BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 28, 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 : 4,323: 0 93 21 3,772 3,959 3,793 4,073: 530 250
Old : 4,323: 0 93 21 3,772 3,959 3,793 4,073: 530 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 34: 0 8 -3 258 42 255 47: -221 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.5 87.3 91.6 87.7 94.2: 12.3 5.8
Old : 100.0: 0.0 2.2 0.5 87.3 91.6 87.7 94.2: 12.3 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 : 22: 0 2 2 16 12 18 14:
Old : 22: 0 2 2 16 12 18 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 : 54.5 68.8 77.2 87.1 48.4 63.9 68.9 77.9
Old : 54.5 68.8 77.2 87.1 48.4 63.9 68.9 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 28, 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 : 29,188: 4,589 4,276 2,009 16,842 19,308 23,440 25,593: 5,748 3,595
Old : 29,188: 4,589 4,276 2,009 16,842 19,308 23,440 25,593: 5,748 3,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 941: 363 -71 214 208 597 785 740: 156 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 14.6 6.9 57.7 66.2 80.3 87.7: 19.7 12.3
Old : 100.0: 15.7 14.6 6.9 57.7 66.2 80.3 87.7: 19.7 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 23 13 18 29 26 61 48:
Old : 77: 23 13 18 29 26 61 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 : 36.5 44.7 47.8 58.3 36.5 44.3 47.5 57.2
Old : 36.5 44.7 47.8 58.3 36.5 44.3 47.5 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 28, 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 : 230,207: 70,393 60,500 49,148 85,789 88,484 205,330 198,132: 24,877 32,075
Old : 91,603: 44,802 54,788 2,424 36,093 23,068 83,319 80,280: 8,284 11,323
Other: 138,604: 47,590 27,711 24,725 49,696 65,416 122,011 117,852: 16,593 20,752
: : :
: : Changes in Commitments from: August 21, 2012 :
: 5,122: -338 3,547 1,810 2,708 -2,944 4,180 2,413: 942 2,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 26.3 21.3 37.3 38.4 89.2 86.1: 10.8 13.9
Old : 100.0: 48.9 59.8 2.6 39.4 25.2 91.0 87.6: 9.0 12.4
Other: 100.0: 34.3 20.0 17.8 35.9 47.2 88.0 85.0: 12.0 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 93 87 107 50 68 203 223:
Old : 247: 69 109 18 27 46 107 162:
Other: 226: 86 50 64 48 63 164 153:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 16.0 29.2 26.7 16.0 13.6 27.4 21.8
Old : 23.2 17.9 37.9 30.7 23.1 16.1 37.8 28.4
Other: 22.9 19.7 37.5 29.4 21.5 16.4 32.4 24.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 28, 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 : 284,535: 88,314 69,518 44,231 127,570 125,364 260,115 239,113: 24,420 45,422
Old : 284,535: 88,314 69,518 44,231 127,570 125,364 260,115 239,113: 24,420 45,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -3,215: -1,439 1,450 3,715 -5,729 -7,057 -3,453 -1,892: 238 -1,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 24.4 15.5 44.8 44.1 91.4 84.0: 8.6 16.0
Old : 100.0: 31.0 24.4 15.5 44.8 44.1 91.4 84.0: 8.6 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 : 390: 104 117 122 69 131 248 314:
Old : 390: 104 117 122 69 131 248 314:
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 : 22.8 10.4 37.0 18.0 20.1 9.6 34.2 16.2
Old : 22.8 10.4 37.0 18.0 20.1 9.6 34.2 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 28, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,690: 4,480 2,734 792 2,560 4,904 7,832 8,430: 1,858 1,260
Old : 9,690: 4,480 2,734 792 2,560 4,904 7,832 8,430: 1,858 1,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -380: -361 -90 104 356 28 99 42: -479 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 28.2 8.2 26.4 50.6 80.8 87.0: 19.2 13.0
Old : 100.0: 46.2 28.2 8.2 26.4 50.6 80.8 87.0: 19.2 13.0
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 : 95: 41 18 10 19 29 69 50:
Old : 95: 41 18 10 19 29 69 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 35.9 43.0 54.5 25.5 31.7 40.2 47.4
Old : 25.5 35.9 43.0 54.5 25.5 31.7 40.2 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 28, 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 : 38,411: 9,148 12,455 7,693 13,669 5,548 30,510 25,696: 7,901 12,715
