BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 24, 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 : 4,323: 0 187 44 3,730 3,823 3,774 4,054: 549 269
Old : 4,323: 0 187 44 3,730 3,823 3,774 4,054: 549 269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 66: 0 20 2 39 33 41 55: 25 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 1.0 86.3 88.4 87.3 93.8: 12.7 6.2
Old : 100.0: 0.0 4.3 1.0 86.3 88.4 87.3 93.8: 12.7 6.2
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 : 21: 0 4 2 12 11 14 15:
Old : 21: 0 4 2 12 11 14 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 : 64.9 69.7 82.0 86.6 64.7 67.0 80.3 82.6
Old : 64.9 69.7 82.0 86.6 64.7 67.0 80.3 82.6
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 24, 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 : 26,214: 4,285 4,192 1,202 15,504 17,313 20,991 22,707: 5,223 3,507
Old : 26,214: 4,285 4,192 1,202 15,504 17,313 20,991 22,707: 5,223 3,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 1,775: -31 27 149 1,159 1,519 1,277 1,695: 498 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 16.0 4.6 59.1 66.0 80.1 86.6: 19.9 13.4
Old : 100.0: 16.3 16.0 4.6 59.1 66.0 80.1 86.6: 19.9 13.4
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 : 76: 18 17 16 27 26 54 50:
Old : 76: 18 17 16 27 26 54 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 43.2 54.4 57.6 41.4 42.6 52.7 56.6
Old : 41.4 43.2 54.4 57.6 41.4 42.6 52.7 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 24, 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 : 217,979: 64,723 44,929 42,140 90,210 99,765 197,073 186,834: 20,906 31,145
Old : 111,617: 46,800 49,018 8,912 46,081 38,777 101,793 96,707: 9,824 14,910
Other: 106,362: 40,550 18,538 10,601 44,129 60,988 95,280 90,127: 11,082 16,235
: : :
: : Changes in Commitments from: July 17, 2012 :
: -3,915: -3,657 -784 2,865 -1,334 -4,658 -2,126 -2,577: -1,789 -1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 20.6 19.3 41.4 45.8 90.4 85.7: 9.6 14.3
Old : 100.0: 41.9 43.9 8.0 41.3 34.7 91.2 86.6: 8.8 13.4
Other: 100.0: 38.1 17.4 10.0 41.5 57.3 89.6 84.7: 10.4 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 89 66 85 57 78 193 198:
Old : 243: 69 85 45 38 64 137 169:
Other: 187: 62 32 40 48 68 126 130:
:----------------------------------------------------------------------------------------------------
: 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 17.3 31.6 26.7 17.9 17.0 31.2 25.5
Old : 20.1 15.3 34.1 26.5 20.1 15.1 34.0 26.2
Other: 22.3 20.1 37.8 31.7 21.5 19.8 34.2 30.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 24, 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 : 302,335: 92,761 79,488 49,708 135,901 126,423 278,370 255,619: 23,965 46,716
Old : 302,335: 92,761 79,488 49,708 135,901 126,423 278,370 255,619: 23,965 46,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -430: -1,115 7,102 2,936 -690 -8,651 1,131 1,387: -1,561 -1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 26.3 16.4 45.0 41.8 92.1 84.5: 7.9 15.5
Old : 100.0: 30.7 26.3 16.4 45.0 41.8 92.1 84.5: 7.9 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 96 108 122 77 133 242 309:
Old : 369: 96 108 122 77 133 242 309:
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 : 22.1 12.3 35.7 19.6 22.1 12.1 35.6 19.3
Old : 22.1 12.3 35.7 19.6 22.1 12.1 35.6 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, July 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,873: 3,996 3,124 1,142 2,137 3,379 7,275 7,645: 1,598 1,228
Old : 8,873: 3,996 3,124 1,142 2,137 3,379 7,275 7,645: 1,598 1,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 1,405: 373 233 450 262 778 1,085 1,461: 320 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 35.2 12.9 24.1 38.1 82.0 86.2: 18.0 13.8
Old : 100.0: 45.0 35.2 12.9 24.1 38.1 82.0 86.2: 18.0 13.8
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 : 91: 36 25 12 15 24 62 51:
Old : 91: 36 25 12 15 24 62 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 28.5 50.4 44.9 29.1 23.5 44.0 37.0
Old : 30.7 28.5 50.4 44.9 29.1 23.5 44.0 37.0
