BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,695: 165 655 2 2,884 2,817 3,051 3,474: 644 221
Old : 3,695: 165 655 2 2,884 2,817 3,051 3,474: 644 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -508: -101 -211 -1 -339 -289 -441 -501: -67 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 17.7 0.1 78.1 76.2 82.6 94.0: 17.4 6.0
Old : 100.0: 4.5 17.7 0.1 78.1 76.2 82.6 94.0: 17.4 6.0
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 : 24: 2 3 2 11 13 14 17:
Old : 24: 2 3 2 11 13 14 17:
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 : 58.1 56.1 78.3 76.5 58.0 54.7 76.1 74.9
Old : 58.1 56.1 78.3 76.5 58.0 54.7 76.1 74.9
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,474: 7,417 6,593 1,383 19,406 22,322 28,206 30,298: 6,268 4,176
Old : 34,474: 7,417 6,593 1,383 19,406 22,322 28,206 30,298: 6,268 4,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -4,290: -1,775 883 -889 -1,543 -3,411 -4,207 -3,417: -83 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 19.1 4.0 56.3 64.8 81.8 87.9: 18.2 12.1
Old : 100.0: 21.5 19.1 4.0 56.3 64.8 81.8 87.9: 18.2 12.1
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 : 80: 19 12 16 32 30 60 51:
Old : 80: 19 12 16 32 30 60 51:
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 : 42.5 37.7 52.8 56.5 42.5 36.7 52.5 55.4
Old : 42.5 37.7 52.8 56.5 42.5 36.7 52.5 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 259,166: 76,904 48,087 47,232 106,458 122,872 230,594 218,191: 28,572 40,975
Old : 108,390: 51,417 50,402 4,089 43,146 38,221 98,652 92,712: 9,738 15,678
Other: 150,776: 57,486 29,684 11,144 63,312 84,651 131,942 125,479: 18,834 25,297
: : :
: : Changes in Commitments from: August 2, 2011 :
: -853: -554 -419 178 927 -224 551 -465: -1,404 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 18.6 18.2 41.1 47.4 89.0 84.2: 11.0 15.8
Old : 100.0: 47.4 46.5 3.8 39.8 35.3 91.0 85.5: 9.0 14.5
Other: 100.0: 38.1 19.7 7.4 42.0 56.1 87.5 83.2: 12.5 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 110 63 105 57 81 226 210:
Old : 271: 87 93 34 28 72 137 177:
Other: 221: 77 44 49 51 74 159 145:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 21.3 30.2 29.4 18.4 18.6 29.6 26.5
Old : 23.2 13.4 34.3 22.4 23.2 13.1 34.3 21.6
Other: 21.6 27.4 34.5 37.0 21.5 25.2 33.7 34.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 306,631: 88,013 52,852 38,812 157,322 157,673 284,147 249,337: 22,484 57,294
Old : 306,631: 88,013 52,852 38,812 157,322 157,673 284,147 249,337: 22,484 57,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -4,531: -3,828 -8,623 399 1,071 1,571 -2,358 -6,653: -2,173 2,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 17.2 12.7 51.3 51.4 92.7 81.3: 7.3 18.7
Old : 100.0: 28.7 17.2 12.7 51.3 51.4 92.7 81.3: 7.3 18.7
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 : 371: 78 102 107 77 156 231 304:
Old : 371: 78 102 107 77 156 231 304:
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 : 26.6 13.1 39.8 20.5 26.6 13.0 39.4 19.8
Old : 26.6 13.1 39.8 20.5 26.6 13.0 39.4 19.8
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,029: 4,158 4,907 1,481 3,326 2,002 8,965 8,390: 2,064 2,639
Old : 11,029: 4,158 4,907 1,481 3,326 2,002 8,965 8,390: 2,064 2,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 336: 312 752 -56 -23 -691 233 5: 103 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 44.5 13.4 30.2 18.2 81.3 76.1: 18.7 23.9
Old : 100.0: 37.7 44.5 13.4 30.2 18.2 81.3 76.1: 18.7 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 24 34 21 19 21 59 72:
Old : 96: 24 34 21 19 21 59 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 20.0 51.9 32.7 37.3 20.0 49.4 32.1
