BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 3,488: 186 454 31 2,780 2,616 2,997 3,101: 491 387
Old : 3,488: 186 454 31 2,780 2,616 2,997 3,101: 491 387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 59: -3 16 -1 94 92 90 107: -31 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 13.0 0.9 79.7 75.0 85.9 88.9: 14.1 11.1
Old : 100.0: 5.3 13.0 0.9 79.7 75.0 85.9 88.9: 14.1 11.1
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 : 24: 3 2 1 13 12 16 15:
Old : 24: 3 2 1 13 12 16 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 : 56.4 52.8 77.5 72.5 52.0 52.8 69.2 71.1
Old : 56.4 52.8 77.5 72.5 52.0 52.8 69.2 71.1
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 55,024: 7,684 1,707 12,685 28,717 30,407 49,086 44,799: 5,938 10,225
Old : 55,024: 7,684 1,707 12,685 28,717 30,407 49,086 44,799: 5,938 10,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 1,631: 515 209 142 1,717 1,139 2,374 1,490: -743 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 3.1 23.1 52.2 55.3 89.2 81.4: 10.8 18.6
Old : 100.0: 14.0 3.1 23.1 52.2 55.3 89.2 81.4: 10.8 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 25 8 22 41 42 73 65:
Old : 85: 25 8 22 41 42 73 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 : 40.1 29.8 52.4 45.0 38.7 28.6 45.9 39.9
Old : 40.1 29.8 52.4 45.0 38.7 28.6 45.9 39.9
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 20, 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 : 298,841: 70,743 38,187 83,818 115,726 133,811 270,288 255,816: 28,553 43,025
Old : 54,490: 20,947 15,885 12,350 14,815 19,873 48,112 48,108: 6,378 6,381
Other: 244,351: 66,597 39,102 54,667 100,912 113,937 222,176 207,707: 22,175 36,644
: : :
: : Changes in Commitments from: September 13, 2011 :
: 8,293: -1,560 -1,558 9,848 2,069 -99 10,357 8,192: -2,064 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 12.8 28.0 38.7 44.8 90.4 85.6: 9.6 14.4
Old : 100.0: 38.4 29.2 22.7 27.2 36.5 88.3 88.3: 11.7 11.7
Other: 100.0: 27.3 16.0 22.4 41.3 46.6 90.9 85.0: 9.1 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 107 73 121 57 78 226 224:
Old : 187: 63 48 44 31 64 116 135:
Other: 266: 89 75 98 54 76 198 208:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 19.9 27.8 29.6 16.2 15.9 26.5 23.2
Old : 19.5 29.6 34.0 37.6 17.8 23.5 28.1 29.8
Other: 18.5 20.6 31.2 30.8 18.2 17.7 30.3 26.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 429,031: 107,778 33,945 124,782 166,028 201,147 398,587 359,874: 30,444 69,157
Old : 429,031: 107,778 33,945 124,782 166,028 201,147 398,587 359,874: 30,444 69,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 8,266: 1,511 -10,896 6,084 362 12,607 7,957 7,794: 309 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.9 29.1 38.7 46.9 92.9 83.9: 7.1 16.1
Old : 100.0: 25.1 7.9 29.1 38.7 46.9 92.9 83.9: 7.1 16.1
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 : 416: 128 89 142 108 178 310 346:
Old : 416: 128 89 142 108 178 310 346:
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 15.6 29.2 23.4 17.0 13.0 27.5 17.7
Old : 18.1 15.6 29.2 23.4 17.0 13.0 27.5 17.7
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 20, 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 : 9,258: 3,929 2,816 1,080 2,899 3,048 7,909 6,944: 1,350 2,314
Old : 9,258: 3,929 2,816 1,080 2,899 3,048 7,909 6,944: 1,350 2,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -520: -37 -4 -59 -121 -304 -218 -367: -303 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 30.4 11.7 31.3 32.9 85.4 75.0: 14.6 25.0
Old : 100.0: 42.4 30.4 11.7 31.3 32.9 85.4 75.0: 14.6 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 : 82: 21 32 16 13 21 49 57:
