BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,422: 120 849 114 3,464 3,237 3,698 4,200: 725 222
Old : 4,422: 120 849 114 3,464 3,237 3,698 4,200: 725 222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -550: -76 -196 -22 -431 -243 -529 -461: -22 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 19.2 2.6 78.3 73.2 83.6 95.0: 16.4 5.0
Old : 100.0: 2.7 19.2 2.6 78.3 73.2 83.6 95.0: 16.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 4 2 12 11 15 15:
Old : 24: 1 4 2 12 11 15 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 : 55.2 56.8 75.0 76.5 54.7 53.5 69.6 69.4
Old : 55.2 56.8 75.0 76.5 54.7 53.5 69.6 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,060: 7,772 1,698 11,937 24,642 28,632 44,351 42,268: 7,709 9,792
Old : 52,060: 7,772 1,698 11,937 24,642 28,632 44,351 42,268: 7,709 9,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -6,838: -1,113 -131 -1,948 -3,862 -4,135 -6,923 -6,214: 85 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 3.3 22.9 47.3 55.0 85.2 81.2: 14.8 18.8
Old : 100.0: 14.9 3.3 22.9 47.3 55.0 85.2 81.2: 14.8 18.8
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 : 84: 26 7 23 36 37 70 60:
Old : 84: 26 7 23 36 37 70 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 : 30.3 31.0 43.4 45.6 29.8 29.4 36.7 41.2
Old : 30.3 31.0 43.4 45.6 29.8 29.4 36.7 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,091: 1,934 0 38 1,922 3,286 3,894 3,324: 197 767
Old : 4,091: 1,934 0 38 1,922 3,286 3,894 3,324: 197 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -606: -496 0 -2 -131 -447 -630 -449: 24 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 0.0 0.9 47.0 80.3 95.2 81.3: 4.8 18.7
Old : 100.0: 47.3 0.0 0.9 47.0 80.3 95.2 81.3: 4.8 18.7
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 : 21: 4 0 1 6 12 10 13:
Old : 21: 4 0 1 6 12 10 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 : 71.7 55.1 91.2 74.6 71.7 55.1 91.2 74.6
Old : 71.7 55.1 91.2 74.6 71.7 55.1 91.2 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 283,121: 60,830 35,718 79,596 118,885 130,285 259,310 245,599: 23,811 37,523
Old : 173,696: 46,781 46,836 37,536 75,807 68,784 160,124 153,156: 13,572 20,540
Other: 109,425: 33,031 7,863 23,078 43,078 61,501 99,187 92,443: 10,239 16,982
: : :
: : Changes in Commitments from: June 28, 2011 :
: 5,523: -204 -981 2,050 2,732 4,049 4,578 5,118: 945 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 12.6 28.1 42.0 46.0 91.6 86.7: 8.4 13.3
Old : 100.0: 26.9 27.0 21.6 43.6 39.6 92.2 88.2: 7.8 11.8
Other: 100.0: 30.2 7.2 21.1 39.4 56.2 90.6 84.5: 9.4 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 91 73 106 55 73 207 207:
Old : 249: 83 87 88 39 68 170 197:
Other: 166: 59 29 40 47 62 127 114:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 20.8 32.1 30.4 18.6 18.3 30.2 26.0
Old : 22.1 20.3 33.2 28.5 21.6 17.9 31.7 25.3
Other: 21.3 24.6 35.8 38.4 20.9 21.6 34.5 32.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 431,785: 94,761 33,759 129,844 179,736 197,377 404,341 360,981: 27,444 70,805
Old : 431,785: 94,761 33,759 129,844 179,736 197,377 404,341 360,981: 27,444 70,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 4,196: 544 -2,123 1,519 197 4,465 2,261 3,861: 1,935 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 7.8 30.1 41.6 45.7 93.6 83.6: 6.4 16.4
Old : 100.0: 21.9 7.8 30.1 41.6 45.7 93.6 83.6: 6.4 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 : 404: 106 94 139 101 175 292 341:
Old : 404: 106 94 139 101 175 292 341:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 14.9 32.7 21.4 21.2 12.5 31.3 17.1
Old : 21.9 14.9 32.7 21.4 21.2 12.5 31.3 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,313: 3,881 4,499 542 2,965 2,313 7,388 7,354: 1,924 1,958
