BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 4,703: 120 861 115 3,765 3,498 3,999 4,473: 704 230
Old : 4,703: 120 861 115 3,765 3,498 3,999 4,473: 704 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 170: 0 13 12 162 144 174 169: -4 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 18.3 2.4 80.1 74.4 85.0 95.1: 15.0 4.9
Old : 100.0: 2.6 18.3 2.4 80.1 74.4 85.0 95.1: 15.0 4.9
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 : 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 : 53.7 54.5 76.6 74.6 53.7 51.7 70.6 68.6
Old : 53.7 54.5 76.6 74.6 53.7 51.7 70.6 68.6
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 19, 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 : 59,174: 10,259 1,380 14,390 26,051 31,899 50,700 47,669: 8,474 11,505
Old : 59,174: 10,259 1,380 14,390 26,051 31,899 50,700 47,669: 8,474 11,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 5,256: 1,865 -398 1,847 923 2,733 4,635 4,182: 621 1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 2.3 24.3 44.0 53.9 85.7 80.6: 14.3 19.4
Old : 100.0: 17.3 2.3 24.3 44.0 53.9 85.7 80.6: 14.3 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 28 6 24 39 38 74 62:
Old : 86: 28 6 24 39 38 74 62:
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 30.6 42.2 44.6 27.9 29.2 35.5 40.3
Old : 28.2 30.6 42.2 44.6 27.9 29.2 35.5 40.3
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 19, 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 : 4,197: 1,941 62 54 2,011 3,346 4,005 3,463: 191 734
Old : 4,197: 1,941 62 54 2,011 3,346 4,005 3,463: 191 734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 41: 13 8 18 13 29 44 55: -3 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 1.5 1.3 47.9 79.7 95.4 82.5: 4.6 17.5
Old : 100.0: 46.3 1.5 1.3 47.9 79.7 95.4 82.5: 4.6 17.5
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 : 22: 3 2 1 6 12 10 14:
Old : 22: 3 2 1 6 12 10 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 54.4 91.3 74.6 72.5 54.4 91.3 74.6
Old : 72.5 54.4 91.3 74.6 72.5 54.4 91.3 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 19, 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 : 290,106: 73,643 33,101 76,413 112,775 139,270 262,831 248,784: 27,276 41,322
Old : 138,712: 50,359 42,314 23,938 53,234 54,615 127,532 120,867: 11,180 17,845
Other: 151,394: 43,988 11,492 31,770 59,540 84,655 135,299 127,917: 16,095 23,477
: : :
: : Changes in Commitments from: July 12, 2011 :
: -8,709: 4,166 -2,241 -7,796 -5,102 1,644 -8,732 -8,393: 23 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 11.4 26.3 38.9 48.0 90.6 85.8: 9.4 14.2
Old : 100.0: 36.3 30.5 17.3 38.4 39.4 91.9 87.1: 8.1 12.9
Other: 100.0: 29.1 7.6 21.0 39.3 55.9 89.4 84.5: 10.6 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 114 60 111 64 80 230 212:
Old : 267: 89 88 71 42 76 175 192:
Other: 206: 79 34 61 54 68 163 141:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 20.3 27.8 29.3 17.0 16.9 27.1 24.2
Old : 20.2 15.6 30.0 25.4 20.2 13.6 29.8 21.1
Other: 20.2 25.3 32.5 36.3 20.0 22.4 30.7 31.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 433,315: 100,104 26,525 131,280 169,799 204,277 401,183 362,082: 32,132 71,233
Old : 433,315: 100,104 26,525 131,280 169,799 204,277 401,183 362,082: 32,132 71,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -6,587: -1,459 -950 -4,454 -2,515 554 -8,429 -4,851: 1,842 -1,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.1 30.3 39.2 47.1 92.6 83.6: 7.4 16.4
Old : 100.0: 23.1 6.1 30.3 39.2 47.1 92.6 83.6: 7.4 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 : 412: 117 85 149 108 176 307 350:
Old : 412: 117 85 149 108 176 307 350:
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 15.5 30.4 22.1 18.2 12.3 28.4 17.4
Old : 19.1 15.5 30.4 22.1 18.2 12.3 28.4 17.4
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 19, 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 : 9,047: 3,807 3,732 687 2,868 2,540 7,362 6,959: 1,685 2,088
Old : 9,047: 3,807 3,732 687 2,868 2,540 7,362 6,959: 1,685 2,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 90: -98 -88 143 20 -72 65 -17: 25 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 41.3 7.6 31.7 28.1 81.4 76.9: 18.6 23.1
