BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,478: 186 680 78 3,498 3,382 3,762 4,140: 716 338
Old : 4,478: 186 680 78 3,498 3,382 3,762 4,140: 716 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 135: 3 -11 14 93 97 110 99: 25 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 15.2 1.7 78.1 75.5 84.0 92.5: 16.0 7.5
Old : 100.0: 4.2 15.2 1.7 78.1 75.5 84.0 92.5: 16.0 7.5
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 : 24: 2 3 1 13 12 15 16:
Old : 24: 2 3 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 : 51.0 50.9 77.1 72.1 50.2 50.3 68.9 67.8
Old : 51.0 50.9 77.1 72.1 50.2 50.3 68.9 67.8
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 59,905: 9,479 1,306 14,397 28,576 33,316 52,452 49,019: 7,453 10,886
Old : 59,905: 9,479 1,306 14,397 28,576 33,316 52,452 49,019: 7,453 10,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 2,232: 70 -46 441 1,666 1,410 2,176 1,805: 56 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 2.2 24.0 47.7 55.6 87.6 81.8: 12.4 18.2
Old : 100.0: 15.8 2.2 24.0 47.7 55.6 87.6 81.8: 12.4 18.2
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 : 83: 26 5 22 41 43 72 65:
Old : 83: 26 5 22 41 43 72 65:
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 : 36.4 31.0 49.4 45.9 35.4 30.5 43.0 41.6
Old : 36.4 31.0 49.4 45.9 35.4 30.5 43.0 41.6
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 3,950: 1,466 0 108 2,112 3,075 3,685 3,182: 264 768
Old : 3,950: 1,466 0 108 2,112 3,075 3,685 3,182: 264 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 57: 16 0 -5 38 30 48 25: 9 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 0.0 2.7 53.5 77.8 93.3 80.6: 6.7 19.4
Old : 100.0: 37.1 0.0 2.7 53.5 77.8 93.3 80.6: 6.7 19.4
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 : 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 : 66.7 47.9 86.8 70.1 66.7 47.9 86.8 70.1
Old : 66.7 47.9 86.8 70.1 66.7 47.9 86.8 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 295,680: 67,889 30,125 84,106 115,248 138,005 267,242 252,236: 28,437 43,444
Old : 94,955: 35,968 39,046 13,616 35,940 29,825 85,524 82,487: 9,431 12,468
Other: 200,725: 63,747 22,906 38,663 79,308 108,180 181,718 169,749: 19,007 30,976
: : :
: : Changes in Commitments from: August 23, 2011 :
: -485: -2,079 611 1,987 2,810 -1,817 2,718 781: -3,203 -1,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 10.2 28.4 39.0 46.7 90.4 85.3: 9.6 14.7
Old : 100.0: 37.9 41.1 14.3 37.8 31.4 90.1 86.9: 9.9 13.1
Other: 100.0: 31.8 11.4 19.3 39.5 53.9 90.5 84.6: 9.5 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 101 80 127 60 82 236 232:
Old : 261: 82 90 53 34 73 149 183:
Other: 247: 95 52 77 55 77 195 171:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 20.3 27.8 29.7 15.8 16.5 25.9 24.1
Old : 21.2 16.8 32.6 26.2 21.2 13.8 32.4 22.9
Other: 19.7 24.3 31.6 36.0 19.7 21.2 30.3 30.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 404,050: 95,406 46,572 114,406 165,572 179,665 375,384 340,643: 28,666 63,407
Old : 404,050: 95,406 46,572 114,406 165,572 179,665 375,384 340,643: 28,666 63,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 7,929: -432 9,804 4,987 3,585 -5,454 8,140 9,338: -212 -1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 11.5 28.3 41.0 44.5 92.9 84.3: 7.1 15.7
Old : 100.0: 23.6 11.5 28.3 41.0 44.5 92.9 84.3: 7.1 15.7
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 : 403: 110 102 148 100 160 290 343:
Old : 403: 110 102 148 100 160 290 343:
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 15.6 30.8 22.7 18.9 12.2 29.8 16.9
Old : 19.2 15.6 30.8 22.7 18.9 12.2 29.8 16.9
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,616: 3,967 4,871 682 3,115 1,787 7,765 7,340: 1,852 2,276
