BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,262: 183 680 60 3,356 3,269 3,599 4,009: 663 253
Old : 4,262: 183 680 60 3,356 3,269 3,599 4,009: 663 253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 77: 48 25 -15 44 46 76 56: 1 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 15.9 1.4 78.7 76.7 84.5 94.1: 15.5 5.9
Old : 100.0: 4.3 15.9 1.4 78.7 76.7 84.5 94.1: 15.5 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 4 1 13 13 15 17:
Old : 25: 1 4 1 13 13 15 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 : 51.7 52.0 77.8 73.2 50.7 50.5 69.6 68.6
Old : 51.7 52.0 77.8 73.2 50.7 50.5 69.6 68.6
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 57,133: 9,380 1,333 13,831 26,072 31,192 49,283 46,355: 7,850 10,778
Old : 57,133: 9,380 1,333 13,831 26,072 31,192 49,283 46,355: 7,850 10,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 1,943: 633 -77 32 1,726 2,031 2,390 1,986: -448 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 2.3 24.2 45.6 54.6 86.3 81.1: 13.7 18.9
Old : 100.0: 16.4 2.3 24.2 45.6 54.6 86.3 81.1: 13.7 18.9
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 : 85: 31 4 23 37 40 73 63:
Old : 85: 31 4 23 37 40 73 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 30.5 46.6 44.9 32.4 29.9 40.0 41.1
Old : 33.4 30.5 46.6 44.9 32.4 29.9 40.0 41.1
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 3,869: 1,440 73 106 2,096 2,971 3,642 3,150: 228 719
Old : 3,869: 1,440 73 106 2,096 2,971 3,642 3,150: 228 719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 41: 7 -9 1 20 2 28 -5: 13 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 1.9 2.7 54.2 76.8 94.1 81.4: 5.9 18.6
Old : 100.0: 37.2 1.9 2.7 54.2 76.8 94.1 81.4: 5.9 18.6
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: 4 1 1 6 11 10 13:
Old : 21: 4 1 1 6 11 10 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 : 67.0 47.9 88.0 70.8 67.0 47.9 88.0 70.8
Old : 67.0 47.9 88.0 70.8 67.0 47.9 88.0 70.8
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 288,047: 71,294 27,502 76,671 109,106 140,691 257,071 244,864: 30,976 43,183
Old : 106,156: 44,543 43,128 13,614 38,960 36,499 97,118 93,240: 9,038 12,915
Other: 181,891: 57,936 15,560 31,871 70,145 104,193 159,953 151,624: 21,938 30,268
: : :
: : Changes in Commitments from: August 9, 2011 :
: -22,208: -6,221 726 -12,218 -4,767 -7,590 -23,206 -19,082: 998 -3,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 9.5 26.6 37.9 48.8 89.2 85.0: 10.8 15.0
Old : 100.0: 42.0 40.6 12.8 36.7 34.4 91.5 87.8: 8.5 12.2
Other: 100.0: 31.9 8.6 17.5 38.6 57.3 87.9 83.4: 12.1 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 112 61 111 61 84 232 214:
Old : 260: 88 84 47 34 72 146 179:
Other: 221: 90 30 63 57 76 176 150:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 20.8 27.4 30.4 16.2 17.4 26.3 25.4
Old : 22.1 19.1 33.3 27.8 22.1 16.5 33.0 24.7
Other: 18.5 25.5 30.7 38.1 18.5 22.5 29.5 32.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 404,208: 104,170 30,516 110,544 161,141 197,865 375,855 338,925: 28,353 65,284
Old : 404,208: 104,170 30,516 110,544 161,141 197,865 375,855 338,925: 28,353 65,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 15,422: 9,348 -3,633 12,371 -8,920 7,025 12,800 15,764: 2,622 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 7.5 27.3 39.9 49.0 93.0 83.8: 7.0 16.2
Old : 100.0: 25.8 7.5 27.3 39.9 49.0 93.0 83.8: 7.0 16.2
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 : 408: 123 85 129 104 174 298 328:
Old : 408: 123 85 129 104 174 298 328:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 15.2 30.0 22.9 18.4 13.6 28.9 18.8
Old : 19.0 15.2 30.0 22.9 18.4 13.6 28.9 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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,741: 4,149 4,932 615 3,108 1,811 7,872 7,357: 1,868 2,383
