BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 3, 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 : 4,906: 35 133 47 4,277 4,362 4,359 4,542: 547 364
Old : 4,906: 35 133 47 4,277 4,362 4,359 4,542: 547 364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 19: 0 0 2 25 17 27 19: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.7 1.0 87.2 88.9 88.9 92.6: 11.1 7.4
Old : 100.0: 0.7 2.7 1.0 87.2 88.9 88.9 92.6: 11.1 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 : 67.5 66.4 82.8 84.5 67.5 64.5 81.2 81.6
Old : 67.5 66.4 82.8 84.5 67.5 64.5 81.2 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 3, 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 : 26,492: 5,199 5,122 1,146 15,877 16,048 22,222 22,316: 4,270 4,176
Old : 26,492: 5,199 5,122 1,146 15,877 16,048 22,222 22,316: 4,270 4,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 620: 241 -330 115 116 809 472 594: 148 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 19.3 4.3 59.9 60.6 83.9 84.2: 16.1 15.8
Old : 100.0: 19.6 19.3 4.3 59.9 60.6 83.9 84.2: 16.1 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 : 77: 16 16 17 30 26 55 50:
Old : 77: 16 16 17 30 26 55 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 : 41.6 37.5 56.1 55.6 41.4 36.8 54.1 54.7
Old : 41.6 37.5 56.1 55.6 41.4 36.8 54.1 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, July 3, 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 : 253,306: 77,529 46,025 45,929 101,744 122,856 225,202 214,810: 28,104 38,496
Old : 150,069: 63,867 46,565 18,237 53,091 63,318 135,195 128,120: 14,874 21,949
Other: 103,237: 33,241 19,039 8,113 48,653 59,538 90,007 86,690: 13,230 16,547
: : :
: : Changes in Commitments from: June 26, 2012 :
: 974: 8,227 -4,769 -4,899 -1,283 13,091 2,045 3,423: -1,071 -2,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 18.2 18.1 40.2 48.5 88.9 84.8: 11.1 15.2
Old : 100.0: 42.6 31.0 12.2 35.4 42.2 90.1 85.4: 9.9 14.6
Other: 100.0: 32.2 18.4 7.9 47.1 57.7 87.2 84.0: 12.8 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 110 76 114 70 84 242 228:
Old : 288: 97 94 83 45 79 192 208:
Other: 186: 52 36 35 57 71 131 128:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 16.6 29.0 24.7 15.7 16.1 27.1 23.6
Old : 16.0 16.9 27.4 26.4 16.0 15.4 27.3 24.0
Other: 24.0 17.8 39.3 29.8 23.6 17.8 38.8 29.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 3, 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 : 314,169: 97,676 74,613 48,017 142,163 145,329 287,856 267,959: 26,313 46,210
Old : 314,169: 97,676 74,613 48,017 142,163 145,329 287,856 267,959: 26,313 46,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,120: -5,197 -3,041 4,844 1,143 -1,440 790 363: -1,910 -1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 23.7 15.3 45.3 46.3 91.6 85.3: 8.4 14.7
Old : 100.0: 31.1 23.7 15.3 45.3 46.3 91.6 85.3: 8.4 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 102 103 123 79 141 245 325:
Old : 384: 102 103 123 79 141 245 325:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 12.9 34.4 20.0 20.2 12.7 33.6 18.7
Old : 20.3 12.9 34.4 20.0 20.2 12.7 33.6 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, July 3, 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 : 6,734: 2,811 3,471 476 2,122 1,372 5,409 5,319: 1,325 1,415
Old : 6,734: 2,811 3,471 476 2,122 1,372 5,409 5,319: 1,325 1,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -583: 124 20 -158 -466 -326 -500 -464: -83 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 51.5 7.1 31.5 20.4 80.3 79.0: 19.7 21.0
Old : 100.0: 41.7 51.5 7.1 31.5 20.4 80.3 79.0: 19.7 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 : 69: 23 22 9 18 17 47 44:
Old : 69: 23 22 9 18 17 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 27.2 52.2 44.4 37.1 26.9 50.8 43.6
Old : 37.1 27.2 52.2 44.4 37.1 26.9 50.8 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, July 3, 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 : 36,145: 9,681 8,941 5,238 12,840 6,525 27,759 20,704: 8,386 15,441
