BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 14, 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 : 4,208: 0 130 34 3,524 3,856 3,558 4,020: 650 188
Old : 4,208: 0 130 34 3,524 3,856 3,558 4,020: 650 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 32: 0 -2 0 19 44 19 42: 13 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.8 83.7 91.6 84.6 95.5: 15.4 4.5
Old : 100.0: 0.0 3.1 0.8 83.7 91.6 84.6 95.5: 15.4 4.5
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 : 22: 0 3 2 15 11 17 14:
Old : 22: 0 3 2 15 11 17 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 : 57.5 68.9 75.9 87.8 51.3 64.1 67.6 77.9
Old : 57.5 68.9 75.9 87.8 51.3 64.1 67.6 77.9
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 14, 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 : 26,138: 3,764 4,308 1,414 15,718 17,241 20,896 22,963: 5,242 3,175
Old : 26,138: 3,764 4,308 1,414 15,718 17,241 20,896 22,963: 5,242 3,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,168: 795 246 153 215 576 1,163 975: 5 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 16.5 5.4 60.1 66.0 79.9 87.9: 20.1 12.1
Old : 100.0: 14.4 16.5 5.4 60.1 66.0 79.9 87.9: 20.1 12.1
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 : 73: 19 13 16 28 25 55 47:
Old : 73: 19 13 16 28 25 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 : 39.4 45.0 51.3 58.3 39.4 44.5 50.5 57.4
Old : 39.4 45.0 51.3 58.3 39.4 44.5 50.5 57.4
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 14, 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 : 228,341: 74,638 58,819 47,796 83,602 93,563 206,036 200,178: 22,305 28,163
Old : 103,405: 54,259 61,133 4,003 36,132 27,265 94,394 92,401: 9,011 11,004
Other: 124,936: 46,097 23,404 18,075 47,470 66,298 111,642 107,777: 13,294 17,159
: : :
: : Changes in Commitments from: August 7, 2012 :
: 12,782: 5,407 5,881 8,211 -1,342 753 12,276 14,845: 506 -2,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 25.8 20.9 36.6 41.0 90.2 87.7: 9.8 12.3
Old : 100.0: 52.5 59.1 3.9 34.9 26.4 91.3 89.4: 8.7 10.6
Other: 100.0: 36.9 18.7 14.5 38.0 53.1 89.4 86.3: 10.6 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 106 81 94 52 71 210 208:
Old : 248: 85 91 29 38 47 135 155:
Other: 206: 78 41 49 40 65 139 139:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 16.0 29.4 26.2 16.1 15.3 28.6 24.0
Old : 20.6 15.5 34.1 28.2 20.5 14.7 34.0 27.1
Other: 23.8 18.7 39.3 29.8 23.3 17.9 34.4 27.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 14, 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 : 291,530: 90,007 76,321 44,403 132,605 126,380 267,015 247,104: 24,515 44,426
Old : 291,530: 90,007 76,321 44,403 132,605 126,380 267,015 247,104: 24,515 44,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -663: 3,957 -448 820 -3,413 2,719 1,364 3,091: -2,027 -3,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 26.2 15.2 45.5 43.4 91.6 84.8: 8.4 15.2
Old : 100.0: 30.9 26.2 15.2 45.5 43.4 91.6 84.8: 8.4 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 : 381: 102 115 123 78 133 253 310:
Old : 381: 102 115 123 78 133 253 310:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 10.4 34.9 18.1 20.6 10.2 34.3 16.9
Old : 21.1 10.4 34.9 18.1 20.6 10.2 34.3 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 14, 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 : 9,539: 4,551 2,692 551 2,403 5,024 7,505 8,267: 2,034 1,272
Old : 9,539: 4,551 2,692 551 2,403 5,024 7,505 8,267: 2,034 1,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,664: 869 -371 117 273 1,796 1,259 1,542: 405 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 28.2 5.8 25.2 52.7 78.7 86.7: 21.3 13.3
Old : 100.0: 47.7 28.2 5.8 25.2 52.7 78.7 86.7: 21.3 13.3
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 : 97: 42 20 11 18 29 70 51:
Old : 97: 42 20 11 18 29 70 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 : 25.9 29.5 42.7 47.3 25.9 28.5 40.4 42.1
Old : 25.9 29.5 42.7 47.3 25.9 28.5 40.4 42.1
