BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 16, 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 : 3,769: 200 661 5 2,916 2,860 3,121 3,526: 648 243
Old : 3,769: 200 661 5 2,916 2,860 3,121 3,526: 648 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 74: 35 6 3 32 43 70 52: 4 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 17.5 0.1 77.4 75.9 82.8 93.6: 17.2 6.4
Old : 100.0: 5.3 17.5 0.1 77.4 75.9 82.8 93.6: 17.2 6.4
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 : 24: 2 3 1 11 13 13 17:
Old : 24: 2 3 1 11 13 13 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 : 57.9 55.0 79.0 75.6 57.7 53.8 76.8 73.9
Old : 57.9 55.0 79.0 75.6 57.7 53.8 76.8 73.9
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 16, 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 : 35,752: 8,446 7,093 880 20,507 23,639 29,833 31,612: 5,919 4,140
Old : 35,752: 8,446 7,093 880 20,507 23,639 29,833 31,612: 5,919 4,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 1,278: 1,029 500 -503 1,101 1,317 1,627 1,314: -349 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 19.8 2.5 57.4 66.1 83.4 88.4: 16.6 11.6
Old : 100.0: 23.6 19.8 2.5 57.4 66.1 83.4 88.4: 16.6 11.6
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 : 82: 24 11 14 28 29 57 50:
Old : 82: 24 11 14 28 29 57 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 : 45.0 38.5 54.8 57.5 45.0 37.6 54.5 56.6
Old : 45.0 38.5 54.8 57.5 45.0 37.6 54.5 56.6
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 16, 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 : 244,872: 70,312 45,608 43,065 102,231 117,843 215,608 206,516: 29,264 38,356
Old : 90,508: 43,837 47,673 1,485 36,676 29,915 81,998 79,073: 8,510 11,435
Other: 154,364: 57,376 28,836 10,679 65,555 87,928 133,610 127,443: 20,754 26,921
: : :
: : Changes in Commitments from: August 9, 2011 :
: -14,294: -6,592 -2,479 -4,167 -4,227 -5,029 -14,986 -11,675: 692 -2,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 18.6 17.6 41.7 48.1 88.0 84.3: 12.0 15.7
Old : 100.0: 48.4 52.7 1.6 40.5 33.1 90.6 87.4: 9.4 12.6
Other: 100.0: 37.2 18.7 6.9 42.5 57.0 86.6 82.6: 13.4 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 97 64 98 54 80 213 203:
Old : 250: 76 90 17 26 61 114 156:
Other: 216: 74 43 49 48 72 155 141:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 21.5 31.6 30.3 18.9 19.4 30.8 27.4
Old : 26.0 18.8 38.4 28.4 26.0 18.8 38.4 27.7
Other: 21.7 28.0 35.4 37.8 21.7 25.5 34.6 34.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 16, 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 : 311,777: 95,410 52,944 42,814 148,419 159,963 286,643 255,721: 25,134 56,056
Old : 311,777: 95,410 52,944 42,814 148,419 159,963 286,643 255,721: 25,134 56,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 5,146: 7,397 92 4,002 -8,903 2,290 2,496 6,384: 2,650 -1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 17.0 13.7 47.6 51.3 91.9 82.0: 8.1 18.0
Old : 100.0: 30.6 17.0 13.7 47.6 51.3 91.9 82.0: 8.1 18.0
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 : 387: 99 97 104 74 162 242 307:
Old : 387: 99 97 104 74 162 242 307:
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 : 23.4 12.9 36.4 20.9 23.3 12.4 35.7 20.1
Old : 23.4 12.9 36.4 20.9 23.3 12.4 35.7 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 16, 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 : 9,592: 4,141 4,975 522 3,101 1,747 7,764 7,244: 1,828 2,348
Old : 9,592: 4,141 4,975 522 3,101 1,747 7,764 7,244: 1,828 2,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -1,437: -17 68 -959 -225 -255 -1,201 -1,146: -236 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 51.9 5.4 32.3 18.2 80.9 75.5: 19.1 24.5
Old : 100.0: 43.2 51.9 5.4 32.3 18.2 80.9 75.5: 19.1 24.5
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 : 89: 23 37 13 19 19 52 63:
Old : 89: 23 37 13 19 19 52 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 22.9 54.3 36.5 40.5 22.9 54.3 36.5
