BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 3,573: 186 488 24 2,878 2,641 3,088 3,153: 485 419
Old : 3,573: 186 488 24 2,878 2,641 3,088 3,153: 485 419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 85: -0 34 -6 97 24 91 52: -6 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 13.7 0.7 80.5 73.9 86.4 88.3: 13.6 11.7
Old : 100.0: 5.2 13.7 0.7 80.5 73.9 86.4 88.3: 13.6 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 : 24: 2 3 2 13 12 17 15:
Old : 24: 2 3 2 13 12 17 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 : 57.7 52.7 77.6 72.3 53.7 52.6 69.9 71.4
Old : 57.7 52.7 77.6 72.3 53.7 52.6 69.9 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 58,603: 8,274 2,248 13,471 31,224 31,685 52,968 47,404: 5,634 11,199
Old : 58,603: 8,274 2,248 13,471 31,224 31,685 52,968 47,404: 5,634 11,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 3,579: 590 541 786 2,507 1,278 3,883 2,605: -304 974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 3.8 23.0 53.3 54.1 90.4 80.9: 9.6 19.1
Old : 100.0: 14.1 3.8 23.0 53.3 54.1 90.4 80.9: 9.6 19.1
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 : 85: 22 12 21 40 41 72 64:
Old : 85: 22 12 21 40 41 72 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 28.8 54.3 44.1 40.1 27.7 48.0 38.7
Old : 41.4 28.8 54.3 44.1 40.1 27.7 48.0 38.7
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 27, 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 : 300,130: 70,861 33,422 82,839 117,386 138,055 271,086 254,316: 29,044 45,815
Old : 41,010: 11,967 8,204 12,354 12,433 15,521 36,753 36,080: 4,256 4,930
Other: 259,120: 68,766 35,090 60,613 104,953 122,533 234,332 218,236: 24,788 40,884
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,289: 118 -4,764 -979 1,660 4,244 798 -1,500: 492 2,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 11.1 27.6 39.1 46.0 90.3 84.7: 9.7 15.3
Old : 100.0: 29.2 20.0 30.1 30.3 37.8 89.6 88.0: 10.4 12.0
Other: 100.0: 26.5 13.5 23.4 40.5 47.3 90.4 84.2: 9.6 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 106 71 118 60 81 231 219:
Old : 161: 53 36 43 26 62 100 122:
Other: 272: 95 72 102 58 81 213 209:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 19.6 28.0 29.2 16.4 15.4 26.5 23.3
Old : 22.5 29.5 37.4 39.2 16.8 21.5 24.9 27.6
Other: 18.6 19.9 30.7 29.9 18.1 17.0 29.6 25.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 432,838: 105,757 30,279 130,098 167,551 207,040 403,405 367,417: 29,433 65,421
Old : 432,838: 105,757 30,279 130,098 167,551 207,040 403,405 367,417: 29,433 65,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 3,807: -2,021 -3,666 5,316 1,523 5,893 4,819 7,543: -1,011 -3,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 7.0 30.1 38.7 47.8 93.2 84.9: 6.8 15.1
Old : 100.0: 24.4 7.0 30.1 38.7 47.8 93.2 84.9: 6.8 15.1
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 : 413: 133 81 143 110 177 308 346:
Old : 413: 133 81 143 110 177 308 346:
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 : 18.0 15.8 29.1 23.9 17.0 13.5 27.4 18.4
Old : 18.0 15.8 29.1 23.9 17.0 13.5 27.4 18.4
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 27, 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 : 9,447: 3,870 3,407 944 2,857 2,659 7,672 7,010: 1,775 2,438
Old : 9,447: 3,870 3,407 944 2,857 2,659 7,672 7,010: 1,775 2,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 189: -59 591 -136 -42 -389 -237 65: 426 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 36.1 10.0 30.2 28.1 81.2 74.2: 18.8 25.8
Old : 100.0: 41.0 36.1 10.0 30.2 28.1 81.2 74.2: 18.8 25.8
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 : 79: 22 29 17 10 18 44 58:
Old : 79: 22 29 17 10 18 44 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 21.1 57.9 34.7 43.1 21.1 57.0 34.2
Old : 43.1 21.1 57.9 34.7 43.1 21.1 57.0 34.2
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 27, 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 : 41,992: 13,330 5,248 10,408 9,884 8,374 33,622 24,030: 8,370 17,962
