BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 12, 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 : 3,899: 168 843 4 3,042 2,837 3,214 3,684: 685 215
Old : 3,899: 168 843 4 3,042 2,837 3,214 3,684: 685 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 189: -4 -1 3 193 176 192 178: -3 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 21.6 0.1 78.0 72.8 82.4 94.5: 17.6 5.5
Old : 100.0: 4.3 21.6 0.1 78.0 72.8 82.4 94.5: 17.6 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 : 23: 2 3 2 10 11 13 15:
Old : 23: 2 3 2 10 11 13 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 : 57.9 58.8 76.8 77.6 57.6 56.8 76.5 75.3
Old : 57.9 58.8 76.8 77.6 57.6 56.8 76.5 75.3
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 - Futures Only, July 12, 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 : 33,944: 7,187 6,135 819 20,165 22,626 28,171 29,580: 5,773 4,364
Old : 33,944: 7,187 6,135 819 20,165 22,626 28,171 29,580: 5,773 4,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 1,189: 445 244 110 522 352 1,077 706: 112 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 18.1 2.4 59.4 66.7 83.0 87.1: 17.0 12.9
Old : 100.0: 21.2 18.1 2.4 59.4 66.7 83.0 87.1: 17.0 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 : 86: 23 12 15 31 30 60 52:
Old : 86: 23 12 15 31 30 60 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 : 40.3 39.6 50.1 58.1 40.2 37.2 49.7 55.6
Old : 40.3 39.6 50.1 58.1 40.2 37.2 49.7 55.6
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 - Futures Only, July 12, 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 : 3,723: 1,926 84 2 1,631 3,113 3,559 3,199: 164 524
Old : 3,723: 1,926 84 2 1,631 3,113 3,559 3,199: 164 524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 59: -7 52 0 69 26 62 78: -3 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 2.3 0.1 43.8 83.6 95.6 85.9: 4.4 14.1
Old : 100.0: 51.7 2.3 0.1 43.8 83.6 95.6 85.9: 4.4 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 1 5 11 9 13:
Old : 20: 3 2 1 5 11 9 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 : 80.3 59.6 95.5 79.4 80.3 59.6 95.5 79.4
Old : 80.3 59.6 95.5 79.4 80.3 59.6 95.5 79.4
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 - Futures Only, July 12, 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 : 244,685: 69,987 56,025 40,802 108,086 111,268 218,875 208,095: 25,810 36,590
Old : 126,840: 49,028 53,820 9,232 56,816 47,062 115,076 110,114: 11,764 16,726
Other: 117,845: 40,508 21,754 12,021 51,270 64,206 103,799 97,981: 14,046 19,864
: : :
: : Changes in Commitments from: July 5, 2011 :
: 11,423: 9,556 -824 1,092 -2,953 7,231 7,695 7,499: 3,728 3,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 22.9 16.7 44.2 45.5 89.5 85.0: 10.5 15.0
Old : 100.0: 38.7 42.4 7.3 44.8 37.1 90.7 86.8: 9.3 13.2
Other: 100.0: 34.4 18.5 10.2 43.5 54.5 88.1 83.1: 11.9 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 103 65 89 52 75 205 195:
Old : 252: 82 88 51 32 65 149 170:
Other: 186: 60 39 36 42 65 127 121:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 19.8 33.2 27.9 20.0 16.6 32.3 24.5
Old : 22.8 16.8 34.7 25.2 22.8 16.0 33.9 24.2
Other: 23.2 24.6 37.9 33.6 22.7 22.7 36.5 31.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 12, 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 : 327,644: 92,644 52,002 49,713 158,525 163,697 300,882 265,412: 26,762 62,232
Old : 327,644: 92,644 52,002 49,713 158,525 163,697 300,882 265,412: 26,762 62,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 1,955: 6,901 -5,123 643 -8,163 4,675 -619 195: 2,574 1,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 15.9 15.2 48.4 50.0 91.8 81.0: 8.2 19.0
Old : 100.0: 28.3 15.9 15.2 48.4 50.0 91.8 81.0: 8.2 19.0
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 : 396: 102 90 119 80 163 265 315:
Old : 396: 102 90 119 80 163 265 315:
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 12.2 37.1 19.9 24.6 11.6 36.4 19.1
Old : 24.8 12.2 37.1 19.9 24.6 11.6 36.4 19.1
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 - Futures Only, July 12, 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 : 8,835: 3,925 3,897 440 2,847 2,579 7,212 6,916: 1,623 1,919
