BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 5,374: 72 129 94 4,640 4,771 4,806 4,995: 568 379
Old : 5,374: 72 129 94 4,640 4,771 4,806 4,995: 568 379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 244: 1 3 7 225 255 232 265: 12 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.4 1.8 86.3 88.8 89.4 92.9: 10.6 7.1
Old : 100.0: 1.3 2.4 1.8 86.3 88.8 89.4 92.9: 10.6 7.1
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 : 25: 2 2 2 16 12 19 15:
Old : 25: 2 2 2 16 12 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 67.0 82.1 83.4 68.1 66.4 80.8 80.8
Old : 68.1 67.0 82.1 83.4 68.1 66.4 80.8 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 41,716: 5,825 2,995 9,368 21,198 20,326 36,390 32,689: 5,326 9,028
Old : 41,716: 5,825 2,995 9,368 21,198 20,326 36,390 32,689: 5,326 9,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 1,182: 298 -164 306 467 1,128 1,071 1,270: 111 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.2 22.5 50.8 48.7 87.2 78.4: 12.8 21.6
Old : 100.0: 14.0 7.2 22.5 50.8 48.7 87.2 78.4: 12.8 21.6
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 : 75: 18 11 21 37 33 63 57:
Old : 75: 18 11 21 37 33 63 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 : 34.7 28.8 48.3 42.1 33.3 27.5 44.8 36.9
Old : 34.7 28.8 48.3 42.1 33.3 27.5 44.8 36.9
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 333,683: 65,236 38,055 122,109 114,943 127,026 302,287 287,189: 31,396 46,494
Old : 229,676: 54,944 46,023 85,706 70,913 69,178 211,563 200,907: 18,114 28,769
Other: 104,007: 26,961 8,700 19,735 44,029 57,848 90,725 86,282: 13,282 17,724
: : :
: : Changes in Commitments from: June 5, 2012 :
: 1,335: 4,991 -7,846 1,150 -5,827 7,797 314 1,100: 1,020 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 11.4 36.6 34.4 38.1 90.6 86.1: 9.4 13.9
Old : 100.0: 23.9 20.0 37.3 30.9 30.1 92.1 87.5: 7.9 12.5
Other: 100.0: 25.9 8.4 19.0 42.3 55.6 87.2 83.0: 12.8 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 111 92 140 80 88 265 265:
Old : 313: 102 103 123 69 83 236 256:
Other: 184: 59 29 41 66 71 145 128:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 10.5 23.5 17.9 11.7 8.9 19.9 14.5
Old : 14.5 10.6 23.4 18.8 13.5 8.9 21.0 14.7
Other: 25.5 16.8 38.7 28.4 25.3 15.2 38.5 25.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 399,957: 108,900 42,127 103,173 158,042 192,034 370,115 337,335: 29,843 62,623
Old : 399,957: 108,900 42,127 103,173 158,042 192,034 370,115 337,335: 29,843 62,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -5,383: -213 -348 -815 -2,267 -3,707 -3,295 -4,870: -2,087 -513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 10.5 25.8 39.5 48.0 92.5 84.3: 7.5 15.7
Old : 100.0: 27.2 10.5 25.8 39.5 48.0 92.5 84.3: 7.5 15.7
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 : 397: 116 95 152 94 149 286 341:
Old : 397: 116 95 152 94 149 286 341:
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 15.3 28.5 21.4 16.9 11.2 27.8 16.1
Old : 17.3 15.3 28.5 21.4 16.9 11.2 27.8 16.1
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 with Delta-adjusted Options and Futures Combined, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,594: 3,329 2,616 1,329 2,219 3,491 6,877 7,436: 1,718 1,158
Old : 8,594: 3,329 2,616 1,329 2,219 3,491 6,877 7,436: 1,718 1,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -280: -164 -23 175 -106 -188 -96 -37: -184 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 30.4 15.5 25.8 40.6 80.0 86.5: 20.0 13.5
Old : 100.0: 38.7 30.4 15.5 25.8 40.6 80.0 86.5: 20.0 13.5
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 : 78: 33 16 13 18 25 56 49:
Old : 78: 33 16 13 18 25 56 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 : 29.8 33.6 48.1 49.8 29.8 31.3 40.1 45.6
Old : 29.8 33.6 48.1 49.8 29.8 31.3 40.1 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 47,029: 15,166 5,489 11,339 12,063 10,388 38,569 27,216: 8,460 19,813
