BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 6, 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 : 3,109: 171 429 0 2,347 2,268 2,518 2,697: 591 412
Old : 3,109: 171 429 0 2,347 2,268 2,518 2,697: 591 412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -837: -46 -251 0 -687 -675 -733 -926: -104 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 13.8 0.0 75.5 72.9 81.0 86.7: 19.0 13.3
Old : 100.0: 5.5 13.8 0.0 75.5 72.9 81.0 86.7: 19.0 13.3
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 : 20: 2 2 0 9 11 11 13:
Old : 20: 2 2 0 9 11 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 56.5 78.1 75.5 58.6 56.4 73.4 74.9
Old : 59.0 56.5 78.1 75.5 58.6 56.4 73.4 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 6, 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 : 31,248: 6,139 6,343 478 19,784 20,794 26,401 27,615: 4,847 3,633
Old : 31,248: 6,139 6,343 478 19,784 20,794 26,401 27,615: 4,847 3,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -6,176: -2,764 -587 -349 -2,641 -4,627 -5,754 -5,563: -422 -613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 20.3 1.5 63.3 66.5 84.5 88.4: 15.5 11.6
Old : 100.0: 19.6 20.3 1.5 63.3 66.5 84.5 88.4: 15.5 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 18 11 10 28 31 51 47:
Old : 75: 18 11 10 28 31 51 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 : 51.5 39.2 61.1 59.0 51.5 38.3 60.4 58.1
Old : 51.5 39.2 61.1 59.0 51.5 38.3 60.4 58.1
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, September 6, 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 : 252,269: 67,997 52,446 44,344 110,950 115,856 223,291 212,646: 28,978 39,623
Old : 73,511: 33,640 38,440 1,148 28,992 24,241 63,780 63,829: 9,731 9,682
Other: 178,758: 59,580 39,229 17,973 81,958 91,615 159,511 148,817: 19,247 29,941
: : :
: : Changes in Commitments from: August 30, 2011 :
: 2,509: 725 5,723 -5,201 4,253 531 -223 1,053: 2,732 1,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 20.8 17.6 44.0 45.9 88.5 84.3: 11.5 15.7
Old : 100.0: 45.8 52.3 1.6 39.4 33.0 86.8 86.8: 13.2 13.2
Other: 100.0: 33.3 21.9 10.1 45.8 51.3 89.2 83.3: 10.8 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 97 74 113 49 78 208 228:
Old : 237: 79 81 12 23 56 110 141:
Other: 244: 79 64 69 44 71 172 168:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 21.8 33.9 29.5 19.0 19.6 31.8 26.9
Old : 25.1 18.2 38.1 27.5 25.1 18.2 38.1 27.5
Other: 23.9 25.9 37.6 34.6 23.8 23.3 36.9 31.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 6, 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 : 319,453: 94,012 69,861 48,169 151,576 145,614 293,757 263,644: 25,696 55,809
Old : 319,453: 94,012 69,861 48,169 151,576 145,614 293,757 263,644: 25,696 55,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 7,500: 3,691 2,991 755 1,566 1,623 6,012 5,369: 1,488 2,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 21.9 15.1 47.4 45.6 92.0 82.5: 8.0 17.5
Old : 100.0: 29.4 21.9 15.1 47.4 45.6 92.0 82.5: 8.0 17.5
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 : 378: 97 108 122 66 143 234 316:
Old : 378: 97 108 122 66 143 234 316:
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 : 23.3 12.8 36.5 19.7 23.3 12.4 35.5 19.0
Old : 23.3 12.8 36.5 19.7 23.3 12.4 35.5 19.0
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, September 6, 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 : 9,445: 3,997 4,014 684 3,161 2,310 7,842 7,008: 1,603 2,437
Old : 9,445: 3,997 4,014 684 3,161 2,310 7,842 7,008: 1,603 2,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -61: 26 -900 71 46 550 143 -279: -204 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 42.5 7.2 33.5 24.5 83.0 74.2: 17.0 25.8
Old : 100.0: 42.3 42.5 7.2 33.5 24.5 83.0 74.2: 17.0 25.8
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 : 81: 22 34 12 15 18 46 56:
Old : 81: 22 34 12 15 18 46 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 20.7 58.6 35.4 43.5 20.7 58.6 35.4
Old : 43.5 20.7 58.6 35.4 43.5 20.7 58.6 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 6, 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 : 31,828: 10,274 6,984 4,412 10,111 7,153 24,797 18,549: 7,031 13,279