Old : 37.3 20.0 51.9 32.7 37.3 20.0 49.4 32.1
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,487: 11,141 5,944 4,167 10,166 7,380 25,474 17,491: 8,013 15,996
Old : 33,487: 11,141 5,944 4,167 10,166 7,380 25,474 17,491: 8,013 15,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -4,740: -2,661 -253 -633 -803 -1,354 -4,097 -2,240: -643 -2,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 17.8 12.4 30.4 22.0 76.1 52.2: 23.9 47.8
Old : 100.0: 33.3 17.8 12.4 30.4 22.0 76.1 52.2: 23.9 47.8
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 : 151: 43 28 40 43 59 109 112:
Old : 151: 43 28 40 43 59 109 112:
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 : 20.4 9.9 32.1 15.0 20.0 9.1 30.7 13.1
Old : 20.4 9.9 32.1 15.0 20.0 9.1 30.7 13.1
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 107,240: 12,354 1,439 2,009 91,209 102,494 105,572 105,942: 1,668 1,298
Old : 107,240: 12,354 1,439 2,009 91,209 102,494 105,572 105,942: 1,668 1,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 1,061: -4,882 1,380 0 4,746 -1,570 -136 -190: 1,197 1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 1.3 1.9 85.1 95.6 98.4 98.8: 1.6 1.2
Old : 100.0: 11.5 1.3 1.9 85.1 95.6 98.4 98.8: 1.6 1.2
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 : 28: 8 1 2 17 15 26 17:
Old : 28: 8 1 2 17 15 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 64.5 83.1 83.2 61.4 52.1 67.6 62.8
Old : 68.9 64.5 83.1 83.2 61.4 52.1 67.6 62.8
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 118,973: 38,872 15,168 97 35,943 80,076 74,912 95,341: 44,061 23,632
Old : 118,973: 38,872 15,168 97 35,943 80,076 74,912 95,341: 44,061 23,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -14,177: -18,610 -1,277 27 8,350 -17,816 -10,233 -19,066: -3,944 4,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 12.7 0.1 30.2 67.3 63.0 80.1: 37.0 19.9
Old : 100.0: 32.7 12.7 0.1 30.2 67.3 63.0 80.1: 37.0 19.9
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 : 84: 27 16 3 28 26 57 43:
Old : 84: 27 16 3 28 26 57 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 : 26.4 35.9 35.7 51.1 26.2 35.3 34.2 50.4
Old : 26.4 35.9 35.7 51.1 26.2 35.3 34.2 50.4
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,055: 14,449 9,794 27 15,742 27,315 30,218 37,136: 22,837 15,919
Old : 53,055: 14,449 9,794 27 15,742 27,315 30,218 37,136: 22,837 15,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -3,856: -11,144 -3,458 14 8,243 385 -2,887 -3,059: -969 -797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 18.5 0.1 29.7 51.5 57.0 70.0: 43.0 30.0
Old : 100.0: 27.2 18.5 0.1 29.7 51.5 57.0 70.0: 43.0 30.0
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 : 50: 14 16 3 13 12 28 30:
Old : 50: 14 16 3 13 12 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 40.1 36.2 51.6 24.9 39.8 36.2 51.4
Old : 24.9 40.1 36.2 51.6 24.9 39.8 36.2 51.4
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,845: 56,912 15,619 2,113 50,510 92,781 109,535 110,513: 8,310 7,332
Old : 117,845: 56,912 15,619 2,113 50,510 92,781 109,535 110,513: 8,310 7,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -12,395: -39,245 7,946 1,881 24,386 -27,145 -12,978 -17,318: 583 4,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 13.3 1.8 42.9 78.7 92.9 93.8: 7.1 6.2
Old : 100.0: 48.3 13.3 1.8 42.9 78.7 92.9 93.8: 7.1 6.2
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 : 99: 38 25 4 21 18 63 44:
Old : 99: 38 25 4 21 18 63 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 59.1 66.1 74.7 47.9 59.0 66.1 74.3