Old : 41,992: 13,330 5,248 10,408 9,884 8,374 33,622 24,030: 8,370 17,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,302: 519 169 751 -120 -486 1,150 434: 152 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 12.5 24.8 23.5 19.9 80.1 57.2: 19.9 42.8
Old : 100.0: 31.7 12.5 24.8 23.5 19.9 80.1 57.2: 19.9 42.8
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 : 167: 49 44 59 44 50 131 125:
Old : 167: 49 44 59 44 50 131 125:
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 : 15.8 10.0 25.8 15.9 14.3 6.0 21.9 9.8
Old : 15.8 10.0 25.8 15.9 14.3 6.0 21.9 9.8
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 27, 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 : 87,430: 12,185 226 3,857 68,627 81,437 84,669 85,520: 2,761 1,910
Old : 87,430: 12,185 226 3,857 68,627 81,437 84,669 85,520: 2,761 1,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -12,030: 816 97 205 -13,898 -12,830 -12,877 -12,528: 847 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.3 4.4 78.5 93.1 96.8 97.8: 3.2 2.2
Old : 100.0: 13.9 0.3 4.4 78.5 93.1 96.8 97.8: 3.2 2.2
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 : 25: 4 2 2 17 17 22 20:
Old : 25: 4 2 2 17 17 22 20:
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 : 58.3 68.4 78.6 85.7 50.8 53.6 63.2 61.9
Old : 58.3 68.4 78.6 85.7 50.8 53.6 63.2 61.9
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 27, 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 : 100,493: 21,427 41,399 5,286 37,280 27,655 63,993 74,340: 36,500 26,153
Old : 100,493: 21,427 41,399 5,286 37,280 27,655 63,993 74,340: 36,500 26,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -31,501: 934 15,877 -6,548 -20,902 -44,409 -26,517 -35,080: -4,984 3,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 41.2 5.3 37.1 27.5 63.7 74.0: 36.3 26.0
Old : 100.0: 21.3 41.2 5.3 37.1 27.5 63.7 74.0: 36.3 26.0
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 : 83: 24 25 11 27 24 55 56:
Old : 83: 24 25 11 27 24 55 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 24.6 31.3 35.8 22.3 24.5 29.8 33.9
Old : 22.7 24.6 31.3 35.8 22.3 24.5 29.8 33.9
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 27, 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 : 34,139: 4,918 3,334 7,848 10,160 10,271 22,926 21,453: 11,213 12,686
Old : 34,139: 4,918 3,334 7,848 10,160 10,271 22,926 21,453: 11,213 12,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 3,170: -2,206 -341 2,544 5,080 -522 5,419 1,681: -2,249 1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 9.8 23.0 29.8 30.1 67.2 62.8: 32.8 37.2
Old : 100.0: 14.4 9.8 23.0 29.8 30.1 67.2 62.8: 32.8 37.2
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 : 32: 8 10 11 10 12 26 25:
Old : 32: 8 10 11 10 12 26 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 : 28.5 26.9 44.6 39.5 23.4 19.1 32.6 25.3
Old : 28.5 26.9 44.6 39.5 23.4 19.1 32.6 25.3
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 27, 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 : 83,098: 10,211 30,837 245 70,683 45,722 81,139 76,804: 1,959 6,294
Old : 83,098: 10,211 30,837 245 70,683 45,722 81,139 76,804: 1,959 6,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 7,088: 1,960 5,696 96 6,605 990 8,661 6,782: -1,573 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 37.1 0.3 85.1 55.0 97.6 92.4: 2.4 7.6
Old : 100.0: 12.3 37.1 0.3 85.1 55.0 97.6 92.4: 2.4 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 20 42 3 14 21 36 64:
Old : 94: 20 42 3 14 21 36 64:
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 : 79.9 38.4 87.5 52.0 79.9 38.4 86.8 51.8
Old : 79.9 38.4 87.5 52.0 79.9 38.4 86.8 51.8
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 27, 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 : 163,120: 14,402 78,256 4,144 129,807 46,481 148,353 128,881: 14,767 34,239
Old : 163,120: 14,402 78,256 4,144 129,807 46,481 148,353 128,881: 14,767 34,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 12,488: -504 4,254 1,288 12,258 3,509 13,043 9,052: -555 3,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 48.0 2.5 79.6 28.5 90.9 79.0: 9.1 21.0
Old : 100.0: 8.8 48.0 2.5 79.6 28.5 90.9 79.0: 9.1 21.0
