BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,185: 135 655 76 3,312 3,223 3,523 3,953: 662 232
Old : 4,185: 135 655 76 3,312 3,223 3,523 3,953: 662 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -750: -71 -211 -51 -545 -474 -667 -736: -84 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 15.7 1.8 79.1 77.0 84.2 94.5: 15.8 5.5
Old : 100.0: 3.2 15.7 1.8 79.1 77.0 84.2 94.5: 15.8 5.5
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 : 25: 2 3 2 13 13 16 17:
Old : 25: 2 3 2 13 13 16 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 : 52.0 52.9 77.0 73.9 51.0 51.0 68.6 69.3
Old : 52.0 52.9 77.0 73.9 51.0 51.0 68.6 69.3
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 with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 55,190: 8,748 1,409 13,798 24,346 29,161 46,892 44,369: 8,298 10,821
Old : 55,190: 8,748 1,409 13,798 24,346 29,161 46,892 44,369: 8,298 10,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -6,983: -2,766 -144 -1,340 -2,449 -4,170 -6,555 -5,655: -428 -1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 2.6 25.0 44.1 52.8 85.0 80.4: 15.0 19.6
Old : 100.0: 15.9 2.6 25.0 44.1 52.8 85.0 80.4: 15.0 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 25 6 23 36 37 69 60:
Old : 81: 25 6 23 36 37 69 60:
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 : 30.9 29.7 44.7 43.7 30.4 29.0 37.7 40.4
Old : 30.9 29.7 44.7 43.7 30.4 29.0 37.7 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 3,828: 1,433 82 105 2,076 2,969 3,614 3,155: 214 673
Old : 3,828: 1,433 82 105 2,076 2,969 3,614 3,155: 214 673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -700: -490 -1 17 -265 -627 -738 -611: 39 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 2.1 2.7 54.2 77.6 94.4 82.4: 5.6 17.6
Old : 100.0: 37.4 2.1 2.7 54.2 77.6 94.4 82.4: 5.6 17.6
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 : 21: 3 2 2 6 11 10 14:
Old : 21: 3 2 2 6 11 10 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 48.4 88.7 71.6 67.6 48.4 88.6 71.6
Old : 67.7 48.4 88.7 71.6 67.6 48.4 88.6 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 310,255: 77,515 26,776 88,888 113,873 148,282 280,276 263,946: 29,979 46,309
Old : 133,429: 52,635 43,820 24,165 46,184 47,564 122,984 115,548: 10,445 17,881
Other: 176,826: 57,927 16,003 31,677 67,688 100,718 157,292 148,398: 19,533 28,428
: : :
: : Changes in Commitments from: August 2, 2011 :
: 1,629: -2,324 -882 2,670 2,356 29 2,702 1,818: -1,073 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 8.6 28.7 36.7 47.8 90.3 85.1: 9.7 14.9
Old : 100.0: 39.4 32.8 18.1 34.6 35.6 92.2 86.6: 7.8 13.4
Other: 100.0: 32.8 9.1 17.9 38.3 57.0 89.0 83.9: 11.0 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 125 59 123 64 85 246 225:
Old : 282: 98 89 60 38 80 166 199:
Other: 227: 88 37 64 60 78 182 154:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 20.4 25.9 30.1 15.4 16.9 24.8 24.6
Old : 18.9 14.5 29.1 22.7 18.9 11.5 27.8 18.5
Other: 18.5 25.9 30.3 37.6 18.4 22.3 28.9 32.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 388,787: 94,822 34,149 98,172 170,061 190,840 363,056 323,161: 25,731 65,626
Old : 388,787: 94,822 34,149 98,172 170,061 190,840 363,056 323,161: 25,731 65,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -36,085: -4,623 -2,015 -26,907 -1,885 -7,672 -33,415 -36,594: -2,670 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 8.8 25.3 43.7 49.1 93.4 83.1: 6.6 16.9
Old : 100.0: 24.4 8.8 25.3 43.7 49.1 93.4 83.1: 6.6 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 95 93 124 104 170 276 325:
Old : 391: 95 93 124 104 170 276 325:
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 : 22.0 15.7 33.7 22.4 21.7 13.4 33.1 18.8
Old : 22.0 15.7 33.7 22.4 21.7 13.4 33.1 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 11,180: 4,166 4,862 1,578 3,333 2,067 9,077 8,508: 2,104 2,672