Old : 31,828: 10,274 6,984 4,412 10,111 7,153 24,797 18,549: 7,031 13,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 392: -16 -17 -108 1 115 -123 -10: 515 402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 21.9 13.9 31.8 22.5 77.9 58.3: 22.1 41.7
Old : 100.0: 32.3 21.9 13.9 31.8 22.5 77.9 58.3: 22.1 41.7
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 : 138: 27 35 43 35 49 90 112:
Old : 138: 27 35 43 35 49 90 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 10.5 35.9 16.6 22.8 10.0 34.6 14.7
Old : 23.1 10.5 35.9 16.6 22.8 10.0 34.6 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, September 6, 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 : 101,144: 9,166 1,000 2,886 88,057 96,364 100,109 100,250: 1,035 894
Old : 101,144: 9,166 1,000 2,886 88,057 96,364 100,109 100,250: 1,035 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -1,995: 0 0 0 -1,853 -1,833 -1,853 -1,833: -142 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 1.0 2.9 87.1 95.3 99.0 99.1: 1.0 0.9
Old : 100.0: 9.1 1.0 2.9 87.1 95.3 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 : 26: 6 1 2 18 14 25 16:
Old : 26: 6 1 2 18 14 25 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 : 67.4 64.9 81.9 83.6 57.1 50.1 63.8 59.7
Old : 67.4 64.9 81.9 83.6 57.1 50.1 63.8 59.7
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, September 6, 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 : 109,190: 18,441 16,360 1,166 48,193 67,166 67,800 84,692: 41,390 24,498
Old : 109,190: 18,441 16,360 1,166 48,193 67,166 67,800 84,692: 41,390 24,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 1,953: -6,382 5,476 892 7,366 -4,460 1,876 1,908: 77 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 15.0 1.1 44.1 61.5 62.1 77.6: 37.9 22.4
Old : 100.0: 16.9 15.0 1.1 44.1 61.5 62.1 77.6: 37.9 22.4
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 : 84: 22 19 6 30 27 54 50:
Old : 84: 22 19 6 30 27 54 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 31.6 37.7 47.0 24.9 30.2 32.6 43.5
Old : 26.9 31.6 37.7 47.0 24.9 30.2 32.6 43.5
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, September 6, 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 : 45,785: 12,589 5,040 210 15,148 29,066 27,947 34,316: 17,838 11,469
Old : 45,785: 12,589 5,040 210 15,148 29,066 27,947 34,316: 17,838 11,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 219: -758 1,035 179 1,818 -1,016 1,239 198: -1,020 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 11.0 0.5 33.1 63.5 61.0 75.0: 39.0 25.0
Old : 100.0: 27.5 11.0 0.5 33.1 63.5 61.0 75.0: 39.0 25.0
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 : 38: 14 5 5 13 12 29 20:
Old : 38: 14 5 5 13 12 29 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 48.1 40.4 66.4 28.2 46.9 39.6 64.8
Old : 28.2 48.1 40.4 66.4 28.2 46.9 39.6 64.8
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, September 6, 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 : 111,130: 34,163 20,917 1,463 68,644 79,808 104,270 102,188: 6,860 8,942
Old : 111,130: 34,163 20,917 1,463 68,644 79,808 104,270 102,188: 6,860 8,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -225: -6,791 843 969 5,805 -2,525 -17 -713: -208 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 18.8 1.3 61.8 71.8 93.8 92.0: 6.2 8.0
Old : 100.0: 30.7 18.8 1.3 61.8 71.8 93.8 92.0: 6.2 8.0
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 : 96: 18 38 9 24 18 45 64:
Old : 96: 18 38 9 24 18 45 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 54.6 75.5 67.4 56.5 54.0 75.0 66.4
Old : 56.7 54.6 75.5 67.4 56.5 54.0 75.0 66.4
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, September 6, 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 : 110,372: 30,543 43,763 379 56,225 44,044 87,147 88,186: 23,225 22,186
Old : 110,372: 30,543 43,763 379 56,225 44,044 87,147 88,186: 23,225 22,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 14,208: -705 12,959 188 21,134 -1,488 20,617 11,659: -6,409 2,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 39.7 0.3 50.9 39.9 79.0 79.9: 21.0 20.1
