BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,276: 192 454 7 2,587 2,429 2,786 2,890: 490 386
Old : 3,276: 192 454 7 2,587 2,429 2,786 2,890: 490 386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 113: -9 16 7 143 129 141 152: -28 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 13.9 0.2 79.0 74.1 85.0 88.2: 15.0 11.8
Old : 100.0: 5.9 13.9 0.2 79.0 74.1 85.0 88.2: 15.0 11.8
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 : 23: 3 2 1 12 12 15 15:
Old : 23: 3 2 1 12 12 15 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 : 59.5 55.7 79.3 75.2 59.0 55.7 74.5 74.5
Old : 59.5 55.7 79.3 75.2 59.0 55.7 74.5 74.5
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, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 33,750: 7,722 6,697 577 21,074 22,493 29,373 29,767: 4,377 3,983
Old : 33,750: 7,722 6,697 577 21,074 22,493 29,373 29,767: 4,377 3,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 1,536: 959 883 -62 1,055 511 1,952 1,332: -416 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 19.8 1.7 62.4 66.6 87.0 88.2: 13.0 11.8
Old : 100.0: 22.9 19.8 1.7 62.4 66.6 87.0 88.2: 13.0 11.8
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 : 82: 19 13 12 29 35 54 54:
Old : 82: 19 13 12 29 35 54 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 38.7 60.8 57.5 48.9 36.8 60.2 55.5
Old : 49.2 38.7 60.8 57.5 48.9 36.8 60.2 55.5
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, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 246,474: 68,188 53,590 45,546 106,248 109,728 219,982 208,864: 26,492 37,610
Old : 37,007: 19,777 17,874 275 11,179 13,581 31,231 31,730: 5,776 5,277
Other: 209,467: 65,106 52,411 28,576 95,069 96,147 188,751 177,134: 20,716 32,333
: : :
: : Changes in Commitments from: September 13, 2011 :
: 4,518: -1,616 -898 6,792 1,281 -1,333 6,457 4,561: -1,939 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 21.7 18.5 43.1 44.5 89.3 84.7: 10.7 15.3
Old : 100.0: 53.4 48.3 0.7 30.2 36.7 84.4 85.7: 15.6 14.3
Other: 100.0: 31.1 25.0 13.6 45.4 45.9 90.1 84.6: 9.9 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 95 75 106 50 75 208 211:
Old : 173: 60 42 3 23 50 85 94:
Other: 260: 76 83 83 46 73 177 198:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 21.2 32.8 30.0 19.5 18.4 31.9 25.9
Old : 24.3 34.6 38.1 44.4 24.3 34.6 38.1 44.4
Other: 21.5 22.3 36.3 30.4 21.2 20.2 35.3 27.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 329,081: 100,764 55,971 51,494 151,353 163,147 303,611 270,612: 25,470 58,469
Old : 329,081: 100,764 55,971 51,494 151,353 163,147 303,611 270,612: 25,470 58,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 8,453: 2,709 -10,810 5,813 -453 12,533 8,069 7,536: 384 917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 17.0 15.6 46.0 49.6 92.3 82.2: 7.7 17.8
Old : 100.0: 30.6 17.0 15.6 46.0 49.6 92.3 82.2: 7.7 17.8
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 : 397: 110 98 120 72 163 256 321:
Old : 397: 110 98 120 72 163 256 321:
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 : 22.3 13.2 34.7 20.1 21.9 12.9 33.9 19.5
Old : 22.3 13.2 34.7 20.1 21.9 12.9 33.9 19.5
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, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,178: 3,933 2,852 1,027 2,894 3,017 7,854 6,896: 1,324 2,282
Old : 9,178: 3,933 2,852 1,027 2,894 3,017 7,854 6,896: 1,324 2,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -512: -40 -8 -49 -124 -303 -213 -360: -299 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 31.1 11.2 31.5 32.9 85.6 75.1: 14.4 24.9
Old : 100.0: 42.9 31.1 11.2 31.5 32.9 85.6 75.1: 14.4 24.9