Old : 100.0: 42.1 41.3 7.6 31.7 28.1 81.4 76.9: 18.6 23.1
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 : 74: 19 32 13 8 16 36 54:
Old : 74: 19 32 13 8 16 36 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 20.3 62.6 35.3 46.8 20.3 62.6 34.4
Old : 46.8 20.3 62.6 35.3 46.8 20.3 62.6 34.4
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 with Delta-adjusted Options and Futures Combined, July 19, 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 : 46,829: 15,028 3,065 11,819 11,978 10,413 38,825 25,297: 8,004 21,532
Old : 46,829: 15,028 3,065 11,819 11,978 10,413 38,825 25,297: 8,004 21,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -1,207: -1,095 -17 56 -56 290 -1,095 329: -112 -1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 6.5 25.2 25.6 22.2 82.9 54.0: 17.1 46.0
Old : 100.0: 32.1 6.5 25.2 25.6 22.2 82.9 54.0: 17.1 46.0
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 : 174: 57 28 47 45 69 126 128:
Old : 174: 57 28 47 45 69 126 128:
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 : 17.0 10.2 30.7 15.6 16.5 5.5 28.8 8.7
Old : 17.0 10.2 30.7 15.6 16.5 5.5 28.8 8.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 103,252: 14,999 0 499 86,899 102,324 102,397 102,823: 855 429
Old : 103,252: 14,999 0 499 86,899 102,324 102,397 102,823: 855 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -1,256: 253 0 -2 461 382 712 380: -1,968 -1,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 0.0 0.5 84.2 99.1 99.2 99.6: 0.8 0.4
Old : 100.0: 14.5 0.0 0.5 84.2 99.1 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 0 3 17 16 25 19:
Old : 27: 8 0 3 17 16 25 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 : 73.2 67.9 86.8 85.8 65.5 56.2 72.3 68.9
Old : 73.2 67.9 86.8 85.8 65.5 56.2 72.3 68.9
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 19, 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 : 135,766: 52,496 25,539 3,404 29,825 85,741 85,725 114,684: 50,041 21,082
Old : 135,766: 52,496 25,539 3,404 29,825 85,741 85,725 114,684: 50,041 21,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 15,242: 13,234 1,407 635 2,314 11,012 16,183 13,054: -941 2,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 18.8 2.5 22.0 63.2 63.1 84.5: 36.9 15.5
Old : 100.0: 38.7 18.8 2.5 22.0 63.2 63.1 84.5: 36.9 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 36 15 8 24 32 65 50:
Old : 92: 36 15 8 24 32 65 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 37.7 27.0 51.4 17.0 37.5 25.6 51.2
Old : 17.3 37.7 27.0 51.4 17.0 37.5 25.6 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 55,886: 21,073 9,733 1,313 6,427 30,815 28,813 41,861: 27,073 14,024
Old : 55,886: 21,073 9,733 1,313 6,427 30,815 28,813 41,861: 27,073 14,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 4,898: 2,965 -292 509 1,091 3,997 4,565 4,215: 333 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 17.4 2.3 11.5 55.1 51.6 74.9: 48.4 25.1
Old : 100.0: 37.7 17.4 2.3 11.5 55.1 51.6 74.9: 48.4 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 : 47: 20 9 6 11 13 35 24:
Old : 47: 20 9 6 11 13 35 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 47.8 28.0 62.2 18.0 47.1 28.0 60.9
Old : 18.0 47.8 28.0 62.2 18.0 47.1 28.0 60.9
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 19, 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 : 135,263: 100,309 11,043 624 26,181 121,273 127,114 132,940: 8,149 2,323
Old : 135,263: 100,309 11,043 624 26,181 121,273 127,114 132,940: 8,149 2,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -10,511: -11,221 -2,040 378 695 -9,039 -10,148 -10,701: -363 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 8.2 0.5 19.4 89.7 94.0 98.3: 6.0 1.7
Old : 100.0: 74.2 8.2 0.5 19.4 89.7 94.0 98.3: 6.0 1.7
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 : 115: 67 13 2 19 19 87 33:
Old : 115: 67 13 2 19 19 87 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 : 42.5 65.7 57.4 82.1 42.5 65.5 57.4 81.8
Old : 42.5 65.7 57.4 82.1 42.5 65.5 57.4 81.8
