BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,257: 0 167 42 3,691 3,790 3,733 3,999: 524 258
Old : 4,257: 0 167 42 3,691 3,790 3,733 3,999: 524 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 89: 0 80 37 55 62 92 179: -3 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 1.0 86.7 89.0 87.7 93.9: 12.3 6.1
Old : 100.0: 0.0 3.9 1.0 86.7 89.0 87.7 93.9: 12.3 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 : 21: 0 4 2 12 10 14 14:
Old : 21: 0 4 2 12 10 14 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 : 65.9 70.0 82.7 87.3 65.9 67.6 81.4 83.8
Old : 65.9 70.0 82.7 87.3 65.9 67.6 81.4 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 24,439: 4,316 4,165 1,053 14,345 15,794 19,714 21,012: 4,725 3,427
Old : 24,439: 4,316 4,165 1,053 14,345 15,794 19,714 21,012: 4,725 3,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 1,631: 428 294 23 991 1,501 1,442 1,818: 189 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 17.0 4.3 58.7 64.6 80.7 86.0: 19.3 14.0
Old : 100.0: 17.7 17.0 4.3 58.7 64.6 80.7 86.0: 19.3 14.0
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 : 75: 18 17 13 25 25 50 48:
Old : 75: 18 17 13 25 25 50 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 41.4 55.0 56.8 42.1 40.7 53.1 55.7
Old : 42.1 41.4 55.0 56.8 42.1 40.7 53.1 55.7
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 - Futures Only, July 17, 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 : 221,894: 68,380 45,713 39,275 91,544 104,423 199,199 189,411: 22,695 32,483
Old : 114,524: 51,662 45,297 10,174 41,686 43,154 103,522 98,625: 11,002 15,899
Other: 107,370: 35,608 19,306 10,211 49,858 61,269 95,677 90,786: 11,693 16,584
: : :
: : Changes in Commitments from: July 10, 2012 :
: -20,705: -6,873 4,264 -4,238 -5,059 -16,318 -16,170 -16,292: -4,535 -4,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 20.6 17.7 41.3 47.1 89.8 85.4: 10.2 14.6
Old : 100.0: 45.1 39.6 8.9 36.4 37.7 90.4 86.1: 9.6 13.9
Other: 100.0: 33.2 18.0 9.5 46.4 57.1 89.1 84.6: 10.9 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 89 73 80 56 80 192 200:
Old : 248: 72 90 46 34 68 136 176:
Other: 179: 53 34 34 46 67 118 123:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 17.8 31.3 25.6 17.6 17.7 30.5 25.2
Old : 21.4 15.8 34.9 25.0 21.2 15.7 34.6 24.7
Other: 23.9 19.9 39.7 30.5 23.5 19.8 37.0 29.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 17, 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 : 302,765: 93,876 72,386 46,772 136,591 135,074 277,239 254,232: 25,526 48,533
Old : 302,765: 93,876 72,386 46,772 136,591 135,074 277,239 254,232: 25,526 48,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 1,804: -3,450 188 3,629 2,544 -4,653 2,723 -836: -919 2,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 23.9 15.4 45.1 44.6 91.6 84.0: 8.4 16.0
Old : 100.0: 31.0 23.9 15.4 45.1 44.6 91.6 84.0: 8.4 16.0
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 : 366: 105 92 115 81 139 241 306:
Old : 366: 105 92 115 81 139 241 306:
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 : 20.5 13.0 34.3 19.7 20.4 12.9 34.1 19.4
Old : 20.5 13.0 34.3 19.7 20.4 12.9 34.1 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, July 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,468: 3,623 2,891 692 1,875 2,601 6,190 6,184: 1,278 1,284
Old : 7,468: 3,623 2,891 692 1,875 2,601 6,190 6,184: 1,278 1,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 356: 242 56 196 -65 147 373 399: -17 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 38.7 9.3 25.1 34.8 82.9 82.8: 17.1 17.2
Old : 100.0: 48.5 38.7 9.3 25.1 34.8 82.9 82.8: 17.1 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 32 22 10 15 23 56 47:
Old : 82: 32 22 10 15 23 56 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 : 33.6 25.1 51.8 40.9 33.6 23.0 50.9 37.2
Old : 33.6 25.1 51.8 40.9 33.6 23.0 50.9 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, July 17, 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 : 37,391: 9,350 9,636 6,039 14,320 5,678 29,709 21,353: 7,682 16,038