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 14, 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 : 35,726: 9,227 10,698 6,106 13,077 5,332 28,410 22,136: 7,316 13,590
Old : 35,726: 9,227 10,698 6,106 13,077 5,332 28,410 22,136: 7,316 13,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -366: -31 67 566 -564 -574 -29 59: -337 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 29.9 17.1 36.6 14.9 79.5 62.0: 20.5 38.0
Old : 100.0: 25.8 29.9 17.1 36.6 14.9 79.5 62.0: 20.5 38.0
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 : 153: 25 53 42 50 40 103 113:
Old : 153: 25 53 42 50 40 103 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 14.0 26.0 21.5 14.1 11.7 23.5 16.8
Old : 14.3 14.0 26.0 21.5 14.1 11.7 23.5 16.8
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, August 14, 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 : 6,661: 207 1,854 78 5,845 4,527 6,130 6,459: 531 202
Old : 6,661: 207 1,854 78 5,845 4,527 6,130 6,459: 531 202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 121: 18 35 6 93 74 117 115: 4 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 27.8 1.2 87.7 68.0 92.0 97.0: 8.0 3.0
Old : 100.0: 3.1 27.8 1.2 87.7 68.0 92.0 97.0: 8.0 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 : 29: 4 8 7 11 11 19 22:
Old : 29: 4 8 7 11 11 19 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 : 78.8 67.3 86.5 85.6 78.5 66.1 86.2 84.5
Old : 78.8 67.3 86.5 85.6 78.5 66.1 86.2 84.5
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 14, 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 : 106,289: 6,618 5,721 4,874 94,586 95,295 106,078 105,890: 211 399
Old : 106,289: 6,618 5,721 4,874 94,586 95,295 106,078 105,890: 211 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,130: 1,165 353 0 123 999 1,288 1,352: -158 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.4 4.6 89.0 89.7 99.8 99.6: 0.2 0.4
Old : 100.0: 6.2 5.4 4.6 89.0 89.7 99.8 99.6: 0.2 0.4
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 : 25: 3 3 2 15 18 18 23:
Old : 25: 3 3 2 15 18 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 : 74.9 64.0 89.8 80.9 49.7 45.5 57.8 54.3
Old : 74.9 64.0 89.8 80.9 49.7 45.5 57.8 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, August 14, 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 : 123,658: 53,894 25,301 1,246 29,523 75,171 84,663 101,718: 38,995 21,940
Old : 123,658: 53,894 25,301 1,246 29,523 75,171 84,663 101,718: 38,995 21,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 14,400: 10,704 1,233 1,208 -2,546 10,549 9,366 12,990: 5,034 1,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 20.5 1.0 23.9 60.8 68.5 82.3: 31.5 17.7
Old : 100.0: 43.6 20.5 1.0 23.9 60.8 68.5 82.3: 31.5 17.7
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 : 81: 34 16 6 17 24 53 44:
Old : 81: 34 16 6 17 24 53 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 : 32.3 44.5 43.4 59.0 32.3 44.1 41.0 57.8
Old : 32.3 44.5 43.4 59.0 32.3 44.1 41.0 57.8
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 14, 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 : 56,773: 6,140 24,994 0 41,811 12,457 47,951 37,451: 8,822 19,322
Old : 56,773: 6,140 24,994 0 41,811 12,457 47,951 37,451: 8,822 19,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 394: -631 308 0 1,349 402 718 710: -324 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 44.0 0.0 73.6 21.9 84.5 66.0: 15.5 34.0
Old : 100.0: 10.8 44.0 0.0 73.6 21.9 84.5 66.0: 15.5 34.0
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 : 36: 7 12 0 10 11 17 23:
Old : 36: 7 12 0 10 11 17 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 38.6 76.9 51.6 69.4 38.6 76.7 51.6
Old : 69.4 38.6 76.9 51.6 69.4 38.6 76.7 51.6
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 14, 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 : 206,996: 95,816 12,305 2,646 103,219 189,135 201,681 204,086: 5,315 2,910
Old : 206,996: 95,816 12,305 2,646 103,219 189,135 201,681 204,086: 5,315 2,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 25,476: 13,915 -218 1,386 9,848 24,312 25,149 25,480: 327 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 5.9 1.3 49.9 91.4 97.4 98.6: 2.6 1.4
