BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 30, 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 : 3,946: 217 680 0 3,034 2,943 3,251 3,623: 695 323
Old : 3,946: 217 680 0 3,034 2,943 3,251 3,623: 695 323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 102: 5 3 -2 79 73 82 74: 20 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 17.2 0.0 76.9 74.6 82.4 91.8: 17.6 8.2
Old : 100.0: 5.5 17.2 0.0 76.9 74.6 82.4 91.8: 17.6 8.2
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 : 23: 2 3 0 11 12 13 15:
Old : 23: 2 3 0 11 12 13 15:
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 : 57.3 53.7 78.4 74.8 57.0 53.4 76.2 73.0
Old : 57.3 53.7 78.4 74.8 57.0 53.4 76.2 73.0
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 30, 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 : 37,424: 8,903 6,930 827 22,425 25,421 32,155 33,178: 5,269 4,246
Old : 37,424: 8,903 6,930 827 22,425 25,421 32,155 33,178: 5,269 4,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 647: 103 -385 -170 848 1,141 781 586: -134 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 18.5 2.2 59.9 67.9 85.9 88.7: 14.1 11.3
Old : 100.0: 23.8 18.5 2.2 59.9 67.9 85.9 88.7: 14.1 11.3
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 : 81: 21 10 13 31 33 59 49:
Old : 81: 21 10 13 31 33 59 49:
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 : 48.1 39.8 57.8 58.9 48.1 38.9 57.4 57.9
Old : 48.1 39.8 57.8 58.9 48.1 38.9 57.4 57.9
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 30, 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 : 249,760: 67,272 46,723 49,545 106,697 115,325 223,514 211,593: 26,246 38,167
Old : 78,708: 36,322 42,743 1,418 32,346 23,467 70,086 67,628: 8,622 11,080
Other: 171,052: 63,323 36,353 15,754 74,351 91,858 153,428 143,965: 17,624 27,087
: : :
: : Changes in Commitments from: August 23, 2011 :
: -1,594: -1,527 456 1,284 2,018 -1,770 1,775 -30: -3,369 -1,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 18.7 19.8 42.7 46.2 89.5 84.7: 10.5 15.3
Old : 100.0: 46.1 54.3 1.8 41.1 29.8 89.0 85.9: 11.0 14.1
Other: 100.0: 37.0 21.3 9.2 43.5 53.7 89.7 84.2: 10.3 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 95 74 114 52 79 216 222:
Old : 247: 79 85 17 24 61 115 151:
Other: 244: 85 59 64 45 74 173 165:
:----------------------------------------------------------------------------------------------------
: 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 21.6 32.3 29.4 18.7 19.3 30.7 26.8
Old : 25.6 17.8 39.1 28.7 25.6 17.8 39.1 28.7
Other: 23.1 26.8 36.1 35.8 23.0 24.4 35.4 32.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 30, 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 : 311,953: 90,321 66,870 47,414 150,010 143,991 287,745 258,275: 24,208 53,678
Old : 311,953: 90,321 66,870 47,414 150,010 143,991 287,745 258,275: 24,208 53,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 6,537: 989 10,639 2,674 3,334 -5,313 6,997 8,000: -460 -1,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 21.4 15.2 48.1 46.2 92.2 82.8: 7.8 17.2
Old : 100.0: 29.0 21.4 15.2 48.1 46.2 92.2 82.8: 7.8 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 90 111 122 70 145 237 316:
Old : 381: 90 111 122 70 145 237 316:
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 20.3 23.8 12.9 36.5 19.4
Old : 23.8 13.3 37.2 20.3 23.8 12.9 36.5 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 30, 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 : 9,506: 3,971 4,914 613 3,115 1,760 7,699 7,287: 1,807 2,219
Old : 9,506: 3,971 4,914 613 3,115 1,760 7,699 7,287: 1,807 2,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -170: -168 -104 87 116 90 35 73: -205 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 51.7 6.4 32.8 18.5 81.0 76.7: 19.0 23.3
Old : 100.0: 41.8 51.7 6.4 32.8 18.5 81.0 76.7: 19.0 23.3
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 : 85: 22 38 13 16 16 49 59:
Old : 85: 22 38 13 16 16 49 59:
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 : 41.8 23.9 56.1 36.9 41.8 23.9 56.1 36.9