Old : 36,145: 9,681 8,941 5,238 12,840 6,525 27,759 20,704: 8,386 15,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 105: -662 811 -161 1,000 -836 177 -186: -72 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 24.7 14.5 35.5 18.1 76.8 57.3: 23.2 42.7
Old : 100.0: 26.8 24.7 14.5 35.5 18.1 76.8 57.3: 23.2 42.7
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 : 166: 31 52 41 44 52 98 129:
Old : 166: 31 52 41 44 52 98 129:
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 8.0 28.3 14.0 14.5 6.8 24.3 11.2
Old : 16.3 8.0 28.3 14.0 14.5 6.8 24.3 11.2
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, July 3, 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 : 9,268: 143 4,060 69 8,283 4,942 8,495 9,071: 773 197
Old : 9,268: 143 4,060 69 8,283 4,942 8,495 9,071: 773 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -35: 13 -36 14 -68 -41 -41 -63: 6 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 43.8 0.7 89.4 53.3 91.7 97.9: 8.3 2.1
Old : 100.0: 1.5 43.8 0.7 89.4 53.3 91.7 97.9: 8.3 2.1
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 : 32: 4 9 7 14 12 21 25:
Old : 32: 4 9 7 14 12 21 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 : 80.4 67.0 88.9 85.3 80.4 66.7 85.6 84.3
Old : 80.4 67.0 88.9 85.3 80.4 66.7 85.6 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, July 3, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 104,539: 4,712 6,325 4,874 94,731 92,724 104,317 103,923: 222 616
Old : 104,539: 4,712 6,325 4,874 94,731 92,724 104,317 103,923: 222 616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 2,298: 100 186 0 2,183 2,339 2,283 2,525: 15 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 6.1 4.7 90.6 88.7 99.8 99.4: 0.2 0.6
Old : 100.0: 4.5 6.1 4.7 90.6 88.7 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 : 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 : 75.5 64.7 89.2 81.8 47.4 44.9 54.0 52.6
Old : 75.5 64.7 89.2 81.8 47.4 44.9 54.0 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, July 3, 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 : 93,160: 22,923 14,225 984 40,158 49,308 64,065 64,517: 29,095 28,643
Old : 93,160: 22,923 14,225 984 40,158 49,308 64,065 64,517: 29,095 28,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,661: -4,855 -4,276 -272 631 2,556 -4,496 -1,992: 1,835 -669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 15.3 1.1 43.1 52.9 68.8 69.3: 31.2 30.7
Old : 100.0: 24.6 15.3 1.1 43.1 52.9 68.8 69.3: 31.2 30.7
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 : 65: 20 21 6 12 20 36 43:
Old : 65: 20 21 6 12 20 36 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 45.1 49.5 51.3 35.7 42.0 45.9 47.6
Old : 37.2 45.1 49.5 51.3 35.7 42.0 45.9 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, July 3, 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 : 53,322: 5,263 24,323 0 40,821 8,245 46,084 32,568: 7,238 20,754
Old : 53,322: 5,263 24,323 0 40,821 8,245 46,084 32,568: 7,238 20,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 875: 626 -4,150 0 373 6,080 999 1,930: -124 -1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 45.6 0.0 76.6 15.5 86.4 61.1: 13.6 38.9
Old : 100.0: 9.9 45.6 0.0 76.6 15.5 86.4 61.1: 13.6 38.9
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 : 39: 6 17 0 12 9 18 26:
Old : 39: 6 17 0 12 9 18 26:
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 : 70.7 32.1 78.6 44.9 70.5 32.1 78.1 44.9
Old : 70.7 32.1 78.6 44.9 70.5 32.1 78.1 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, July 3, 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 : 132,669: 40,604 23,129 711 87,610 104,402 128,925 128,242: 3,744 4,427
Old : 132,669: 40,604 23,129 711 87,610 104,402 128,925 128,242: 3,744 4,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 11,145: 8,414 -16,708 94 1,678 29,405 10,186 12,791: 959 -1,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 17.4 0.5 66.0 78.7 97.2 96.7: 2.8 3.3
