BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 23, 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 : 3,844: 212 677 2 2,955 2,870 3,169 3,549: 675 295
Old : 3,844: 212 677 2 2,955 2,870 3,169 3,549: 675 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 75: 12 16 -3 39 10 48 23: 27 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 17.6 0.1 76.9 74.7 82.4 92.3: 17.6 7.7
Old : 100.0: 5.5 17.6 0.1 76.9 74.7 82.4 92.3: 17.6 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 1 11 12 13 16:
Old : 23: 2 3 1 11 12 13 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 : 57.5 54.6 78.4 75.6 57.3 54.1 76.3 73.7
Old : 57.5 54.6 78.4 75.6 57.3 54.1 76.3 73.7
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 23, 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 : 36,777: 8,800 7,315 997 21,577 24,280 31,374 32,592: 5,403 4,185
Old : 36,777: 8,800 7,315 997 21,577 24,280 31,374 32,592: 5,403 4,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,025: 354 222 117 1,070 641 1,541 980: -516 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 19.9 2.7 58.7 66.0 85.3 88.6: 14.7 11.4
Old : 100.0: 23.9 19.9 2.7 58.7 66.0 85.3 88.6: 14.7 11.4
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 : 81: 24 9 16 29 31 58 51:
Old : 81: 24 9 16 29 31 58 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 : 46.6 38.9 56.5 58.2 46.6 38.0 56.0 57.2
Old : 46.6 38.9 56.5 58.2 46.6 38.0 56.0 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 23, 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 : 251,354: 68,799 46,267 48,261 104,679 117,095 221,739 211,623: 29,615 39,731
Old : 87,604: 40,951 46,833 1,223 37,020 27,482 79,194 75,538: 8,410 12,066
Other: 163,750: 61,385 32,971 13,501 67,659 89,613 142,545 136,085: 21,205 27,665
: : :
: : Changes in Commitments from: August 16, 2011 :
: 6,482: -1,513 659 5,196 2,448 -748 6,131 5,107: 351 1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 18.4 19.2 41.6 46.6 88.2 84.2: 11.8 15.8
Old : 100.0: 46.7 53.5 1.4 42.3 31.4 90.4 86.2: 9.6 13.8
Other: 100.0: 37.5 20.1 8.2 41.3 54.7 87.1 83.1: 12.9 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 91 63 106 56 82 213 214:
Old : 250: 74 90 17 27 62 111 159:
Other: 229: 79 50 53 50 75 165 150:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 21.8 31.1 30.3 18.5 19.1 30.2 26.8
Old : 25.7 19.7 37.7 29.6 25.7 19.7 37.7 29.6
Other: 21.0 28.1 34.4 37.3 21.0 25.6 33.6 34.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 23, 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 : 305,416: 89,332 56,231 44,740 146,676 149,304 280,748 250,275: 24,668 55,141
Old : 305,416: 89,332 56,231 44,740 146,676 149,304 280,748 250,275: 24,668 55,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -6,361: -6,078 3,287 1,926 -1,743 -10,659 -5,895 -5,446: -466 -915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 18.4 14.6 48.0 48.9 91.9 81.9: 8.1 18.1
Old : 100.0: 29.2 18.4 14.6 48.0 48.9 91.9 81.9: 8.1 18.1
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 : 377: 92 98 110 74 153 233 308:
Old : 377: 92 98 110 74 153 233 308:
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 : 23.8 13.3 37.2 20.8 23.8 12.9 36.8 19.7
Old : 23.8 13.3 37.2 20.8 23.8 12.9 36.8 19.7
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 23, 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 : 9,676: 4,139 5,018 526 2,999 1,670 7,664 7,214: 2,012 2,462
Old : 9,676: 4,139 5,018 526 2,999 1,670 7,664 7,214: 2,012 2,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 84: -2 43 4 -102 -77 -100 -30: 184 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 51.9 5.4 31.0 17.3 79.2 74.6: 20.8 25.4
Old : 100.0: 42.8 51.9 5.4 31.0 17.3 79.2 74.6: 20.8 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 25 36 12 17 15 49 58:
Old : 85: 25 36 12 17 15 49 58:
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 23.2 53.7 36.2 40.1 23.2 53.7 36.2
