BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 5,154: 11 43 136 4,001 4,703 4,149 4,882: 1,005 272
Old : 5,154: 11 43 136 4,001 4,703 4,149 4,882: 1,005 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 140: 7 -34 -12 14 99 8 53: 132 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.8 2.6 77.6 91.2 80.5 94.7: 19.5 5.3
Old : 100.0: 0.2 0.8 2.6 77.6 91.2 80.5 94.7: 19.5 5.3
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 : 23: 1 1 2 18 12 20 14:
Old : 23: 1 1 2 18 12 20 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 : 51.3 69.3 67.4 85.3 46.2 65.2 59.6 77.6
Old : 51.3 69.3 67.4 85.3 46.2 65.2 59.6 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 50,706: 6,105 2,610 12,261 24,022 27,528 42,388 42,400: 8,318 8,306
Old : 50,706: 6,105 2,610 12,261 24,022 27,528 42,388 42,400: 8,318 8,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 4,904: 1,077 -341 1,676 1,500 2,582 4,253 3,917: 652 988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 5.1 24.2 47.4 54.3 83.6 83.6: 16.4 16.4
Old : 100.0: 12.0 5.1 24.2 47.4 54.3 83.6 83.6: 16.4 16.4
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 : 82: 28 8 19 39 36 70 60:
Old : 82: 28 8 19 39 36 70 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 31.1 44.3 45.3 28.5 30.7 36.3 39.7
Old : 29.7 31.1 44.3 45.3 28.5 30.7 36.3 39.7
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, 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 : 271,794: 69,374 39,824 86,300 89,683 108,848 245,358 234,972: 26,436 36,823
Old : 112,319: 45,014 48,123 19,816 37,542 31,574 102,372 99,512: 9,946 12,806
Other: 159,476: 48,657 15,998 42,188 52,141 77,274 142,986 135,459: 16,490 24,016
: : :
: : Changes in Commitments from: August 14, 2012 :
: -11,868: -2,509 729 -7,989 -1,916 -4,402 -12,414 -11,662: 546 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 14.7 31.8 33.0 40.0 90.3 86.5: 9.7 13.5
Old : 100.0: 40.1 42.8 17.6 33.4 28.1 91.1 88.6: 8.9 11.4
Other: 100.0: 30.5 10.0 26.5 32.7 48.5 89.7 84.9: 10.3 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 114 77 117 62 75 228 226:
Old : 256: 82 92 58 45 61 154 184:
Other: 228: 93 42 75 61 71 181 165:
:----------------------------------------------------------------------------------------------------
: 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 14.8 25.0 24.9 14.1 13.1 23.9 20.2
Old : 19.1 16.7 31.7 28.1 19.0 15.1 31.6 26.1
Other: 19.7 17.3 32.7 28.2 19.4 14.5 28.3 22.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 361,651: 91,728 45,247 94,357 148,097 166,999 334,181 306,603: 27,470 55,048
Old : 361,651: 91,728 45,247 94,357 148,097 166,999 334,181 306,603: 27,470 55,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -3,481: -531 -6,846 -4,148 1,228 5,197 -3,450 -5,796: -31 2,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 12.5 26.1 41.0 46.2 92.4 84.8: 7.6 15.2
Old : 100.0: 25.4 12.5 26.1 41.0 46.2 92.4 84.8: 7.6 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 132 96 148 104 149 307 338:
Old : 412: 132 96 148 104 149 307 338:
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 : 18.6 13.6 29.7 20.7 15.5 11.0 26.5 15.9
Old : 18.6 13.6 29.7 20.7 15.5 11.0 26.5 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 10,483: 4,843 2,632 1,037 2,232 5,079 8,112 8,748: 2,371 1,734
Old : 10,483: 4,843 2,632 1,037 2,232 5,079 8,112 8,748: 2,371 1,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 546: 287 118 160 -201 -152 246 126: 300 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 25.1 9.9 21.3 48.5 77.4 83.5: 22.6 16.5
Old : 100.0: 46.2 25.1 9.9 21.3 48.5 77.4 83.5: 22.6 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 46 20 15 19 31 77 55:
Old : 103: 46 20 15 19 31 77 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 30.4 38.3 45.2 23.6 28.2 37.0 40.8
Old : 23.6 30.4 38.3 45.2 23.6 28.2 37.0 40.8
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, 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 : 50,091: 7,512 9,649 17,791 15,321 6,564 40,624 34,004: 9,467 16,087
