MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 10, 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 : 22,808: 3,888 3,871 1,030 13,354 14,293 18,272 19,194: 4,536 3,614
Old : 22,808: 3,888 3,871 1,030 13,354 14,293 18,272 19,194: 4,536 3,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -3,684: -1,311 -1,251 -116 -2,523 -1,755 -3,950 -3,122: 266 -562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.0 4.5 58.5 62.7 80.1 84.2: 19.9 15.8
Old : 100.0: 17.0 17.0 4.5 58.5 62.7 80.1 84.2: 19.9 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 15 16 15 26 24 49 47:
Old : 71: 15 16 15 26 24 49 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 : 41.5 39.9 55.3 57.5 41.4 39.2 53.3 56.6
Old : 41.5 39.9 55.3 57.5 41.4 39.2 53.3 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, July 10, 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 : 242,599: 75,253 41,449 43,513 96,603 120,741 215,369 205,703: 27,230 36,896
Old : 135,319: 57,802 42,874 16,499 47,100 56,248 121,401 115,621: 13,918 19,698
Other: 107,280: 35,141 16,265 9,324 49,503 64,493 93,968 90,082: 13,312 17,198
: : :
: : Changes in Commitments from: July 3, 2012 :
: -10,707: -2,276 -4,576 -2,416 -5,141 -2,115 -9,833 -9,107: -874 -1,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 17.1 17.9 39.8 49.8 88.8 84.8: 11.2 15.2
Old : 100.0: 42.7 31.7 12.2 34.8 41.6 89.7 85.4: 10.3 14.6
Other: 100.0: 32.8 15.2 8.7 46.1 60.1 87.6 84.0: 12.4 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 110 64 102 67 86 227 217:
Old : 274: 91 88 72 43 77 178 195:
Other: 182: 54 33 33 53 73 125 127:
:----------------------------------------------------------------------------------------------------
: 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 17.3 29.7 26.1 16.4 16.9 28.4 24.4
Old : 17.6 16.8 29.6 26.5 17.6 15.5 29.6 24.2
Other: 22.9 19.7 38.4 29.4 22.0 19.7 36.9 28.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 10, 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 : 300,961: 97,326 72,198 43,143 134,047 139,727 274,516 255,068: 26,445 45,893
Old : 300,961: 97,326 72,198 43,143 134,047 139,727 274,516 255,068: 26,445 45,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -13,208: -350 -2,415 -4,874 -8,116 -5,602 -13,340 -12,891: 132 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 24.0 14.3 44.5 46.4 91.2 84.8: 8.8 15.2
Old : 100.0: 32.3 24.0 14.3 44.5 46.4 91.2 84.8: 8.8 15.2
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 : 368: 100 95 114 75 139 232 310:
Old : 368: 100 95 114 75 139 232 310:
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 13.3 34.4 20.3 20.0 13.1 33.8 19.4
Old : 20.3 13.3 34.4 20.3 20.0 13.1 33.8 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, July 10, 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 : 7,112: 3,381 2,835 496 1,940 2,454 5,817 5,785: 1,295 1,327
Old : 7,112: 3,381 2,835 496 1,940 2,454 5,817 5,785: 1,295 1,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 378: 570 -636 20 -182 1,082 408 466: -30 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 39.9 7.0 27.3 34.5 81.8 81.3: 18.2 18.7
Old : 100.0: 47.5 39.9 7.0 27.3 34.5 81.8 81.3: 18.2 18.7
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 : 76: 28 20 10 16 24 53 46:
Old : 76: 28 20 10 16 24 53 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 23.0 52.4 38.9 35.2 22.5 51.4 37.6
Old : 35.2 23.0 52.4 38.9 35.2 22.5 51.4 37.6
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 10, 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 : 36,446: 10,226 9,113 5,532 12,706 6,395 28,464 21,040: 7,982 15,406
Old : 36,446: 10,226 9,113 5,532 12,706 6,395 28,464 21,040: 7,982 15,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 301: 545 172 294 -134 -130 705 336: -404 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 25.0 15.2 34.9 17.5 78.1 57.7: 21.9 42.3
Old : 100.0: 28.1 25.0 15.2 34.9 17.5 78.1 57.7: 21.9 42.3
