BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 4,035: 174 856 8 3,178 2,956 3,360 3,820: 675 215 Old : 4,035: 174 856 8 3,178 2,956 3,360 3,820: 675 215 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 136: 6 13 4 136 119 146 136: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 21.2 0.2 78.8 73.3 83.3 94.7: 16.7 5.3 Old : 100.0: 4.3 21.2 0.2 78.8 73.3 83.3 94.7: 16.7 5.3 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 : 23: 2 3 2 10 11 13 15: Old : 23: 2 3 2 10 11 13 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 : 58.0 57.5 77.6 77.5 57.6 55.4 77.3 75.1 Old : 58.0 57.5 77.6 77.5 57.6 55.4 77.3 75.1 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 - Futures Only, July 19, 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 : 37,413: 8,854 5,752 1,828 20,544 24,311 31,226 31,891: 6,187 5,522 Old : 37,413: 8,854 5,752 1,828 20,544 24,311 31,226 31,891: 6,187 5,522 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 3,469: 1,667 -383 1,009 379 1,685 3,055 2,311: 414 1,158 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 15.4 4.9 54.9 65.0 83.5 85.2: 16.5 14.8 Old : 100.0: 23.7 15.4 4.9 54.9 65.0 83.5 85.2: 16.5 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 : 85: 23 11 18 31 31 64 51: Old : 85: 23 11 18 31 31 64 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 : 37.4 38.7 46.4 56.6 37.4 36.5 46.2 53.9 Old : 37.4 38.7 46.4 56.6 37.4 36.5 46.2 53.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 Commitments of Traders - Futures Only, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 3,773: 1,941 110 2 1,667 3,130 3,610 3,242: 163 531 Old : 3,773: 1,941 110 2 1,667 3,130 3,610 3,242: 163 531 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 50: 15 26 0 36 17 51 43: -1 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.4 2.9 0.1 44.2 83.0 95.7 85.9: 4.3 14.1 Old : 100.0: 51.4 2.9 0.1 44.2 83.0 95.7 85.9: 4.3 14.1 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 : 20: 3 2 1 5 11 9 13: Old : 20: 3 2 1 5 11 9 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.6 59.2 95.6 78.8 80.6 59.2 95.6 78.8 Old : 80.6 59.2 95.6 78.8 80.6 59.2 95.6 78.8 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 - Futures Only, July 19, 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 : 244,000: 71,797 53,142 39,664 106,396 114,536 217,857 207,342: 26,143 36,658 Old : 116,624: 49,175 49,014 6,179 50,646 45,663 106,000 100,856: 10,624 15,768 Other: 127,376: 43,019 24,525 13,088 55,750 68,873 111,857 106,486: 15,519 20,890 : : : : : Changes in Commitments from: July 12, 2011 : : -685: 1,810 -2,883 -1,138 -1,690 3,268 -1,018 -753: 333 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 21.8 16.3 43.6 46.9 89.3 85.0: 10.7 15.0 Old : 100.0: 42.2 42.0 5.3 43.4 39.2 90.9 86.5: 9.1 13.5 Other: 100.0: 33.8 19.3 10.3 43.8 54.1 87.8 83.6: 12.2 16.4 : : : :# Traders : Number of Traders in Each Category : All : 271: 107 60 95 54 78 204 204: Old : 260: 87 85 43 30 71 141 176: Other: 202: 63 46 47 45 66 139 137: :---------------------------------------------------------------------------------------------------- : 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 : 20.1 20.0 32.5 28.1 20.1 17.4 32.1 25.1 Old : 24.0 15.6 35.5 25.7 24.0 15.5 35.5 24.0 Other: 23.8 25.3 37.7 34.5 23.6 23.6 36.3 32.5 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, July 19, 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 : 323,410: 94,933 51,485 45,646 154,525 165,146 295,104 262,277: 28,306 61,133 Old : 323,410: 94,933 51,485 45,646 154,525 165,146 295,104 262,277: 28,306 61,133 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -4,234: 2,289 -517 -4,067 -4,000 1,449 -5,778 -3,135: 1,544 -1,099 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 15.9 14.1 47.8 51.1 91.2 81.1: 8.8 18.9 Old : 100.0: 29.4 15.9 14.1 47.8 51.1 91.2 81.1: 8.8 18.