BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 26, 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 : 4,887: 35 133 45 4,252 4,345 4,332 4,523: 555 364
Old : 4,887: 35 133 45 4,252 4,345 4,332 4,523: 555 364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 74: 0 12 -3 72 62 69 71: 5 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.7 0.9 87.0 88.9 88.6 92.6: 11.4 7.4
Old : 100.0: 0.7 2.7 0.9 87.0 88.9 88.6 92.6: 11.4 7.4
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 : 23: 1 3 2 14 12 17 15:
Old : 23: 1 3 2 14 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 66.4 82.7 84.5 67.4 64.6 81.1 81.7
Old : 67.4 66.4 82.7 84.5 67.4 64.6 81.1 81.7
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 26, 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 : 25,872: 4,958 5,452 1,031 15,761 15,239 21,750 21,722: 4,122 4,150
Old : 25,872: 4,958 5,452 1,031 15,761 15,239 21,750 21,722: 4,122 4,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 762: -356 -296 201 807 857 652 762: 110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 21.1 4.0 60.9 58.9 84.1 84.0: 15.9 16.0
Old : 100.0: 19.2 21.1 4.0 60.9 58.9 84.1 84.0: 15.9 16.0
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 : 71: 14 15 16 27 24 51 45:
Old : 71: 14 15 16 27 24 51 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 37.1 57.2 55.6 42.3 36.3 55.3 54.5
Old : 42.6 37.1 57.2 55.6 42.3 36.3 55.3 54.5
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 26, 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 : 252,332: 69,302 50,794 50,828 103,027 109,765 223,157 211,387: 29,175 40,945
Old : 158,738: 54,844 49,774 28,446 58,967 55,839 142,257 134,059: 16,481 24,679
Other: 93,594: 30,694 17,256 6,146 44,060 53,926 80,900 77,328: 12,694 16,266
: : :
: : Changes in Commitments from: June 19, 2012 :
: 1,026: -2,574 -3,095 1,198 1,931 889 555 -1,008: 471 2,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 20.1 20.1 40.8 43.5 88.4 83.8: 11.6 16.2
Old : 100.0: 34.6 31.4 17.9 37.1 35.2 89.6 84.5: 10.4 15.5
Other: 100.0: 32.8 18.4 6.6 47.1 57.6 86.4 82.6: 13.6 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 107 78 111 71 82 236 232:
Old : 293: 92 98 86 48 78 192 219:
Other: 171: 44 35 26 56 68 117 117:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 13.0 28.8 20.3 14.9 12.2 26.2 18.7
Old : 16.1 13.4 26.9 20.9 16.0 12.1 26.3 17.7
Other: 25.6 16.5 40.5 29.1 25.3 16.5 40.1 28.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 26, 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 : 315,289: 102,873 77,654 43,173 141,020 146,769 287,066 267,596: 28,223 47,693
Old : 315,289: 102,873 77,654 43,173 141,020 146,769 287,066 267,596: 28,223 47,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 3,503: -953 3,836 6,083 -696 -2,665 4,434 7,254: -931 -3,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 24.6 13.7 44.7 46.6 91.0 84.9: 9.0 15.1
Old : 100.0: 32.6 24.6 13.7 44.7 46.6 91.0 84.9: 9.0 15.1
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 : 385: 105 104 122 77 139 244 321:
Old : 385: 105 104 122 77 139 244 321:
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 13.8 35.4 20.7 21.4 13.6 34.8 20.0
Old : 21.4 13.8 35.4 20.7 21.4 13.6 34.8 20.0
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 26, 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 : 7,317: 2,687 3,451 634 2,588 1,698 5,909 5,783: 1,408 1,534
Old : 7,317: 2,687 3,451 634 2,588 1,698 5,909 5,783: 1,408 1,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -431: -57 118 -34 -113 -624 -204 -540: -227 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 47.2 8.7 35.4 23.2 80.8 79.0: 19.2 21.0
Old : 100.0: 36.7 47.2 8.7 35.4 23.2 80.8 79.0: 19.2 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 24 22 12 23 22 54 50:
Old : 76: 24 22 12 23 22 54 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 24.0 44.6 39.5 32.8 23.7 43.2 39.2
Old : 32.8 24.0 44.6 39.5 32.8 23.7 43.2 39.2
