BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 7, 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 : 4,176: 0 132 34 3,505 3,812 3,539 3,978: 637 198
Old : 4,176: 0 132 34 3,505 3,812 3,539 3,978: 637 198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -595: 0 -67 -7 -544 -458 -551 -532: -44 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.8 83.9 91.3 84.7 95.3: 15.3 4.7
Old : 100.0: 0.0 3.2 0.8 83.9 91.3 84.7 95.3: 15.3 4.7
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: 0 3 2 16 11 18 14:
Old : 22: 0 3 2 16 11 18 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 : 57.6 68.4 76.1 88.0 51.3 63.4 67.7 77.8
Old : 57.6 68.4 76.1 88.0 51.3 63.4 67.7 77.8
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, August 7, 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 : 24,970: 2,969 4,062 1,261 15,503 16,665 19,733 21,988: 5,237 2,982
Old : 24,970: 2,969 4,062 1,261 15,503 16,665 19,733 21,988: 5,237 2,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -2,263: -1,072 -396 -58 -1,018 -1,326 -2,148 -1,780: -115 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 16.3 5.1 62.1 66.7 79.0 88.1: 21.0 11.9
Old : 100.0: 11.9 16.3 5.1 62.1 66.7 79.0 88.1: 21.0 11.9
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 : 72: 15 15 16 30 26 54 48:
Old : 72: 15 15 16 30 26 54 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 : 40.5 45.4 53.0 59.8 40.5 44.8 52.3 58.8
Old : 40.5 45.4 53.0 59.8 40.5 44.8 52.3 58.8
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, August 7, 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 : 215,559: 69,231 52,938 39,585 84,944 92,810 193,760 185,333: 21,799 30,226
Old : 105,313: 49,073 60,014 3,755 42,858 28,729 95,686 92,498: 9,627 12,815
Other: 110,246: 44,266 17,032 11,722 42,086 64,081 98,074 92,835: 12,172 17,411
: : :
: : Changes in Commitments from: July 31, 2012 :
: -6,133: 773 7,944 -4,980 -2,554 -7,332 -6,761 -4,368: 628 -1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 24.6 18.4 39.4 43.1 89.9 86.0: 10.1 14.0
Old : 100.0: 46.6 57.0 3.6 40.7 27.3 90.9 87.8: 9.1 12.2
Other: 100.0: 40.2 15.4 10.6 38.2 58.1 89.0 84.2: 11.0 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 95 78 87 46 67 191 195:
Old : 243: 73 96 28 35 51 123 160:
Other: 190: 71 33 44 40 63 130 127:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 16.3 31.0 26.1 17.8 15.8 30.6 24.7
Old : 20.5 13.8 34.3 25.3 20.4 13.8 34.2 25.3
Other: 22.8 20.7 37.9 32.3 21.9 19.9 34.5 31.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 7, 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 : 292,193: 86,050 76,769 43,583 136,018 123,661 265,651 244,013: 26,542 48,180
Old : 292,193: 86,050 76,769 43,583 136,018 123,661 265,651 244,013: 26,542 48,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -11,319: -8,638 -749 -7,664 3,395 -4,913 -12,907 -13,326: 1,588 2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 26.3 14.9 46.6 42.3 90.9 83.5: 9.1 16.5
Old : 100.0: 29.4 26.3 14.9 46.6 42.3 90.9 83.5: 9.1 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 87 115 123 80 135 244 318:
Old : 377: 87 115 123 80 135 244 318:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 10.6 35.5 17.5 21.4 10.3 35.1 16.9
Old : 21.8 10.6 35.5 17.5 21.4 10.3 35.1 16.9
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, August 7, 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 : 7,875: 3,682 3,063 434 2,130 3,228 6,246 6,725: 1,629 1,150
Old : 7,875: 3,682 3,063 434 2,130 3,228 6,246 6,725: 1,629 1,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -413: -29 -89 -315 101 77 -243 -327: -170 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 38.9 5.5 27.0 41.0 79.3 85.4: 20.7 14.6
Old : 100.0: 46.8 38.9 5.5 27.0 41.0 79.3 85.4: 20.7 14.6
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 : 86: 34 21 10 18 24 62 46:
Old : 86: 34 21 10 18 24 62 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 : 31.3 29.4 46.7 47.4 31.3 28.8 46.3 45.6
Old : 31.3 29.4 46.7 47.4 31.3 28.8 46.3 45.6