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 : 82: 21 32 14 12 21 47 56:
Old : 82: 21 32 14 12 21 47 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 : 44.9 23.2 62.1 37.1 44.9 19.1 59.6 31.4
Old : 44.9 23.2 62.1 37.1 44.9 19.1 59.6 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 36,068: 12,812 6,587 5,994 9,750 7,983 28,556 20,564: 7,512 15,504
Old : 36,068: 12,812 6,587 5,994 9,750 7,983 28,556 20,564: 7,512 15,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 3,522: 1,483 -256 1,317 299 1,068 3,099 2,129: 423 1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 18.3 16.6 27.0 22.1 79.2 57.0: 20.8 43.0
Old : 100.0: 35.5 18.3 16.6 27.0 22.1 79.2 57.0: 20.8 43.0
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 : 155: 39 38 52 36 48 115 115:
Old : 155: 39 38 52 36 48 115 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 9.8 29.6 15.9 17.9 9.2 28.2 13.8
Old : 18.1 9.8 29.6 15.9 17.9 9.2 28.2 13.8
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 - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 95,981: 11,369 129 3,652 79,046 90,788 94,067 94,569: 1,914 1,412
Old : 95,981: 11,369 129 3,652 79,046 90,788 94,067 94,569: 1,914 1,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -8,730: 675 0 -222 -9,221 -6,887 -8,768 -7,109: 38 -1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.1 3.8 82.4 94.6 98.0 98.5: 2.0 1.5
Old : 100.0: 11.8 0.1 3.8 82.4 94.6 98.0 98.5: 2.0 1.5
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 : 25: 6 1 2 17 14 23 17:
Old : 25: 6 1 2 17 14 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 68.6 81.0 85.4 54.3 56.0 63.5 63.5
Old : 63.7 68.6 81.0 85.4 54.3 56.0 63.5 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 123,057: 20,422 25,880 8,403 54,981 67,965 83,806 102,248: 39,251 20,809
Old : 123,057: 20,422 25,880 8,403 54,981 67,965 83,806 102,248: 39,251 20,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 5,654: 3,085 2,240 4,948 -847 3,513 7,186 10,701: -1,532 -5,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 21.0 6.8 44.7 55.2 68.1 83.1: 31.9 16.9
Old : 100.0: 16.6 21.0 6.8 44.7 55.2 68.1 83.1: 31.9 16.9
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 : 85: 23 21 6 29 29 56 52:
Old : 85: 23 21 6 29 29 56 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 : 31.0 31.9 40.5 46.4 26.5 28.3 32.9 38.4
Old : 31.0 31.9 40.5 46.4 26.5 28.3 32.9 38.4
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, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 21,500: 7,258 3,037 167 1,780 8,112 9,205 11,316: 12,295 10,184
Old : 21,500: 7,258 3,037 167 1,780 8,112 9,205 11,316: 12,295 10,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -22,328: -3,151 -1,879 -349 -17,232 -20,429 -20,732 -22,657: -1,596 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 14.1 0.8 8.3 37.7 42.8 52.6: 57.2 47.4
Old : 100.0: 33.8 14.1 0.8 8.3 37.7 42.8 52.6: 57.2 47.4
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 : 29: 9 8 2 6 9 16 18:
Old : 29: 9 8 2 6 9 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 33.4 39.5 43.1 27.9 33.4 39.0 42.8
Old : 28.2 33.4 39.5 43.1 27.9 33.4 39.0 42.8
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, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 76,010: 8,251 25,141 149 64,078 44,732 72,478 70,022: 3,532 5,988
Old : 76,010: 8,251 25,141 149 64,078 44,732 72,478 70,022: 3,532 5,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -43,065: -12,688 2,993 -4,245 -22,338 -38,425 -39,271 -39,677: -3,794 -3,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 33.1 0.2 84.3 58.9 95.4 92.1: 4.6 7.9
