BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,737: 53 129 36 4,160 4,216 4,249 4,381: 488 356
Old : 4,737: 53 129 36 4,160 4,216 4,249 4,381: 488 356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 239: 2 3 5 224 251 231 259: 8 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.7 0.8 87.8 89.0 89.7 92.5: 10.3 7.5
Old : 100.0: 1.1 2.7 0.8 87.8 89.0 89.7 92.5: 10.3 7.5
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 2 2 14 11 17 14:
Old : 23: 2 2 2 14 11 17 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 : 68.5 66.7 84.4 84.5 68.5 66.2 82.5 82.0
Old : 68.5 66.7 84.4 84.5 68.5 66.2 82.5 82.0
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 24,552: 5,279 5,613 760 14,636 13,768 20,675 20,141: 3,877 4,411
Old : 24,552: 5,279 5,613 760 14,636 13,768 20,675 20,141: 3,877 4,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 949: 327 -349 29 522 973 878 653: 71 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 22.9 3.1 59.6 56.1 84.2 82.0: 15.8 18.0
Old : 100.0: 21.5 22.9 3.1 59.6 56.1 84.2 82.0: 15.8 18.0
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 : 68: 15 13 14 25 24 47 44:
Old : 68: 15 13 14 25 24 47 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 : 44.1 37.1 59.3 54.4 43.8 36.3 57.5 53.3
Old : 44.1 37.1 59.3 54.4 43.8 36.3 57.5 53.3
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 268,629: 67,234 57,043 64,099 108,302 108,145 239,635 229,287: 28,994 39,342
Old : 182,909: 57,159 56,920 41,036 68,300 60,000 166,495 157,956: 16,414 24,953
Other: 85,720: 26,081 16,129 7,057 40,002 48,145 73,140 71,331: 12,580 14,389
: : :
: : Changes in Commitments from: June 5, 2012 :
: -620: 4,974 -7,133 -1,124 -5,689 7,781 -1,839 -476: 1,219 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 21.2 23.9 40.3 40.3 89.2 85.4: 10.8 14.6
Old : 100.0: 31.2 31.1 22.4 37.3 32.8 91.0 86.4: 9.0 13.6
Other: 100.0: 30.4 18.8 8.2 46.7 56.2 85.3 83.2: 14.7 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 104 84 123 67 87 239 254:
Old : 305: 94 102 101 46 79 196 241:
Other: 173: 43 36 28 55 70 119 120:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 10.9 28.4 17.8 13.8 10.1 24.8 16.2
Old : 18.1 11.7 28.5 20.7 17.9 10.7 27.2 18.1
Other: 31.0 15.6 45.5 26.9 30.7 15.6 45.2 26.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 319,200: 105,993 68,723 42,817 143,235 154,204 292,045 265,744: 27,155 53,456
Old : 319,200: 105,993 68,723 42,817 143,235 154,204 292,045 265,744: 27,155 53,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -7,100: -1,267 919 -2,777 -1,899 -4,636 -5,943 -6,494: -1,157 -606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 21.5 13.4 44.9 48.3 91.5 83.3: 8.5 16.7
Old : 100.0: 33.2 21.5 13.4 44.9 48.3 91.5 83.3: 8.5 16.7
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 : 379: 98 97 126 71 143 240 319:
Old : 379: 98 97 126 71 143 240 319:
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 : 21.4 13.4 35.3 20.5 21.3 13.1 34.6 19.6
Old : 21.4 13.4 35.3 20.5 21.3 13.1 34.6 19.6
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,290: 3,310 2,709 1,117 2,172 3,347 6,599 7,173: 1,691 1,117
Old : 8,290: 3,310 2,709 1,117 2,172 3,347 6,599 7,173: 1,691 1,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -299: -134 -22 144 -108 -186 -98 -64: -201 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 32.7 13.5 26.2 40.4 79.6 86.5: 20.4 13.5
Old : 100.0: 39.9 32.7 13.5 26.2 40.4 79.6 86.5: 20.4 13.5
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 : 77: 32 17 11 17 23 54 46:
Old : 77: 32 17 11 17 23 54 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 34.5 48.9 51.3 30.9 32.4 41.6 47.5
Old : 30.9 34.5 48.9 51.3 30.9 32.4 41.6 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 40,123: 14,911 7,796 6,047 11,644 9,207 32,602 23,050: 7,521 17,073
