BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 5,559: 0 127 168 4,511 4,989 4,679 5,284: 880 276
Old : 5,559: 0 127 168 4,511 4,989 4,679 5,284: 880 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 527: -2 -0 9 412 566 420 575: 107 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 3.0 81.1 89.7 84.2 95.0: 15.8 5.0
Old : 100.0: 0.0 2.3 3.0 81.1 89.7 84.2 95.0: 15.8 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 : 25: 0 4 2 16 13 18 17:
Old : 25: 0 4 2 16 13 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 69.1 73.7 82.9 54.8 65.8 68.4 78.4
Old : 57.8 69.1 73.7 82.9 54.8 65.8 68.4 78.4
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 31, 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 : 45,186: 5,261 3,232 9,748 22,687 24,762 37,696 37,741: 7,490 7,444
Old : 45,186: 5,261 3,232 9,748 22,687 24,762 37,696 37,741: 7,490 7,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 605: -342 311 148 756 355 562 814: 44 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 7.2 21.6 50.2 54.8 83.4 83.5: 16.6 16.5
Old : 100.0: 11.6 7.2 21.6 50.2 54.8 83.4 83.5: 16.6 16.5
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 : 78: 22 11 20 38 34 65 60:
Old : 78: 22 11 20 38 34 65 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 : 31.2 31.5 46.7 46.0 31.2 31.0 42.1 42.0
Old : 31.2 31.5 46.7 46.0 31.2 31.0 42.1 42.0
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 31, 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 : 270,459: 66,892 26,810 86,359 94,028 117,308 247,280 230,478: 23,179 39,981
Old : 139,283: 49,056 43,636 32,098 47,490 45,865 128,643 121,599: 10,640 17,684
Other: 131,176: 43,642 8,979 28,456 46,538 71,443 118,637 108,879: 12,539 22,297
: : :
: : Changes in Commitments from: July 24, 2012 :
: 8,485: 4,401 -867 5,967 -1,796 2,429 8,572 7,529: -87 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.9 31.9 34.8 43.4 91.4 85.2: 8.6 14.8
Old : 100.0: 35.2 31.3 23.0 34.1 32.9 92.4 87.3: 7.6 12.7
Other: 100.0: 33.3 6.8 21.7 35.5 54.5 90.4 83.0: 9.6 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 100 79 108 64 79 227 213:
Old : 262: 81 92 64 47 71 170 186:
Other: 199: 83 29 59 57 68 157 142:
:----------------------------------------------------------------------------------------------------
: 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 15.8 26.9 26.1 15.7 15.0 26.1 22.5
Old : 16.2 16.1 27.8 25.9 16.2 14.8 27.8 23.7
Other: 21.0 18.1 33.7 29.6 19.5 16.8 29.9 27.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 400,124: 97,003 52,748 125,055 149,454 166,564 371,512 344,367: 28,612 55,757
Old : 400,124: 97,003 52,748 125,055 149,454 166,564 371,512 344,367: 28,612 55,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 2,696: 3,551 -4,983 2,587 -4,903 5,480 1,235 3,084: 1,461 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 13.2 31.3 37.4 41.6 92.8 86.1: 7.2 13.9
Old : 100.0: 24.2 13.2 31.3 37.4 41.6 92.8 86.1: 7.2 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 : 399: 124 97 146 109 151 297 343:
Old : 399: 124 97 146 109 151 297 343:
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 : 15.6 13.3 26.4 19.6 14.8 10.2 25.0 14.7
Old : 15.6 13.3 26.4 19.6 14.8 10.2 25.0 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 31, 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 : 8,605: 3,708 3,009 1,019 2,048 3,297 6,775 7,326: 1,830 1,279
Old : 8,605: 3,708 3,009 1,019 2,048 3,297 6,775 7,326: 1,830 1,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -600: -291 43 -404 -108 -240 -803 -601: 203 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 35.0 11.8 23.8 38.3 78.7 85.1: 21.3 14.9
Old : 100.0: 43.1 35.0 11.8 23.8 38.3 78.7 85.1: 21.3 14.9
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 : 89: 37 20 17 17 24 65 52:
Old : 89: 37 20 17 17 24 65 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 30.5 46.1 46.8 28.7 26.1 44.1 41.5
Old : 28.7 30.5 46.1 46.8 28.7 26.1 44.1 41.5