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 394: 103 87 126 87 167 266 328: Old : 394: 103 87 126 87 167 266 328: 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 : 24.0 13.1 35.9 20.7 23.8 12.8 35.8 20.3 Old : 24.0 13.1 35.9 20.7 23.8 12.8 35.8 20.3 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 - Futures Only, July 19, 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 : 8,902: 3,826 3,821 567 2,868 2,506 7,261 6,894: 1,641 2,008 Old : 8,902: 3,826 3,821 567 2,868 2,506 7,261 6,894: 1,641 2,008 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 67: -99 -76 127 21 -73 49 -22: 18 89 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.0 42.9 6.4 32.2 28.2 81.6 77.4: 18.4 22.6 Old : 100.0: 43.0 42.9 6.4 32.2 28.2 81.6 77.4: 18.4 22.6 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 : 74: 19 32 10 8 16 35 52: Old : 74: 19 32 10 8 16 35 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 20.6 63.7 35.6 47.5 20.6 63.7 34.7 Old : 47.5 20.6 63.7 35.6 47.5 20.6 63.7 34.7 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 - Futures Only, July 19, 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 : 40,476: 15,161 5,838 6,423 11,585 9,134 33,169 21,395: 7,307 19,081 Old : 40,476: 15,161 5,838 6,423 11,585 9,134 33,169 21,395: 7,307 19,081 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -1,091: -1,026 -149 321 -225 239 -930 411: -161 -1,502 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.5 14.4 15.9 28.6 22.6 81.9 52.9: 18.1 47.1 Old : 100.0: 37.5 14.4 15.9 28.6 22.6 81.9 52.9: 18.1 47.1 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 : 168: 52 31 42 36 64 112 122: Old : 168: 52 31 42 36 64 112 122: 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 9.3 34.0 14.5 19.1 7.9 33.3 11.6 Old : 19.1 9.3 34.0 14.5 19.1 7.9 33.3 11.6 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 - Futures Only, July 19, 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 : 102,401: 15,002 0 496 86,048 101,476 101,546 101,972: 855 429 Old : 102,401: 15,002 0 496 86,048 101,476 101,546 101,972: 855 429 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -1,172: 251 0 0 545 464 796 464: -1,968 -1,636 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 0.0 0.5 84.0 99.1 99.2 99.6: 0.8 0.4 Old : 100.0: 14.7 0.0 0.5 84.0 99.1 99.2 99.6: 0.8 0.4 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 : 27: 8 0 2 17 15 25 17: Old : 27: 8 0 2 17 15 25 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 : 73.0 67.6 86.7 85.7 65.2 55.9 72.1 68.6 Old : 73.0 67.6 86.7 85.7 65.2 55.9 72.1 68.6 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 - Futures Only, July 19, 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 : 124,719: 52,623 24,859 0 25,093 81,777 77,716 106,636: 47,003 18,083 Old : 124,719: 52,623 24,859 0 25,093 81,777 77,716 106,636: 47,003 18,083 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 13,095: 13,088 658 0 1,013 11,076 14,101 11,734: -1,006 1,361 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.2 19.9 0.0 20.1 65.6 62.3 85.5: 37.7 14.5 Old : 100.0: 42.2 19.9 0.0 20.1 65.6 62.3 85.5: 37.7 14.5 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 : 90: 36 13 0 21 29 57 42: Old : 90: 36 13 0 21 29 57 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.6 41.0 27.6 56.0 18.5 40.8 27.5 55.7 Old : 18.6 41.0 27.6 56.0 18.5 40.8 27.5 55.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, July 19, 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 : 52,133: 21,159 9,665 47 5,074 29,905 26,280 39,617: 25,853 12,516 Old : 52,133: 21,159 9,665 47 5,074 29,905 26,280 39,617: 25,853 12,516 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 3,503: 3,020 -393 -10 719 3,606 3,729 3,203: -226 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.6 18.5 0.1 9.7 57.4 50.4 76.0: 49.6 24.0 Old : 100.0: 40.6 18.5 0.1 9.7 57.4 50.4 76.0: 49.6 24.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 20 8 2 10 12 31 21: Old : 46: 20 8 2 10 12 31 21: 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 : 19.3 51.1 30.0 65.6 19.3 51.0 30.0 65.5 Old : 19.3 51.1 30.0 65.6 19.3 51.0 30.0 65.5 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 - Futures Only, July 19, 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 : 135,263: 100,309 11,043 624 26,181 121,273 127,114 132,940: 8,149 2,323 Old : 135,263: 100,309 11,043 624 26,181 121,273 127,114 132,940: 8,149 2,323 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -10,511: -11,221 -2,040 378 695 -9,039 -10,148 -10,701: -363 190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.2 8.2 0.5 19.4 89.7 94.0 98.3: 6.0 1.7 Old : 100.0: 74.2 8.2 0.5 19.4 89.7 94.0 98.3: 6.0 1.7 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 : 115: 67 13 2 19 19 87 33: Old : 115: 67 13 2 19 19 87 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.5 