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 24, 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 : 35,857: 8,745 10,285 4,724 14,579 5,146 28,048 20,155: 7,809 15,702
Old : 35,857: 8,745 10,285 4,724 14,579 5,146 28,048 20,155: 7,809 15,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -1,534: -605 649 -1,315 259 -532 -1,661 -1,198: 127 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 28.7 13.2 40.7 14.4 78.2 56.2: 21.8 43.8
Old : 100.0: 24.4 28.7 13.2 40.7 14.4 78.2 56.2: 21.8 43.8
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 : 164: 29 53 45 54 42 113 117:
Old : 164: 29 53 45 54 42 113 117:
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 : 15.4 9.5 26.0 15.6 15.2 9.5 24.9 14.8
Old : 15.4 9.5 26.0 15.6 15.2 9.5 24.9 14.8
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 24, 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 : 7,626: 170 2,452 79 6,756 4,879 7,005 7,410: 621 216
Old : 7,626: 170 2,452 79 6,756 4,879 7,005 7,410: 621 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 49: 7 -50 8 34 71 49 29: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 32.2 1.0 88.6 64.0 91.9 97.2: 8.1 2.8
Old : 100.0: 2.2 32.2 1.0 88.6 64.0 91.9 97.2: 8.1 2.8
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 : 29: 4 7 8 10 12 18 23:
Old : 29: 4 7 8 10 12 18 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 : 81.7 68.0 88.0 85.4 81.7 67.5 87.1 83.2
Old : 81.7 68.0 88.0 85.4 81.7 67.5 87.1 83.2
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 24, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 102,474: 4,294 6,049 4,874 93,045 90,933 102,213 101,856: 261 618
Old : 102,474: 4,294 6,049 4,874 93,045 90,933 102,213 101,856: 261 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -1,338: 0 -433 0 -1,381 -798 -1,381 -1,231: 43 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.9 4.8 90.8 88.7 99.7 99.4: 0.3 0.6
Old : 100.0: 4.2 5.9 4.8 90.8 88.7 99.7 99.4: 0.3 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: 2 3 2 15 15 17 20:
Old : 23: 2 3 2 15 15 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 : 76.6 64.9 91.3 82.1 49.6 45.4 57.0 54.3
Old : 76.6 64.9 91.3 82.1 49.6 45.4 57.0 54.3
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 24, 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 : 111,062: 29,695 32,127 1,150 52,846 50,324 83,691 83,601: 27,371 27,461
Old : 111,062: 29,695 32,127 1,150 52,846 50,324 83,691 83,601: 27,371 27,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 7,099: 6,067 7,291 84 2,485 135 8,636 7,510: -1,537 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 28.9 1.0 47.6 45.3 75.4 75.3: 24.6 24.7
Old : 100.0: 26.7 28.9 1.0 47.6 45.3 75.4 75.3: 24.6 24.7
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 : 82: 23 25 6 22 25 49 52:
Old : 82: 23 25 6 22 25 49 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 47.7 49.1 53.7 35.6 44.8 46.2 50.5
Old : 36.9 47.7 49.1 53.7 35.6 44.8 46.2 50.5
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 24, 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 : 64,375: 5,102 31,047 0 50,483 8,296 55,585 39,343: 8,790 25,032
Old : 64,375: 5,102 31,047 0 50,483 8,296 55,585 39,343: 8,790 25,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 1,539: -1,107 1,748 0 2,245 -98 1,138 1,650: 401 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 48.2 0.0 78.4 12.9 86.3 61.1: 13.7 38.9
Old : 100.0: 7.9 48.2 0.0 78.4 12.9 86.3 61.1: 13.7 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 : 38: 6 16 0 11 9 17 25:
Old : 38: 6 16 0 11 9 17 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 32.8 79.6 45.5 72.5 32.8 79.3 45.5
Old : 72.5 32.8 79.6 45.5 72.5 32.8 79.3 45.5
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 24, 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 : 164,597: 65,985 16,323 975 93,855 142,857 160,815 160,155: 3,782 4,442
Old : 164,597: 65,985 16,323 975 93,855 142,857 160,815 160,155: 3,782 4,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 4,626: 5,213 -9,460 169 -212 13,674 5,170 4,383: -544 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 9.9 0.6 57.0 86.8 97.7 97.3: 2.3 2.7
Old : 100.0: 40.1 9.9 0.6 57.0 86.8 97.7 97.3: 2.3 2.7