Old : 100.0: 30.6 17.4 0.5 66.0 78.7 97.2 96.7: 2.8 3.3
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 : 93: 27 33 6 14 21 43 59:
Old : 93: 27 33 6 14 21 43 59:
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 : 67.1 47.8 86.2 66.5 67.1 47.8 85.0 66.5
Old : 67.1 47.8 86.2 66.5 67.1 47.8 85.0 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, July 3, 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 : 108,208: 32,208 37,561 557 58,748 42,419 91,513 80,537: 16,695 27,671
Old : 108,208: 32,208 37,561 557 58,748 42,419 91,513 80,537: 16,695 27,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -6,353: -3,088 1,507 -389 -3,423 -6,358 -6,900 -5,240: 547 -1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 34.7 0.5 54.3 39.2 84.6 74.4: 15.4 25.6
Old : 100.0: 29.8 34.7 0.5 54.3 39.2 84.6 74.4: 15.4 25.6
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 : 87: 17 35 3 20 23 39 59:
Old : 87: 17 35 3 20 23 39 59:
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 : 40.9 25.0 60.8 34.8 38.1 17.7 54.0 26.6
Old : 40.9 25.0 60.8 34.8 38.1 17.7 54.0 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, July 3, 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 : 117,403: 36,950 32,775 113 66,299 48,531 103,362 81,419: 14,041 35,984
Old : 117,403: 36,950 32,775 113 66,299 48,531 103,362 81,419: 14,041 35,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -5,844: -6,960 -6,593 62 188 1,621 -6,710 -4,910: 866 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 27.9 0.1 56.5 41.3 88.0 69.4: 12.0 30.6
Old : 100.0: 31.5 27.9 0.1 56.5 41.3 88.0 69.4: 12.0 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 : 81: 21 28 3 17 18 40 47:
Old : 81: 21 28 3 17 18 40 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 : 54.0 37.3 65.5 47.2 54.0 37.3 64.9 47.2
Old : 54.0 37.3 65.5 47.2 54.0 37.3 64.9 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, July 3, 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 : 302,289: 32,236 178,413 2,194 235,912 54,541 270,342 235,148: 31,947 67,141
Old : 302,289: 32,236 178,413 2,194 235,912 54,541 270,342 235,148: 31,947 67,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -13,496: -4,697 -18,400 238 -9,030 7,019 -13,489 -11,143: -7 -2,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 59.0 0.7 78.0 18.0 89.4 77.8: 10.6 22.2
Old : 100.0: 10.7 59.0 0.7 78.0 18.0 89.4 77.8: 10.6 22.2
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 : 198: 32 92 14 48 46 91 141:
Old : 198: 32 92 14 48 46 91 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 31.9 59.0 41.8 44.6 31.7 58.8 41.5
Old : 44.7 31.9 59.0 41.8 44.6 31.7 58.8 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, July 3, 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 : 17,905: 14,821 14,965 65 2,711 1,970 17,597 17,000: 308 905
Old : 17,905: 14,821 14,965 65 2,711 1,970 17,597 17,000: 308 905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,220: -99 69 -278 -805 -1,151 -1,182 -1,360: -38 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 83.6 0.4 15.1 11.0 98.3 94.9: 1.7 5.1
Old : 100.0: 82.8 83.6 0.4 15.1 11.0 98.3 94.9: 1.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 4 1 5 6 11 11:
Old : 20: 6 4 1 5 6 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.2 86.7 96.6 93.3 88.9 86.7 96.2 93.2
Old : 89.2 86.7 96.6 93.3 88.9 86.7 96.2 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, July 3, 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 : 20,483: 9,862 5,542 134 7,158 12,967 17,154 18,643: 3,329 1,840
Old : 20,483: 9,862 5,542 134 7,158 12,967 17,154 18,643: 3,329 1,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 3,882: 3,754 10 -15 -493 4,230 3,246 4,225: 636 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 27.1 0.7 34.9 63.3 83.7 91.0: 16.3 9.0
Old : 100.0: 48.1 27.1 0.7 34.9 63.3 83.7 91.0: 16.3 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 : 41: 12 12 1 6 11 19 23:
Old : 41: 12 12 1 6 11 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 59.3 74.6 75.7 54.3 59.3 74.6 75.7