Old : 9,616: 3,967 4,871 682 3,115 1,787 7,765 7,340: 1,852 2,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -203: -167 -136 83 110 93 26 40: -230 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 50.7 7.1 32.4 18.6 80.7 76.3: 19.3 23.7
Old : 100.0: 41.3 50.7 7.1 32.4 18.6 80.7 76.3: 19.3 23.7
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: 24 36 16 16 16 50 61:
Old : 85: 24 36 16 16 16 50 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 : 41.3 23.6 55.5 36.5 41.3 23.6 55.5 36.5
Old : 41.3 23.6 55.5 36.5 41.3 23.6 55.5 36.5
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 35,838: 10,292 5,838 7,678 10,627 7,673 28,597 21,189: 7,241 14,649
Old : 35,838: 10,292 5,838 7,678 10,627 7,673 28,597 21,189: 7,241 14,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -4,535: -1,312 349 -2,534 -285 -436 -4,131 -2,621: -404 -1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 16.3 21.4 29.7 21.4 79.8 59.1: 20.2 40.9
Old : 100.0: 28.7 16.3 21.4 29.7 21.4 79.8 59.1: 20.2 40.9
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 : 143: 36 35 42 46 51 103 113:
Old : 143: 36 35 42 46 51 103 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 10.8 33.8 17.0 19.8 8.1 30.2 12.2
Old : 20.4 10.8 33.8 17.0 19.8 8.1 30.2 12.2
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 105,003: 9,164 1,000 2,888 91,774 100,059 103,826 103,947: 1,177 1,056
Old : 105,003: 9,164 1,000 2,888 91,774 100,059 103,826 103,947: 1,177 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -65: -3,224 -122 -0 3,053 -71 -171 -193: 106 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 1.0 2.7 87.4 95.3 98.9 99.0: 1.1 1.0
Old : 100.0: 8.7 1.0 2.7 87.4 95.3 98.9 99.0: 1.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 1 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 : 68.2 64.1 81.9 83.0 57.3 49.0 62.9 57.5
Old : 68.2 64.1 81.9 83.0 57.3 49.0 62.9 57.5
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 121,296: 24,747 9,586 5,423 46,275 79,010 76,445 94,018: 44,851 27,278
Old : 121,296: 24,747 9,586 5,423 46,275 79,010 76,445 94,018: 44,851 27,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 2,905: 1,219 -4,211 723 2,504 6,625 4,446 3,138: -1,541 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 7.9 4.5 38.2 65.1 63.0 77.5: 37.0 22.5
Old : 100.0: 20.4 7.9 4.5 38.2 65.1 63.0 77.5: 37.0 22.5
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 : 88: 28 18 16 30 32 65 59:
Old : 88: 28 18 16 30 32 65 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 31.4 30.1 45.5 18.2 29.9 25.1 42.7
Old : 20.2 31.4 30.1 45.5 18.2 29.9 25.1 42.7
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 56,462: 13,409 4,847 4,334 17,631 33,180 35,374 42,362: 21,088 14,100
Old : 56,462: 13,409 4,847 4,334 17,631 33,180 35,374 42,362: 21,088 14,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -904: -1,899 -1,167 1,630 -193 -1,419 -462 -955: -442 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 8.6 7.7 31.2 58.8 62.7 75.0: 37.3 25.0
Old : 100.0: 23.7 8.6 7.7 31.2 58.8 62.7 75.0: 37.3 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 12 8 8 14 14 30 26:
Old : 38: 12 8 8 14 14 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 40.9 38.2 56.5 24.2 37.0 33.7 49.4
Old : 26.2 40.9 38.2 56.5 24.2 37.0 33.7 49.4
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 111,355: 40,954 20,074 494 62,839 82,333 104,287 102,901: 7,068 8,454
Old : 111,355: 40,954 20,074 494 62,839 82,333 104,287 102,901: 7,068 8,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -3,069: 388 1,343 234 -3,902 -5,003 -3,280 -3,426: 211 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 18.0 0.4 56.4 73.9 93.7 92.4: 6.3 7.6
Old : 100.0: 36.8 18.0 0.4 56.4 73.9 93.7 92.4: 6.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 22 35 3 21 20 44 57:
Old : 94: 22 35 3 21 20 44 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 54.9 77.4 67.4 56.8 54.4 77.2 66.5
