BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,886: 7 70 151 3,874 4,458 4,032 4,678: 854 207
Old : 4,886: 7 70 151 3,874 4,458 4,032 4,678: 854 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -674: 7 -57 -17 -638 -532 -647 -605: -26 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.4 3.1 79.3 91.2 82.5 95.8: 17.5 4.2
Old : 100.0: 0.1 1.4 3.1 79.3 91.2 82.5 95.8: 17.5 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 18 12 20 15:
Old : 24: 1 2 2 18 12 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 68.4 70.4 85.1 48.5 64.1 62.5 77.1
Old : 53.9 68.4 70.4 85.1 48.5 64.1 62.5 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 44,905: 5,259 2,913 9,976 21,974 24,647 37,209 37,536: 7,696 7,369
Old : 44,905: 5,259 2,913 9,976 21,974 24,647 37,209 37,536: 7,696 7,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -281: -3 -319 228 -713 -115 -487 -206: 207 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 6.5 22.2 48.9 54.9 82.9 83.6: 17.1 16.4
Old : 100.0: 11.7 6.5 22.2 48.9 54.9 82.9 83.6: 17.1 16.4
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 : 78: 20 11 19 40 36 65 61:
Old : 78: 20 11 19 40 36 65 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 31.3 46.1 45.3 29.8 30.9 38.9 41.0
Old : 30.5 31.3 46.1 45.3 29.8 30.9 38.9 41.0
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, August 7, 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 : 270,541: 67,513 35,674 85,322 93,051 111,206 245,885 232,202: 24,656 38,339
Old : 135,231: 45,980 49,535 32,163 46,157 37,922 124,300 119,620: 10,932 15,612
Other: 135,310: 44,231 8,837 30,461 46,894 73,284 121,586 112,582: 13,724 22,728
: : :
: : Changes in Commitments from: July 31, 2012 :
: 82: 621 8,864 -1,038 -978 -6,102 -1,395 1,724: 1,477 -1,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 13.2 31.5 34.4 41.1 90.9 85.8: 9.1 14.2
Old : 100.0: 34.0 36.6 23.8 34.1 28.0 91.9 88.5: 8.1 11.5
Other: 100.0: 32.7 6.5 22.5 34.7 54.2 89.9 83.2: 10.1 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 111 80 112 60 73 222 218:
Old : 259: 83 93 67 49 63 165 190:
Other: 203: 86 29 59 54 69 160 141:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 15.2 26.3 24.7 14.9 13.9 25.1 21.0
Old : 16.0 13.8 26.7 23.0 15.9 13.3 26.6 22.2
Other: 20.0 18.1 33.3 30.2 19.2 16.3 29.3 26.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 360,879: 86,752 52,755 95,697 148,666 156,143 331,115 304,595: 29,764 56,285
Old : 360,879: 86,752 52,755 95,697 148,666 156,143 331,115 304,595: 29,764 56,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -39,245: -10,251 7 -29,358 -788 -10,421 -40,397 -39,772: 1,152 527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 14.6 26.5 41.2 43.3 91.8 84.4: 8.2 15.6
Old : 100.0: 24.0 14.6 26.5 41.2 43.3 91.8 84.4: 8.2 15.6
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 : 395: 112 104 140 109 144 291 336:
Old : 395: 112 104 140 109 144 291 336:
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 12.5 29.1 18.9 17.0 10.7 28.0 15.5
Old : 17.9 12.5 29.1 18.9 17.0 10.7 28.0 15.5
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, August 7, 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 : 8,215: 3,690 2,928 717 2,147 3,375 6,554 7,020: 1,661 1,195
Old : 8,215: 3,690 2,928 717 2,147 3,375 6,554 7,020: 1,661 1,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -390: -18 -81 -302 99 77 -221 -306: -169 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 35.6 8.7 26.1 41.1 79.8 85.5: 20.2 14.5
Old : 100.0: 44.9 35.6 8.7 26.1 41.1 79.8 85.5: 20.2 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 : 87: 38 18 13 19 25 66 48:
Old : 87: 38 18 13 19 25 66 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 28.6 44.9 46.0 30.0 27.3 44.4 43.5
Old : 30.0 28.6 44.9 46.0 30.0 27.3 44.4 43.5
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, August 7, 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 : 49,934: 8,049 8,624 16,729 15,289 7,057 40,067 32,410: 9,867 17,524