Old : 100.0: 10.9 33.1 0.2 84.3 58.9 95.4 92.1: 4.6 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 17 39 3 14 19 32 60:
Old : 88: 17 39 3 14 19 32 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 40.2 83.7 55.5 75.9 40.2 83.7 55.3
Old : 75.9 40.2 83.7 55.5 75.9 40.2 83.7 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 143,678: 14,106 73,861 397 115,619 40,077 130,122 114,335: 13,556 29,343
Old : 143,678: 14,106 73,861 397 115,619 40,077 130,122 114,335: 13,556 29,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 1,558: -19,863 13,699 -287 32,047 -10,166 11,897 3,246: -10,339 -1,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 51.4 0.3 80.5 27.9 90.6 79.6: 9.4 20.4
Old : 100.0: 9.8 51.4 0.3 80.5 27.9 90.6 79.6: 9.4 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 12 39 5 27 18 42 59:
Old : 89: 12 39 5 27 18 42 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 39.4 64.2 51.9 40.2 38.4 64.0 50.8
Old : 40.2 39.4 64.2 51.9 40.2 38.4 64.0 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 127,828: 63,888 18,271 2 35,079 82,253 98,969 100,526: 28,859 27,302
Old : 127,828: 63,888 18,271 2 35,079 82,253 98,969 100,526: 28,859 27,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -23,707: 10,110 -552 -75 -34,872 -19,259 -24,837 -19,886: 1,130 -3,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 14.3 0.0 27.4 64.3 77.4 78.6: 22.6 21.4
Old : 100.0: 50.0 14.3 0.0 27.4 64.3 77.4 78.6: 22.6 21.4
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 : 93: 35 29 1 15 20 50 50:
Old : 93: 35 29 1 15 20 50 50:
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 : 40.6 43.4 50.4 56.5 40.6 43.4 50.1 56.5
Old : 40.6 43.4 50.4 56.5 40.6 43.4 50.1 56.5
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, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 201,556: 19,920 99,380 1,282 147,760 44,819 168,962 145,481: 32,594 56,075
Old : 201,556: 19,920 99,380 1,282 147,760 44,819 168,962 145,481: 32,594 56,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -62,944: -5,784 19,217 -546 -47,076 -71,000 -53,406 -52,329: -9,538 -10,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 49.3 0.6 73.3 22.2 83.8 72.2: 16.2 27.8
Old : 100.0: 9.9 49.3 0.6 73.3 22.2 83.8 72.2: 16.2 27.8
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 : 174: 26 72 10 46 48 80 122:
Old : 174: 26 72 10 46 48 80 122:
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 : 38.5 15.5 49.3 24.4 38.5 15.5 48.9 24.4
Old : 38.5 15.5 49.3 24.4 38.5 15.5 48.9 24.4
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, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 22,307: 16,511 2,946 0 2,437 18,019 18,948 20,965: 3,359 1,342
Old : 22,307: 16,511 2,946 0 2,437 18,019 18,948 20,965: 3,359 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -12,357: -2,792 1,307 -163 -7,955 -12,708 -10,910 -11,564: -1,447 -793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 13.2 0.0 10.9 80.8 84.9 94.0: 15.1 6.0
Old : 100.0: 74.0 13.2 0.0 10.9 80.8 84.9 94.0: 15.1 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 9 0 9 8 23 17:
Old : 39: 14 9 0 9 8 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 68.1 71.4 85.7 61.4 68.1 71.4 85.7
Old : 61.4 68.1 71.4 85.7 61.4 68.1 71.4 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 8,484,343: 903,877 945,345 1,284,151 5,549,424 5,429,845 7,737,452 7,659,341: 746,891 825,002
Old : 8,484,343: 903,877 945,345 1,284,151 5,549,424 5,429,845 7,737,452 7,659,341: 746,891 825,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
:-1,116,324: 44,325 -225,892 -181,814 -932,144 -593,493 -1,069,633 -1,001,199: -46,691 -115,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 11.1 15.1 65.4 64.0 91.2 90.3: 8.8 9.7