Old : 57.1 54.9 77.4 67.4 56.8 54.4 77.2 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 101,986: 31,068 30,676 2,245 37,296 47,746 70,609 80,667: 31,377 21,320
Old : 101,986: 31,068 30,676 2,245 37,296 47,746 70,609 80,667: 31,377 21,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -6,449: -9,750 257 181 4,951 -8,141 -4,618 -7,703: -1,831 1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 30.1 2.2 36.6 46.8 69.2 79.1: 30.8 20.9
Old : 100.0: 30.5 30.1 2.2 36.6 46.8 69.2 79.1: 30.8 20.9
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 : 93: 28 23 10 27 32 61 59:
Old : 93: 28 23 10 27 32 61 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 32.1 30.4 43.1 17.8 31.3 30.1 41.5
Old : 18.1 32.1 30.4 43.1 17.8 31.3 30.1 41.5
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 140,297: 54,005 12,922 6,733 46,124 89,051 106,862 108,706: 33,435 31,591
Old : 140,297: 54,005 12,922 6,733 46,124 89,051 106,862 108,706: 33,435 31,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -4,953: -6,632 -643 -452 -260 -4,528 -7,344 -5,624: 2,391 670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 9.2 4.8 32.9 63.5 76.2 77.5: 23.8 22.5
Old : 100.0: 38.5 9.2 4.8 32.9 63.5 76.2 77.5: 23.8 22.5
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 : 97: 30 29 17 28 26 70 60:
Old : 97: 30 29 17 28 26 70 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 : 33.9 44.6 42.4 55.4 33.8 43.8 41.7 53.6
Old : 33.9 44.6 42.4 55.4 33.8 43.8 41.7 53.6
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 228,404: 43,226 41,687 36,607 92,975 95,242 172,808 173,537: 55,596 54,867
Old : 228,404: 43,226 41,687 36,607 92,975 95,242 172,808 173,537: 55,596 54,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 5,172: -3,505 -771 1,658 3,409 482 1,562 1,370: 3,610 3,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 18.3 16.0 40.7 41.7 75.7 76.0: 24.3 24.0
Old : 100.0: 18.9 18.3 16.0 40.7 41.7 75.7 76.0: 24.3 24.0
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 : 176: 42 56 48 53 58 123 134:
Old : 176: 42 56 48 53 58 123 134:
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 : 13.6 16.7 22.9 25.2 13.3 15.0 22.3 22.4
Old : 13.6 16.7 22.9 25.2 13.3 15.0 22.3 22.4
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 39,411: 18,516 12,860 5,089 14,890 21,406 38,495 39,355: 916 56
Old : 39,411: 18,516 12,860 5,089 14,890 21,406 38,495 39,355: 916 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 11,673: 786 11 0 10,822 11,891 11,608 11,902: 65 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 32.6 12.9 37.8 54.3 97.7 99.9: 2.3 0.1
Old : 100.0: 47.0 32.6 12.9 37.8 54.3 97.7 99.9: 2.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 2 3 8 8 18 11:
Old : 22: 8 2 3 8 8 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.1 88.1 91.7 98.5 73.0 78.3 77.6 82.9
Old : 83.1 88.1 91.7 98.5 73.0 78.3 77.6 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 26,856: 17,953 1,388 71 4,625 24,059 22,649 25,518: 4,207 1,338
Old : 26,856: 17,953 1,388 71 4,625 24,059 22,649 25,518: 4,207 1,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 352: -27 284 -29 320 117 264 372: 88 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 5.2 0.3 17.2 89.6 84.3 95.0: 15.7 5.0
Old : 100.0: 66.8 5.2 0.3 17.2 89.6 84.3 95.0: 15.7 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 20 7 1 9 8 30 15:
Old : 44: 20 7 1 9 8 30 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 77.6 66.1 90.3 49.2 77.6 66.1 90.3
Old : 49.2 77.6 66.1 90.3 49.2 77.6 66.1 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :17,701,571: 833,644 729,039 7,105,764 8,866,466 8,827,466 16,805,873 16,662,269: 895,698 1,039,302
Old :17,701,571: 833,644 729,039 7,105,764 8,866,466 8,827,466 16,805,873 16,662,269: 895,698 1,039,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -1,039: -54,889 -82,994 243,347 -137,936 -70,947 50,521 89,406: -51,560 -90,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 4.1 40.1 50.1 49.9 94.9 94.1: 5.1 5.9
