BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 21, 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 : 4,289: 0 85 24 3,514 3,917 3,538 4,026: 751 263
Old : 4,289: 0 85 24 3,514 3,917 3,538 4,026: 751 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 81: 0 -45 -10 -10 61 -20 6: 101 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.6 81.9 91.3 82.5 93.9: 17.5 6.1
Old : 100.0: 0.0 2.0 0.6 81.9 91.3 82.5 93.9: 17.5 6.1
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 : 21: 0 2 2 15 11 17 13:
Old : 21: 0 2 2 15 11 17 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 : 56.0 68.6 74.3 87.1 49.9 63.7 65.9 77.7
Old : 56.0 68.6 74.3 87.1 49.9 63.7 65.9 77.7
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 21, 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 : 28,247: 4,226 4,347 1,795 16,634 18,711 22,655 24,853: 5,592 3,394
Old : 28,247: 4,226 4,347 1,795 16,634 18,711 22,655 24,853: 5,592 3,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 2,109: 462 39 381 916 1,470 1,759 1,890: 350 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 15.4 6.4 58.9 66.2 80.2 88.0: 19.8 12.0
Old : 100.0: 15.0 15.4 6.4 58.9 66.2 80.2 88.0: 19.8 12.0
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 : 77: 20 16 17 29 26 59 49:
Old : 77: 20 16 17 29 26 59 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 44.8 48.2 58.2 36.8 44.3 47.9 57.4
Old : 36.8 44.8 48.2 58.2 36.8 44.3 47.9 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 21, 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 : 225,085: 70,731 56,953 47,338 83,081 91,428 201,150 195,719: 23,935 29,366
Old : 93,955: 46,510 56,061 2,348 35,949 24,455 84,807 82,864: 9,148 11,091
Other: 131,130: 48,117 24,788 21,094 47,132 66,973 116,343 112,855: 14,787 18,275
: : :
: : Changes in Commitments from: August 14, 2012 :
: -3,256: -3,907 -1,866 -458 -521 -2,135 -4,886 -4,459: 1,630 1,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 25.3 21.0 36.9 40.6 89.4 87.0: 10.6 13.0
Old : 100.0: 49.5 59.7 2.5 38.3 26.0 90.3 88.2: 9.7 11.8
Other: 100.0: 36.7 18.9 16.1 35.9 51.1 88.7 86.1: 11.3 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 93 82 99 50 70 202 208:
Old : 237: 68 99 16 29 47 104 155:
Other: 215: 80 44 61 48 66 156 149:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 16.3 29.1 26.6 16.3 14.9 28.5 23.2
Old : 22.9 17.3 37.9 30.9 22.8 15.7 37.8 29.1
Other: 22.7 18.8 37.9 29.9 22.6 17.3 33.3 26.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 21, 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 : 287,750: 89,753 68,068 40,516 133,299 132,421 263,568 241,005: 24,182 46,745
Old : 287,750: 89,753 68,068 40,516 133,299 132,421 263,568 241,005: 24,182 46,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -3,780: -254 -8,253 -3,887 694 6,041 -3,447 -6,099: -333 2,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 23.7 14.1 46.3 46.0 91.6 83.8: 8.4 16.2
Old : 100.0: 31.2 23.7 14.1 46.3 46.0 91.6 83.8: 8.4 16.2
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 : 382: 103 109 122 70 135 249 307:
Old : 382: 103 109 122 70 135 249 307:
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 11.2 36.8 18.8 19.8 10.0 33.6 16.7
Old : 22.9 11.2 36.8 18.8 19.8 10.0 33.6 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 21, 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 : 10,070: 4,841 2,824 688 2,204 4,876 7,733 8,388: 2,337 1,682
Old : 10,070: 4,841 2,824 688 2,204 4,876 7,733 8,388: 2,337 1,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 531: 290 132 137 -199 -148 228 121: 303 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 28.0 6.8 21.9 48.4 76.8 83.3: 23.2 16.7
Old : 100.0: 48.1 28.0 6.8 21.9 48.4 76.8 83.3: 23.2 16.7
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 : 102: 44 21 12 18 30 73 53:
Old : 102: 44 21 12 18 30 73 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 : 24.6 31.0 39.1 46.4 24.6 29.3 38.5 42.6
Old : 24.6 31.0 39.1 46.4 24.6 29.3 38.5 42.6
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 21, 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 : 36,574: 9,176 11,741 6,339 13,687 5,493 29,202 23,573: 7,372 13,001