Old : 100.0: 46.3 5.9 1.3 49.9 91.4 97.4 98.6: 2.6 1.4
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 : 108: 49 22 9 19 23 74 50:
Old : 108: 49 22 9 19 23 74 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 : 57.4 61.6 75.3 77.4 57.4 61.6 74.4 75.2
Old : 57.4 61.6 75.3 77.4 57.4 61.6 74.4 75.2
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 14, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 114,042: 32,054 32,342 702 61,071 52,308 93,827 85,352: 20,215 28,690
Old : 114,042: 32,054 32,342 702 61,071 52,308 93,827 85,352: 20,215 28,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -1,083: 6,290 -1,697 -959 -9,560 1,688 -4,229 -968: 3,146 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 28.4 0.6 53.6 45.9 82.3 74.8: 17.7 25.2
Old : 100.0: 28.1 28.4 0.6 53.6 45.9 82.3 74.8: 17.7 25.2
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 : 82: 17 28 3 24 22 42 52:
Old : 82: 17 28 3 24 22 42 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 : 38.8 27.6 55.2 38.5 33.5 20.4 46.6 30.4
Old : 38.8 27.6 55.2 38.5 33.5 20.4 46.6 30.4
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 14, 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 : 151,036: 55,983 25,279 540 71,053 87,076 127,576 112,895: 23,460 38,141
Old : 151,036: 55,983 25,279 540 71,053 87,076 127,576 112,895: 23,460 38,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 2,038: 100 -3,065 48 1,936 1,663 2,084 -1,354: -46 3,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 16.7 0.4 47.0 57.7 84.5 74.7: 15.5 25.3
Old : 100.0: 37.1 16.7 0.4 47.0 57.7 84.5 74.7: 15.5 25.3
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 : 88: 23 29 6 19 24 46 55:
Old : 88: 23 29 6 19 24 46 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 : 51.9 43.0 63.3 52.8 51.9 43.0 62.9 52.7
Old : 51.9 43.0 63.3 52.8 51.9 43.0 62.9 52.7
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 14, 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 : 321,568: 43,152 180,962 3,058 241,859 73,974 288,069 257,994: 33,499 63,574
Old : 321,568: 43,152 180,962 3,058 241,859 73,974 288,069 257,994: 33,499 63,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -675: -3,590 2,509 65 3,418 -573 -107 2,001: -568 -2,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 56.3 1.0 75.2 23.0 89.6 80.2: 10.4 19.8
Old : 100.0: 13.4 56.3 1.0 75.2 23.0 89.6 80.2: 10.4 19.8
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 : 193: 40 76 15 49 50 99 131:
Old : 193: 40 76 15 49 50 99 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 30.4 56.2 39.7 43.8 30.4 55.4 39.0
Old : 44.6 30.4 56.2 39.7 43.8 30.4 55.4 39.0
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 14, 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 : 17,180: 14,124 14,285 36 2,482 2,042 16,642 16,363: 538 817
Old : 17,180: 14,124 14,285 36 2,482 2,042 16,642 16,363: 538 817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 178: 207 0 0 -71 207 136 207: 42 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 83.1 0.2 14.4 11.9 96.9 95.2: 3.1 4.8
Old : 100.0: 82.2 83.1 0.2 14.4 11.9 96.9 95.2: 3.1 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 : 23: 8 4 1 7 6 15 11:
Old : 23: 8 4 1 7 6 15 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 : 80.7 85.9 90.5 93.6 80.5 85.9 90.3 91.9
Old : 80.7 85.9 90.5 93.6 80.5 85.9 90.3 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, August 14, 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 : 30,100: 18,273 3,026 124 7,482 25,208 25,879 28,358: 4,221 1,742
Old : 30,100: 18,273 3,026 124 7,482 25,208 25,879 28,358: 4,221 1,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 1,155: 465 -194 -19 863 1,337 1,309 1,124: -154 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 10.1 0.4 24.9 83.7 86.0 94.2: 14.0 5.8
Old : 100.0: 60.7 10.1 0.4 24.9 83.7 86.0 94.2: 14.0 5.8