Old : 47,029: 15,166 5,489 11,339 12,063 10,388 38,569 27,216: 8,460 19,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 1,594: 843 -955 942 -425 222 1,360 209: 234 1,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 11.7 24.1 25.7 22.1 82.0 57.9: 18.0 42.1
Old : 100.0: 32.2 11.7 24.1 25.7 22.1 82.0 57.9: 18.0 42.1
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 : 198: 65 34 40 52 73 139 129:
Old : 198: 65 34 40 52 73 139 129:
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 : 13.7 15.4 24.4 22.5 12.4 9.0 21.2 13.1
Old : 13.7 15.4 24.4 22.5 12.4 9.0 21.2 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 9,859: 182 4,012 302 8,453 5,144 8,938 9,458: 921 401
Old : 9,859: 182 4,012 302 8,453 5,144 8,938 9,458: 921 401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 167: 12 -21 56 30 21 97 55: 70 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 40.7 3.1 85.7 52.2 90.7 95.9: 9.3 4.1
Old : 100.0: 1.8 40.7 3.1 85.7 52.2 90.7 95.9: 9.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 11 11 15 14 26 28:
Old : 35: 3 11 11 15 14 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 64.0 83.5 83.2 74.6 63.7 81.1 81.5
Old : 74.6 64.0 83.5 83.2 74.6 63.7 81.1 81.5
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 106,092: 6,256 5,800 5,164 94,490 94,702 105,910 105,666: 182 426
Old : 106,092: 6,256 5,800 5,164 94,490 94,702 105,910 105,666: 182 426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -3,587: 175 222 113 -3,828 -3,858 -3,540 -3,523: -47 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 5.5 4.9 89.1 89.3 99.8 99.6: 0.2 0.4
Old : 100.0: 5.9 5.5 4.9 89.1 89.3 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 : 26: 4 3 3 16 17 20 23:
Old : 26: 4 3 3 16 17 20 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 : 74.1 67.0 88.8 84.1 50.5 50.2 54.3 55.4
Old : 74.1 67.0 88.8 84.1 50.5 50.2 54.3 55.4
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 146,423: 30,724 20,176 12,510 70,242 83,096 113,475 115,782: 32,948 30,641
Old : 146,423: 30,724 20,176 12,510 70,242 83,096 113,475 115,782: 32,948 30,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -12,685: -9,387 -2,777 3,629 -1,428 -11,418 -7,186 -10,567: -5,499 -2,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 13.8 8.5 48.0 56.8 77.5 79.1: 22.5 20.9
Old : 100.0: 21.0 13.8 8.5 48.0 56.8 77.5 79.1: 22.5 20.9
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 : 82: 24 27 18 23 24 57 59:
Old : 82: 24 27 18 23 24 57 59:
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 : 32.0 43.6 43.8 53.9 30.2 38.0 39.1 45.7
Old : 32.0 43.6 43.8 53.9 30.2 38.0 39.1 45.7
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 93,027: 5,220 38,449 18,496 60,913 7,853 84,629 64,798: 8,398 28,229
Old : 93,027: 5,220 38,449 18,496 60,913 7,853 84,629 64,798: 8,398 28,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 18,723: -239 -904 17,278 1,448 2,843 18,487 19,218: 235 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 41.3 19.9 65.5 8.4 91.0 69.7: 9.0 30.3
Old : 100.0: 5.6 41.3 19.9 65.5 8.4 91.0 69.7: 9.0 30.3
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 : 42: 5 20 4 15 12 23 33:
Old : 42: 5 20 4 15 12 23 33:
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 : 68.1 41.0 80.7 51.3 52.6 21.6 60.9 31.5
Old : 68.1 41.0 80.7 51.3 52.6 21.6 60.9 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 198,616: 19,426 41,430 10,376 166,154 139,067 195,956 190,873: 2,660 7,743
Old : 198,616: 19,426 41,430 10,376 166,154 139,067 195,956 190,873: 2,660 7,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 6,246: 8,428 36 -815 -1,071 7,193 6,542 6,414: -296 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 20.9 5.2 83.7 70.0 98.7 96.1: 1.3 3.9
Old : 100.0: 9.8 20.9 5.2 83.7 70.0 98.7 96.1: 1.3 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 : 117: 21 52 12 25 20 55 80:
Old : 117: 21 52 12 25 20 55 80:
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 : 61.5 49.4 79.3 66.4 59.4 48.9 73.5 59.6
