BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,342: 183 691 64 3,404 3,285 3,652 4,040: 691 302
Old : 4,342: 183 691 64 3,404 3,285 3,652 4,040: 691 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 80: 0 11 4 48 16 52 31: 28 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 15.9 1.5 78.4 75.7 84.1 93.0: 15.9 7.0
Old : 100.0: 4.2 15.9 1.5 78.4 75.7 84.1 93.0: 15.9 7.0
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 : 24: 1 4 1 13 12 15 16:
Old : 24: 1 4 1 13 12 15 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 : 51.5 51.4 77.4 73.2 50.3 50.7 69.2 68.4
Old : 51.5 51.4 77.4 73.2 50.3 50.7 69.2 68.4
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 57,672: 9,409 1,352 13,956 26,910 31,906 50,275 47,214: 7,397 10,458
Old : 57,672: 9,409 1,352 13,956 26,910 31,906 50,275 47,214: 7,397 10,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 539: 29 20 125 838 714 993 859: -453 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 2.3 24.2 46.7 55.3 87.2 81.9: 12.8 18.1
Old : 100.0: 16.3 2.3 24.2 46.7 55.3 87.2 81.9: 12.8 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 29 4 21 38 41 71 62:
Old : 83: 29 4 21 38 41 71 62:
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 : 35.2 31.2 47.8 46.0 34.0 30.6 41.3 42.0
Old : 35.2 31.2 47.8 46.0 34.0 30.6 41.3 42.0
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 3,893: 1,451 0 113 2,074 3,044 3,637 3,157: 256 736
Old : 3,893: 1,451 0 113 2,074 3,044 3,637 3,157: 256 736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 24: 11 -73 7 -22 73 -4 7: 28 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 0.0 2.9 53.3 78.2 93.4 81.1: 6.6 18.9
Old : 100.0: 37.3 0.0 2.9 53.3 78.2 93.4 81.1: 6.6 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 : 21: 4 0 1 6 12 10 13:
Old : 21: 4 0 1 6 12 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 : 67.2 47.8 87.5 70.5 67.2 47.8 87.5 70.5
Old : 67.2 47.8 87.5 70.5 67.2 47.8 87.5 70.5
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 296,165: 69,968 29,514 82,119 112,438 139,822 264,524 251,454: 31,640 44,711
Old : 103,916: 41,837 43,610 12,956 39,924 33,942 94,718 90,508: 9,198 13,408
Other: 192,249: 61,654 19,427 35,639 72,514 105,879 169,807 160,946: 22,442 31,303
: : :
: : Changes in Commitments from: August 16, 2011 :
: 8,118: -1,326 2,011 5,448 3,332 -870 7,454 6,590: 664 1,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 10.0 27.7 38.0 47.2 89.3 84.9: 10.7 15.1
Old : 100.0: 40.3 42.0 12.5 38.4 32.7 91.1 87.1: 8.9 12.9
Other: 100.0: 32.1 10.1 18.5 37.7 55.1 88.3 83.7: 11.7 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 100 69 120 62 85 231 225:
Old : 263: 77 95 50 36 75 143 190:
Other: 232: 92 40 65 57 78 183 156:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 20.5 26.9 30.0 15.8 17.0 25.7 24.4
Old : 21.7 18.5 32.5 27.6 21.7 16.5 32.3 24.9
Other: 18.0 25.5 30.1 37.5 18.0 22.4 28.8 32.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 396,122: 95,838 36,767 109,420 161,987 185,118 367,244 331,305: 28,877 64,817
Old : 396,122: 95,838 36,767 109,420 161,987 185,118 367,244 331,305: 28,877 64,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -8,087: -8,332 6,251 -1,124 846 -12,747 -8,611 -7,620: 524 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 9.3 27.6 40.9 46.7 92.7 83.6: 7.3 16.4
Old : 100.0: 24.2 9.3 27.6 40.9 46.7 92.7 83.6: 7.3 16.4
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 : 399: 114 88 134 104 168 286 333:
Old : 399: 114 88 134 104 168 286 333:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 15.8 30.5 22.9 18.9 12.5 29.9 17.2
Old : 19.2 15.8 30.5 22.9 18.9 12.5 29.9 17.2
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,820: 4,134 5,007 599 3,005 1,693 7,739 7,300: 2,081 2,520