Old : 40.5 22.9 54.3 36.5 40.5 22.9 54.3 36.5
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 16, 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 : 33,829: 11,592 6,318 4,412 9,867 7,272 25,871 18,002: 7,958 15,827
Old : 33,829: 11,592 6,318 4,412 9,867 7,272 25,871 18,002: 7,958 15,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 342: 451 374 245 -299 -108 397 511: -55 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 18.7 13.0 29.2 21.5 76.5 53.2: 23.5 46.8
Old : 100.0: 34.3 18.7 13.0 29.2 21.5 76.5 53.2: 23.5 46.8
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 : 154: 41 32 39 45 58 110 113:
Old : 154: 41 32 39 45 58 110 113:
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 : 18.3 9.7 32.0 15.3 17.8 8.6 30.7 12.7
Old : 18.3 9.7 32.0 15.3 17.8 8.6 30.7 12.7
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 16, 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 : 102,138: 10,712 1,122 2,886 87,586 97,170 101,184 101,178: 954 960
Old : 102,138: 10,712 1,122 2,886 87,586 97,170 101,184 101,178: 954 960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -5,102: -1,642 -317 877 -3,623 -5,324 -4,388 -4,764: -714 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 1.1 2.8 85.8 95.1 99.1 99.1: 0.9 0.9
Old : 100.0: 10.5 1.1 2.8 85.8 95.1 99.1 99.1: 0.9 0.9
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 : 25: 6 1 2 16 14 23 16:
Old : 25: 6 1 2 16 14 23 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 : 69.0 63.3 83.3 82.6 59.4 48.5 64.1 58.4
Old : 69.0 63.3 83.3 82.6 59.4 48.5 64.1 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 16, 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 : 103,509: 23,153 19,032 86 39,061 60,465 62,300 79,583: 41,209 23,926
Old : 103,509: 23,153 19,032 86 39,061 60,465 62,300 79,583: 41,209 23,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -15,464: -15,719 3,864 -11 3,118 -19,611 -12,612 -15,758: -2,852 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 18.4 0.1 37.7 58.4 60.2 76.9: 39.8 23.1
Old : 100.0: 22.4 18.4 0.1 37.7 58.4 60.2 76.9: 39.8 23.1
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 : 81: 20 22 4 27 25 50 48:
Old : 81: 20 22 4 27 25 50 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 36.1 35.3 51.6 23.6 34.3 32.3 48.0
Old : 24.4 36.1 35.3 51.6 23.6 34.3 32.3 48.0
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 16, 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 : 48,498: 13,330 4,322 82 14,400 31,306 27,812 35,710: 20,686 12,788
Old : 48,498: 13,330 4,322 82 14,400 31,306 27,812 35,710: 20,686 12,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -4,557: -1,119 -5,472 55 -1,342 3,991 -2,406 -1,426: -2,151 -3,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 8.9 0.2 29.7 64.6 57.3 73.6: 42.7 26.4
Old : 100.0: 27.5 8.9 0.2 29.7 64.6 57.3 73.6: 42.7 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 12 8 3 12 11 26 20:
Old : 38: 12 8 3 12 11 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 49.1 42.0 65.4 31.6 49.1 42.0 64.6
Old : 31.6 49.1 42.0 65.4 31.6 49.1 42.0 64.6
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 16, 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 : 110,017: 40,669 18,035 369 61,953 83,817 102,991 102,221: 7,026 7,796
Old : 110,017: 40,669 18,035 369 61,953 83,817 102,991 102,221: 7,026 7,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -7,828: -16,243 2,416 -1,744 11,443 -8,964 -6,544 -8,292: -1,284 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 16.4 0.3 56.3 76.2 93.6 92.9: 6.4 7.1
Old : 100.0: 37.0 16.4 0.3 56.3 76.2 93.6 92.9: 6.4 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 : 91: 24 32 4 21 16 48 50:
Old : 91: 24 32 4 21 16 48 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 : 62.3 56.2 78.6 72.1 62.3 55.6 78.6 71.5