Old : 61.5 49.4 79.3 66.4 59.4 48.9 73.5 59.6
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 186,265: 28,280 51,093 5,749 134,650 96,583 168,679 153,425: 17,586 32,840
Old : 186,265: 28,280 51,093 5,749 134,650 96,583 168,679 153,425: 17,586 32,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -12,905: -11,257 9,614 -3,173 3,375 -17,759 -11,054 -11,318: -1,851 -1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 27.4 3.1 72.3 51.9 90.6 82.4: 9.4 17.6
Old : 100.0: 15.2 27.4 3.1 72.3 51.9 90.6 82.4: 9.4 17.6
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 : 101: 23 34 18 30 29 63 71:
Old : 101: 23 34 18 30 29 63 71:
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 : 43.0 35.7 58.4 45.7 42.9 30.9 55.4 39.8
Old : 43.0 35.7 58.4 45.7 42.9 30.9 55.4 39.8
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 182,816: 38,038 25,253 8,403 116,772 111,466 163,213 145,122: 19,604 37,695
Old : 182,816: 38,038 25,253 8,403 116,772 111,466 163,213 145,122: 19,604 37,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -3,062: 875 372 -1,924 5,086 1,384 4,038 -167: -7,099 -2,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 13.8 4.6 63.9 61.0 89.3 79.4: 10.7 20.6
Old : 100.0: 20.8 13.8 4.6 63.9 61.0 89.3 79.4: 10.7 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 22 28 16 26 28 58 62:
Old : 86: 22 28 16 26 28 58 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 : 48.1 44.6 62.3 55.5 45.5 44.6 58.7 55.5
Old : 48.1 44.6 62.3 55.5 45.5 44.6 58.7 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 476,459: 41,220 236,272 68,033 330,256 95,330 439,510 399,636: 36,950 76,824
Old : 476,459: 41,220 236,272 68,033 330,256 95,330 439,510 399,636: 36,950 76,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -20,864: 3,660 -14,348 2,613 -22,350 -807 -16,077 -12,541: -4,787 -8,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 49.6 14.3 69.3 20.0 92.2 83.9: 7.8 16.1
Old : 100.0: 8.7 49.6 14.3 69.3 20.0 92.2 83.9: 7.8 16.1
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 : 205: 39 84 58 55 60 132 167:
Old : 205: 39 84 58 55 60 132 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 33.1 49.0 39.9 33.6 30.4 45.7 36.3
Old : 35.1 33.1 49.0 39.9 33.6 30.4 45.7 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 20,744: 14,540 14,987 171 5,470 4,804 20,181 19,962: 563 782
Old : 20,744: 14,540 14,987 171 5,470 4,804 20,181 19,962: 563 782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 997: 158 39 53 578 1,010 789 1,102: 208 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 72.2 0.8 26.4 23.2 97.3 96.2: 2.7 3.8
Old : 100.0: 70.1 72.2 0.8 26.4 23.2 97.3 96.2: 2.7 3.8
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 : 21: 5 7 2 7 3 13 11:
Old : 21: 5 7 2 7 3 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.4 88.6 94.1 94.5 84.8 88.6 93.4 93.9
Old : 85.4 88.6 94.1 94.5 84.8 88.6 93.4 93.9
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 27,485: 6,640 10,525 628 18,395 12,864 25,663 24,017: 1,822 3,468
Old : 27,485: 6,640 10,525 628 18,395 12,864 25,663 24,017: 1,822 3,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 5,955: 65 -1,580 476 5,188 6,840 5,729 5,736: 226 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 38.3 2.3 66.9 46.8 93.4 87.4: 6.6 12.6
Old : 100.0: 24.2 38.3 2.3 66.9 46.8 93.4 87.4: 6.6 12.6
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 : 49: 12 20 2 14 9 27 30:
Old : 49: 12 20 2 14 9 27 30:
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 : 45.2 52.7 68.6 70.1 38.7 34.1 55.6 51.3
Old : 45.2 52.7 68.6 70.1 38.7 34.1 55.6 51.3
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 with Delta-adjusted Options and Futures Combined, June 12, 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 :14,143,646: 823,194 792,500 5,340,464 7,119,309 6,984,172 13,282,967 13,117,136: 860,680 1,026,510
