BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 5,014: 5 77 148 3,988 4,604 4,141 4,829: 873 185
Old : 5,014: 5 77 148 3,988 4,604 4,141 4,829: 873 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 128: -3 7 -3 114 146 109 151: 20 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.5 3.0 79.5 91.8 82.6 96.3: 17.4 3.7
Old : 100.0: 0.1 1.5 3.0 79.5 91.8 82.6 96.3: 17.4 3.7
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 : 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 : 52.8 69.8 69.0 85.8 47.6 65.7 61.3 77.9
Old : 52.8 69.8 69.0 85.8 47.6 65.7 61.3 77.9
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 14, 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 : 45,801: 5,028 2,951 10,585 22,523 24,947 38,135 38,483: 7,666 7,318
Old : 45,801: 5,028 2,951 10,585 22,523 24,947 38,135 38,483: 7,666 7,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 896: -231 38 609 548 300 927 947: -30 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 6.4 23.1 49.2 54.5 83.3 84.0: 16.7 16.0
Old : 100.0: 11.0 6.4 23.1 49.2 54.5 83.3 84.0: 16.7 16.0
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 : 79: 21 13 19 38 35 66 60:
Old : 79: 21 13 19 38 35 66 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 31.6 46.1 46.0 30.5 31.1 39.2 40.7
Old : 30.9 31.6 46.1 46.0 30.5 31.1 39.2 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 283,662: 71,884 39,095 94,290 91,599 113,249 257,772 246,634: 25,890 37,028
Old : 132,775: 50,711 49,692 31,689 39,334 36,896 121,735 118,276: 11,040 14,498
Other: 150,888: 46,261 14,492 37,512 52,264 76,353 136,038 128,358: 14,850 22,530
: : :
: : Changes in Commitments from: August 7, 2012 :
: 13,121: 4,371 3,421 8,968 -1,452 2,043 11,887 14,432: 1,234 -1,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 13.8 33.2 32.3 39.9 90.9 86.9: 9.1 13.1
Old : 100.0: 38.2 37.4 23.9 29.6 27.8 91.7 89.1: 8.3 10.9
Other: 100.0: 30.7 9.6 24.9 34.6 50.6 90.2 85.1: 9.8 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 119 83 117 61 76 235 229:
Old : 266: 88 95 69 49 63 174 190:
Other: 220: 93 37 65 55 70 170 154:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 14.5 24.8 24.1 13.6 13.4 23.3 20.3
Old : 16.0 14.3 26.7 24.4 15.9 13.5 26.5 22.4
Other: 21.0 16.8 34.2 27.8 20.5 15.1 29.7 24.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 365,132: 92,259 52,093 98,505 146,868 161,802 337,632 312,399: 27,501 52,733
Old : 365,132: 92,259 52,093 98,505 146,868 161,802 337,632 312,399: 27,501 52,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 4,253: 5,506 -662 2,808 -1,797 5,659 6,516 7,805: -2,263 -3,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 14.3 27.0 40.2 44.3 92.5 85.6: 7.5 14.4
Old : 100.0: 25.3 14.3 27.0 40.2 44.3 92.5 85.6: 7.5 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 : 407: 123 107 146 109 148 306 338:
Old : 407: 123 107 146 109 148 306 338:
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 : 17.2 12.8 28.3 20.0 16.2 11.1 27.1 16.3
Old : 17.2 12.8 28.3 20.0 16.2 11.1 27.1 16.3
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 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,936: 4,556 2,514 876 2,434 5,232 7,866 8,622: 2,071 1,314
Old : 9,936: 4,556 2,514 876 2,434 5,232 7,866 8,622: 2,071 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,721: 866 -414 159 287 1,857 1,312 1,602: 410 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 25.3 8.8 24.5 52.6 79.2 86.8: 20.8 13.2
Old : 100.0: 45.8 25.3 8.8 24.5 52.6 79.2 86.8: 20.8 13.2
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 : 98: 44 18 14 20 30 74 53:
Old : 98: 44 18 14 20 30 74 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 28.7 41.0 46.4 24.8 27.4 38.8 40.6
Old : 24.8 28.7 41.0 46.4 24.8 27.4 38.8 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 48,598: 7,761 8,221 17,264 14,433 6,512 39,459 31,997: 9,139 16,601