Old : 40,123: 14,911 7,796 6,047 11,644 9,207 32,602 23,050: 7,521 17,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 1,200: 758 -724 478 -336 102 900 -144: 300 1,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 19.4 15.1 29.0 22.9 81.3 57.4: 18.7 42.6
Old : 100.0: 37.2 19.4 15.1 29.0 22.9 81.3 57.4: 18.7 42.6
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 : 177: 61 33 30 35 57 111 109:
Old : 177: 61 33 30 35 57 111 109:
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 : 16.0 17.8 27.9 24.5 14.3 12.9 24.3 18.0
Old : 16.0 17.8 27.9 24.5 14.3 12.9 24.3 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 9,249: 125 4,178 48 8,281 4,755 8,454 8,981: 795 268
Old : 9,249: 125 4,178 48 8,281 4,755 8,454 8,981: 795 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 119: 13 47 -3 37 -37 47 7: 72 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 45.2 0.5 89.5 51.4 91.4 97.1: 8.6 2.9
Old : 100.0: 1.4 45.2 0.5 89.5 51.4 91.4 97.1: 8.6 2.9
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 : 32: 2 11 7 14 11 21 24:
Old : 32: 2 11 7 14 11 21 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 : 78.9 68.2 87.9 86.2 78.9 67.9 85.5 86.0
Old : 78.9 68.2 87.9 86.2 78.9 67.9 85.5 86.0
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 104,702: 6,256 5,800 5,164 93,100 93,312 104,520 104,276: 182 426
Old : 104,702: 6,256 5,800 5,164 93,100 93,312 104,520 104,276: 182 426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -3,514: 175 222 113 -3,755 -3,785 -3,467 -3,450: -47 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 5.5 4.9 88.9 89.1 99.8 99.6: 0.2 0.4
Old : 100.0: 6.0 5.5 4.9 88.9 89.1 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 3 3 16 17 20 23:
Old : 26: 4 3 3 16 17 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 66.6 88.7 83.9 49.8 49.6 53.7 54.8
Old : 73.7 66.6 88.7 83.9 49.8 49.6 53.7 54.8
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 135,037: 31,308 21,688 6,886 66,261 77,184 104,455 105,758: 30,582 29,279
Old : 135,037: 31,308 21,688 6,886 66,261 77,184 104,455 105,758: 30,582 29,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -2,354: -8,251 -2,965 5,664 2,567 -3,840 -20 -1,141: -2,334 -1,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 16.1 5.1 49.1 57.2 77.4 78.3: 22.6 21.7
Old : 100.0: 23.2 16.1 5.1 49.1 57.2 77.4 78.3: 22.6 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 : 81: 22 28 10 22 22 50 54:
Old : 81: 22 28 10 22 22 50 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 : 34.4 47.3 47.2 56.9 33.3 41.2 42.9 49.1
Old : 34.4 47.3 47.2 56.9 33.3 41.2 42.9 49.1
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 92,023: 5,220 38,521 18,261 60,611 7,463 84,092 64,245: 7,931 27,778
Old : 92,023: 5,220 38,521 18,261 60,611 7,463 84,092 64,245: 7,931 27,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 20,056: -527 -874 17,873 2,168 3,455 19,514 20,454: 542 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 41.9 19.8 65.9 8.1 91.4 69.8: 8.6 30.2
Old : 100.0: 5.7 41.9 19.8 65.9 8.1 91.4 69.8: 8.6 30.2
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 : 42: 5 20 3 14 12 21 33:
Old : 42: 5 20 3 14 12 21 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 : 68.8 41.5 81.3 51.8 53.1 21.9 61.6 31.8
Old : 68.8 41.5 81.3 51.8 53.1 21.9 61.6 31.8
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 198,616: 19,426 41,430 10,376 166,154 139,067 195,956 190,873: 2,660 7,743
Old : 198,616: 19,426 41,430 10,376 166,154 139,067 195,956 190,873: 2,660 7,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 6,246: 8,428 36 -815 -1,071 7,193 6,542 6,414: -296 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 20.9 5.2 83.7 70.0 98.7 96.1: 1.3 3.9
Old : 100.0: 9.8 20.9 5.2 83.7 70.0 98.7 96.1: 1.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 21 52 12 25 20 55 80:
Old : 117: 21 52 12 25 20 55 80:
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 : 61.5 49.4 79.3 66.4 59.4 48.9 73.5 59.6