Old : 50,091: 7,512 9,649 17,791 15,321 6,564 40,624 34,004: 9,467 16,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 1,494: -250 1,428 527 888 53 1,165 2,007: 328 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 19.3 35.5 30.6 13.1 81.1 67.9: 18.9 32.1
Old : 100.0: 15.0 19.3 35.5 30.6 13.1 81.1 67.9: 18.9 32.1
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 : 175: 32 57 56 68 55 132 142:
Old : 175: 32 57 56 68 55 132 142:
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 : 15.5 14.5 26.3 24.6 10.6 7.2 16.3 10.7
Old : 15.5 14.5 26.3 24.6 10.6 7.2 16.3 10.7
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, 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 : 7,970: 231 1,657 651 6,224 5,400 7,105 7,709: 864 261
Old : 7,970: 231 1,657 651 6,224 5,400 7,105 7,709: 864 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 177: 13 -135 105 36 258 154 229: 22 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 20.8 8.2 78.1 67.8 89.2 96.7: 10.8 3.3
Old : 100.0: 2.9 20.8 8.2 78.1 67.8 89.2 96.7: 10.8 3.3
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 : 30: 5 7 10 12 13 23 24:
Old : 30: 5 7 10 12 13 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 57.1 76.3 78.9 68.2 56.6 74.8 77.0
Old : 68.6 57.1 76.3 78.9 68.2 56.6 74.8 77.0
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, 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 : 90,181: 6,783 5,828 4,874 78,297 79,071 89,954 89,773: 227 408
Old : 90,181: 6,783 5,828 4,874 78,297 79,071 89,954 89,773: 227 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -17,176: 165 107 0 -17,357 -17,292 -17,192 -17,185: 16 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 6.5 5.4 86.8 87.7 99.7 99.5: 0.3 0.5
Old : 100.0: 7.5 6.5 5.4 86.8 87.7 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 : 71.2 58.8 87.7 77.2 55.7 50.6 65.4 60.7
Old : 71.2 58.8 87.7 77.2 55.7 50.6 65.4 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 165,263: 75,854 24,050 6,940 35,454 109,862 118,248 140,852: 47,015 24,411
Old : 165,263: 75,854 24,050 6,940 35,454 109,862 118,248 140,852: 47,015 24,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 29,045: 22,157 -333 652 363 29,489 23,172 29,807: 5,872 -763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 14.6 4.2 21.5 66.5 71.6 85.2: 28.4 14.8
Old : 100.0: 45.9 14.6 4.2 21.5 66.5 71.6 85.2: 28.4 14.8
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 : 89: 39 16 16 21 29 68 53:
Old : 89: 39 16 16 21 29 68 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 : 30.2 45.6 39.1 58.5 30.2 45.1 38.3 57.8
Old : 30.2 45.6 39.1 58.5 30.2 45.1 38.3 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 55,830: 5,921 21,583 267 37,266 12,154 43,454 34,004: 12,375 21,825
Old : 55,830: 5,921 21,583 267 37,266 12,154 43,454 34,004: 12,375 21,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -2,035: -219 -3,411 267 -4,762 -408 -4,714 -3,552: 2,679 1,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 38.7 0.5 66.8 21.8 77.8 60.9: 22.2 39.1
Old : 100.0: 10.6 38.7 0.5 66.8 21.8 77.8 60.9: 22.2 39.1
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 : 31: 7 8 1 10 11 17 20:
Old : 31: 7 8 1 10 11 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 40.2 70.8 51.9 62.4 40.2 70.5 51.8
Old : 62.5 40.2 70.8 51.9 62.4 40.2 70.5 51.8
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, 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 with Delta-adjusted Options and Futures Combined, 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 : 124,858: 45,155 37,950 3,089 50,136 53,946 98,380 94,984: 26,478 29,874
Old : 124,858: 45,155 37,950 3,089 50,136 53,946 98,380 94,984: 26,478 29,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 5,389: 13,575 5,590 39 -13,224 194 390 5,824: 4,999 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 30.4 2.5 40.2 43.2 78.8 76.1: 21.2 23.9
Old : 100.0: 36.2 30.4 2.5 40.2 43.2 78.8 76.1: 21.2 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 29 27 10 26 27 59 60:
Old : 96: 29 27 10 26 27 59 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 24.6 38.8 36.6 17.3 18.9 30.9 29.6