Old : 49,934: 8,049 8,624 16,729 15,289 7,057 40,067 32,410: 9,867 17,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -296: -177 649 678 -520 242 -19 1,569: -278 -1,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 17.3 33.5 30.6 14.1 80.2 64.9: 19.8 35.1
Old : 100.0: 16.1 17.3 33.5 30.6 14.1 80.2 64.9: 19.8 35.1
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 : 180: 33 56 55 69 53 138 138:
Old : 180: 33 56 55 69 53 138 138:
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 : 13.8 14.3 23.9 22.5 9.1 6.0 15.4 9.6
Old : 13.8 14.3 23.9 22.5 9.1 6.0 15.4 9.6
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, August 7, 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 : 7,617: 223 1,791 504 6,121 5,028 6,849 7,324: 768 293
Old : 7,617: 223 1,791 504 6,121 5,028 6,849 7,324: 768 293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -941: 99 -650 56 -1,024 -270 -868 -865: -73 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 23.5 6.6 80.4 66.0 89.9 96.1: 10.1 3.9
Old : 100.0: 2.9 23.5 6.6 80.4 66.0 89.9 96.1: 10.1 3.9
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 : 30: 7 5 9 12 12 23 22:
Old : 30: 7 5 9 12 12 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 60.8 77.5 80.3 70.7 60.7 77.1 78.1
Old : 70.7 60.8 77.5 80.3 70.7 60.7 77.1 78.1
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, August 7, 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 : 106,154: 5,453 5,368 4,874 95,458 95,291 105,785 105,533: 369 621
Old : 106,154: 5,453 5,368 4,874 95,458 95,291 105,785 105,533: 369 621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 2,491: 1,159 -194 -11 1,235 2,551 2,383 2,346: 108 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 5.1 4.6 89.9 89.8 99.7 99.4: 0.3 0.6
Old : 100.0: 5.1 5.1 4.6 89.9 89.8 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: 3 2 2 14 17 17 21:
Old : 23: 3 2 2 14 17 17 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 : 76.2 65.3 90.9 82.4 50.3 46.8 57.9 55.1
Old : 76.2 65.3 90.9 82.4 50.3 46.8 57.9 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, August 7, 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 : 120,420: 43,040 23,447 4,152 36,874 69,205 84,066 96,804: 36,354 23,616
Old : 120,420: 43,040 23,447 4,152 36,874 69,205 84,066 96,804: 36,354 23,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 5,412: 13,638 6,165 -2,870 -6,896 3,514 3,872 6,809: 1,540 -1,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 19.5 3.4 30.6 57.5 69.8 80.4: 30.2 19.6
Old : 100.0: 35.7 19.5 3.4 30.6 57.5 69.8 80.4: 30.2 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 29 18 11 23 28 59 50:
Old : 81: 29 18 11 23 28 59 50:
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 : 26.9 40.3 37.7 53.8 26.2 40.1 35.1 52.2
Old : 26.9 40.3 37.7 53.8 26.2 40.1 35.1 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 57,491: 6,771 24,686 0 40,652 12,205 47,423 36,891: 10,067 20,599
Old : 57,491: 6,771 24,686 0 40,652 12,205 47,423 36,891: 10,067 20,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -3,310: 1,342 576 -377 -5,419 385 -4,454 584: 1,144 -3,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 42.9 0.0 70.7 21.2 82.5 64.2: 17.5 35.8
Old : 100.0: 11.8 42.9 0.0 70.7 21.2 82.5 64.2: 17.5 35.8
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 : 37: 7 13 0 11 12 18 25:
Old : 37: 7 13 0 11 12 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 : 65.3 35.9 74.8 47.6 65.3 35.9 74.5 47.6
Old : 65.3 35.9 74.8 47.6 65.3 35.9 74.5 47.6
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, August 7, 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 : 181,520: 81,901 12,523 1,260 93,371 164,823 176,532 178,606: 4,988 2,914
Old : 181,520: 81,901 12,523 1,260 93,371 164,823 176,532 178,606: 4,988 2,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 10,543: 12,359 -9,463 -203 -2,498 21,034 9,658 11,368: 885 -825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 6.9 0.7 51.4 90.8 97.3 98.4: 2.7 1.6
