BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,429: 189 438 31 2,687 2,525 2,907 2,994: 522 435
Old : 3,429: 189 438 31 2,687 2,525 2,907 2,994: 522 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 9: 31 9 -4 59 -8 85 -4: -77 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 12.8 0.9 78.4 73.6 84.8 87.3: 15.2 12.7
Old : 100.0: 5.5 12.8 0.9 78.4 73.6 84.8 87.3: 15.2 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 : 23: 3 2 1 11 11 14 14:
Old : 23: 3 2 1 11 11 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 52.9 76.5 73.3 50.2 52.9 67.4 71.2
Old : 54.9 52.9 76.5 73.3 50.2 52.9 67.4 71.2
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, September 13, 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 : 53,393: 7,169 1,498 12,543 27,000 29,268 46,712 43,309: 6,682 10,084
Old : 53,393: 7,169 1,498 12,543 27,000 29,268 46,712 43,309: 6,682 10,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 2,687: 469 68 607 1,689 1,391 2,765 2,066: -77 621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 2.8 23.5 50.6 54.8 87.5 81.1: 12.5 18.9
Old : 100.0: 13.4 2.8 23.5 50.6 54.8 87.5 81.1: 12.5 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 : 81: 23 7 21 40 42 70 63:
Old : 81: 23 7 21 40 42 70 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 : 39.8 30.1 52.2 45.3 38.7 29.6 45.3 41.1
Old : 39.8 30.1 52.2 45.3 38.7 29.6 45.3 41.1
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, September 13, 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 : 290,548: 72,304 39,744 73,970 113,657 133,909 259,931 247,624: 30,617 42,924
Old : 65,154: 21,929 19,818 13,747 19,836 23,782 55,513 57,346: 9,642 7,808
Other: 225,394: 62,846 32,398 47,751 93,821 110,128 204,418 190,277: 20,975 35,117
: : :
: : Changes in Commitments from: September 6, 2011 :
: -10,000: 4,094 3,146 -6,491 -6,742 -4,512 -9,139 -7,856: -861 -2,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 13.7 25.5 39.1 46.1 89.5 85.2: 10.5 14.8
Old : 100.0: 33.7 30.4 21.1 30.4 36.5 85.2 88.0: 14.8 12.0
Other: 100.0: 27.9 14.4 21.2 41.6 48.9 90.7 84.4: 9.3 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 99 81 119 54 78 219 227:
Old : 219: 80 59 49 30 67 133 153:
Other: 254: 87 70 90 54 74 188 199:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 20.8 28.6 30.3 16.6 17.4 27.3 24.7
Old : 19.9 20.3 33.7 30.4 18.4 15.8 27.9 25.1
Other: 18.7 22.1 32.3 32.5 18.2 19.1 31.6 27.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 420,766: 106,267 44,841 118,698 165,665 188,541 390,630 352,080: 30,136 68,686
Old : 420,766: 106,267 44,841 118,698 165,665 188,541 390,630 352,080: 30,136 68,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 7,474: 4,355 -5,820 4,239 -1,006 6,130 7,588 4,549: -114 2,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 10.7 28.2 39.4 44.8 92.8 83.7: 7.2 16.3
Old : 100.0: 25.3 10.7 28.2 39.4 44.8 92.8 83.7: 7.2 16.3
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 : 409: 115 105 143 108 169 298 349:
Old : 409: 115 105 143 108 169 298 349:
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 : 18.6 15.4 29.7 23.0 18.0 12.9 28.7 17.6
Old : 18.6 15.4 29.7 23.0 18.0 12.9 28.7 17.6
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, September 13, 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 : 9,779: 3,967 2,820 1,140 3,020 3,352 8,126 7,312: 1,652 2,467
Old : 9,779: 3,967 2,820 1,140 3,020 3,352 8,126 7,312: 1,652 2,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 262: -25 -1,157 404 -143 1,016 237 263: 25 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 28.8 11.7 30.9 34.3 83.1 74.8: 16.9 25.2
Old : 100.0: 40.6 28.8 11.7 30.9 34.3 83.1 74.8: 16.9 25.2
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: 23 29 15 18 24 54 57:
Old : 83: 23 29 15 18 24 54 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 : 42.1 22.7 59.3 36.4 42.1 18.8 56.5 30.4
Old : 42.1 22.7 59.3 36.4 42.1 18.8 56.5 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 37,068: 11,281 5,446 8,227 9,790 7,696 29,299 21,369: 7,769 15,699