Old : 62.3 56.2 78.6 72.1 62.3 55.6 78.6 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 16, 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 : 100,562: 36,193 39,289 85 36,090 41,640 72,368 81,014: 28,194 19,548
Old : 100,562: 36,193 39,289 85 36,090 41,640 72,368 81,014: 28,194 19,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -4,982: -5,097 -1,756 1 -1,042 -1,835 -6,138 -3,590: 1,156 -1,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 39.1 0.1 35.9 41.4 72.0 80.6: 28.0 19.4
Old : 100.0: 36.0 39.1 0.1 35.9 41.4 72.0 80.6: 28.0 19.4
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 : 89: 30 20 5 25 25 57 48:
Old : 89: 30 20 5 25 25 57 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 : 18.1 34.3 29.9 47.7 17.8 33.7 29.5 46.8
Old : 18.1 34.3 29.9 47.7 17.8 33.7 29.5 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 16, 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 : 126,262: 59,060 11,712 45 34,111 88,078 93,216 99,835: 33,046 26,427
Old : 126,262: 59,060 11,712 45 34,111 88,078 93,216 99,835: 33,046 26,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 6,358: 5,674 475 21 903 4,968 6,598 5,464: -240 894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 9.3 0.0 27.0 69.8 73.8 79.1: 26.2 20.9
Old : 100.0: 46.8 9.3 0.0 27.0 69.8 73.8 79.1: 26.2 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 30 17 3 23 20 55 38:
Old : 80: 30 17 3 23 20 55 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 : 35.4 45.6 46.4 61.7 35.4 45.3 46.1 61.1
Old : 35.4 45.6 46.4 61.7 35.4 45.3 46.1 61.1
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 16, 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 : 168,931: 47,094 40,368 1,643 75,036 82,944 123,773 124,955: 45,158 43,976
Old : 168,931: 47,094 40,368 1,643 75,036 82,944 123,773 124,955: 45,158 43,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -14,640: -1,935 -16,934 -464 -10,991 1,884 -13,390 -15,514: -1,250 874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 23.9 1.0 44.4 49.1 73.3 74.0: 26.7 26.0
Old : 100.0: 27.9 23.9 1.0 44.4 49.1 73.3 74.0: 26.7 26.0
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 : 157: 39 44 19 45 53 92 108:
Old : 157: 39 44 19 45 53 92 108:
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 20.7 29.8 30.3 18.0 18.7 29.5 28.1
Old : 18.2 20.7 29.8 30.3 18.0 18.7 29.5 28.1
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 16, 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 : 26,705: 19,214 797 0 3,774 24,389 22,988 25,186: 3,717 1,519
Old : 26,705: 19,214 797 0 3,774 24,389 22,988 25,186: 3,717 1,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -2,238: -2,374 -364 -133 837 -1,113 -1,670 -1,610: -568 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 3.0 0.0 14.1 91.3 86.1 94.3: 13.9 5.7
Old : 100.0: 71.9 3.0 0.0 14.1 91.3 86.1 94.3: 13.9 5.7
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 : 39: 18 5 0 7 9 25 14:
Old : 39: 18 5 0 7 9 25 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 : 57.6 78.4 72.3 91.0 57.6 78.4 72.3 91.0
Old : 57.6 78.4 72.3 91.0 57.6 78.4 72.3 91.0
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 16, 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 : 9,930,485: 1,040,836 1,116,301 1,327,407 6,696,085 6,529,326 9,064,328 8,973,034: 866,157 957,451
Old : 9,930,485: 1,040,836 1,116,301 1,327,407 6,696,085 6,529,326 9,064,328 8,973,034: 866,157 957,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -267,380: -329,406 51,576 101,564 -14,926 -412,264 -242,768 -259,124: -24,612 -8,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.2 13.4 67.4 65.8 91.3 90.4: 8.7 9.6
Old : 100.0: 10.5 11.2 13.4 67.4 65.8 91.3 90.4: 8.7 9.6
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 : 271: 54 52 84 133 142 236 240:
Old : 271: 54 52 84 133 142 236 240:
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 : 40.6 25.1 49.2 40.0 38.2 20.7 43.2 31.0