Old : 11,180: 4,166 4,862 1,578 3,333 2,067 9,077 8,508: 2,104 2,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 338: 325 772 -72 -19 -693 234 7: 104 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 43.5 14.1 29.8 18.5 81.2 76.1: 18.8 23.9
Old : 100.0: 37.3 43.5 14.1 29.8 18.5 81.2 76.1: 18.8 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 26 33 24 19 22 60 75:
Old : 96: 26 33 24 19 22 60 75:
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 : 36.8 19.8 51.3 32.2 36.8 19.8 48.8 31.7
Old : 36.8 19.8 51.3 32.2 36.8 19.8 48.8 31.7
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 with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 39,837: 10,985 3,988 9,204 10,797 8,341 30,986 21,533: 8,851 18,305
Old : 39,837: 10,985 3,988 9,204 10,797 8,341 30,986 21,533: 8,851 18,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -4,552: -2,711 162 -703 -600 -1,521 -4,014 -2,063: -537 -2,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 10.0 23.1 27.1 20.9 77.8 54.1: 22.2 45.9
Old : 100.0: 27.6 10.0 23.1 27.1 20.9 77.8 54.1: 22.2 45.9
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 : 160: 46 28 47 51 63 123 120:
Old : 160: 46 28 47 51 63 123 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 10.9 30.4 17.0 16.8 7.1 25.8 10.3
Old : 18.0 10.9 30.4 17.0 16.8 7.1 25.8 10.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 108,737: 12,330 1,439 2,033 92,706 103,967 107,069 107,439: 1,668 1,298
Old : 108,737: 12,330 1,439 2,033 92,706 103,967 107,069 107,439: 1,668 1,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 1,724: -4,901 1,380 19 5,409 -927 527 473: 1,197 1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 1.3 1.9 85.3 95.6 98.5 98.8: 1.5 1.2
Old : 100.0: 11.3 1.3 1.9 85.3 95.6 98.5 98.8: 1.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 8 1 3 17 16 26 19:
Old : 28: 8 1 3 17 16 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 64.9 83.3 83.4 61.9 52.7 68.1 63.3
Old : 69.4 64.9 83.3 83.4 61.9 52.7 68.1 63.3
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 with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 131,618: 38,940 14,834 4,429 40,503 87,066 83,872 106,329: 47,746 25,289
Old : 131,618: 38,940 14,834 4,429 40,503 87,066 83,872 106,329: 47,746 25,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -15,181: -17,741 -1,603 -1,063 7,135 -17,021 -11,669 -19,688: -3,511 4,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 11.3 3.4 30.8 66.2 63.7 80.8: 36.3 19.2
Old : 100.0: 29.6 11.3 3.4 30.8 66.2 63.7 80.8: 36.3 19.2
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 : 87: 27 19 13 28 31 65 53:
Old : 87: 27 19 13 28 31 65 53:
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 : 23.9 32.5 32.4 46.4 23.7 32.0 30.9 45.8
Old : 23.9 32.5 32.4 46.4 23.7 32.0 30.9 45.8
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 with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 61,664: 15,060 9,610 2,639 18,513 29,700 36,211 41,949: 25,452 19,715
Old : 61,664: 15,060 9,610 2,639 18,513 29,700 36,211 41,949: 25,452 19,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -7,167: -10,752 -4,317 -2,005 6,051 246 -6,706 -6,076: -461 -1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 15.6 4.3 30.0 48.2 58.7 68.0: 41.3 32.0
Old : 100.0: 24.4 15.6 4.3 30.0 48.2 58.7 68.0: 41.3 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 15 15 5 15 14 32 32:
Old : 50: 15 15 5 15 14 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 34.5 31.6 45.9 21.4 33.4 31.2 43.4
Old : 21.4 34.5 31.6 45.9 21.4 33.4 31.2 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 117,845: 56,912 15,619 2,113 50,510 92,781 109,535 110,513: 8,310 7,332
Old : 117,845: 56,912 15,619 2,113 50,510 92,781 109,535 110,513: 8,310 7,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -12,395: -39,245 7,946 1,881 24,386 -27,145 -12,978 -17,318: 583 4,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 13.3 1.8 42.9 78.7 92.9 93.8: 7.1 6.2