Old : 37,068: 11,281 5,446 8,227 9,790 7,696 29,299 21,369: 7,769 15,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 873: 972 -309 611 -746 -186 837 117: 36 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 14.7 22.2 26.4 20.8 79.0 57.6: 21.0 42.4
Old : 100.0: 30.4 14.7 22.2 26.4 20.8 79.0 57.6: 21.0 42.4
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 : 155: 35 40 57 46 51 118 126:
Old : 155: 35 40 57 46 51 118 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 10.4 30.5 16.5 17.5 7.8 27.3 11.5
Old : 18.0 10.4 30.5 16.5 17.5 7.8 27.3 11.5
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, September 13, 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 : 107,362: 10,693 129 3,875 90,918 100,325 105,486 104,329: 1,876 3,033
Old : 107,362: 10,693 129 3,875 90,918 100,325 105,486 104,329: 1,876 3,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 3,999: 1,529 -871 987 642 1,744 3,158 1,860: 841 2,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.1 3.6 84.7 93.4 98.3 97.2: 1.7 2.8
Old : 100.0: 10.0 0.1 3.6 84.7 93.4 98.3 97.2: 1.7 2.8
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 : 27: 7 1 3 18 15 25 19:
Old : 27: 7 1 3 18 15 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 66.7 80.1 84.2 54.7 53.9 61.6 60.8
Old : 62.9 66.7 80.1 84.2 54.7 53.9 61.6 60.8
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, September 13, 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 : 125,550: 17,443 22,855 6,763 58,492 68,298 82,698 97,916: 42,852 27,633
Old : 125,550: 17,443 22,855 6,763 58,492 68,298 82,698 97,916: 42,852 27,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 1,197: -798 7,168 -260 4,735 -6,776 3,677 132: -2,480 1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 18.2 5.4 46.6 54.4 65.9 78.0: 34.1 22.0
Old : 100.0: 13.9 18.2 5.4 46.6 54.4 65.9 78.0: 34.1 22.0
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 : 87: 18 23 15 34 31 61 60:
Old : 87: 18 23 15 34 31 61 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 : 27.3 25.2 37.0 38.3 26.6 24.5 33.3 36.2
Old : 27.3 25.2 37.0 38.3 26.6 24.5 33.3 36.2
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, September 13, 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 : 53,011: 9,484 5,189 6,276 22,462 30,766 38,221 42,230: 14,790 10,781
Old : 53,011: 9,484 5,189 6,276 22,462 30,766 38,221 42,230: 14,790 10,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -8,969: -2,158 -774 -1,345 855 -3,604 -2,648 -5,723: -6,321 -3,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 9.8 11.8 42.4 58.0 72.1 79.7: 27.9 20.3
Old : 100.0: 17.9 9.8 11.8 42.4 58.0 72.1 79.7: 27.9 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 10 12 19 16 36 32:
Old : 43: 11 10 12 19 16 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 40.3 38.9 55.7 24.2 36.6 32.8 46.3
Old : 26.9 40.3 38.9 55.7 24.2 36.6 32.8 46.3
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, September 13, 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 : 119,075: 20,939 22,148 4,394 86,416 83,157 111,749 109,699: 7,326 9,376
Old : 119,075: 20,939 22,148 4,394 86,416 83,157 111,749 109,699: 7,326 9,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 7,945: -13,224 1,231 2,931 17,772 3,349 7,479 7,511: 466 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 18.6 3.7 72.6 69.8 93.8 92.1: 6.2 7.9
Old : 100.0: 17.6 18.6 3.7 72.6 69.8 93.8 92.1: 6.2 7.9
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 : 95: 19 36 9 24 19 48 62:
Old : 95: 19 36 9 24 19 48 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 : 49.2 51.8 70.5 65.9 49.2 51.1 70.5 63.1
Old : 49.2 51.8 70.5 65.9 49.2 51.1 70.5 63.1
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, September 13, 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 : 147,961: 34,586 60,379 2,899 85,293 52,922 122,778 116,199: 25,183 31,762