Old : 61.5 49.4 79.3 66.4 59.4 48.9 73.5 59.6
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 178,648: 28,017 51,129 2,584 131,724 93,371 162,325 147,084: 16,323 31,564
Old : 178,648: 28,017 51,129 2,584 131,724 93,371 162,325 147,084: 16,323 31,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -5,935: -11,025 9,220 -64 5,235 -14,028 -5,854 -4,872: -81 -1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 28.6 1.4 73.7 52.3 90.9 82.3: 9.1 17.7
Old : 100.0: 15.7 28.6 1.4 73.7 52.3 90.9 82.3: 9.1 17.7
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 : 98: 19 36 11 27 29 54 68:
Old : 98: 19 36 11 27 29 54 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 37.2 60.8 47.6 44.8 32.3 58.5 41.5
Old : 44.8 37.2 60.8 47.6 44.8 32.3 58.5 41.5
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 174,278: 38,182 25,875 4,632 113,390 109,112 156,204 139,619: 18,074 34,659
Old : 174,278: 38,182 25,875 4,632 113,390 109,112 156,204 139,619: 18,074 34,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 4,615: 806 572 1,282 8,583 3,552 10,671 5,406: -6,056 -791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 14.8 2.7 65.1 62.6 89.6 80.1: 10.4 19.9
Old : 100.0: 21.9 14.8 2.7 65.1 62.6 89.6 80.1: 10.4 19.9
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 : 79: 22 23 7 22 25 48 51:
Old : 79: 22 23 7 22 25 48 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 46.8 65.1 58.2 47.7 46.8 61.4 58.2
Old : 50.3 46.8 65.1 58.2 47.7 46.8 61.4 58.2
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 422,131: 39,245 234,432 34,202 317,031 82,599 390,478 351,233: 31,653 70,898
Old : 422,131: 39,245 234,432 34,202 317,031 82,599 390,478 351,233: 31,653 70,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 20,319: 2,594 -16,637 29,050 -11,956 12,696 19,688 25,109: 631 -4,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 55.5 8.1 75.1 19.6 92.5 83.2: 7.5 16.8
Old : 100.0: 9.3 55.5 8.1 75.1 19.6 92.5 83.2: 7.5 16.8
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 : 190: 31 78 27 49 56 98 146:
Old : 190: 31 78 27 49 56 98 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 37.4 54.5 45.0 37.8 34.3 51.2 40.9
Old : 39.4 37.4 54.5 45.0 37.8 34.3 51.2 40.9
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 20,744: 14,540 14,987 171 5,470 4,804 20,181 19,962: 563 782
Old : 20,744: 14,540 14,987 171 5,470 4,804 20,181 19,962: 563 782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 997: 158 39 53 578 1,010 789 1,102: 208 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 72.2 0.8 26.4 23.2 97.3 96.2: 2.7 3.8
Old : 100.0: 70.1 72.2 0.8 26.4 23.2 97.3 96.2: 2.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 7 2 7 3 13 11:
Old : 21: 5 7 2 7 3 13 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 : 85.4 88.6 94.1 94.5 84.8 88.6 93.4 93.9
Old : 85.4 88.6 94.1 94.5 84.8 88.6 93.4 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 27,485: 6,640 10,525 628 18,395 12,864 25,663 24,017: 1,822 3,468
Old : 27,485: 6,640 10,525 628 18,395 12,864 25,663 24,017: 1,822 3,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 5,955: 65 -1,580 476 5,188 6,840 5,729 5,736: 226 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 38.3 2.3 66.9 46.8 93.4 87.4: 6.6 12.6
Old : 100.0: 24.2 38.3 2.3 66.9 46.8 93.4 87.4: 6.6 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 : 49: 12 20 2 14 9 27 30:
Old : 49: 12 20 2 14 9 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 52.7 68.6 70.1 38.7 34.1 55.6 51.3
Old : 45.2 52.7 68.6 70.1 38.7 34.1 55.6 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 8,593,322: 900,552 1,088,011 1,431,892 5,444,795 5,110,035 7,777,239 7,629,938: 816,083 963,384
Old : 8,593,322: 900,552 1,088,011 1,431,892 5,444,795 5,110,035 7,777,239 7,629,938: 816,083 963,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -608: 166,686 -15,768 -109,756 -88,780 134,604 -31,850 9,080: 31,242 -9,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 12.7 16.7 63.4 59.5 90.5 88.8: 9.5 11.2