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 26, 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 : 36,040: 10,343 8,130 5,399 11,840 7,361 27,582 20,890: 8,458 15,150
Old : 36,040: 10,343 8,130 5,399 11,840 7,361 27,582 20,890: 8,458 15,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -873: -1,826 685 -142 583 -1,311 -1,385 -768: 512 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 22.6 15.0 32.9 20.4 76.5 58.0: 23.5 42.0
Old : 100.0: 28.7 22.6 15.0 32.9 20.4 76.5 58.0: 23.5 42.0
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 : 164: 35 42 38 44 57 98 124:
Old : 164: 35 42 38 44 57 98 124:
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 : 16.8 11.2 28.4 17.1 15.0 9.0 25.5 13.7
Old : 16.8 11.2 28.4 17.1 15.0 9.0 25.5 13.7
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 26, 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 : 9,303: 130 4,096 55 8,351 4,983 8,536 9,134: 767 169
Old : 9,303: 130 4,096 55 8,351 4,983 8,536 9,134: 767 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 7: 0 -51 16 17 143 33 108: -26 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 44.0 0.6 89.8 53.6 91.8 98.2: 8.2 1.8
Old : 100.0: 1.4 44.0 0.6 89.8 53.6 91.8 98.2: 8.2 1.8
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 : 33: 2 11 7 15 12 22 25:
Old : 33: 2 11 7 15 12 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.9 66.9 88.0 85.9 78.9 66.6 85.8 84.9
Old : 78.9 66.9 88.0 85.9 78.9 66.6 85.8 84.9
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 26, 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 : 102,241: 4,612 6,139 4,874 92,548 90,385 102,034 101,398: 207 843
Old : 102,241: 4,612 6,139 4,874 92,548 90,385 102,034 101,398: 207 843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 950: -389 -236 0 1,323 919 934 683: 16 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 6.0 4.8 90.5 88.4 99.8 99.2: 0.2 0.8
Old : 100.0: 4.5 6.0 4.8 90.5 88.4 99.8 99.2: 0.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 2 15 16 18 20:
Old : 23: 3 2 2 15 16 18 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 : 76.1 66.3 90.0 82.4 47.2 44.6 53.2 51.7
Old : 76.1 66.3 90.0 82.4 47.2 44.6 53.2 51.7
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 26, 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 : 95,821: 27,778 18,501 1,256 39,527 46,752 68,561 66,509: 27,260 29,312
Old : 95,821: 27,778 18,501 1,256 39,527 46,752 68,561 66,509: 27,260 29,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -35,850: -30 -1,106 -5,356 -28,390 -32,281 -33,776 -38,743: -2,074 2,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 19.3 1.3 41.3 48.8 71.6 69.4: 28.4 30.6
Old : 100.0: 29.0 19.3 1.3 41.3 48.8 71.6 69.4: 28.4 30.6
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 : 73: 22 26 7 13 20 40 48:
Old : 73: 22 26 7 13 20 40 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 42.3 47.5 48.6 33.0 39.6 44.2 45.1
Old : 34.2 42.3 47.5 48.6 33.0 39.6 44.2 45.1
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 26, 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 : 52,447: 4,637 28,473 0 40,448 2,165 45,085 30,638: 7,362 21,809
Old : 52,447: 4,637 28,473 0 40,448 2,165 45,085 30,638: 7,362 21,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -3,309: -19,471 -2,642 0 16,069 50 -3,402 -2,592: 93 -717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 54.3 0.0 77.1 4.1 86.0 58.4: 14.0 41.6
Old : 100.0: 8.8 54.3 0.0 77.1 4.1 86.0 58.4: 14.0 41.6
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 : 35: 6 16 0 10 6 16 22:
Old : 35: 6 16 0 10 6 16 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 34.8 78.5 46.7 70.3 34.8 78.2 46.7
Old : 70.3 34.8 78.5 46.7 70.3 34.8 78.2 46.7
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 26, 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 : 121,524: 32,190 39,837 617 85,932 74,997 118,739 115,451: 2,785 6,073
Old : 121,524: 32,190 39,837 617 85,932 74,997 118,739 115,451: 2,785 6,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 11,729: 9,389 2,362 23 2,019 10,168 11,431 12,553: 298 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 32.8 0.5 70.7 61.7 97.7 95.0: 2.3 5.0