Old : 147,961: 34,586 60,379 2,899 85,293 52,922 122,778 116,199: 25,183 31,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 29,462: 4,315 16,296 -446 26,307 6,183 30,176 22,032: -714 7,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 40.8 2.0 57.6 35.8 83.0 78.5: 17.0 21.5
Old : 100.0: 23.4 40.8 2.0 57.6 35.8 83.0 78.5: 17.0 21.5
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 : 103: 22 38 14 34 30 63 75:
Old : 103: 22 38 14 34 30 63 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 30.3 47.9 41.2 33.3 29.9 46.6 39.8
Old : 33.3 30.3 47.9 41.2 33.3 29.9 46.6 39.8
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, September 13, 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 : 161,513: 53,441 18,997 4,563 74,313 104,466 132,317 128,026: 29,196 33,487
Old : 161,513: 53,441 18,997 4,563 74,313 104,466 132,317 128,026: 29,196 33,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 23,557: 5,582 3,995 -3,204 21,306 24,078 23,684 24,868: -127 -1,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 11.8 2.8 46.0 64.7 81.9 79.3: 18.1 20.7
Old : 100.0: 33.1 11.8 2.8 46.0 64.7 81.9 79.3: 18.1 20.7
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 : 99: 32 30 17 30 24 71 62:
Old : 99: 32 30 17 30 24 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 : 34.3 48.2 46.2 57.5 28.4 37.6 35.9 46.2
Old : 34.3 48.2 46.2 57.5 28.4 37.6 35.9 46.2
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, September 13, 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 : 311,668: 26,827 79,090 33,423 204,673 125,063 264,923 237,575: 46,745 74,092
Old : 311,668: 26,827 79,090 33,423 204,673 125,063 264,923 237,575: 46,745 74,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 39,196: -6,802 12,913 -11,582 62,118 26,599 43,733 27,930: -4,537 11,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 25.4 10.7 65.7 40.1 85.0 76.2: 15.0 23.8
Old : 100.0: 8.6 25.4 10.7 65.7 40.1 85.0 76.2: 15.0 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 32 70 47 55 59 115 148:
Old : 181: 32 70 47 55 59 115 148:
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 : 33.0 18.6 42.3 26.7 29.3 11.2 36.4 16.6
Old : 33.0 18.6 42.3 26.7 29.3 11.2 36.4 16.6
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, September 13, 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 : 36,761: 21,562 17,591 69 14,331 18,115 35,962 35,775: 799 986
Old : 36,761: 21,562 17,591 69 14,331 18,115 35,962 35,775: 799 986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 2,805: 921 1,749 0 1,796 485 2,717 2,234: 88 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 47.9 0.2 39.0 49.3 97.8 97.3: 2.2 2.7
Old : 100.0: 58.7 47.9 0.2 39.0 49.3 97.8 97.3: 2.2 2.7
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 : 20: 7 4 2 5 4 13 9:
Old : 20: 7 4 2 5 4 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.9 90.4 95.7 97.1 86.7 90.4 95.5 97.1
Old : 86.9 90.4 95.7 97.1 86.7 90.4 95.5 97.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 34,664: 19,303 1,639 163 10,392 30,727 29,858 32,529: 4,806 2,135
Old : 34,664: 19,303 1,639 163 10,392 30,727 29,858 32,529: 4,806 2,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 6,725: 88 94 149 6,302 6,412 6,539 6,655: 186 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 4.7 0.5 30.0 88.6 86.1 93.8: 13.9 6.2
Old : 100.0: 55.7 4.7 0.5 30.0 88.6 86.1 93.8: 13.9 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 15 7 2 10 10 25 19:
Old : 39: 15 7 2 10 10 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 67.2 75.3 85.0 44.1 58.5 56.4 70.1
Old : 54.0 67.2 75.3 85.0 44.1 58.5 56.4 70.1
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, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :18,183,854: 723,635 736,402 7,597,307 8,982,813 8,796,281 17,303,755 17,129,989: 880,099 1,053,865
Old :18,183,854: 723,635 736,402 7,597,307 8,982,813 8,796,281 17,303,755 17,129,989: 880,099 1,053,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 36,485: -61,171 -70,881 102,185 -527 -20,705 40,486 10,598: -4,002 25,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.0 41.8 49.4 48.4 95.2 94.2: 4.8 5.8