65.7 57.4 82.1 42.5 65.5 57.4 81.8 Old : 42.5 65.7 57.4 82.1 42.5 65.5 57.4 81.8 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 - Futures Only, July 19, 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 : 98,291: 26,011 32,725 531 53,019 41,056 79,561 74,312: 18,730 23,979 Old : 98,291: 26,011 32,725 531 53,019 41,056 79,561 74,312: 18,730 23,979 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -22,843: -1,676 -19,763 29 -20,974 2,800 -22,621 -16,934: -222 -5,909 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 33.3 0.5 53.9 41.8 80.9 75.6: 19.1 24.4 Old : 100.0: 26.5 33.3 0.5 53.9 41.8 80.9 75.6: 19.1 24.4 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 : 82: 22 24 3 23 25 46 51: Old : 82: 22 24 3 23 25 46 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 : 31.9 28.3 47.7 39.7 31.9 27.4 47.4 38.7 Old : 31.9 28.3 47.7 39.7 31.9 27.4 47.4 38.7 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 - Futures Only, July 19, 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 : 129,653: 63,535 21,380 262 31,874 78,836 95,671 100,478: 33,982 29,175 Old : 129,653: 63,535 21,380 262 31,874 78,836 95,671 100,478: 33,982 29,175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 13,807: 11,258 -2,609 157 99 19,182 11,514 16,730: 2,293 -2,923 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.0 16.5 0.2 24.6 60.8 73.8 77.5: 26.2 22.5 Old : 100.0: 49.0 16.5 0.2 24.6 60.8 73.8 77.5: 26.2 22.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 107: 38 30 6 21 25 64 56: Old : 107: 38 30 6 21 25 64 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 : 28.9 37.4 39.3 52.7 28.9 37.0 39.3 52.0 Old : 28.9 37.4 39.3 52.7 28.9 37.0 39.3 52.0 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 - Futures Only, July 19, 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 : 180,314: 58,580 49,334 1,022 77,199 83,685 136,801 134,041: 43,513 46,273 Old : 180,314: 58,580 49,334 1,022 77,199 83,685 136,801 134,041: 43,513 46,273 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -5,227: -2,812 358 365 6,473 -2,743 4,026 -2,020: -9,253 -3,207 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 27.4 0.6 42.8 46.4 75.9 74.3: 24.1 25.7 Old : 100.0: 32.5 27.4 0.6 42.8 46.4 75.9 74.3: 24.1 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 : 153: 37 46 13 39 52 82 105: Old : 153: 37 46 13 39 52 82 105: 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 : 19.8 19.9 33.3 29.4 19.7 18.4 33.1 27.8 Old : 19.8 19.9 33.3 29.4 19.7 18.4 33.1 27.8 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 - Futures Only, July 19, 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 : 18,044: 13,881 10,525 72 2,526 7,240 16,479 17,837: 1,565 207 Old : 18,044: 13,881 10,525 72 2,526 7,240 16,479 17,837: 1,565 207 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -19,834: -19,950 297 0 -6 -20,067 -19,956 -19,770: 122 -64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.9 58.3 0.4 14.0 40.1 91.3 98.9: 8.7 1.1 Old : 100.0: 76.9 58.3 0.4 14.0 40.1 91.3 98.9: 8.7 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 11 2 2 3 7 15 10: Old : 22: 11 2 2 3 7 15 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 : 77.2 89.3 86.5 97.8 76.8 89.3 86.1 97.7 Old : 77.2 89.3 86.5 97.8 76.8 89.3 86.1 97.7 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 - Futures Only, July 19, 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 : 31,072: 23,364 1,926 114 2,745 27,376 26,223 29,416: 4,849 1,656 Old : 31,072: 23,364 1,926 114 2,745 27,376 26,223 29,416: 4,849 1,656 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,327: 677 -1,177 114 -93 1,959 698 896: 629 431 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 6.2 0.4 8.8 88.1 84.4 94.7: 15.6 5.3 Old : 100.0: 75.2 6.2 0.4 8.8 88.1 84.4 94.7: 15.6 5.3 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 : 41: 21 5 1 6 10 28 15: Old : 41: 21 5 1 6 10 28 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 : 53.8 73.7 69.6 88.7 53.8 73.7 69.6 88.7 Old : 53.8 73.7 69.6 88.7 53.8 73.7 69.6 88.7 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 - Futures Only, July 19, 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 :10,025,499: 1,131,353 1,043,597 1,182,497 6,787,208 6,778,879 9,101,058 9,004,973: 924,441 1,020,526 Old :10,025,499: 1,131,353 1,043,597 1,182,497 6,787,208 6,778,879 9,101,058 