Old : 100.0: 48.3 13.3 1.8 42.9 78.7 92.9 93.8: 7.1 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 38 25 4 21 18 63 44:
Old : 99: 38 25 4 21 18 63 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 59.1 66.1 74.7 47.9 59.0 66.1 74.3
Old : 47.9 59.1 66.1 74.7 47.9 59.0 66.1 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 111,016: 41,052 40,954 2,011 39,176 45,548 82,238 88,512: 28,778 22,504
Old : 111,016: 41,052 40,954 2,011 39,176 45,548 82,238 88,512: 28,778 22,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 1,227: -1,630 2,696 -1,023 3,340 221 687 1,895: 540 -667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 36.9 1.8 35.3 41.0 74.1 79.7: 25.9 20.3
Old : 100.0: 37.0 36.9 1.8 35.3 41.0 74.1 79.7: 25.9 20.3
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 : 86: 30 20 8 23 28 56 53:
Old : 86: 30 20 8 23 28 56 53:
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 : 17.8 32.5 31.1 43.9 17.8 32.1 30.6 43.2
Old : 17.8 32.5 31.1 43.9 17.8 32.1 30.6 43.2
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 with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 132,679: 53,860 11,951 5,007 38,702 86,939 97,569 103,898: 35,109 28,781
Old : 132,679: 53,860 11,951 5,007 38,702 86,939 97,569 103,898: 35,109 28,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -33,589: -25,109 -7,990 -3,169 -783 -14,259 -29,061 -25,419: -4,528 -8,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 9.0 3.8 29.2 65.5 73.5 78.3: 26.5 21.7
Old : 100.0: 40.6 9.0 3.8 29.2 65.5 73.5 78.3: 26.5 21.7
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 : 85: 27 24 14 25 25 59 56:
Old : 85: 27 24 14 25 25 59 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 : 30.9 40.1 40.7 55.4 30.9 39.4 40.7 53.1
Old : 30.9 40.1 40.7 55.4 30.9 39.4 40.7 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 223,641: 49,266 57,077 27,870 95,370 89,348 172,506 174,295: 51,135 49,346
Old : 223,641: 49,266 57,077 27,870 95,370 89,348 172,506 174,295: 51,135 49,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -14,300: -7,414 1,376 -4,016 -2,702 -12,763 -14,132 -15,404: -168 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 25.5 12.5 42.6 40.0 77.1 77.9: 22.9 22.1
Old : 100.0: 22.0 25.5 12.5 42.6 40.0 77.1 77.9: 22.9 22.1
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 : 182: 38 63 48 53 59 121 140:
Old : 182: 38 63 48 53 59 121 140:
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 : 15.9 17.6 26.1 25.2 15.6 16.0 25.8 23.2
Old : 15.9 17.6 26.1 25.2 15.6 16.0 25.8 23.2
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 with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 28,943: 21,588 1,161 133 2,937 25,502 24,658 26,796: 4,285 2,147
Old : 28,943: 21,588 1,161 133 2,937 25,502 24,658 26,796: 4,285 2,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -4,845: -4,220 -521 0 397 -5,135 -3,823 -5,656: -1,022 811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 4.0 0.5 10.1 88.1 85.2 92.6: 14.8 7.4
Old : 100.0: 74.6 4.0 0.5 10.1 88.1 85.2 92.6: 14.8 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 20 6 1 5 10 26 16:
Old : 41: 20 6 1 5 10 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 74.8 71.0 88.3 56.8 74.8 71.0 88.3
Old : 56.8 74.8 71.0 88.3 56.8 74.8 71.0 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :18,468,944: 1,239,109 671,651 7,089,231 9,160,630 9,634,451 17,488,970 17,395,332: 979,975 1,073,612
Old :18,468,944: 1,239,109 671,651 7,089,231 9,160,630 9,634,451 17,488,970 17,395,332: 979,975 1,073,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 602,507: 62,081 -28,139 698,185 -153,010 -61,403 607,257 608,644: -4,750 -6,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 3.6 38.4 49.6 52.2 94.7 94.2: 5.3 5.8
Old : 100.0: 6.7 3.6 38.4 49.6 52.2 94.7 94.2: 5.3 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 : 308: 61 67 113 156 160 285 284:
Old : 308: 61 67 113 156 160 285 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 23.0 42.3 36.0 21.7 12.0 24.8 17.2
Old : 32.6 23.0 42.3 36.0 21.7 12.0 24.8 17.2
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 with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,352,378: 74,185 114,737 176,304 907,765 886,244 1,158,254 1,177,284: 194,123 175,094
Old : 1,352,378: 74,185 114,737 176,304 907,765 886,244 1,158,254 1,177,284: 194,123 175,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 300,665: -12,569 28,869 85,140 193,739 140,089 266,311 254,098: 34,354 46,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.5 13.0 67.1 65.5 85.6 87.1: 14.4 12.9
Old : 100.0: 5.5 8.5 13.0 67.1 65.5 85.6 87.1: 14.4 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 : 637: 117 144 127 264 268 449 473:
Old : 637: 117 144 127 264 268 449 473:
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 : 11.2 12.0 20.2 19.8 7.4 6.7 12.8 11.4
Old : 11.2 12.0 20.2 19.8 7.4 6.7 12.8 11.4
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 with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 544,361: 19,527 68,715 71,985 323,557 341,393 415,069 482,093: 129,292 62,268
Old : 544,361: 19,527 68,715 71,985 323,557 341,393 415,069 482,093: 129,292 62,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 129,553: 997 33,806 25,895 75,792 56,731 102,684 116,432: 26,869 13,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 12.6 13.2 59.4 62.7 76.2 88.6: 23.8 11.4
Old : 100.0: 3.6 12.6 13.2 59.4 62.7 76.2 88.6: 23.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 28 26 38 74 67 120 113:
Old : 147: 28 26 38 74 67 120 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 20.5 25.1 32.5 13.1 16.1 18.8 23.2
Old : 15.1 20.5 25.1 32.5 13.1 16.1 18.8 23.2
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 with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,040,081: 516,708 473,524 278,177 2,921,040 2,724,253 3,715,924 3,475,954: 324,158 564,128
Old : 4,040,081: 516,708 473,524 278,177 2,921,040 2,724,253 3,715,924 3,475,954: 324,158 564,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 855,558: 109,301 152,449 119,095 589,737 416,789 818,134 688,333: 37,424 167,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 11.7 6.9 72.3 67.4 92.0 86.0: 8.0 14.0
Old : 100.0: 12.8 11.7 6.9 72.3 67.4 92.0 86.0: 8.0 14.0
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 : 589: 113 129 110 236 250 402 437:
Old : 589: 113 129 110 236 250 402 437:
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 : 16.1 10.9 25.7 19.1 13.6 10.2 21.6 16.4
Old : 16.1 10.9 25.7 19.1 13.6 10.2 21.6 16.4
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 with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 107,467: 15,736 4,928 0 85,109 95,889 100,845 100,817: 6,622 6,650
Old : 107,467: 15,736 4,928 0 85,109 95,889 100,845 100,817: 6,622 6,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 1,093: 4,668 197 -1,353 100 1,714 3,415 558: -2,322 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 4.6 0.0 79.2 89.2 93.8 93.8: 6.2 6.2
Old : 100.0: 14.6 4.6 0.0 79.2 89.2 93.8 93.8: 6.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 10 5 0 53 38 63 43:
Old : 94: 10 5 0 53 38 63 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 36.0 44.2 54.5 27.4 35.4 43.3 53.8
Old : 27.4 36.0 44.2 54.5 27.4 35.4 43.3 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 85,157: 13,547 4,788 3,006 59,799 70,795 76,352 78,589: 8,805 6,568
Old : 85,157: 13,547 4,788 3,006 59,799 70,795 76,352 78,589: 8,805 6,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -6,745: -5,896 -920 -2,606 2,328 -3,856 -6,173 -7,382: -572 637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.6 3.5 70.2 83.1 89.7 92.3: 10.3 7.7
Old : 100.0: 15.9 5.6 3.5 70.2 83.1 89.7 92.3: 10.3 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 51 19 19 82 92 139 125:
Old : 210: 51 19 19 82 92 139 125:
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 : 30.7 28.6 41.8 39.3 27.4 19.8 35.6 29.2
Old : 30.7 28.6 41.8 39.3 27.4 19.8 35.6 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 15,441: 501 2,624 0 10,767 10,989 11,269 13,614: 4,172 1,827
Old : 15,441: 501 2,624 0 10,767 10,989 11,269 13,614: 4,172 1,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -2,873: -3,425 178 -8 429 -2,943 -3,004 -2,773: 131 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 17.0 0.0 69.7 71.2 73.0 88.2: 27.0 11.8
Old : 100.0: 3.2 17.0 0.0 69.7 71.2 73.0 88.2: 27.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 6 1 7 8 10 14:
Old : 23: 2 6 1 7 8 10 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 60.5 72.3 79.3 59.9 60.5 72.3 79.3
Old : 59.9 60.5 72.3 79.3 59.9 60.5 72.3 79.3
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 with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 348,584: 72,124 17,715 8,134 245,159 299,029 325,417 324,879: 23,166 23,705
Old : 348,584: 72,124 17,715 8,134 245,159 299,029 325,417 324,879: 23,166 23,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -19,361: -27,495 -20,632 2,151 9,497 -4,567 -15,847 -23,047: -3,515 3,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 5.1 2.3 70.3 85.8 93.4 93.2: 6.6 6.8
Old : 100.0: 20.7 5.1 2.3 70.3 85.8 93.4 93.2: 6.6 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 50 18 16 80 90 135 119:
Old : 207: 50 18 16 80 90 135 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 29.5 43.1 40.5 32.1 29.5 42.5 40.2
Old : 32.1 29.5 43.1 40.5 32.1 29.5 42.5 40.2
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 with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 113,967: 40,696 13,640 3,394 40,473 73,890 84,563 90,924: 29,404 23,043
Old : 113,967: 40,696 13,640 3,394 40,473 73,890 84,563 90,924: 29,404 23,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -27,537: -50,374 -2,092 409 29,312 -31,925 -20,654 -33,608: -6,883 6,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 12.0 3.0 35.5 64.8 74.2 79.8: 25.8 20.2
Old : 100.0: 35.7 12.0 3.0 35.5 64.8 74.2 79.8: 25.8 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 27 16 12 18 19 50 42:
Old : 70: 27 16 12 18 19 50 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 42.0 51.7 59.5 41.8 41.9 50.8 59.2
Old : 42.0 42.0 51.7 59.5 41.8 41.9 50.8 59.2
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 with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 30,783: 6,467 11,055 0 17,158 12,466 23,625 23,521: 7,158 7,262
Old : 30,783: 6,467 11,055 0 17,158 12,466 23,625 23,521: 7,158 7,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -5,205: -3,162 -3,097 0 -2,321 -2,010 -5,483 -5,107: 278 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 35.9 0.0 55.7 40.5 76.7 76.4: 23.3 23.6
Old : 100.0: 21.0 35.9 0.0 55.7 40.5 76.7 76.4: 23.3 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 11 11 0 17 14 28 25:
Old : 52: 11 11 0 17 14 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 40.2 51.9 55.4 34.0 40.2 51.1 55.4
Old : 34.7 40.2 51.9 55.4 34.0 40.2 51.1 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 72,198: 21,798 4,696 865 15,120 57,723 37,783 63,284: 34,415 8,914
Old : 72,198: 21,798 4,696 865 15,120 57,723 37,783 63,284: 34,415 8,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: 11,924: -45 -253 -169 -4,443 10,311 -4,657 9,889: 16,581 2,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 6.5 1.2 20.9 80.0 52.3 87.7: 47.7 12.3
Old : 100.0: 30.2 6.5 1.2 20.9 80.0 52.3 87.7: 47.7 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 19 7 2 17 31 37 39:
Old : 69: 19 7 2 17 31 37 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 32.2 26.6 51.3 15.7 31.5 26.2 50.6
Old : 16.2 32.2 26.6 51.3 15.7 31.5 26.2 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2011