Old : 38,411: 9,148 12,455 7,693 13,669 5,548 30,510 25,696: 7,901 12,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 1,837: -28 714 1,354 -18 55 1,308 2,123: 529 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 32.4 20.0 35.6 14.4 79.4 66.9: 20.6 33.1
Old : 100.0: 23.8 32.4 20.0 35.6 14.4 79.4 66.9: 20.6 33.1
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 : 162: 30 54 48 49 45 108 127:
Old : 162: 30 54 48 49 45 108 127:
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 : 16.3 16.3 27.7 23.5 15.0 13.9 24.0 18.7
Old : 16.3 16.3 27.7 23.5 15.0 13.9 24.0 18.7
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 - Futures Only, August 28, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,784: 197 1,807 86 5,942 4,692 6,225 6,585: 559 199
Old : 6,784: 197 1,807 86 5,942 4,692 6,225 6,585: 559 199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 80: -10 39 -16 96 50 70 73: 10 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 26.6 1.3 87.6 69.2 91.8 97.1: 8.2 2.9
Old : 100.0: 2.9 26.6 1.3 87.6 69.2 91.8 97.1: 8.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 8 7 11 11 20 21:
Old : 29: 4 8 7 11 11 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 64.8 86.7 85.1 78.6 63.7 86.2 83.9
Old : 79.1 64.8 86.7 85.1 78.6 63.7 86.2 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, August 28, 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 : 93,449: 6,179 5,866 4,874 82,176 82,311 93,229 93,051: 220 398
Old : 93,449: 6,179 5,866 4,874 82,176 82,311 93,229 93,051: 220 398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 4,347: -604 38 0 4,958 4,319 4,354 4,357: -7 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 6.3 5.2 87.9 88.1 99.8 99.6: 0.2 0.4
Old : 100.0: 6.6 6.3 5.2 87.9 88.1 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 3 2 15 18 18 23:
Old : 25: 3 3 2 15 18 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 60.1 87.3 77.8 57.3 52.4 66.0 61.5
Old : 71.7 60.1 87.3 77.8 57.3 52.4 66.0 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 28, 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 : 163,842: 86,639 25,703 848 32,156 116,124 119,643 142,675: 44,199 21,167
Old : 163,842: 86,639 25,703 848 32,156 116,124 119,643 142,675: 44,199 21,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 13,432: 10,631 562 -186 3,259 12,764 13,704 13,140: -272 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 15.7 0.5 19.6 70.9 73.0 87.1: 27.0 12.9
Old : 100.0: 52.9 15.7 0.5 19.6 70.9 73.0 87.1: 27.0 12.9
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 : 97: 41 19 7 21 29 65 52:
Old : 97: 41 19 7 21 29 65 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 51.4 44.9 65.4 34.7 50.9 44.0 64.6
Old : 34.8 51.4 44.9 65.4 34.7 50.9 44.0 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, August 28, 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 : 55,426: 10,684 22,145 13 33,254 17,308 43,951 39,466: 11,475 15,960
Old : 55,426: 10,684 22,145 13 33,254 17,308 43,951 39,466: 11,475 15,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 807: 4,763 562 -254 -3,927 5,219 582 5,527: 225 -4,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 40.0 0.0 60.0 31.2 79.3 71.2: 20.7 28.8
Old : 100.0: 19.3 40.0 0.0 60.0 31.2 79.3 71.2: 20.7 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 7 12 1 10 12 17 25:
Old : 37: 7 12 1 10 12 17 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 : 60.7 39.5 71.8 54.5 60.7 39.4 71.5 54.4
Old : 60.7 39.5 71.8 54.5 60.7 39.4 71.5 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, August 28, 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 : 221,529: 104,239 9,613 3,037 107,852 206,040 215,128 218,690: 6,401 2,839
Old : 221,529: 104,239 9,613 3,037 107,852 206,040 215,128 218,690: 6,401 2,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -1,243: -2,901 454 726 225 -2,397 -1,950 -1,217: 707 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 4.3 1.4 48.7 93.0 97.1 98.7: 2.9 1.3
Old : 100.0: 47.1 4.3 1.4 48.7 93.0 97.1 98.7: 2.9 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 19 10 20 22 79 47:
Old : 109: 53 19 10 20 22 79 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 : 54.4 63.5 71.4 80.2 54.4 63.5 70.1 76.2