Old : 9,313: 3,881 4,499 542 2,965 2,313 7,388 7,354: 1,924 1,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -511: -73 -223 -194 -139 281 -406 -136: -105 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 48.3 5.8 31.8 24.8 79.3 79.0: 20.7 21.0
Old : 100.0: 41.7 48.3 5.8 31.8 24.8 79.3 79.0: 20.7 21.0
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 : 82: 25 33 13 13 18 46 57:
Old : 82: 25 33 13 13 18 46 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 23.9 57.8 39.0 42.1 23.9 57.8 38.3
Old : 42.1 23.9 57.8 39.0 42.1 23.9 57.8 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,430: 14,920 3,249 10,119 12,173 10,039 37,211 23,408: 7,219 21,023
Old : 44,430: 14,920 3,249 10,119 12,173 10,039 37,211 23,408: 7,219 21,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 1,645: 1,581 -219 511 -765 629 1,328 920: 317 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 7.3 22.8 27.4 22.6 83.8 52.7: 16.2 47.3
Old : 100.0: 33.6 7.3 22.8 27.4 22.6 83.8 52.7: 16.2 47.3
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 : 172: 47 29 45 46 72 121 127:
Old : 172: 47 29 45 46 72 121 127:
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 10.7 31.7 17.4 17.8 5.9 30.1 9.2
Old : 17.9 10.7 31.7 17.4 17.8 5.9 30.1 9.2
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, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 102,974: 13,948 0 501 86,852 101,355 101,301 101,855: 1,673 1,119
Old : 102,974: 13,948 0 501 86,852 101,355 101,301 101,855: 1,673 1,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 781: 794 -527 125 -244 1,181 675 779: 106 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.0 0.5 84.3 98.4 98.4 98.9: 1.6 1.1
Old : 100.0: 13.5 0.0 0.5 84.3 98.4 98.4 98.9: 1.6 1.1
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 : 26: 8 0 3 16 16 24 19:
Old : 26: 8 0 3 16 16 24 19:
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 : 73.3 68.2 86.3 85.6 65.4 56.0 71.4 67.6
Old : 73.3 68.2 86.3 85.6 65.4 56.0 71.4 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,168: 30,645 25,273 3,416 30,492 67,627 64,553 96,316: 52,615 20,851
Old : 117,168: 30,645 25,273 3,416 30,492 67,627 64,553 96,316: 52,615 20,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 15,866: 8,772 1,526 904 -1,281 16,164 8,395 18,594: 7,471 -2,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 21.6 2.9 26.0 57.7 55.1 82.2: 44.9 17.8
Old : 100.0: 26.2 21.6 2.9 26.0 57.7 55.1 82.2: 44.9 17.8
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 : 86: 31 15 8 23 31 60 48:
Old : 86: 31 15 8 23 31 60 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 : 14.9 32.4 23.3 45.9 13.9 32.4 21.9 45.7
Old : 14.9 32.4 23.3 45.9 13.9 32.4 21.9 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,203: 15,986 10,516 790 7,991 25,972 24,767 37,279: 25,435 12,924
Old : 50,203: 15,986 10,516 790 7,991 25,972 24,767 37,279: 25,435 12,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -3,896: -5,507 -980 66 2,403 -2,699 -3,038 -3,613: -858 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 20.9 1.6 15.9 51.7 49.3 74.3: 50.7 25.7
Old : 100.0: 31.8 20.9 1.6 15.9 51.7 49.3 74.3: 50.7 25.7
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 : 43: 16 7 4 13 14 29 25:
Old : 43: 16 7 4 13 14 29 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 : 17.3 50.1 27.5 62.0 17.3 50.1 27.5 61.5
Old : 17.3 50.1 27.5 62.0 17.3 50.1 27.5 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 125,229: 89,492 6,548 246 26,965 116,012 116,703 122,806: 8,526 2,423
Old : 125,229: 89,492 6,548 246 26,965 116,012 116,703 122,806: 8,526 2,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 26,299: 29,659 -7,208 0 -5,398 33,454 24,261 26,246: 2,038 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 5.2 0.2 21.5 92.6 93.2 98.1: 6.8 1.9