Old : 54.3 59.3 74.6 75.7 54.3 59.3 74.6 75.7
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, July 3, 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 : 7,827,764: 1,197,854 781,881 1,120,829 4,606,635 4,935,345 6,925,318 6,838,055: 902,446 989,709
Old : 7,827,764: 1,197,854 781,881 1,120,829 4,606,635 4,935,345 6,925,318 6,838,055: 902,446 989,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 27,837: 18,282 71,591 -114,654 46,451 -3,622 -49,921 -46,685: 77,758 74,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 10.0 14.3 58.8 63.0 88.5 87.4: 11.5 12.6
Old : 100.0: 15.3 10.0 14.3 58.8 63.0 88.5 87.4: 11.5 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 51 45 71 119 126 210 209:
Old : 237: 51 45 71 119 126 210 209:
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 : 21.6 25.6 35.2 36.7 16.9 19.3 27.7 24.9
Old : 21.6 25.6 35.2 36.7 16.9 19.3 27.7 24.9
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, July 3, 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 : 773,321: 71,090 89,242 20,668 534,277 541,827 626,035 651,738: 147,286 121,583
Old : 773,321: 71,090 89,242 20,668 534,277 541,827 626,035 651,738: 147,286 121,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -753: -3,194 -2,474 1,616 -3,600 -3,233 -5,178 -4,091: 4,425 3,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.5 2.7 69.1 70.1 81.0 84.3: 19.0 15.7
Old : 100.0: 9.2 11.5 2.7 69.1 70.1 81.0 84.3: 19.0 15.7
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 : 534: 94 100 45 229 224 349 344:
Old : 534: 94 100 45 229 224 349 344:
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 : 15.4 13.5 24.1 23.6 13.6 13.0 21.7 22.5
Old : 15.4 13.5 24.1 23.6 13.6 13.0 21.7 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, July 3, 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 : 227,230: 10,370 4,382 5,787 145,374 140,277 161,531 150,446: 65,699 76,784
Old : 227,230: 10,370 4,382 5,787 145,374 140,277 161,531 150,446: 65,699 76,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 1,552: 3,432 -4,348 -1,694 -2,136 4,054 -398 -1,988: 1,950 3,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.9 2.5 64.0 61.7 71.1 66.2: 28.9 33.8
Old : 100.0: 4.6 1.9 2.5 64.0 61.7 71.1 66.2: 28.9 33.8
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 : 100: 10 8 5 57 46 70 57:
Old : 100: 10 8 5 57 46 70 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 : 25.5 22.4 36.0 33.3 23.5 20.9 33.0 31.8
Old : 25.5 22.4 36.0 33.3 23.5 20.9 33.0 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, July 3, 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 : 2,730,453: 330,128 450,827 47,879 1,944,513 2,007,752 2,322,520 2,506,458: 407,933 223,995
Old : 2,730,453: 330,128 450,827 47,879 1,944,513 2,007,752 2,322,520 2,506,458: 407,933 223,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -11,526: -27,388 15,114 10,809 -7,321 -36,436 -23,900 -10,513: 12,374 -1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 16.5 1.8 71.2 73.5 85.1 91.8: 14.9 8.2
Old : 100.0: 12.1 16.5 1.8 71.2 73.5 85.1 91.8: 14.9 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 : 507: 94 98 39 200 207 315 323:
Old : 507: 94 98 39 200 207 315 323:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 14.9 29.0 25.9 16.9 14.4 25.8 25.3
Old : 18.0 14.9 29.0 25.9 16.9 14.4 25.8 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, July 3, 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 : 102,601: 11,831 6,219 101 82,878 92,831 94,810 99,151: 7,791 3,450
Old : 102,601: 11,831 6,219 101 82,878 92,831 94,810 99,151: 7,791 3,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 3,646: 4,655 1,387 -1,139 369 4,024 3,885 4,272: -239 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 6.1 0.1 80.8 90.5 92.4 96.6: 7.6 3.4
Old : 100.0: 11.5 6.1 0.1 80.8 90.5 92.4 96.6: 7.6 3.4
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 : 98: 12 6 2 54 37 67 44:
Old : 98: 12 6 2 54 37 67 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 : 30.7 46.2 45.1 63.8 30.7 46.1 44.9 63.8
Old : 30.7 46.2 45.1 63.8 30.7 46.1 44.9 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, July 3, 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 : 70,759: 17,593 4,842 200 47,235 63,030 65,028 68,072: 5,731 2,687
Old : 70,759: 17,593 4,842 200 47,235 63,030 65,028 68,072: 5,731 2,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 2,902: 475 -552 -12 1,516 3,653 1,979 3,090: 923 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 6.8 0.3 66.8 89.1 91.9 96.2: 8.1 3.8
Old : 100.0: 24.9 6.8 0.3 66.8 89.1 91.9 96.2: 8.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 60 28 8 59 81 121 115:
Old : 214: 60 28 8 59 81 121 115:
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 : 37.5 34.5 48.7 49.7 37.5 34.5 48.7 49.7
Old : 37.5 34.5 48.7 49.7 37.5 34.5 48.7 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, July 3, 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 : 353,795: 87,963 24,211 1,001 236,174 315,149 325,138 340,361: 28,657 13,434
Old : 353,795: 87,963 24,211 1,001 236,174 315,149 325,138 340,361: 28,657 13,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 14,512: 2,374 -2,760 -58 7,579 18,266 9,895 15,448: 4,617 -936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 6.8 0.3 66.8 89.1 91.9 96.2: 8.1 3.8
Old : 100.0: 24.9 6.8 0.3 66.8 89.1 91.9 96.2: 8.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 60 28 8 59 81 121 115:
Old : 214: 60 28 8 59 81 121 115:
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 : 37.5 34.5 48.7 49.7 37.5 34.5 48.7 49.7
Old : 37.5 34.5 48.7 49.7 37.5 34.5 48.7 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, July 3, 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 : 125,706: 50,125 40,777 176 58,014 62,192 108,315 103,145: 17,391 22,561
Old : 125,706: 50,125 40,777 176 58,014 62,192 108,315 103,145: 17,391 22,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 3,322: 10,102 -1,405 143 -6,493 3,255 3,752 1,993: -430 1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 32.4 0.1 46.2 49.5 86.2 82.1: 13.8 17.9
Old : 100.0: 39.9 32.4 0.1 46.2 49.5 86.2 82.1: 13.8 17.9
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 : 81: 22 28 2 18 21 42 49:
Old : 81: 22 28 2 18 21 42 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 : 42.5 46.9 59.9 59.0 42.4 46.4 59.8 58.4
Old : 42.5 46.9 59.9 59.0 42.4 46.4 59.8 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, July 3, 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 : 28,497: 1,939 9,507 0 20,384 5,567 22,323 15,074: 6,174 13,423
Old : 28,497: 1,939 9,507 0 20,384 5,567 22,323 15,074: 6,174 13,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 1,088: -842 -200 0 2,518 240 1,676 40: -588 1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 33.4 0.0 71.5 19.5 78.3 52.9: 21.7 47.1
Old : 100.0: 6.8 33.4 0.0 71.5 19.5 78.3 52.9: 21.7 47.1
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: 5 7 0 19 7 24 14:
Old : 36: 5 7 0 19 7 24 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 : 42.2 39.0 57.4 47.8 42.2 39.0 57.4 47.8
Old : 42.2 39.0 57.4 47.8 42.2 39.0 57.4 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, July 3, 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 : 36,247: 10,661 9,662 1,057 20,456 12,156 32,174 22,875: 4,073 13,372
Old : 36,247: 10,661 9,662 1,057 20,456 12,156 32,174 22,875: 4,073 13,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 890: 53 1,224 616 222 -1,049 891 791: -1 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 26.7 2.9 56.4 33.5 88.8 63.1: 11.2 36.9
Old : 100.0: 29.4 26.7 2.9 56.4 33.5 88.8 63.1: 11.2 36.9
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 : 54: 14 10 2 22 14 37 25:
Old : 54: 14 10 2 22 14 37 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 38.6 45.7 47.3 29.9 37.3 44.5 44.5
Old : 31.1 38.6 45.7 47.3 29.9 37.3 44.5 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 3, 2012