Old : 47.9 59.1 66.1 74.7 47.9 59.0 66.1 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 105,544: 41,290 41,045 84 37,132 43,475 78,506 84,604: 27,038 20,940
Old : 105,544: 41,290 41,045 84 37,132 43,475 78,506 84,604: 27,038 20,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 2,372: -1,976 2,918 -483 4,421 300 1,962 2,735: 410 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 38.9 0.1 35.2 41.2 74.4 80.2: 25.6 19.8
Old : 100.0: 39.1 38.9 0.1 35.2 41.2 74.4 80.2: 25.6 19.8
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 : 85: 30 19 4 20 26 51 48:
Old : 85: 30 19 4 20 26 51 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 : 18.7 34.2 32.7 46.2 18.7 33.7 32.2 45.4
Old : 18.7 34.2 32.7 46.2 18.7 33.7 32.2 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 119,904: 53,386 11,237 24 33,208 83,110 86,618 94,371: 33,286 25,533
Old : 119,904: 53,386 11,237 24 33,208 83,110 86,618 94,371: 33,286 25,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -28,984: -25,469 -8,785 -237 1,666 -13,296 -24,040 -22,318: -4,944 -6,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 9.4 0.0 27.7 69.3 72.2 78.7: 27.8 21.3
Old : 100.0: 44.5 9.4 0.0 27.7 69.3 72.2 78.7: 27.8 21.3
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 : 76: 27 15 3 23 21 51 38:
Old : 76: 27 15 3 23 21 51 38:
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 44.3 45.0 59.8 34.1 44.1 45.0 59.3
Old : 34.1 44.3 45.0 59.8 34.1 44.1 45.0 59.3
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 183,571: 49,029 57,302 2,107 86,027 81,060 137,163 140,469: 46,408 43,102
Old : 183,571: 49,029 57,302 2,107 86,027 81,060 137,163 140,469: 46,408 43,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -7,151: -9,284 752 1,041 878 -10,188 -7,365 -8,395: 214 1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 31.2 1.1 46.9 44.2 74.7 76.5: 25.3 23.5
Old : 100.0: 26.7 31.2 1.1 46.9 44.2 74.7 76.5: 25.3 23.5
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 : 167: 39 49 20 49 52 97 112:
Old : 167: 39 49 20 49 52 97 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 21.5 31.6 30.3 19.0 19.5 31.3 28.3
Old : 19.1 21.5 31.6 30.3 19.0 19.5 31.3 28.3
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,943: 21,588 1,161 133 2,937 25,502 24,658 26,796: 4,285 2,147
Old : 28,943: 21,588 1,161 133 2,937 25,502 24,658 26,796: 4,285 2,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -4,845: -4,220 -521 0 397 -5,135 -3,823 -5,656: -1,022 811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 4.0 0.5 10.1 88.1 85.2 92.6: 14.8 7.4
Old : 100.0: 74.6 4.0 0.5 10.1 88.1 85.2 92.6: 14.8 7.4
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 : 41: 20 6 1 5 10 26 16:
Old : 41: 20 6 1 5 10 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 74.8 71.0 88.3 56.8 74.8 71.0 88.3
Old : 56.8 74.8 71.0 88.3 56.8 74.8 71.0 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 :10,197,865: 1,370,242 1,064,725 1,225,843 6,711,011 6,941,590 9,307,096 9,232,158: 890,769 965,707
Old :10,197,865: 1,370,242 1,064,725 1,225,843 6,711,011 6,941,590 9,307,096 9,232,158: 890,769 965,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -217,671: 152,884 39,390 -55,336 -303,849 -193,266 -206,301 -209,212: -11,370 -8,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.4 12.0 65.8 68.1 91.3 90.5: 8.7 9.5
Old : 100.0: 13.4 10.4 12.0 65.8 68.1 91.3 90.5: 8.7 9.5
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 : 281: 58 55 90 135 145 247 249:
Old : 281: 58 55 90 135 145 247 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 26.2 48.2 40.7 39.1 21.1 44.8 32.7
Old : 40.1 26.2 48.2 40.7 39.1 21.1 44.8 32.7
