MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 51,983: 5,957 2,158 11,809 29,175 26,793 46,941 40,760: 5,041 11,223
Old : 51,983: 5,957 2,158 11,809 29,175 26,793 46,941 40,760: 5,041 11,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -6,620: -2,316 -91 -1,662 -2,049 -4,891 -6,027 -6,644: -593 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 4.2 22.7 56.1 51.5 90.3 78.4: 9.7 21.6
Old : 100.0: 11.5 4.2 22.7 56.1 51.5 90.3 78.4: 9.7 21.6
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 : 75: 20 8 20 37 35 63 57:
Old : 75: 20 8 20 37 35 63 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 27.7 57.4 43.7 41.9 26.9 49.6 37.7
Old : 43.0 27.7 57.4 43.7 41.9 26.9 49.6 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 321,731: 73,078 24,526 98,727 116,692 148,285 288,497 271,539: 33,234 50,192
Old : 319,707: 73,140 24,885 97,736 116,001 147,199 286,877 269,821: 32,830 49,886
Other: 2,024: 483 186 446 691 1,086 1,620 1,718: 405 306
: : :
: : Changes in Commitments from: September 27, 2011 :
: 21,601: 2,217 -8,897 15,889 -694 10,231 17,411 17,223: 4,190 4,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 7.6 30.7 36.3 46.1 89.7 84.4: 10.3 15.6
Old : 100.0: 22.9 7.8 30.6 36.3 46.0 89.7 84.4: 10.3 15.6
Other: 100.0: 23.9 9.2 22.0 34.1 53.7 80.0 84.9: 20.0 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 121 62 122 61 85 251 221:
Old : 298: 121 66 122 61 85 251 221:
Other: 36: 13 6 9 9 15 26 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 17.5 26.0 26.9 14.8 14.6 24.1 21.7
Old : 15.5 17.5 26.1 27.0 14.9 14.6 24.2 21.8
Other: 45.0 34.1 64.8 57.2 44.7 33.6 49.5 47.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 455,176: 115,455 29,790 143,766 165,691 216,426 424,912 389,982: 30,264 65,194
Old : 455,176: 115,455 29,790 143,766 165,691 216,426 424,912 389,982: 30,264 65,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 22,338: 9,698 -489 13,668 -1,859 9,385 21,507 22,565: 831 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 6.5 31.6 36.4 47.5 93.4 85.7: 6.6 14.3
Old : 100.0: 25.4 6.5 31.6 36.4 47.5 93.4 85.7: 6.6 14.3
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 : 440: 137 92 143 115 187 334 351:
Old : 440: 137 92 143 115 187 334 351:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 15.8 26.9 24.2 15.4 13.5 25.2 18.2
Old : 16.3 15.8 26.9 24.2 15.4 13.5 25.2 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 11,009: 4,187 4,542 1,415 3,263 2,485 8,865 8,442: 2,143 2,566
Old : 11,009: 4,187 4,542 1,415 3,263 2,485 8,865 8,442: 2,143 2,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 1,561: 317 1,135 471 406 -173 1,193 1,433: 368 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 41.3 12.9 29.6 22.6 80.5 76.7: 19.5 23.3
Old : 100.0: 38.0 41.3 12.9 29.6 22.6 80.5 76.7: 19.5 23.3
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 : 91: 28 30 20 21 21 57 69:
Old : 91: 28 30 20 21 21 57 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 17.1 46.1 30.6 33.7 17.1 44.4 30.6
Old : 34.0 17.1 46.1 30.6 33.7 17.1 44.4 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 39,106: 13,656 3,661 8,910 9,323 9,135 31,890 21,706: 7,217 17,400
Old : 39,106: 13,656 3,661 8,910 9,323 9,135 31,890 21,706: 7,217 17,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -2,886: 326 -1,587 -1,497 -561 760 -1,733 -2,324: -1,153 -562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 9.4 22.8 23.8 23.4 81.5 55.5: 18.5 44.5
Old : 100.0: 34.9 9.4 22.8 23.8 23.4 81.5 55.5: 18.5 44.5
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 : 158: 51 31 52 41 51 124 116:
Old : 158: 51 31 52 41 51 124 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 9.8 27.3 15.7 15.4 6.5 23.4 10.5
Old : 15.9 9.8 27.3 15.7 15.4 6.5 23.4 10.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 89,492: 13,260 497 3,222 71,415 84,305 87,897 88,024: 1,595 1,468
Old : 89,492: 13,260 497 3,222 71,415 84,305 87,897 88,024: 1,595 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 2,062: 1,075 271 -635 2,788 2,868 3,228 2,504: -1,166 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.6 3.6 79.8 94.2 98.2 98.4: 1.8 1.6
Old : 100.0: 14.8 0.6 3.6 79.8 94.2 98.2 98.4: 1.8 1.6
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 : 24: 4 2 1 17 16 21 19:
Old : 24: 4 2 1 17 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 68.4 81.5 85.2 54.1 57.2 65.9 65.0
Old : 64.4 68.4 81.5 85.2 54.1 57.2 65.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 123,238: 22,720 37,607 7,294 54,265 46,834 84,279 91,735: 38,960 31,504
Old : 123,238: 22,720 37,607 7,294 54,265 46,834 84,279 91,735: 38,960 31,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 22,745: 1,293 -3,792 2,008 16,985 19,179 20,285 17,395: 2,460 5,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 30.5 5.9 44.0 38.0 68.4 74.4: 31.6 25.6
Old : 100.0: 18.4 30.5 5.9 44.0 38.0 68.4 74.4: 31.6 25.6
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 : 90: 23 26 13 30 28 60 60:
Old : 90: 23 26 13 30 28 60 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 : 26.2 26.8 35.4 38.7 25.8 26.6 33.6 35.6
Old : 26.2 26.8 35.4 38.7 25.8 26.6 33.6 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 38,494: 3,191 4,796 9,655 14,841 11,163 27,688 25,614: 10,806 12,879
Old : 38,494: 3,191 4,796 9,655 14,841 11,163 27,688 25,614: 10,806 12,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 4,355: -1,727 1,462 1,807 4,682 892 4,763 4,161: -408 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 12.5 25.1 38.6 29.0 71.9 66.5: 28.1 33.5
Old : 100.0: 8.3 12.5 25.1 38.6 29.0 71.9 66.5: 28.1 33.5
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 : 32: 4 13 11 11 12 24 27:
Old : 32: 4 13 11 11 12 24 27:
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 : 32.6 27.0 49.7 39.8 27.0 16.8 37.5 22.7
Old : 32.6 27.0 49.7 39.8 27.0 16.8 37.5 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 89,418: 6,904 32,335 137 79,626 50,792 86,667 83,264: 2,751 6,154
Old : 89,418: 6,904 32,335 137 79,626 50,792 86,667 83,264: 2,751 6,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 6,320: -3,307 1,498 -108 8,943 5,070 5,528 6,460: 792 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 36.2 0.2 89.0 56.8 96.9 93.1: 3.1 6.9
Old : 100.0: 7.7 36.2 0.2 89.0 56.8 96.9 93.1: 3.1 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 : 91: 22 35 1 17 21 40 56:
Old : 91: 22 35 1 17 21 40 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 : 82.2 40.6 86.8 56.1 82.2 40.6 86.0 56.1
Old : 82.2 40.6 86.8 56.1 82.2 40.6 86.0 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 193,492: 15,728 84,739 10,603 154,184 65,427 180,516 160,769: 12,977 32,723
Old : 193,492: 15,728 84,739 10,603 154,184 65,427 180,516 160,769: 12,977 32,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 30,372: 1,326 6,483 6,459 24,377 18,945 32,163 31,888: -1,790 -1,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 43.8 5.5 79.7 33.8 93.3 83.1: 6.7 16.9
Old : 100.0: 8.1 43.8 5.5 79.7 33.8 93.3 83.1: 6.7 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 : 99: 18 44 17 29 23 54 77:
Old : 99: 18 44 17 29 23 54 77:
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 42.5 59.6 53.0 38.4 40.3 59.4 50.2
Old : 38.5 42.5 59.6 53.0 38.4 40.3 59.4 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 146,847: 60,608 18,111 5,467 52,329 90,184 118,403 113,761: 28,444 33,086