Old : 100.0: 10.7 11.1 15.1 65.4 64.0 91.2 90.3: 8.8 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 : 263: 48 50 82 129 140 231 233:
Old : 263: 48 50 82 129 140 231 233:
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 22.8 48.3 38.8 37.1 18.0 42.0 29.3
Old : 40.5 22.8 48.3 38.8 37.1 18.0 42.0 29.3
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, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 849,368: 57,426 128,659 10,816 636,462 558,855 704,703 698,329: 144,665 151,039
Old : 849,368: 57,426 128,659 10,816 636,462 558,855 704,703 698,329: 144,665 151,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -473,305: -7,057 -34,612 -59,782 -386,620 -357,241 -453,458 -451,635: -19,847 -21,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 15.1 1.3 74.9 65.8 83.0 82.2: 17.0 17.8
Old : 100.0: 6.8 15.1 1.3 74.9 65.8 83.0 82.2: 17.0 17.8
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 : 589: 81 144 43 213 257 325 414:
Old : 589: 81 144 43 213 257 325 414:
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 8.8 29.4 15.4 15.7 8.1 25.2 14.4
Old : 18.9 8.8 29.4 15.4 15.7 8.1 25.2 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 265,258: 16,106 25,876 785 186,763 158,642 203,654 185,303: 61,604 79,955
Old : 265,258: 16,106 25,876 785 186,763 158,642 203,654 185,303: 61,604 79,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -239,508: -11,405 -57,384 -3,444 -204,728 -159,451 -219,577 -220,279: -19,931 -19,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 9.8 0.3 70.4 59.8 76.8 69.9: 23.2 30.1
Old : 100.0: 6.1 9.8 0.3 70.4 59.8 76.8 69.9: 23.2 30.1
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 : 119: 13 17 5 54 52 70 71:
Old : 119: 13 17 5 54 52 70 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 : 28.2 17.7 39.1 27.0 26.9 17.7 37.7 26.5
Old : 28.2 17.7 39.1 27.0 26.9 17.7 37.7 26.5
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, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,920,552: 222,419 529,735 34,332 2,248,494 2,001,063 2,505,245 2,565,130: 415,307 355,422
Old : 2,920,552: 222,419 529,735 34,332 2,248,494 2,001,063 2,505,245 2,565,130: 415,307 355,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
:-1,168,985: -225,870 -133,750 -34,079 -909,458 -988,952 -1,169,407 -1,156,781: 422 -12,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 18.1 1.2 77.0 68.5 85.8 87.8: 14.2 12.2
Old : 100.0: 7.6 18.1 1.2 77.0 68.5 85.8 87.8: 14.2 12.2
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 : 556: 77 139 34 191 237 292 387:
Old : 556: 77 139 34 191 237 292 387:
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 10.4 33.8 17.3 20.2 10.0 29.9 16.4
Old : 23.5 10.4 33.8 17.3 20.2 10.0 29.9 16.4
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, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 104,855: 6,311 5,034 422 90,813 94,188 97,546 99,644: 7,309 5,211
Old : 104,855: 6,311 5,034 422 90,813 94,188 97,546 99,644: 7,309 5,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -20,083: -8,186 398 395 -10,355 -14,410 -18,146 -13,617: -1,937 -6,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 4.8 0.4 86.6 89.8 93.0 95.0: 7.0 5.0
Old : 100.0: 6.0 4.8 0.4 86.6 89.8 93.0 95.0: 7.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 6 6 1 50 36 56 43:
Old : 89: 6 6 1 50 36 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 : 37.8 38.7 55.8 57.8 36.6 38.2 53.9 57.3
Old : 37.8 38.7 55.8 57.8 36.6 38.2 53.9 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 61,986: 10,434 5,388 288 45,426 52,003 56,148 57,679: 5,838 4,307