Old : 54.4 63.5 71.4 80.2 54.4 63.5 70.1 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 28, 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 : 117,034: 42,407 40,439 633 46,134 52,243 89,174 93,315: 27,860 23,719
Old : 117,034: 42,407 40,439 633 46,134 52,243 89,174 93,315: 27,860 23,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -1,516: -3,577 2,288 450 -1,222 -268 -4,349 2,470: 2,833 -3,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 34.6 0.5 39.4 44.6 76.2 79.7: 23.8 20.3
Old : 100.0: 36.2 34.6 0.5 39.4 44.6 76.2 79.7: 23.8 20.3
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 : 96: 28 29 6 23 23 53 56:
Old : 96: 28 29 6 23 23 53 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 : 26.4 27.2 41.3 39.6 20.4 21.4 32.9 32.6
Old : 26.4 27.2 41.3 39.6 20.4 21.4 32.9 32.6
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 - Futures Only, August 28, 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 : 149,444: 53,571 32,015 362 73,630 83,302 127,563 115,679: 21,881 33,765
Old : 149,444: 53,571 32,015 362 73,630 83,302 127,563 115,679: 21,881 33,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 7,986: 9,987 -398 -771 -5,032 16,290 4,184 15,121: 3,802 -7,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 21.4 0.2 49.3 55.7 85.4 77.4: 14.6 22.6
Old : 100.0: 35.8 21.4 0.2 49.3 55.7 85.4 77.4: 14.6 22.6
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 : 97: 22 36 5 21 28 47 65:
Old : 97: 22 36 5 21 28 47 65:
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 41.3 62.6 51.2 51.3 41.1 62.2 51.1
Old : 51.3 41.3 62.6 51.2 51.3 41.1 62.2 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 28, 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 : 311,925: 45,927 147,488 3,467 224,688 97,055 274,082 248,010: 37,843 63,915
Old : 311,925: 45,927 147,488 3,467 224,688 97,055 274,082 248,010: 37,843 63,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -9,241: -59 -22,430 554 -7,771 12,039 -7,276 -9,837: -1,965 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 47.3 1.1 72.0 31.1 87.9 79.5: 12.1 20.5
Old : 100.0: 14.7 47.3 1.1 72.0 31.1 87.9 79.5: 12.1 20.5
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 : 192: 43 67 16 52 51 104 125:
Old : 192: 43 67 16 52 51 104 125:
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 : 42.6 33.2 53.3 40.5 41.8 32.4 52.5 39.2
Old : 42.6 33.2 53.3 40.5 41.8 32.4 52.5 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, August 28, 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 : 18,078: 14,076 14,043 499 2,593 2,812 17,168 17,354: 910 724
Old : 18,078: 14,076 14,043 499 2,593 2,812 17,168 17,354: 910 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 1,068: -50 -242 463 299 792 712 1,013: 356 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 77.7 2.8 14.3 15.6 95.0 96.0: 5.0 4.0
Old : 100.0: 77.9 77.7 2.8 14.3 15.6 95.0 96.0: 5.0 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 : 22: 7 4 3 9 6 17 12:
Old : 22: 7 4 3 9 6 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 85.8 87.0 94.3 76.2 81.4 85.2 88.2
Old : 76.4 85.8 87.0 94.3 76.2 81.4 85.2 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, August 28, 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 : 31,374: 18,215 3,986 126 9,294 25,514 27,635 29,626: 3,739 1,748
Old : 31,374: 18,215 3,986 126 9,294 25,514 27,635 29,626: 3,739 1,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -610: -1,620 523 2 1,698 -1,013 80 -488: -690 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 12.7 0.4 29.6 81.3 88.1 94.4: 11.9 5.6
Old : 100.0: 58.1 12.7 0.4 29.6 81.3 88.1 94.4: 11.9 5.6
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 : 55: 22 14 1 12 10 35 24:
Old : 55: 22 14 1 12 10 35 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 : 50.2 76.7 65.8 83.5 50.2 76.7 65.8 83.5
Old : 50.2 76.7 65.8 83.5 50.2 76.7 65.8 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 28, 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 : 7,913,313: 1,277,311 548,667 1,308,515 4,469,968 5,121,895 7,055,794 6,979,077: 857,519 934,236