Old : 100.0: 4.0 4.0 41.8 49.4 48.4 95.2 94.2: 4.8 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 : 302: 53 74 114 154 159 277 286:
Old : 302: 53 74 114 154 159 277 286:
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 22.3 43.2 35.2 19.5 9.8 22.2 14.7
Old : 32.5 22.3 43.2 35.2 19.5 9.8 22.2 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 1,582,898: 62,888 156,312 158,661 1,181,188 1,078,340 1,402,737 1,393,313: 180,161 189,585
Old : 1,582,898: 62,888 156,312 158,661 1,181,188 1,078,340 1,402,737 1,393,313: 180,161 189,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 138,445: 2,719 -6,245 18,968 112,673 101,674 134,361 114,397: 4,083 24,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 9.9 10.0 74.6 68.1 88.6 88.0: 11.4 12.0
Old : 100.0: 4.0 9.9 10.0 74.6 68.1 88.6 88.0: 11.4 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 : 646: 95 165 128 278 290 457 502:
Old : 646: 95 165 128 278 290 457 502:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 13.1 24.0 21.0 8.3 6.1 14.1 10.1
Old : 14.3 13.1 24.0 21.0 8.3 6.1 14.1 10.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 664,415: 27,445 79,093 58,755 485,637 416,218 571,836 554,066: 92,580 110,349
Old : 664,415: 27,445 79,093 58,755 485,637 416,218 571,836 554,066: 92,580 110,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 72,328: 2,386 5,089 7,287 59,401 48,234 69,074 60,610: 3,254 11,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 11.9 8.8 73.1 62.6 86.1 83.4: 13.9 16.6
Old : 100.0: 4.1 11.9 8.8 73.1 62.6 86.1 83.4: 13.9 16.6
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 : 155: 25 28 37 87 76 133 120:
Old : 155: 25 28 37 87 76 133 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 25.6 31.9 35.5 16.8 23.2 26.2 29.4
Old : 19.0 25.6 31.9 35.5 16.8 23.2 26.2 29.4
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, September 13, 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 : 4,592,415: 448,636 657,511 228,116 3,477,756 3,310,609 4,154,508 4,196,237: 437,907 396,178
Old : 4,592,415: 448,636 657,511 228,116 3,477,756 3,310,609 4,154,508 4,196,237: 437,907 396,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 330,584: 46,213 -12,126 13,861 266,361 267,199 326,435 268,933: 4,149 61,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 14.3 5.0 75.7 72.1 90.5 91.4: 9.5 8.6
Old : 100.0: 9.8 14.3 5.0 75.7 72.1 90.5 91.4: 9.5 8.6
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 : 601: 87 154 112 250 275 410 469:
Old : 601: 87 154 112 250 275 410 469:
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 : 21.8 10.0 31.7 17.2 18.6 8.2 26.3 15.0
Old : 21.8 10.0 31.7 17.2 18.6 8.2 26.3 15.0
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, September 13, 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 : 124,967: 14,497 4,636 27 101,168 108,598 115,692 113,261: 9,275 11,706
Old : 124,967: 14,497 4,636 27 101,168 108,598 115,692 113,261: 9,275 11,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 14,716: 317 4 -4 11,580 11,160 11,893 11,160: 2,823 3,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 3.7 0.0 81.0 86.9 92.6 90.6: 7.4 9.4
Old : 100.0: 11.6 3.7 0.0 81.0 86.9 92.6 90.6: 7.4 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 6 5 1 59 41 65 47:
Old : 87: 6 5 1 59 41 65 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 : 27.8 32.3 44.3 49.1 27.2 31.0 41.7 46.4
Old : 27.8 32.3 44.3 49.1 27.2 31.0 41.7 46.4
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, September 13, 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 : 129,378: 7,521 7,715 3,654 105,519 105,594 116,694 116,964: 12,683 12,414
Old : 129,378: 7,521 7,715 3,654 105,519 105,594 116,694 116,964: 12,683 12,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 21,440: -157 866 1,556 19,116 18,005 20,515 20,428: 924 1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 6.0 2.8 81.6 81.6 90.2 90.4: 9.8 9.6
Old : 100.0: 5.8 6.0 2.8 81.6 81.6 90.2 90.4: 9.8 9.6