Old : 100.0: 4.7 4.1 40.1 50.1 49.9 94.9 94.1: 5.1 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 : 305: 55 71 114 156 160 280 287:
Old : 305: 55 71 114 156 160 280 287:
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 21.7 42.9 35.3 20.5 10.6 23.5 15.8
Old : 32.2 21.7 42.9 35.3 20.5 10.6 23.5 15.8
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,341,228: 58,503 160,489 116,301 1,001,974 904,021 1,176,777 1,180,810: 164,451 160,418
Old : 1,341,228: 58,503 160,489 116,301 1,001,974 904,021 1,176,777 1,180,810: 164,451 160,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 48,840: -9,182 15,915 -12,549 41,212 12,851 19,481 16,218: 29,358 32,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 12.0 8.7 74.7 67.4 87.7 88.0: 12.3 12.0
Old : 100.0: 4.4 12.0 8.7 74.7 67.4 87.7 88.0: 12.3 12.0
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 : 634: 89 169 107 262 266 421 474:
Old : 634: 89 169 107 262 266 421 474:
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 23.5 20.9 9.8 7.0 16.2 11.5
Old : 15.0 14.3 23.5 20.9 9.8 7.0 16.2 11.5
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 532,269: 22,001 60,313 45,125 382,844 334,340 449,970 439,778: 82,299 92,491
Old : 532,269: 22,001 60,313 45,125 382,844 334,340 449,970 439,778: 82,299 92,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 18,658: 1,437 -13,223 -1,025 16,097 5,606 16,508 -8,642: 2,149 27,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 11.3 8.5 71.9 62.8 84.5 82.6: 15.5 17.4
Old : 100.0: 4.1 11.3 8.5 71.9 62.8 84.5 82.6: 15.5 17.4
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 : 151: 25 28 37 81 67 125 113:
Old : 151: 25 28 37 81 67 125 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 24.4 30.8 34.6 19.4 21.5 28.1 29.2
Old : 21.0 24.4 30.8 34.6 19.4 21.5 28.1 29.2
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,044,795: 340,578 658,951 197,809 3,095,649 2,848,402 3,634,036 3,705,162: 410,759 339,633
Old : 4,044,795: 340,578 658,951 197,809 3,095,649 2,848,402 3,634,036 3,705,162: 410,759 339,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 150,909: -109,839 88,941 -870 125,574 36,227 14,864 124,298: 136,045 26,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 16.3 4.9 76.5 70.4 89.8 91.6: 10.2 8.4
Old : 100.0: 8.4 16.3 4.9 76.5 70.4 89.8 91.6: 10.2 8.4
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 : 588: 86 155 90 233 252 375 441:
Old : 588: 86 155 90 233 252 375 441:
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 : 20.6 10.7 30.2 18.3 18.0 9.4 26.2 16.5
Old : 20.6 10.7 30.2 18.3 18.0 9.4 26.2 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 110,175: 10,461 4,946 1,077 93,557 96,236 105,095 102,259: 5,080 7,916
Old : 110,175: 10,461 4,946 1,077 93,557 96,236 105,095 102,259: 5,080 7,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 1,997: -2,016 113 1,077 4,734 754 3,795 1,944: -1,797 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 4.5 1.0 84.9 87.3 95.4 92.8: 4.6 7.2
Old : 100.0: 9.5 4.5 1.0 84.9 87.3 95.4 92.8: 4.6 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 7 6 1 50 40 57 47:
Old : 92: 7 6 1 50 40 57 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 36.4 52.9 53.5 35.3 35.8 51.7 52.8
Old : 36.5 36.4 52.9 53.5 35.3 35.8 51.7 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 103,758: 5,467 8,100 3,957 84,511 81,476 93,935 93,534: 9,823 10,225
Old : 103,758: 5,467 8,100 3,957 84,511 81,476 93,935 93,534: 9,823 10,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 4,861: -1,501 1,039 1,197 5,904 2,613 5,600 4,849: -739 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 7.8 3.8 81.4 78.5 90.5 90.1: 9.5 9.9