9,004,973: 924,441 1,020,526 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -81,990: -62,967 -28,008 -44,852 36,610 -8,933 -71,209 -81,793: -10,781 -197 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 10.4 11.8 67.7 67.6 90.8 89.8: 9.2 10.2 Old : 100.0: 11.3 10.4 11.8 67.7 67.6 90.8 89.8: 9.2 10.2 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 : 275: 53 57 82 132 148 235 248: Old : 275: 53 57 82 132 148 235 248: 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 : 40.5 23.4 48.7 37.5 38.8 19.6 44.3 30.5 Old : 40.5 23.4 48.7 37.5 38.8 19.6 44.3 30.5 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 - Futures Only, July 19, 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 : 792,364: 71,532 84,412 24,334 573,911 595,066 669,777 703,812: 122,588 88,553 Old : 792,364: 71,532 84,412 24,334 573,911 595,066 669,777 703,812: 122,588 88,553 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -3,078: -11,946 -464 2,670 6,821 -4,730 -2,455 -2,523: -623 -555 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 10.7 3.1 72.4 75.1 84.5 88.8: 15.5 11.2 Old : 100.0: 9.0 10.7 3.1 72.4 75.1 84.5 88.8: 15.5 11.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 520: 98 94 48 223 215 344 334: Old : 520: 98 94 48 223 215 344 334: 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 : 16.5 16.9 24.4 25.5 13.2 15.9 20.2 24.5 Old : 16.5 16.9 24.4 25.5 13.2 15.9 20.2 24.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders - Futures Only, July 19, 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 : 272,520: 22,744 26,722 1,131 171,784 210,113 195,659 237,966: 76,861 34,554 Old : 272,520: 22,744 26,722 1,131 171,784 210,113 195,659 237,966: 76,861 34,554 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -2,636: 283 -792 112 -5,353 2,117 -4,958 1,437: 2,322 -4,073 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 9.8 0.4 63.0 77.1 71.8 87.3: 28.2 12.7 Old : 100.0: 8.3 9.8 0.4 63.0 77.1 71.8 87.3: 28.2 12.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 115: 16 16 6 52 53 69 74: Old : 115: 16 16 6 52 53 69 74: 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 : 24.0 29.4 35.2 44.0 22.3 26.5 32.9 41.1 Old : 24.0 29.4 35.2 44.0 22.3 26.5 32.9 41.1 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 - Futures Only, July 19, 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 : 2,599,222: 301,786 346,296 58,166 2,010,637 1,924,766 2,370,589 2,329,228: 228,633 269,994 Old : 2,599,222: 301,786 346,296 58,166 2,010,637 1,924,766 2,370,589 2,329,228: 228,633 269,994 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -2,209: -59,247 3,539 10,894 60,868 -34,233 12,515 -19,800: -14,724 17,591 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 13.3 2.2 77.4 74.1 91.2 89.6: 8.8 10.4 Old : 100.0: 11.6 13.3 2.2 77.4 74.1 91.2 89.6: 8.8 10.4 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 : 488: 91 92 38 198 195 308 306: Old : 488: 91 92 38 198 195 308 306: 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 : 18.9 14.3 28.4 23.9 16.7 14.3 25.6 23.1 Old : 18.9 14.3 28.4 23.9 16.7 14.3 25.6 23.1 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 - Futures Only, July 19, 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 : 109,993: 14,802 5,347 0 86,230 99,550 101,032 104,897: 8,961 5,096 Old : 109,993: 14,802 5,347 0 86,230 99,550 101,032 104,897: 8,961 5,096 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -2,714: -384 -1,467 0 -2,079 -2,791 -2,463 -4,258: -251 1,544 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 4.9 0.0 78.4 90.5 91.9 95.4: 8.1 4.6 Old : 100.0: 13.5 4.9 0.0 78.4 90.5 91.9 95.4: 8.1 4.6 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 : 100: 15 5 0 53 39 68 44: Old : 100: 15 5 0 53 39 68 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.4 40.5 49.5 58.2 31.1 40.5 49.1 57.8 Old : 31.4 40.5 49.5 58.2 31.1 40.5 49.1 57.