Old : 146,847: 60,608 18,111 5,467 52,329 90,184 118,403 113,761: 28,444 33,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 8,326: -467 -1,329 -52 9,324 8,580 8,805 7,199: -479 1,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 12.3 3.7 35.6 61.4 80.6 77.5: 19.4 22.5
Old : 100.0: 41.3 12.3 3.7 35.6 61.4 80.6 77.5: 19.4 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 : 101: 30 38 19 27 22 69 67:
Old : 101: 30 38 19 27 22 69 67:
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 : 38.2 42.5 47.8 54.4 38.2 40.5 47.6 51.9
Old : 38.2 42.5 47.8 54.4 38.2 40.5 47.6 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 294,371: 19,707 98,604 47,914 187,016 79,552 254,637 226,070: 39,734 68,301
Old : 294,371: 19,707 98,604 47,914 187,016 79,552 254,637 226,070: 39,734 68,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 22,416: -621 -1,367 8,177 15,000 15,464 22,556 22,274: -140 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 33.5 16.3 63.5 27.0 86.5 76.8: 13.5 23.2
Old : 100.0: 6.7 33.5 16.3 63.5 27.0 86.5 76.8: 13.5 23.2
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 : 200: 30 88 55 57 57 123 164:
Old : 200: 30 88 55 57 57 123 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 16.8 43.0 25.8 33.0 15.5 40.5 22.0
Old : 33.9 16.8 43.0 25.8 33.0 15.5 40.5 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 32,190: 11,826 16,978 5,136 14,769 9,111 31,731 31,225: 459 965
Old : 32,190: 11,826 16,978 5,136 14,769 9,111 31,731 31,225: 459 965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -2,807: -6,877 147 5,070 -970 -7,987 -2,777 -2,770: -30 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 52.7 16.0 45.9 28.3 98.6 97.0: 1.4 3.0
Old : 100.0: 36.7 52.7 16.0 45.9 28.3 98.6 97.0: 1.4 3.0
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 : 20: 5 5 1 6 5 11 11:
Old : 20: 5 5 1 6 5 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.7 84.4 97.0 94.7 71.8 71.8 80.4 79.0
Old : 87.7 84.4 97.0 94.7 71.8 71.8 80.4 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 26,211: 12,929 7,363 102 11,686 16,078 24,717 23,543: 1,494 2,668
Old : 26,211: 12,929 7,363 102 11,686 16,078 24,717 23,543: 1,494 2,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 2,407: -1,546 2,479 102 4,618 -843 3,174 1,738: -767 669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 28.1 0.4 44.6 61.3 94.3 89.8: 5.7 10.2
Old : 100.0: 49.3 28.1 0.4 44.6 61.3 94.3 89.8: 5.7 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 : 38: 10 12 1 9 9 19 22:
Old : 38: 10 12 1 9 9 19 22:
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 : 63.9 52.5 83.0 70.8 63.9 52.4 83.0 70.7
Old : 63.9 52.5 83.0 70.8 63.9 52.4 83.0 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :14,665,725: 618,861 608,793 5,691,199 7,571,293 7,392,575 13,881,353 13,692,567: 784,372 973,158
Old :14,665,725: 618,861 608,793 5,691,199 7,571,293 7,392,575 13,881,353 13,692,567: 784,372 973,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 68,229: -107,642 -56,378 149,863 17,596 -101,834 59,816 -8,349: 8,413 76,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 4.2 38.8 51.6 50.4 94.7 93.4: 5.3 6.6
Old : 100.0: 4.2 4.2 38.8 51.6 50.4 94.7 93.4: 5.3 6.6
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 : 281: 58 56 105 147 154 261 269:
Old : 281: 58 56 105 147 154 261 269:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 20.7 42.9 34.5 21.2 9.0 23.8 14.3
Old : 33.1 20.7 42.9 34.5 21.2 9.0 23.8 14.3