Old : 82: 21 32 16 13 21 49 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 : 44.5 23.1 61.5 36.9 44.5 19.0 59.1 31.2
Old : 44.5 23.1 61.5 36.9 44.5 19.0 59.1 31.2
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 40,690: 12,812 5,079 9,657 10,004 8,860 32,473 23,596: 8,218 17,094
Old : 40,690: 12,812 5,079 9,657 10,004 8,860 32,473 23,596: 8,218 17,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 3,622: 1,530 -366 1,429 214 1,163 3,174 2,227: 448 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 12.5 23.7 24.6 21.8 79.8 58.0: 20.2 42.0
Old : 100.0: 31.5 12.5 23.7 24.6 21.8 79.8 58.0: 20.2 42.0
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 : 161: 43 36 59 44 51 127 123:
Old : 161: 43 36 59 44 51 127 123:
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 10.2 28.2 16.6 15.8 7.5 25.0 11.5
Old : 16.3 10.2 28.2 16.6 15.8 7.5 25.0 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 20, 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 : 99,460: 11,369 129 3,652 82,525 94,267 97,546 98,048: 1,914 1,412
Old : 99,460: 11,369 129 3,652 82,525 94,267 97,546 98,048: 1,914 1,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -7,902: 676 0 -223 -8,393 -6,059 -7,940 -6,281: 38 -1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 0.1 3.7 83.0 94.8 98.1 98.6: 1.9 1.4
Old : 100.0: 11.4 0.1 3.7 83.0 94.8 98.1 98.6: 1.9 1.4
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 : 25: 6 1 2 17 15 23 18:
Old : 25: 6 1 2 17 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 : 65.0 69.6 81.7 85.8 55.9 57.4 64.8 64.7
Old : 65.0 69.6 81.7 85.8 55.9 57.4 64.8 64.7
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 131,994: 20,493 25,522 11,834 58,183 72,064 90,510 109,420: 41,483 22,573
Old : 131,994: 20,493 25,522 11,834 58,183 72,064 90,510 109,420: 41,483 22,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 6,444: 3,050 2,667 5,071 -309 3,766 7,812 11,504: -1,368 -5,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.3 9.0 44.1 54.6 68.6 82.9: 31.4 17.1
Old : 100.0: 15.5 19.3 9.0 44.1 54.6 68.6 82.9: 31.4 17.1
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 : 89: 26 21 15 32 32 64 62:
Old : 89: 26 21 15 32 32 64 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 : 28.9 29.7 38.1 43.3 24.7 26.4 30.6 35.9
Old : 28.9 29.7 38.1 43.3 24.7 26.4 30.6 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 30,969: 7,124 3,675 5,304 5,079 10,793 17,507 19,772: 13,462 11,197
Old : 30,969: 7,124 3,675 5,304 5,079 10,793 17,507 19,772: 13,462 11,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -22,042: -2,360 -1,513 -972 -17,383 -19,973 -20,715 -22,458: -1,327 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 11.9 17.1 16.4 34.9 56.5 63.8: 43.5 36.2
Old : 100.0: 23.0 11.9 17.1 16.4 34.9 56.5 63.8: 43.5 36.2
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 : 30: 6 12 9 7 12 21 25:
Old : 30: 6 12 9 7 12 21 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 : 25.8 27.6 40.6 39.8 23.4 23.2 32.3 30.5
Old : 25.8 27.6 40.6 39.8 23.4 23.2 32.3 30.5
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 20, 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 : 76,010: 8,251 25,141 149 64,078 44,732 72,478 70,022: 3,532 5,988
Old : 76,010: 8,251 25,141 149 64,078 44,732 72,478 70,022: 3,532 5,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -43,065: -12,688 2,993 -4,245 -22,338 -38,425 -39,271 -39,677: -3,794 -3,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 33.1 0.2 84.3 58.9 95.4 92.1: 4.6 7.9
Old : 100.0: 10.9 33.1 0.2 84.3 58.9 95.4 92.1: 4.6 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 : 88: 17 39 3 14 19 32 60:
Old : 88: 17 39 3 14 19 32 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 : 75.9 40.2 83.7 55.5 75.9 40.2 83.7 55.3
Old : 75.9 40.2 83.7 55.5 75.9 40.2 83.7 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 150,632: 14,905 74,002 2,856 117,549 42,972 135,310 119,830: 15,322 30,802
Old : 150,632: 14,905 74,002 2,856 117,549 42,972 135,310 119,830: 15,322 30,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 2,671: -19,681 13,623 -43 32,256 -9,950 12,532 3,630: -9,861 -959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 49.1 1.9 78.0 28.5 89.8 79.6: 10.2 20.4
Old : 100.0: 9.9 49.1 1.9 78.0 28.5 89.8 79.6: 10.2 20.4
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 : 91: 17 36 13 29 22 51 66:
Old : 91: 17 36 13 29 22 51 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 37.6 61.3 49.5 38.3 36.6 61.0 48.5
Old : 38.3 37.6 61.3 49.5 38.3 36.6 61.0 48.5
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, September 20, 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 : 139,582: 63,612 18,827 5,106 40,350 85,664 109,068 109,597: 30,515 29,985
Old : 139,582: 63,612 18,827 5,106 40,350 85,664 109,068 109,597: 30,515 29,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -21,931: 10,171 -170 543 -33,964 -18,802 -23,250 -18,429: 1,319 -3,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 13.5 3.7 28.9 61.4 78.1 78.5: 21.9 21.5
Old : 100.0: 45.6 13.5 3.7 28.9 61.4 78.1 78.5: 21.9 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 : 98: 35 33 17 23 22 68 62:
Old : 98: 35 33 17 23 22 68 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 : 37.2 41.0 46.1 53.1 37.2 38.4 45.9 50.4
Old : 37.2 41.0 46.1 53.1 37.2 38.4 45.9 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 250,477: 20,051 95,936 34,304 158,552 55,832 212,906 186,072: 37,570 64,405
Old : 250,477: 20,051 95,936 34,304 158,552 55,832 212,906 186,072: 37,570 64,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -61,191: -6,777 16,846 882 -46,121 -69,231 -52,016 -51,504: -9,175 -9,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 38.3 13.7 63.3 22.3 85.0 74.3: 15.0 25.7
Old : 100.0: 8.0 38.3 13.7 63.3 22.3 85.0 74.3: 15.0 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 27 85 48 51 56 112 155:
Old : 189: 27 85 48 51 56 112 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 13.2 40.6 21.2 30.7 12.5 39.0 19.7
Old : 31.1 13.2 40.6 21.2 30.7 12.5 39.0 19.7
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 20, 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 : 22,307: 16,511 2,946 0 2,437 18,019 18,948 20,965: 3,359 1,342
Old : 22,307: 16,511 2,946 0 2,437 18,019 18,948 20,965: 3,359 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -12,357: -2,792 1,307 -163 -7,955 -12,708 -10,910 -11,564: -1,447 -793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 13.2 0.0 10.9 80.8 84.9 94.0: 15.1 6.0
Old : 100.0: 74.0 13.2 0.0 10.9 80.8 84.9 94.0: 15.1 6.0
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 : 39: 14 9 0 9 8 23 17:
Old : 39: 14 9 0 9 8 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 68.1 71.4 85.7 61.4 68.1 71.4 85.7
Old : 61.4 68.1 71.4 85.7 61.4 68.1 71.4 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 :15,044,257: 835,647 708,611 5,828,391 7,564,652 7,599,439 14,228,690 14,136,441: 815,568 907,816
Old :15,044,257: 835,647 708,611 5,828,391 7,564,652 7,599,439 14,228,690 14,136,441: 815,568 907,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
:-3,139,596: 112,012 -27,790 -1,768,915 -1,418,161 -1,196,842 -3,075,065 -2,993,548: -64,531 -146,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 4.7 38.7 50.3 50.5 94.6 94.0: 5.4 6.0