Old : 9,741: 4,149 4,932 615 3,108 1,811 7,872 7,357: 1,868 2,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -1,440: -17 69 -963 -224 -256 -1,204 -1,151: -235 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 50.6 6.3 31.9 18.6 80.8 75.5: 19.2 24.5
Old : 100.0: 42.6 50.6 6.3 31.9 18.6 80.8 75.5: 19.2 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 24 36 15 19 20 52 66:
Old : 89: 24 36 15 19 20 52 66:
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 : 39.9 22.6 53.6 35.9 39.9 22.6 53.5 35.9
Old : 39.9 22.6 53.6 35.9 39.9 22.6 53.5 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 40,006: 11,437 4,175 9,549 10,399 8,324 31,385 22,048: 8,621 17,958
Old : 40,006: 11,437 4,175 9,549 10,399 8,324 31,385 22,048: 8,621 17,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 168: 452 186 345 -397 -16 399 515: -231 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 10.4 23.9 26.0 20.8 78.5 55.1: 21.5 44.9
Old : 100.0: 28.6 10.4 23.9 26.0 20.8 78.5 55.1: 21.5 44.9
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: 44 31 48 53 62 125 121:
Old : 160: 44 31 48 53 62 125 121:
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 10.7 29.4 17.0 15.1 6.9 25.9 10.2
Old : 16.2 10.7 29.4 17.0 15.1 6.9 25.9 10.2
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 103,880: 10,710 1,122 2,888 89,328 98,910 102,926 102,920: 954 960
Old : 103,880: 10,710 1,122 2,888 89,328 98,910 102,926 102,920: 954 960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -4,857: -1,620 -317 855 -3,378 -5,057 -4,143 -4,519: -714 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 1.1 2.8 86.0 95.2 99.1 99.1: 0.9 0.9
Old : 100.0: 10.3 1.1 2.8 86.0 95.2 99.1 99.1: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 1 3 16 15 23 18:
Old : 25: 6 1 3 16 15 23 18:
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 : 69.5 63.9 83.6 82.9 60.1 49.4 64.7 59.1
Old : 69.5 63.9 83.6 82.9 60.1 49.4 64.7 59.1
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 116,317: 23,214 18,321 4,423 43,740 67,608 71,377 90,352: 44,940 25,965
Old : 116,317: 23,214 18,321 4,423 43,740 67,608 71,377 90,352: 44,940 25,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -15,302: -15,726 3,487 -6 3,237 -19,458 -12,495 -15,977: -2,806 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 15.8 3.8 37.6 58.1 61.4 77.7: 38.6 22.3
Old : 100.0: 20.0 15.8 3.8 37.6 58.1 61.4 77.7: 38.6 22.3
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 : 84: 24 21 15 27 30 59 58:
Old : 84: 24 21 15 27 30 59 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 32.1 32.1 46.1 21.0 30.7 28.8 42.9
Old : 21.7 32.1 32.1 46.1 21.0 30.7 28.8 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 56,887: 13,616 5,286 2,654 18,066 33,735 34,337 41,675: 22,550 15,212
Old : 56,887: 13,616 5,286 2,654 18,066 33,735 34,337 41,675: 22,550 15,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -4,777: -1,443 -4,325 15 -446 4,035 -1,874 -274: -2,903 -4,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 9.3 4.7 31.8 59.3 60.4 73.3: 39.6 26.7
Old : 100.0: 23.9 9.3 4.7 31.8 59.3 60.4 73.3: 39.6 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 9 5 14 13 30 23:
Old : 39: 12 9 5 14 13 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 43.4 38.1 57.8 26.9 41.2 35.6 53.4
Old : 27.7 43.4 38.1 57.8 26.9 41.2 35.6 53.4
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 110,017: 40,669 18,035 369 61,953 83,817 102,991 102,221: 7,026 7,796
Old : 110,017: 40,669 18,035 369 61,953 83,817 102,991 102,221: 7,026 7,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -7,828: -16,243 2,416 -1,744 11,443 -8,964 -6,544 -8,292: -1,284 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 16.4 0.3 56.3 76.2 93.6 92.9: 6.4 7.1