Old : 37,391: 9,350 9,636 6,039 14,320 5,678 29,709 21,353: 7,682 16,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 945: -876 523 507 1,614 -717 1,245 313: -300 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 25.8 16.2 38.3 15.2 79.5 57.1: 20.5 42.9
Old : 100.0: 25.0 25.8 16.2 38.3 15.2 79.5 57.1: 20.5 42.9
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 : 173: 38 54 48 52 45 118 125:
Old : 173: 38 54 48 52 45 118 125:
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 : 15.3 8.3 26.2 14.3 14.8 7.4 23.9 12.3
Old : 15.3 8.3 26.2 14.3 14.8 7.4 23.9 12.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, July 17, 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 : 7,577: 163 2,502 71 6,722 4,808 6,956 7,381: 621 196
Old : 7,577: 163 2,502 71 6,722 4,808 6,956 7,381: 621 196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 39: 42 -142 10 15 235 67 103: -28 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 33.0 0.9 88.7 63.5 91.8 97.4: 8.2 2.6
Old : 100.0: 2.2 33.0 0.9 88.7 63.5 91.8 97.4: 8.2 2.6
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 : 29: 4 7 7 11 12 19 22:
Old : 29: 4 7 7 11 12 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.0 68.9 88.4 86.4 82.0 68.7 87.1 84.5
Old : 82.0 68.9 88.4 86.4 82.0 68.7 87.1 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, July 17, 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 : 103,812: 4,294 6,482 4,874 94,426 91,731 103,594 103,087: 218 725
Old : 103,812: 4,294 6,482 4,874 94,426 91,731 103,594 103,087: 218 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -25: 0 126 0 -5 -133 -5 -7: -20 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 6.2 4.7 91.0 88.4 99.8 99.3: 0.2 0.7
Old : 100.0: 4.1 6.2 4.7 91.0 88.4 99.8 99.3: 0.2 0.7
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 : 23: 2 3 2 15 15 17 20:
Old : 23: 2 3 2 15 15 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 : 75.8 64.2 90.4 81.5 48.9 45.1 56.0 53.3
Old : 75.8 64.2 90.4 81.5 48.9 45.1 56.0 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, July 17, 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 : 103,963: 23,628 24,836 1,066 50,361 50,189 75,055 76,091: 28,908 27,872
Old : 103,963: 23,628 24,836 1,066 50,361 50,189 75,055 76,091: 28,908 27,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 3,357: -1,045 4,501 110 4,238 -771 3,303 3,840: 54 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 23.9 1.0 48.4 48.3 72.2 73.2: 27.8 26.8
Old : 100.0: 22.7 23.9 1.0 48.4 48.3 72.2 73.2: 27.8 26.8
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 : 72: 20 22 6 19 22 44 45:
Old : 72: 20 22 6 19 22 44 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 44.9 48.5 55.3 34.9 44.2 45.6 52.1
Old : 36.4 44.9 48.5 55.3 34.9 44.2 45.6 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, July 17, 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 : 62,836: 6,209 29,299 0 48,238 8,394 54,447 37,693: 8,389 25,143
Old : 62,836: 6,209 29,299 0 48,238 8,394 54,447 37,693: 8,389 25,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 4,719: 394 5,900 0 4,486 -323 4,880 5,577: -161 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 46.6 0.0 76.8 13.4 86.6 60.0: 13.4 40.0
Old : 100.0: 9.9 46.6 0.0 76.8 13.4 86.6 60.0: 13.4 40.0
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 : 42: 8 19 0 10 8 18 27:
Old : 42: 8 19 0 10 8 18 27:
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 : 71.1 30.3 78.3 40.5 71.1 30.3 78.0 40.5
Old : 71.1 30.3 78.3 40.5 71.1 30.3 78.0 40.5
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 - Futures Only, July 17, 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 : 159,971: 60,772 25,783 806 94,067 129,183 155,645 155,772: 4,326 4,199
Old : 159,971: 60,772 25,783 806 94,067 129,183 155,645 155,772: 4,326 4,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 17,502: 12,205 2,438 -322 5,065 15,430 16,948 17,546: 554 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 16.1 0.5 58.8 80.8 97.3 97.4: 2.7 2.6