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, August 7, 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 : 36,092: 9,258 10,631 5,540 13,641 5,906 28,439 22,077: 7,653 14,015
Old : 36,092: 9,258 10,631 5,540 13,641 5,906 28,439 22,077: 7,653 14,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -673: 31 502 224 -619 341 -364 1,067: -309 -1,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 29.5 15.3 37.8 16.4 78.8 61.2: 21.2 38.8
Old : 100.0: 25.7 29.5 15.3 37.8 16.4 78.8 61.2: 21.2 38.8
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 : 166: 32 51 45 54 42 114 119:
Old : 166: 32 51 45 54 42 114 119:
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 : 14.1 11.6 24.7 19.1 14.0 11.0 23.0 16.0
Old : 14.1 11.6 24.7 19.1 14.0 11.0 23.0 16.0
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, August 7, 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 : 6,540: 189 1,819 72 5,752 4,453 6,013 6,344: 527 196
Old : 6,540: 189 1,819 72 5,752 4,453 6,013 6,344: 527 196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -1,189: 17 -682 -3 -1,094 -476 -1,080 -1,161: -109 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 27.8 1.1 88.0 68.1 91.9 97.0: 8.1 3.0
Old : 100.0: 2.9 27.8 1.1 88.0 68.1 91.9 97.0: 8.1 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 : 28: 5 6 7 11 10 20 19:
Old : 28: 5 6 7 11 10 20 19:
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 : 79.3 69.3 86.9 87.2 79.3 68.5 86.5 86.4
Old : 79.3 69.3 86.9 87.2 79.3 68.5 86.5 86.4
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, August 7, 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 : 105,159: 5,453 5,368 4,874 94,463 94,296 104,790 104,538: 369 621
Old : 105,159: 5,453 5,368 4,874 94,463 94,296 104,790 104,538: 369 621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 2,721: 1,159 -194 -11 1,465 2,781 2,613 2,576: 108 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 5.1 4.6 89.8 89.7 99.6 99.4: 0.4 0.6
Old : 100.0: 5.2 5.1 4.6 89.8 89.7 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 2 14 17 17 21:
Old : 23: 3 2 2 14 17 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 65.0 90.8 82.2 49.9 46.2 57.5 54.7
Old : 76.0 65.0 90.8 82.2 49.9 46.2 57.5 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 7, 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 : 109,258: 43,190 24,068 38 32,069 64,622 75,297 88,728: 33,961 20,530
Old : 109,258: 43,190 24,068 38 32,069 64,622 75,297 88,728: 33,961 20,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 8,176: 12,538 5,865 -791 -4,799 5,040 6,948 10,114: 1,228 -1,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 22.0 0.0 29.4 59.1 68.9 81.2: 31.1 18.8
Old : 100.0: 39.5 22.0 0.0 29.4 59.1 68.9 81.2: 31.1 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 29 16 3 19 27 50 44:
Old : 79: 29 16 3 19 27 50 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 44.4 41.3 59.2 28.9 44.1 38.8 57.4
Old : 29.6 44.4 41.3 59.2 28.9 44.1 38.8 57.4
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, August 7, 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 : 56,379: 6,771 24,686 0 40,462 12,055 47,233 36,741: 9,146 19,638
Old : 56,379: 6,771 24,686 0 40,462 12,055 47,233 36,741: 9,146 19,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -3,157: 1,362 469 0 -5,403 391 -4,041 860: 884 -4,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 43.8 0.0 71.8 21.4 83.8 65.2: 16.2 34.8
Old : 100.0: 12.0 43.8 0.0 71.8 21.4 83.8 65.2: 16.2 34.8
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 : 37: 7 13 0 10 11 17 24:
Old : 37: 7 13 0 10 11 17 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 36.6 76.2 48.6 66.5 36.6 75.9 48.6
Old : 66.5 36.6 76.2 48.6 66.5 36.6 75.9 48.6
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, August 7, 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 : 181,520: 81,901 12,523 1,260 93,371 164,823 176,532 178,606: 4,988 2,914
Old : 181,520: 81,901 12,523 1,260 93,371 164,823 176,532 178,606: 4,988 2,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 10,543: 12,359 -9,463 -203 -2,498 21,034 9,658 11,368: 885 -825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 6.9 0.7 51.4 90.8 97.3 98.4: 2.7 1.6