Old : 100.0: 45.1 6.9 0.7 51.4 90.8 97.3 98.4: 2.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 44 18 8 14 22 61 48:
Old : 98: 44 18 8 14 22 61 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 63.1 81.5 78.5 60.5 63.1 80.6 78.5
Old : 60.5 63.1 81.5 78.5 60.5 63.1 80.6 78.5
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, August 7, 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 : 119,743: 25,374 33,970 3,567 72,512 51,937 101,453 89,474: 18,289 30,268
Old : 119,743: 25,374 33,970 3,567 72,512 51,937 101,453 89,474: 18,289 30,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 2,488: -5,221 1,322 -813 8,190 449 2,156 958: 332 1,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 28.4 3.0 60.6 43.4 84.7 74.7: 15.3 25.3
Old : 100.0: 21.2 28.4 3.0 60.6 43.4 84.7 74.7: 15.3 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 : 86: 15 31 13 27 26 52 60:
Old : 86: 15 31 13 27 26 52 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 : 37.3 25.2 51.4 35.8 31.7 18.3 43.7 28.2
Old : 37.3 25.2 51.4 35.8 31.7 18.3 43.7 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 157,396: 55,953 27,494 3,884 71,891 88,228 131,728 119,606: 25,669 37,791
Old : 157,396: 55,953 27,494 3,884 71,891 88,228 131,728 119,606: 25,669 37,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 2,798: 898 5,181 -922 2,473 -2,074 2,449 2,185: 350 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 17.5 2.5 45.7 56.1 83.7 76.0: 16.3 24.0
Old : 100.0: 35.5 17.5 2.5 45.7 56.1 83.7 76.0: 16.3 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 : 99: 28 36 16 21 27 60 68:
Old : 99: 28 36 16 21 27 60 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 : 48.7 40.9 58.9 51.0 48.7 40.8 58.6 51.0
Old : 48.7 40.9 58.9 51.0 48.7 40.8 58.6 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 363,073: 44,923 178,098 28,492 250,554 83,158 323,970 289,748: 39,104 73,325
Old : 363,073: 44,923 178,098 28,492 250,554 83,158 323,970 289,748: 39,104 73,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -8,093: 4,682 -4,780 -10,165 -2,877 7,449 -8,360 -7,496: 267 -597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 49.1 7.8 69.0 22.9 89.2 79.8: 10.8 20.2
Old : 100.0: 12.4 49.1 7.8 69.0 22.9 89.2 79.8: 10.8 20.2
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 : 208: 40 90 45 56 53 129 155:
Old : 208: 40 90 45 56 53 129 155:
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 : 40.1 26.4 50.7 34.3 39.4 26.2 49.5 33.7
Old : 40.1 26.4 50.7 34.3 39.4 26.2 49.5 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, August 7, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 17,002: 13,917 14,285 36 2,553 1,835 16,506 16,156: 496 846
Old : 17,002: 13,917 14,285 36 2,553 1,835 16,506 16,156: 496 846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 495: 864 346 -89 -290 147 485 404: 10 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 84.0 0.2 15.0 10.8 97.1 95.0: 2.9 5.0
Old : 100.0: 81.9 84.0 0.2 15.0 10.8 97.1 95.0: 2.9 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 : 22: 7 4 1 7 6 14 11:
Old : 22: 7 4 1 7 6 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 : 82.2 86.0 92.1 93.5 82.0 86.0 91.9 92.4
Old : 82.2 86.0 92.1 93.5 82.0 86.0 91.9 92.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 28,945: 17,808 3,220 143 6,619 23,871 24,570 27,234: 4,375 1,711
Old : 28,945: 17,808 3,220 143 6,619 23,871 24,570 27,234: 4,375 1,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 3,978: 4,149 -92 -43 -532 4,187 3,574 4,052: 404 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 11.1 0.5 22.9 82.5 84.9 94.1: 15.1 5.9
Old : 100.0: 61.5 11.1 0.5 22.9 82.5 84.9 94.1: 15.1 5.9
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 : 51: 22 14 2 6 9 30 23:
Old : 51: 22 14 2 6 9 30 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 : 51.0 76.7 66.5 85.0 51.0 76.7 66.5 85.0