Old : 48,598: 7,761 8,221 17,264 14,433 6,512 39,459 31,997: 9,139 16,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -1,336: -287 -404 535 -856 -545 -608 -413: -728 -923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 16.9 35.5 29.7 13.4 81.2 65.8: 18.8 34.2
Old : 100.0: 16.0 16.9 35.5 29.7 13.4 81.2 65.8: 18.8 34.2
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 : 167: 28 55 52 67 54 128 134:
Old : 167: 28 55 52 67 54 128 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 14.8 25.0 24.3 9.6 6.1 16.0 9.7
Old : 14.5 14.8 25.0 24.3 9.6 6.1 16.0 9.7
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 14, 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 : 7,793: 218 1,792 546 6,188 5,142 6,951 7,480: 842 313
Old : 7,793: 218 1,792 546 6,188 5,142 6,951 7,480: 842 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 176: -5 1 42 66 114 103 156: 73 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 23.0 7.0 79.4 66.0 89.2 96.0: 10.8 4.0
Old : 100.0: 2.8 23.0 7.0 79.4 66.0 89.2 96.0: 10.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 6 9 12 13 22 24:
Old : 30: 6 6 9 12 13 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 58.6 76.8 79.2 69.4 58.2 76.1 77.2
Old : 69.7 58.6 76.8 79.2 69.4 58.2 76.1 77.2
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 14, 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 : 107,357: 6,618 5,721 4,874 95,654 96,363 107,146 106,958: 211 399
Old : 107,357: 6,618 5,721 4,874 95,654 96,363 107,146 106,958: 211 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,203: 1,165 353 0 196 1,072 1,361 1,425: -158 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.3 4.5 89.1 89.8 99.8 99.6: 0.2 0.4
Old : 100.0: 6.2 5.3 4.5 89.1 89.8 99.8 99.6: 0.2 0.4
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 : 25: 3 3 2 15 18 18 23:
Old : 25: 3 3 2 15 18 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 64.3 89.9 81.1 50.2 46.0 58.2 54.7
Old : 75.1 64.3 89.9 81.1 50.2 46.0 58.2 54.7
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 14, 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 : 136,218: 53,697 24,384 6,288 35,090 80,373 95,075 111,045: 41,143 25,173
Old : 136,218: 53,697 24,384 6,288 35,090 80,373 95,075 111,045: 41,143 25,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 15,799: 10,657 937 2,136 -1,783 11,168 11,010 14,241: 4,789 1,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 17.9 4.6 25.8 59.0 69.8 81.5: 30.2 18.5
Old : 100.0: 39.4 17.9 4.6 25.8 59.0 69.8 81.5: 30.2 18.5
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 : 84: 33 20 16 21 25 64 51:
Old : 84: 33 20 16 21 25 64 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 40.7 39.6 53.9 29.3 40.3 37.2 52.7
Old : 29.3 40.7 39.6 53.9 29.3 40.3 37.2 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 57,865: 6,140 24,994 0 42,029 12,562 48,169 37,556: 9,696 20,308
Old : 57,865: 6,140 24,994 0 42,029 12,562 48,169 37,556: 9,696 20,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 374: -631 308 0 1,376 357 745 665: -371 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 43.2 0.0 72.6 21.7 83.2 64.9: 16.8 35.1
Old : 100.0: 10.6 43.2 0.0 72.6 21.7 83.2 64.9: 16.8 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 : 36: 7 12 0 11 12 18 24:
Old : 36: 7 12 0 11 12 18 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 37.9 75.7 50.7 68.2 37.9 75.3 50.6
Old : 68.2 37.9 75.7 50.7 68.2 37.9 75.3 50.6
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 14, 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 : 206,996: 95,816 12,305 2,646 103,219 189,135 201,681 204,086: 5,315 2,910
Old : 206,996: 95,816 12,305 2,646 103,219 189,135 201,681 204,086: 5,315 2,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 25,476: 13,915 -218 1,386 9,848 24,312 25,149 25,480: 327 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 5.9 1.3 49.9 91.4 97.4 98.6: 2.6 1.4