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 : 50: 21 12 1 9 9 31 21:
Old : 50: 21 12 1 9 9 31 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 : 51.9 78.3 67.2 84.9 51.9 78.3 67.2 84.3
Old : 51.9 78.3 67.2 84.9 51.9 78.3 67.2 84.3
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 14, 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 : 7,735,507: 1,208,486 501,473 1,255,877 4,403,498 5,074,290 6,867,861 6,831,640: 867,646 903,867
Old : 7,735,507: 1,208,486 501,473 1,255,877 4,403,498 5,074,290 6,867,861 6,831,640: 867,646 903,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -171,551: -145,829 -167,367 37,502 -81,335 -46,478 -189,662 -176,343: 18,111 4,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 6.5 16.2 56.9 65.6 88.8 88.3: 11.2 11.7
Old : 100.0: 15.6 6.5 16.2 56.9 65.6 88.8 88.3: 11.2 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 53 42 71 124 132 217 210:
Old : 237: 53 42 71 124 132 217 210:
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 : 22.9 25.6 35.5 36.9 17.0 19.2 24.4 23.3
Old : 22.9 25.6 35.5 36.9 17.0 19.2 24.4 23.3
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 14, 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 : 820,949: 79,767 80,695 27,023 572,264 599,821 679,054 707,540: 141,895 113,409
Old : 820,949: 79,767 80,695 27,023 572,264 599,821 679,054 707,540: 141,895 113,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 18,237: -1,183 4,926 2,191 19,708 13,974 20,716 21,091: -2,480 -2,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.8 3.3 69.7 73.1 82.7 86.2: 17.3 13.8
Old : 100.0: 9.7 9.8 3.3 69.7 73.1 82.7 86.2: 17.3 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 : 566: 110 107 57 228 239 364 380:
Old : 566: 110 107 57 228 239 364 380:
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 : 14.8 12.6 23.4 21.4 12.4 12.1 20.7 20.8
Old : 14.8 12.6 23.4 21.4 12.4 12.1 20.7 20.8
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 14, 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 : 236,436: 9,807 7,218 7,053 153,260 155,024 170,120 169,295: 66,316 67,141
Old : 236,436: 9,807 7,218 7,053 153,260 155,024 170,120 169,295: 66,316 67,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 89: -2,169 1,465 1,094 307 666 -768 3,225: 857 -3,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 3.1 3.0 64.8 65.6 72.0 71.6: 28.0 28.4
Old : 100.0: 4.1 3.1 3.0 64.8 65.6 72.0 71.6: 28.0 28.4
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 : 106: 10 9 6 61 49 74 62:
Old : 106: 10 9 6 61 49 74 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 20.1 33.5 32.7 21.5 19.0 30.6 31.4
Old : 22.7 20.1 33.5 32.7 21.5 19.0 30.6 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, August 14, 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 : 2,922,565: 385,616 403,203 64,036 2,095,018 2,223,984 2,544,670 2,691,223: 377,895 231,342
Old : 2,922,565: 385,616 403,203 64,036 2,095,018 2,223,984 2,544,670 2,691,223: 377,895 231,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 90,739: 753 13,132 9,662 97,007 66,538 107,422 89,332: -16,683 1,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 13.8 2.2 71.7 76.1 87.1 92.1: 12.9 7.9
Old : 100.0: 13.2 13.8 2.2 71.7 76.1 87.1 92.1: 12.9 7.9
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 : 542: 109 108 50 200 219 332 355:
Old : 542: 109 108 50 200 219 332 355:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 14.3 28.7 23.2 15.6 14.0 25.3 22.7
Old : 17.3 14.3 28.7 23.2 15.6 14.0 25.3 22.7
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 14, 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 : 110,229: 12,920 2,538 0 87,419 103,376 100,339 105,914: 9,890 4,315
Old : 110,229: 12,920 2,538 0 87,419 103,376 100,339 105,914: 9,890 4,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 4,598: 53 -46 0 3,719 4,012 3,772 3,966: 826 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 2.3 0.0 79.3 93.8 91.0 96.1: 9.0 3.9
Old : 100.0: 11.7 2.3 0.0 79.3 93.8 91.0 96.1: 9.0 3.9