Old : 36,574: 9,176 11,741 6,339 13,687 5,493 29,202 23,573: 7,372 13,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 848: -51 1,043 233 610 161 792 1,437: 56 -589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 32.1 17.3 37.4 15.0 79.8 64.5: 20.2 35.5
Old : 100.0: 25.1 32.1 17.3 37.4 15.0 79.8 64.5: 20.2 35.5
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 : 161: 30 53 43 54 41 109 118:
Old : 161: 30 53 43 54 41 109 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 14.6 27.6 22.1 15.9 12.8 24.8 17.9
Old : 16.1 14.6 27.6 22.1 15.9 12.8 24.8 17.9
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 21, 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 : 6,704: 207 1,768 102 5,846 4,642 6,155 6,512: 549 192
Old : 6,704: 207 1,768 102 5,846 4,642 6,155 6,512: 549 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 43: 0 -86 24 1 115 25 53: 18 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 26.4 1.5 87.2 69.2 91.8 97.1: 8.2 2.9
Old : 100.0: 3.1 26.4 1.5 87.2 69.2 91.8 97.1: 8.2 2.9
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 : 29: 4 8 7 11 11 20 21:
Old : 29: 4 8 7 11 11 20 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 : 78.7 65.9 86.3 85.1 78.2 64.4 85.8 83.7
Old : 78.7 65.9 86.3 85.1 78.2 64.4 85.8 83.7
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 21, 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 : 89,102: 6,783 5,828 4,874 77,218 77,992 88,875 88,694: 227 408
Old : 89,102: 6,783 5,828 4,874 77,218 77,992 88,875 88,694: 227 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -17,187: 165 107 0 -17,368 -17,303 -17,203 -17,196: 16 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 6.5 5.5 86.7 87.5 99.7 99.5: 0.3 0.5
Old : 100.0: 7.6 6.5 5.5 86.7 87.5 99.7 99.5: 0.3 0.5
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 : 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 : 70.9 58.3 87.6 76.9 55.1 50.0 65.0 60.2
Old : 70.9 58.3 87.6 76.9 55.1 50.0 65.0 60.2
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 21, 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 : 150,410: 76,008 25,141 1,034 28,897 103,360 105,939 129,535: 44,471 20,875
Old : 150,410: 76,008 25,141 1,034 28,897 103,360 105,939 129,535: 44,471 20,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 26,752: 22,114 -160 -212 -626 28,189 21,276 27,817: 5,476 -1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 16.7 0.7 19.2 68.7 70.4 86.1: 29.6 13.9
Old : 100.0: 50.5 16.7 0.7 19.2 68.7 70.4 86.1: 29.6 13.9
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 : 86: 37 15 7 17 28 56 48:
Old : 86: 37 15 7 17 28 56 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 : 33.2 50.0 42.8 63.9 33.2 49.5 42.1 63.3
Old : 33.2 50.0 42.8 63.9 33.2 49.5 42.1 63.3
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 21, 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 : 54,619: 5,921 21,583 267 37,181 12,089 43,369 33,939: 11,250 20,680
Old : 54,619: 5,921 21,583 267 37,181 12,089 43,369 33,939: 11,250 20,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -2,154: -219 -3,411 267 -4,630 -368 -4,582 -3,512: 2,428 1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 39.5 0.5 68.1 22.1 79.4 62.1: 20.6 37.9
Old : 100.0: 10.8 39.5 0.5 68.1 22.1 79.4 62.1: 20.6 37.9
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 : 31: 7 8 1 9 10 16 19:
Old : 31: 7 8 1 9 10 16 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 : 63.8 41.1 72.3 53.0 63.8 41.1 72.0 53.0
Old : 63.8 41.1 72.3 53.0 63.8 41.1 72.0 53.0
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 21, 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 : 222,772: 107,140 9,159 2,311 107,627 208,437 217,078 219,907: 5,694 2,865
Old : 222,772: 107,140 9,159 2,311 107,627 208,437 217,078 219,907: 5,694 2,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 15,776: 11,324 -3,146 -335 4,408 19,302 15,397 15,821: 379 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 4.1 1.0 48.3 93.6 97.4 98.7: 2.6 1.3
Old : 100.0: 48.1 4.1 1.0 48.3 93.6 97.4 98.7: 2.6 1.3
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 : 109: 53 18 9 19 24 78 47:
Old : 109: 53 18 9 19 24 78 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 63.6 71.7 80.1 54.9 63.6 70.8 76.3
Old : 54.9 63.6 71.7 80.1 54.9 63.6 70.8 76.3
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 21, 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 : 118,550: 45,984 38,151 183 47,356 52,511 93,523 90,845: 25,027 27,705
Old : 118,550: 45,984 38,151 183 47,356 52,511 93,523 90,845: 25,027 27,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 4,508: 13,930 5,809 -519 -13,715 203 -304 5,493: 4,812 -985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 32.2 0.2 39.9 44.3 78.9 76.6: 21.1 23.4
Old : 100.0: 38.8 32.2 0.2 39.9 44.3 78.9 76.6: 21.1 23.4
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 : 95: 29 27 4 23 24 53 54:
Old : 95: 29 27 4 23 24 53 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 25.9 40.8 38.4 18.2 20.1 32.6 31.4
Old : 24.4 25.9 40.8 38.4 18.2 20.1 32.6 31.4
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 21, 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 : 141,458: 43,584 32,413 1,133 78,662 67,012 123,379 100,558: 18,079 40,900
Old : 141,458: 43,584 32,413 1,133 78,662 67,012 123,379 100,558: 18,079 40,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -9,578: -12,399 7,134 593 7,609 -20,064 -4,197 -12,337: -5,381 2,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 22.9 0.8 55.6 47.4 87.2 71.1: 12.8 28.9
Old : 100.0: 30.8 22.9 0.8 55.6 47.4 87.2 71.1: 12.8 28.9
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 : 90: 14 40 6 22 22 41 63:
Old : 90: 14 40 6 22 22 41 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 32.9 64.3 42.1 54.1 32.9 63.7 42.0
Old : 54.3 32.9 64.3 42.1 54.1 32.9 63.7 42.0
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 21, 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 : 321,166: 45,986 169,918 2,913 232,459 85,016 281,358 257,847: 39,808 63,319
Old : 321,166: 45,986 169,918 2,913 232,459 85,016 281,358 257,847: 39,808 63,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -402: 2,834 -11,044 -145 -9,400 11,042 -6,711 -147: 6,309 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 52.9 0.9 72.4 26.5 87.6 80.3: 12.4 19.7
Old : 100.0: 14.3 52.9 0.9 72.4 26.5 87.6 80.3: 12.4 19.7
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 : 194: 41 71 17 51 53 103 130:
Old : 194: 41 71 17 51 53 103 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 32.0 53.6 40.4 42.3 31.9 52.9 40.0
Old : 43.1 32.0 53.6 40.4 42.3 31.9 52.9 40.0
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 21, 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 : 17,010: 14,126 14,285 36 2,294 2,020 16,456 16,341: 554 669
Old : 17,010: 14,126 14,285 36 2,294 2,020 16,456 16,341: 554 669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -170: 2 0 0 -188 -22 -186 -22: 16 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 84.0 0.2 13.5 11.9 96.7 96.1: 3.3 3.9
Old : 100.0: 83.0 84.0 0.2 13.5 11.9 96.7 96.1: 3.3 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 : 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 : 81.3 87.2 90.5 94.4 81.1 87.2 90.2 92.5
Old : 81.3 87.2 90.5 94.4 81.1 87.2 90.2 92.5
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 21, 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 : 31,984: 19,835 3,463 124 7,596 26,527 27,555 30,114: 4,429 1,870
Old : 31,984: 19,835 3,463 124 7,596 26,527 27,555 30,114: 4,429 1,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 1,884: 1,562 437 0 114 1,319 1,676 1,756: 208 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 10.8 0.4 23.7 82.9 86.2 94.2: 13.8 5.8
Old : 100.0: 62.0 10.8 0.4 23.7 82.9 86.2 94.2: 13.8 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 11 1 8 12 30 23:
Old : 50: 21 11 1 8 12 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 : 50.7 76.7 67.6 83.5 50.7 76.7 67.6 83.3
Old : 50.7 76.7 67.6 83.5 50.7 76.7 67.6 83.3
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 21, 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 : 7,729,894: 1,148,932 477,706 1,322,590 4,442,008 5,033,315 6,913,530 6,833,611: 816,364 896,283