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,011,909: 69,741 116,810 60,558 709,000 678,261 839,299 855,629: 172,610 156,280
Old : 1,011,909: 69,741 116,810 60,558 709,000 678,261 839,299 855,629: 172,610 156,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 156,292: -12,348 30,309 38,559 100,847 46,822 127,059 115,690: 29,233 40,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 11.5 6.0 70.1 67.0 82.9 84.6: 17.1 15.4
Old : 100.0: 6.9 11.5 6.0 70.1 67.0 82.9 84.6: 17.1 15.4
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 : 612: 101 138 68 246 253 383 426:
Old : 612: 101 138 68 246 253 383 426:
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 12.5 23.8 20.5 9.8 9.2 17.0 16.0
Old : 14.0 12.5 23.8 20.5 9.8 9.2 17.0 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 334,651: 16,025 67,032 1,627 201,921 216,401 219,573 285,060: 115,078 49,591
Old : 334,651: 16,025 67,032 1,627 201,921 216,401 219,573 285,060: 115,078 49,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 41,301: 1,835 33,691 467 16,451 -1,187 18,753 32,971: 22,548 8,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 20.0 0.5 60.3 64.7 65.6 85.2: 34.4 14.8
Old : 100.0: 4.8 20.0 0.5 60.3 64.7 65.6 85.2: 34.4 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 18 25 7 60 58 81 87:
Old : 135: 18 25 7 60 58 81 87:
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 : 22.4 28.7 32.4 41.5 21.1 26.7 30.4 38.4
Old : 22.4 28.7 32.4 41.5 21.1 26.7 30.4 38.4
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,386,290: 501,568 481,877 61,669 2,535,393 2,309,301 3,098,630 2,852,847: 287,660 533,443
Old : 3,386,290: 501,568 481,877 61,669 2,535,393 2,309,301 3,098,630 2,852,847: 287,660 533,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 574,953: 108,733 162,736 10,816 421,981 240,045 541,530 413,597: 33,423 161,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 14.2 1.8 74.9 68.2 91.5 84.2: 8.5 15.8
Old : 100.0: 14.8 14.2 1.8 74.9 68.2 91.5 84.2: 8.5 15.8
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 : 573: 99 130 50 219 231 342 388:
Old : 573: 99 130 50 219 231 342 388:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 12.1 29.4 21.1 16.3 12.0 25.7 20.3
Old : 18.2 12.1 29.4 21.1 16.3 12.0 25.7 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 107,429: 15,736 4,928 0 85,109 95,889 100,845 100,817: 6,584 6,612
Old : 107,429: 15,736 4,928 0 85,109 95,889 100,845 100,817: 6,584 6,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 1,074: 4,668 197 -1,353 100 1,733 3,415 577: -2,341 497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 4.6 0.0 79.2 89.3 93.9 93.8: 6.1 6.2
Old : 100.0: 14.6 4.6 0.0 79.2 89.3 93.9 93.8: 6.1 6.2
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 : 94: 10 5 0 53 38 63 43:
Old : 94: 10 5 0 53 38 63 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 : 27.5 36.0 44.2 54.5 27.4 35.4 43.3 53.8
Old : 27.5 36.0 44.2 54.5 27.4 35.4 43.3 53.8
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 81,283: 13,297 4,745 2,017 57,412 68,209 72,725 74,971: 8,557 6,312
Old : 81,283: 13,297 4,745 2,017 57,412 68,209 72,725 74,971: 8,557 6,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -7,463: -5,760 -1,123 -2,836 1,623 -4,550 -6,973 -8,509: -490 1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 5.8 2.5 70.6 83.9 89.5 92.2: 10.5 7.8
Old : 100.0: 16.4 5.8 2.5 70.6 83.9 89.5 92.2: 10.5 7.8
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 : 204: 47 18 14 79 91 129 120:
Old : 204: 47 18 14 79 91 129 120:
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 : 32.2 29.9 43.8 40.6 28.7 20.7 37.2 30.5
Old : 32.2 29.9 43.8 40.6 28.7 20.7 37.2 30.5