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ Commitments of Traders - Futures Only, July 19, 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 : 91,279: 23,417 7,279 5,246 53,172 74,364 81,835 86,889: 9,444 4,390 Old : 91,279: 23,417 7,279 5,246 53,172 74,364 81,835 86,889: 9,444 4,390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 3,691: 119 1,609 858 3,632 2,926 4,609 5,393: -918 -1,702 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 8.0 5.7 58.3 81.5 89.7 95.2: 10.3 4.8 Old : 100.0: 25.7 8.0 5.7 58.3 81.5 89.7 95.2: 10.3 4.8 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 : 236: 70 31 10 70 86 143 124: Old : 236: 70 31 10 70 86 143 124: 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 : 23.5 27.5 38.9 43.6 22.7 22.8 35.0 35.6 Old : 23.5 27.5 38.9 43.6 22.7 22.8 35.0 35.6 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 - Futures Only, July 19, 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 : 18,514: 4,438 1,957 0 9,488 14,621 13,926 16,578: 4,588 1,936 Old : 18,514: 4,438 1,957 0 9,488 14,621 13,926 16,578: 4,588 1,936 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 2,179: 246 984 0 1,024 2,693 1,270 3,677: 909 -1,498 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 10.6 0.0 51.2 79.0 75.2 89.5: 24.8 10.5 Old : 100.0: 24.0 10.6 0.0 51.2 79.0 75.2 89.5: 24.8 10.5 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 : 21: 1 3 0 9 8 10 11: Old : 21: 1 3 0 9 8 10 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 : 59.7 68.9 72.3 84.9 59.7 68.9 72.3 84.9 Old : 59.7 68.9 72.3 84.9 59.7 68.9 72.3 84.9 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 - Futures Only, July 19, 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 : 363,827: 119,318 51,031 1,809 218,418 298,715 339,545 351,555: 24,282 12,272 Old : 363,827: 119,318 51,031 1,809 218,418 298,715 339,545 351,555: 24,282 12,272 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 7,560: 3,132 6,892 522 13,039 1,164 16,693 8,578: -9,133 -1,018 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.8 14.0 0.5 60.0 82.1 93.3 96.6: 6.7 3.4 Old : 100.0: 32.8 14.0 0.5 60.0 82.1 93.3 96.6: 6.7 3.4 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 : 235: 69 31 8 66 84 138 120: Old : 235: 69 31 8 66 84 138 120: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.8 30.1 42.9 45.2 27.8 30.1 42.6 45.2 Old : 27.8 30.1 42.9 45.2 27.8 30.1 42.6 45.2 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 - Futures Only, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF AUD 100,000) : : : : All : 128,712: 90,221 12,426 9 5,153 101,714 95,383 114,149: 33,329 14,563 Old : 128,712: 90,221 12,426 9 5,153 101,714 95,383 114,149: 33,329 14,563 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 8,009: 8,963 -1,209 -51 -605 9,966 8,307 8,706: -298 -697 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.1 9.7 0.0 4.0 79.0 74.1 88.7: 25.9 11.3 Old : 100.0: 70.1 9.7 0.0 4.0 79.0 74.1 88.7: 25.9 11.3 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 : 73: 33 11 2 11 24 45 36: Old : 73: 33 11 2 11 24 45 36: 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 : 46.6 47.2 57.2 69.3 46.6 47.1 57.1 69.2 Old : 46.6 47.2 57.2 69.3 46.6 47.1 57.1 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders - Futures Only, July 19, 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 : 37,432: 8,352 13,855 0 20,196 14,802 28,548 28,657: 8,884 8,775 Old : 37,432: 8,352 13,855 0 20,196 14,802 28,548 28,657: 8,884 8,775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 1,662: 114 1,547 0 285 -1,207 399 340: 1,263 1,322 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 37.0 0.0 54.0 39.5 76.3 76.6: 23.7 23.4 Old : 100.0: 22.3 37.0 0.0 54.0 39.5 76.3 76.6: 23.7 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 : 58: 14 15 0 18 14 32 29: Old : 58: 14 15 0 18 14 32 29: 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 : 29.4 38.8 49.7 55.3 28.9 38.8 45.7 53.9 Old : 29.4 38.8 49.7 55.3 28.9 38.8 45.7 53.9 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 - Futures Only, July 19, 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 : 55,644: 19,435 5,314 350 19,450 44,633 39,235 50,297: 16,409 5,347 Old : 55,644: 19,435 5,314 350 19,450 44,633 39,235 50,297: 16,409 5,347 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : 6,673: 3,438 280 30 154 6,902 3,622 7,212: 3,051 -539 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.9 9.5 0.6 35.0 80.2 70.5 90.4: 29.5 9.6 Old : 100.0: 34.9 9.5 0.6 35.0 80.2 70.5 90.4: 29.5 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 72: 20 8 1 21 28 42 36: Old : 72: 20 8 1 21 28 42 36: 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 : 21.7 37.7 35.2 58.5 21.1 36.7 34.6 56.2 Old : 21.7 37.7 35.2 58.5 21.1 36.7 34.6 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2011