Old : 23.2 24.6 38.8 36.6 17.3 18.9 30.9 29.6
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, 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 : 152,054: 44,118 31,274 5,649 81,571 70,856 131,338 107,779: 20,717 44,275
Old : 152,054: 44,118 31,274 5,649 81,571 70,856 131,338 107,779: 20,717 44,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -8,324: -12,068 6,910 1,451 7,607 -19,401 -3,011 -11,040: -5,314 2,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 20.6 3.7 53.6 46.6 86.4 70.9: 13.6 29.1
Old : 100.0: 29.0 20.6 3.7 53.6 46.6 86.4 70.9: 13.6 29.1
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 : 96: 18 41 20 24 27 54 76:
Old : 96: 18 41 20 24 27 54 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 : 50.7 31.2 60.3 39.8 50.3 31.1 59.3 39.6
Old : 50.7 31.2 60.3 39.8 50.3 31.1 59.3 39.6
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, 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 : 369,103: 44,079 169,896 32,290 247,800 95,628 324,169 297,814: 44,934 71,289
Old : 369,103: 44,079 169,896 32,290 247,800 95,628 324,169 297,814: 44,934 71,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 992: 2,374 -11,441 -410 -6,979 12,210 -5,015 360: 6,007 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 46.0 8.7 67.1 25.9 87.8 80.7: 12.2 19.3
Old : 100.0: 11.9 46.0 8.7 67.1 25.9 87.8 80.7: 12.2 19.3
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 : 214: 35 95 47 58 59 133 161:
Old : 214: 35 95 47 58 59 133 161:
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 : 37.9 27.9 48.2 35.4 37.2 27.7 46.7 34.6
Old : 37.9 27.9 48.2 35.4 37.2 27.7 46.7 34.6
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, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 :11,501,207: 1,107,553 306,204 3,940,110 5,594,870 6,307,590 10,642,533 10,553,903: 858,674 947,304
Old :11,501,207: 1,107,553 306,204 3,940,110 5,594,870 6,307,590 10,642,533 10,553,903: 858,674 947,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -56,598: -57,618 -12,338 -624 51,558 -36,587 -6,685 -49,549: -49,913 -7,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 2.7 34.3 48.6 54.8 92.5 91.8: 7.5 8.2
Old : 100.0: 9.6 2.7 34.3 48.6 54.8 92.5 91.8: 7.5 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 : 259: 59 48 84 138 141 245 232:
Old : 259: 59 48 84 138 141 245 232:
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 : 19.8 21.4 30.6 32.3 11.4 13.3 16.4 16.0
Old : 19.8 21.4 30.6 32.3 11.4 13.3 16.4 16.0
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, 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 : 965,823: 75,396 85,677 60,573 670,317 687,441 806,286 833,691: 159,537 132,132
Old : 965,823: 75,396 85,677 60,573 670,317 687,441 806,286 833,691: 159,537 132,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -9,263: -2,186 2,791 -8,975 -3,336 -6,534 -14,497 -12,718: 5,235 3,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 8.9 6.3 69.4 71.2 83.5 86.3: 16.5 13.7
Old : 100.0: 7.8 8.9 6.3 69.4 71.2 83.5 86.3: 16.5 13.7
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 : 592: 115 118 99 250 258 421 420:
Old : 592: 115 118 99 250 258 421 420:
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 : 12.3 11.1 19.7 19.6 10.4 9.3 17.3 16.8
Old : 12.3 11.1 19.7 19.6 10.4 9.3 17.3 16.8
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 with Delta-adjusted Options and Futures Combined, 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 : 305,780: 8,475 9,281 21,360 198,282 197,417 228,117 228,058: 77,663 77,723
Old : 305,780: 8,475 9,281 21,360 198,282 197,417 228,117 228,058: 77,663 77,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: -10,687: -1,406 1,786 -6,463 -5,559 -7,828 -13,429 -12,505: 2,742 1,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.0 7.0 64.8 64.6 74.6 74.6: 25.4 25.4
Old : 100.0: 2.8 3.0 7.0 64.8 64.6 74.6 74.6: 25.4 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 12 9 17 71 57 91 76:
Old : 108: 12 9 17 71 57 91 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 : 18.0 16.0 28.6 27.5 16.5 13.6 23.1 22.7