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,329: 399 2,546 0 10,767 10,989 11,166 13,535: 4,163 1,794
Old : 15,329: 399 2,546 0 10,767 10,989 11,166 13,535: 4,163 1,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -2,654: -3,314 219 0 429 -2,943 -2,885 -2,724: 231 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 16.6 0.0 70.2 71.7 72.8 88.3: 27.2 11.7
Old : 100.0: 2.6 16.6 0.0 70.2 71.7 72.8 88.3: 27.2 11.7
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 : 21: 1 5 0 7 8 8 13:
Old : 21: 1 5 0 7 8 8 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 : 60.3 60.9 72.8 79.8 60.3 60.9 72.8 79.8
Old : 60.3 60.9 72.8 79.8 60.3 60.9 72.8 79.8
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 329,768: 70,995 17,502 3,578 233,223 286,100 307,796 307,180: 21,972 22,588
Old : 329,768: 70,995 17,502 3,578 233,223 286,100 307,796 307,180: 21,972 22,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -24,046: -27,161 -21,643 751 5,969 -8,034 -20,441 -28,926: -3,605 4,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 5.3 1.1 70.7 86.8 93.3 93.2: 6.7 6.8
Old : 100.0: 21.5 5.3 1.1 70.7 86.8 93.3 93.2: 6.7 6.8
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 : 202: 46 17 11 76 89 125 114:
Old : 202: 46 17 11 76 89 125 114:
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 : 34.0 31.2 45.3 42.1 33.9 31.2 44.8 42.1
Old : 34.0 31.2 45.3 42.1 33.9 31.2 44.8 42.1
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 104,527: 40,840 11,824 250 36,040 71,987 77,130 84,061: 27,397 20,466
Old : 104,527: 40,840 11,824 250 36,040 71,987 77,130 84,061: 27,397 20,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -29,403: -50,512 -3,930 234 28,303 -31,400 -21,975 -35,096: -7,428 5,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 11.3 0.2 34.5 68.9 73.8 80.4: 26.2 19.6
Old : 100.0: 39.1 11.3 0.2 34.5 68.9 73.8 80.4: 26.2 19.6
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 : 66: 25 14 4 16 17 44 32:
Old : 66: 25 14 4 16 17 44 32:
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 : 45.6 45.7 55.5 64.8 45.6 45.6 55.3 64.5
Old : 45.6 45.7 55.5 64.8 45.6 45.6 55.3 64.5
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 30,783: 6,467 11,055 0 17,158 12,466 23,625 23,521: 7,158 7,262
Old : 30,783: 6,467 11,055 0 17,158 12,466 23,625 23,521: 7,158 7,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -5,205: -3,162 -3,097 0 -2,321 -2,010 -5,483 -5,107: 278 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 35.9 0.0 55.7 40.5 76.7 76.4: 23.3 23.6
Old : 100.0: 21.0 35.9 0.0 55.7 40.5 76.7 76.4: 23.3 23.6
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 : 52: 11 11 0 17 14 28 25:
Old : 52: 11 11 0 17 14 28 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 : 34.7 40.2 51.9 55.4 34.0 40.2 51.1 55.4
Old : 34.7 40.2 51.9 55.4 34.0 40.2 51.1 55.4
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 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,198: 21,798 4,696 865 15,120 57,723 37,783 63,284: 34,415 8,914
Old : 72,198: 21,798 4,696 865 15,120 57,723 37,783 63,284: 34,415 8,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 11,924: -45 -253 -169 -4,443 10,311 -4,657 9,889: 16,581 2,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 6.5 1.2 20.9 80.0 52.3 87.7: 47.7 12.3
Old : 100.0: 30.2 6.5 1.2 20.9 80.0 52.3 87.7: 47.7 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 : 69: 19 7 2 17 31 37 39:
Old : 69: 19 7 2 17 31 37 39:
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 : 16.2 32.2 26.6 51.3 15.7 31.5 26.2 50.6
Old : 16.2 32.2 26.6 51.3 15.7 31.5 26.2 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2011