Old : 41.8 23.9 56.1 36.9 41.8 23.9 56.1 36.9
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 30, 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 : 31,436: 10,290 7,001 4,520 10,110 7,038 24,920 18,559: 6,516 12,877
Old : 31,436: 10,290 7,001 4,520 10,110 7,038 24,920 18,559: 6,516 12,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -2,723: -1,488 -69 -802 -60 -332 -2,350 -1,203: -373 -1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 22.3 14.4 32.2 22.4 79.3 59.0: 20.7 41.0
Old : 100.0: 32.7 22.3 14.4 32.2 22.4 79.3 59.0: 20.7 41.0
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 : 134: 29 39 38 37 47 89 107:
Old : 134: 29 39 38 37 47 89 107:
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 10.7 36.8 17.1 22.6 10.1 34.4 14.7
Old : 23.3 10.7 36.8 17.1 22.6 10.1 34.4 14.7
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 30, 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 : 103,139: 9,166 1,000 2,886 89,910 98,197 101,962 102,083: 1,177 1,056
Old : 103,139: 9,166 1,000 2,886 89,910 98,197 101,962 102,083: 1,177 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 6: -3,224 -122 0 3,124 0 -100 -122: 106 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.0 2.8 87.2 95.2 98.9 99.0: 1.1 1.0
Old : 100.0: 8.9 1.0 2.8 87.2 95.2 98.9 99.0: 1.1 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 : 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 : 67.6 63.5 81.6 82.7 56.5 48.1 62.2 56.8
Old : 67.6 63.5 81.6 82.7 56.5 48.1 62.2 56.8
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 30, 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 : 107,237: 24,823 10,884 274 40,827 71,626 65,924 82,784: 41,313 24,453
Old : 107,237: 24,823 10,884 274 40,827 71,626 65,924 82,784: 41,313 24,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 2,565: 1,455 -3,680 197 1,883 6,814 3,535 3,331: -970 -766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 10.1 0.3 38.1 66.8 61.5 77.2: 38.5 22.8
Old : 100.0: 23.1 10.1 0.3 38.1 66.8 61.5 77.2: 38.5 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 25 19 6 28 26 56 48:
Old : 85: 25 19 6 28 26 56 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 : 22.7 35.2 32.9 51.2 20.6 33.6 28.4 48.0
Old : 22.7 35.2 32.9 51.2 20.6 33.6 28.4 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 30, 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 : 45,566: 13,347 4,005 31 13,330 30,082 26,708 34,118: 18,858 11,448
Old : 45,566: 13,347 4,005 31 13,330 30,082 26,708 34,118: 18,858 11,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -3,398: -1,542 -1,247 -143 -971 -1,813 -2,656 -3,203: -742 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 8.8 0.1 29.3 66.0 58.6 74.9: 41.4 25.1
Old : 100.0: 29.3 8.8 0.1 29.3 66.0 58.6 74.9: 41.4 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 : 36: 10 8 2 12 12 23 21:
Old : 36: 10 8 2 12 12 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 48.5 42.8 66.6 30.0 46.8 42.0 64.9
Old : 30.0 48.5 42.8 66.6 30.0 46.8 42.0 64.9
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 30, 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 : 111,355: 40,954 20,074 494 62,839 82,333 104,287 102,901: 7,068 8,454
Old : 111,355: 40,954 20,074 494 62,839 82,333 104,287 102,901: 7,068 8,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -3,069: 388 1,343 234 -3,902 -5,003 -3,280 -3,426: 211 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 18.0 0.4 56.4 73.9 93.7 92.4: 6.3 7.6
Old : 100.0: 36.8 18.0 0.4 56.4 73.9 93.7 92.4: 6.3 7.6
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 : 94: 22 35 3 21 20 44 57:
Old : 94: 22 35 3 21 20 44 57:
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 : 57.1 54.9 77.4 67.4 56.8 54.4 77.2 66.5
Old : 57.1 54.9 77.4 67.4 56.8 54.4 77.2 66.5
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 30, 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 : 96,164: 31,248 30,804 191 35,091 45,532 66,530 76,527: 29,634 19,637