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 : 167: 34 48 45 47 50 106 126:
Old : 167: 34 48 45 47 50 106 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 8.4 27.3 14.4 14.3 7.3 23.8 12.1
Old : 15.8 8.4 27.3 14.4 14.3 7.3 23.8 12.1
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 10, 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 : 7,538: 121 2,644 61 6,707 4,573 6,889 7,278: 649 260
Old : 7,538: 121 2,644 61 6,707 4,573 6,889 7,278: 649 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -1,730: -22 -1,416 -8 -1,576 -369 -1,606 -1,793: -124 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 35.1 0.8 89.0 60.7 91.4 96.6: 8.6 3.4
Old : 100.0: 1.6 35.1 0.8 89.0 60.7 91.4 96.6: 8.6 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 : 27: 3 7 5 11 11 17 20:
Old : 27: 3 7 5 11 11 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.3 70.0 88.7 87.6 82.3 69.8 87.3 85.8
Old : 82.3 70.0 88.7 87.6 82.3 69.8 87.3 85.8
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 10, 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 : 103,837: 4,294 6,356 4,874 94,431 91,864 103,599 103,094: 238 743
Old : 103,837: 4,294 6,356 4,874 94,431 91,864 103,599 103,094: 238 743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -702: -418 31 0 -300 -860 -718 -829: 16 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 6.1 4.7 90.9 88.5 99.8 99.3: 0.2 0.7
Old : 100.0: 4.1 6.1 4.7 90.9 88.5 99.8 99.3: 0.2 0.7
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 : 22: 2 2 2 15 16 17 20:
Old : 22: 2 2 2 15 16 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 64.7 90.0 82.0 48.7 45.5 55.1 53.0
Old : 75.7 64.7 90.0 82.0 48.7 45.5 55.1 53.0
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 10, 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 : 100,606: 24,673 20,335 956 46,123 50,960 71,752 72,251: 28,854 28,355
Old : 100,606: 24,673 20,335 956 46,123 50,960 71,752 72,251: 28,854 28,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 7,446: 1,750 6,110 -28 5,965 1,652 7,687 7,734: -241 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 20.2 1.0 45.8 50.7 71.3 71.8: 28.7 28.2
Old : 100.0: 24.5 20.2 1.0 45.8 50.7 71.3 71.8: 28.7 28.2
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 : 74: 21 24 9 17 22 45 48:
Old : 74: 21 24 9 17 22 45 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 : 37.4 46.5 48.8 52.8 36.0 43.7 45.3 49.4
Old : 37.4 46.5 48.8 52.8 36.0 43.7 45.3 49.4
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 10, 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 : 58,117: 5,815 23,399 0 43,752 8,717 49,567 32,116: 8,550 26,001
Old : 58,117: 5,815 23,399 0 43,752 8,717 49,567 32,116: 8,550 26,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 4,795: 552 -924 0 2,931 472 3,483 -452: 1,312 5,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 40.3 0.0 75.3 15.0 85.3 55.3: 14.7 44.7
Old : 100.0: 10.0 40.3 0.0 75.3 15.0 85.3 55.3: 14.7 44.7
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 : 37: 7 15 0 10 8 17 23:
Old : 37: 7 15 0 10 8 17 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 : 70.7 30.5 77.7 39.9 70.7 30.5 77.4 39.9
Old : 70.7 30.5 77.7 39.9 70.7 30.5 77.4 39.9
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 10, 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 : 142,469: 48,567 23,345 1,128 89,002 113,753 138,697 138,226: 3,772 4,243
Old : 142,469: 48,567 23,345 1,128 89,002 113,753 138,697 138,226: 3,772 4,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 9,800: 7,963 216 417 1,392 9,351 9,772 9,984: 28 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 16.4 0.8 62.5 79.8 97.4 97.0: 2.6 3.0
Old : 100.0: 34.1 16.4 0.8 62.5 79.8 97.4 97.0: 2.6 3.0
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 : 97: 34 27 8 14 24 51 57:
Old : 97: 34 27 8 14 24 51 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 : 64.1 50.2 86.6 70.5 64.1 50.2 85.5 70.4