Old : 7,729,894: 1,148,932 477,706 1,322,590 4,442,008 5,033,315 6,913,530 6,833,611: 816,364 896,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -5,613: -59,554 -23,767 66,713 38,510 -40,975 45,669 1,971: -51,282 -7,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 6.2 17.1 57.5 65.1 89.4 88.4: 10.6 11.6
Old : 100.0: 14.9 6.2 17.1 57.5 65.1 89.4 88.4: 10.6 11.6
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 : 242: 51 41 73 124 136 218 217:
Old : 242: 51 41 73 124 136 218 217:
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 : 23.7 25.0 36.1 36.2 17.3 19.1 24.9 23.1
Old : 23.7 25.0 36.1 36.2 17.3 19.1 24.9 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, August 21, 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 : 834,977: 74,879 83,505 26,338 586,733 609,366 687,950 719,210: 147,026 115,767
Old : 834,977: 74,879 83,505 26,338 586,733 609,366 687,950 719,210: 147,026 115,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 14,028: -4,888 2,809 -685 14,470 9,546 8,896 11,670: 5,131 2,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.0 3.2 70.3 73.0 82.4 86.1: 17.6 13.9
Old : 100.0: 9.0 10.0 3.2 70.3 73.0 82.4 86.1: 17.6 13.9
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 : 561: 98 108 45 235 243 357 373:
Old : 561: 98 108 45 235 243 357 373:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 11.7 22.8 20.6 12.0 11.2 20.0 19.8
Old : 14.2 11.7 22.8 20.6 12.0 11.2 20.0 19.8
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 21, 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 : 235,329: 8,075 8,415 5,477 152,772 153,612 166,324 167,504: 69,005 67,825
Old : 235,329: 8,075 8,415 5,477 152,772 153,612 166,324 167,504: 69,005 67,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -1,107: -1,732 1,197 -1,576 -488 -1,412 -3,796 -1,791: 2,689 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 3.6 2.3 64.9 65.3 70.7 71.2: 29.3 28.8
Old : 100.0: 3.4 3.6 2.3 64.9 65.3 70.7 71.2: 29.3 28.8
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 : 97: 6 6 4 59 49 67 58:
Old : 97: 6 6 4 59 49 67 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 18.9 33.4 30.8 21.4 17.7 30.4 29.6
Old : 22.7 18.9 33.4 30.8 21.4 17.7 30.4 29.6
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 21, 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 : 2,998,239: 365,785 407,216 72,540 2,169,807 2,278,772 2,608,132 2,758,528: 390,107 239,711
Old : 2,998,239: 365,785 407,216 72,540 2,169,807 2,278,772 2,608,132 2,758,528: 390,107 239,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 75,674: -19,831 4,013 8,504 74,789 54,788 63,462 67,305: 12,212 8,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 13.6 2.4 72.4 76.0 87.0 92.0: 13.0 8.0
Old : 100.0: 12.2 13.6 2.4 72.4 76.0 87.0 92.0: 13.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 534: 98 106 41 208 220 326 347:
Old : 534: 98 106 41 208 220 326 347:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 13.8 27.6 22.8 15.4 13.5 24.2 22.3
Old : 16.7 13.8 27.6 22.8 15.4 13.5 24.2 22.3
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 21, 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 : 115,901: 14,908 2,561 0 90,184 108,687 105,092 111,248: 10,809 4,653
Old : 115,901: 14,908 2,561 0 90,184 108,687 105,092 111,248: 10,809 4,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 5,672: 1,988 23 0 2,765 5,311 4,753 5,334: 919 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 2.2 0.0 77.8 93.8 90.7 96.0: 9.3 4.0
Old : 100.0: 12.9 2.2 0.0 77.8 93.8 90.7 96.0: 9.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 16 3 0 54 38 70 41:
Old : 98: 16 3 0 54 38 70 41:
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 44.5 47.1 62.4 31.5 44.5 47.0 62.4
Old : 31.5 44.5 47.1 62.4 31.5 44.5 47.0 62.4
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 21, 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 : 101,917: 30,427 6,064 952 58,984 88,903 90,363 95,920: 11,553 5,997
Old : 101,917: 30,427 6,064 952 58,984 88,903 90,363 95,920: 11,553 5,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 19,924: 3,696 640 804 10,288 16,408 14,787 17,852: 5,137 2,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.9 0.9 57.9 87.2 88.7 94.1: 11.3 5.9
