BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 19, 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 : 4,813: 35 121 48 4,180 4,283 4,263 4,452: 550 361
Old : 4,813: 35 121 48 4,180 4,283 4,263 4,452: 550 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 76: -18 -8 12 20 67 14 71: 62 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.5 1.0 86.8 89.0 88.6 92.5: 11.4 7.5
Old : 100.0: 0.7 2.5 1.0 86.8 89.0 88.6 92.5: 11.4 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: 1 3 2 14 11 17 14:
Old : 23: 1 3 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 : 67.7 66.6 82.6 84.5 67.7 65.2 81.4 81.9
Old : 67.7 66.6 82.6 84.5 67.7 65.2 81.4 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 19, 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 : 25,110: 5,314 5,748 830 14,954 14,382 21,098 20,960: 4,012 4,150
Old : 25,110: 5,314 5,748 830 14,954 14,382 21,098 20,960: 4,012 4,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 558: 35 135 70 318 614 423 819: 135 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 22.9 3.3 59.6 57.3 84.0 83.5: 16.0 16.5
Old : 100.0: 21.2 22.9 3.3 59.6 57.3 84.0 83.5: 16.0 16.5
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 : 68: 14 14 16 25 23 48 44:
Old : 68: 14 14 16 25 23 48 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 : 43.4 37.0 58.6 55.2 43.2 36.2 56.7 54.0
Old : 43.4 37.0 58.6 55.2 43.2 36.2 56.7 54.0
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 19, 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 : 251,306: 71,876 53,889 49,630 101,096 108,876 222,602 212,395: 28,704 38,911
Old : 158,996: 56,409 53,913 26,220 60,875 55,467 143,504 135,600: 15,492 23,396
Other: 92,310: 31,966 16,475 6,911 40,221 53,409 79,098 76,795: 13,212 15,515
: : :
: : Changes in Commitments from: June 12, 2012 :
: -17,323: 4,642 -3,154 -14,469 -7,206 731 -17,033 -16,892: -290 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 21.4 19.7 40.2 43.3 88.6 84.5: 11.4 15.5
Old : 100.0: 35.5 33.9 16.5 38.3 34.9 90.3 85.3: 9.7 14.7
Other: 100.0: 34.6 17.8 7.5 43.6 57.9 85.7 83.2: 14.3 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 107 80 113 68 85 235 237:
Old : 293: 93 99 84 46 81 183 227:
Other: 176: 52 31 29 55 69 124 119:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 12.7 29.3 19.8 14.8 12.1 26.1 18.5
Old : 17.2 13.9 28.6 21.2 16.9 12.7 27.6 18.8
Other: 28.5 16.0 42.4 28.3 28.0 16.0 41.8 27.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 19, 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 : 311,786: 103,826 73,818 37,090 141,716 149,434 282,632 260,342: 29,154 51,444
Old : 311,786: 103,826 73,818 37,090 141,716 149,434 282,632 260,342: 29,154 51,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -7,414: -2,167 5,095 -5,727 -1,519 -4,770 -9,413 -5,402: 1,999 -2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 23.7 11.9 45.5 47.9 90.6 83.5: 9.4 16.5
Old : 100.0: 33.3 23.7 11.9 45.5 47.9 90.6 83.5: 9.4 16.5
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 : 380: 101 106 116 77 138 238 318:
Old : 380: 101 106 116 77 138 238 318:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 14.0 35.9 21.1 21.6 13.7 35.3 20.3
Old : 21.6 14.0 35.9 21.1 21.6 13.7 35.3 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, June 19, 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 : 7,748: 2,744 3,333 668 2,701 2,322 6,113 6,323: 1,635 1,425
Old : 7,748: 2,744 3,333 668 2,701 2,322 6,113 6,323: 1,635 1,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -542: -566 624 -449 529 -1,025 -486 -850: -56 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 43.0 8.6 34.9 30.0 78.9 81.6: 21.1 18.4
Old : 100.0: 35.4 43.0 8.6 34.9 30.0 78.9 81.6: 21.1 18.4
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 : 72: 24 19 12 24 18 53 44:
Old : 72: 24 19 12 24 18 53 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 : 30.9 28.1 44.7 44.8 30.9 27.9 41.8 44.4
Old : 30.9 28.1 44.7 44.8 30.9 27.9 41.8 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, June 19, 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 : 36,913: 12,169 7,445 5,541 11,257 8,672 28,967 21,658: 7,946 15,255