Old : 64.1 50.2 86.6 70.5 64.1 50.2 85.5 70.4
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 10, 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 : 117,616: 32,804 40,426 880 66,039 44,391 99,723 85,697: 17,893 31,919
Old : 117,616: 32,804 40,426 880 66,039 44,391 99,723 85,697: 17,893 31,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 9,408: 596 2,865 323 7,291 1,972 8,210 5,160: 1,198 4,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 34.4 0.7 56.1 37.7 84.8 72.9: 15.2 27.1
Old : 100.0: 27.9 34.4 0.7 56.1 37.7 84.8 72.9: 15.2 27.1
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 : 89: 15 35 3 24 25 39 63:
Old : 89: 15 35 3 24 25 39 63:
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 23.1 55.7 32.6 32.5 16.5 51.1 25.2
Old : 34.2 23.1 55.7 32.6 32.5 16.5 51.1 25.2
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, July 10, 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 : 115,522: 32,920 23,968 208 66,776 56,267 99,904 80,443: 15,618 35,079
Old : 115,522: 32,920 23,968 208 66,776 56,267 99,904 80,443: 15,618 35,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -1,881: -4,030 -8,807 95 477 7,736 -3,458 -976: 1,577 -905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 20.7 0.2 57.8 48.7 86.5 69.6: 13.5 30.4
Old : 100.0: 28.5 20.7 0.2 57.8 48.7 86.5 69.6: 13.5 30.4
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 : 78: 18 28 2 18 19 37 48:
Old : 78: 18 28 2 18 19 37 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 : 54.8 35.6 66.4 46.5 54.7 35.6 65.7 46.5
Old : 54.8 35.6 66.4 46.5 54.7 35.6 65.7 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, July 10, 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 : 326,374: 36,409 202,114 2,505 251,888 49,424 290,802 254,043: 35,572 72,331
Old : 326,374: 36,409 202,114 2,505 251,888 49,424 290,802 254,043: 35,572 72,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 24,085: 4,173 23,701 311 15,976 -5,117 20,460 18,895: 3,625 5,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 61.9 0.8 77.2 15.1 89.1 77.8: 10.9 22.2
Old : 100.0: 11.2 61.9 0.8 77.2 15.1 89.1 77.8: 10.9 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 : 191: 29 83 14 50 45 91 130:
Old : 191: 29 83 14 50 45 91 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 32.8 57.4 42.0 43.3 32.6 57.0 41.8
Old : 43.7 32.8 57.4 42.0 43.3 32.6 57.0 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, July 10, 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 : 17,476: 14,569 15,105 75 2,442 1,549 17,086 16,729: 390 747
Old : 17,476: 14,569 15,105 75 2,442 1,549 17,086 16,729: 390 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -429: -252 140 10 -269 -421 -511 -271: 82 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 86.4 0.4 14.0 8.9 97.8 95.7: 2.2 4.3
Old : 100.0: 83.4 86.4 0.4 14.0 8.9 97.8 95.7: 2.2 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 5 2 7 5 14 11:
Old : 21: 6 5 2 7 5 14 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 : 87.5 86.9 95.1 94.0 87.2 86.4 94.8 93.4
Old : 87.5 86.9 95.1 94.0 87.2 86.4 94.8 93.4
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 10, 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 : 22,356: 11,434 5,843 134 7,057 14,771 18,625 20,748: 3,731 1,608
Old : 22,356: 11,434 5,843 134 7,057 14,771 18,625 20,748: 3,731 1,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 1,873: 1,572 301 0 -101 1,804 1,471 2,105: 402 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 26.1 0.6 31.6 66.1 83.3 92.8: 16.7 7.2
Old : 100.0: 51.1 26.1 0.6 31.6 66.1 83.3 92.8: 16.7 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 12 18 1 4 11 17 29:
Old : 45: 12 18 1 4 11 17 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 61.6 75.1 74.6 57.9 61.6 75.1 74.6
Old : 57.9 61.6 75.1 74.6 57.9 61.6 75.1 74.6