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 31, 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 : 50,230: 8,225 7,975 16,051 15,809 6,815 40,086 30,841: 10,144 19,389
Old : 50,230: 8,225 7,975 16,051 15,809 6,815 40,086 30,841: 10,144 19,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 932: 432 -39 717 -345 484 804 1,162: 128 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.9 32.0 31.5 13.6 79.8 61.4: 20.2 38.6
Old : 100.0: 16.4 15.9 32.0 31.5 13.6 79.8 61.4: 20.2 38.6
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 : 176: 40 47 54 69 53 134 136:
Old : 176: 40 47 54 69 53 134 136:
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 13.3 23.3 20.9 8.6 5.6 15.3 9.1
Old : 13.6 13.3 23.3 20.9 8.6 5.6 15.3 9.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 8,558: 124 2,442 448 7,145 5,299 7,717 8,188: 842 370
Old : 8,558: 124 2,442 448 7,145 5,299 7,717 8,188: 842 370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 14: -3 13 -15 30 13 12 11: 2 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 28.5 5.2 83.5 61.9 90.2 95.7: 9.8 4.3
Old : 100.0: 1.4 28.5 5.2 83.5 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 8 11 13 20 23:
Old : 30: 3 8 8 11 13 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 : 75.7 61.1 81.9 79.4 75.7 60.8 80.7 77.7
Old : 75.7 61.1 81.9 79.4 75.7 60.8 80.7 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 103,664: 4,294 5,562 4,885 94,224 92,741 103,403 103,188: 261 476
Old : 103,664: 4,294 5,562 4,885 94,224 92,741 103,403 103,188: 261 476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -252: 0 -487 11 -263 366 -252 -110: 0 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 5.4 4.7 90.9 89.5 99.7 99.5: 0.3 0.5
Old : 100.0: 4.1 5.4 4.7 90.9 89.5 99.7 99.5: 0.3 0.5
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 : 24: 2 4 3 15 15 18 21:
Old : 24: 2 4 3 15 15 18 21:
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 : 76.8 65.4 91.7 82.7 50.1 46.3 57.8 55.1
Old : 76.8 65.4 91.7 82.7 50.1 46.3 57.8 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 115,007: 29,402 17,281 7,022 43,769 65,691 80,194 89,995: 34,814 25,012
Old : 115,007: 29,402 17,281 7,022 43,769 65,691 80,194 89,995: 34,814 25,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -7,416: 86 -14,046 2,113 -14,442 9,102 -12,244 -2,831: 4,828 -4,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 15.0 6.1 38.1 57.1 69.7 78.3: 30.3 21.7
Old : 100.0: 25.6 15.0 6.1 38.1 57.1 69.7 78.3: 30.3 21.7
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 : 86: 26 25 17 24 28 62 58:
Old : 86: 26 25 17 24 28 62 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 : 23.7 38.3 35.0 47.7 22.2 36.6 31.7 44.3
Old : 23.7 38.3 35.0 47.7 22.2 36.6 31.7 44.3
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 31, 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 : 60,800: 5,429 24,110 377 46,071 11,821 51,877 36,307: 8,923 24,493
Old : 60,800: 5,429 24,110 377 46,071 11,821 51,877 36,307: 8,923 24,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -4,813: 327 -6,937 377 -4,688 3,390 -3,984 -3,170: -829 -1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 39.7 0.6 75.8 19.4 85.3 59.7: 14.7 40.3
Old : 100.0: 8.9 39.7 0.6 75.8 19.4 85.3 59.7: 14.7 40.3
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 : 40: 8 14 2 12 11 20 27:
Old : 40: 8 14 2 12 11 20 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 33.3 77.6 43.8 70.3 33.3 77.3 43.8
Old : 70.3 33.3 77.6 43.8 70.3 33.3 77.3 43.8
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 31, 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 : 170,977: 69,542 21,986 1,463 95,869 143,789 166,874 167,238: 4,103 3,739
Old : 170,977: 69,542 21,986 1,463 95,869 143,789 166,874 167,238: 4,103 3,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 6,380: 3,557 5,663 488 2,014 932 6,059 7,083: 321 -703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 12.9 0.9 56.1 84.1 97.6 97.8: 2.4 2.2