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 with Delta-adjusted Options and Futures Combined, July 19, 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 : 103,413: 25,910 32,989 1,995 55,435 42,893 83,340 77,876: 20,073 25,537
Old : 103,413: 25,910 32,989 1,995 55,435 42,893 83,340 77,876: 20,073 25,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -22,807: -2,079 -20,041 231 -20,729 2,567 -22,576 -17,243: -231 -5,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 31.9 1.9 53.6 41.5 80.6 75.3: 19.4 24.7
Old : 100.0: 25.1 31.9 1.9 53.6 41.5 80.6 75.3: 19.4 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 : 83: 21 26 7 24 27 48 57:
Old : 83: 21 26 7 24 27 48 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 : 30.3 26.9 45.9 37.7 30.3 26.0 45.2 36.8
Old : 30.3 26.9 45.9 37.7 30.3 26.0 45.2 36.8
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 19, 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 : 138,631: 63,584 21,404 4,171 35,337 81,043 103,092 106,618: 35,539 32,013
Old : 138,631: 63,584 21,404 4,171 35,337 81,043 103,092 106,618: 35,539 32,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 14,908: 10,868 -2,761 1,156 775 19,389 12,800 17,784: 2,108 -2,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 15.4 3.0 25.5 58.5 74.4 76.9: 25.6 23.1
Old : 100.0: 45.9 15.4 3.0 25.5 58.5 74.4 76.9: 25.6 23.1
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 : 112: 38 35 14 25 26 73 65:
Old : 112: 38 35 14 25 26 73 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 : 27.1 35.2 36.7 49.9 27.0 34.6 36.7 48.5
Old : 27.1 35.2 36.7 49.9 27.0 34.6 36.7 48.5
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 19, 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 : 222,163: 57,700 48,744 27,792 88,479 93,394 173,971 169,930: 48,192 52,233
Old : 222,163: 57,700 48,744 27,792 88,479 93,394 173,971 169,930: 48,192 52,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -2,620: -3,066 -414 2,231 7,927 -1,761 7,092 56: -9,712 -2,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 21.9 12.5 39.8 42.0 78.3 76.5: 21.7 23.5
Old : 100.0: 26.0 21.9 12.5 39.8 42.0 78.3 76.5: 21.7 23.5
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 : 174: 39 63 50 48 55 116 139:
Old : 174: 39 63 50 48 55 116 139:
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 : 16.2 16.2 27.5 24.0 15.9 14.9 26.7 22.6
Old : 16.2 16.2 27.5 24.0 15.9 14.9 26.7 22.6
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 19, 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 : 18,044: 13,881 10,525 72 2,526 7,240 16,479 17,837: 1,565 207
Old : 18,044: 13,881 10,525 72 2,526 7,240 16,479 17,837: 1,565 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -19,834: -19,950 297 0 -6 -20,067 -19,956 -19,770: 122 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 58.3 0.4 14.0 40.1 91.3 98.9: 8.7 1.1
Old : 100.0: 76.9 58.3 0.4 14.0 40.1 91.3 98.9: 8.7 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 : 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 : 77.2 89.3 86.5 97.8 76.8 89.3 86.1 97.7
Old : 77.2 89.3 86.5 97.8 76.8 89.3 86.1 97.7
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 with Delta-adjusted Options and Futures Combined, July 19, 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 : 31,072: 23,364 1,926 114 2,745 27,376 26,223 29,416: 4,849 1,656
Old : 31,072: 23,364 1,926 114 2,745 27,376 26,223 29,416: 4,849 1,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 1,327: 677 -1,177 114 -93 1,959 698 896: 629 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 6.2 0.4 8.8 88.1 84.4 94.7: 15.6 5.3
Old : 100.0: 75.2 6.2 0.4 8.8 88.1 84.4 94.7: 15.6 5.3
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 : 41: 21 5 1 6 10 28 15:
Old : 41: 21 5 1 6 10 28 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 73.7 69.6 88.7 53.8 73.7 69.6 88.7
Old : 53.8 73.7 69.6 88.7 53.8 73.7 69.6 88.7
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 19, 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 :16,757,691: 1,109,268 715,554 5,768,480 8,873,878 9,143,178 15,751,625 15,627,213: 1,006,065 1,130,478