Old :14,143,646: 823,194 792,500 5,340,464 7,119,309 6,984,172 13,282,967 13,117,136: 860,680 1,026,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 11,658: 145,585 -32,373 -99,815 -64,326 156,806 -18,556 24,618: 30,214 -12,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 5.6 37.8 50.3 49.4 93.9 92.7: 6.1 7.3
Old : 100.0: 5.8 5.6 37.8 50.3 49.4 93.9 92.7: 6.1 7.3
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 : 280: 53 67 107 144 146 263 262:
Old : 280: 53 67 107 144 146 263 262:
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 : 19.2 22.3 32.1 34.9 11.7 11.6 17.3 14.2
Old : 19.2 22.3 32.1 34.9 11.7 11.6 17.3 14.2
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 1,205,704: 65,865 100,092 94,461 850,915 841,557 1,011,242 1,036,110: 194,463 169,595
Old : 1,205,704: 65,865 100,092 94,461 850,915 841,557 1,011,242 1,036,110: 194,463 169,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 77,472: -1,302 245 2,201 76,629 74,003 77,528 76,450: -56 1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.3 7.8 70.6 69.8 83.9 85.9: 16.1 14.1
Old : 100.0: 5.5 8.3 7.8 70.6 69.8 83.9 85.9: 16.1 14.1
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 : 599: 102 134 129 265 274 443 465:
Old : 599: 102 134 129 265 274 443 465:
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 : 11.0 10.5 18.5 19.1 8.7 7.7 14.0 13.0
Old : 11.0 10.5 18.5 19.1 8.7 7.7 14.0 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 432,393: 14,618 9,204 43,421 291,289 265,941 349,329 318,566: 83,064 113,826
Old : 432,393: 14,618 9,204 43,421 291,289 265,941 349,329 318,566: 83,064 113,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 28,152: 180 -1,747 3,080 19,787 27,335 23,047 28,668: 5,105 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 2.1 10.0 67.4 61.5 80.8 73.7: 19.2 26.3
Old : 100.0: 3.4 2.1 10.0 67.4 61.5 80.8 73.7: 19.2 26.3
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 : 135: 19 20 33 85 70 122 107:
Old : 135: 19 20 33 85 70 122 107:
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 : 16.9 18.9 26.6 30.0 14.4 16.3 20.7 21.8
Old : 16.9 18.9 26.6 30.0 14.4 16.3 20.7 21.8
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 3,866,560: 306,776 504,981 204,658 2,798,130 2,878,077 3,309,564 3,587,717: 556,996 278,843
Old : 3,866,560: 306,776 504,981 204,658 2,798,130 2,878,077 3,309,564 3,587,717: 556,996 278,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 246,600: -11,846 5,524 43 284,211 233,339 272,408 238,906: -25,808 7,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 13.1 5.3 72.4 74.4 85.6 92.8: 14.4 7.2
Old : 100.0: 7.9 13.1 5.3 72.4 74.4 85.6 92.8: 14.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 552: 96 122 114 236 254 396 427:
Old : 552: 96 122 114 236 254 396 427:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 11.6 23.1 20.8 13.1 10.4 20.5 17.6
Old : 14.9 11.6 23.1 20.8 13.1 10.4 20.5 17.6
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 114,673: 8,367 7,062 182 97,945 103,445 106,494 110,689: 8,179 3,984
Old : 114,673: 8,367 7,062 182 97,945 103,445 106,494 110,689: 8,179 3,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 7,489: 2,106 1,378 -1,520 6,724 7,362 7,310 7,220: 180 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.2 0.2 85.4 90.2 92.9 96.5: 7.1 3.5
Old : 100.0: 7.3 6.2 0.2 85.4 90.2 92.9 96.5: 7.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 6 8 1 63 48 70 56:
Old : 96: 6 8 1 63 48 70 56:
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 : 31.2 42.3 43.6 60.6 29.0 42.3 40.7 59.0
Old : 31.2 42.3 43.6 60.6 29.0 42.3 40.7 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 117,162: 13,933 10,686 5,358 85,386 92,547 104,677 108,592: 12,485 8,571
Old : 117,162: 13,933 10,686 5,358 85,386 92,547 104,677 108,592: 12,485 8,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 16,099: -1,628 -956 1,148 11,839 12,523 11,360 12,715: 4,739 3,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 9.1 4.6 72.9 79.0 89.3 92.7: 10.7 7.3