Old : 40.6 25.1 49.2 40.0 38.2 20.7 43.2 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, August 16, 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 : 977,983: 61,400 133,380 36,140 761,309 693,090 858,849 862,610: 119,134 115,373
Old : 977,983: 61,400 133,380 36,140 761,309 693,090 858,849 862,610: 119,134 115,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -33,926: -8,341 16,570 -24,418 52,309 14,828 19,550 6,980: -53,476 -40,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 13.6 3.7 77.8 70.9 87.8 88.2: 12.2 11.8
Old : 100.0: 6.3 13.6 3.7 77.8 70.9 87.8 88.2: 12.2 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 : 610: 86 155 64 243 250 366 435:
Old : 610: 86 155 64 243 250 366 435:
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 : 16.5 13.5 26.3 21.0 11.8 9.6 20.0 15.7
Old : 16.5 13.5 26.3 21.0 11.8 9.6 20.0 15.7
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 16, 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 : 332,182: 17,217 52,191 1,447 242,888 222,391 261,552 276,029: 70,630 56,153
Old : 332,182: 17,217 52,191 1,447 242,888 222,391 261,552 276,029: 70,630 56,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -2,469: 1,192 -14,841 -180 40,967 5,990 41,979 -9,031: -44,448 6,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 15.7 0.4 73.1 66.9 78.7 83.1: 21.3 16.9
Old : 100.0: 5.2 15.7 0.4 73.1 66.9 78.7 83.1: 21.3 16.9
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 : 140: 17 27 8 64 58 85 89:
Old : 140: 17 27 8 64 58 85 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 27.7 39.9 40.7 25.7 25.2 37.3 36.9
Old : 27.3 27.7 39.9 40.7 25.7 25.2 37.3 36.9
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 16, 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 : 3,229,005: 344,568 529,599 49,812 2,592,105 2,353,493 2,986,485 2,932,904: 242,520 296,101
Old : 3,229,005: 344,568 529,599 49,812 2,592,105 2,353,493 2,986,485 2,932,904: 242,520 296,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -157,285: -157,000 47,722 -11,857 56,712 44,192 -112,145 80,057: -45,140 -237,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 16.4 1.5 80.3 72.9 92.5 90.8: 7.5 9.2
Old : 100.0: 10.7 16.4 1.5 80.3 72.9 92.5 90.8: 7.5 9.2
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 : 575: 89 142 43 216 229 325 395:
Old : 575: 89 142 43 216 229 325 395:
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 : 20.3 13.1 31.7 21.9 18.4 12.9 27.6 21.4
Old : 20.3 13.1 31.7 21.9 18.4 12.9 27.6 21.4
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 16, 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 : 105,045: 10,500 5,633 1,310 87,962 89,604 99,772 96,547: 5,273 8,498
Old : 105,045: 10,500 5,633 1,310 87,962 89,604 99,772 96,547: 5,273 8,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -2,384: -5,236 705 1,310 2,853 -6,285 -1,073 -4,270: -1,311 1,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 5.4 1.2 83.7 85.3 95.0 91.9: 5.0 8.1
Old : 100.0: 10.0 5.4 1.2 83.7 85.3 95.0 91.9: 5.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 7 7 1 49 36 56 44:
Old : 88: 7 7 1 49 36 56 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 : 35.6 35.5 51.7 52.9 34.1 34.9 49.8 52.3
Old : 35.6 35.5 51.7 52.9 34.1 34.9 49.8 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, August 16, 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 : 91,215: 5,855 8,310 2,515 72,517 70,556 80,887 81,380: 10,328 9,834
Old : 91,215: 5,855 8,310 2,515 72,517 70,556 80,887 81,380: 10,328 9,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 9,932: -7,442 3,564 498 15,105 2,347 8,161 6,409: 1,771 3,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 9.1 2.8 79.5 77.4 88.7 89.2: 11.3 10.8
Old : 100.0: 6.4 9.1 2.8 79.5 77.4 88.7 89.2: 11.3 10.8
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 : 199: 29 31 15 78 92 115 131:
Old : 199: 29 31 15 78 92 115 131:
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 : 32.3 29.4 50.5 41.4 27.1 15.5 34.5 23.2