Old :16,757,691: 1,109,268 715,554 5,768,480 8,873,878 9,143,178 15,751,625 15,627,213: 1,006,065 1,130,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -251,606: -66,674 26,143 -176,462 8,298 -91,827 -234,837 -242,146: -16,769 -9,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 4.3 34.4 53.0 54.6 94.0 93.3: 6.0 6.7
Old : 100.0: 6.6 4.3 34.4 53.0 54.6 94.0 93.3: 6.0 6.7
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 : 305: 61 69 115 154 160 283 285:
Old : 305: 61 69 115 154 160 283 285:
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 : 32.7 20.8 42.2 34.1 23.4 12.1 26.9 18.4
Old : 32.7 20.8 42.2 34.1 23.4 12.1 26.9 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 914,355: 71,737 84,811 66,511 643,349 663,003 781,597 814,325: 132,758 100,031
Old : 914,355: 71,737 84,811 66,511 643,349 663,003 781,597 814,325: 132,758 100,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -39,855: -11,081 1,125 -15,022 -11,696 -23,948 -37,798 -37,844: -2,057 -2,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 9.3 7.3 70.4 72.5 85.5 89.1: 14.5 10.9
Old : 100.0: 7.8 9.3 7.3 70.4 72.5 85.5 89.1: 14.5 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 : 551: 109 110 100 237 227 397 386:
Old : 551: 109 110 100 237 227 397 386:
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 : 14.3 15.5 21.2 23.8 11.5 13.8 17.5 20.8
Old : 14.3 15.5 21.2 23.8 11.5 13.8 17.5 20.8
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 19, 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 : 347,550: 22,903 26,058 28,744 212,440 251,541 264,087 306,343: 83,463 41,207
Old : 347,550: 22,903 26,058 28,744 212,440 251,541 264,087 306,343: 83,463 41,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -23,231: -1,098 105 -8,647 -15,956 -10,148 -25,702 -18,690: 2,471 -4,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.5 8.3 61.1 72.4 76.0 88.1: 24.0 11.9
Old : 100.0: 6.6 7.5 8.3 61.1 72.4 76.0 88.1: 24.0 11.9
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 : 131: 22 24 31 68 58 106 97:
Old : 131: 22 24 31 68 58 106 97:
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 24.4 27.6 35.9 17.5 20.5 25.8 32.0
Old : 18.8 24.4 27.6 35.9 17.5 20.5 25.8 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 2,834,027: 302,087 351,686 130,916 2,154,548 2,057,306 2,587,551 2,539,909: 246,475 294,118
Old : 2,834,027: 302,087 351,686 130,916 2,154,548 2,057,306 2,587,551 2,539,909: 246,475 294,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -83,119: -47,492 7,523 -34,293 21,303 -69,001 -60,483 -95,771: -22,636 12,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 12.4 4.6 76.0 72.6 91.3 89.6: 8.7 10.4
Old : 100.0: 10.7 12.4 4.6 76.0 72.6 91.3 89.6: 8.7 10.4
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 : 504: 97 100 86 211 208 353 349:
Old : 504: 97 100 86 211 208 353 349:
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 13.4 26.0 22.2 15.4 13.0 23.5 20.5
Old : 17.3 13.4 26.0 22.2 15.4 13.0 23.5 20.5
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 19, 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 : 110,003: 14,802 5,347 0 86,232 99,557 101,034 104,904: 8,969 5,099
Old : 110,003: 14,802 5,347 0 86,232 99,557 101,034 104,904: 8,969 5,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -2,719: -384 -1,467 0 -2,085 -2,791 -2,469 -4,258: -250 1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 4.9 0.0 78.4 90.5 91.8 95.4: 8.2 4.6
Old : 100.0: 13.5 4.9 0.0 78.4 90.5 91.8 95.4: 8.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 15 5 0 54 39 69 44:
Old : 100: 15 5 0 54 39 69 44:
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 : 31.4 40.5 49.5 58.2 31.1 40.5 49.1 57.8
Old : 31.4 40.5 49.5 58.2 31.1 40.5 49.1 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 92,937: 23,469 7,177 5,576 54,340 75,642 83,386 88,395: 9,551 4,542
Old : 92,937: 23,469 7,177 5,576 54,340 75,642 83,386 88,395: 9,551 4,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 2,601: 133 1,665 750 2,679 1,960 3,562 4,375: -962 -1,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.7 6.0 58.5 81.4 89.7 95.1: 10.3 4.9