Old : 40.1 23.2 53.7 36.2 40.1 23.2 53.7 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 23, 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 : 34,159: 11,778 7,070 5,322 10,170 7,370 27,270 19,762: 6,889 14,397
Old : 34,159: 11,778 7,070 5,322 10,170 7,370 27,270 19,762: 6,889 14,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 330: 186 752 910 303 98 1,399 1,760: -1,069 -1,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 20.7 15.6 29.8 21.6 79.8 57.9: 20.2 42.1
Old : 100.0: 34.5 20.7 15.6 29.8 21.6 79.8 57.9: 20.2 42.1
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 : 156: 40 38 45 46 53 113 116:
Old : 156: 40 38 45 46 53 113 116:
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 : 21.4 9.7 33.6 16.0 20.7 8.9 30.7 13.3
Old : 21.4 9.7 33.6 16.0 20.7 8.9 30.7 13.3
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 23, 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 : 103,133: 12,390 1,122 2,886 86,786 98,197 102,062 102,205: 1,071 928
Old : 103,133: 12,390 1,122 2,886 86,786 98,197 102,062 102,205: 1,071 928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 995: 1,678 0 0 -800 1,027 878 1,027: 117 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 1.1 2.8 84.1 95.2 99.0 99.1: 1.0 0.9
Old : 100.0: 12.0 1.1 2.8 84.1 95.2 99.0 99.1: 1.0 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 : 69.6 63.3 82.8 82.7 60.1 49.8 65.1 59.8
Old : 69.6 63.3 82.8 82.7 60.1 49.8 65.1 59.8
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 23, 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 : 104,672: 23,368 14,564 77 38,944 64,812 62,389 79,453: 42,283 25,219
Old : 104,672: 23,368 14,564 77 38,944 64,812 62,389 79,453: 42,283 25,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,163: 215 -4,468 -9 -117 4,347 89 -130: 1,074 1,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 13.9 0.1 37.2 61.9 59.6 75.9: 40.4 24.1
Old : 100.0: 22.3 13.9 0.1 37.2 61.9 59.6 75.9: 40.4 24.1
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 : 78: 22 18 5 26 26 50 47:
Old : 78: 22 18 5 26 26 50 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 33.9 33.3 49.6 21.5 31.9 29.9 45.9
Old : 24.0 33.9 33.3 49.6 21.5 31.9 29.9 45.9
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 23, 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 : 48,964: 14,889 5,252 174 14,301 31,895 29,364 37,321: 19,600 11,643
Old : 48,964: 14,889 5,252 174 14,301 31,895 29,364 37,321: 19,600 11,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 466: 1,559 930 92 -99 589 1,552 1,611: -1,086 -1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 10.7 0.4 29.2 65.1 60.0 76.2: 40.0 23.8
Old : 100.0: 30.4 10.7 0.4 29.2 65.1 60.0 76.2: 40.0 23.8
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 : 38: 10 10 3 11 11 22 23:
Old : 38: 10 10 3 11 11 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 48.9 46.5 67.0 35.0 48.7 46.5 66.0
Old : 35.0 48.9 46.5 67.0 35.0 48.7 46.5 66.0
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 23, 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 : 114,424: 40,566 18,731 260 66,741 87,336 107,567 106,327: 6,857 8,097
Old : 114,424: 40,566 18,731 260 66,741 87,336 107,567 106,327: 6,857 8,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 4,407: -103 696 -109 4,788 3,519 4,576 4,106: -169 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 16.4 0.2 58.3 76.3 94.0 92.9: 6.0 7.1
Old : 100.0: 35.5 16.4 0.2 58.3 76.3 94.0 92.9: 6.0 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 : 90: 22 31 2 20 19 43 51:
Old : 90: 22 31 2 20 19 43 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 : 60.8 55.4 79.7 70.1 60.7 54.8 79.7 69.5
Old : 60.8 55.4 79.7 70.1 60.7 54.8 79.7 69.5
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 23, 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 : 102,177: 40,888 29,927 119 29,695 53,729 70,702 83,775: 31,475 18,402
Old : 102,177: 40,888 29,927 119 29,695 53,729 70,702 83,775: 31,475 18,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,615: 4,695 -9,362 34 -6,395 12,089 -1,666 2,761: 3,281 -1,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 29.3 0.1 29.1 52.6 69.2 82.0: 30.8 18.0