Old : 100.0: 38.0 16.1 0.5 58.8 80.8 97.3 97.4: 2.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 37 27 7 13 23 52 56:
Old : 98: 37 27 7 13 23 52 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 : 59.9 51.3 82.6 71.5 59.9 51.3 81.6 71.5
Old : 59.9 51.3 82.6 71.5 59.9 51.3 81.6 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, July 17, 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 : 116,976: 33,896 41,349 875 65,425 43,877 100,196 86,101: 16,780 30,875
Old : 116,976: 33,896 41,349 875 65,425 43,877 100,196 86,101: 16,780 30,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -640: 1,092 923 -5 -614 -514 473 404: -1,113 -1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 35.3 0.7 55.9 37.5 85.7 73.6: 14.3 26.4
Old : 100.0: 29.0 35.3 0.7 55.9 37.5 85.7 73.6: 14.3 26.4
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 : 88: 13 36 6 24 25 41 63:
Old : 88: 13 36 6 24 25 41 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 23.2 60.9 33.3 39.1 16.7 53.8 25.9
Old : 39.7 23.2 60.9 33.3 39.1 16.7 53.8 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, July 17, 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 : 121,806: 36,734 25,613 294 67,719 61,020 104,747 86,927: 17,059 34,879
Old : 121,806: 36,734 25,613 294 67,719 61,020 104,747 86,927: 17,059 34,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 6,284: 3,814 1,645 86 943 4,753 4,843 6,484: 1,441 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 21.0 0.2 55.6 50.1 86.0 71.4: 14.0 28.6
Old : 100.0: 30.2 21.0 0.2 55.6 50.1 86.0 71.4: 14.0 28.6
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 : 85: 22 30 5 17 22 42 54:
Old : 85: 22 30 5 17 22 42 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 36.1 65.5 46.4 54.3 36.1 64.8 46.4
Old : 54.4 36.1 65.5 46.4 54.3 36.1 64.8 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, July 17, 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 : 323,228: 31,821 199,070 2,384 254,350 51,144 288,555 252,598: 34,673 70,630
Old : 323,228: 31,821 199,070 2,384 254,350 51,144 288,555 252,598: 34,673 70,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -3,146: -4,588 -3,044 -121 2,462 1,720 -2,247 -1,445: -899 -1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 61.6 0.7 78.7 15.8 89.3 78.1: 10.7 21.9
Old : 100.0: 9.8 61.6 0.7 78.7 15.8 89.3 78.1: 10.7 21.9
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 : 192: 29 85 15 50 46 90 135:
Old : 192: 29 85 15 50 46 90 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 32.6 58.6 41.3 43.8 32.6 58.1 41.3
Old : 44.3 32.6 58.6 41.3 43.8 32.6 58.1 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, July 17, 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 : 16,330: 12,965 13,907 72 2,895 1,541 15,932 15,520: 398 810
Old : 16,330: 12,965 13,907 72 2,895 1,541 15,932 15,520: 398 810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -1,146: -1,604 -1,198 -3 453 -8 -1,154 -1,209: 8 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 85.2 0.4 17.7 9.4 97.6 95.0: 2.4 5.0
Old : 100.0: 79.4 85.2 0.4 17.7 9.4 97.6 95.0: 2.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 5 2 8 5 14 11:
Old : 21: 5 5 2 8 5 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 85.7 94.2 93.1 85.4 85.2 93.8 91.9
Old : 85.8 85.7 94.2 93.1 85.4 85.2 93.8 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, July 17, 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 : 23,328: 10,986 4,047 134 8,749 17,052 19,869 21,233: 3,459 2,095
Old : 23,328: 10,986 4,047 134 8,749 17,052 19,869 21,233: 3,459 2,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 972: -448 -1,796 0 1,692 2,281 1,244 485: -272 487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 17.3 0.6 37.5 73.1 85.2 91.0: 14.8 9.0
Old : 100.0: 47.1 17.3 0.6 37.5 73.1 85.2 91.0: 14.8 9.0
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 : 42: 15 13 1 4 10 20 23:
Old : 42: 15 13 1 4 10 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 : 61.9 65.2 76.4 78.3 61.9 65.2 76.4 78.3
Old : 61.9 65.2 76.4 78.3 61.9 65.2 76.4 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, July 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 7,867,261: 1,351,312 699,768 1,147,202 4,442,208 5,036,903 6,940,722 6,883,873: 926,539 983,388
Old : 7,867,261: 1,351,312 699,768 1,147,202 4,442,208 5,036,903 6,940,722 6,883,873: 926,539 983,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 81,787: 113,443 -70,587 -4,509 -71,153 128,902 37,781 53,806: 44,006 27,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 8.9 14.6 56.5 64.0 88.2 87.5: 11.8 12.5
Old : 100.0: 17.2 8.9 14.6 56.5 64.0 88.2 87.5: 11.8 12.5
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 : 237: 54 44 67 120 126 214 203:
Old : 237: 54 44 67 120 126 214 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 25.7 35.0 37.0 17.2 19.8 27.5 25.2
Old : 22.1 25.7 35.0 37.0 17.2 19.8 27.5 25.2
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 - Futures Only, July 17, 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 : 801,482: 67,232 85,482 21,906 557,976 568,474 647,114 675,863: 154,368 125,619
Old : 801,482: 67,232 85,482 21,906 557,976 568,474 647,114 675,863: 154,368 125,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 7,456: -955 -8,576 -1,330 5,346 13,889 3,060 3,983: 4,395 3,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.7 2.7 69.6 70.9 80.7 84.3: 19.3 15.7
Old : 100.0: 8.4 10.7 2.7 69.6 70.9 80.7 84.3: 19.3 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 : 550: 101 100 50 232 237 359 362:
Old : 550: 101 100 50 232 237 359 362:
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 : 14.7 12.8 23.4 22.5 12.7 12.4 20.6 21.8
Old : 14.7 12.8 23.4 22.5 12.7 12.4 20.6 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, July 17, 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 : 239,779: 9,176 6,456 4,971 157,532 148,023 171,679 159,450: 68,100 80,329
Old : 239,779: 9,176 6,456 4,971 157,532 148,023 171,679 159,450: 68,100 80,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 4,939: 345 -2,083 -824 4,056 4,908 3,577 2,001: 1,362 2,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 2.7 2.1 65.7 61.7 71.6 66.5: 28.4 33.5
Old : 100.0: 3.8 2.7 2.1 65.7 61.7 71.6 66.5: 28.4 33.5
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 : 104: 9 10 6 63 47 76 60:
Old : 104: 9 10 6 63 47 76 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 : 23.9 20.7 35.7 32.6 22.6 19.3 32.7 31.2
Old : 23.9 20.7 35.7 32.6 22.6 19.3 32.7 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, July 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,808,514: 321,426 426,280 53,528 2,002,221 2,102,255 2,377,175 2,582,063: 431,339 226,451
Old : 2,808,514: 321,426 426,280 53,528 2,002,221 2,102,255 2,377,175 2,582,063: 431,339 226,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 12,583: -16,106 -42,068 7,075 6,448 44,903 -2,583 9,910: 15,166 2,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 15.2 1.9 71.3 74.9 84.6 91.9: 15.4 8.1
Old : 100.0: 11.4 15.2 1.9 71.3 74.9 84.6 91.9: 15.4 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 521: 101 98 43 203 219 326 338:
Old : 521: 101 98 43 203 219 326 338:
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 : 17.3 14.9 28.3 25.3 16.1 14.5 24.7 24.8
Old : 17.3 14.9 28.3 25.3 16.1 14.5 24.7 24.8
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 - Futures Only, July 17, 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 : 107,748: 11,979 5,957 93 86,244 97,333 98,316 103,383: 9,432 4,365
Old : 107,748: 11,979 5,957 93 86,244 97,333 98,316 103,383: 9,432 4,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 2,610: 481 294 -876 1,756 3,121 1,361 2,539: 1,249 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 5.5 0.1 80.0 90.3 91.2 95.9: 8.8 4.1
Old : 100.0: 11.1 5.5 0.1 80.0 90.3 91.2 95.9: 8.8 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 : 96: 12 7 1 51 36 64 43:
Old : 96: 12 7 1 51 36 64 43:
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 : 30.9 45.3 45.8 64.3 30.9 45.3 45.7 64.3
Old : 30.9 45.3 45.8 64.3 30.9 45.3 45.7 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, July 17, 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 : 67,892: 12,765 4,318 262 49,037 60,851 62,064 65,431: 5,828 2,461
Old : 67,892: 12,765 4,318 262 49,037 60,851 62,064 65,431: 5,828 2,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -1,897: -2,013 -1,027 -231 68 -282 -2,176 -1,540: 279 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 6.4 0.4 72.2 89.6 91.4 96.4: 8.6 3.6
Old : 100.0: 18.8 6.4 0.4 72.2 89.6 91.4 96.4: 8.6 3.6
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 : 214: 56 26 12 64 86 124 120:
Old : 214: 56 26 12 64 86 124 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 36.5 50.4 51.3 39.7 36.5 50.4 51.3
Old : 39.7 36.5 50.4 51.3 39.7 36.5 50.4 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, July 17, 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 : 339,460: 63,824 21,590 1,309 245,185 304,254 310,318 327,153: 29,142 12,307
Old : 339,460: 63,824 21,590 1,309 245,185 304,254 310,318 327,153: 29,142 12,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -9,484: -10,066 -5,134 -1,155 342 -1,409 -10,879 -7,698: 1,395 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 6.4 0.4 72.2 89.6 91.4 96.4: 8.6 3.6
Old : 100.0: 18.8 6.4 0.4 72.2 89.6 91.4 96.4: 8.6 3.6
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 : 214: 56 26 12 64 86 124 120:
Old : 214: 56 26 12 64 86 124 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 36.5 50.4 51.3 39.7 36.5 50.4 51.3
Old : 39.7 36.5 50.4 51.3 39.7 36.5 50.4 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, July 17, 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 : 122,934: 50,981 37,050 111 50,901 61,841 101,993 99,002: 20,941 23,932
Old : 122,934: 50,981 37,050 111 50,901 61,841 101,993 99,002: 20,941 23,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 1,699: -3,737 1,397 -6 2,536 132 -1,207 1,523: 2,906 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 30.1 0.1 41.4 50.3 83.0 80.5: 17.0 19.5
Old : 100.0: 41.5 30.1 0.1 41.4 50.3 83.0 80.5: 17.0 19.5
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 : 80: 17 31 2 17 22 36 53:
Old : 80: 17 31 2 17 22 36 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 : 46.4 46.0 60.5 56.6 46.4 45.4 60.5 56.0
Old : 46.4 46.0 60.5 56.6 46.4 45.4 60.5 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, July 17, 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 : 29,531: 2,607 9,829 0 20,676 5,415 23,283 15,244: 6,248 14,287
Old : 29,531: 2,607 9,829 0 20,676 5,415 23,283 15,244: 6,248 14,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: -149: -6 265 0 -380 176 -386 441: 237 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 33.3 0.0 70.0 18.3 78.8 51.6: 21.2 48.4
Old : 100.0: 8.8 33.3 0.0 70.0 18.3 78.8 51.6: 21.2 48.4
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 : 35: 6 6 0 18 7 24 13:
Old : 35: 6 6 0 18 7 24 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 40.2 57.5 47.0 43.9 40.2 57.5 47.0
Old : 43.9 40.2 57.5 47.0 43.9 40.2 57.5 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, July 17, 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 : 44,945: 10,882 5,888 947 28,071 13,141 39,900 19,976: 5,045 24,969
Old : 44,945: 10,882 5,888 947 28,071 13,141 39,900 19,976: 5,045 24,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 3,878: 78 390 -104 3,514 1,343 3,488 1,629: 390 2,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 13.1 2.1 62.5 29.2 88.8 44.4: 11.2 55.6
Old : 100.0: 24.2 13.1 2.1 62.5 29.2 88.8 44.4: 11.2 55.6
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 : 53: 14 7 2 21 16 36 24:
Old : 53: 14 7 2 21 16 36 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 : 32.0 27.3 49.1 33.2 30.9 24.5 47.7 30.1
Old : 32.0 27.3 49.1 33.2 30.9 24.5 47.7 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2012