Old : 36,913: 12,169 7,445 5,541 11,257 8,672 28,967 21,658: 7,946 15,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -3,210: -2,742 -351 -506 -387 -535 -3,635 -1,392: 425 -1,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 20.2 15.0 30.5 23.5 78.5 58.7: 21.5 41.3
Old : 100.0: 33.0 20.2 15.0 30.5 23.5 78.5 58.7: 21.5 41.3
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 : 168: 48 35 35 36 62 99 120:
Old : 168: 48 35 35 36 62 99 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 16.1 27.9 21.6 14.6 12.1 25.2 16.9
Old : 16.1 16.1 27.9 21.6 14.6 12.1 25.2 16.9
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 19, 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 : 9,296: 130 4,147 39 8,334 4,840 8,503 9,026: 793 270
Old : 9,296: 130 4,147 39 8,334 4,840 8,503 9,026: 793 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 47: 5 -31 -9 53 85 49 45: -2 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 44.6 0.4 89.7 52.1 91.5 97.1: 8.5 2.9
Old : 100.0: 1.4 44.6 0.4 89.7 52.1 91.5 97.1: 8.5 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 : 78.7 67.1 87.8 86.0 78.7 66.8 85.6 85.1
Old : 78.7 67.1 87.8 86.0 78.7 66.8 85.6 85.1
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 19, 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 : 101,291: 5,001 6,375 4,874 91,225 89,466 101,100 100,715: 191 576
Old : 101,291: 5,001 6,375 4,874 91,225 89,466 101,100 100,715: 191 576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -3,411: -1,255 575 -290 -1,875 -3,846 -3,420 -3,561: 9 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 6.3 4.8 90.1 88.3 99.8 99.4: 0.2 0.6
Old : 100.0: 4.9 6.3 4.8 90.1 88.3 99.8 99.4: 0.2 0.6
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 : 24: 3 3 2 16 15 19 20:
Old : 24: 3 3 2 16 15 19 20:
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 : 77.0 67.5 91.0 83.7 48.4 46.0 53.7 52.9
Old : 77.0 67.5 91.0 83.7 48.4 46.0 53.7 52.9
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 - Futures Only, June 19, 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 : 131,671: 27,808 19,607 6,612 67,917 79,033 102,337 105,252: 29,334 26,419
Old : 131,671: 27,808 19,607 6,612 67,917 79,033 102,337 105,252: 29,334 26,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -3,366: -3,500 -2,081 -274 1,656 1,849 -2,118 -506: -1,248 -2,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 14.9 5.0 51.6 60.0 77.7 79.9: 22.3 20.1
Old : 100.0: 21.1 14.9 5.0 51.6 60.0 77.7 79.9: 22.3 20.1
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 : 86: 26 26 10 22 28 55 57:
Old : 86: 26 26 10 22 28 55 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 : 36.5 46.0 48.5 55.0 35.9 42.5 44.5 50.3
Old : 36.5 46.0 48.5 55.0 35.9 42.5 44.5 50.3
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 19, 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 : 55,756: 24,108 31,115 0 24,379 2,115 48,487 33,230: 7,269 22,526
Old : 55,756: 24,108 31,115 0 24,379 2,115 48,487 33,230: 7,269 22,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -36,267: 18,888 -7,406 -18,261 -36,232 -5,348 -35,605 -31,015: -662 -5,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 55.8 0.0 43.7 3.8 87.0 59.6: 13.0 40.4
Old : 100.0: 43.2 55.8 0.0 43.7 3.8 87.0 59.6: 13.0 40.4
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 : 34: 7 15 0 10 5 17 20:
Old : 34: 7 15 0 10 5 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 37.0 79.8 48.0 71.3 37.0 79.5 48.0
Old : 71.3 37.0 79.8 48.0 71.3 37.0 79.5 48.0
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 19, 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 : 109,795: 22,801 37,475 594 83,913 64,829 107,308 102,898: 2,487 6,897
Old : 109,795: 22,801 37,475 594 83,913 64,829 107,308 102,898: 2,487 6,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -88,821: 3,375 -3,955 -9,782 -82,241 -74,238 -88,648 -87,975: -173 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 34.1 0.5 76.4 59.0 97.7 93.7: 2.3 6.3