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 10, 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 : 7,785,474: 1,237,869 770,355 1,151,711 4,513,361 4,908,001 6,902,941 6,830,067: 882,533 955,407
Old : 7,785,474: 1,237,869 770,355 1,151,711 4,513,361 4,908,001 6,902,941 6,830,067: 882,533 955,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -42,290: 40,015 -11,526 30,882 -93,274 -27,344 -22,377 -7,988: -19,913 -34,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 9.9 14.8 58.0 63.0 88.7 87.7: 11.3 12.3
Old : 100.0: 15.9 9.9 14.8 58.0 63.0 88.7 87.7: 11.3 12.3
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 : 235: 46 48 69 120 128 209 209:
Old : 235: 46 48 69 120 128 209 209:
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 : 22.3 26.0 35.7 37.2 17.0 20.0 28.0 25.6
Old : 22.3 26.0 35.7 37.2 17.0 20.0 28.0 25.6
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 10, 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 : 794,026: 68,187 94,058 23,236 552,631 554,585 644,054 671,880: 149,973 122,147
Old : 794,026: 68,187 94,058 23,236 552,631 554,585 644,054 671,880: 149,973 122,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 20,706: -2,903 4,816 2,568 18,354 12,758 18,019 20,142: 2,687 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 11.8 2.9 69.6 69.8 81.1 84.6: 18.9 15.4
Old : 100.0: 8.6 11.8 2.9 69.6 69.8 81.1 84.6: 18.9 15.4
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 : 541: 92 109 47 223 226 343 355:
Old : 541: 92 109 47 223 226 343 355:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 13.0 23.5 22.8 13.0 12.6 20.9 22.1
Old : 14.9 13.0 23.5 22.8 13.0 12.6 20.9 22.1
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 10, 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 : 234,840: 8,831 8,539 5,795 153,476 143,115 168,102 157,449: 66,738 77,391
Old : 234,840: 8,831 8,539 5,795 153,476 143,115 168,102 157,449: 66,738 77,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 7,610: -1,539 4,157 8 8,102 2,838 6,571 7,003: 1,039 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.6 2.5 65.4 60.9 71.6 67.0: 28.4 33.0
Old : 100.0: 3.8 3.6 2.5 65.4 60.9 71.6 67.0: 28.4 33.0
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 : 101: 9 10 5 57 48 69 61:
Old : 101: 9 10 5 57 48 69 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 21.0 35.9 31.8 23.0 19.6 32.9 30.4
Old : 24.5 21.0 35.9 31.8 23.0 19.6 32.9 30.4
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 10, 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 : 2,795,931: 337,532 468,348 46,453 1,995,773 2,057,352 2,379,758 2,572,153: 416,173 223,778
Old : 2,795,931: 337,532 468,348 46,453 1,995,773 2,057,352 2,379,758 2,572,153: 416,173 223,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 65,478: 7,404 17,521 -1,426 51,260 49,600 57,238 65,695: 8,240 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 16.8 1.7 71.4 73.6 85.1 92.0: 14.9 8.0
Old : 100.0: 12.1 16.8 1.7 71.4 73.6 85.1 92.0: 14.9 8.0
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 : 513: 92 107 40 197 207 313 330:
Old : 513: 92 107 40 197 207 313 330:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 14.9 28.3 25.7 16.3 14.5 24.9 25.1
Old : 17.4 14.9 28.3 25.7 16.3 14.5 24.9 25.1
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 10, 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 : 105,138: 11,498 5,663 969 84,488 94,212 96,955 100,844: 8,183 4,294
Old : 105,138: 11,498 5,663 969 84,488 94,212 96,955 100,844: 8,183 4,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 2,537: -333 -556 868 1,610 1,381 2,145 1,693: 392 844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 5.4 0.9 80.4 89.6 92.2 95.9: 7.8 4.1
Old : 100.0: 10.9 5.4 0.9 80.4 89.6 92.2 95.9: 7.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 13 6 2 51 35 65 42:
Old : 95: 13 6 2 51 35 65 42:
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 : 31.3 45.8 46.5 64.1 31.3 45.8 46.4 64.0