Old : 8,835: 3,925 3,897 440 2,847 2,579 7,212 6,916: 1,623 1,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -379: 22 -657 -18 -117 297 -113 -378: -266 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 44.1 5.0 32.2 29.2 81.6 78.3: 18.4 21.7
Old : 100.0: 44.4 44.1 5.0 32.2 29.2 81.6 78.3: 18.4 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 21 32 10 10 17 39 52:
Old : 76: 21 32 10 10 17 39 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 : 47.8 21.0 64.2 36.0 47.8 21.0 64.2 35.4
Old : 47.8 21.0 64.2 36.0 47.8 21.0 64.2 35.4
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 - Futures Only, July 12, 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 : 41,567: 16,187 5,987 6,102 11,810 8,895 34,099 20,984: 7,468 20,583
Old : 41,567: 16,187 5,987 6,102 11,810 8,895 34,099 20,984: 7,468 20,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 3,082: 1,479 223 801 -106 148 2,174 1,172: 908 1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 14.4 14.7 28.4 21.4 82.0 50.5: 18.0 49.5
Old : 100.0: 38.9 14.4 14.7 28.4 21.4 82.0 50.5: 18.0 49.5
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 : 173: 51 34 44 33 66 110 126:
Old : 173: 51 34 44 33 66 110 126:
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 : 19.8 10.7 32.9 15.5 19.8 8.0 32.9 11.5
Old : 19.8 10.7 32.9 15.5 19.8 8.0 32.9 11.5
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 - Futures Only, July 12, 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 : 103,573: 14,751 0 496 85,503 101,012 100,750 101,508: 2,823 2,065
Old : 103,573: 14,751 0 496 85,503 101,012 100,750 101,508: 2,823 2,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 1,405: 798 0 0 -543 459 255 459: 1,150 946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 0.0 0.5 82.6 97.5 97.3 98.0: 2.7 2.0
Old : 100.0: 14.2 0.0 0.5 82.6 97.5 97.3 98.0: 2.7 2.0
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 : 26: 8 0 2 16 15 24 17:
Old : 26: 8 0 2 16 15 24 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 : 72.0 66.9 85.4 84.1 64.2 55.4 71.0 67.4
Old : 72.0 66.9 85.4 84.1 64.2 55.4 71.0 67.4
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 - Futures Only, July 12, 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 : 111,624: 39,535 24,201 0 24,080 70,701 63,615 94,902: 48,009 16,722
Old : 111,624: 39,535 24,201 0 24,080 70,701 63,615 94,902: 48,009 16,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 5,657: 8,189 -324 -1 -1,393 7,112 6,795 6,787: -1,138 -1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 21.7 0.0 21.6 63.3 57.0 85.0: 43.0 15.0
Old : 100.0: 35.4 21.7 0.0 21.6 63.3 57.0 85.0: 43.0 15.0
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 : 81: 36 8 0 18 26 54 34:
Old : 81: 36 8 0 18 26 54 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 : 16.1 41.8 24.0 58.7 16.0 41.4 23.6 58.2
Old : 16.1 41.8 24.0 58.7 16.0 41.4 23.6 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, July 12, 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 : 48,630: 18,139 10,058 57 4,355 26,299 22,551 36,414: 26,079 12,216
Old : 48,630: 18,139 10,058 57 4,355 26,299 22,551 36,414: 26,079 12,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 1,064: 2,156 -634 54 -2,757 1,110 -547 530: 1,611 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 20.7 0.1 9.0 54.1 46.4 74.9: 53.6 25.1
Old : 100.0: 37.3 20.7 0.1 9.0 54.1 46.4 74.9: 53.6 25.1
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 : 43: 18 9 2 9 12 28 22:
Old : 43: 18 9 2 9 12 28 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 : 19.5 54.4 29.0 65.5 19.5 54.2 28.8 65.3
Old : 19.5 54.4 29.0 65.5 19.5 54.2 28.8 65.3
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 - Futures Only, July 12, 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 : 145,774: 111,530 13,083 246 25,486 130,312 137,262 143,641: 8,512 2,133
Old : 145,774: 111,530 13,083 246 25,486 130,312 137,262 143,641: 8,512 2,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 20,545: 22,038 6,535 0 -1,479 14,300 20,559 20,835: -14 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 9.0 0.2 17.5 89.4 94.2 98.5: 5.8 1.5
Old : 100.0: 76.5 9.0 0.2 17.5 89.4 94.2 98.5: 5.8 1.5
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 : 110: 68 10 1 17 19 86 29:
Old : 110: 68 10 1 17 19 86 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 63.5 56.8 83.1 41.6 63.3 56.8 82.8
Old : 41.6 63.5 56.8 83.1 41.6 63.3 56.8 82.8
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 - Futures Only, July 12, 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 : 121,134: 27,687 52,488 502 73,993 38,256 102,182 91,246: 18,952 29,888
Old : 121,134: 27,687 52,488 502 73,993 38,256 102,182 91,246: 18,952 29,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 2,775: -947 -7,815 -12 7,989 6,068 7,030 -1,759: -4,255 4,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 43.3 0.4 61.1 31.6 84.4 75.3: 15.6 24.7
Old : 100.0: 22.9 43.3 0.4 61.1 31.6 84.4 75.3: 15.6 24.7
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 : 87: 21 31 5 25 21 48 55:
Old : 87: 21 31 5 25 21 48 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 31.7 52.3 42.6 34.7 30.9 52.3 41.9
Old : 34.7 31.7 52.3 42.6 34.7 30.9 52.3 41.9
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 - Futures Only, July 12, 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 : 115,846: 52,277 23,989 105 31,775 59,654 84,157 83,748: 31,689 32,098
Old : 115,846: 52,277 23,989 105 31,775 59,654 84,157 83,748: 31,689 32,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 20,945: 17,682 3,721 71 -5,226 16,295 12,527 20,087: 8,418 858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 20.7 0.1 27.4 51.5 72.6 72.3: 27.4 27.7
Old : 100.0: 45.1 20.7 0.1 27.4 51.5 72.6 72.3: 27.4 27.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 31 32 3 20 22 53 55:
Old : 99: 31 32 3 20 22 53 55:
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 : 27.9 32.5 39.0 47.4 27.9 31.9 39.0 46.8
Old : 27.9 32.5 39.0 47.4 27.9 31.9 39.0 46.8
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 - Futures Only, July 12, 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 : 185,541: 61,392 48,976 657 70,726 86,428 132,775 136,061: 52,766 49,480
Old : 185,541: 61,392 48,976 657 70,726 86,428 132,775 136,061: 52,766 49,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -8,788: -20,468 10,310 -296 16,241 -24,688 -4,523 -14,674: -4,265 5,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 26.4 0.4 38.1 46.6 71.6 73.3: 28.4 26.7
Old : 100.0: 33.1 26.4 0.4 38.1 46.6 71.6 73.3: 28.4 26.7
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 : 158: 37 50 12 41 50 85 105:
Old : 158: 37 50 12 41 50 85 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 19.7 34.8 29.2 23.8 18.7 34.5 28.1
Old : 23.8 19.7 34.8 29.2 23.8 18.7 34.5 28.1
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 - Futures Only, July 12, 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 : 37,878: 33,831 10,228 72 2,532 27,307 36,435 37,607: 1,443 271
Old : 37,878: 33,831 10,228 72 2,532 27,307 36,435 37,607: 1,443 271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -290: -302 130 6 14 -375 -282 -239: -8 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 27.0 0.2 6.7 72.1 96.2 99.3: 3.8 0.7
Old : 100.0: 89.3 27.0 0.2 6.7 72.1 96.2 99.3: 3.8 0.7
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 : 22: 11 2 2 3 7 15 10:
Old : 22: 11 2 2 3 7 15 10:
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 : 89.5 89.8 93.9 98.8 89.4 89.8 93.7 98.7
Old : 89.5 89.8 93.9 98.8 89.4 89.8 93.7 98.7
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 - Futures Only, July 12, 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 : 29,745: 22,687 3,103 0 2,838 25,417 25,525 28,520: 4,220 1,225
Old : 29,745: 22,687 3,103 0 2,838 25,417 25,525 28,520: 4,220 1,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -775: 39 -559 0 -543 -270 -504 -829: -271 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 10.4 0.0 9.5 85.4 85.8 95.9: 14.2 4.1
Old : 100.0: 76.3 10.4 0.0 9.5 85.4 85.8 95.9: 14.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 20 8 0 6 8 26 16:
Old : 41: 20 8 0 6 8 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 72.9 71.6 87.8 56.4 72.9 71.6 87.8
Old : 56.4 72.9 71.6 87.8 56.4 72.9 71.6 87.8
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 - Futures Only, July 12, 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 :10,107,489: 1,194,320 1,071,605 1,227,349 6,750,598 6,787,812 9,172,267 9,086,766: 935,222 1,020,723