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 : 90: 35 20 8 16 22 55 47:
Old : 90: 35 20 8 16 22 55 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 : 62.1 57.7 85.4 76.4 62.1 57.7 84.5 76.4
Old : 62.1 57.7 85.4 76.4 62.1 57.7 84.5 76.4
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 24, 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 : 116,143: 29,332 32,266 1,119 70,130 52,738 100,581 86,123: 15,562 30,020
Old : 116,143: 29,332 32,266 1,119 70,130 52,738 100,581 86,123: 15,562 30,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -833: -4,564 -9,083 244 4,705 8,861 385 22: -1,218 -855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 27.8 1.0 60.4 45.4 86.6 74.2: 13.4 25.8
Old : 100.0: 25.3 27.8 1.0 60.4 45.4 86.6 74.2: 13.4 25.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 15 29 6 25 28 43 60:
Old : 86: 15 29 6 25 28 43 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 25.6 56.6 36.3 33.7 18.7 50.1 28.3
Old : 36.2 25.6 56.6 36.3 33.7 18.7 50.1 28.3
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 24, 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 : 139,033: 52,024 26,963 413 65,716 79,575 118,153 106,951: 20,880 32,082
Old : 139,033: 52,024 26,963 413 65,716 79,575 118,153 106,951: 20,880 32,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 17,227: 15,290 1,350 119 -2,003 18,555 13,406 20,024: 3,821 -2,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 19.4 0.3 47.3 57.2 85.0 76.9: 15.0 23.1
Old : 100.0: 37.4 19.4 0.3 47.3 57.2 85.0 76.9: 15.0 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 27 28 3 15 25 43 55:
Old : 88: 27 28 3 15 25 43 55:
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 : 51.7 40.8 62.5 50.5 51.6 40.8 62.1 50.5
Old : 51.7 40.8 62.5 50.5 51.6 40.8 62.1 50.5
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 24, 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 : 324,443: 39,501 194,567 3,179 248,645 56,865 291,325 254,611: 33,118 69,832
Old : 324,443: 39,501 194,567 3,179 248,645 56,865 291,325 254,611: 33,118 69,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 1,215: 7,680 -4,503 795 -5,705 5,721 2,770 2,013: -1,555 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 60.0 1.0 76.6 17.5 89.8 78.5: 10.2 21.5
Old : 100.0: 12.2 60.0 1.0 76.6 17.5 89.8 78.5: 10.2 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 42 83 17 51 46 104 135:
Old : 204: 42 83 17 51 46 104 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 32.2 56.2 40.9 43.2 32.2 55.3 40.7
Old : 44.1 32.2 56.2 40.9 43.2 32.2 55.3 40.7
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 24, 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 : 16,393: 12,972 13,931 76 2,907 1,586 15,955 15,593: 438 800
Old : 16,393: 12,972 13,931 76 2,907 1,586 15,955 15,593: 438 800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 63: 7 24 4 12 45 23 73: 40 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 85.0 0.5 17.7 9.7 97.3 95.1: 2.7 4.9
Old : 100.0: 79.1 85.0 0.5 17.7 9.7 97.3 95.1: 2.7 4.9
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 : 21: 5 5 2 8 5 14 11:
Old : 21: 5 5 2 8 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 : 85.4 85.3 93.7 93.2 85.0 84.8 93.3 91.9
Old : 85.4 85.3 93.7 93.2 85.0 84.8 93.3 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, July 24, 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 : 23,206: 11,703 3,924 134 8,382 17,039 20,219 21,097: 2,987 2,109
Old : 23,206: 11,703 3,924 134 8,382 17,039 20,219 21,097: 2,987 2,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -122: 717 -123 0 -367 -13 350 -136: -472 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 16.9 0.6 36.1 73.4 87.1 90.9: 12.9 9.1
Old : 100.0: 50.4 16.9 0.6 36.1 73.4 87.1 90.9: 12.9 9.1
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 : 45: 13 16 1 7 9 21 25:
Old : 45: 13 16 1 7 9 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 : 59.7 65.6 76.3 77.7 59.7 65.6 76.3 77.7
Old : 59.7 65.6 76.3 77.7 59.7 65.6 76.3 77.7
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 24, 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 : 7,936,511: 1,426,439 734,346 1,147,302 4,476,322 5,119,224 7,050,063 7,000,872: 886,448 935,639