Old : 100.0: 20.8 34.1 0.5 76.4 59.0 97.7 93.7: 2.3 6.3
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 : 97: 20 42 4 17 23 38 68:
Old : 97: 20 42 4 17 23 38 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 : 77.9 32.3 89.6 49.3 77.3 32.3 88.2 49.3
Old : 77.9 32.3 89.6 49.3 77.3 32.3 88.2 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, June 19, 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 : 121,624: 32,248 49,401 1,384 71,473 42,263 105,105 93,048: 16,519 28,576
Old : 121,624: 32,248 49,401 1,384 71,473 42,263 105,105 93,048: 16,519 28,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -57,024: 4,231 -1,728 -1,200 -60,251 -51,108 -57,220 -54,036: 196 -2,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 40.6 1.1 58.8 34.7 86.4 76.5: 13.6 23.5
Old : 100.0: 26.5 40.6 1.1 58.8 34.7 86.4 76.5: 13.6 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 : 83: 12 35 5 21 24 37 60:
Old : 83: 12 35 5 21 24 37 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 24.1 62.4 35.4 42.2 17.8 58.5 28.4
Old : 43.7 24.1 62.4 35.4 42.2 17.8 58.5 28.4
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 19, 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 : 123,868: 44,740 29,603 50 61,597 62,271 106,387 91,924: 17,481 31,944
Old : 123,868: 44,740 29,603 50 61,597 62,271 106,387 91,924: 17,481 31,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -50,410: 6,558 3,728 -4,582 -51,793 -46,841 -49,817 -47,695: -593 -2,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 23.9 0.0 49.7 50.3 85.9 74.2: 14.1 25.8
Old : 100.0: 36.1 23.9 0.0 49.7 50.3 85.9 74.2: 14.1 25.8
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 : 74: 19 26 1 14 20 33 47:
Old : 74: 19 26 1 14 20 33 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 40.6 66.7 51.1 56.9 40.6 66.2 51.1
Old : 56.9 40.6 66.7 51.1 56.9 40.6 66.2 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, June 19, 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 : 311,933: 54,449 195,515 1,994 224,084 47,855 280,527 245,364: 31,406 66,569
Old : 311,933: 54,449 195,515 1,994 224,084 47,855 280,527 245,364: 31,406 66,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -110,198: 15,204 -38,917 -32,208 -92,947 -34,744 -109,951 -105,869: -247 -4,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 62.7 0.6 71.8 15.3 89.9 78.7: 10.1 21.3
Old : 100.0: 17.5 62.7 0.6 71.8 15.3 89.9 78.7: 10.1 21.3
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 : 178: 37 72 11 39 47 83 123:
Old : 178: 37 72 11 39 47 83 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 40.4 58.5 49.0 40.7 40.2 58.4 48.8
Old : 40.8 40.4 58.5 49.0 40.7 40.2 58.4 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, June 19, 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 : 21,484: 14,870 14,900 257 5,922 5,572 21,049 20,729: 435 755
Old : 21,484: 14,870 14,900 257 5,922 5,572 21,049 20,729: 435 755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 740: 330 -87 86 452 768 868 767: -128 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 69.4 1.2 27.6 25.9 98.0 96.5: 2.0 3.5
Old : 100.0: 69.2 69.4 1.2 27.6 25.9 98.0 96.5: 2.0 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 : 21: 6 5 2 8 4 15 10:
Old : 21: 6 5 2 8 4 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 : 81.8 88.6 92.9 95.4 80.8 88.6 91.8 94.3
Old : 81.8 88.6 92.9 95.4 80.8 88.6 91.8 94.3
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 19, 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 : 12,612: 3,564 5,777 149 6,587 4,245 10,300 10,171: 2,312 2,441
Old : 12,612: 3,564 5,777 149 6,587 4,245 10,300 10,171: 2,312 2,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -14,873: -3,076 -4,748 -479 -11,808 -8,619 -15,363 -13,846: 490 -1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 45.8 1.2 52.2 33.7 81.7 80.6: 18.3 19.4
Old : 100.0: 28.3 45.8 1.2 52.2 33.7 81.7 80.6: 18.3 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 : 34: 9 15 1 4 6 14 21:
Old : 34: 9 15 1 4 6 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 45.2 75.7 60.7 56.6 45.2 75.7 60.7
Old : 56.6 45.2 75.7 60.7 56.6 45.2 75.7 60.7
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 - Futures Only, June 19, 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 : 7,827,521: 1,069,349 843,793 1,213,341 4,716,679 4,844,273 6,999,369 6,901,407: 828,152 926,114
Old : 7,827,521: 1,069,349 843,793 1,213,341 4,716,679 4,844,273 6,999,369 6,901,407: 828,152 926,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -765,801: 168,797 -244,218 -218,551 -728,116 -265,762 -777,870 -728,531: 12,069 -37,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 10.8 15.5 60.3 61.9 89.4 88.2: 10.6 11.8
Old : 100.0: 13.7 10.8 15.5 60.3 61.9 89.4 88.2: 10.6 11.8
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 : 233: 43 48 74 120 128 211 210:
Old : 233: 43 48 74 120 128 211 210:
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 : 22.3 25.8 36.7 37.6 17.8 20.4 28.6 25.9
Old : 22.3 25.8 36.7 37.6 17.8 20.4 28.6 25.9
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 19, 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 : 740,602: 61,807 86,991 16,195 522,555 520,609 600,557 623,795: 140,045 116,807
Old : 740,602: 61,807 86,991 16,195 522,555 520,609 600,557 623,795: 140,045 116,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -275,653: -5,154 -17,574 -19,799 -207,849 -199,095 -232,802 -236,468: -42,851 -39,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 11.7 2.2 70.6 70.3 81.1 84.2: 18.9 15.8
Old : 100.0: 8.3 11.7 2.2 70.6 70.3 81.1 84.2: 18.9 15.8
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 : 526: 82 93 46 226 237 336 350:
Old : 526: 82 93 46 226 237 336 350:
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 : 16.3 12.7 25.2 23.3 14.4 12.1 22.5 22.6
Old : 16.3 12.7 25.2 23.3 14.4 12.1 22.5 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, June 19, 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 : 222,518: 6,822 7,253 7,395 143,559 137,709 157,776 152,357: 64,742 70,161
Old : 222,518: 6,822 7,253 7,395 143,559 137,709 157,776 152,357: 64,742 70,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -109,684: -7,447 -3,700 -5,565 -85,328 -64,140 -98,340 -73,405: -11,344 -36,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 3.3 3.3 64.5 61.9 70.9 68.5: 29.1 31.5
Old : 100.0: 3.1 3.3 3.3 64.5 61.9 70.9 68.5: 29.1 31.5
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 : 98: 9 9 6 55 48 68 61:
Old : 98: 9 9 6 55 48 68 61:
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 : 27.0 22.5 37.2 33.3 24.7 21.7 34.2 32.5
Old : 27.0 22.5 37.2 33.3 24.7 21.7 34.2 32.5
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 19, 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 : 2,590,421: 284,119 407,885 34,805 1,894,980 1,914,502 2,213,904 2,357,192: 376,517 233,229
Old : 2,590,421: 284,119 407,885 34,805 1,894,980 1,914,502 2,213,904 2,357,192: 376,517 233,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -829,846: -25,781 -106,614 -33,926 -612,605 -674,774 -672,312 -815,314: -157,534 -14,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 15.7 1.3 73.2 73.9 85.5 91.0: 14.5 9.0
Old : 100.0: 11.0 15.7 1.3 73.2 73.9 85.5 91.0: 14.5 9.0
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 : 496: 82 90 37 195 218 296 326:
Old : 496: 82 90 37 195 218 296 326:
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 16.2 29.9 25.6 17.9 15.6 26.6 25.0
Old : 19.1 16.2 29.9 25.6 17.9 15.6 26.6 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, June 19, 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 : 95,423: 9,645 5,249 234 77,180 86,002 87,059 91,485: 8,364 3,938
Old : 95,423: 9,645 5,249 234 77,180 86,002 87,059 91,485: 8,364 3,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -19,241: 1,278 -1,813 52 -20,762 -17,437 -19,432 -19,198: 191 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.5 0.2 80.9 90.1 91.2 95.9: 8.8 4.1
Old : 100.0: 10.1 5.5 0.2 80.9 90.1 91.2 95.9: 8.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 7 6 3 54 32 63 39:
Old : 88: 7 6 3 54 32 63 39:
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 49.7 44.3 69.3 30.3 49.7 44.2 69.3
Old : 30.3 49.7 44.3 69.3 30.3 49.7 44.2 69.3
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 19, 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 : 65,970: 15,579 4,865 40 44,744 58,199 60,363 63,104: 5,607 2,866
Old : 65,970: 15,579 4,865 40 44,744 58,199 60,363 63,104: 5,607 2,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -49,557: 1,730 -5,959 -4,784 -39,799 -33,298 -42,853 -44,042: -6,704 -5,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 7.4 0.1 67.8 88.2 91.5 95.7: 8.5 4.3
Old : 100.0: 23.6 7.4 0.1 67.8 88.2 91.5 95.7: 8.5 4.3
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 : 202: 56 24 10 51 85 111 115:
Old : 202: 56 24 10 51 85 111 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 31.5 52.9 47.8 40.4 31.5 52.9 47.8
Old : 40.4 31.5 52.9 47.8 40.4 31.5 52.9 47.8
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 19, 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 : 329,850: 77,895 24,326 202 223,719 290,994 301,816 315,522: 28,034 14,328
Old : 329,850: 77,895 24,326 202 223,719 290,994 301,816 315,522: 28,034 14,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -132,857: 2,031 -32,888 -7,860 -112,498 -68,731 -118,327 -109,479: -14,530 -23,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 7.4 0.1 67.8 88.2 91.5 95.7: 8.5 4.3
Old : 100.0: 23.6 7.4 0.1 67.8 88.2 91.5 95.7: 8.5 4.3
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 : 202: 56 24 10 51 85 111 115:
Old : 202: 56 24 10 51 85 111 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 31.5 52.9 47.8 40.4 31.5 52.9 47.8
Old : 40.4 31.5 52.9 47.8 40.4 31.5 52.9 47.8
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 19, 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 : 130,234: 41,121 44,579 19 74,126 61,099 115,266 105,697: 14,968 24,537
Old : 130,234: 41,121 44,579 19 74,126 61,099 115,266 105,697: 14,968 24,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -65,241: 19,932 -22,069 -13,077 -72,896 -25,891 -66,041 -61,037: 800 -4,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 34.2 0.0 56.9 46.9 88.5 81.2: 11.5 18.8
Old : 100.0: 31.6 34.2 0.0 56.9 46.9 88.5 81.2: 11.5 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 18 29 1 20 19 38 49:
Old : 79: 18 29 1 20 19 38 49:
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 : 42.3 51.8 61.8 63.3 42.3 51.3 61.8 62.9
Old : 42.3 51.8 61.8 63.3 42.3 51.3 61.8 62.9
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 19, 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 : 28,364: 3,247 10,576 0 18,108 5,085 21,355 15,661: 7,009 12,703
Old : 28,364: 3,247 10,576 0 18,108 5,085 21,355 15,661: 7,009 12,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 560: 610 -53 0 -96 14 514 -39: 46 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 37.3 0.0 63.8 17.9 75.3 55.2: 24.7 44.8
Old : 100.0: 11.4 37.3 0.0 63.8 17.9 75.3 55.2: 24.7 44.8
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 : 34: 7 6 0 18 5 25 11:
Old : 34: 7 6 0 18 5 25 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 : 41.6 45.1 55.4 52.1 41.6 45.1 55.4 52.1
Old : 41.6 45.1 55.4 52.1 41.6 45.1 55.4 52.1
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 19, 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 : 39,398: 10,985 7,593 429 23,593 12,413 35,007 20,435: 4,391 18,963
Old : 39,398: 10,985 7,593 429 23,593 12,413 35,007 20,435: 4,391 18,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 1,699: 79 -689 245 1,674 4,554 1,998 4,110: -299 -2,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 19.3 1.1 59.9 31.5 88.9 51.9: 11.1 48.1
Old : 100.0: 27.9 19.3 1.1 59.9 31.5 88.9 51.9: 11.1 48.1
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 : 51: 12 7 1 22 16 34 24:
Old : 51: 12 7 1 22 16 34 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 : 33.2 33.0 49.0 39.7 32.0 28.7 46.0 35.3
Old : 33.2 33.0 49.0 39.7 32.0 28.7 46.0 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2012