Old : 9,820: 4,134 5,007 599 3,005 1,693 7,739 7,300: 2,081 2,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 79: -15 76 -16 -103 -118 -134 -58: 213 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 51.0 6.1 30.6 17.2 78.8 74.3: 21.2 25.7
Old : 100.0: 42.1 51.0 6.1 30.6 17.2 78.8 74.3: 21.2 25.7
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: 26 35 14 17 16 49 61:
Old : 85: 26 35 14 17 16 49 61:
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 : 39.5 22.9 53.0 35.6 39.5 22.9 53.0 35.6
Old : 39.5 22.9 53.0 35.6 39.5 22.9 53.0 35.6
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 40,373: 11,604 5,489 10,211 10,913 8,110 32,728 23,810: 7,645 16,563
Old : 40,373: 11,604 5,489 10,211 10,913 8,110 32,728 23,810: 7,645 16,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 367: 167 1,315 663 513 -215 1,343 1,762: -976 -1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 13.6 25.3 27.0 20.1 81.1 59.0: 18.9 41.0
Old : 100.0: 28.7 13.6 25.3 27.0 20.1 81.1 59.0: 18.9 41.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 45 36 52 55 61 127 129:
Old : 165: 45 36 52 55 61 127 129:
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 : 18.8 10.5 30.8 17.1 17.5 7.3 26.0 11.0
Old : 18.8 10.5 30.8 17.1 17.5 7.3 26.0 11.0
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 105,068: 12,388 1,122 2,888 88,721 100,130 103,997 104,140: 1,071 928
Old : 105,068: 12,388 1,122 2,888 88,721 100,130 103,997 104,140: 1,071 928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,188: 1,678 0 0 -607 1,220 1,071 1,220: 117 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 1.1 2.7 84.4 95.3 99.0 99.1: 1.0 0.9
Old : 100.0: 11.8 1.1 2.7 84.4 95.3 99.0 99.1: 1.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 70.2 63.9 83.1 83.0 60.8 50.7 65.8 60.5
Old : 70.2 63.9 83.1 83.0 60.8 50.7 65.8 60.5
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 118,391: 23,528 13,796 4,699 43,772 72,385 71,999 90,881: 46,392 27,511
Old : 118,391: 23,528 13,796 4,699 43,772 72,385 71,999 90,881: 46,392 27,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 2,075: 314 -4,525 276 31 4,777 622 529: 1,453 1,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 11.7 4.0 37.0 61.1 60.8 76.8: 39.2 23.2
Old : 100.0: 19.9 11.7 4.0 37.0 61.1 60.8 76.8: 39.2 23.2
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 : 81: 26 17 16 26 30 59 56:
Old : 81: 26 17 16 26 30 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 : 21.2 29.9 30.3 44.1 19.0 28.5 26.4 40.8
Old : 21.2 29.9 30.3 44.1 19.0 28.5 26.4 40.8
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 57,366: 15,308 6,014 2,704 17,824 34,600 35,836 43,317: 21,530 14,049
Old : 57,366: 15,308 6,014 2,704 17,824 34,600 35,836 43,317: 21,530 14,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 479: 1,692 728 49 -242 865 1,499 1,642: -1,020 -1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 10.5 4.7 31.1 60.3 62.5 75.5: 37.5 24.5
Old : 100.0: 26.7 10.5 4.7 31.1 60.3 62.5 75.5: 37.5 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 : 39: 10 11 5 13 13 27 25:
Old : 39: 10 11 5 13 13 27 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 : 30.1 43.9 41.1 59.4 29.9 40.9 39.6 55.0
Old : 30.1 43.9 41.1 59.4 29.9 40.9 39.6 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 114,424: 40,566 18,731 260 66,741 87,336 107,567 106,327: 6,857 8,097
Old : 114,424: 40,566 18,731 260 66,741 87,336 107,567 106,327: 6,857 8,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 4,407: -103 696 -109 4,788 3,519 4,576 4,106: -169 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 16.4 0.2 58.3 76.3 94.0 92.9: 6.0 7.1
Old : 100.0: 35.5 16.4 0.2 58.3 76.3 94.0 92.9: 6.0 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 22 31 2 20 19 43 51:
Old : 90: 22 31 2 20 19 43 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 55.4 79.7 70.1 60.7 54.8 79.7 69.5