Old : 7,936,511: 1,426,439 734,346 1,147,302 4,476,322 5,119,224 7,050,063 7,000,872: 886,448 935,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 69,250: 75,127 34,578 100 34,114 82,321 109,341 116,999: -40,091 -47,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 9.3 14.5 56.4 64.5 88.8 88.2: 11.2 11.8
Old : 100.0: 18.0 9.3 14.5 56.4 64.5 88.8 88.2: 11.2 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 53 46 71 125 130 222 210:
Old : 243: 53 46 71 125 130 222 210:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 25.5 35.2 36.4 17.4 19.7 27.4 25.1
Old : 22.4 25.5 35.2 36.4 17.4 19.7 27.4 25.1
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 24, 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 : 817,472: 61,689 84,997 30,262 575,041 577,961 666,992 693,220: 150,480 124,252
Old : 817,472: 61,689 84,997 30,262 575,041 577,961 666,992 693,220: 150,480 124,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 15,990: -5,543 -485 8,356 17,065 9,487 19,878 17,357: -3,888 -1,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 10.4 3.7 70.3 70.7 81.6 84.8: 18.4 15.2
Old : 100.0: 7.5 10.4 3.7 70.3 70.7 81.6 84.8: 18.4 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 : 542: 89 107 49 229 237 346 367:
Old : 542: 89 107 49 229 237 346 367:
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 : 14.2 12.2 22.7 21.3 11.7 11.9 19.8 20.6
Old : 14.2 12.2 22.7 21.3 11.7 11.9 19.8 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, July 24, 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 : 245,444: 10,772 12,618 5,379 163,395 147,881 179,546 165,878: 65,898 79,566
Old : 245,444: 10,772 12,618 5,379 163,395 147,881 179,546 165,878: 65,898 79,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 5,665: 1,596 6,162 408 5,863 -142 7,867 6,428: -2,202 -763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 5.1 2.2 66.6 60.3 73.2 67.6: 26.8 32.4
Old : 100.0: 4.4 5.1 2.2 66.6 60.3 73.2 67.6: 26.8 32.4
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: 9 7 5 58 48 70 58:
Old : 98: 9 7 5 58 48 70 58:
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 19.3 35.6 32.3 21.3 19.3 31.4 31.1
Old : 22.3 19.3 35.6 32.3 21.3 19.3 31.4 31.1
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 24, 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 : 2,860,141: 326,532 433,843 52,467 2,058,232 2,150,400 2,437,231 2,636,710: 422,910 223,431
Old : 2,860,141: 326,532 433,843 52,467 2,058,232 2,150,400 2,437,231 2,636,710: 422,910 223,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 51,627: 5,106 7,563 -1,061 56,011 48,145 60,056 54,647: -8,429 -3,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 15.2 1.8 72.0 75.2 85.2 92.2: 14.8 7.8
Old : 100.0: 11.4 15.2 1.8 72.0 75.2 85.2 92.2: 14.8 7.8
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 : 519: 89 106 43 204 218 316 344:
Old : 519: 89 106 43 204 218 316 344:
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 : 16.6 14.4 27.6 24.7 15.3 14.0 24.5 24.2
Old : 16.6 14.4 27.6 24.7 15.3 14.0 24.5 24.2
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 24, 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 : 105,666: 9,371 3,734 789 87,271 96,020 97,431 100,543: 8,235 5,123
Old : 105,666: 9,371 3,734 789 87,271 96,020 97,431 100,543: 8,235 5,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -2,082: -2,608 -2,223 696 1,027 -1,313 -885 -2,840: -1,197 758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 3.5 0.7 82.6 90.9 92.2 95.2: 7.8 4.8
Old : 100.0: 8.9 3.5 0.7 82.6 90.9 92.2 95.2: 7.8 4.8
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 : 93: 12 5 2 52 34 65 40:
Old : 93: 12 5 2 52 34 65 40:
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 : 31.4 46.6 46.8 65.1 31.3 46.6 46.7 65.1
Old : 31.4 46.6 46.8 65.1 31.3 46.6 46.7 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, July 24, 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 : 81,009: 15,322 4,226 3,057 53,732 69,284 72,112 76,567: 8,898 4,442