Old : 100.0: 10.5 12.7 16.7 63.4 59.5 90.5 88.8: 9.5 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 : 256: 47 57 88 128 134 228 235:
Old : 256: 47 57 88 128 134 228 235:
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 : 22.5 25.2 38.2 36.5 19.1 18.4 29.2 22.4
Old : 22.5 25.2 38.2 36.5 19.1 18.4 29.2 22.4
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 - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,016,255: 66,961 104,564 35,995 730,404 719,704 833,359 860,263: 182,896 155,992
Old : 1,016,255: 66,961 104,564 35,995 730,404 719,704 833,359 860,263: 182,896 155,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 82,948: -588 303 1,303 78,878 78,964 79,593 80,571: 3,354 2,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 10.3 3.5 71.9 70.8 82.0 84.7: 18.0 15.3
Old : 100.0: 6.6 10.3 3.5 71.9 70.8 82.0 84.7: 18.0 15.3
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 : 564: 91 113 75 254 261 387 411:
Old : 564: 91 113 75 254 261 387 411:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 11.2 20.3 20.7 10.3 9.6 16.7 16.5
Old : 12.4 11.2 20.3 20.7 10.3 9.6 16.7 16.5
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 332,202: 14,269 10,953 12,960 228,887 201,849 256,116 225,762: 76,086 106,440
Old : 332,202: 14,269 10,953 12,960 228,887 201,849 256,116 225,762: 76,086 106,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 32,170: 98 -651 1,392 22,950 30,410 24,440 31,151: 7,730 1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 3.3 3.9 68.9 60.8 77.1 68.0: 22.9 32.0
Old : 100.0: 4.3 3.3 3.9 68.9 60.8 77.1 68.0: 22.9 32.0
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 : 121: 13 15 14 76 63 98 85:
Old : 121: 13 15 14 76 63 98 85:
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 : 20.3 23.8 30.9 34.2 18.7 21.4 27.1 29.2
Old : 20.3 23.8 30.9 34.2 18.7 21.4 27.1 29.2
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,420,267: 309,900 514,499 68,731 2,507,585 2,589,276 2,886,216 3,172,506: 534,051 247,761
Old : 3,420,267: 309,900 514,499 68,731 2,507,585 2,589,276 2,886,216 3,172,506: 534,051 247,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 253,888: -8,887 -683 5,012 279,642 242,769 275,767 247,098: -21,879 6,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 15.0 2.0 73.3 75.7 84.4 92.8: 15.6 7.2
Old : 100.0: 9.1 15.0 2.0 73.3 75.7 84.4 92.8: 15.6 7.2
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 : 528: 88 108 68 224 242 347 384:
Old : 528: 88 108 68 224 242 347 384:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 13.0 25.2 23.2 14.7 11.8 23.1 20.7
Old : 15.9 13.0 25.2 23.2 14.7 11.8 23.1 20.7
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 114,664: 8,367 7,062 182 97,942 103,439 106,491 110,683: 8,173 3,981
Old : 114,664: 8,367 7,062 182 97,942 103,439 106,491 110,683: 8,173 3,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 7,489: 2,106 1,378 -1,520 6,723 7,362 7,309 7,220: 180 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.2 0.2 85.4 90.2 92.9 96.5: 7.1 3.5
Old : 100.0: 7.3 6.2 0.2 85.4 90.2 92.9 96.5: 7.1 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 : 96: 6 8 1 63 48 70 56:
Old : 96: 6 8 1 63 48 70 56:
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 : 31.2 42.3 43.6 60.6 29.0 42.3 40.7 59.1
Old : 31.2 42.3 43.6 60.6 29.0 42.3 40.7 59.1
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 115,527: 13,849 10,824 4,825 84,542 91,497 103,217 107,146: 12,311 8,381
Old : 115,527: 13,849 10,824 4,825 84,542 91,497 103,217 107,146: 12,311 8,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 16,205: -1,603 -890 1,165 11,869 12,592 11,431 12,867: 4,774 3,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 9.4 4.2 73.2 79.2 89.3 92.7: 10.7 7.3
Old : 100.0: 12.0 9.4 4.2 73.2 79.2 89.3 92.7: 10.7 7.3