Old : 60.8 55.4 79.7 70.1 60.7 54.8 79.7 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 108,436: 40,818 30,419 2,064 32,345 55,887 75,227 88,370: 33,208 20,066
Old : 108,436: 40,818 30,419 2,064 32,345 55,887 75,227 88,370: 33,208 20,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 2,094: 4,644 -9,070 320 -6,123 12,126 -1,159 3,376: 3,253 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 28.1 1.9 29.8 51.5 69.4 81.5: 30.6 18.5
Old : 100.0: 37.6 28.1 1.9 29.8 51.5 69.4 81.5: 30.6 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 32 24 10 25 33 64 60:
Old : 98: 32 24 10 25 33 64 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 : 17.5 28.8 28.1 41.0 17.2 28.2 27.8 40.1
Old : 17.5 28.8 28.1 41.0 17.2 28.2 27.8 40.1
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 145,250: 60,637 13,565 7,185 46,384 93,579 114,206 114,329: 31,044 30,921
Old : 145,250: 60,637 13,565 7,185 46,384 93,579 114,206 114,329: 31,044 30,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 6,276: 1,521 1,552 1,734 6,821 1,646 10,076 4,931: -3,800 1,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 9.3 4.9 31.9 64.4 78.6 78.7: 21.4 21.3
Old : 100.0: 41.7 9.3 4.9 31.9 64.4 78.6 78.7: 21.4 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 : 105: 36 29 20 30 25 77 63:
Old : 105: 36 29 20 30 25 77 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 : 34.2 41.6 42.2 56.0 34.2 41.0 41.8 53.4
Old : 34.2 41.6 42.2 56.0 34.2 41.0 41.8 53.4
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 223,232: 46,731 42,458 34,949 89,566 94,760 171,246 172,167: 51,986 51,065
Old : 223,232: 46,731 42,458 34,949 89,566 94,760 171,246 172,167: 51,986 51,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 8,021: 192 4,570 830 4,911 2,802 5,933 8,202: 2,088 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 19.0 15.7 40.1 42.4 76.7 77.1: 23.3 22.9
Old : 100.0: 20.9 19.0 15.7 40.1 42.4 76.7 77.1: 23.3 22.9
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 : 175: 35 61 47 54 60 122 135:
Old : 175: 35 61 47 54 60 122 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 16.6 22.8 24.7 13.6 14.8 22.3 22.1
Old : 13.9 16.6 22.8 24.7 13.6 14.8 22.3 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 27,738: 17,730 12,849 5,089 4,068 9,515 26,887 27,453: 851 285
Old : 27,738: 17,730 12,849 5,089 4,068 9,515 26,887 27,453: 851 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 46.3 18.3 14.7 34.3 96.9 99.0: 3.1 1.0
Old : 100.0: 63.9 46.3 18.3 14.7 34.3 96.9 99.0: 3.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 2 3 7 5 17 8:
Old : 21: 8 2 3 7 5 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.6 88.6 90.8 99.0 67.1 74.5 73.8 80.4
Old : 81.6 88.6 90.8 99.0 67.1 74.5 73.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 26,504: 17,980 1,104 100 4,305 23,942 22,385 25,146: 4,119 1,358
Old : 26,504: 17,980 1,104 100 4,305 23,942 22,385 25,146: 4,119 1,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -201: -1,234 307 100 531 -447 -603 -40: 402 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 4.2 0.4 16.2 90.3 84.5 94.9: 15.5 5.1
Old : 100.0: 67.8 4.2 0.4 16.2 90.3 84.5 94.9: 15.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 19 6 1 8 9 27 16:
Old : 42: 19 6 1 8 9 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 77.8 67.3 90.7 52.9 77.8 67.3 90.7
Old : 52.9 77.8 67.3 90.7 52.9 77.8 67.3 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :17,702,610: 888,533 812,034 6,862,416 9,004,402 8,898,413 16,755,352 16,572,863: 947,258 1,129,747
Old :17,702,610: 888,533 812,034 6,862,416 9,004,402 8,898,413 16,755,352 16,572,863: 947,258 1,129,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 56,019: -5,206 69,561 131,276 -59,686 -200,013 66,384 825: -10,365 55,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.6 38.8 50.9 50.3 94.6 93.6: 5.4 6.4