Old : 100.0: 5.3 7.8 3.8 81.4 78.5 90.5 90.1: 9.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 30 38 25 85 92 132 138:
Old : 208: 30 38 25 85 92 132 138:
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 : 36.7 33.7 52.1 44.8 22.0 14.3 28.2 21.0
Old : 36.7 33.7 52.1 44.8 22.0 14.3 28.2 21.0
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 27,297: 729 2,801 53 23,942 18,674 24,724 21,527: 2,574 5,770
Old : 27,297: 729 2,801 53 23,942 18,674 24,724 21,527: 2,574 5,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 2,392: 143 1,210 27 2,732 1,724 2,902 2,961: -510 -569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 10.3 0.2 87.7 68.4 90.6 78.9: 9.4 21.1
Old : 100.0: 2.7 10.3 0.2 87.7 68.4 90.6 78.9: 9.4 21.1
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 : 27: 2 5 2 14 6 18 11:
Old : 27: 2 5 2 14 6 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 69.8 82.0 77.0 71.0 69.8 82.0 77.0
Old : 71.0 69.8 82.0 77.0 71.0 69.8 82.0 77.0
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 382,305: 35,119 37,927 8,095 302,846 314,010 346,059 360,032: 36,246 22,273
Old : 382,305: 35,119 37,927 8,095 302,846 314,010 346,059 360,032: 36,246 22,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 12,344: -2,207 5,158 -163 15,860 4,444 13,491 9,439: -1,147 2,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 9.9 2.1 79.2 82.1 90.5 94.2: 9.5 5.8
Old : 100.0: 9.2 9.9 2.1 79.2 82.1 90.5 94.2: 9.5 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 30 36 23 81 89 126 133:
Old : 206: 30 36 23 81 89 126 133:
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 : 40.3 31.7 51.2 41.9 40.2 31.4 50.2 41.4
Old : 40.3 31.7 51.2 41.9 40.2 31.4 50.2 41.4
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 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 128,337: 60,347 12,415 3,414 36,945 89,848 100,706 105,677: 27,631 22,660
Old : 128,337: 60,347 12,415 3,414 36,945 89,848 100,706 105,677: 27,631 22,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 8,582: 9,720 4,696 452 -4,848 5,331 5,324 10,478: 3,258 -1,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 9.7 2.7 28.8 70.0 78.5 82.3: 21.5 17.7
Old : 100.0: 47.0 9.7 2.7 28.8 70.0 78.5 82.3: 21.5 17.7
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 : 72: 33 15 11 16 21 52 44:
Old : 72: 33 15 11 16 21 52 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 : 50.9 41.6 59.1 61.5 50.9 41.5 58.7 61.1
Old : 50.9 41.6 59.1 61.5 50.9 41.5 58.7 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 31,101: 6,743 11,393 0 17,855 10,730 24,598 22,123: 6,503 8,978
Old : 31,101: 6,743 11,393 0 17,855 10,730 24,598 22,123: 6,503 8,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 592: 533 269 0 -398 755 135 1,024: 457 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 36.6 0.0 57.4 34.5 79.1 71.1: 20.9 28.9
Old : 100.0: 21.7 36.6 0.0 57.4 34.5 79.1 71.1: 20.9 28.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 11 10 0 20 15 31 25:
Old : 52: 11 10 0 20 15 31 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 35.1 54.3 50.8 37.5 35.1 53.4 50.6
Old : 38.5 35.1 54.3 50.8 37.5 35.1 53.4 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 62,626: 15,507 3,653 788 18,598 52,030 34,893 56,471: 27,733 6,155
Old : 62,626: 15,507 3,653 788 18,598 52,030 34,893 56,471: 27,733 6,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: 496: -473 -1,286 73 -359 2,515 -759 1,302: 1,255 -806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 5.8 1.3 29.7 83.1 55.7 90.2: 44.3 9.8
Old : 100.0: 24.8 5.8 1.3 29.7 83.1 55.7 90.2: 44.3 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 17 7 2 23 29 40 38:
Old : 70: 17 7 2 23 29 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 34.5 26.8 56.3 15.7 33.9 26.2 54.2
Old : 16.3 34.5 26.8 56.3 15.7 33.9 26.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2011