Old : 61,986: 10,434 5,388 288 45,426 52,003 56,148 57,679: 5,838 4,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -65,563: 3,024 -2,218 -2,866 -58,987 -52,548 -58,829 -57,632: -6,734 -7,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 8.7 0.5 73.3 83.9 90.6 93.1: 9.4 6.9
Old : 100.0: 16.8 8.7 0.5 73.3 83.9 90.6 93.1: 9.4 6.9
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 : 214: 42 31 14 74 85 124 122:
Old : 214: 42 31 14 74 85 124 122:
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 : 32.4 33.2 44.3 44.1 32.1 33.2 44.1 44.1
Old : 32.4 33.2 44.3 44.1 32.1 33.2 44.1 44.1
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, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 309,930: 52,168 26,939 1,441 227,132 260,017 280,741 288,397: 29,189 21,533
Old : 309,930: 52,168 26,939 1,441 227,132 260,017 280,741 288,397: 29,189 21,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -163,868: 8,171 -7,118 -3,937 -150,468 -152,340 -146,234 -163,395: -17,634 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 8.7 0.5 73.3 83.9 90.6 93.1: 9.4 6.9
Old : 100.0: 16.8 8.7 0.5 73.3 83.9 90.6 93.1: 9.4 6.9
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 : 214: 42 31 14 74 85 124 122:
Old : 214: 42 31 14 74 85 124 122:
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 : 32.4 33.2 44.3 44.1 32.1 33.2 44.1 44.1
Old : 32.4 33.2 44.3 44.1 32.1 33.2 44.1 44.1
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, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 78,616: 39,049 15,954 0 16,984 43,688 56,033 59,642: 22,583 18,974
Old : 78,616: 39,049 15,954 0 16,984 43,688 56,033 59,642: 22,583 18,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -46,770: -10,965 2,874 -687 -30,093 -45,824 -41,745 -43,637: -5,025 -3,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 20.3 0.0 21.6 55.6 71.3 75.9: 28.7 24.1
Old : 100.0: 49.7 20.3 0.0 21.6 55.6 71.3 75.9: 28.7 24.1
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 : 66: 22 20 0 12 16 34 36:
Old : 66: 22 20 0 12 16 34 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 : 41.1 39.6 54.3 56.0 41.1 39.1 54.1 55.6
Old : 41.1 39.6 54.3 56.0 41.1 39.1 54.1 55.6
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, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 26,440: 3,223 7,624 0 16,016 6,826 19,239 14,450: 7,201 11,990
Old : 26,440: 3,223 7,624 0 16,016 6,826 19,239 14,450: 7,201 11,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -680: 150 -895 -1 -854 65 -705 -831: 25 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 28.8 0.0 60.6 25.8 72.8 54.7: 27.2 45.3
Old : 100.0: 12.2 28.8 0.0 60.6 25.8 72.8 54.7: 27.2 45.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 6 0 18 8 26 14:
Old : 38: 8 6 0 18 8 26 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 40.2 50.8 49.1 35.6 40.2 50.7 49.1
Old : 35.7 40.2 50.8 49.1 35.6 40.2 50.7 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 31,544: 8,342 5,083 215 17,229 18,763 25,786 24,061: 5,758 7,483
Old : 31,544: 8,342 5,083 215 17,229 18,763 25,786 24,061: 5,758 7,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -4,597: -688 -140 194 1,332 -4,493 838 -4,439: -5,435 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 16.1 0.7 54.6 59.5 81.7 76.3: 18.3 23.7
Old : 100.0: 26.4 16.1 0.7 54.6 59.5 81.7 76.3: 18.3 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 9 7 3 23 18 34 26:
Old : 53: 9 7 3 23 18 34 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 40.7 51.4 52.3 35.3 40.7 50.3 51.5
Old : 36.4 40.7 51.4 52.3 35.3 40.7 50.3 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2011