Old : 100.0: 46.3 5.9 1.3 49.9 91.4 97.4 98.6: 2.6 1.4
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 : 108: 49 22 9 19 23 74 50:
Old : 108: 49 22 9 19 23 74 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 : 57.4 61.6 75.3 77.4 57.4 61.6 74.4 75.2
Old : 57.4 61.6 75.3 77.4 57.4 61.6 74.4 75.2
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 14, 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 : 119,469: 31,581 32,360 3,049 63,360 53,752 97,990 89,160: 21,479 30,309
Old : 119,469: 31,581 32,360 3,049 63,360 53,752 97,990 89,160: 21,479 30,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -273: 6,206 -1,611 -518 -9,151 1,814 -3,463 -314: 3,190 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 27.1 2.6 53.0 45.0 82.0 74.6: 18.0 25.4
Old : 100.0: 26.4 27.1 2.6 53.0 45.0 82.0 74.6: 18.0 25.4
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 : 86: 15 33 10 25 25 48 60:
Old : 86: 15 33 10 25 25 48 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 : 37.1 26.4 52.7 36.9 31.9 19.5 44.4 29.1
Old : 37.1 26.4 52.7 36.9 31.9 19.5 44.4 29.1
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 14, 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 : 160,379: 56,186 24,364 4,198 73,964 90,257 134,348 118,820: 26,030 41,559
Old : 160,379: 56,186 24,364 4,198 73,964 90,257 134,348 118,820: 26,030 41,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 2,983: 233 -3,129 315 2,073 2,029 2,621 -786: 362 3,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 15.2 2.6 46.1 56.3 83.8 74.1: 16.2 25.9
Old : 100.0: 35.0 15.2 2.6 46.1 56.3 83.8 74.1: 16.2 25.9
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 : 95: 25 33 16 22 28 57 67:
Old : 95: 25 33 16 22 28 57 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 : 48.9 41.0 59.8 50.2 48.8 41.0 59.3 50.1
Old : 48.9 41.0 59.8 50.2 48.8 41.0 59.3 50.1
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 14, 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 : 368,111: 41,704 181,336 32,701 254,779 83,417 329,184 297,454: 38,927 70,657
Old : 368,111: 41,704 181,336 32,701 254,779 83,417 329,184 297,454: 38,927 70,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 5,037: -3,219 3,238 4,208 4,224 259 5,214 7,706: -177 -2,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 49.3 8.9 69.2 22.7 89.4 80.8: 10.6 19.2
Old : 100.0: 11.3 49.3 8.9 69.2 22.7 89.4 80.8: 10.6 19.2
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 : 212: 43 91 47 56 53 130 160:
Old : 212: 43 91 47 56 53 130 160:
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 : 39.4 26.6 50.3 34.9 38.6 26.6 48.9 33.8
Old : 39.4 26.6 50.3 34.9 38.6 26.6 48.9 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 17,180: 14,124 14,285 36 2,482 2,042 16,642 16,363: 538 817
Old : 17,180: 14,124 14,285 36 2,482 2,042 16,642 16,363: 538 817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 178: 207 0 0 -71 207 136 207: 42 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 83.1 0.2 14.4 11.9 96.9 95.2: 3.1 4.8
Old : 100.0: 82.2 83.1 0.2 14.4 11.9 96.9 95.2: 3.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 4 1 7 6 15 11:
Old : 23: 8 4 1 7 6 15 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 : 80.7 85.9 90.5 93.6 80.5 85.9 90.3 91.9
Old : 80.7 85.9 90.5 93.6 80.5 85.9 90.3 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 30,100: 18,273 3,026 124 7,482 25,208 25,879 28,358: 4,221 1,742
Old : 30,100: 18,273 3,026 124 7,482 25,208 25,879 28,358: 4,221 1,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,155: 465 -194 -19 863 1,337 1,309 1,124: -154 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 10.1 0.4 24.9 83.7 86.0 94.2: 14.0 5.8
Old : 100.0: 60.7 10.1 0.4 24.9 83.7 86.0 94.2: 14.0 5.8
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 : 50: 21 12 1 9 9 31 21:
Old : 50: 21 12 1 9 9 31 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 : 51.9 78.3 67.2 84.9 51.9 78.3 67.2 84.3
Old : 51.9 78.3 67.2 84.9 51.9 78.3 67.2 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 :11,557,805: 1,165,172 318,542 3,940,734 5,543,312 6,344,176 10,649,218 10,603,453: 908,587 954,352
Old :11,557,805: 1,165,172 318,542 3,940,734 5,543,312 6,344,176 10,649,218 10,603,453: 908,587 954,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -419,924: -122,294 -144,344 -166,302 -146,648 -112,626 -435,243 -423,272: 15,320 3,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 2.8 34.1 48.0 54.9 92.1 91.7: 7.9 8.3
Old : 100.0: 10.1 2.8 34.1 48.0 54.9 92.1 91.7: 7.9 8.3
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 : 258: 65 43 83 140 140 246 230:
Old : 258: 65 43 83 140 140 246 230:
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 21.6 29.9 32.6 11.1 13.4 16.1 16.1
Old : 19.3 21.6 29.9 32.6 11.1 13.4 16.1 16.1
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 14, 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 : 975,086: 77,582 82,886 69,548 673,653 693,975 820,783 846,409: 154,302 128,677
Old : 975,086: 77,582 82,886 69,548 673,653 693,975 820,783 846,409: 154,302 128,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 20,592: -1,573 3,699 2,431 21,502 17,031 22,360 23,162: -1,768 -2,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 8.5 7.1 69.1 71.2 84.2 86.8: 15.8 13.2
Old : 100.0: 8.0 8.5 7.1 69.1 71.2 84.2 86.8: 15.8 13.2
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 : 607: 120 133 120 246 255 436 440:
Old : 607: 120 133 120 246 255 436 440:
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 : 12.4 11.2 19.7 19.7 10.5 9.4 17.4 16.7
Old : 12.4 11.2 19.7 19.7 10.5 9.4 17.4 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 316,467: 9,881 7,495 27,823 203,841 205,244 241,546 240,563: 74,921 75,904
Old : 316,467: 9,881 7,495 27,823 203,841 205,244 241,546 240,563: 74,921 75,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -386: -1,673 849 -98 -92 1,743 -1,863 2,493: 1,478 -2,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.4 8.8 64.4 64.9 76.3 76.0: 23.7 24.0
Old : 100.0: 3.1 2.4 8.8 64.4 64.9 76.3 76.0: 23.7 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 : 119: 15 14 24 74 58 102 84:
Old : 119: 15 14 24 74 58 102 84:
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 : 17.5 15.9 28.0 27.9 16.0 13.9 22.6 23.1
Old : 17.5 15.9 28.0 27.9 16.0 13.9 22.6 23.1
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 14, 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 : 3,293,093: 375,855 414,305 171,274 2,349,060 2,443,651 2,896,188 3,029,231: 396,905 263,862
Old : 3,293,093: 375,855 414,305 171,274 2,349,060 2,443,651 2,896,188 3,029,231: 396,905 263,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 104,887: -3,287 10,464 16,436 107,968 76,443 121,117 103,343: -16,230 1,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 12.6 5.2 71.3 74.2 87.9 92.0: 12.1 8.0
Old : 100.0: 11.4 12.6 5.2 71.3 74.2 87.9 92.0: 12.1 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 116 129 110 218 237 397 413:
Old : 572: 116 129 110 218 237 397 413:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 12.8 25.4 21.0 13.8 11.4 22.4 19.2
Old : 15.4 12.8 25.4 21.0 13.8 11.4 22.4 19.2
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 14, 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 : 110,236: 12,920 2,538 0 87,425 103,377 100,345 105,915: 9,891 4,321
Old : 110,236: 12,920 2,538 0 87,425 103,377 100,345 105,915: 9,891 4,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 4,604: 53 -46 0 3,725 4,012 3,778 3,966: 826 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 2.3 0.0 79.3 93.8 91.0 96.1: 9.0 3.9
Old : 100.0: 11.7 2.3 0.0 79.3 93.8 91.0 96.1: 9.0 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 : 96: 13 3 0 55 39 68 42:
Old : 96: 13 3 0 55 39 68 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 : 31.9 44.6 46.1 62.6 31.9 44.5 46.1 62.6
Old : 31.9 44.6 46.1 62.6 31.9 44.5 46.1 62.6
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 14, 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 : 83,820: 27,057 5,325 623 49,597 73,600 77,277 79,548: 6,543 4,272
Old : 83,820: 27,057 5,325 623 49,597 73,600 77,277 79,548: 6,543 4,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 3,626: 1,701 753 89 1,364 2,573 3,154 3,415: 472 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 6.4 0.7 59.2 87.8 92.2 94.9: 7.8 5.1
Old : 100.0: 32.3 6.4 0.7 59.2 87.8 92.2 94.9: 7.8 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 : 232: 77 29 16 64 81 146 121:
Old : 232: 77 29 16 64 81 146 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 35.6 41.1 49.2 31.0 35.6 41.1 49.2
Old : 31.0 35.6 41.1 49.2 31.0 35.6 41.1 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 419,101: 135,284 26,624 3,116 247,985 368,001 386,384 397,741: 32,716 21,360
Old : 419,101: 135,284 26,624 3,116 247,985 368,001 386,384 397,741: 32,716 21,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 18,130: 8,505 3,764 446 6,821 12,863 15,772 17,073: 2,358 1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 6.4 0.7 59.2 87.8 92.2 94.9: 7.8 5.1
Old : 100.0: 32.3 6.4 0.7 59.2 87.8 92.2 94.9: 7.8 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 : 232: 77 29 16 64 81 146 121:
Old : 232: 77 29 16 64 81 146 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 35.6 41.1 49.2 31.0 35.6 41.1 49.2
Old : 31.0 35.6 41.1 49.2 31.0 35.6 41.1 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 188,050: 109,578 43,295 4,775 40,461 115,703 154,814 163,773: 33,235 24,276
Old : 188,050: 109,578 43,295 4,775 40,461 115,703 154,814 163,773: 33,235 24,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 14,286: 15,121 1,543 885 -1,986 12,401 14,020 14,829: 267 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 23.0 2.5 21.5 61.5 82.3 87.1: 17.7 12.9
Old : 100.0: 58.3 23.0 2.5 21.5 61.5 82.3 87.1: 17.7 12.9
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 : 109: 30 41 16 25 27 69 70:
Old : 109: 30 41 16 25 27 69 70:
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 : 46.7 49.1 56.2 59.4 46.7 48.2 55.8 58.5
Old : 46.7 49.1 56.2 59.4 46.7 48.2 55.8 58.5
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 14, 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 : 31,161: 4,261 11,900 0 20,269 5,069 24,530 16,969: 6,631 14,192
Old : 31,161: 4,261 11,900 0 20,269 5,069 24,530 16,969: 6,631 14,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -453: -509 -251 -2 323 -364 -188 -617: -265 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 38.2 0.0 65.0 16.3 78.7 54.5: 21.3 45.5
Old : 100.0: 13.7 38.2 0.0 65.0 16.3 78.7 54.5: 21.3 45.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 7 6 0 19 7 26 13:
Old : 36: 7 6 0 19 7 26 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 : 39.5 44.8 55.1 50.8 39.5 44.8 55.1 50.6
Old : 39.5 44.8 55.1 50.8 39.5 44.8 55.1 50.6
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 14, 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 : 51,626: 10,840 5,359 808 34,521 12,893 46,169 19,060: 5,457 32,566
Old : 51,626: 10,840 5,359 808 34,521 12,893 46,169 19,060: 5,457 32,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -2,102: -28 121 242 254 691 468 1,054: -2,570 -3,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 10.4 1.6 66.9 25.0 89.4 36.9: 10.6 63.1
Old : 100.0: 21.0 10.4 1.6 66.9 25.0 89.4 36.9: 10.6 63.1
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 : 49: 12 6 2 24 15 37 22:
Old : 49: 12 6 2 24 15 37 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 : 33.4 21.8 52.6 28.4 31.1 19.8 48.7 25.0
Old : 33.4 21.8 52.6 28.4 31.1 19.8 48.7 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2012