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 : 96: 13 3 0 54 39 67 42:
Old : 96: 13 3 0 54 39 67 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 : 31.9 44.6 46.1 62.6 31.9 44.5 46.1 62.6
Old : 31.9 44.6 46.1 62.6 31.9 44.5 46.1 62.6
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 14, 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 : 81,993: 26,731 5,424 149 48,696 72,495 75,576 78,068: 6,417 3,925
Old : 81,993: 26,731 5,424 149 48,696 72,495 75,576 78,068: 6,417 3,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 3,442: 1,735 796 31 1,227 2,486 2,993 3,312: 449 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 6.6 0.2 59.4 88.4 92.2 95.2: 7.8 4.8
Old : 100.0: 32.6 6.6 0.2 59.4 88.4 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 : 228: 72 30 9 58 80 134 115:
Old : 228: 72 30 9 58 80 134 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 36.4 42.0 50.3 31.7 36.4 42.0 50.3
Old : 31.7 36.4 42.0 50.3 31.7 36.4 42.0 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, August 14, 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 : 409,963: 133,654 27,121 744 243,481 362,475 377,879 390,340: 32,084 19,623
Old : 409,963: 133,654 27,121 744 243,481 362,475 377,879 390,340: 32,084 19,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 17,209: 8,674 3,981 153 6,136 12,428 14,963 16,562: 2,246 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 6.6 0.2 59.4 88.4 92.2 95.2: 7.8 4.8
Old : 100.0: 32.6 6.6 0.2 59.4 88.4 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 : 228: 72 30 9 58 80 134 115:
Old : 228: 72 30 9 58 80 134 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 36.4 42.0 50.3 31.7 36.4 42.0 50.3
Old : 31.7 36.4 42.0 50.3 31.7 36.4 42.0 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 14, 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 : 176,287: 109,875 43,196 367 34,273 111,003 144,515 154,566: 31,772 21,721
Old : 176,287: 109,875 43,196 367 34,273 111,003 144,515 154,566: 31,772 21,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 13,851: 15,240 1,455 16 -2,089 12,437 13,167 13,908: 684 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 24.5 0.2 19.4 63.0 82.0 87.7: 18.0 12.3
Old : 100.0: 62.3 24.5 0.2 19.4 63.0 82.0 87.7: 18.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 34 33 5 21 23 59 57:
Old : 105: 34 33 5 21 23 59 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 : 49.9 51.8 59.7 62.8 49.9 51.2 59.7 62.2
Old : 49.9 51.8 59.7 62.8 49.9 51.2 59.7 62.2
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 14, 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 : 31,161: 4,261 11,900 0 20,269 5,069 24,530 16,969: 6,631 14,192
Old : 31,161: 4,261 11,900 0 20,269 5,069 24,530 16,969: 6,631 14,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -453: -509 -251 -2 323 -364 -188 -617: -265 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 38.2 0.0 65.0 16.3 78.7 54.5: 21.3 45.5
Old : 100.0: 13.7 38.2 0.0 65.0 16.3 78.7 54.5: 21.3 45.5
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 : 36: 7 6 0 19 7 26 13:
Old : 36: 7 6 0 19 7 26 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 44.8 55.1 50.8 39.5 44.8 55.1 50.6
Old : 39.5 44.8 55.1 50.8 39.5 44.8 55.1 50.6
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 14, 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 : 51,626: 10,840 5,359 808 34,521 12,893 46,169 19,060: 5,457 32,566
Old : 51,626: 10,840 5,359 808 34,521 12,893 46,169 19,060: 5,457 32,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -2,102: -28 121 242 254 691 468 1,054: -2,570 -3,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 10.4 1.6 66.9 25.0 89.4 36.9: 10.6 63.1
Old : 100.0: 21.0 10.4 1.6 66.9 25.0 89.4 36.9: 10.6 63.1
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 : 49: 12 6 2 24 15 37 22:
Old : 49: 12 6 2 24 15 37 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 : 33.4 21.8 52.6 28.4 31.1 19.8 48.7 25.0
Old : 33.4 21.8 52.6 28.4 31.1 19.8 48.7 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2012