Old : 100.0: 71.5 5.2 0.2 21.5 92.6 93.2 98.1: 6.8 1.9
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 : 116: 68 11 1 18 23 87 34:
Old : 116: 68 11 1 18 23 87 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 64.1 52.5 83.5 36.5 64.0 52.5 83.3
Old : 36.5 64.1 52.5 83.5 36.5 64.0 52.5 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 125,918: 28,736 60,096 3,400 68,757 35,785 100,893 99,281: 25,025 26,637
Old : 125,918: 28,736 60,096 3,400 68,757 35,785 100,893 99,281: 25,025 26,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 15,687: 392 13,989 -55 13,340 768 13,677 14,703: 2,010 985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 47.7 2.7 54.6 28.4 80.1 78.8: 19.9 21.2
Old : 100.0: 22.8 47.7 2.7 54.6 28.4 80.1 78.8: 19.9 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 20 35 12 25 24 53 63:
Old : 90: 20 35 12 25 24 53 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 30.3 43.8 41.7 28.2 29.8 42.7 41.3
Old : 28.2 30.3 43.8 41.7 28.2 29.8 42.7 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 102,714: 34,607 20,335 3,596 39,551 45,770 77,754 69,700: 24,960 33,014
Old : 102,714: 34,607 20,335 3,596 39,551 45,770 77,754 69,700: 24,960 33,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 489: 262 -660 239 -729 2,369 -228 1,947: 717 -1,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 19.8 3.5 38.5 44.6 75.7 67.9: 24.3 32.1
Old : 100.0: 33.7 19.8 3.5 38.5 44.6 75.7 67.9: 24.3 32.1
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 : 102: 34 32 19 28 21 69 65:
Old : 102: 34 32 19 28 21 69 65:
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 : 21.8 28.2 34.6 39.4 21.6 27.7 33.9 38.8
Old : 21.8 28.2 34.6 39.4 21.6 27.7 33.9 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 237,636: 81,120 36,579 28,270 67,057 123,353 176,447 188,201: 61,189 49,435
Old : 237,636: 81,120 36,579 28,270 67,057 123,353 176,447 188,201: 61,189 49,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 10,179: 13,129 3,343 -407 -3,315 9,545 9,407 12,482: 772 -2,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 15.4 11.9 28.2 51.9 74.3 79.2: 25.7 20.8
Old : 100.0: 34.1 15.4 11.9 28.2 51.9 74.3 79.2: 25.7 20.8
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 : 184: 59 57 57 43 54 127 143:
Old : 184: 59 57 57 43 54 127 143:
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 : 21.0 22.3 31.3 30.3 20.9 21.6 30.3 29.6
Old : 21.0 22.3 31.3 30.3 20.9 21.6 30.3 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,168: 34,133 10,098 66 2,518 27,682 36,717 37,846: 1,451 322
Old : 38,168: 34,133 10,098 66 2,518 27,682 36,717 37,846: 1,451 322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -476: 3,938 -17,111 -4,834 396 21,542 -500 -403: 24 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 26.5 0.2 6.6 72.5 96.2 99.2: 3.8 0.8
Old : 100.0: 89.4 26.5 0.2 6.6 72.5 96.2 99.2: 3.8 0.8
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 : 22: 12 1 1 3 7 15 9:
Old : 22: 12 1 1 3 7 15 9:
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 : 88.8 90.5 93.3 99.0 88.6 90.5 93.1 99.0
Old : 88.8 90.5 93.3 99.0 88.6 90.5 93.1 99.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,520: 22,648 3,662 0 3,381 25,687 26,029 29,349: 4,491 1,171
Old : 30,520: 22,648 3,662 0 3,381 25,687 26,029 29,349: 4,491 1,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 868: 406 -216 0 383 1,250 789 1,034: 79 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 12.0 0.0 11.1 84.2 85.3 96.2: 14.7 3.8
Old : 100.0: 74.2 12.0 0.0 11.1 84.2 85.3 96.2: 14.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 19 9 0 7 8 26 17:
Old : 42: 19 9 0 7 8 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 71.9 70.7 87.5 54.8 71.9 70.7 87.5
Old : 54.8 71.9 70.7 87.5 54.8 71.9 70.7 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 :16,045,964: 1,162,168 574,292 5,441,733 8,517,223 9,000,754 15,121,124 15,016,779: 924,840 1,029,185
Old :16,045,964: 1,162,168 574,292 5,441,733 8,517,223 9,000,754 15,121,124 15,016,779: 924,840 1,029,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -148,538: -19,244 26,880 108,061 -213,161 -259,863 -124,344 -124,922: -24,194 -23,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 3.6 33.9 53.1 56.1 94.2 93.6: 5.8 6.4
Old : 100.0: 7.2 3.6 33.9 53.1 56.1 94.2 93.6: 5.8 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 62 67 114 159 161 289 282:
Old : 307: 62 67 114 159 161 289 282:
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 : 33.3 21.2 41.9 35.1 24.0 13.3 27.4 19.6
Old : 33.3 21.2 41.9 35.1 24.0 13.3 27.4 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 910,680: 70,660 94,127 74,609 643,097 642,766 788,365 811,502: 122,315 99,178
Old : 910,680: 70,660 94,127 74,609 643,097 642,766 788,365 811,502: 122,315 99,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 14,950: 2,380 11,223 10,945 5,124 -9,840 18,448 12,327: -3,498 2,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 10.3 8.2 70.6 70.6 86.6 89.1: 13.4 10.9
Old : 100.0: 7.8 10.3 8.2 70.6 70.6 86.6 89.1: 13.4 10.9
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 : 569: 98 135 111 237 227 408 401:
Old : 569: 98 135 111 237 227 408 401:
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 : 14.4 16.0 21.5 24.6 11.5 14.2 17.5 21.2
Old : 14.4 16.0 21.5 24.6 11.5 14.2 17.5 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 352,677: 22,577 26,042 32,569 222,764 251,240 277,910 309,851: 74,768 42,827
Old : 352,677: 22,577 26,042 32,569 222,764 251,240 277,910 309,851: 74,768 42,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 12,036: 2,754 1,288 4,244 6,710 4,139 13,707 9,670: -1,671 2,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 7.4 9.2 63.2 71.2 78.8 87.9: 21.2 12.1
Old : 100.0: 6.4 7.4 9.2 63.2 71.2 78.8 87.9: 21.2 12.1
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 : 132: 19 25 35 70 60 110 100:
Old : 132: 19 25 35 70 60 110 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 24.0 28.0 35.5 17.6 20.2 26.1 31.7
Old : 18.8 24.0 28.0 35.5 17.6 20.2 26.1 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,790,012: 304,560 404,572 146,054 2,101,663 1,957,629 2,552,276 2,508,255: 237,735 281,757
Old : 2,790,012: 304,560 404,572 146,054 2,101,663 1,957,629 2,552,276 2,508,255: 237,735 281,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 14,571: 19,528 71,076 12,106 -7,929 -69,897 23,705 13,285: -9,134 1,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 14.5 5.2 75.3 70.2 91.5 89.9: 8.5 10.1
Old : 100.0: 10.9 14.5 5.2 75.3 70.2 91.5 89.9: 8.5 10.1
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 : 518: 92 121 94 209 207 360 363:
Old : 518: 92 121 94 209 207 360 363:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 14.1 26.9 22.8 15.6 13.6 23.6 20.6
Old : 18.0 14.1 26.9 22.8 15.6 13.6 23.6 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 105,094: 13,413 5,989 0 82,378 93,350 95,791 99,339: 9,303 5,755
Old : 105,094: 13,413 5,989 0 82,378 93,350 95,791 99,339: 9,303 5,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -1,656: 3,353 451 0 -5,236 -1,846 -1,883 -1,395: 228 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 5.7 0.0 78.4 88.8 91.1 94.5: 8.9 5.5
Old : 100.0: 12.8 5.7 0.0 78.4 88.8 91.1 94.5: 8.9 5.5
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 : 91: 10 5 0 50 38 60 43:
Old : 91: 10 5 0 50 38 60 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 39.2 52.5 56.8 33.4 39.2 51.4 56.6
Old : 33.7 39.2 52.5 56.8 33.4 39.2 51.4 56.6
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, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 60,674: 13,309 9,335 1,525 40,117 46,264 54,952 57,125: 5,722 3,549
Old : 60,674: 13,309 9,335 1,525 40,117 46,264 54,952 57,125: 5,722 3,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 5,697: 6,231 377 193 -1,544 5,170 4,880 5,741: 816 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 15.4 2.5 66.1 76.3 90.6 94.2: 9.4 5.8
Old : 100.0: 21.9 15.4 2.5 66.1 76.3 90.6 94.2: 9.4 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 : 237: 53 48 23 77 82 142 141:
Old : 237: 53 48 23 77 82 142 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 21.7 41.7 35.0 28.8 21.7 41.1 34.6
Old : 28.9 21.7 41.7 35.0 28.8 21.7 41.1 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 303,371: 66,547 46,676 7,627 200,584 231,321 274,758 285,624: 28,612 17,746
Old : 303,371: 66,547 46,676 7,627 200,584 231,321 274,758 285,624: 28,612 17,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 28,483: 31,153 1,885 967 -7,719 25,851 24,401 28,703: 4,082 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 15.4 2.5 66.1 76.3 90.6 94.2: 9.4 5.8
Old : 100.0: 21.9 15.4 2.5 66.1 76.3 90.6 94.2: 9.4 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 : 237: 53 48 23 77 82 142 141:
Old : 237: 53 48 23 77 82 142 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 21.7 41.7 35.0 28.8 21.7 41.1 34.6
Old : 28.9 21.7 41.7 35.0 28.8 21.7 41.1 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 130,287: 82,750 20,642 2,762 7,902 89,540 93,414 112,944: 36,873 17,344
Old : 130,287: 82,750 20,642 2,762 7,902 89,540 93,414 112,944: 36,873 17,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 30,072: 23,647 8,208 138 -946 25,488 22,839 33,834: 7,233 -3,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 15.8 2.1 6.1 68.7 71.7 86.7: 28.3 13.3
Old : 100.0: 63.5 15.8 2.1 6.1 68.7 71.7 86.7: 28.3 13.3
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: 37 20 13 14 26 58 52:
Old : 86: 37 20 13 14 26 58 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 36.3 49.0 58.4 42.6 36.0 48.9 58.1
Old : 42.6 36.3 49.0 58.4 42.6 36.0 48.9 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,341: 10,374 11,873 1 18,405 15,568 28,780 27,442: 6,561 7,899
Old : 35,341: 10,374 11,873 1 18,405 15,568 28,780 27,442: 6,561 7,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 4,328: 1,748 3,538 0 2,805 184 4,553 3,722: -225 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 33.6 0.0 52.1 44.1 81.4 77.6: 18.6 22.4
Old : 100.0: 29.4 33.6 0.0 52.1 44.1 81.4 77.6: 18.6 22.4
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 : 54: 18 9 1 16 14 35 23:
Old : 54: 18 9 1 16 14 35 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 : 31.7 42.1 50.2 62.8 31.2 42.0 45.4 57.8
Old : 31.7 42.1 50.2 62.8 31.2 42.0 45.4 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,706: 15,733 3,838 429 24,730 21,862 40,892 26,129: 6,814 21,577
Old : 47,706: 15,733 3,838 429 24,730 21,862 40,892 26,129: 6,814 21,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 6,867: 3,618 596 48 2,658 -1,878 6,324 -1,234: 543 8,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 8.0 0.9 51.8 45.8 85.7 54.8: 14.3 45.2
Old : 100.0: 33.0 8.0 0.9 51.8 45.8 85.7 54.8: 14.3 45.2
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 : 60: 16 9 2 23 18 40 28:
Old : 60: 16 9 2 23 18 40 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 24.9 44.5 36.5 27.5 23.5 42.4 34.6
Old : 28.2 24.9 44.5 36.5 27.5 23.5 42.4 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2011