Old : 100.0: 5.0 4.6 38.8 50.9 50.3 94.6 93.6: 5.4 6.4
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 : 300: 59 66 113 153 157 277 282:
Old : 300: 59 66 113 153 157 277 282:
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 : 32.5 21.5 42.5 34.7 21.2 10.9 24.3 16.3
Old : 32.5 21.5 42.5 34.7 21.2 10.9 24.3 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,292,389: 67,684 144,574 128,850 960,762 891,170 1,157,296 1,164,593: 135,093 127,796
Old : 1,292,389: 67,684 144,574 128,850 960,762 891,170 1,157,296 1,164,593: 135,093 127,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -14,745: 1,611 14,216 -17,802 1,160 -7,666 -15,031 -11,252: 287 -3,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.2 10.0 74.3 69.0 89.5 90.1: 10.5 9.9
Old : 100.0: 5.2 11.2 10.0 74.3 69.0 89.5 90.1: 10.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 637: 99 160 118 268 265 440 471:
Old : 637: 99 160 118 268 265 440 471:
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 : 15.0 14.3 23.9 21.8 9.9 7.2 16.3 12.3
Old : 15.0 14.3 23.9 21.8 9.9 7.2 16.3 12.3
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 513,612: 20,565 73,535 46,150 366,747 328,734 433,462 448,420: 80,150 65,192
Old : 513,612: 20,565 73,535 46,150 366,747 328,734 433,462 448,420: 80,150 65,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -16,593: 405 21,121 -20,928 4,089 -16,466 -16,434 -16,273: -158 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 14.3 9.0 71.4 64.0 84.4 87.3: 15.6 12.7
Old : 100.0: 4.0 14.3 9.0 71.4 64.0 84.4 87.3: 15.6 12.7
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 : 148: 23 27 34 81 66 123 108:
Old : 148: 23 27 34 81 66 123 108:
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 : 20.6 26.6 31.0 37.2 19.0 23.0 27.7 31.2
Old : 20.6 26.6 31.0 37.2 19.0 23.0 27.7 31.2
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,893,885: 450,418 570,009 198,679 2,970,074 2,812,175 3,619,172 3,580,864: 274,713 313,021
Old : 3,893,885: 450,418 570,009 198,679 2,970,074 2,812,175 3,619,172 3,580,864: 274,713 313,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 9,240: 92,560 52,002 -70,898 -14,645 43,999 7,016 25,102: 2,223 -15,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 14.6 5.1 76.3 72.2 92.9 92.0: 7.1 8.0
Old : 100.0: 11.6 14.6 5.1 76.3 72.2 92.9 92.0: 7.1 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 588: 96 144 99 238 250 391 436:
Old : 588: 96 144 99 238 250 391 436:
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 : 21.5 10.8 32.2 19.2 18.4 10.2 27.6 17.6
Old : 21.5 10.8 32.2 19.2 18.4 10.2 27.6 17.6
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 108,177: 12,477 4,833 0 88,823 95,482 101,300 100,315: 6,878 7,863
Old : 108,177: 12,477 4,833 0 88,823 95,482 101,300 100,315: 6,878 7,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 3,097: 1,977 -800 -1,310 859 5,844 1,526 3,734: 1,571 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 4.5 0.0 82.1 88.3 93.6 92.7: 6.4 7.3
Old : 100.0: 11.5 4.5 0.0 82.1 88.3 93.6 92.7: 6.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 7 5 0 49 40 56 45:
Old : 88: 7 5 0 49 40 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 35.1 50.8 53.7 32.7 34.4 47.6 53.0
Old : 35.4 35.1 50.8 53.7 32.7 34.4 47.6 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 98,898: 6,968 7,061 2,761 78,607 78,863 88,336 88,685: 10,562 10,213
Old : 98,898: 6,968 7,061 2,761 78,607 78,863 88,336 88,685: 10,562 10,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 3,917: 713 -1,455 -749 3,945 5,963 3,910 3,759: 7 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.1 2.8 79.5 79.7 89.3 89.7: 10.7 10.3
Old : 100.0: 7.0 7.1 2.8 79.5 79.7 89.3 89.7: 10.7 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 29 36 18 82 94 123 137:
Old : 203: 29 36 18 82 94 123 137:
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 : 32.7 30.6 49.1 41.9 24.3 15.2 30.9 22.3
Old : 32.7 30.6 49.1 41.9 24.3 15.2 30.9 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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 24,906: 586 1,591 25 21,210 16,950 21,822 18,566: 3,084 6,339
Old : 24,906: 586 1,591 25 21,210 16,950 21,822 18,566: 3,084 6,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 2,034: -162 81 -6 2,326 1,598 2,158 1,673: -124 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 6.4 0.1 85.2 68.1 87.6 74.5: 12.4 25.5
Old : 100.0: 2.4 6.4 0.1 85.2 68.1 87.6 74.5: 12.4 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 4 2 10 6 14 10:
Old : 22: 2 4 2 10 6 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 65.6 83.2 74.2 70.4 65.6 83.2 74.2
Old : 70.4 65.6 83.2 74.2 70.4 65.6 83.2 74.2
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 369,961: 37,326 32,769 8,257 286,986 309,566 332,569 350,593: 37,393 19,368
Old : 369,961: 37,326 32,769 8,257 286,986 309,566 332,569 350,593: 37,393 19,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 9,415: 3,635 -8,422 -2,971 8,094 21,823 8,757 10,429: 657 -1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 8.9 2.2 77.6 83.7 89.9 94.8: 10.1 5.2
Old : 100.0: 10.1 8.9 2.2 77.6 83.7 89.9 94.8: 10.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 29 35 17 79 90 118 132:
Old : 201: 29 35 17 79 90 118 132:
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 : 36.6 29.2 48.5 40.4 36.4 29.0 47.4 39.8
Old : 36.6 29.2 48.5 40.4 36.4 29.0 47.4 39.8
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 119,756: 50,627 7,719 2,962 41,793 84,517 95,382 95,199: 24,374 24,557
Old : 119,756: 50,627 7,719 2,962 41,793 84,517 95,382 95,199: 24,374 24,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 8,993: 9,536 -4,277 67 -1,769 14,219 7,834 10,009: 1,159 -1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 6.4 2.5 34.9 70.6 79.6 79.5: 20.4 20.5
Old : 100.0: 42.3 6.4 2.5 34.9 70.6 79.6 79.5: 20.4 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 24 16 14 18 22 49 45:
Old : 68: 24 16 14 18 22 49 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 42.1 58.0 60.6 47.9 42.0 57.6 60.2
Old : 47.9 42.1 58.0 60.6 47.9 42.0 57.6 60.2
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 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 30,509: 6,210 11,124 0 18,253 9,975 24,463 21,099: 6,046 9,410
Old : 30,509: 6,210 11,124 0 18,253 9,975 24,463 21,099: 6,046 9,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -1,572: -501 -407 0 -925 -2,118 -1,426 -2,525: -146 953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 36.5 0.0 59.8 32.7 80.2 69.2: 19.8 30.8
Old : 100.0: 20.4 36.5 0.0 59.8 32.7 80.2 69.2: 19.8 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 10 10 0 19 15 29 25:
Old : 50: 10 10 0 19 15 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 31.7 57.2 46.5 39.1 31.7 56.2 46.3
Old : 40.1 31.7 57.2 46.5 39.1 31.7 56.2 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 62,130: 15,980 4,939 715 18,957 49,515 35,652 55,169: 26,478 6,961
Old : 62,130: 15,980 4,939 715 18,957 49,515 35,652 55,169: 26,478 6,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 3,168: -2,213 491 -389 3,568 2,487 966 2,589: 2,202 579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 7.9 1.2 30.5 79.7 57.4 88.8: 42.6 11.2
Old : 100.0: 25.7 7.9 1.2 30.5 79.7 57.4 88.8: 42.6 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 18 9 3 22 27 40 39:
Old : 70: 18 9 3 22 27 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 31.0 27.0 53.0 16.3 30.3 26.4 51.3
Old : 16.8 31.0 27.0 53.0 16.3 30.3 26.4 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2011