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 with Delta-adjusted Options and Futures Combined, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,133,466: 54,581 119,856 99,370 820,251 757,765 974,201 976,991: 159,264 156,475
Old : 1,133,466: 54,581 119,856 99,370 820,251 757,765 974,201 976,991: 159,264 156,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 65,206: -4,396 -3,587 11,808 45,514 58,197 52,925 66,418: 12,280 -1,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.6 8.8 72.4 66.9 85.9 86.2: 14.1 13.8
Old : 100.0: 4.8 10.6 8.8 72.4 66.9 85.9 86.2: 14.1 13.8
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 : 622: 92 158 113 248 282 414 480:
Old : 622: 92 158 113 248 282 414 480:
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 : 13.5 8.7 22.4 15.3 10.6 6.9 18.4 10.9
Old : 13.5 8.7 22.4 15.3 10.6 6.9 18.4 10.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 415,933: 21,841 28,785 44,099 271,487 250,885 337,426 323,769: 78,507 92,163
Old : 415,933: 21,841 28,785 44,099 271,487 250,885 337,426 323,769: 78,507 92,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 20,452: -487 -1,768 4,469 8,550 17,941 12,531 20,641: 7,921 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 6.9 10.6 65.3 60.3 81.1 77.8: 18.9 22.2
Old : 100.0: 5.3 6.9 10.6 65.3 60.3 81.1 77.8: 18.9 22.2
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 : 150: 24 30 42 78 70 125 119:
Old : 150: 24 30 42 78 70 125 119:
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 14.9 27.5 24.0 16.8 13.7 25.0 19.7
Old : 18.1 14.9 27.5 24.0 16.8 13.7 25.0 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,587,665: 266,847 558,503 173,207 2,743,821 2,534,395 3,183,875 3,266,105: 403,789 321,559
Old : 3,587,665: 266,847 558,503 173,207 2,743,821 2,534,395 3,183,875 3,266,105: 403,789 321,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 223,766: -148 10,303 17,300 184,819 201,282 201,970 228,884: 21,796 -5,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 15.6 4.8 76.5 70.6 88.7 91.0: 11.3 9.0
Old : 100.0: 7.4 15.6 4.8 76.5 70.6 88.7 91.0: 11.3 9.0
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 : 575: 88 143 95 222 259 370 437:
Old : 575: 88 143 95 222 259 370 437:
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 : 18.3 10.6 28.5 18.1 14.7 10.4 24.2 16.0
Old : 18.3 10.6 28.5 18.1 14.7 10.4 24.2 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 117,610: 6,931 5,679 422 102,223 107,145 109,576 113,246: 8,034 4,364
Old : 117,610: 6,931 5,679 422 102,223 107,145 109,576 113,246: 8,034 4,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 11,278: 397 843 388 9,383 10,868 10,168 12,099: 1,110 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 4.8 0.4 86.9 91.1 93.2 96.3: 6.8 3.7
Old : 100.0: 5.9 4.8 0.4 86.9 91.1 93.2 96.3: 6.8 3.7
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 : 86: 6 8 1 49 35 56 43:
Old : 86: 6 8 1 49 35 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 : 32.8 38.2 53.1 58.7 31.8 35.3 47.5 54.3
Old : 32.8 38.2 53.1 58.7 31.8 35.3 47.5 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 81,268: 8,978 7,964 2,138 58,752 60,272 69,869 70,374: 11,399 10,894
Old : 81,268: 8,978 7,964 2,138 58,752 60,272 69,869 70,374: 11,399 10,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 3,380: -1,725 2,214 358 3,837 567 2,470 3,138: 910 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 9.8 2.6 72.3 74.2 86.0 86.6: 14.0 13.4
Old : 100.0: 11.0 9.8 2.6 72.3 74.2 86.0 86.6: 14.0 13.4
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 : 217: 42 40 19 81 86 132 136:
Old : 217: 42 40 19 81 86 132 136:
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 : 29.5 22.9 41.5 33.3 29.5 22.9 40.1 32.7