Old : 100.0: 5.6 4.7 38.7 50.3 50.5 94.6 94.0: 5.4 6.0
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 : 295: 58 62 109 151 157 273 276:
Old : 295: 58 62 109 151 157 273 276:
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 20.8 42.8 34.5 21.3 10.1 24.3 15.5
Old : 33.0 20.8 42.8 34.5 21.3 10.1 24.3 15.5
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 20, 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 : 1,010,148: 56,289 125,040 66,106 732,427 655,999 854,822 847,145: 155,326 163,003
Old : 1,010,148: 56,289 125,040 66,106 732,427 655,999 854,822 847,145: 155,326 163,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -572,750: -6,599 -31,272 -92,555 -448,761 -422,341 -547,916 -546,168: -24,835 -26,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 12.4 6.5 72.5 64.9 84.6 83.9: 15.4 16.1
Old : 100.0: 5.6 12.4 6.5 72.5 64.9 84.6 83.9: 15.4 16.1
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 : 614: 86 160 96 238 271 394 458:
Old : 614: 86 160 96 238 271 394 458:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 8.7 24.8 15.0 13.2 6.8 21.2 11.4
Old : 15.9 8.7 24.8 15.0 13.2 6.8 21.2 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 360,377: 15,162 22,963 34,962 241,340 215,237 291,464 273,162: 68,913 87,214
Old : 360,377: 15,162 22,963 34,962 241,340 215,237 291,464 273,162: 68,913 87,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -304,039: -12,283 -56,130 -23,793 -244,297 -200,981 -280,372 -280,904: -23,667 -23,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 6.4 9.7 67.0 59.7 80.9 75.8: 19.1 24.2
Old : 100.0: 4.2 6.4 9.7 67.0 59.7 80.9 75.8: 19.1 24.2
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 : 137: 18 25 31 73 65 111 101:
Old : 137: 18 25 31 73 65 111 101:
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 : 20.8 15.6 30.7 24.1 19.8 12.8 27.8 19.1
Old : 20.8 15.6 30.7 24.1 19.8 12.8 27.8 19.1
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 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,248,858: 220,430 525,179 140,925 2,455,434 2,203,809 2,816,790 2,869,914: 432,068 378,944
Old : 3,248,858: 220,430 525,179 140,925 2,455,434 2,203,809 2,816,790 2,869,914: 432,068 378,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
:-1,343,557: -228,205 -132,332 -87,191 -1,022,322 -1,106,800 -1,337,718 -1,326,323: -5,839 -17,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 16.2 4.3 75.6 67.8 86.7 88.3: 13.3 11.7
Old : 100.0: 6.8 16.2 4.3 75.6 67.8 86.7 88.3: 13.3 11.7
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 : 568: 81 145 84 213 252 352 424:
Old : 568: 81 145 84 213 252 352 424:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 9.4 30.5 15.7 18.1 9.0 26.8 14.6
Old : 21.2 9.4 30.5 15.7 18.1 9.0 26.8 14.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 104,878: 6,311 5,034 422 90,816 94,208 97,549 99,664: 7,329 5,214
Old : 104,878: 6,311 5,034 422 90,816 94,208 97,549 99,664: 7,329 5,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -20,089: -8,186 398 395 -10,352 -14,390 -18,143 -13,597: -1,946 -6,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 4.8 0.4 86.6 89.8 93.0 95.0: 7.0 5.0
Old : 100.0: 6.0 4.8 0.4 86.6 89.8 93.0 95.0: 7.0 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 : 89: 6 6 1 51 36 57 43:
Old : 89: 6 6 1 51 36 57 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 38.6 55.7 57.8 36.6 38.2 53.9 57.3
Old : 37.8 38.6 55.7 57.8 36.6 38.2 53.9 57.3
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 20, 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 : 62,770: 10,485 5,312 525 45,836 52,494 56,847 58,332: 5,923 4,439