Old :10,107,489: 1,194,320 1,071,605 1,227,349 6,750,598 6,787,812 9,172,267 9,086,766: 935,222 1,020,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 393,902: 29,519 172,746 33,713 245,800 91,247 309,032 297,706: 84,870 96,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 10.6 12.1 66.8 67.2 90.7 89.9: 9.3 10.1
Old : 100.0: 11.8 10.6 12.1 66.8 67.2 90.7 89.9: 9.3 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 : 277: 50 59 85 134 151 240 249:
Old : 277: 50 59 85 134 151 240 249:
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 : 39.7 23.9 48.0 37.2 38.2 20.3 43.4 30.7
Old : 39.7 23.9 48.0 37.2 38.2 20.3 43.4 30.7
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 - Futures Only, July 12, 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 : 795,442: 83,477 84,875 21,664 567,091 599,796 672,232 706,335: 123,210 89,108
Old : 795,442: 83,477 84,875 21,664 567,091 599,796 672,232 706,335: 123,210 89,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 27,449: 11,371 -10,780 379 5,696 34,418 17,446 24,017: 10,003 3,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.7 2.7 71.3 75.4 84.5 88.8: 15.5 11.2
Old : 100.0: 10.5 10.7 2.7 71.3 75.4 84.5 88.8: 15.5 11.2
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 : 558: 104 116 49 215 232 349 367:
Old : 558: 104 116 49 215 232 349 367:
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 : 16.4 17.0 24.3 25.6 13.1 16.1 20.0 24.6
Old : 16.4 17.0 24.3 25.6 13.1 16.1 20.0 24.6
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 - Futures Only, July 12, 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 : 275,156: 22,461 27,514 1,019 177,137 207,996 200,617 236,529: 74,539 38,627
Old : 275,156: 22,461 27,514 1,019 177,137 207,996 200,617 236,529: 74,539 38,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 6,001: 218 -237 -461 893 3,395 650 2,697: 5,351 3,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.0 0.4 64.4 75.6 72.9 86.0: 27.1 14.0
Old : 100.0: 8.2 10.0 0.4 64.4 75.6 72.9 86.0: 27.1 14.0
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: 18 17 6 57 47 76 69:
Old : 119: 18 17 6 57 47 76 69:
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 : 24.0 30.1 35.4 44.6 22.3 27.3 33.0 41.8
Old : 24.0 30.1 35.4 44.6 22.3 27.3 33.0 41.8
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 - Futures Only, July 12, 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 : 2,601,431: 361,033 342,757 47,272 1,949,769 1,958,999 2,358,074 2,349,028: 243,357 252,403
Old : 2,601,431: 361,033 342,757 47,272 1,949,769 1,958,999 2,358,074 2,349,028: 243,357 252,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 107,241: 51,120 -57,356 8,844 24,016 155,113 83,980 106,601: 23,261 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 13.2 1.8 74.9 75.3 90.6 90.3: 9.4 9.7
Old : 100.0: 13.9 13.2 1.8 74.9 75.3 90.6 90.3: 9.4 9.7
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 : 524: 101 110 38 189 214 312 340:
Old : 524: 101 110 38 189 214 312 340:
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 : 19.1 14.4 28.5 24.1 16.6 14.4 25.2 23.0
Old : 19.1 14.4 28.5 24.1 16.6 14.4 25.2 23.0
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 - Futures Only, July 12, 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 : 112,707: 15,186 6,814 0 88,309 102,341 103,495 109,155: 9,212 3,552
Old : 112,707: 15,186 6,814 0 88,309 102,341 103,495 109,155: 9,212 3,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 7,628: 1,773 825 0 5,940 8,995 7,713 9,820: -85 -2,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 6.0 0.0 78.4 90.8 91.8 96.8: 8.2 3.2
Old : 100.0: 13.5 6.0 0.0 78.4 90.8 91.8 96.8: 8.2 3.2
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 : 102: 13 6 0 55 39 68 45:
Old : 102: 13 6 0 55 39 68 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 40.1 50.4 57.3 31.9 40.1 49.9 56.8
Old : 32.3 40.1 50.4 57.3 31.9 40.1 49.9 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, July 12, 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 : 87,588: 23,298 5,670 4,389 49,540 71,438 77,226 81,496: 10,362 6,092
Old : 87,588: 23,298 5,670 4,389 49,540 71,438 77,226 81,496: 10,362 6,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 29,058: 10,024 -3,840 3,277 11,026 26,874 24,327 26,311: 4,731 2,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 6.5 5.0 56.6 81.6 88.2 93.0: 11.8 7.0