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 : 219: 31 39 27 95 106 145 154:
Old : 219: 31 39 27 95 106 145 154:
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 : 32.8 34.4 48.8 45.8 20.6 16.6 26.7 22.4
Old : 32.8 34.4 48.8 45.8 20.6 16.6 26.7 22.4
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, September 13, 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 : 32,825: 658 2,837 63 28,893 22,080 29,614 24,980: 3,212 7,845
Old : 32,825: 658 2,837 63 28,893 22,080 29,614 24,980: 3,212 7,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 5,309: 88 1,203 19 4,707 3,406 4,814 4,628: 494 681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.6 0.2 88.0 67.3 90.2 76.1: 9.8 23.9
Old : 100.0: 2.0 8.6 0.2 88.0 67.3 90.2 76.1: 9.8 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 4 2 15 9 19 13:
Old : 26: 2 4 2 15 9 19 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 : 66.2 67.0 81.2 73.2 63.7 65.9 76.3 69.7
Old : 66.2 67.0 81.2 73.2 63.7 65.9 76.3 69.7
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, September 13, 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 : 482,762: 44,532 34,605 7,741 383,130 417,571 435,403 459,918: 47,358 22,844
Old : 482,762: 44,532 34,605 7,741 383,130 417,571 435,403 459,918: 47,358 22,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 80,654: 3,635 3,179 2,824 72,046 72,997 78,505 79,000: 2,149 1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.2 1.6 79.4 86.5 90.2 95.3: 9.8 4.7
Old : 100.0: 9.2 7.2 1.6 79.4 86.5 90.2 95.3: 9.8 4.7
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 : 217: 31 38 26 93 106 141 153:
Old : 217: 31 38 26 93 106 141 153:
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 : 35.1 34.6 47.7 45.5 34.2 33.2 46.3 42.5
Old : 35.1 34.6 47.7 45.5 34.2 33.2 46.3 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 131,747: 50,155 12,473 3,339 49,394 91,912 102,887 107,724: 28,861 24,023
Old : 131,747: 50,155 12,473 3,339 49,394 91,912 102,887 107,724: 28,861 24,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -8,416: -11,673 -1,403 -5,617 10,061 -5,439 -7,228 -12,459: -1,187 4,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 9.5 2.5 37.5 69.8 78.1 81.8: 21.9 18.2
Old : 100.0: 38.1 9.5 2.5 37.5 69.8 78.1 81.8: 21.9 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 : 71: 26 15 11 18 27 49 48:
Old : 71: 26 15 11 18 27 49 48:
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 : 40.9 38.7 59.2 57.6 40.5 35.1 51.9 50.5
Old : 40.9 38.7 59.2 57.6 40.5 35.1 51.9 50.5
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, September 13, 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 : 27,120: 3,073 8,519 1 16,870 6,761 19,944 15,281: 7,176 11,839
Old : 27,120: 3,073 8,519 1 16,870 6,761 19,944 15,281: 7,176 11,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -15,030: -3,249 -354 -3,023 -910 -6,455 -7,182 -9,832: -7,848 -5,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 31.4 0.0 62.2 24.9 73.5 56.3: 26.5 43.7
Old : 100.0: 11.3 31.4 0.0 62.2 24.9 73.5 56.3: 26.5 43.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 8 6 1 18 9 26 16:
Old : 39: 8 6 1 18 9 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 39.4 53.4 50.4 38.6 39.4 53.4 50.4
Old : 38.6 39.4 53.4 50.4 38.6 39.4 53.4 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 36,141: 9,030 5,223 21 15,897 23,256 24,948 28,500: 11,193 7,641
Old : 36,141: 9,030 5,223 21 15,897 23,256 24,948 28,500: 11,193 7,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -42,532: -4,520 2,325 -1,623 -7,284 -36,355 -13,427 -35,653: -29,105 -6,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 14.5 0.1 44.0 64.3 69.0 78.9: 31.0 21.1
Old : 100.0: 25.0 14.5 0.1 44.0 64.3 69.0 78.9: 31.0 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 : 53: 8 8 1 23 18 32 26:
Old : 53: 8 8 1 23 18 32 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 : 32.0 45.4 44.8 58.9 31.1 45.4 43.9 58.9
Old : 32.0 45.4 44.8 58.9 31.1 45.4 43.9 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2011