Old : 100.0: 26.5 32.8 0.5 70.7 61.7 97.7 95.0: 2.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 26 44 5 14 23 41 71:
Old : 104: 26 44 5 14 23 41 71:
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 : 71.9 32.3 87.6 53.7 71.9 32.3 86.3 53.7
Old : 71.9 32.3 87.6 53.7 71.9 32.3 86.3 53.7
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 26, 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 : 114,561: 35,296 36,054 946 62,171 48,777 98,413 85,777: 16,148 28,784
Old : 114,561: 35,296 36,054 946 62,171 48,777 98,413 85,777: 16,148 28,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -7,063: 3,048 -13,347 -438 -9,302 6,514 -6,692 -7,271: -371 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 31.5 0.8 54.3 42.6 85.9 74.9: 14.1 25.1
Old : 100.0: 30.8 31.5 0.8 54.3 42.6 85.9 74.9: 14.1 25.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 16 32 4 18 24 37 57:
Old : 84: 16 32 4 18 24 37 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 : 46.0 25.9 64.9 36.4 44.4 19.3 59.3 29.2
Old : 46.0 25.9 64.9 36.4 44.4 19.3 59.3 29.2
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 26, 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 : 123,247: 43,910 39,368 51 66,111 46,910 110,072 86,329: 13,175 36,918
Old : 123,247: 43,910 39,368 51 66,111 46,910 110,072 86,329: 13,175 36,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -621: -830 9,765 1 4,514 -15,361 3,685 -5,595: -4,306 4,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 31.9 0.0 53.6 38.1 89.3 70.0: 10.7 30.0
Old : 100.0: 35.6 31.9 0.0 53.6 38.1 89.3 70.0: 10.7 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 20 33 3 16 18 38 52:
Old : 82: 20 33 3 16 18 38 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 36.2 67.0 46.1 55.1 36.2 66.4 46.0
Old : 55.1 36.2 67.0 46.1 55.1 36.2 66.4 46.0
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 26, 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 : 315,785: 36,933 196,813 1,956 244,942 47,522 283,831 246,291: 31,954 69,494
Old : 315,785: 36,933 196,813 1,956 244,942 47,522 283,831 246,291: 31,954 69,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 3,852: -17,516 1,298 -38 20,858 -333 3,304 927: 548 2,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 62.3 0.6 77.6 15.0 89.9 78.0: 10.1 22.0
Old : 100.0: 11.7 62.3 0.6 77.6 15.0 89.9 78.0: 10.1 22.0
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 : 194: 36 85 13 46 44 91 133:
Old : 194: 36 85 13 46 44 91 133:
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 : 43.2 36.2 59.6 44.5 43.1 36.1 59.5 44.3
Old : 43.2 36.2 59.6 44.5 43.1 36.1 59.5 44.3
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 26, 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 : 19,125: 14,920 14,896 343 3,516 3,121 18,779 18,360: 346 765
Old : 19,125: 14,920 14,896 343 3,516 3,121 18,779 18,360: 346 765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -2,359: 50 -4 86 -2,406 -2,451 -2,270 -2,369: -89 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 77.9 1.8 18.4 16.3 98.2 96.0: 1.8 4.0
Old : 100.0: 78.0 77.9 1.8 18.4 16.3 98.2 96.0: 1.8 4.0
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 : 20: 6 5 3 7 4 15 10:
Old : 20: 6 5 3 7 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 : 86.0 87.4 93.5 94.7 85.1 87.0 92.6 93.1
Old : 86.0 87.4 93.5 94.7 85.1 87.0 92.6 93.1
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 26, 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 : 16,601: 6,108 5,532 149 7,651 8,737 13,908 14,418: 2,693 2,183
Old : 16,601: 6,108 5,532 149 7,651 8,737 13,908 14,418: 2,693 2,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 3,989: 2,544 -245 0 1,064 4,492 3,608 4,247: 381 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 33.3 0.9 46.1 52.6 83.8 86.9: 16.2 13.1
Old : 100.0: 36.8 33.3 0.9 46.1 52.6 83.8 86.9: 16.2 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 10 18 1 6 7 17 25:
Old : 41: 10 18 1 6 7 17 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 50.1 74.6 69.0 54.3 50.1 74.6 69.0
Old : 54.3 50.1 74.6 69.0 54.3 50.1 74.6 69.0
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 26, 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 : 7,799,927: 1,179,572 710,290 1,235,483 4,560,184 4,938,967 6,975,239 6,884,740: 824,688 915,187
Old : 7,799,927: 1,179,572 710,290 1,235,483 4,560,184 4,938,967 6,975,239 6,884,740: 824,688 915,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -27,594: 110,223 -133,503 22,142 -156,495 94,694 -24,130 -16,667: -3,464 -10,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 9.1 15.8 58.5 63.3 89.4 88.3: 10.6 11.7
Old : 100.0: 15.1 9.1 15.8 58.5 63.3 89.4 88.3: 10.6 11.7
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 : 235: 49 46 73 121 126 213 209:
Old : 235: 49 46 73 121 126 213 209:
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 : 22.0 25.4 35.8 36.5 17.1 19.4 28.0 24.7
Old : 22.0 25.4 35.8 36.5 17.1 19.4 28.0 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, June 26, 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 : 774,074: 74,284 91,716 19,052 537,877 545,061 631,213 655,828: 142,861 118,246
Old : 774,074: 74,284 91,716 19,052 537,877 545,061 631,213 655,828: 142,861 118,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 33,472: 12,478 4,725 2,857 15,322 24,451 30,656 32,033: 2,815 1,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.8 2.5 69.5 70.4 81.5 84.7: 18.5 15.3
Old : 100.0: 9.6 11.8 2.5 69.5 70.4 81.5 84.7: 18.5 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 : 539: 93 102 49 223 233 348 354:
Old : 539: 93 102 49 223 233 348 354:
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 : 15.8 12.7 24.4 22.8 13.9 12.4 21.7 22.0
Old : 15.8 12.7 24.4 22.8 13.9 12.4 21.7 22.0
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 26, 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 : 225,678: 6,938 8,730 7,481 147,510 136,223 161,929 152,434: 63,749 73,244
Old : 225,678: 6,938 8,730 7,481 147,510 136,223 161,929 152,434: 63,749 73,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 3,160: 116 1,477 86 3,951 -1,486 4,153 77: -993 3,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 3.9 3.3 65.4 60.4 71.8 67.5: 28.2 32.5
Old : 100.0: 3.1 3.9 3.3 65.4 60.4 71.8 67.5: 28.2 32.5
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 : 101: 9 10 5 57 49 70 62:
Old : 101: 9 10 5 57 49 70 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 20.5 36.2 31.3 23.9 19.5 33.2 30.3
Old : 26.2 20.5 36.2 31.3 23.9 19.5 33.2 30.3
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 26, 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 : 2,741,979: 357,516 435,713 37,070 1,951,834 2,044,188 2,346,420 2,516,971: 395,559 225,008
Old : 2,741,979: 357,516 435,713 37,070 1,951,834 2,044,188 2,346,420 2,516,971: 395,559 225,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 151,558: 73,397 27,828 2,265 56,854 129,686 132,516 159,779: 19,042 -8,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 15.9 1.4 71.2 74.6 85.6 91.8: 14.4 8.2
Old : 100.0: 13.0 15.9 1.4 71.2 74.6 85.6 91.8: 14.4 8.2
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 : 509: 93 100 40 191 212 310 326:
Old : 509: 93 100 40 191 212 310 326:
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 : 18.3 15.3 28.7 26.2 17.0 14.9 25.4 25.6
Old : 18.3 15.3 28.7 26.2 17.0 14.9 25.4 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, June 26, 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 : 98,955: 7,176 4,832 1,240 82,509 88,807 90,925 94,879: 8,030 4,076
Old : 98,955: 7,176 4,832 1,240 82,509 88,807 90,925 94,879: 8,030 4,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 3,532: -2,469 -417 1,006 5,329 2,805 3,866 3,394: -334 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 4.9 1.3 83.4 89.7 91.9 95.9: 8.1 4.1
Old : 100.0: 7.3 4.9 1.3 83.4 89.7 91.9 95.9: 8.1 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: 8 4 2 56 30 65 35:
Old : 88: 8 4 2 56 30 65 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 49.4 43.1 69.8 29.5 49.4 42.8 69.8
Old : 29.5 49.4 43.1 69.8 29.5 49.4 42.8 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, June 26, 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 : 67,857: 17,118 5,394 212 45,719 59,377 63,049 64,983: 4,808 2,874
Old : 67,857: 17,118 5,394 212 45,719 59,377 63,049 64,983: 4,808 2,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 1,887: 1,539 529 171 975 1,178 2,685 1,878: -799 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 7.9 0.3 67.4 87.5 92.9 95.8: 7.1 4.2
Old : 100.0: 25.2 7.9 0.3 67.4 87.5 92.9 95.8: 7.1 4.2
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 : 206: 56 25 10 57 82 117 113:
Old : 206: 56 25 10 57 82 117 113:
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 : 40.6 32.0 51.3 47.3 40.6 32.0 51.3 47.3
Old : 40.6 32.0 51.3 47.3 40.6 32.0 51.3 47.3
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 26, 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 : 339,283: 85,589 26,971 1,059 228,595 296,883 315,243 324,913: 24,040 14,370
Old : 339,283: 85,589 26,971 1,059 228,595 296,883 315,243 324,913: 24,040 14,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 9,433: 7,694 2,645 857 4,876 5,889 13,427 9,391: -3,994 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 7.9 0.3 67.4 87.5 92.9 95.8: 7.1 4.2
Old : 100.0: 25.2 7.9 0.3 67.4 87.5 92.9 95.8: 7.1 4.2
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 : 206: 56 25 10 57 82 117 113:
Old : 206: 56 25 10 57 82 117 113:
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 : 40.6 32.0 51.3 47.3 40.6 32.0 51.3 47.3
Old : 40.6 32.0 51.3 47.3 40.6 32.0 51.3 47.3
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 26, 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 : 122,384: 40,023 42,182 33 64,507 58,937 104,563 101,152: 17,821 21,232
Old : 122,384: 40,023 42,182 33 64,507 58,937 104,563 101,152: 17,821 21,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -7,850: -1,098 -2,397 14 -9,619 -2,162 -10,703 -4,545: 2,853 -3,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 34.5 0.0 52.7 48.2 85.4 82.7: 14.6 17.3
Old : 100.0: 32.7 34.5 0.0 52.7 48.2 85.4 82.7: 14.6 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 19 34 1 19 21 38 56:
Old : 86: 19 34 1 19 21 38 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 : 39.5 49.1 58.1 58.3 39.5 48.6 58.1 57.8
Old : 39.5 49.1 58.1 58.3 39.5 48.6 58.1 57.8
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 26, 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 : 27,409: 2,781 9,707 0 17,866 5,327 20,647 15,034: 6,762 12,375
Old : 27,409: 2,781 9,707 0 17,866 5,327 20,647 15,034: 6,762 12,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -955: -466 -869 0 -242 242 -708 -627: -247 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 35.4 0.0 65.2 19.4 75.3 54.9: 24.7 45.1
Old : 100.0: 10.1 35.4 0.0 65.2 19.4 75.3 54.9: 24.7 45.1
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 : 36: 7 7 0 18 6 25 13:
Old : 36: 7 7 0 18 6 25 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 43.2 55.4 50.3 43.4 43.2 55.4 50.3
Old : 43.4 43.2 55.4 50.3 43.4 43.2 55.4 50.3
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 26, 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 : 35,357: 10,608 8,438 441 20,234 13,205 31,283 22,084: 4,074 13,273
Old : 35,357: 10,608 8,438 441 20,234 13,205 31,283 22,084: 4,074 13,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -4,041: -377 845 12 -3,359 792 -3,724 1,649: -317 -5,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 23.9 1.2 57.2 37.3 88.5 62.5: 11.5 37.5
Old : 100.0: 30.0 23.9 1.2 57.2 37.3 88.5 62.5: 11.5 37.5
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 : 48: 12 8 1 19 15 31 24:
Old : 48: 12 8 1 19 15 31 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 : 33.8 38.3 51.1 47.1 32.4 37.7 49.7 46.5
Old : 33.8 38.3 51.1 47.1 32.4 37.7 49.7 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2012