.2 7.3 69.1 69.1 82.8 85.5: 17.2 14.5
Old : 100.0: 6.4 9.2 7.3 69.1 69.1 82.8 85.5: 17.2 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 : 571: 100 122 100 243 249 400 416:
Old : 571: 100 122 100 243 249 400 416:
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 : 12.2 10.8 19.9 19.1 10.1 9.6 17.1 17.1
Old : 12.2 10.8 19.9 19.1 10.1 9.6 17.1 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 316,327: 9,648 12,529 26,937 204,944 189,301 241,529 228,766: 74,799 87,561
Old : 316,327: 9,648 12,529 26,937 204,944 189,301 241,529 228,766: 74,799 87,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 3,299: 1,189 5,528 -329 1,912 -2,851 2,773 2,348: 526 950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.0 8.5 64.8 59.8 76.4 72.3: 23.6 27.7
Old : 100.0: 3.1 4.0 8.5 64.8 59.8 76.4 72.3: 23.6 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 : 109: 15 11 19 69 55 92 78:
Old : 109: 15 11 19 69 55 92 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 15.9 28.9 28.5 16.5 14.9 24.1 23.9
Old : 17.9 15.9 28.9 28.5 16.5 14.9 24.1 23.9
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 24, 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 : 3,157,529: 323,678 440,057 141,819 2,248,531 2,326,482 2,714,028 2,908,358: 443,500 249,170
Old : 3,157,529: 323,678 440,057 141,819 2,248,531 2,326,482 2,714,028 2,908,358: 443,500 249,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -13,492: 11,973 8,518 -27,821 9,209 10,522 -6,639 -8,782: -6,852 -4,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.9 4.5 71.2 73.7 86.0 92.1: 14.0 7.9
Old : 100.0: 10.3 13.9 4.5 71.2 73.7 86.0 92.1: 14.0 7.9
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 : 538: 94 118 89 220 233 366 388:
Old : 538: 94 118 89 220 233 366 388:
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 13.2 25.5 22.5 13.8 12.4 22.4 21.1
Old : 15.3 13.2 25.5 22.5 13.8 12.4 22.4 21.1
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 24, 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 : 105,667: 9,371 3,734 789 87,271 96,020 97,431 100,543: 8,236 5,124
Old : 105,667: 9,371 3,734 789 87,271 96,020 97,431 100,543: 8,236 5,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -2,083: -2,608 -2,223 696 1,027 -1,314 -885 -2,841: -1,198 758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 3.5 0.7 82.6 90.9 92.2 95.2: 7.8 4.8
Old : 100.0: 8.9 3.5 0.7 82.6 90.9 92.2 95.2: 7.8 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 : 93: 12 5 2 52 34 65 40:
Old : 93: 12 5 2 52 34 65 40:
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 : 31.4 46.6 46.8 65.1 31.3 46.6 46.7 65.1
Old : 31.4 46.6 46.8 65.1 31.3 46.6 46.7 65.1
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 24, 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 : 82,426: 15,493 4,234 3,531 54,342 70,044 73,366 77,809: 9,060 4,618
Old : 82,426: 15,493 4,234 3,531 54,342 70,044 73,366 77,809: 9,060 4,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 13,095: 2,489 16 2,891 4,590 8,224 9,970 11,130: 3,125 1,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 5.1 4.3 65.9 85.0 89.0 94.4: 11.0 5.6
Old : 100.0: 18.8 5.1 4.3 65.9 85.0 89.0 94.4: 11.0 5.6
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 : 217: 60 26 25 73 90 142 133:
Old : 217: 60 26 25 73 90 142 133:
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 38.4 41.9 50.6 32.8 38.0 41.9 50.2
Old : 32.8 38.4 41.9 50.6 32.8 38.0 41.9 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 10,492: 1,295 1,845 0 5,693 7,822 6,988 9,667: 3,504 825
Old : 10,492: 1,295 1,845 0 5,693 7,822 6,988 9,667: 3,504 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 17.6 0.0 54.3 74.6 66.6 92.1: 33.4 7.9
Old : 100.0: 12.3 17.6 0.0 54.3 74.6 66.6 92.1: 33.4 7.9
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 : 20: 2 3 0 10 5 12 8:
Old : 20: 2 3 0 10 5 12 8:
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 78.2 56.0 92.1 38.9 78.2 56.0 92.1
Old : 38.9 78.2 56.0 92.1 38.9 78.2 56.0 92.1
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 24, 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 : 359,674: 84,203 25,157 4,443 243,246 311,108 331,892 340,709: 27,783 18,966
Old : 359,674: 84,203 25,157 4,443 243,246 311,108 331,892 340,709: 27,783 18,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 13,016: 19,182 4,064 1,243 -5,516 2,008 14,909 7,315: -1,893 5,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 7.0 1.2 67.6 86.5 92.3 94.7: 7.7 5.3
Old : 100.0: 23.4 7.0 1.2 67.6 86.5 92.3 94.7: 7.7 5.3
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 : 217: 60 27 21 67 88 134 129:
Old : 217: 60 27 21 67 88 134 129:
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 : 37.2 34.0 46.9 48.0 37.2 34.0 46.9 48.0
Old : 37.2 34.0 46.9 48.0 37.2 34.0 46.9 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 144,286: 66,224 40,410 5,582 48,454 73,431 120,260 119,423: 24,027 24,864
Old : 144,286: 66,224 40,410 5,582 48,454 73,431 120,260 119,423: 24,027 24,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 10,942: 15,612 3,464 1,459 -7,888 7,322 9,183 12,244: 1,759 -1,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 28.0 3.9 33.6 50.9 83.3 82.8: 16.7 17.2
Old : 100.0: 45.9 28.0 3.9 33.6 50.9 83.3 82.8: 16.7 17.2
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 : 97: 22 40 18 25 26 59 72:
Old : 97: 22 40 18 25 26 59 72:
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 : 42.9 41.5 55.1 51.5 42.9 40.7 54.8 50.4
Old : 42.9 41.5 55.1 51.5 42.9 40.7 54.8 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 29,035: 2,913 9,578 1 19,741 5,240 22,655 14,819: 6,380 14,216
Old : 29,035: 2,913 9,578 1 19,741 5,240 22,655 14,819: 6,380 14,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -496: 306 -251 1 -935 -175 -628 -425: 132 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 33.0 0.0 68.0 18.0 78.0 51.0: 22.0 49.0
Old : 100.0: 10.0 33.0 0.0 68.0 18.0 78.0 51.0: 22.0 49.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 7 5 1 19 6 26 12:
Old : 35: 7 5 1 19 6 26 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 41.9 55.0 48.7 41.2 41.9 55.0 48.7
Old : 41.2 41.9 55.0 48.7 41.2 41.9 55.0 48.7
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 24, 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 : 45,414: 9,588 6,027 566 31,007 14,002 41,161 20,595: 4,253 24,819
Old : 45,414: 9,588 6,027 566 31,007 14,002 41,161 20,595: 4,253 24,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 469: -1,294 139 -381 2,936 861 1,261 619: -792 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 13.3 1.2 68.3 30.8 90.6 45.3: 9.4 54.7
Old : 100.0: 21.1 13.3 1.2 68.3 30.8 90.6 45.3: 9.4 54.7
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 : 56: 11 10 2 24 17 36 28:
Old : 56: 11 10 2 24 17 36 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 25.5 56.3 31.8 36.3 23.1 53.7 28.6
Old : 38.2 25.5 56.3 31.8 36.3 23.1 53.7 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2012