Old : 81,009: 15,322 4,226 3,057 53,732 69,284 72,112 76,567: 8,898 4,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 13,117: 2,558 -92 2,795 4,695 8,434 10,048 11,136: 3,069 1,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 5.2 3.8 66.3 85.5 89.0 94.5: 11.0 5.5
Old : 100.0: 18.9 5.2 3.8 66.3 85.5 89.0 94.5: 11.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 58 26 21 70 88 136 128:
Old : 215: 58 26 21 70 88 136 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 39.1 42.6 51.5 33.4 38.7 42.6 51.1
Old : 33.4 39.1 42.6 51.5 33.4 38.7 42.6 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, July 24, 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 : 10,488: 1,295 1,845 0 5,693 7,822 6,988 9,667: 3,500 821
Old : 10,488: 1,295 1,845 0 5,693 7,822 6,988 9,667: 3,500 821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 17.6 0.0 54.3 74.6 66.6 92.2: 33.4 7.8
Old : 100.0: 12.3 17.6 0.0 54.3 74.6 66.6 92.2: 33.4 7.8
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 : 20: 2 3 0 10 5 12 8:
Old : 20: 2 3 0 10 5 12 8:
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 : 39.0 78.2 56.1 92.2 39.0 78.2 56.1 92.2
Old : 39.0 78.2 56.1 92.2 39.0 78.2 56.1 92.2
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 24, 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 : 352,606: 83,348 25,114 2,074 240,196 307,312 325,618 334,500: 26,988 18,106
Old : 352,606: 83,348 25,114 2,074 240,196 307,312 325,618 334,500: 26,988 18,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 13,146: 19,524 3,524 765 -4,989 3,058 15,300 7,347: -2,154 5,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 7.1 0.6 68.1 87.2 92.3 94.9: 7.7 5.1
Old : 100.0: 23.6 7.1 0.6 68.1 87.2 92.3 94.9: 7.7 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 : 215: 58 27 17 64 86 128 124:
Old : 215: 58 27 17 64 86 128 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 34.7 47.9 48.9 38.0 34.7 47.8 48.9
Old : 38.0 34.7 47.9 48.9 38.0 34.7 47.8 48.9
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 24, 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 : 131,295: 66,740 40,297 145 41,986 68,179 108,871 108,621: 22,424 22,674
Old : 131,295: 66,740 40,297 145 41,986 68,179 108,871 108,621: 22,424 22,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 8,361: 15,759 3,247 34 -8,915 6,338 6,878 9,619: 1,483 -1,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 30.7 0.1 32.0 51.9 82.9 82.7: 17.1 17.3
Old : 100.0: 50.8 30.7 0.1 32.0 51.9 82.9 82.7: 17.1 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 22 36 4 20 22 46 58:
Old : 92: 22 36 4 20 22 46 58:
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 : 47.2 45.1 60.3 56.0 47.2 44.5 60.3 55.3
Old : 47.2 45.1 60.3 56.0 47.2 44.5 60.3 55.3
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 24, 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 : 29,035: 2,913 9,578 1 19,741 5,240 22,655 14,819: 6,380 14,216
Old : 29,035: 2,913 9,578 1 19,741 5,240 22,655 14,819: 6,380 14,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -496: 306 -251 1 -935 -175 -628 -425: 132 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 33.0 0.0 68.0 18.0 78.0 51.0: 22.0 49.0
Old : 100.0: 10.0 33.0 0.0 68.0 18.0 78.0 51.0: 22.0 49.0
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 : 35: 7 5 1 19 6 26 12:
Old : 35: 7 5 1 19 6 26 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 41.9 55.0 48.7 41.2 41.9 55.0 48.7
Old : 41.2 41.9 55.0 48.7 41.2 41.9 55.0 48.7
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 24, 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 : 45,414: 9,588 6,027 566 31,007 14,002 41,161 20,595: 4,253 24,819
Old : 45,414: 9,588 6,027 566 31,007 14,002 41,161 20,595: 4,253 24,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: 469: -1,294 139 -381 2,936 861 1,261 619: -792 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 13.3 1.2 68.3 30.8 90.6 45.3: 9.4 54.7
Old : 100.0: 21.1 13.3 1.2 68.3 30.8 90.6 45.3: 9.4 54.7
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 : 56: 11 10 2 24 17 36 28:
Old : 56: 11 10 2 24 17 36 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 25.5 56.3 31.8 36.3 23.1 53.7 28.6
Old : 38.2 25.5 56.3 31.8 36.3 23.1 53.7 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2012