Old : 96,164: 31,248 30,804 191 35,091 45,532 66,530 76,527: 29,634 19,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -6,013: -9,640 877 72 5,396 -8,197 -4,172 -7,248: -1,841 1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 32.0 0.2 36.5 47.3 69.2 79.6: 30.8 20.4
Old : 100.0: 32.5 32.0 0.2 36.5 47.3 69.2 79.6: 30.8 20.4
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 : 92: 29 21 5 25 28 56 52:
Old : 92: 29 21 5 25 28 56 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 34.1 32.3 45.0 18.9 33.2 31.9 44.0
Old : 19.2 34.1 32.3 45.0 18.9 33.2 31.9 44.0
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 30, 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 : 126,128: 54,136 12,951 198 40,060 84,413 94,394 97,562: 31,734 28,566
Old : 126,128: 54,136 12,951 198 40,060 84,413 94,394 97,562: 31,734 28,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -5,089: -6,695 -741 -21 -440 -4,791 -7,156 -5,553: 2,067 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 10.3 0.2 31.8 66.9 74.8 77.4: 25.2 22.6
Old : 100.0: 42.9 10.3 0.2 31.8 66.9 74.8 77.4: 25.2 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 32 19 4 25 22 59 43:
Old : 88: 32 19 4 25 22 59 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 49.3 46.7 60.2 37.7 49.0 46.4 59.9
Old : 37.7 49.3 46.7 60.2 37.7 49.0 46.4 59.9
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 30, 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 : 179,162: 43,894 44,278 2,180 81,983 85,137 128,057 131,595: 51,105 47,567
Old : 179,162: 43,894 44,278 2,180 81,983 85,137 128,057 131,595: 51,105 47,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 4,448: -3,817 -894 1,298 3,251 315 732 719: 3,716 3,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 24.7 1.2 45.8 47.5 71.5 73.5: 28.5 26.5
Old : 100.0: 24.5 24.7 1.2 45.8 47.5 71.5 73.5: 28.5 26.5
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 : 159: 43 41 18 46 50 95 103:
Old : 159: 43 41 18 46 50 95 103:
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 : 17.2 20.5 28.9 30.2 17.0 18.7 28.4 28.1
Old : 17.2 20.5 28.9 30.2 17.0 18.7 28.4 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 30, 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 : 39,411: 18,516 12,860 5,089 14,890 21,406 38,495 39,355: 916 56
Old : 39,411: 18,516 12,860 5,089 14,890 21,406 38,495 39,355: 916 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 11,673: 786 11 0 10,822 11,891 11,608 11,902: 65 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 32.6 12.9 37.8 54.3 97.7 99.9: 2.3 0.1
Old : 100.0: 47.0 32.6 12.9 37.8 54.3 97.7 99.9: 2.3 0.1
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 : 22: 8 2 3 8 8 18 11:
Old : 22: 8 2 3 8 8 18 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 : 83.1 88.1 91.7 98.5 73.0 78.3 77.6 82.9
Old : 83.1 88.1 91.7 98.5 73.0 78.3 77.6 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, August 30, 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 : 26,856: 17,953 1,388 71 4,625 24,059 22,649 25,518: 4,207 1,338
Old : 26,856: 17,953 1,388 71 4,625 24,059 22,649 25,518: 4,207 1,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 352: -27 284 -29 320 117 264 372: 88 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 5.2 0.3 17.2 89.6 84.3 95.0: 15.7 5.0
Old : 100.0: 66.8 5.2 0.3 17.2 89.6 84.3 95.0: 15.7 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 20 7 1 9 8 30 15:
Old : 44: 20 7 1 9 8 30 15:
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 : 49.2 77.6 66.1 90.3 49.2 77.6 66.1 90.3
Old : 49.2 77.6 66.1 90.3 49.2 77.6 66.1 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 30, 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 : 9,673,431: 979,806 1,149,271 1,443,952 6,438,908 6,153,576 8,862,666 8,746,799: 810,765 926,632
Old : 9,673,431: 979,806 1,149,271 1,443,952 6,438,908 6,153,576 8,862,666 8,746,799: 810,765 926,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -117,648: -42,871 -51,066 84,644 -109,773 -65,519 -68,000 -31,941: -49,648 -85,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.9 14.9 66.6 63.6 91.6 90.4: 8.4 9.6