Old : 100.0: 40.7 12.9 0.9 56.1 84.1 97.6 97.8: 2.4 2.2
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 : 94: 35 26 11 14 21 54 54:
Old : 94: 35 26 11 14 21 54 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 : 60.2 57.2 83.9 74.5 60.2 57.2 83.0 74.5
Old : 60.2 57.2 83.9 74.5 60.2 57.2 83.0 74.5
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 31, 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 : 117,255: 30,595 32,648 4,380 64,321 51,488 99,297 88,516: 17,958 28,738
Old : 117,255: 30,595 32,648 4,380 64,321 51,488 99,297 88,516: 17,958 28,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -5,018: 1,515 848 297 -8,059 -3,946 -6,248 -2,802: 1,230 -2,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 27.8 3.7 54.9 43.9 84.7 75.5: 15.3 24.5
Old : 100.0: 26.1 27.8 3.7 54.9 43.9 84.7 75.5: 15.3 24.5
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 : 92: 17 34 15 28 28 55 67:
Old : 92: 17 34 15 28 28 55 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 25.0 53.3 35.7 32.8 18.1 45.4 27.7
Old : 36.5 25.0 53.3 35.7 32.8 18.1 45.4 27.7
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 31, 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 : 154,598: 55,055 22,313 4,806 69,418 90,302 129,279 117,421: 25,319 37,177
Old : 154,598: 55,055 22,313 4,806 69,418 90,302 129,279 117,421: 25,319 37,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 5,886: 3,392 -4,154 712 -818 7,865 3,285 4,422: 2,601 1,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 14.4 3.1 44.9 58.4 83.6 76.0: 16.4 24.0
Old : 100.0: 35.6 14.4 3.1 44.9 58.4 83.6 76.0: 16.4 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 : 96: 29 33 16 21 26 59 66:
Old : 96: 29 33 16 21 26 59 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 42.4 57.1 51.4 47.7 42.2 56.5 51.2
Old : 47.8 42.4 57.1 51.4 47.7 42.2 56.5 51.2
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 31, 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 : 371,166: 40,241 182,878 38,657 253,431 75,709 332,330 297,244: 38,836 73,922
Old : 371,166: 40,241 182,878 38,657 253,431 75,709 332,330 297,244: 38,836 73,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -19,530: -964 -16,138 -1,368 -15,490 1,718 -17,822 -15,788: -1,708 -3,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 49.3 10.4 68.3 20.4 89.5 80.1: 10.5 19.9
Old : 100.0: 10.8 49.3 10.4 68.3 20.4 89.5 80.1: 10.5 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: 43 99 58 56 55 139 172:
Old : 221: 43 99 58 56 55 139 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 25.2 48.5 32.7 37.8 24.9 46.8 31.9
Old : 38.6 25.2 48.5 32.7 37.8 24.9 46.8 31.9
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 31, 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 : 16,507: 13,053 13,939 125 2,843 1,688 16,021 15,752: 486 755
Old : 16,507: 13,053 13,939 125 2,843 1,688 16,021 15,752: 486 755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 114: 81 8 49 -64 102 66 159: 48 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 84.4 0.8 17.2 10.2 97.1 95.4: 2.9 4.6
Old : 100.0: 79.1 84.4 0.8 17.2 10.2 97.1 95.4: 2.9 4.6
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 : 22: 6 5 2 9 6 16 12:
Old : 22: 6 5 2 9 6 16 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 : 84.5 85.4 92.8 93.3 83.9 85.2 92.1 91.9
Old : 84.5 85.4 92.8 93.3 83.9 85.2 92.1 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 31, 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 : 24,967: 13,659 3,312 186 7,151 19,684 20,996 23,182: 3,971 1,785
Old : 24,967: 13,659 3,312 186 7,151 19,684 20,996 23,182: 3,971 1,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 1,761: 1,956 -612 52 -1,231 2,645 777 2,085: 984 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 13.3 0.7 28.6 78.8 84.1 92.9: 15.9 7.1
Old : 100.0: 54.7 13.3 0.7 28.6 78.8 84.1 92.9: 15.9 7.1
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 : 47: 19 14 2 6 8 26 23:
Old : 47: 19 14 2 6 8 26 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 : 52.9 72.8 68.2 83.0 52.9 72.8 68.2 83.0
Old : 52.9 72.8 68.2 83.0 52.9 72.8 68.2 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 :12,310,074: 1,383,727 487,151 4,322,241 5,700,840 6,573,788 11,406,808 11,383,180: 903,266 926,894
Old :12,310,074: 1,383,727 487,151 4,322,241 5,700,840 6,573,788 11,406,808 11,383,180: 903,266 926,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -22,149: 31,143 -51,069 3,567 -25,941 95,017 8,769 47,516: -30,918 -69,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 4.0 35.1 46.3 53.4 92.7 92.5: 7.3 7.5
Old : 100.0: 11.2 4.0 35.1 46.3 53.4 92.7 92.5: 7.3 7.5
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 : 266: 69 48 86 138 138 253 232:
Old : 266: 69 48 86 138 138 253 232:
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 : 18.8 20.9 29.2 33.4 10.8 12.8 16.8 15.9
Old : 18.8 20.9 29.2 33.4 10.8 12.8 16.8 15.9
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 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 917,317: 70,755 79,427 59,405 628,886 646,308 759,047 785,141: 158,270 132,176
Old : 917,317: 70,755 79,427 59,405 628,886 646,308 759,047 785,141: 158,270 132,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -30,516: 9,911 -7,574 -9,434 -25,764 -8,289 -25,287 -25,297: -5,229 -5,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.7 6.5 68.6 70.5 82.7 85.6: 17.3 14.4
Old : 100.0: 7.7 8.7 6.5 68.6 70.5 82.7 85.6: 17.3 14.4
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 : 586: 118 120 110 249 246 430 415:
Old : 586: 118 120 110 249 246 430 415:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 11.1 19.9 19.9 10.4 9.7 17.5 17.4
Old : 12.6 11.1 19.9 19.9 10.4 9.7 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 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 304,348: 8,429 6,689 25,007 193,976 192,972 227,412 224,668: 76,936 79,680
Old : 304,348: 8,429 6,689 25,007 193,976 192,972 227,412 224,668: 76,936 79,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -11,980: -1,219 -5,839 -1,930 -10,968 3,671 -14,117 -4,098: 2,137 -7,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.2 8.2 63.7 63.4 74.7 73.8: 25.3 26.2
Old : 100.0: 2.8 2.2 8.2 63.7 63.4 74.7 73.8: 25.3 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 : 113: 14 12 22 72 57 98 80:
Old : 113: 14 12 22 72 57 98 80:
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 : 18.2 16.2 28.4 28.1 16.1 13.9 23.0 23.0
Old : 18.2 16.2 28.4 28.1 16.1 13.9 23.0 23.0
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 31, 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 : 3,064,847: 340,601 392,655 143,025 2,174,550 2,266,684 2,658,176 2,802,364: 406,671 262,483
Old : 3,064,847: 340,601 392,655 143,025 2,174,550 2,266,684 2,658,176 2,802,364: 406,671 262,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -92,681: 16,923 -47,402 1,206 -73,982 -59,798 -55,853 -105,994: -36,829 13,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 12.8 4.7 71.0 74.0 86.7 91.4: 13.3 8.6
Old : 100.0: 11.1 12.8 4.7 71.0 74.0 86.7 91.4: 13.3 8.6
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 : 550: 113 116 100 222 229 392 388:
Old : 550: 113 116 100 222 229 392 388:
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 : 15.2 13.4 25.4 22.2 13.8 12.2 22.2 20.6
Old : 15.2 13.4 25.4 22.2 13.8 12.2 22.2 20.6
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 31, 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 : 104,091: 9,861 2,319 0 84,590 97,512 94,451 99,831: 9,640 4,260
Old : 104,091: 9,861 2,319 0 84,590 97,512 94,451 99,831: 9,640 4,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -1,576: 490 -1,415 -789 -2,681 1,492 -2,980 -712: 1,404 -864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 2.2 0.0 81.3 93.7 90.7 95.9: 9.3 4.1
Old : 100.0: 9.5 2.2 0.0 81.3 93.7 90.7 95.9: 9.3 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 : 86: 10 2 0 50 35 60 37:
Old : 86: 10 2 0 50 35 60 37:
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 : 31.9 47.7 47.7 66.1 31.9 47.7 46.9 66.0
Old : 31.9 47.7 47.7 66.1 31.9 47.7 46.9 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 75,097: 20,331 4,392 448 48,632 67,176 69,412 72,016: 5,685 3,081
Old : 75,097: 20,331 4,392 448 48,632 67,176 69,412 72,016: 5,685 3,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -7,329: 4,838 158 -3,083 -5,710 -2,868 -3,954 -5,792: -3,375 -1,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 5.8 0.6 64.8 89.5 92.4 95.9: 7.6 4.1
Old : 100.0: 27.1 5.8 0.6 64.8 89.5 92.4 95.9: 7.6 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 : 223: 73 22 12 64 85 139 117:
Old : 223: 73 22 12 64 85 139 117:
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 : 35.8 34.3 46.5 49.1 35.8 34.3 46.5 49.1
Old : 35.8 34.3 46.5 49.1 35.8 34.3 46.5 49.1
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 31, 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 : 375,485: 101,657 21,962 2,241 243,162 335,879 347,060 360,081: 28,425 15,404
Old : 375,485: 101,657 21,962 2,241 243,162 335,879 347,060 360,081: 28,425 15,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 15,811: 17,455 -3,195 -2,203 -84 24,771 15,169 19,373: 643 -3,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 5.8 0.6 64.8 89.5 92.4 95.9: 7.6 4.1
Old : 100.0: 27.1 5.8 0.6 64.8 89.5 92.4 95.9: 7.6 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 : 223: 73 22 12 64 85 139 117:
Old : 223: 73 22 12 64 85 139 117:
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 : 35.8 34.3 46.5 49.1 35.8 34.3 46.5 49.1
Old : 35.8 34.3 46.5 49.1 35.8 34.3 46.5 49.1
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 31, 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 : 161,584: 79,194 41,880 8,676 45,015 86,917 132,885 137,473: 28,699 24,111
Old : 161,584: 79,194 41,880 8,676 45,015 86,917 132,885 137,473: 28,699 24,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 17,298: 12,970 1,470 3,094 -3,439 13,486 12,626 18,051: 4,672 -753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 25.9 5.4 27.9 53.8 82.2 85.1: 17.8 14.9
Old : 100.0: 49.0 25.9 5.4 27.9 53.8 82.2 85.1: 17.8 14.9
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 : 103: 24 42 19 25 27 64 73:
Old : 103: 24 42 19 25 27 64 73:
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 : 43.7 42.7 53.8 53.3 43.7 41.6 53.3 52.3
Old : 43.7 42.7 53.8 53.3 43.7 41.6 53.3 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 31,261: 4,374 11,133 2 20,155 5,418 24,531 16,553: 6,730 14,708
Old : 31,261: 4,374 11,133 2 20,155 5,418 24,531 16,553: 6,730 14,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 2,226: 1,461 1,555 1 414 178 1,876 1,734: 350 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 35.6 0.0 64.5 17.3 78.5 53.0: 21.5 47.0
Old : 100.0: 14.0 35.6 0.0 64.5 17.3 78.5 53.0: 21.5 47.0
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 : 37: 8 5 1 19 7 27 13:
Old : 37: 8 5 1 19 7 27 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 : 39.3 43.2 54.8 50.0 39.3 43.2 54.8 50.0
Old : 39.3 43.2 54.8 50.0 39.3 43.2 54.8 50.0
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 31, 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 : 50,766: 10,531 5,947 656 34,058 13,930 45,245 20,533: 5,521 30,233
Old : 50,766: 10,531 5,947 656 34,058 13,930 45,245 20,533: 5,521 30,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: 5,352: 943 -80 90 3,051 -72 4,084 -62: 1,268 5,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 11.7 1.3 67.1 27.4 89.1 40.4: 10.9 59.6
Old : 100.0: 20.7 11.7 1.3 67.1 27.4 89.1 40.4: 10.9 59.6
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 : 49: 11 7 2 22 15 34 23:
Old : 49: 11 7 2 22 15 34 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 23.0 51.4 30.6 30.7 21.3 49.1 28.4
Old : 32.4 23.0 51.4 30.6 30.7 21.3 49.1 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2012