Old : 51.0 76.7 66.5 85.0 51.0 76.7 66.5 85.0
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, August 7, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,977,729: 1,287,465 462,886 4,107,036 5,689,960 6,456,803 11,084,461 11,026,725: 893,267 951,004
Old :11,977,729: 1,287,465 462,886 4,107,036 5,689,960 6,456,803 11,084,461 11,026,725: 893,267 951,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -332,345: -96,261 -24,265 -215,205 -10,880 -116,986 -322,346 -356,456: -9,999 24,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.9 34.3 47.5 53.9 92.5 92.1: 7.5 7.9
Old : 100.0: 10.7 3.9 34.3 47.5 53.9 92.5 92.1: 7.5 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 : 258: 63 48 84 138 138 247 228:
Old : 258: 63 48 84 138 138 247 228:
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 : 19.3 21.1 29.6 32.7 11.3 13.1 16.7 16.4
Old : 19.3 21.1 29.6 32.7 11.3 13.1 16.7 16.4
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, August 7, 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 : 954,494: 79,155 79,187 67,117 652,151 676,943 798,423 823,247: 156,071 131,247
Old : 954,494: 79,155 79,187 67,117 652,151 676,943 798,423 823,247: 156,071 131,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 37,177: 8,400 -240 7,711 23,265 30,635 39,376 38,106: -2,199 -929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 8.3 7.0 68.3 70.9 83.6 86.2: 16.4 13.8
Old : 100.0: 8.3 8.3 7.0 68.3 70.9 83.6 86.2: 16.4 13.8
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 : 603: 116 131 116 252 254 441 430:
Old : 603: 116 131 116 252 254 441 430:
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 : 12.3 11.2 19.5 19.6 10.2 9.5 17.2 16.9
Old : 12.3 11.2 19.5 19.6 10.2 9.5 17.2 16.9
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, August 7, 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 : 316,853: 11,555 6,647 27,922 203,933 203,501 243,409 238,069: 73,444 78,783
Old : 316,853: 11,555 6,647 27,922 203,933 203,501 243,409 238,069: 73,444 78,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 12,505: 3,126 -43 2,915 9,957 10,530 15,997 13,401: -3,492 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 2.1 8.8 64.4 64.2 76.8 75.1: 23.2 24.9
Old : 100.0: 3.6 2.1 8.8 64.4 64.2 76.8 75.1: 23.2 24.9
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 : 117: 15 15 25 71 56 101 82:
Old : 117: 15 15 25 71 56 101 82:
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 : 17.6 15.9 27.8 27.6 15.4 13.8 22.0 22.9
Old : 17.6 15.9 27.8 27.6 15.4 13.8 22.0 22.9
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, August 7, 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 : 3,188,206: 379,142 403,841 154,838 2,241,092 2,367,209 2,775,071 2,925,887: 413,135 262,319
Old : 3,188,206: 379,142 403,841 154,838 2,241,092 2,367,209 2,775,071 2,925,887: 413,135 262,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 123,359: 38,541 11,186 11,813 66,542 100,525 116,895 123,523: 6,463 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 12.7 4.9 70.3 74.2 87.0 91.8: 13.0 8.2
Old : 100.0: 11.9 12.7 4.9 70.3 74.2 87.0 91.8: 13.0 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 568: 113 125 105 226 238 403 404:
Old : 568: 113 125 105 226 238 403 404:
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 : 15.1 12.9 25.2 21.4 13.8 11.5 22.1 19.8
Old : 15.1 12.9 25.2 21.4 13.8 11.5 22.1 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 105,632: 12,867 2,584 0 83,700 99,365 96,567 101,949: 9,065 3,683
Old : 105,632: 12,867 2,584 0 83,700 99,365 96,567 101,949: 9,065 3,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 1,541: 3,006 265 0 -890 1,853 2,116 2,118: -575 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 2.4 0.0 79.2 94.1 91.4 96.5: 8.6 3.5
Old : 100.0: 12.2 2.4 0.0 79.2 94.1 91.4 96.5: 8.6 3.5
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 : 95: 13 3 0 53 39 66 42:
Old : 95: 13 3 0 53 39 66 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 46.5 46.6 64.8 31.5 46.5 46.6 64.8
Old : 31.5 46.5 46.6 64.8 31.5 46.5 46.6 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 80,194: 25,356 4,572 534 48,233 71,028 74,123 76,133: 6,072 4,061
Old : 80,194: 25,356 4,572 534 48,233 71,028 74,123 76,133: 6,072 4,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 5,097: 5,024 180 86 -400 3,852 4,710 4,117: 387 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 5.7 0.7 60.1 88.6 92.4 94.9: 7.6 5.1
Old : 100.0: 31.6 5.7 0.7 60.1 88.6 92.4 94.9: 7.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 74 25 13 63 82 140 117:
Old : 224: 74 25 13 63 82 140 117:
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 : 32.4 34.6 42.9 49.4 32.4 34.6 42.9 49.4
Old : 32.4 34.6 42.9 49.4 32.4 34.6 42.9 49.4
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, August 7, 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 : 400,971: 126,779 22,860 2,669 241,164 355,138 370,613 380,667: 30,358 20,304
Old : 400,971: 126,779 22,860 2,669 241,164 355,138 370,613 380,667: 30,358 20,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 25,486: 25,122 898 429 -1,998 19,259 23,552 20,586: 1,933 4,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 5.7 0.7 60.1 88.6 92.4 94.9: 7.6 5.1
Old : 100.0: 31.6 5.7 0.7 60.1 88.6 92.4 94.9: 7.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 74 25 13 63 82 140 117:
Old : 224: 74 25 13 63 82 140 117:
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 : 32.4 34.6 42.9 49.4 32.4 34.6 42.9 49.4
Old : 32.4 34.6 42.9 49.4 32.4 34.6 42.9 49.4
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, August 7, 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 : 173,763: 94,457 41,751 3,891 42,447 103,302 140,795 148,945: 32,968 24,819
Old : 173,763: 94,457 41,751 3,891 42,447 103,302 140,795 148,945: 32,968 24,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 12,179: 15,263 -129 -4,786 -2,568 16,386 7,910 11,471: 4,269 708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 24.0 2.2 24.4 59.5 81.0 85.7: 19.0 14.3
Old : 100.0: 54.4 24.0 2.2 24.4 59.5 81.0 85.7: 19.0 14.3
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 : 96: 26 32 10 27 26 61 60:
Old : 96: 26 32 10 27 26 61 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 : 45.1 47.9 53.5 58.8 45.1 47.0 53.1 58.0
Old : 45.1 47.9 53.5 58.8 45.1 47.0 53.1 58.0
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, August 7, 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 : 31,614: 4,770 12,151 2 19,946 5,433 24,718 17,586: 6,896 14,028
Old : 31,614: 4,770 12,151 2 19,946 5,433 24,718 17,586: 6,896 14,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 353: 396 1,018 0 -209 15 187 1,033: 166 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 38.4 0.0 63.1 17.2 78.2 55.6: 21.8 44.4
Old : 100.0: 15.1 38.4 0.0 63.1 17.2 78.2 55.6: 21.8 44.4
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 : 38: 9 6 1 19 7 28 14:
Old : 38: 9 6 1 19 7 28 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 44.1 54.2 51.8 38.8 44.1 54.2 51.7
Old : 38.8 44.1 54.2 51.8 38.8 44.1 54.2 51.7
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, August 7, 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 : 53,728: 10,868 5,238 566 34,267 12,202 45,701 18,006: 8,027 35,722
Old : 53,728: 10,868 5,238 566 34,267 12,202 45,701 18,006: 8,027 35,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 2,962: 337 -709 -90 209 -1,728 456 -2,527: 2,506 5,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 9.7 1.1 63.8 22.7 85.1 33.5: 14.9 66.5
Old : 100.0: 20.2 9.7 1.1 63.8 22.7 85.1 33.5: 14.9 66.5
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 : 48: 12 5 2 24 15 36 22:
Old : 48: 12 5 2 24 15 36 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 20.4 48.6 26.1 28.5 19.6 46.1 24.6
Old : 30.1 20.4 48.6 26.1 28.5 19.6 46.1 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2012