Old : 31.3 45.8 46.5 64.1 31.3 45.8 46.4 64.0
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 10, 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 : 69,789: 14,778 5,345 493 48,969 61,133 64,239 66,970: 5,549 2,819
Old : 69,789: 14,778 5,345 493 48,969 61,133 64,239 66,970: 5,549 2,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -970: -2,815 503 293 1,734 -1,897 -788 -1,102: -182 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 7.7 0.7 70.2 87.6 92.0 96.0: 8.0 4.0
Old : 100.0: 21.2 7.7 0.7 70.2 87.6 92.0 96.0: 8.0 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 : 215: 60 29 13 62 82 129 117:
Old : 215: 60 29 13 62 82 129 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 36.3 50.6 50.9 39.4 36.3 50.6 50.9
Old : 39.4 36.3 50.6 50.9 39.4 36.3 50.6 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, July 10, 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 : 348,944: 73,890 26,724 2,464 244,843 305,663 321,197 334,851: 27,747 14,093
Old : 348,944: 73,890 26,724 2,464 244,843 305,663 321,197 334,851: 27,747 14,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -4,851: -14,073 2,513 1,463 8,669 -9,486 -3,941 -5,510: -910 659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 7.7 0.7 70.2 87.6 92.0 96.0: 8.0 4.0
Old : 100.0: 21.2 7.7 0.7 70.2 87.6 92.0 96.0: 8.0 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 : 215: 60 29 13 62 82 129 117:
Old : 215: 60 29 13 62 82 129 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 36.3 50.6 50.9 39.4 36.3 50.6 50.9
Old : 39.4 36.3 50.6 50.9 39.4 36.3 50.6 50.9
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 10, 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 : 121,235: 54,718 35,653 117 48,365 61,709 103,200 97,479: 18,035 23,756
Old : 121,235: 54,718 35,653 117 48,365 61,709 103,200 97,479: 18,035 23,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -4,471: 4,593 -5,124 -59 -9,649 -483 -5,115 -5,666: 644 1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 29.4 0.1 39.9 50.9 85.1 80.4: 14.9 19.6
Old : 100.0: 45.1 29.4 0.1 39.9 50.9 85.1 80.4: 14.9 19.6
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 : 78: 19 28 2 18 20 39 48:
Old : 78: 19 28 2 18 20 39 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 : 47.0 46.6 60.4 58.1 47.0 45.9 60.4 57.4
Old : 47.0 46.6 60.4 58.1 47.0 45.9 60.4 57.4
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 10, 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 : 29,680: 2,613 9,564 0 21,056 5,239 23,669 14,803: 6,011 14,877
Old : 29,680: 2,613 9,564 0 21,056 5,239 23,669 14,803: 6,011 14,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 1,183: 674 57 0 672 -328 1,346 -271: -163 1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 32.2 0.0 70.9 17.7 79.7 49.9: 20.3 50.1
Old : 100.0: 8.8 32.2 0.0 70.9 17.7 79.7 49.9: 20.3 50.1
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 : 37: 6 7 0 19 7 25 14:
Old : 37: 6 7 0 19 7 25 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 : 44.6 37.7 58.1 45.0 44.6 37.7 58.1 45.0
Old : 44.6 37.7 58.1 45.0 44.6 37.7 58.1 45.0
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 10, 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 : 41,067: 10,804 5,498 1,051 24,557 11,798 36,412 18,347: 4,655 22,720
Old : 41,067: 10,804 5,498 1,051 24,557 11,798 36,412 18,347: 4,655 22,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: 4,820: 143 -4,164 -6 4,101 -358 4,238 -4,528: 582 9,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 13.4 2.6 59.8 28.7 88.7 44.7: 11.3 55.3
Old : 100.0: 26.3 13.4 2.6 59.8 28.7 88.7 44.7: 11.3 55.3
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 : 52: 15 7 2 22 14 37 23:
Old : 52: 15 7 2 22 14 37 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 : 32.6 27.3 47.5 33.4 31.4 24.3 46.1 29.5
Old : 32.6 27.3 47.5 33.4 31.4 24.3 46.1 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2012