Old : 100.0: 27.7 39.7 0.3 50.9 39.9 79.0 79.9: 21.0 20.1
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 : 95: 27 25 7 30 29 59 59:
Old : 95: 27 25 7 30 29 59 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 : 27.7 38.3 40.6 48.0 27.3 37.8 39.1 46.2
Old : 27.7 38.3 40.6 48.0 27.3 37.8 39.1 46.2
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, September 6, 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 : 123,412: 48,125 15,338 795 47,213 75,362 96,133 91,495: 27,279 31,917
Old : 123,412: 48,125 15,338 795 47,213 75,362 96,133 91,495: 27,279 31,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -2,716: -6,011 2,387 597 7,153 -9,051 1,739 -6,067: -4,455 3,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 12.4 0.6 38.3 61.1 77.9 74.1: 22.1 25.9
Old : 100.0: 39.0 12.4 0.6 38.3 61.1 77.9 74.1: 22.1 25.9
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 : 91: 33 21 6 29 19 64 44:
Old : 91: 33 21 6 29 19 64 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 : 33.5 47.8 43.6 58.3 33.5 47.7 43.3 57.8
Old : 33.5 47.8 43.6 58.3 33.5 47.7 43.3 57.8
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, September 6, 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 : 209,515: 33,167 69,610 2,421 128,794 83,050 164,382 155,081: 45,133 54,434
Old : 209,515: 33,167 69,610 2,421 128,794 83,050 164,382 155,081: 45,133 54,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 30,353: -10,727 25,332 241 46,811 -2,087 36,325 23,486: -5,972 6,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 33.2 1.2 61.5 39.6 78.5 74.0: 21.5 26.0
Old : 100.0: 15.8 33.2 1.2 61.5 39.6 78.5 74.0: 21.5 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 28 64 21 53 54 93 127:
Old : 173: 28 64 21 53 54 93 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 18.6 36.5 26.4 26.1 16.1 35.5 23.8
Old : 26.7 18.6 36.5 26.4 26.1 16.1 35.5 23.8
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, September 6, 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 : 33,956: 20,641 15,842 69 12,535 17,630 33,245 33,541: 711 415
Old : 33,956: 20,641 15,842 69 12,535 17,630 33,245 33,541: 711 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -5,455: 2,125 2,982 -5,020 -2,355 -3,776 -5,250 -5,814: -205 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 46.7 0.2 36.9 51.9 97.9 98.8: 2.1 1.2
Old : 100.0: 60.8 46.7 0.2 36.9 51.9 97.9 98.8: 2.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 2 2 5 6 14 9:
Old : 20: 8 2 2 5 6 14 9:
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 : 92.3 94.7 95.6 98.6 92.1 94.7 95.4 98.5
Old : 92.3 94.7 95.6 98.6 92.1 94.7 95.4 98.5
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, September 6, 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 : 27,939: 19,215 1,545 14 4,090 24,315 23,319 25,874: 4,620 2,065
Old : 27,939: 19,215 1,545 14 4,090 24,315 23,319 25,874: 4,620 2,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 1,083: 1,262 157 -57 -535 256 670 356: 413 727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 5.5 0.1 14.6 87.0 83.5 92.6: 16.5 7.4
Old : 100.0: 68.8 5.5 0.1 14.6 87.0 83.5 92.6: 16.5 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 20 7 1 9 9 29 17:
Old : 44: 20 7 1 9 9 29 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 73.9 65.8 87.7 50.7 73.9 65.8 87.7
Old : 50.7 73.9 65.8 87.7 50.7 73.9 65.8 87.7
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, September 6, 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 : 9,701,993: 920,935 1,230,393 1,464,385 6,520,025 6,095,291 8,905,345 8,790,069: 796,648 911,924
Old : 9,701,993: 920,935 1,230,393 1,464,385 6,520,025 6,095,291 8,905,345 8,790,069: 796,648 911,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 28,562: -58,871 81,122 20,433 81,117 -58,285 42,679 43,270: -14,117 -14,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 12.7 15.1 67.2 62.8 91.8 90.6: 8.2 9.4
Old : 100.0: 9.5 12.7 15.1 67.2 62.8 91.8 90.6: 8.2 9.4