Old : 62,770: 10,485 5,312 525 45,836 52,494 56,847 58,332: 5,923 4,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -66,608: 2,964 -2,403 -3,129 -59,683 -53,100 -59,847 -58,632: -6,760 -7,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 8.5 0.8 73.0 83.6 90.6 92.9: 9.4 7.1
Old : 100.0: 16.7 8.5 0.8 73.0 83.6 90.6 92.9: 9.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 43 31 17 79 86 131 125:
Old : 215: 43 31 17 79 86 131 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 32.8 43.8 43.5 31.7 32.8 43.5 43.5
Old : 32.0 32.8 43.8 43.5 31.7 32.8 43.5 43.5
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 20, 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 : 313,850: 52,425 26,561 2,627 229,182 262,470 284,234 291,658: 29,616 22,193
Old : 313,850: 52,425 26,561 2,627 229,182 262,470 284,234 291,658: 29,616 22,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -168,912: 7,894 -8,044 -5,114 -153,949 -155,102 -151,169 -168,260: -17,742 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 8.5 0.8 73.0 83.6 90.6 92.9: 9.4 7.1
Old : 100.0: 16.7 8.5 0.8 73.0 83.6 90.6 92.9: 9.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 43 31 17 79 86 131 125:
Old : 215: 43 31 17 79 86 131 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 32.8 43.8 43.5 31.7 32.8 43.5 43.5
Old : 32.0 32.8 43.8 43.5 31.7 32.8 43.5 43.5
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 20, 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 : 86,665: 39,036 14,791 3,829 19,823 46,944 62,688 65,563: 23,977 21,102
Old : 86,665: 39,036 14,791 3,829 19,823 46,944 62,688 65,563: 23,977 21,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -45,082: -11,118 2,317 490 -29,571 -44,969 -40,199 -42,161: -4,884 -2,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 17.1 4.4 22.9 54.2 72.3 75.7: 27.7 24.3
Old : 100.0: 45.0 17.1 4.4 22.9 54.2 72.3 75.7: 27.7 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 25 20 12 16 20 48 45:
Old : 69: 25 20 12 16 20 48 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 36.0 49.5 51.0 37.3 35.6 48.8 50.5
Old : 37.3 36.0 49.5 51.0 37.3 35.6 48.8 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 20, 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 : 26,440: 3,223 7,624 0 16,016 6,826 19,239 14,450: 7,201 11,990
Old : 26,440: 3,223 7,624 0 16,016 6,826 19,239 14,450: 7,201 11,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -680: 150 -895 -1 -854 65 -705 -831: 25 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 28.8 0.0 60.6 25.8 72.8 54.7: 27.2 45.3
Old : 100.0: 12.2 28.8 0.0 60.6 25.8 72.8 54.7: 27.2 45.3
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 : 38: 8 6 0 18 8 26 14:
Old : 38: 8 6 0 18 8 26 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 : 35.7 40.2 50.8 49.1 35.6 40.2 50.7 49.1
Old : 35.7 40.2 50.8 49.1 35.6 40.2 50.7 49.1
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 20, 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 : 31,544: 8,342 5,083 215 17,229 18,763 25,786 24,061: 5,758 7,483
Old : 31,544: 8,342 5,083 215 17,229 18,763 25,786 24,061: 5,758 7,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -4,597: -688 -140 194 1,332 -4,493 838 -4,439: -5,435 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 16.1 0.7 54.6 59.5 81.7 76.3: 18.3 23.7
Old : 100.0: 26.4 16.1 0.7 54.6 59.5 81.7 76.3: 18.3 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 : 53: 9 7 3 23 18 34 26:
Old : 53: 9 7 3 23 18 34 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 : 36.4 40.7 51.4 52.3 35.3 40.7 50.3 51.5
Old : 36.4 40.7 51.4 52.3 35.3 40.7 50.3 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2011