Old : 32.3 29.4 50.5 41.4 27.1 15.5 34.5 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, August 16, 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 : 22,615: 523 1,277 25 18,884 15,352 19,432 16,654: 3,183 5,961
Old : 22,615: 523 1,277 25 18,884 15,352 19,432 16,654: 3,183 5,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 7,286: 124 -1,269 25 8,117 4,363 8,266 3,119: -980 4,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 5.6 0.1 83.5 67.9 85.9 73.6: 14.1 26.4
Old : 100.0: 2.3 5.6 0.1 83.5 67.9 85.9 73.6: 14.1 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 9 7 11 11:
Old : 21: 1 3 1 9 7 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 64.0 82.8 72.4 71.1 64.0 82.8 72.4
Old : 71.1 64.0 82.8 72.4 71.1 64.0 82.8 72.4
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 16, 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 : 342,998: 31,658 40,162 7,451 268,164 276,018 307,273 323,631: 35,725 19,367
Old : 342,998: 31,658 40,162 7,451 268,164 276,018 307,273 323,631: 35,725 19,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 13,230: -39,337 22,660 3,873 34,941 -10,082 -523 16,451: 13,753 -3,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.7 2.2 78.2 80.5 89.6 94.4: 10.4 5.6
Old : 100.0: 9.2 11.7 2.2 78.2 80.5 89.6 94.4: 10.4 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 : 197: 29 30 13 74 90 109 127:
Old : 197: 29 30 13 74 90 109 127:
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 : 37.2 28.8 51.7 40.3 37.2 28.8 50.4 40.3
Old : 37.2 28.8 51.7 40.3 37.2 28.8 50.4 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 16, 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 : 103,162: 41,286 11,563 31 40,131 67,875 81,448 79,469: 21,714 23,693
Old : 103,162: 41,286 11,563 31 40,131 67,875 81,448 79,469: 21,714 23,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -1,365: 446 -261 -219 4,091 -4,112 4,318 -4,592: -5,683 3,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 11.2 0.0 38.9 65.8 79.0 77.0: 21.0 23.0
Old : 100.0: 40.0 11.2 0.0 38.9 65.8 79.0 77.0: 21.0 23.0
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 : 67: 24 16 2 15 19 40 36:
Old : 67: 24 16 2 15 19 40 36:
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 : 50.5 39.6 60.5 59.2 50.5 39.6 60.3 58.9
Old : 50.5 39.6 60.5 59.2 50.5 39.6 60.3 58.9
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 16, 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 : 32,081: 6,711 11,531 0 19,178 12,093 25,889 23,624: 6,192 8,457
Old : 32,081: 6,711 11,531 0 19,178 12,093 25,889 23,624: 6,192 8,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 1,298: 244 476 0 2,020 -373 2,264 103: -966 1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 35.9 0.0 59.8 37.7 80.7 73.6: 19.3 26.4
Old : 100.0: 20.9 35.9 0.0 59.8 37.7 80.7 73.6: 19.3 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 11 10 0 19 18 30 28:
Old : 54: 11 10 0 19 18 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 33.4 54.6 48.6 37.3 33.4 53.8 48.3
Old : 38.1 33.4 54.6 48.6 37.3 33.4 53.8 48.3
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 16, 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 : 58,962: 18,193 4,448 1,104 15,389 47,028 34,686 52,580: 24,276 6,382
Old : 58,962: 18,193 4,448 1,104 15,389 47,028 34,686 52,580: 24,276 6,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -13,236: -3,605 -248 239 269 -10,695 -3,097 -10,704: -10,139 -2,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 7.5 1.9 26.1 79.8 58.8 89.2: 41.2 10.8
Old : 100.0: 30.9 7.5 1.9 26.1 79.8 58.8 89.2: 41.2 10.8
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 : 68: 18 8 3 20 27 39 37:
Old : 68: 18 8 3 20 27 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 33.0 28.5 54.4 16.5 32.3 27.9 53.4
Old : 17.1 33.0 28.5 54.4 16.5 32.3 27.9 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2011