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 : 93: 12 45 14 28 21 49 71:
Old : 93: 12 45 14 28 21 49 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 35.8 60.8 47.2 41.2 34.3 60.5 45.6
Old : 41.2 35.8 60.8 47.2 41.2 34.3 60.5 45.6
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 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 138,521: 61,075 19,440 5,519 43,005 81,603 109,598 106,562: 28,923 31,959
Old : 138,521: 61,075 19,440 5,519 43,005 81,603 109,598 106,562: 28,923 31,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -1,061: -2,537 613 413 2,655 -4,061 531 -3,035: -1,591 1,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 14.0 4.0 31.0 58.9 79.1 76.9: 20.9 23.1
Old : 100.0: 44.1 14.0 4.0 31.0 58.9 79.1 76.9: 20.9 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 34 33 18 26 24 69 66:
Old : 101: 34 33 18 26 24 69 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 : 36.5 39.3 47.1 50.6 36.5 36.6 46.9 47.7
Old : 36.5 39.3 47.1 50.6 36.5 36.6 46.9 47.7
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 27, 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 : 271,955: 20,328 99,971 39,737 172,017 64,089 232,081 203,796: 39,874 68,159
Old : 271,955: 20,328 99,971 39,737 172,017 64,089 232,081 203,796: 39,874 68,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 21,478: 277 4,035 5,433 13,465 8,257 19,174 17,725: 2,304 3,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 36.8 14.6 63.3 23.6 85.3 74.9: 14.7 25.1
Old : 100.0: 7.5 36.8 14.6 63.3 23.6 85.3 74.9: 14.7 25.1
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 : 200: 32 85 49 55 60 117 164:
Old : 200: 32 85 49 55 60 117 164:
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 : 34.0 16.3 43.5 24.2 33.8 15.2 41.8 21.3
Old : 34.0 16.3 43.5 24.2 33.8 15.2 41.8 21.3
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 27, 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 : 34,997: 18,703 16,831 66 15,739 17,098 34,508 33,995: 489 1,002
Old : 34,997: 18,703 16,831 66 15,739 17,098 34,508 33,995: 489 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -1,764: -2,859 -760 -3 1,408 -1,017 -1,454 -1,780: -310 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 48.1 0.2 45.0 48.9 98.6 97.1: 1.4 2.9
Old : 100.0: 53.4 48.1 0.2 45.0 48.9 98.6 97.1: 1.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 5 1 6 5 12 11:
Old : 21: 6 5 1 6 5 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.8 87.8 96.8 96.3 87.6 87.8 95.2 94.3
Old : 87.8 87.8 96.8 96.3 87.6 87.8 95.2 94.3
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 27, 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 : 23,804: 14,475 4,884 0 7,068 16,921 21,543 21,805: 2,261 1,999
Old : 23,804: 14,475 4,884 0 7,068 16,921 21,543 21,805: 2,261 1,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,497: -2,036 1,938 0 4,631 -1,098 2,595 840: -1,098 657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 20.5 0.0 29.7 71.1 90.5 91.6: 9.5 8.4
Old : 100.0: 60.8 20.5 0.0 29.7 71.1 90.5 91.6: 9.5 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 11 0 9 8 20 19:
Old : 38: 11 11 0 9 8 20 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 : 59.4 61.1 78.7 78.5 59.4 61.1 78.7 78.5
Old : 59.4 61.1 78.7 78.5 59.4 61.1 78.7 78.5
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 27, 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 :14,597,496: 726,503 665,170 5,541,337 7,553,697 7,494,409 13,821,536 13,700,917: 775,960 896,579
Old :14,597,496: 726,503 665,170 5,541,337 7,553,697 7,494,409 13,821,536 13,700,917: 775,960 896,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -446,761: -109,144 -43,441 -287,054 -10,955 -105,029 -407,153 -435,525: -39,608 -11,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.6 38.0 51.7 51.3 94.7 93.9: 5.3 6.1
Old : 100.0: 5.0 4.6 38.0 51.7 51.3 94.7 93.9: 5.3 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 53 60 104 152 156 267 270:
Old : 286: 53 60 104 152 156 267 270:
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 : 33.5 20.7 43.2 34.6 22.2 9.6 25.0 15.1
Old : 33.5 20.7 43.2 34.6 22.2 9.6 25.0 15.1