Old : 7,913,313: 1,277,311 548,667 1,308,515 4,469,968 5,121,895 7,055,794 6,979,077: 857,519 934,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 183,419: 128,379 70,961 -14,075 27,960 88,580 142,264 145,466: 41,155 37,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 6.9 16.5 56.5 64.7 89.2 88.2: 10.8 11.8
Old : 100.0: 16.1 6.9 16.5 56.5 64.7 89.2 88.2: 10.8 11.8
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 : 241: 56 40 74 120 133 217 215:
Old : 241: 56 40 74 120 133 217 215:
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 : 23.5 25.0 36.6 36.8 17.4 20.1 26.2 24.1
Old : 23.5 25.0 36.6 36.8 17.4 20.1 26.2 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, August 28, 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 : 848,540: 81,605 84,500 22,464 597,908 628,238 701,977 735,202: 146,563 113,338
Old : 848,540: 81,605 84,500 22,464 597,908 628,238 701,977 735,202: 146,563 113,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 13,563: 6,726 995 -3,874 11,174 18,872 14,026 15,992: -464 -2,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.0 2.6 70.5 74.0 82.7 86.6: 17.3 13.4
Old : 100.0: 9.6 10.0 2.6 70.5 74.0 82.7 86.6: 17.3 13.4
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 : 566: 108 101 44 239 245 369 369:
Old : 566: 108 101 44 239 245 369 369:
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 : 14.0 11.6 22.6 19.7 11.8 11.1 19.6 19.2
Old : 14.0 11.6 22.6 19.7 11.8 11.1 19.6 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, August 28, 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 : 237,263: 7,487 6,616 5,085 156,232 158,189 168,804 169,890: 68,459 67,373
Old : 237,263: 7,487 6,616 5,085 156,232 158,189 168,804 169,890: 68,459 67,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 1,934: -588 -1,799 -392 3,460 4,577 2,480 2,386: -546 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.8 2.1 65.8 66.7 71.1 71.6: 28.9 28.4
Old : 100.0: 3.2 2.8 2.1 65.8 66.7 71.1 71.6: 28.9 28.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 6 6 4 59 51 67 60:
Old : 98: 6 6 4 59 51 67 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 : 22.3 18.3 33.8 30.0 21.2 17.2 30.7 28.9
Old : 22.3 18.3 33.8 30.0 21.2 17.2 30.7 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, August 28, 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 : 3,056,383: 389,887 408,716 67,598 2,208,379 2,350,245 2,665,864 2,826,559: 390,519 229,824
Old : 3,056,383: 389,887 408,716 67,598 2,208,379 2,350,245 2,665,864 2,826,559: 390,519 229,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 58,144: 24,102 1,500 -4,942 38,572 71,473 57,732 68,031: 412 -9,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 13.4 2.2 72.3 76.9 87.2 92.5: 12.8 7.5
Old : 100.0: 12.8 13.4 2.2 72.3 76.9 87.2 92.5: 12.8 7.5
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 : 539: 106 101 40 211 223 337 344:
Old : 539: 106 101 40 211 223 337 344:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 13.8 27.4 22.2 15.0 13.5 24.3 21.6
Old : 16.4 13.8 27.4 22.2 15.0 13.5 24.3 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, August 28, 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 : 120,045: 16,394 2,500 902 91,718 112,338 109,014 115,740: 11,031 4,305
Old : 120,045: 16,394 2,500 902 91,718 112,338 109,014 115,740: 11,031 4,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 4,144: 1,486 -61 902 1,534 3,651 3,922 4,492: 222 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 2.1 0.8 76.4 93.6 90.8 96.4: 9.2 3.6
Old : 100.0: 13.7 2.1 0.8 76.4 93.6 90.8 96.4: 9.2 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 : 103: 19 3 1 56 37 75 41:
Old : 103: 19 3 1 56 37 75 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 : 30.8 44.7 46.7 62.5 30.8 44.7 45.7 62.5
Old : 30.8 44.7 46.7 62.5 30.8 44.7 45.7 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, August 28, 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 : 110,549: 32,843 5,145 917 63,628 96,613 97,389 102,675: 13,160 7,874
Old : 110,549: 32,843 5,145 917 63,628 96,613 97,389 102,675: 13,160 7,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 8,632: 2,416 -919 -35 4,645 7,709 7,025 6,755: 1,607 1,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 4.7 0.8 57.6 87.4 88.1 92.9: 11.9 7.1