Old : 100.0: 26.6 6.5 5.0 56.6 81.6 88.2 93.0: 11.8 7.0
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 : 233: 69 29 8 67 89 139 123:
Old : 233: 69 29 8 67 89 139 123:
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 : 24.9 24.9 39.0 40.3 24.9 22.2 36.6 34.6
Old : 24.9 24.9 39.0 40.3 24.9 22.2 36.6 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, July 12, 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 : 16,335: 4,192 973 0 8,464 11,928 12,656 12,901: 3,679 3,434
Old : 16,335: 4,192 973 0 8,464 11,928 12,656 12,901: 3,679 3,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 6.0 0.0 51.8 73.0 77.5 79.0: 22.5 21.0
Old : 100.0: 25.7 6.0 0.0 51.8 73.0 77.5 79.0: 22.5 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 : 21: 2 3 0 9 8 11 11:
Old : 21: 2 3 0 9 8 11 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 : 57.2 63.1 72.8 76.0 57.2 63.1 72.8 76.0
Old : 57.2 63.1 72.8 76.0 57.2 63.1 72.8 76.0
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 - Futures Only, July 12, 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 : 356,267: 116,186 44,139 1,287 205,379 297,551 322,852 342,977: 33,415 13,290
Old : 356,267: 116,186 44,139 1,287 205,379 297,551 322,852 342,977: 33,415 13,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 63,614: 49,817 -3,409 -4,270 12,809 74,729 58,356 67,050: 5,258 -3,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 12.4 0.4 57.6 83.5 90.6 96.3: 9.4 3.7
Old : 100.0: 32.6 12.4 0.4 57.6 83.5 90.6 96.3: 9.4 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 : 231: 69 27 6 63 87 133 119:
Old : 231: 69 27 6 63 87 133 119:
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 : 29.6 28.0 43.4 44.0 29.6 28.0 43.2 44.0
Old : 29.6 28.0 43.4 44.0 29.6 28.0 43.2 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, July 12, 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 : 120,703: 81,258 13,635 60 5,758 91,748 87,076 105,443: 33,627 15,260
Old : 120,703: 81,258 13,635 60 5,758 91,748 87,076 105,443: 33,627 15,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: -923: -821 -5,108 60 1,542 4,185 781 -863: -1,704 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 11.3 0.0 4.8 76.0 72.1 87.4: 27.9 12.6
Old : 100.0: 67.3 11.3 0.0 4.8 76.0 72.1 87.4: 27.9 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 28 12 2 11 23 40 36:
Old : 69: 28 12 2 11 23 40 36:
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 : 50.5 42.6 56.3 66.5 50.5 42.5 56.2 66.4
Old : 50.5 42.6 56.3 66.5 50.5 42.5 56.2 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, July 12, 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 : 35,770: 8,238 12,308 0 19,911 16,009 28,149 28,317: 7,621 7,453
Old : 35,770: 8,238 12,308 0 19,911 16,009 28,149 28,317: 7,621 7,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 429: -2,136 435 -1 1,506 441 -631 875: 1,060 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 34.4 0.0 55.7 44.8 78.7 79.2: 21.3 20.8
Old : 100.0: 23.0 34.4 0.0 55.7 44.8 78.7 79.2: 21.3 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 : 54: 15 11 0 17 14 32 25:
Old : 54: 15 11 0 17 14 32 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 : 31.1 40.0 53.0 60.3 30.8 39.9 48.2 55.9
Old : 31.1 40.0 53.0 60.3 30.8 39.9 48.2 55.9
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 - Futures Only, July 12, 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 : 48,971: 15,997 5,034 320 19,296 37,731 35,613 43,085: 13,358 5,886
Old : 48,971: 15,997 5,034 320 19,296 37,731 35,613 43,085: 13,358 5,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 1,265: 264 1,196 -109 -5,434 15,869 -5,279 16,956: 6,544 -15,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 10.3 0.7 39.4 77.0 72.7 88.0: 27.3 12.0
Old : 100.0: 32.7 10.3 0.7 39.4 77.0 72.7 88.0: 27.3 12.0
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 : 64: 15 8 1 22 25 38 33:
Old : 64: 15 8 1 22 25 38 33:
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 : 21.6 39.2 36.1 58.2 20.9 38.1 35.4 55.6
Old : 21.6 39.2 36.1 58.2 20.9 38.1 35.4 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2011