Old : 100.0: 37.0 16.4 0.3 56.3 76.2 93.6 92.9: 6.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 24 32 4 21 16 48 50:
Old : 91: 24 32 4 21 16 48 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 56.2 78.6 72.1 62.3 55.6 78.6 71.5
Old : 62.3 56.2 78.6 72.1 62.3 55.6 78.6 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 106,341: 36,175 39,489 1,744 38,468 43,761 76,386 84,994: 29,955 21,347
Old : 106,341: 36,175 39,489 1,744 38,468 43,761 76,386 84,994: 29,955 21,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -4,675: -4,877 -1,465 -267 -708 -1,786 -5,852 -3,518: 1,177 -1,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 37.1 1.6 36.2 41.2 71.8 79.9: 28.2 20.1
Old : 100.0: 34.0 37.1 1.6 36.2 41.2 71.8 79.9: 28.2 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 : 90: 29 22 8 27 28 60 54:
Old : 90: 29 22 8 27 28 60 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 32.4 28.2 45.1 16.8 31.9 27.9 44.2
Old : 17.1 32.4 28.2 45.1 16.8 31.9 27.9 44.2
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 138,975: 59,116 12,013 5,452 39,563 91,933 104,130 109,398: 34,844 29,577
Old : 138,975: 59,116 12,013 5,452 39,563 91,933 104,130 109,398: 34,844 29,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 6,296: 5,256 62 444 861 4,994 6,561 5,500: -265 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 8.6 3.9 28.5 66.2 74.9 78.7: 25.1 21.3
Old : 100.0: 42.5 8.6 3.9 28.5 66.2 74.9 78.7: 25.1 21.3
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 : 87: 29 25 14 25 23 63 53:
Old : 87: 29 25 14 25 23 63 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 : 32.2 41.6 42.2 57.4 32.1 41.0 41.9 55.1
Old : 32.2 41.6 42.2 57.4 32.1 41.0 41.9 55.1
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 215,211: 46,539 37,888 34,119 84,655 91,958 165,313 163,965: 49,898 51,246
Old : 215,211: 46,539 37,888 34,119 84,655 91,958 165,313 163,965: 49,898 51,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -8,430: -2,727 -19,189 6,249 -10,715 2,610 -7,193 -10,331: -1,237 1,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 17.6 15.9 39.3 42.7 76.8 76.2: 23.2 23.8
Old : 100.0: 21.6 17.6 15.9 39.3 42.7 76.8 76.2: 23.2 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 38 54 44 50 59 116 129:
Old : 168: 38 54 44 50 59 116 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 16.3 23.5 24.5 14.1 14.7 23.1 22.1
Old : 14.4 16.3 23.5 24.5 14.1 14.7 23.1 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 26,705: 19,214 797 0 3,774 24,389 22,988 25,186: 3,717 1,519
Old : 26,705: 19,214 797 0 3,774 24,389 22,988 25,186: 3,717 1,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -2,238: -2,374 -364 -133 837 -1,113 -1,670 -1,610: -568 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 3.0 0.0 14.1 91.3 86.1 94.3: 13.9 5.7
Old : 100.0: 71.9 3.0 0.0 14.1 91.3 86.1 94.3: 13.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 18 5 0 7 9 25 14:
Old : 39: 18 5 0 7 9 25 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 78.4 72.3 91.0 57.6 78.4 72.3 91.0
Old : 57.6 78.4 72.3 91.0 57.6 78.4 72.3 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :17,646,591: 893,740 742,473 6,731,140 9,064,088 9,098,425 16,688,968 16,572,038: 957,623 1,074,552
Old :17,646,591: 893,740 742,473 6,731,140 9,064,088 9,098,425 16,688,968 16,572,038: 957,623 1,074,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -822,354: -345,369 70,822 -358,091 -96,542 -536,025 -800,002 -823,294: -22,352 940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.2 38.1 51.4 51.6 94.6 93.9: 5.4 6.1
Old : 100.0: 5.1 4.2 38.1 51.4 51.6 94.6 93.9: 5.4 6.1
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 : 298: 52 69 106 155 156 275 274:
Old : 298: 52 69 106 155 156 275 274:
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 22.1 42.8 35.0 21.8 11.6 24.6 16.2
Old : 32.6 22.1 42.8 35.0 21.8 11.6 24.6 16.2
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,307,133: 66,074 130,358 146,652 959,602 898,836 1,172,327 1,175,845: 134,806 131,288
Old : 1,307,133: 66,074 130,358 146,652 959,602 898,836 1,172,327 1,175,845: 134,806 131,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -45,244: -8,111 15,621 -29,652 51,837 12,592 14,073 -1,439: -59,317 -43,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.0 11.2 73.4 68.8 89.7 90.0: 10.3 10.0
Old : 100.0: 5.1 10.0 11.2 73.4 68.8 89.7 90.0: 10.3 10.0
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 : 635: 106 159 124 262 262 438 476:
Old : 635: 106 159 124 262 262 438 476:
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 : 13.3 14.0 22.1 21.1 8.8 6.5 15.0 11.0
Old : 13.3 14.0 22.1 21.1 8.8 6.5 15.0 11.0
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 530,204: 20,160 52,414 67,078 362,658 345,200 449,896 464,693: 80,308 65,512
Old : 530,204: 20,160 52,414 67,078 362,658 345,200 449,896 464,693: 80,308 65,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -14,157: 633 -16,301 -4,907 39,101 3,807 34,827 -17,401: -48,984 3,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 9.9 12.7 68.4 65.1 84.9 87.6: 15.1 12.4
Old : 100.0: 3.8 9.9 12.7 68.4 65.1 84.9 87.6: 15.1 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 : 153: 23 32 39 80 68 127 115:
Old : 153: 23 32 39 80 68 127 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 21.5 29.1 32.5 16.3 15.3 23.5 22.6
Old : 17.3 21.5 29.1 32.5 16.3 15.3 23.5 22.6
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 with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,884,645: 357,858 518,007 269,578 2,984,720 2,768,177 3,612,155 3,555,762: 272,490 328,884
Old : 3,884,645: 357,858 518,007 269,578 2,984,720 2,768,177 3,612,155 3,555,762: 272,490 328,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -155,436: -158,850 44,483 -8,599 63,680 43,924 -103,768 79,808: -51,668 -235,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 13.3 6.9 76.8 71.3 93.0 91.5: 7.0 8.5
Old : 100.0: 9.2 13.3 6.9 76.8 71.3 93.0 91.5: 7.0 8.5
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 : 590: 101 145 106 236 246 393 441:
Old : 590: 101 145 106 236 246 393 441:
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 11.4 27.6 19.4 15.2 10.0 22.8 16.2
Old : 17.8 11.4 27.6 19.4 15.2 10.0 22.8 16.2
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 105,080: 10,500 5,633 1,310 87,963 89,638 99,773 96,581: 5,307 8,500
Old : 105,080: 10,500 5,633 1,310 87,963 89,638 99,773 96,581: 5,307 8,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -2,386: -5,236 705 1,310 2,854 -6,251 -1,072 -4,236: -1,315 1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 5.4 1.2 83.7 85.3 94.9 91.9: 5.1 8.1
Old : 100.0: 10.0 5.4 1.2 83.7 85.3 94.9 91.9: 5.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 7 7 1 49 36 56 44:
Old : 88: 7 7 1 49 36 56 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 35.5 51.7 52.9 34.1 34.8 49.8 52.2
Old : 35.6 35.5 51.7 52.9 34.1 34.8 49.8 52.2
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 94,981: 6,254 8,516 3,509 74,662 72,901 84,426 84,925: 10,555 10,056
Old : 94,981: 6,254 8,516 3,509 74,662 72,901 84,426 84,925: 10,555 10,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 9,824: -7,292 3,728 503 14,864 2,106 8,074 6,336: 1,750 3,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 9.0 3.7 78.6 76.8 88.9 89.4: 11.1 10.6
Old : 100.0: 6.6 9.0 3.7 78.6 76.8 88.9 89.4: 11.1 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 : 203: 29 36 21 82 92 124 136:
Old : 203: 29 36 21 82 92 124 136:
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 28.2 48.5 39.8 26.0 14.8 33.1 22.3
Old : 31.0 28.2 48.5 39.8 26.0 14.8 33.1 22.3
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 with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 22,872: 749 1,510 31 18,884 15,352 19,664 16,893: 3,208 5,979
Old : 22,872: 749 1,510 31 18,884 15,352 19,664 16,893: 3,208 5,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 7,431: 247 -1,115 31 8,117 4,363 8,395 3,279: -964 4,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 6.6 0.1 82.6 67.1 86.0 73.9: 14.0 26.1
Old : 100.0: 3.3 6.6 0.1 82.6 67.1 86.0 73.9: 14.0 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 : 23: 2 5 2 9 7 13 12:
Old : 23: 2 5 2 9 7 13 12:
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 : 70.3 63.2 81.9 71.6 70.3 63.2 81.9 71.6
Old : 70.3 63.2 81.9 71.6 70.3 63.2 81.9 71.6
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 360,547: 33,691 41,192 11,228 278,892 287,744 323,811 340,164: 36,735 20,383
Old : 360,547: 33,691 41,192 11,228 278,892 287,744 323,811 340,164: 36,735 20,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 11,963: -38,433 23,477 3,094 33,733 -11,286 -1,606 15,285: 13,569 -3,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.4 3.1 77.4 79.8 89.8 94.3: 10.2 5.7
Old : 100.0: 9.3 11.4 3.1 77.4 79.8 89.8 94.3: 10.2 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 31 32 19 79 90 119 132:
Old : 201: 31 32 19 79 90 119 132:
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 : 35.4 27.4 49.2 39.2 35.4 27.4 47.9 38.5
Old : 35.4 27.4 49.2 39.2 35.4 27.4 47.9 38.5
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 110,763: 41,090 11,996 2,896 43,562 70,298 87,548 85,190: 23,215 25,573
Old : 110,763: 41,090 11,996 2,896 43,562 70,298 87,548 85,190: 23,215 25,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -3,204: 394 -1,644 -498 3,089 -3,592 2,985 -5,734: -6,189 2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 10.8 2.6 39.3 63.5 79.0 76.9: 21.0 23.1
Old : 100.0: 37.1 10.8 2.6 39.3 63.5 79.0 76.9: 21.0 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 24 21 11 19 21 49 47:
Old : 72: 24 21 11 19 21 49 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 : 47.2 37.0 57.1 55.3 47.0 36.9 56.2 54.9
Old : 47.2 37.0 57.1 55.3 47.0 36.9 56.2 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,081: 6,711 11,531 0 19,178 12,093 25,889 23,624: 6,192 8,457
Old : 32,081: 6,711 11,531 0 19,178 12,093 25,889 23,624: 6,192 8,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 1,298: 244 476 0 2,020 -373 2,264 103: -966 1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 35.9 0.0 59.8 37.7 80.7 73.6: 19.3 26.4
Old : 100.0: 20.9 35.9 0.0 59.8 37.7 80.7 73.6: 19.3 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 11 10 0 19 18 30 28:
Old : 54: 11 10 0 19 18 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 33.4 54.6 48.6 37.3 33.4 53.8 48.3
Old : 38.1 33.4 54.6 48.6 37.3 33.4 53.8 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 58,962: 18,193 4,448 1,104 15,389 47,028 34,686 52,580: 24,276 6,382
Old : 58,962: 18,193 4,448 1,104 15,389 47,028 34,686 52,580: 24,276 6,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -13,236: -3,605 -248 239 269 -10,695 -3,097 -10,704: -10,139 -2,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 7.5 1.9 26.1 79.8 58.8 89.2: 41.2 10.8
Old : 100.0: 30.9 7.5 1.9 26.1 79.8 58.8 89.2: 41.2 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 18 8 3 20 27 39 37:
Old : 68: 18 8 3 20 27 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 33.0 28.5 54.4 16.5 32.3 27.9 53.4
Old : 17.1 33.0 28.5 54.4 16.5 32.3 27.9 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2011