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 27, 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 : 1,068,260: 58,977 123,444 87,561 774,738 699,567 921,276 910,572: 146,984 157,688
Old : 1,068,260: 58,977 123,444 87,561 774,738 699,567 921,276 910,572: 146,984 157,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 58,112: 2,688 -1,596 21,455 42,311 43,568 66,454 63,427: -8,342 -5,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 11.6 8.2 72.5 65.5 86.2 85.2: 13.8 14.8
Old : 100.0: 5.5 11.6 8.2 72.5 65.5 86.2 85.2: 13.8 14.8
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 : 609: 87 159 104 238 268 396 461:
Old : 609: 87 159 104 238 268 396 461:
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 : 14.7 8.5 22.8 15.0 11.9 6.5 19.2 10.9
Old : 14.7 8.5 22.8 15.0 11.9 6.5 19.2 10.9
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 27, 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 : 395,481: 22,328 30,553 39,630 262,937 232,945 324,895 303,128: 70,586 92,353
Old : 395,481: 22,328 30,553 39,630 262,937 232,945 324,895 303,128: 70,586 92,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 35,104: 7,166 7,590 4,668 21,597 17,708 33,431 29,966: 1,673 5,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.7 10.0 66.5 58.9 82.2 76.6: 17.8 23.4
Old : 100.0: 5.6 7.7 10.0 66.5 58.9 82.2 76.6: 17.8 23.4
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 : 145: 23 27 36 75 65 119 107:
Old : 145: 23 27 36 75 65 119 107:
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 : 19.1 14.6 29.6 24.1 18.3 12.6 27.3 19.2
Old : 19.1 14.6 29.6 24.1 18.3 12.6 27.3 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 3,363,898: 266,995 548,200 155,908 2,559,002 2,333,113 2,981,905 3,037,221: 381,993 326,678
Old : 3,363,898: 266,995 548,200 155,908 2,559,002 2,333,113 2,981,905 3,037,221: 381,993 326,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 115,040: 46,565 23,021 14,982 103,568 129,304 165,116 167,307: -50,075 -52,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 16.3 4.6 76.1 69.4 88.6 90.3: 11.4 9.7
Old : 100.0: 7.9 16.3 4.6 76.1 69.4 88.6 90.3: 11.4 9.7
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 : 563: 82 145 90 213 247 353 424:
Old : 563: 82 145 90 213 247 353 424:
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 : 19.2 10.0 29.0 17.2 15.8 9.6 24.2 15.0
Old : 19.2 10.0 29.0 17.2 15.8 9.6 24.2 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 27, 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 : 106,332: 6,534 4,836 34 92,840 96,277 99,408 101,147: 6,924 5,185
Old : 106,332: 6,534 4,836 34 92,840 96,277 99,408 101,147: 6,924 5,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,454: 223 -198 -388 2,024 2,069 1,859 1,483: -405 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 4.5 0.0 87.3 90.5 93.5 95.1: 6.5 4.9
Old : 100.0: 6.1 4.5 0.0 87.3 90.5 93.5 95.1: 6.5 4.9
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 : 87: 6 5 1 50 37 56 43:
Old : 87: 6 5 1 50 37 56 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 : 39.3 40.7 54.6 59.8 36.4 40.2 50.7 59.4
Old : 39.3 40.7 54.6 59.8 36.4 40.2 50.7 59.4
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 27, 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 : 77,888: 10,703 5,750 1,781 54,915 59,705 67,398 67,236: 10,489 10,652
Old : 77,888: 10,703 5,750 1,781 54,915 59,705 67,398 67,236: 10,489 10,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 15,118: 218 438 1,256 9,078 7,211 10,552 8,905: 4,566 6,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 7.4 2.3 70.5 76.7 86.5 86.3: 13.5 13.7
Old : 100.0: 13.7 7.4 2.3 70.5 76.7 86.5 86.3: 13.5 13.7
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 : 218: 40 39 17 79 93 127 141:
Old : 218: 40 39 17 79 93 127 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 26.3 41.9 37.5 29.9 25.9 41.7 37.1
Old : 30.0 26.3 41.9 37.5 29.9 25.9 41.7 37.1
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 27, 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 : 13,521: 2,058 0 0 5,122 11,405 7,180 11,405: 6,341 2,116