Old : 100.0: 45.1 6.9 0.7 51.4 90.8 97.3 98.4: 2.7 1.6
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 : 98: 44 18 8 14 22 61 48:
Old : 98: 44 18 8 14 22 61 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 : 60.5 63.1 81.5 78.5 60.5 63.1 80.6 78.5
Old : 60.5 63.1 81.5 78.5 60.5 63.1 80.6 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 7, 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 : 115,125: 25,764 34,039 1,661 70,631 50,620 98,056 86,320: 17,069 28,805
Old : 115,125: 25,764 34,039 1,661 70,631 50,620 98,056 86,320: 17,069 28,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 4,355: -5,540 925 533 9,279 1,409 4,272 2,867: 83 1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 29.6 1.4 61.4 44.0 85.2 75.0: 14.8 25.0
Old : 100.0: 22.4 29.6 1.4 61.4 44.0 85.2 75.0: 14.8 25.0
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 : 84: 17 28 5 26 23 46 53:
Old : 84: 17 28 5 26 23 46 53:
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 : 38.8 26.2 53.5 37.2 33.0 19.1 45.5 29.3
Old : 38.8 26.2 53.5 37.2 33.0 19.1 45.5 29.3
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, August 7, 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 : 148,998: 55,883 28,344 492 69,117 85,413 125,492 114,249: 23,506 34,749
Old : 148,998: 55,883 28,344 492 69,117 85,413 125,492 114,249: 23,506 34,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 4,903: 510 5,225 -53 4,614 -1,731 5,071 3,441: -168 1,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 19.0 0.3 46.4 57.3 84.2 76.7: 15.8 23.3
Old : 100.0: 37.5 19.0 0.3 46.4 57.3 84.2 76.7: 15.8 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 28 31 7 18 23 50 57:
Old : 93: 28 31 7 18 23 50 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 : 51.5 42.6 62.0 53.3 51.4 42.6 61.8 53.3
Old : 51.5 42.6 62.0 53.3 51.4 42.6 61.8 53.3
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, August 7, 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 : 322,243: 46,742 178,453 2,993 238,441 74,547 288,176 255,993: 34,067 66,250
Old : 322,243: 46,742 178,453 2,993 238,441 74,547 288,176 255,993: 34,067 66,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 10,807: 5,415 -1,868 -321 4,359 13,177 9,453 10,988: 1,354 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 55.4 0.9 74.0 23.1 89.4 79.4: 10.6 20.6
Old : 100.0: 14.5 55.4 0.9 74.0 23.1 89.4 79.4: 10.6 20.6
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 : 193: 44 72 14 48 50 100 128:
Old : 193: 44 72 14 48 50 100 128:
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 : 44.7 29.7 56.0 38.4 44.0 29.6 55.3 38.3
Old : 44.7 29.7 56.0 38.4 44.0 29.6 55.3 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, August 7, 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 : 17,002: 13,917 14,285 36 2,553 1,835 16,506 16,156: 496 846
Old : 17,002: 13,917 14,285 36 2,553 1,835 16,506 16,156: 496 846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 495: 864 346 -89 -290 147 485 404: 10 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 84.0 0.2 15.0 10.8 97.1 95.0: 2.9 5.0
Old : 100.0: 81.9 84.0 0.2 15.0 10.8 97.1 95.0: 2.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 4 1 7 6 14 11:
Old : 22: 7 4 1 7 6 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 : 82.2 86.0 92.1 93.5 82.0 86.0 91.9 92.4
Old : 82.2 86.0 92.1 93.5 82.0 86.0 91.9 92.4
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, August 7, 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 : 28,945: 17,808 3,220 143 6,619 23,871 24,570 27,234: 4,375 1,711
Old : 28,945: 17,808 3,220 143 6,619 23,871 24,570 27,234: 4,375 1,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 3,978: 4,149 -92 -43 -532 4,187 3,574 4,052: 404 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 11.1 0.5 22.9 82.5 84.9 94.1: 15.1 5.9
Old : 100.0: 61.5 11.1 0.5 22.9 82.5 84.9 94.1: 15.1 5.9
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 : 51: 22 14 2 6 9 30 23:
Old : 51: 22 14 2 6 9 30 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 : 51.0 76.7 66.5 85.0 51.0 76.7 66.5 85.0
Old : 51.0 76.7 66.5 85.0 51.0 76.7 66.5 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 7, 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 : 7,907,058: 1,354,315 668,840 1,218,375 4,484,833 5,120,768 7,057,523 7,007,983: 849,535 899,075
Old : 7,907,058: 1,354,315 668,840 1,218,375 4,484,833 5,120,768 7,057,523 7,007,983: 849,535 899,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -27,045: -100,541 -243 32,104 50,999 -82,561 -17,438 -50,700: -9,607 23,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 8.5 15.4 56.7 64.8 89.3 88.6: 10.7 11.4
Old : 100.0: 17.1 8.5 15.4 56.7 64.8 89.3 88.6: 10.7 11.4
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 : 237: 55 42 67 123 131 215 207:
Old : 237: 55 42 67 123 131 215 207:
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 : 22.9 25.1 36.1 36.4 17.5 20.0 25.9 24.6
Old : 22.9 25.1 36.1 36.4 17.5 20.0 25.9 24.6
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, August 7, 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 : 802,712: 80,950 75,769 24,832 552,555 585,847 658,338 686,448: 144,375 116,264
Old : 802,712: 80,950 75,769 24,832 552,555 585,847 658,338 686,448: 144,375 116,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 20,916: 8,995 -2,605 4,560 10,423 20,553 23,978 22,508: -3,061 -1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 9.4 3.1 68.8 73.0 82.0 85.5: 18.0 14.5
Old : 100.0: 10.1 9.4 3.1 68.8 73.0 82.0 85.5: 18.0 14.5
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 : 562: 111 100 57 234 237 371 370:
Old : 562: 111 100 57 234 237 371 370:
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 : 14.6 12.7 23.1 21.7 12.1 12.2 20.4 21.0
Old : 14.6 12.7 23.1 21.7 12.1 12.2 20.4 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, August 7, 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 : 236,347: 11,976 5,753 5,959 152,953 154,358 170,888 166,070: 65,459 70,277
Old : 236,347: 11,976 5,753 5,959 152,953 154,358 170,888 166,070: 65,459 70,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 5,851: 3,366 -270 1,195 4,248 5,694 8,809 6,619: -2,958 -768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.4 2.5 64.7 65.3 72.3 70.3: 27.7 29.7
Old : 100.0: 5.1 2.4 2.5 64.7 65.3 72.3 70.3: 27.7 29.7
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 : 105: 11 9 6 58 48 72 61:
Old : 105: 11 9 6 58 48 72 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 : 23.0 20.0 32.7 32.5 21.0 18.8 29.8 31.1
Old : 23.0 20.0 32.7 32.5 21.0 18.8 29.8 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, August 7, 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 : 2,831,826: 384,863 390,071 54,374 1,998,011 2,157,446 2,437,248 2,601,891: 394,578 229,935
Old : 2,831,826: 384,863 390,071 54,374 1,998,011 2,157,446 2,437,248 2,601,891: 394,578 229,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 75,327: 40,765 944 4,206 30,873 74,293 75,844 79,443: -517 -4,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 13.8 1.9 70.6 76.2 86.1 91.9: 13.9 8.1
Old : 100.0: 13.6 13.8 1.9 70.6 76.2 86.1 91.9: 13.9 8.1
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 : 537: 110 100 49 206 218 339 344:
Old : 537: 110 100 49 206 218 339 344:
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 : 17.0 14.3 28.4 23.8 15.5 14.0 24.9 23.3
Old : 17.0 14.3 28.4 23.8 15.5 14.0 24.9 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, August 7, 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 : 105,631: 12,867 2,584 0 83,700 99,364 96,567 101,948: 9,064 3,683
Old : 105,631: 12,867 2,584 0 83,700 99,364 96,567 101,948: 9,064 3,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 1,541: 3,006 265 0 -890 1,853 2,116 2,118: -575 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 2.4 0.0 79.2 94.1 91.4 96.5: 8.6 3.5
Old : 100.0: 12.2 2.4 0.0 79.2 94.1 91.4 96.5: 8.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 13 3 0 53 39 66 42:
Old : 95: 13 3 0 53 39 66 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 : 31.5 46.5 46.6 64.8 31.5 46.5 46.6 64.8
Old : 31.5 46.5 46.6 64.8 31.5 46.5 46.6 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, August 7, 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 : 78,551: 24,996 4,628 118 47,469 70,009 72,583 74,756: 5,968 3,795
Old : 78,551: 24,996 4,628 118 47,469 70,009 72,583 74,756: 5,968 3,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 4,850: 4,943 245 45 -534 3,650 4,454 3,940: 396 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 5.9 0.2 60.4 89.1 92.4 95.2: 7.6 4.8
Old : 100.0: 31.8 5.9 0.2 60.4 89.1 92.4 95.2: 7.6 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 : 221: 71 25 8 58 80 131 111:
Old : 221: 71 25 8 58 80 131 111:
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 : 33.1 35.3 43.8 50.4 33.1 35.3 43.8 50.4
Old : 33.1 35.3 43.8 50.4 33.1 35.3 43.8 50.4
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, August 7, 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 : 392,754: 124,980 23,140 591 237,345 350,047 362,916 373,778: 29,838 18,976
Old : 392,754: 124,980 23,140 591 237,345 350,047 362,916 373,778: 29,838 18,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 24,252: 24,717 1,225 225 -2,670 18,250 22,272 19,700: 1,980 4,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 5.9 0.2 60.4 89.1 92.4 95.2: 7.6 4.8
Old : 100.0: 31.8 5.9 0.2 60.4 89.1 92.4 95.2: 7.6 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 : 221: 71 25 8 58 80 131 111:
Old : 221: 71 25 8 58 80 131 111:
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 : 33.1 35.3 43.8 50.4 33.1 35.3 43.8 50.4
Old : 33.1 35.3 43.8 50.4 33.1 35.3 43.8 50.4
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, August 7, 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 : 162,436: 94,635 41,741 351 36,362 98,566 131,348 140,658: 31,088 21,778
Old : 162,436: 94,635 41,741 351 36,362 98,566 131,348 140,658: 31,088 21,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 17,938: 14,740 -919 -22 -361 18,113 14,357 17,172: 3,581 766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 25.7 0.2 22.4 60.7 80.9 86.6: 19.1 13.4
Old : 100.0: 58.3 25.7 0.2 22.4 60.7 80.9 86.6: 19.1 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 : 93: 26 29 4 23 21 52 51:
Old : 93: 26 29 4 23 21 52 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 : 48.2 50.6 57.0 62.3 48.2 50.0 57.0 61.8
Old : 48.2 50.6 57.0 62.3 48.2 50.0 57.0 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, August 7, 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 : 31,614: 4,770 12,151 2 19,946 5,433 24,718 17,586: 6,896 14,028
Old : 31,614: 4,770 12,151 2 19,946 5,433 24,718 17,586: 6,896 14,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 353: 396 1,018 0 -209 15 187 1,033: 166 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 38.4 0.0 63.1 17.2 78.2 55.6: 21.8 44.4
Old : 100.0: 15.1 38.4 0.0 63.1 17.2 78.2 55.6: 21.8 44.4
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 : 38: 9 6 1 19 7 28 14:
Old : 38: 9 6 1 19 7 28 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 : 38.8 44.1 54.2 51.8 38.8 44.1 54.2 51.7
Old : 38.8 44.1 54.2 51.8 38.8 44.1 54.2 51.7
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, August 7, 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 : 53,728: 10,868 5,238 566 34,267 12,202 45,701 18,006: 8,027 35,722
Old : 53,728: 10,868 5,238 566 34,267 12,202 45,701 18,006: 8,027 35,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 2,962: 337 -709 -90 209 -1,728 456 -2,527: 2,506 5,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 9.7 1.1 63.8 22.7 85.1 33.5: 14.9 66.5
Old : 100.0: 20.2 9.7 1.1 63.8 22.7 85.1 33.5: 14.9 66.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 12 5 2 24 15 36 22:
Old : 48: 12 5 2 24 15 36 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 20.4 48.6 26.1 28.5 19.6 46.1 24.6
Old : 30.1 20.4 48.6 26.1 28.5 19.6 46.1 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2012