Old : 100.0: 11.9 9.1 4.6 72.9 79.0 89.3 92.7: 10.7 7.3
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 : 213: 48 34 20 82 102 144 142:
Old : 213: 48 34 20 82 102 144 142:
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 : 27.3 26.2 41.6 41.6 20.2 14.3 28.5 22.7
Old : 27.3 26.2 41.6 41.6 20.2 14.3 28.5 22.7
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 22,995: 1,151 1,856 738 17,299 19,552 19,188 22,146: 3,807 849
Old : 22,995: 1,151 1,856 738 17,299 19,552 19,188 22,146: 3,807 849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 247: 305 0 -7 -690 480 -392 473: 639 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 8.1 3.2 75.2 85.0 83.4 96.3: 16.6 3.7
Old : 100.0: 5.0 8.1 3.2 75.2 85.0 83.4 96.3: 16.6 3.7
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 : 25: 3 2 1 14 11 17 14:
Old : 25: 3 2 1 14 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 : 50.7 77.1 67.6 89.1 49.4 76.6 65.8 87.5
Old : 50.7 77.1 67.6 89.1 49.4 76.6 65.8 87.5
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 470,836: 76,282 56,522 10,730 340,433 364,976 427,445 432,228: 43,391 38,608
Old : 470,836: 76,282 56,522 10,730 340,433 364,976 427,445 432,228: 43,391 38,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 79,261: -8,372 -3,490 4,485 62,645 60,217 58,758 61,212: 20,503 18,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 12.0 2.3 72.3 77.5 90.8 91.8: 9.2 8.2
Old : 100.0: 16.2 12.0 2.3 72.3 77.5 90.8 91.8: 9.2 8.2
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 : 213: 49 33 19 77 102 138 142:
Old : 213: 49 33 19 77 102 138 142:
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 : 31.8 23.4 47.0 37.2 28.5 23.4 43.1 35.4
Old : 31.8 23.4 47.0 37.2 28.5 23.4 43.1 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 205,642: 21,112 66,360 17,346 151,497 91,669 189,955 175,375: 15,687 30,267
Old : 205,642: 21,112 66,360 17,346 151,497 91,669 189,955 175,375: 15,687 30,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 25,162: 9,429 3,231 5,908 11,437 16,479 26,774 25,617: -1,612 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 32.3 8.4 73.7 44.6 92.4 85.3: 7.6 14.7
Old : 100.0: 10.3 32.3 8.4 73.7 44.6 92.4 85.3: 7.6 14.7
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 : 91: 15 41 17 26 29 53 76:
Old : 91: 15 41 17 26 29 53 76:
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 : 55.8 37.6 67.8 51.5 52.4 32.0 59.0 42.8
Old : 55.8 37.6 67.8 51.5 52.4 32.0 59.0 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 27,804: 2,637 10,629 0 18,204 5,071 20,841 15,700: 6,963 12,104
Old : 27,804: 2,637 10,629 0 18,204 5,071 20,841 15,700: 6,963 12,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -13,697: -1,846 3,801 -4,371 -6,168 -1,845 -12,385 -2,415: -1,312 -11,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 38.2 0.0 65.5 18.2 75.0 56.5: 25.0 43.5
Old : 100.0: 9.5 38.2 0.0 65.5 18.2 75.0 56.5: 25.0 43.5
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 : 34: 7 7 0 17 5 24 12:
Old : 34: 7 7 0 17 5 24 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 45.5 55.5 52.8 42.6 45.5 55.5 52.8
Old : 42.6 45.5 55.5 52.8 42.6 45.5 55.5 52.8
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 37,699: 10,906 8,282 184 21,919 7,859 33,009 16,325: 4,690 21,374
Old : 37,699: 10,906 8,282 184 21,919 7,859 33,009 16,325: 4,690 21,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -31,128: 130 3,949 -8,020 -20,233 -11,543 -28,123 -15,614: -3,005 -15,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 22.0 0.5 58.1 20.8 87.6 43.3: 12.4 56.7
Old : 100.0: 28.9 22.0 0.5 58.1 20.8 87.6 43.3: 12.4 56.7
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 : 51: 11 10 1 21 13 33 23:
Old : 51: 11 10 1 21 13 33 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 : 38.1 24.4 52.1 31.6 36.2 24.4 50.2 30.9
Old : 38.1 24.4 52.1 31.6 36.2 24.4 50.2 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2012