Old : 100.0: 29.7 4.7 0.8 57.6 87.4 88.1 92.9: 11.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 77 27 11 71 83 152 118:
Old : 239: 77 27 11 71 83 152 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 42.4 37.1 55.0 26.4 38.4 35.2 49.0
Old : 27.4 42.4 37.1 55.0 26.4 38.4 35.2 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, August 28, 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 : 18,498: 486 1,231 0 11,258 16,320 11,744 17,551: 6,754 947
Old : 18,498: 486 1,231 0 11,258 16,320 11,744 17,551: 6,754 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 4,518: -253 0 0 2,877 4,213 2,624 4,213: 1,894 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 6.7 0.0 60.9 88.2 63.5 94.9: 36.5 5.1
Old : 100.0: 2.6 6.7 0.0 60.9 88.2 63.5 94.9: 36.5 5.1
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 : 23: 1 2 0 10 10 11 12:
Old : 23: 1 2 0 10 10 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 68.1 57.9 86.7 45.8 68.1 57.9 86.7
Old : 45.8 68.1 57.9 86.7 45.8 68.1 57.9 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, August 28, 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 : 460,255: 165,728 23,515 643 261,852 401,463 428,223 425,621: 32,032 34,634
Old : 460,255: 165,728 23,515 643 261,852 401,463 428,223 425,621: 32,032 34,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 20,572: 13,318 -4,620 -149 8,838 17,481 22,007 12,712: -1,435 7,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 5.1 0.1 56.9 87.2 93.0 92.5: 7.0 7.5
Old : 100.0: 36.0 5.1 0.1 56.9 87.2 93.0 92.5: 7.0 7.5
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 : 238: 78 27 9 64 81 144 115:
Old : 238: 78 27 9 64 81 144 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 39.9 42.0 54.9 31.4 39.9 42.0 54.9
Old : 31.4 39.9 42.0 54.9 31.4 39.9 42.0 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 28, 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 : 190,631: 124,137 46,065 274 35,887 124,144 160,298 170,483: 30,333 20,148
Old : 190,631: 124,137 46,065 274 35,887 124,144 160,298 170,483: 30,333 20,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -4,662: -3,363 5,447 21 1,289 -9,384 -2,053 -3,916: -2,609 -746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 24.2 0.1 18.8 65.1 84.1 89.4: 15.9 10.6
Old : 100.0: 65.1 24.2 0.1 18.8 65.1 84.1 89.4: 15.9 10.6
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 : 111: 36 36 7 25 23 65 62:
Old : 111: 36 36 7 25 23 65 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 54.5 60.1 66.9 51.9 53.9 60.1 66.3
Old : 51.9 54.5 60.1 66.9 51.9 53.9 60.1 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, August 28, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 31,129: 2,600 11,623 0 21,124 4,774 23,724 16,397: 7,405 14,732
Old : 31,129: 2,600 11,623 0 21,124 4,774 23,724 16,397: 7,405 14,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 1,033: 267 200 0 759 109 1,026 309: 7 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 37.3 0.0 67.9 15.3 76.2 52.7: 23.8 47.3
Old : 100.0: 8.4 37.3 0.0 67.9 15.3 76.2 52.7: 23.8 47.3
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 : 33: 6 5 0 19 5 25 10:
Old : 33: 6 5 0 19 5 25 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 : 39.6 46.4 53.2 50.9 39.6 46.4 53.2 50.8
Old : 39.6 46.4 53.2 50.9 39.6 46.4 53.2 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, August 28, 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 : 49,291: 11,855 6,232 1,175 31,268 13,536 44,298 20,943: 4,993 28,348
Old : 49,291: 11,855 6,232 1,175 31,268 13,536 44,298 20,943: 4,993 28,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -959: -737 -125 234 1,085 -857 582 -748: -1,541 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 12.6 2.4 63.4 27.5 89.9 42.5: 10.1 57.5
Old : 100.0: 24.1 12.6 2.4 63.4 27.5 89.9 42.5: 10.1 57.5
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 : 51: 13 6 2 23 17 37 24:
Old : 51: 13 6 2 23 17 37 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 : 34.1 23.9 53.0 32.4 33.1 22.3 50.6 28.4
Old : 34.1 23.9 53.0 32.4 33.1 22.3 50.6 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2012