Old : 100.0: 29.9 5.9 0.9 57.9 87.2 88.7 94.1: 11.3 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 : 232: 73 30 14 66 82 144 122:
Old : 232: 73 30 14 66 82 144 122:
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 : 26.8 42.0 36.5 54.0 26.8 39.5 36.1 50.0
Old : 26.8 42.0 36.5 54.0 26.8 39.5 36.1 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, August 21, 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 : 13,980: 739 1,231 0 8,381 12,107 9,120 13,338: 4,860 642
Old : 13,980: 739 1,231 0 8,381 12,107 9,120 13,338: 4,860 642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.8 0.0 59.9 86.6 65.2 95.4: 34.8 4.6
Old : 100.0: 5.3 8.8 0.0 59.9 86.6 65.2 95.4: 34.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 0 11 8 13 10:
Old : 23: 2 2 0 11 8 13 10:
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 : 40.4 71.9 54.7 91.9 40.4 71.9 54.7 91.9
Old : 40.4 71.9 54.7 91.9 40.4 71.9 54.7 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, August 21, 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 : 439,683: 152,410 28,135 792 253,014 383,982 406,216 412,909: 33,467 26,774
Old : 439,683: 152,410 28,135 792 253,014 383,982 406,216 412,909: 33,467 26,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 29,720: 18,756 1,014 48 9,533 21,507 28,337 22,569: 1,383 7,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 6.4 0.2 57.5 87.3 92.4 93.9: 7.6 6.1
Old : 100.0: 34.7 6.4 0.2 57.5 87.3 92.4 93.9: 7.6 6.1
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 : 231: 72 31 12 58 81 134 120:
Old : 231: 72 31 12 58 81 134 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 38.6 41.5 52.5 30.7 38.6 41.5 52.5
Old : 30.7 38.6 41.5 52.5 30.7 38.6 41.5 52.5
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 21, 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 : 195,293: 127,500 40,618 253 34,598 133,528 162,351 174,399: 32,942 20,894
Old : 195,293: 127,500 40,618 253 34,598 133,528 162,351 174,399: 32,942 20,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 19,006: 17,625 -2,578 -114 325 22,525 17,836 19,833: 1,170 -827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 20.8 0.1 17.7 68.4 83.1 89.3: 16.9 10.7
Old : 100.0: 65.3 20.8 0.1 17.7 68.4 83.1 89.3: 16.9 10.7
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 : 110: 37 32 7 25 27 67 61:
Old : 110: 37 32 7 25 27 67 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 : 50.5 55.3 57.6 66.6 50.5 54.7 57.6 66.0
Old : 50.5 55.3 57.6 66.6 50.5 54.7 57.6 66.0
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 21, 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 : 30,096: 2,333 11,423 0 20,365 4,665 22,698 16,088: 7,398 14,008
Old : 30,096: 2,333 11,423 0 20,365 4,665 22,698 16,088: 7,398 14,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -1,065: -1,928 -477 0 96 -404 -1,832 -881: 767 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 38.0 0.0 67.7 15.5 75.4 53.5: 24.6 46.5
Old : 100.0: 7.8 38.0 0.0 67.7 15.5 75.4 53.5: 24.6 46.5
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 : 31: 5 5 0 18 5 23 10:
Old : 31: 5 5 0 18 5 23 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 47.6 54.4 51.9 41.0 47.6 54.4 51.5
Old : 41.0 47.6 54.4 51.9 41.0 47.6 54.4 51.5
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 21, 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 : 50,250: 12,592 6,357 941 30,183 14,393 43,716 21,691: 6,534 28,559
Old : 50,250: 12,592 6,357 941 30,183 14,393 43,716 21,691: 6,534 28,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -1,376: 1,752 998 133 -4,338 1,500 -2,453 2,631: 1,077 -4,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 12.7 1.9 60.1 28.6 87.0 43.2: 13.0 56.8
Old : 100.0: 25.1 12.7 1.9 60.1 28.6 87.0 43.2: 13.0 56.8
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 : 53: 16 5 3 23 17 39 25:
Old : 53: 16 5 3 23 17 39 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 24.0 50.7 32.3 30.5 22.6 47.9 28.4
Old : 32.5 24.0 50.7 32.3 30.5 22.6 47.9 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2012