Old : 100.0: 25.3 7.7 6.0 58.5 81.4 89.7 95.1: 10.3 4.9
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 : 239: 73 31 14 76 87 155 126:
Old : 239: 73 31 14 76 87 155 126:
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 : 23.1 27.0 38.2 42.9 22.3 22.4 34.4 35.0
Old : 23.1 27.0 38.2 42.9 22.3 22.4 34.4 35.0
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 with Delta-adjusted Options and Futures Combined, July 19, 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 : 18,519: 4,438 1,957 0 9,488 14,621 13,926 16,578: 4,593 1,941
Old : 18,519: 4,438 1,957 0 9,488 14,621 13,926 16,578: 4,593 1,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 2,177: 246 984 0 1,024 2,693 1,270 3,677: 907 -1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 10.6 0.0 51.2 79.0 75.2 89.5: 24.8 10.5
Old : 100.0: 24.0 10.6 0.0 51.2 79.0 75.2 89.5: 24.8 10.5
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 : 21: 1 3 0 9 8 10 11:
Old : 21: 1 3 0 9 8 10 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 : 59.7 68.9 72.3 84.9 59.7 68.9 72.3 84.9
Old : 59.7 68.9 72.3 84.9 59.7 68.9 72.3 84.9
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 19, 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 : 372,093: 119,576 50,523 3,460 224,262 305,104 347,298 359,086: 24,794 13,007
Old : 372,093: 119,576 50,523 3,460 224,262 305,104 347,298 359,086: 24,794 13,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 2,119: 3,203 7,170 -15 8,275 -3,666 11,462 3,489: -9,344 -1,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 13.6 0.9 60.3 82.0 93.3 96.5: 6.7 3.5
Old : 100.0: 32.1 13.6 0.9 60.3 82.0 93.3 96.5: 6.7 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 72 31 12 73 85 151 122:
Old : 238: 72 31 12 73 85 151 122:
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 : 27.2 29.5 42.0 44.2 27.2 29.5 41.7 44.2
Old : 27.2 29.5 42.0 44.2 27.2 29.5 41.7 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 133,796: 90,366 12,571 1,776 7,401 103,261 99,544 117,608: 34,252 16,188
Old : 133,796: 90,366 12,571 1,776 7,401 103,261 99,544 117,608: 34,252 16,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 8,046: 8,945 -1,569 74 -668 10,023 8,351 8,529: -305 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 9.4 1.3 5.5 77.2 74.4 87.9: 25.6 12.1
Old : 100.0: 67.5 9.4 1.3 5.5 77.2 74.4 87.9: 25.6 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 : 77: 34 14 9 15 25 54 43:
Old : 77: 34 14 9 15 25 54 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 : 44.9 45.4 55.1 66.6 44.9 45.3 55.0 66.5
Old : 44.9 45.4 55.1 66.6 44.9 45.3 55.0 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 37,432: 8,352 13,855 0 20,196 14,802 28,548 28,657: 8,884 8,775
Old : 37,432: 8,352 13,855 0 20,196 14,802 28,548 28,657: 8,884 8,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 1,662: 114 1,547 0 285 -1,207 399 340: 1,263 1,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 37.0 0.0 54.0 39.5 76.3 76.6: 23.7 23.4
Old : 100.0: 22.3 37.0 0.0 54.0 39.5 76.3 76.6: 23.7 23.4
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 : 58: 14 15 0 18 14 32 29:
Old : 58: 14 15 0 18 14 32 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 : 29.4 38.8 49.7 55.3 28.9 38.8 45.7 53.9
Old : 29.4 38.8 49.7 55.3 28.9 38.8 45.7 53.9
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 with Delta-adjusted Options and Futures Combined, July 19, 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 : 55,644: 19,435 5,314 350 19,450 44,633 39,235 50,297: 16,409 5,347
Old : 55,644: 19,435 5,314 350 19,450 44,633 39,235 50,297: 16,409 5,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 6,673: 3,438 280 30 154 6,902 3,622 7,212: 3,051 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 9.5 0.6 35.0 80.2 70.5 90.4: 29.5 9.6
Old : 100.0: 34.9 9.5 0.6 35.0 80.2 70.5 90.4: 29.5 9.6
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 : 72: 20 8 1 21 28 42 36:
Old : 72: 20 8 1 21 28 42 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 : 21.7 37.7 35.2 58.5 21.1 36.7 34.6 56.2
Old : 21.7 37.7 35.2 58.5 21.1 36.7 34.6 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2011