Old : 18.0 16.0 28.6 27.5 16.5 13.6 23.1 22.7
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, 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 : 3,300,213: 364,658 412,032 166,011 2,360,175 2,450,121 2,890,844 3,028,164: 409,369 272,048
Old : 3,300,213: 364,658 412,032 166,011 2,360,175 2,450,121 2,890,844 3,028,164: 409,369 272,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 7,120: -11,197 -2,274 -5,262 11,115 6,470 -5,344 -1,066: 12,464 8,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.5 5.0 71.5 74.2 87.6 91.8: 12.4 8.2
Old : 100.0: 11.0 12.5 5.0 71.5 74.2 87.6 91.8: 12.4 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 : 555: 109 114 88 224 238 383 390:
Old : 555: 109 114 88 224 238 383 390:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 12.7 25.1 21.5 13.9 11.8 22.0 19.8
Old : 15.2 12.7 25.1 21.5 13.9 11.8 22.0 19.8
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, 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 :
: 5,665: 1,988 23 0 2,759 5,311 4,747 5,334: 919 332
: : :
: : 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 with Delta-adjusted Options and Futures Combined, 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 : 103,541: 30,479 5,550 1,762 59,625 89,964 91,865 97,275: 11,675 6,266
Old : 103,541: 30,479 5,550 1,762 59,625 89,964 91,865 97,275: 11,675 6,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 19,721: 3,423 225 1,138 10,028 16,364 14,589 17,727: 5,132 1,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 5.4 1.7 57.6 86.9 88.7 93.9: 11.3 6.1
Old : 100.0: 29.4 5.4 1.7 57.6 86.9 88.7 93.9: 11.3 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 : 234: 75 30 19 70 84 152 127:
Old : 234: 75 30 19 70 84 152 127:
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 : 26.3 41.3 36.0 53.1 26.3 38.9 35.5 49.2
Old : 26.3 41.3 36.0 53.1 26.3 38.9 35.5 49.2
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, 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 : 13,985: 739 1,231 0 8,381 12,107 9,120 13,338: 4,865 647
Old : 13,985: 739 1,231 0 8,381 12,107 9,120 13,338: 4,865 647
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 : 40.3 71.9 54.7 91.9 40.3 71.9 54.7 91.9
Old : 40.3 71.9 54.7 91.9 40.3 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 with Delta-adjusted Options and Futures Combined, 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 : 447,778: 152,672 25,563 4,838 256,218 389,285 413,727 419,685: 34,051 28,093
Old : 447,778: 152,672 25,563 4,838 256,218 389,285 413,727 419,685: 34,051 28,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 28,677: 17,388 -1,061 1,722 8,233 21,283 27,343 21,944: 1,334 6,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 5.7 1.1 57.2 86.9 92.4 93.7: 7.6 6.3
Old : 100.0: 34.1 5.7 1.1 57.2 86.9 92.4 93.7: 7.6 6.3
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 : 233: 74 31 17 63 83 143 125:
Old : 233: 74 31 17 63 83 143 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 37.9 40.7 51.5 30.1 37.9 40.7 51.5
Old : 30.1 37.9 40.7 51.5 30.1 37.9 40.7 51.5
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 with Delta-adjusted Options and Futures Combined, 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 : 209,343: 127,206 40,145 5,682 41,855 139,933 174,744 185,760: 34,600 23,583
Old : 209,343: 127,206 40,145 5,682 41,855 139,933 174,744 185,760: 34,600 23,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 21,294: 17,628 -3,150 907 1,394 24,230 19,929 21,987: 1,365 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 19.2 2.7 20.0 66.8 83.5 88.7: 16.5 11.3
Old : 100.0: 60.8 19.2 2.7 20.0 66.8 83.5 88.7: 16.5 11.3
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 : 113: 34 38 18 29 30 78 71:
Old : 113: 34 38 18 29 30 78 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 : 47.1 52.1 53.9 62.6 47.1 51.2 53.5 61.8
Old : 47.1 52.1 53.9 62.6 47.1 51.2 53.5 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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