Old : 100.0: 10.1 11.9 14.9 66.6 63.6 91.6 90.4: 8.4 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 : 275: 48 55 84 134 143 237 242:
Old : 275: 48 55 84 134 143 237 242:
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 24.0 48.6 40.1 36.8 18.8 42.4 30.9
Old : 40.1 24.0 48.6 40.1 36.8 18.8 42.4 30.9
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 30, 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 : 1,113,795: 58,329 166,243 40,283 864,544 763,239 963,157 969,765: 150,638 144,030
Old : 1,113,795: 58,329 166,243 40,283 864,544 763,239 963,157 969,765: 150,638 144,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 51,723: -8,481 14,940 -12,586 41,494 17,164 20,427 19,518: 31,296 32,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 14.9 3.6 77.6 68.5 86.5 87.1: 13.5 12.9
Old : 100.0: 5.2 14.9 3.6 77.6 68.5 86.5 87.1: 13.5 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 610: 78 157 58 242 256 361 433:
Old : 610: 78 157 58 242 256 361 433:
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 13.8 27.4 20.8 11.9 8.7 19.6 14.4
Old : 17.1 13.8 27.4 20.8 11.9 8.7 19.6 14.4
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 30, 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 : 399,825: 19,861 63,115 2,172 305,368 252,542 327,401 317,829: 72,424 81,996
Old : 399,825: 19,861 63,115 2,172 305,368 252,542 327,401 317,829: 72,424 81,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 25,430: 914 -14,313 -39 20,990 11,994 21,865 -2,358: 3,565 27,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 15.8 0.5 76.4 63.2 81.9 79.5: 18.1 20.5
Old : 100.0: 5.0 15.8 0.5 76.4 63.2 81.9 79.5: 18.1 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 18 24 8 68 55 91 82:
Old : 138: 18 24 8 68 55 91 82:
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 : 28.0 29.1 40.2 41.5 25.9 28.9 37.6 38.6
Old : 28.0 29.1 40.2 41.5 25.9 28.9 37.6 38.6
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 30, 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 : 3,569,848: 337,825 661,121 45,072 2,795,881 2,553,485 3,178,778 3,259,678: 391,070 310,170
Old : 3,569,848: 337,825 661,121 45,072 2,795,881 2,553,485 3,178,778 3,259,678: 391,070 310,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 131,466: -109,065 84,174 -643 102,520 25,848 -7,188 109,379: 138,654 22,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 18.5 1.3 78.3 71.5 89.0 91.3: 11.0 8.7
Old : 100.0: 9.5 18.5 1.3 78.3 71.5 89.0 91.3: 11.0 8.7
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 : 573: 78 149 38 208 238 312 399:
Old : 573: 78 149 38 208 238 312 399:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 11.4 33.1 19.9 20.2 11.3 29.6 19.5
Old : 22.2 11.4 33.1 19.9 20.2 11.3 29.6 19.5
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 30, 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 : 110,147: 10,461 4,946 1,077 93,553 96,212 105,091 102,235: 5,056 7,912
Old : 110,147: 10,461 4,946 1,077 93,553 96,212 105,091 102,235: 5,056 7,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 2,000: -2,016 113 1,077 4,732 759 3,793 1,949: -1,793 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 4.5 1.0 84.9 87.3 95.4 92.8: 4.6 7.2
Old : 100.0: 9.5 4.5 1.0 84.9 87.3 95.4 92.8: 4.6 7.2
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 : 92: 7 6 1 50 40 57 47:
Old : 92: 7 6 1 50 40 57 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 : 36.5 36.4 52.9 53.6 35.3 35.8 51.7 52.9
Old : 36.5 36.4 52.9 53.6 35.3 35.8 51.7 52.9
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 30, 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 : 101,620: 5,176 7,946 3,274 83,471 80,362 91,921 91,581: 9,699 10,039
Old : 101,620: 5,176 7,946 3,274 83,471 80,362 91,921 91,581: 9,699 10,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 4,702: -1,672 976 1,164 5,930 2,608 5,422 4,748: -720 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 7.8 3.2 82.1 79.1 90.5 90.1: 9.5 9.9
Old : 100.0: 5.1 7.8 3.2 82.1 79.1 90.5 90.1: 9.5 9.9
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 : 204: 28 34 20 80 91 120 135:
Old : 204: 28 34 20 80 91 120 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 34.4 53.2 45.6 22.5 14.6 28.7 21.3
Old : 37.5 34.4 53.2 45.6 22.5 14.6 28.7 21.3
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 30, 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 : 27,050: 523 2,609 35 23,942 18,674 24,500 21,318: 2,550 5,732
Old : 27,050: 523 2,609 35 23,942 18,674 24,500 21,318: 2,550 5,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 2,211: 0 1,084 10 2,732 1,724 2,742 2,818: -531 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 9.6 0.1 88.5 69.0 90.6 78.8: 9.4 21.2
Old : 100.0: 1.9 9.6 0.1 88.5 69.0 90.6 78.8: 9.4 21.2
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 : 26: 1 4 1 14 6 16 11:
Old : 26: 1 4 1 14 6 16 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 : 71.7 70.5 82.7 77.7 71.7 70.5 82.7 77.7
Old : 71.7 70.5 82.7 77.7 71.7 70.5 82.7 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, August 30, 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 : 372,851: 33,773 37,193 5,686 297,646 308,438 337,105 351,317: 35,746 21,534
Old : 372,851: 33,773 37,193 5,686 297,646 308,438 337,105 351,317: 35,746 21,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 12,455: -2,938 4,878 349 15,989 4,422 13,400 9,649: -945 2,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 10.0 1.5 79.8 82.7 90.4 94.2: 9.6 5.8
Old : 100.0: 9.1 10.0 1.5 79.8 82.7 90.4 94.2: 9.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 27 34 17 75 88 113 129:
Old : 202: 27 34 17 75 88 113 129:
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 : 41.3 32.5 52.4 42.7 41.2 32.2 51.4 42.3
Old : 41.3 32.5 52.4 42.7 41.2 32.2 51.4 42.3
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 30, 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 : 120,394: 60,605 13,036 35 33,659 86,705 94,299 99,776: 26,095 20,618
Old : 120,394: 60,605 13,036 35 33,659 86,705 94,299 99,776: 26,095 20,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 8,326: 9,688 5,693 -4 -4,620 4,666 5,064 10,355: 3,262 -2,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 10.8 0.0 28.0 72.0 78.3 82.9: 21.7 17.1
Old : 100.0: 50.3 10.8 0.0 28.0 72.0 78.3 82.9: 21.7 17.1
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 : 66: 31 11 2 13 20 44 33:
Old : 66: 31 11 2 13 20 44 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 44.2 62.6 65.4 54.2 44.2 62.4 65.1
Old : 54.2 44.2 62.6 65.4 54.2 44.2 62.4 65.1
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 30, 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 : 31,101: 6,743 11,393 0 17,855 10,730 24,598 22,123: 6,503 8,978
Old : 31,101: 6,743 11,393 0 17,855 10,730 24,598 22,123: 6,503 8,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 592: 533 269 0 -398 755 135 1,024: 457 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 36.6 0.0 57.4 34.5 79.1 71.1: 20.9 28.9
Old : 100.0: 21.7 36.6 0.0 57.4 34.5 79.1 71.1: 20.9 28.9
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 : 52: 11 10 0 20 15 31 25:
Old : 52: 11 10 0 20 15 31 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 : 38.5 35.1 54.3 50.8 37.5 35.1 53.4 50.6
Old : 38.5 35.1 54.3 50.8 37.5 35.1 53.4 50.6
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 30, 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 : 62,626: 15,507 3,653 788 18,598 52,030 34,893 56,471: 27,733 6,155
Old : 62,626: 15,507 3,653 788 18,598 52,030 34,893 56,471: 27,733 6,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 496: -473 -1,286 73 -359 2,515 -759 1,302: 1,255 -806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 5.8 1.3 29.7 83.1 55.7 90.2: 44.3 9.8
Old : 100.0: 24.8 5.8 1.3 29.7 83.1 55.7 90.2: 44.3 9.8
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 : 70: 17 7 2 23 29 40 38:
Old : 70: 17 7 2 23 29 40 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 : 16.3 34.5 26.8 56.3 15.7 33.9 26.2 54.2
Old : 16.3 34.5 26.8 56.3 15.7 33.9 26.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2011