Old : 100.0: 40.0 29.3 0.1 29.1 52.6 69.2 82.0: 30.8 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 : 97: 35 20 5 21 30 57 54:
Old : 97: 35 20 5 21 30 57 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 30.6 29.8 43.2 18.3 29.9 29.5 42.5
Old : 18.6 30.6 29.8 43.2 18.3 29.9 29.5 42.5
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 23, 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 : 131,217: 60,831 13,692 219 40,500 89,204 101,550 103,115: 29,667 28,102
Old : 131,217: 60,831 13,692 219 40,500 89,204 101,550 103,115: 29,667 28,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 4,955: 1,771 1,980 174 6,389 1,126 8,334 3,280: -3,379 1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 10.4 0.2 30.9 68.0 77.4 78.6: 22.6 21.4
Old : 100.0: 46.4 10.4 0.2 30.9 68.0 77.4 78.6: 22.6 21.4
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 : 95: 36 19 5 27 21 65 44:
Old : 95: 36 19 5 27 21 65 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 : 37.8 45.8 46.5 60.3 37.8 45.7 46.3 59.6
Old : 37.8 45.8 46.5 60.3 37.8 45.7 46.3 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 23, 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 : 174,714: 47,711 45,172 882 78,732 84,822 127,325 130,876: 47,389 43,838
Old : 174,714: 47,711 45,172 882 78,732 84,822 127,325 130,876: 47,389 43,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 5,783: 617 4,804 -761 3,696 1,878 3,552 5,921: 2,231 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 25.9 0.5 45.1 48.5 72.9 74.9: 27.1 25.1
Old : 100.0: 27.3 25.9 0.5 45.1 48.5 72.9 74.9: 27.1 25.1
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 : 161: 38 47 19 47 52 94 109:
Old : 161: 38 47 19 47 52 94 109:
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 : 17.6 21.2 29.0 30.6 17.4 18.9 28.5 28.1
Old : 17.6 21.2 29.0 30.6 17.4 18.9 28.5 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 27,738: 17,730 12,849 5,089 4,068 9,515 26,887 27,453: 851 285
Old : 27,738: 17,730 12,849 5,089 4,068 9,515 26,887 27,453: 851 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 46.3 18.3 14.7 34.3 96.9 99.0: 3.1 1.0
Old : 100.0: 63.9 46.3 18.3 14.7 34.3 96.9 99.0: 3.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 2 3 7 5 17 8:
Old : 21: 8 2 3 7 5 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.6 88.6 90.8 99.0 67.1 74.5 73.8 80.4
Old : 81.6 88.6 90.8 99.0 67.1 74.5 73.8 80.4
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 23, 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 : 26,504: 17,980 1,104 100 4,305 23,942 22,385 25,146: 4,119 1,358
Old : 26,504: 17,980 1,104 100 4,305 23,942 22,385 25,146: 4,119 1,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -201: -1,234 307 100 531 -447 -603 -40: 402 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 4.2 0.4 16.2 90.3 84.5 94.9: 15.5 5.1
Old : 100.0: 67.8 4.2 0.4 16.2 90.3 84.5 94.9: 15.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 19 6 1 8 9 27 16:
Old : 42: 19 6 1 8 9 27 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 : 52.9 77.8 67.3 90.7 52.9 77.8 67.3 90.7
Old : 52.9 77.8 67.3 90.7 52.9 77.8 67.3 90.7
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 23, 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 : 9,791,079: 1,022,677 1,200,337 1,359,308 6,548,681 6,219,095 8,930,666 8,778,740: 860,413 1,012,339
Old : 9,791,079: 1,022,677 1,200,337 1,359,308 6,548,681 6,219,095 8,930,666 8,778,740: 860,413 1,012,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -139,406: -18,159 84,036 31,901 -147,404 -310,231 -133,662 -194,294: -5,744 54,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 12.3 13.9 66.9 63.5 91.2 89.7: 8.8 10.3
Old : 100.0: 10.4 12.3 13.9 66.9 63.5 91.2 89.7: 8.8 10.3
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 : 274: 52 52 84 132 141 235 241:
Old : 274: 52 52 84 132 141 235 241:
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 : 40.2 24.6 49.4 40.4 37.7 19.4 42.9 31.3
Old : 40.2 24.6 49.4 40.4 37.7 19.4 42.9 31.3
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 23, 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 : 1,062,071: 66,810 151,303 52,869 823,050 746,075 942,729 950,247: 119,342 111,825
Old : 1,062,071: 66,810 151,303 52,869 823,050 746,075 942,729 950,247: 119,342 111,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 84,088: 5,410 17,923 16,729 61,741 52,986 83,880 87,637: 208 -3,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 14.2 5.0 77.5 70.2 88.8 89.5: 11.2 10.5
Old : 100.0: 6.3 14.2 5.0 77.5 70.2 88.8 89.5: 11.2 10.5
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 : 616: 86 152 63 248 254 376 430:
Old : 616: 86 152 63 248 254 376 430:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 14.3 28.1 22.1 12.1 8.8 20.0 15.4
Old : 17.3 14.3 28.1 22.1 12.1 8.8 20.0 15.4
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 23, 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 : 374,395: 18,947 77,428 2,211 284,378 240,548 305,536 320,187: 68,859 54,208
Old : 374,395: 18,947 77,428 2,211 284,378 240,548 305,536 320,187: 68,859 54,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 42,213: 1,730 25,237 764 41,490 18,157 43,984 44,158: -1,771 -1,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 20.7 0.6 76.0 64.2 81.6 85.5: 18.4 14.5
Old : 100.0: 5.1 20.7 0.6 76.0 64.2 81.6 85.5: 18.4 14.5
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 : 136: 18 22 9 68 55 92 80:
Old : 136: 18 22 9 68 55 92 80:
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 : 28.3 32.6 40.4 45.7 26.1 32.3 38.2 42.6
Old : 28.3 32.6 40.4 45.7 26.1 32.3 38.2 42.6
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 23, 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 : 3,438,382: 446,890 576,947 45,715 2,693,361 2,527,637 3,185,966 3,150,299: 252,416 288,083
Old : 3,438,382: 446,890 576,947 45,715 2,693,361 2,527,637 3,185,966 3,150,299: 252,416 288,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 209,377: 102,322 47,348 -4,097 101,256 174,144 199,481 217,395: 9,896 -8,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 16.8 1.3 78.3 73.5 92.7 91.6: 7.3 8.4
Old : 100.0: 13.0 16.8 1.3 78.3 73.5 92.7 91.6: 7.3 8.4
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 : 576: 86 143 43 213 236 325 396:
Old : 576: 86 143 43 213 236 325 396:
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 : 23.3 11.7 35.4 20.8 20.8 11.4 31.2 20.5
Old : 23.3 11.7 35.4 20.8 20.8 11.4 31.2 20.5
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 23, 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 : 108,147: 12,477 4,833 0 88,821 95,453 101,298 100,286: 6,849 7,861
Old : 108,147: 12,477 4,833 0 88,821 95,453 101,298 100,286: 6,849 7,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 3,102: 1,977 -800 -1,310 859 5,849 1,526 3,739: 1,576 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 4.5 0.0 82.1 88.3 93.7 92.7: 6.3 7.3
Old : 100.0: 11.5 4.5 0.0 82.1 88.3 93.7 92.7: 6.3 7.3
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 : 88: 7 5 0 49 40 56 45:
Old : 88: 7 5 0 49 40 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 35.2 50.8 53.7 32.7 34.5 47.6 53.0
Old : 35.4 35.2 50.8 53.7 32.7 34.5 47.6 53.0
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 23, 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 : 96,918: 6,847 6,970 2,110 77,541 77,753 86,499 86,834: 10,419 10,085
Old : 96,918: 6,847 6,970 2,110 77,541 77,753 86,499 86,834: 10,419 10,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 5,704: 992 -1,340 -405 5,025 7,198 5,612 5,453: 91 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 7.2 2.2 80.0 80.2 89.2 89.6: 10.8 10.4
Old : 100.0: 7.1 7.2 2.2 80.0 80.2 89.2 89.6: 10.8 10.4
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 : 199: 28 33 12 79 93 112 134:
Old : 199: 28 33 12 79 93 112 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 31.2 50.1 42.8 24.8 15.5 31.5 22.8
Old : 33.4 31.2 50.1 42.8 24.8 15.5 31.5 22.8
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 23, 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 : 24,839: 523 1,525 25 21,210 16,950 21,758 18,500: 3,081 6,339
Old : 24,839: 523 1,525 25 21,210 16,950 21,758 18,500: 3,081 6,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 2,224: 0 248 0 2,326 1,598 2,326 1,846: -102 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 6.1 0.1 85.4 68.2 87.6 74.5: 12.4 25.5
Old : 100.0: 2.1 6.1 0.1 85.4 68.2 87.6 74.5: 12.4 25.5
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 : 21: 1 3 1 10 6 12 10:
Old : 21: 1 3 1 10 6 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 65.8 83.4 74.4 70.6 65.8 83.4 74.4
Old : 70.6 65.8 83.4 74.4 70.6 65.8 83.4 74.4
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 23, 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 : 360,396: 36,711 32,315 5,337 281,657 304,016 323,705 341,668: 36,691 18,728
Old : 360,396: 36,711 32,315 5,337 281,657 304,016 323,705 341,668: 36,691 18,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 17,398: 5,053 -7,847 -2,114 13,493 27,998 16,432 18,037: 966 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.0 1.5 78.2 84.4 89.8 94.8: 10.2 5.2
Old : 100.0: 10.2 9.0 1.5 78.2 84.4 89.8 94.8: 10.2 5.2
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 : 197: 27 33 10 75 89 106 128:
Old : 197: 27 33 10 75 89 106 128:
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 : 37.5 30.0 49.8 41.1 37.4 29.7 48.6 40.7
Old : 37.5 30.0 49.8 41.1 37.4 29.7 48.6 40.7
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 23, 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 : 112,068: 50,917 7,343 39 38,279 82,039 89,235 89,421: 22,833 22,647
Old : 112,068: 50,917 7,343 39 38,279 82,039 89,235 89,421: 22,833 22,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 8,906: 9,631 -4,220 8 -1,852 14,164 7,787 9,952: 1,119 -1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 6.6 0.0 34.2 73.2 79.6 79.8: 20.4 20.2
Old : 100.0: 45.4 6.6 0.0 34.2 73.2 79.6 79.8: 20.4 20.2
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 : 62: 24 10 4 15 20 41 32:
Old : 62: 24 10 4 15 20 41 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 : 51.2 44.9 61.7 64.6 51.2 44.9 61.5 64.3
Old : 51.2 44.9 61.7 64.6 51.2 44.9 61.5 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, August 23, 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 : 30,509: 6,210 11,124 0 18,253 9,975 24,463 21,099: 6,046 9,410
Old : 30,509: 6,210 11,124 0 18,253 9,975 24,463 21,099: 6,046 9,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -1,572: -501 -407 0 -925 -2,118 -1,426 -2,525: -146 953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 36.5 0.0 59.8 32.7 80.2 69.2: 19.8 30.8
Old : 100.0: 20.4 36.5 0.0 59.8 32.7 80.2 69.2: 19.8 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 10 10 0 19 15 29 25:
Old : 50: 10 10 0 19 15 29 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 : 40.1 31.7 57.2 46.5 39.1 31.7 56.2 46.3
Old : 40.1 31.7 57.2 46.5 39.1 31.7 56.2 46.3
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 23, 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 : 62,130: 15,980 4,939 715 18,957 49,515 35,652 55,169: 26,478 6,961
Old : 62,130: 15,980 4,939 715 18,957 49,515 35,652 55,169: 26,478 6,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 3,168: -2,213 491 -389 3,568 2,487 966 2,589: 2,202 579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 7.9 1.2 30.5 79.7 57.4 88.8: 42.6 11.2
Old : 100.0: 25.7 7.9 1.2 30.5 79.7 57.4 88.8: 42.6 11.2
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 : 70: 18 9 3 22 27 40 39:
Old : 70: 18 9 3 22 27 40 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 : 16.8 31.0 27.0 53.0 16.3 30.3 26.4 51.3
Old : 16.8 31.0 27.0 53.0 16.3 30.3 26.4 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2011