Old : 13,521: 2,058 0 0 5,122 11,405 7,180 11,405: 6,341 2,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -19,305: 1,400 -2,837 -63 -23,771 -10,675 -22,434 -13,575: 3,129 -5,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.0 0.0 37.9 84.4 53.1 84.4: 46.9 15.6
Old : 100.0: 15.2 0.0 0.0 37.9 84.4 53.1 84.4: 46.9 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 0 0 9 10 12 10:
Old : 21: 3 0 0 9 10 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 60.5 46.8 82.4 37.2 60.5 46.8 82.4
Old : 37.2 60.5 46.8 82.4 37.2 60.5 46.8 82.4
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 27, 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 : 321,836: 50,000 35,527 2,129 248,964 241,500 301,092 279,156: 20,744 42,680
Old : 321,836: 50,000 35,527 2,129 248,964 241,500 301,092 279,156: 20,744 42,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 7,986: -2,426 8,967 -498 19,782 -20,970 16,858 -12,502: -8,872 20,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 11.0 0.7 77.4 75.0 93.6 86.7: 6.4 13.3
Old : 100.0: 15.5 11.0 0.7 77.4 75.0 93.6 86.7: 6.4 13.3
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 : 217: 38 40 16 77 90 123 138:
Old : 217: 38 40 16 77 90 123 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 24.8 46.0 34.8 31.8 24.8 45.8 34.8
Old : 31.9 24.8 46.0 34.8 31.8 24.8 45.8 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 94,759: 29,119 23,197 5,770 40,079 41,894 74,968 70,861: 19,792 23,898
Old : 94,759: 29,119 23,197 5,770 40,079 41,894 74,968 70,861: 19,792 23,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 8,094: -9,917 8,407 1,941 20,257 -5,050 12,280 5,298: -4,185 2,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 24.5 6.1 42.3 44.2 79.1 74.8: 20.9 25.2
Old : 100.0: 30.7 24.5 6.1 42.3 44.2 79.1 74.8: 20.9 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 : 75: 27 22 16 18 19 51 51:
Old : 75: 27 22 16 18 19 51 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 28.9 54.2 44.7 36.7 28.4 53.3 44.0
Old : 37.1 28.9 54.2 44.7 36.7 28.4 53.3 44.0
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 27, 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 : 25,772: 4,245 6,028 2 14,756 8,406 19,003 14,436: 6,769 11,336
Old : 25,772: 4,245 6,028 2 14,756 8,406 19,003 14,436: 6,769 11,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -668: 1,022 -1,596 2 -1,260 1,580 -236 -14: -432 -654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 23.4 0.0 57.3 32.6 73.7 56.0: 26.3 44.0
Old : 100.0: 16.5 23.4 0.0 57.3 32.6 73.7 56.0: 26.3 44.0
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 : 41: 11 5 1 19 8 30 14:
Old : 41: 11 5 1 19 8 30 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 : 34.9 40.5 47.3 51.2 34.6 40.5 47.0 51.2
Old : 34.9 40.5 47.3 51.2 34.6 40.5 47.0 51.2
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 27, 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 : 30,635: 5,448 4,964 603 17,862 20,813 23,913 26,380: 6,722 4,255
Old : 30,635: 5,448 4,964 603 17,862 20,813 23,913 26,380: 6,722 4,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -909: -2,894 -119 388 633 2,050 -1,873 2,319: 964 -3,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 16.2 2.0 58.3 67.9 78.1 86.1: 21.9 13.9
Old : 100.0: 17.8 16.2 2.0 58.3 67.9 78.1 86.1: 21.9 13.9
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 : 58: 8 9 4 22 22 33 32:
Old : 58: 8 9 4 22 22 33 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 : 35.8 39.4 49.3 53.5 34.1 39.4 47.6 51.8
Old : 35.8 39.4 49.3 53.5 34.1 39.4 47.6 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 9,013: 3,847 1,214 0 4,122 7,287 7,969 8,501: 1,044 512
Old : 9,013: 3,847 1,214 0 4,122 7,287 7,969 8,501: 1,044 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 13.5 0.0 45.7 80.8 88.4 94.3: 11.6 5.7
Old : 100.0: 42.7 13.5 0.0 45.7 80.8 88.4 94.3: 11.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 5 0 8 2 14 7:
Old : 20: 6 5 0 8 2 14 7:
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 : 58.8 88.4 76.9 94.3 58.8 88.3 76.9 94.2
Old : 58.8 88.4 76.9 94.3 58.8 88.3 76.9 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2011