Old : 29.5 22.9 41.5 33.3 29.5 22.9 40.1 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 15,378: 1,367 0 0 6,914 14,064 8,281 14,064: 7,097 1,314
Old : 15,378: 1,367 0 0 6,914 14,064 8,281 14,064: 7,097 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 1,857: -691 0 0 1,792 2,659 1,101 2,659: 756 -802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 0.0 45.0 91.5 53.9 91.5: 46.1 8.5
Old : 100.0: 8.9 0.0 0.0 45.0 91.5 53.9 91.5: 46.1 8.5
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 : 24: 2 0 0 11 12 13 12:
Old : 24: 2 0 0 11 12 13 12:
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 : 29.2 60.8 44.5 85.5 29.2 60.8 44.5 85.5
Old : 29.2 60.8 44.5 85.5 29.2 60.8 44.5 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 329,452: 40,905 42,669 7,843 259,190 231,039 307,938 281,551: 21,514 47,901
Old : 329,452: 40,905 42,669 7,843 259,190 231,039 307,938 281,551: 21,514 47,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 7,616: -9,095 7,142 5,715 10,226 -10,461 6,846 2,395: 770 5,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 13.0 2.4 78.7 70.1 93.5 85.5: 6.5 14.5
Old : 100.0: 12.4 13.0 2.4 78.7 70.1 93.5 85.5: 6.5 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 : 215: 40 41 18 78 82 127 132:
Old : 215: 40 41 18 78 82 127 132:
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 : 32.1 20.4 45.1 30.3 31.9 20.4 44.6 30.3
Old : 32.1 20.4 45.1 30.3 31.9 20.4 44.6 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 120,990: 35,452 22,580 9,492 57,540 60,380 102,484 92,453: 18,506 28,537
Old : 120,990: 35,452 22,580 9,492 57,540 60,380 102,484 92,453: 18,506 28,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 26,230: 6,333 -617 3,722 17,461 18,487 27,516 21,592: -1,286 4,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 18.7 7.8 47.6 49.9 84.7 76.4: 15.3 23.6
Old : 100.0: 29.3 18.7 7.8 47.6 49.9 84.7 76.4: 15.3 23.6
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 : 77: 20 26 18 19 26 51 58:
Old : 77: 20 26 18 19 26 51 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 28.3 54.3 42.9 35.7 27.2 53.7 41.6
Old : 36.2 28.3 54.3 42.9 35.7 27.2 53.7 41.6
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 with Delta-adjusted Options and Futures Combined, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 25,487: 3,943 6,558 5 14,145 7,644 18,093 14,207: 7,394 11,280
Old : 25,487: 3,943 6,558 5 14,145 7,644 18,093 14,207: 7,394 11,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -285: -302 530 3 -611 -762 -910 -229: 625 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 25.7 0.0 55.5 30.0 71.0 55.7: 29.0 44.3
Old : 100.0: 15.5 25.7 0.0 55.5 30.0 71.0 55.7: 29.0 44.3
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: 10 8 1 18 7 28 16:
Old : 41: 10 8 1 18 7 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 40.3 44.8 50.3 29.8 40.3 44.5 50.3
Old : 30.1 40.3 44.8 50.3 29.8 40.3 44.5 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 36,915: 5,385 3,722 1,930 17,148 25,112 24,463 30,764: 12,452 6,151
Old : 36,915: 5,385 3,722 1,930 17,148 25,112 24,463 30,764: 12,452 6,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 6,280: -63 -1,242 1,327 -714 4,299 550 4,384: 5,730 1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 10.1 5.2 46.5 68.0 66.3 83.3: 33.7 16.7
Old : 100.0: 14.6 10.1 5.2 46.5 68.0 66.3 83.3: 33.7 16.7
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 : 52: 7 7 2 20 21 29 28:
Old : 52: 7 7 2 20 21 29 28:
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 : 29.0 37.7 40.5 54.8 28.1 37.7 38.7 51.4
Old : 29.0 37.7 40.5 54.8 28.1 37.7 38.7 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2011