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 : 272: 48 56 82 129 142 231 241:
Old : 272: 48 56 82 129 142 231 241:
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 : 39.8 24.3 47.9 40.1 36.2 19.3 41.4 30.7
Old : 39.8 24.3 47.9 40.1 36.2 19.3 41.4 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, September 6, 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 : 1,193,021: 60,375 168,492 56,049 917,237 819,995 1,033,660 1,044,536: 159,361 148,485
Old : 1,193,021: 60,375 168,492 56,049 917,237 819,995 1,033,660 1,044,536: 159,361 148,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 79,227: 2,045 2,250 15,766 52,693 56,756 70,504 74,772: 8,723 4,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 14.1 4.7 76.9 68.7 86.6 87.6: 13.4 12.4
Old : 100.0: 5.1 14.1 4.7 76.9 68.7 86.6 87.6: 13.4 12.4
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 : 613: 84 151 56 242 265 366 435:
Old : 613: 84 151 56 242 265 366 435:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 14.2 27.0 21.5 11.0 8.5 18.4 14.1
Old : 16.3 14.2 27.0 21.5 11.0 8.5 18.4 14.1
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, September 6, 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 : 440,478: 23,482 77,146 2,121 337,022 274,049 362,625 353,316: 77,853 87,162
Old : 440,478: 23,482 77,146 2,121 337,022 274,049 362,625 353,316: 77,853 87,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 40,653: 3,621 14,031 -51 31,654 21,507 35,224 35,487: 5,429 5,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 17.5 0.5 76.5 62.2 82.3 80.2: 17.7 19.8
Old : 100.0: 5.3 17.5 0.5 76.5 62.2 82.3 80.2: 17.7 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 20 21 8 68 57 94 80:
Old : 135: 20 21 8 68 57 94 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 : 26.3 32.0 41.9 43.8 25.0 31.9 37.9 40.6
Old : 26.3 32.0 41.9 43.8 25.0 31.9 37.9 40.6
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, September 6, 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 : 3,762,716: 400,409 672,677 53,693 2,901,074 2,729,731 3,355,176 3,456,101: 407,540 306,615
Old : 3,762,716: 400,409 672,677 53,693 2,901,074 2,729,731 3,355,176 3,456,101: 407,540 306,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 192,868: 62,584 11,556 8,621 105,193 176,246 176,398 196,423: 16,470 -3,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 17.9 1.4 77.1 72.5 89.2 91.9: 10.8 8.1
Old : 100.0: 10.6 17.9 1.4 77.1 72.5 89.2 91.9: 10.8 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 580: 82 144 41 213 247 321 406:
Old : 580: 82 144 41 213 247 321 406:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 11.4 33.6 19.8 20.9 11.1 30.5 19.4
Old : 22.4 11.4 33.6 19.8 20.9 11.1 30.5 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, September 6, 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 : 110,220: 14,180 4,632 31 89,588 97,438 103,799 102,101: 6,421 8,119
Old : 110,220: 14,180 4,632 31 89,588 97,438 103,799 102,101: 6,421 8,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 73: 3,719 -314 -1,046 -3,965 1,226 -1,292 -134: 1,365 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 4.2 0.0 81.3 88.4 94.2 92.6: 5.8 7.4
Old : 100.0: 12.9 4.2 0.0 81.3 88.4 94.2 92.6: 5.8 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 6 5 2 48 37 54 44:
Old : 84: 6 5 2 48 37 54 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 : 31.0 38.3 49.6 56.2 29.3 37.6 47.8 55.5
Old : 31.0 38.3 49.6 56.2 29.3 37.6 47.8 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, September 6, 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 : 106,003: 7,544 6,750 1,536 85,295 86,456 94,375 94,742: 11,628 11,261
Old : 106,003: 7,544 6,750 1,536 85,295 86,456 94,375 94,742: 11,628 11,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 4,383: 2,369 -1,196 -1,738 1,823 6,094 2,454 3,161: 1,928 1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.4 1.4 80.5 81.6 89.0 89.4: 11.0 10.6
Old : 100.0: 7.1 6.4 1.4 80.5 81.6 89.0 89.4: 11.0 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 30 34 11 83 95 122 132:
Old : 209: 30 34 11 83 95 122 132:
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 : 35.9 34.4 52.8 47.5 23.8 17.0 29.0 24.3
Old : 35.9 34.4 52.8 47.5 23.8 17.0 29.0 24.3
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, September 6, 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 : 27,456: 523 1,591 36 24,186 18,674 24,745 20,301: 2,711 7,155
Old : 27,456: 523 1,591 36 24,186 18,674 24,745 20,301: 2,711 7,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 406: 0 -1,018 1 244 0 245 -1,017: 161 1,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.8 0.1 88.1 68.0 90.1 73.9: 9.9 26.1
Old : 100.0: 1.9 5.8 0.1 88.1 68.0 90.1 73.9: 9.9 26.1
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 : 25: 1 2 1 15 6 17 9:
Old : 25: 1 2 1 15 6 17 9:
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 68.6 81.5 73.8 70.6 68.6 81.5 73.8
Old : 70.6 68.6 81.5 73.8 70.6 68.6 81.5 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 6, 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 : 392,734: 40,244 30,932 2,364 305,543 338,909 348,151 372,205: 44,583 20,529
Old : 392,734: 40,244 30,932 2,364 305,543 338,909 348,151 372,205: 44,583 20,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 19,883: 6,471 -6,261 -3,322 7,897 30,471 11,046 20,888: 8,837 -1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 7.9 0.6 77.8 86.3 88.6 94.8: 11.4 5.2
Old : 100.0: 10.2 7.9 0.6 77.8 86.3 88.6 94.8: 11.4 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 : 207: 30 33 10 78 92 115 128:
Old : 207: 30 33 10 78 92 115 128:
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 : 41.0 35.1 52.1 46.4 40.9 34.8 51.0 46.0
Old : 41.0 35.1 52.1 46.4 40.9 34.8 51.0 46.0
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, September 6, 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 : 131,598: 62,247 14,206 5,441 35,525 93,889 103,213 113,536: 28,385 18,062
Old : 131,598: 62,247 14,206 5,441 35,525 93,889 103,213 113,536: 28,385 18,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 11,204: 1,642 1,170 5,406 1,866 7,184 8,914 13,760: 2,290 -2,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 10.8 4.1 27.0 71.3 78.4 86.3: 21.6 13.7
Old : 100.0: 47.3 10.8 4.1 27.0 71.3 78.4 86.3: 21.6 13.7
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 : 69: 27 12 3 14 24 41 39:
Old : 69: 27 12 3 14 24 41 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 : 48.9 41.4 62.0 61.4 48.9 41.4 58.4 61.1
Old : 48.9 41.4 62.0 61.4 48.9 41.4 58.4 61.1
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, September 6, 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 : 42,150: 6,322 8,873 3,024 17,780 13,216 27,126 25,113: 15,024 17,037
Old : 42,150: 6,322 8,873 3,024 17,780 13,216 27,126 25,113: 15,024 17,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 11,049: -421 -2,520 3,024 -75 2,486 2,528 2,990: 8,521 8,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 21.1 7.2 42.2 31.4 64.4 59.6: 35.6 40.4
Old : 100.0: 15.0 21.1 7.2 42.2 31.4 64.4 59.6: 35.6 40.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 11 12 5 20 16 35 29:
Old : 54: 11 12 5 20 16 35 29:
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 : 28.2 26.1 40.5 38.7 24.3 20.9 34.3 30.2
Old : 28.2 26.1 40.5 38.7 24.3 20.9 34.3 30.2
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, September 6, 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 : 78,673: 13,550 2,898 1,644 23,181 59,611 38,375 64,153: 40,298 14,520
Old : 78,673: 13,550 2,898 1,644 23,181 59,611 38,375 64,153: 40,298 14,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 16,047: -1,957 -755 856 4,583 7,581 3,482 7,682: 12,565 8,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 3.7 2.1 29.5 75.8 48.8 81.5: 51.2 18.5
Old : 100.0: 17.2 3.7 2.1 29.5 75.8 48.8 81.5: 51.2 18.5
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 : 71: 16 7 4 28 32 46 41:
Old : 71: 16 7 4 28 32 46 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 32.6 22.6 51.4 12.7 31.7 21.9 48.7
Old : 13.4 32.6 22.6 51.4 12.7 31.7 21.9 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2011