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 : 211: 46 34 16 77 102 135 140:
Old : 211: 46 34 16 77 102 135 140:
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 : 27.7 26.6 42.2 42.1 20.4 14.7 28.9 23.2
Old : 27.7 26.6 42.2 42.1 20.4 14.7 28.9 23.2
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 22,986: 1,151 1,856 738 17,299 19,552 19,188 22,146: 3,798 840
Old : 22,986: 1,151 1,856 738 17,299 19,552 19,188 22,146: 3,798 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 246: 305 0 -7 -690 480 -392 473: 638 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 8.1 3.2 75.3 85.1 83.5 96.3: 16.5 3.7
Old : 100.0: 5.0 8.1 3.2 75.3 85.1 83.5 96.3: 16.5 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 : 25: 3 2 1 14 11 17 14:
Old : 25: 3 2 1 14 11 17 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 : 50.7 77.1 67.6 89.2 49.4 76.6 65.8 87.5
Old : 50.7 77.1 67.6 89.2 49.4 76.6 65.8 87.5
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 462,707: 75,864 57,214 8,062 336,217 359,725 420,143 425,001: 42,564 37,706
Old : 462,707: 75,864 57,214 8,062 336,217 359,725 420,143 425,001: 42,564 37,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 79,795: -8,248 -3,157 4,567 62,794 60,561 59,113 61,971: 20,682 17,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.4 1.7 72.7 77.7 90.8 91.9: 9.2 8.1
Old : 100.0: 16.4 12.4 1.7 72.7 77.7 90.8 91.9: 9.2 8.1
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 : 211: 47 33 15 72 102 129 140:
Old : 211: 47 33 15 72 102 129 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 23.8 47.9 37.7 29.0 23.8 43.8 36.2
Old : 32.4 23.8 47.9 37.7 29.0 23.8 43.8 36.2
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 - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 195,475: 21,189 66,648 13,096 147,022 86,990 181,307 166,734: 14,168 28,741
Old : 195,475: 21,189 66,648 13,096 147,022 86,990 181,307 166,734: 14,168 28,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 36,642: 8,610 2,897 12,372 14,519 20,361 35,501 35,630: 1,141 1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 34.1 6.7 75.2 44.5 92.8 85.3: 7.2 14.7
Old : 100.0: 10.8 34.1 6.7 75.2 44.5 92.8 85.3: 7.2 14.7
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 : 86: 14 37 9 24 27 44 68:
Old : 86: 14 37 9 24 27 44 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 39.5 70.7 54.2 54.9 33.6 61.9 45.1
Old : 58.4 39.5 70.7 54.2 54.9 33.6 61.9 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 27,804: 2,637 10,629 0 18,204 5,071 20,841 15,700: 6,963 12,104
Old : 27,804: 2,637 10,629 0 18,204 5,071 20,841 15,700: 6,963 12,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -13,697: -1,846 3,801 -4,371 -6,168 -1,845 -12,385 -2,415: -1,312 -11,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 38.2 0.0 65.5 18.2 75.0 56.5: 25.0 43.5
Old : 100.0: 9.5 38.2 0.0 65.5 18.2 75.0 56.5: 25.0 43.5
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 : 34: 7 7 0 17 5 24 12:
Old : 34: 7 7 0 17 5 24 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 45.5 55.5 52.8 42.6 45.5 55.5 52.8
Old : 42.6 45.5 55.5 52.8 42.6 45.5 55.5 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 37,699: 10,906 8,282 184 21,919 7,859 33,009 16,325: 4,690 21,374
Old : 37,699: 10,906 8,282 184 21,919 7,859 33,009 16,325: 4,690 21,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -31,128: 130 3,949 -8,020 -20,233 -11,543 -28,123 -15,614: -3,005 -15,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 22.0 0.5 58.1 20.8 87.6 43.3: 12.4 56.7
Old : 100.0: 28.9 22.0 0.5 58.1 20.8 87.6 43.3: 12.4 56.7
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 : 51: 11 10 1 21 13 33 23:
Old : 51: 11 10 1 21 13 33 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 24.4 52.1 31.6 36.2 24.4 50.2 30.9
Old : 38.1 24.4 52.1 31.6 36.2 24.4 50.2 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2012