BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, July 12, 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 : 3,899: 168 843 4 3,042 2,837 3,214 3,684: 685 215 Old : 3,899: 168 843 4 3,042 2,837 3,214 3,684: 685 215 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 189: -4 -1 3 193 176 192 178: -3 11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 21.6 0.1 78.0 72.8 82.4 94.5: 17.6 5.5 Old : 100.0: 4.3 21.6 0.1 78.0 72.8 82.4 94.5: 17.6 5.5 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 : 23: 2 3 2 10 11 13 15: Old : 23: 2 3 2 10 11 13 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.9 58.8 76.8 77.6 57.6 56.8 76.5 75.3 Old : 57.9 58.8 76.8 77.6 57.6 56.8 76.5 75.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, July 12, 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 : 33,944: 7,187 6,135 819 20,165 22,626 28,171 29,580: 5,773 4,364 Old : 33,944: 7,187 6,135 819 20,165 22,626 28,171 29,580: 5,773 4,364 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 1,189: 445 244 110 522 352 1,077 706: 112 483 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 18.1 2.4 59.4 66.7 83.0 87.1: 17.0 12.9 Old : 100.0: 21.2 18.1 2.4 59.4 66.7 83.0 87.1: 17.0 12.9 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 : 86: 23 12 15 31 30 60 52: Old : 86: 23 12 15 31 30 60 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 : 40.3 39.6 50.1 58.1 40.2 37.2 49.7 55.6 Old : 40.3 39.6 50.1 58.1 40.2 37.2 49.7 55.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 Commitments of Traders - Futures Only, July 12, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 3,723: 1,926 84 2 1,631 3,113 3,559 3,199: 164 524 Old : 3,723: 1,926 84 2 1,631 3,113 3,559 3,199: 164 524 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 59: -7 52 0 69 26 62 78: -3 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 2.3 0.1 43.8 83.6 95.6 85.9: 4.4 14.1 Old : 100.0: 51.7 2.3 0.1 43.8 83.6 95.6 85.9: 4.4 14.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 2 1 5 11 9 13: Old : 20: 3 2 1 5 11 9 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.3 59.6 95.5 79.4 80.3 59.6 95.5 79.4 Old : 80.3 59.6 95.5 79.4 80.3 59.6 95.5 79.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, July 12, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 244,685: 69,987 56,025 40,802 108,086 111,268 218,875 208,095: 25,810 36,590 Old : 126,840: 49,028 53,820 9,232 56,816 47,062 115,076 110,114: 11,764 16,726 Other: 117,845: 40,508 21,754 12,021 51,270 64,206 103,799 97,981: 14,046 19,864 : : : : : Changes in Commitments from: July 5, 2011 : : 11,423: 9,556 -824 1,092 -2,953 7,231 7,695 7,499: 3,728 3,924 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 22.9 16.7 44.2 45.5 89.5 85.0: 10.5 15.0 Old : 100.0: 38.7 42.4 7.3 44.8 37.1 90.7 86.8: 9.3 13.2 Other: 100.0: 34.4 18.5 10.2 43.5 54.5 88.1 83.1: 11.9 16.9 : : : :# Traders : Number of Traders in Each Category : All : 270: 103 65 89 52 75 205 195: Old : 252: 82 88 51 32 65 149 170: Other: 186: 60 39 36 42 65 127 121: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.1 19.8 33.2 27.9 20.0 16.6 32.3 24.5 Old : 22.8 16.8 34.7 25.2 22.8 16.0 33.9 24.2 Other: 23.2 24.6 37.9 33.6 22.7 22.7 36.5 31.6 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, July 12, 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 : 327,644: 92,644 52,002 49,713 158,525 163,697 300,882 265,412: 26,762 62,232 Old : 327,644: 92,644 52,002 49,713 158,525 163,697 300,882 265,412: 26,762 62,232 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 1,955: 6,901 -5,123 643 -8,163 4,675 -619 195: 2,574 1,760 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.3 15.9 15.2 48.4 50.0 91.8 81.0: 8.2 19.0 Old : 100.0: 28.3 15.9 15.2 48.4 50.0 91.8 81.0: 8.2 19.0 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 : 396: 102 90 119 80 163 265 315: Old : 396: 102 90 119 80 163 265 315: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.8 12.2 37.1 19.9 24.6 11.6 36.4 19.1 Old : 24.8 12.2 37.1 19.9 24.6 11.6 36.4 19.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders - Futures Only, July 12, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 8,835: 3,925 3,897 440 2,847 2,579 7,212 6,916: 1,623 1,919 Old : 8,835: 3,925 3,897 440 2,847 2,579 7,212 6,916: 1,623 1,919 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : -379: 22 -657 -18 -117 297 -113 -378: -266 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.4 44.1 5.0 32.2 29.2 81.6 78.3: 18.4 21.7 Old : 100.0: 44.4 44.1 5.0 32.2 29.2 81.6 78.3: 18.4 21.7 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 : 76: 21 32 10 10 17 39 52: Old : 76: 21 32 10 10 17 39 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 21.0 64.2 36.0 47.8 21.0 64.2 35.4 Old : 47.8 21.0 64.2 36.0 47.8 21.0 64.2 35.4 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, July 12, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 41,567: 16,187 5,987 6,102 11,810 8,895 34,099 20,984: 7,468 20,583 Old : 41,567: 16,187 5,987 6,102 11,810 8,895 34,099 20,984: 7,468 20,583 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 3,082: 1,479 223 801 -106 148 2,174 1,172: 908 1,910 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.9 14.4 14.7 28.4 21.4 82.0 50.5: 18.0 49.5 Old : 100.0: 38.9 14.4 14.7 28.4 21.4 82.0 50.5: 18.0 49.5 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 : 173: 51 34 44 33 66 110 126: Old : 173: 51 34 44 33 66 110 126: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.8 10.7 32.9 15.5 19.8 8.0 32.9 11.5 Old : 19.8 10.7 32.9 15.5 19.8 8.0 32.9 11.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders - Futures Only, July 12, 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 : 103,573: 14,751 0 496 85,503 101,012 100,750 101,508: 2,823 2,065 Old : 103,573: 14,751 0 496 85,503 101,012 100,750 101,508: 2,823 2,065 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 1,405: 798 0 0 -543 459 255 459: 1,150 946 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 0.0 0.5 82.6 97.5 97.3 98.0: 2.7 2.0 Old : 100.0: 14.2 0.0 0.5 82.6 97.5 97.3 98.0: 2.7 2.0 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 : 26: 8 0 2 16 15 24 17: Old : 26: 8 0 2 16 15 24 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 : 72.0 66.9 85.4 84.1 64.2 55.4 71.0 67.4 Old : 72.0 66.9 85.4 84.1 64.2 55.4 71.0 67.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders - Futures Only, July 12, 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 : 111,624: 39,535 24,201 0 24,080 70,701 63,615 94,902: 48,009 16,722 Old : 111,624: 39,535 24,201 0 24,080 70,701 63,615 94,902: 48,009 16,722 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 5,657: 8,189 -324 -1 -1,393 7,112 6,795 6,787: -1,138 -1,130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.4 21.7 0.0 21.6 63.3 57.0 85.0: 43.0 15.0 Old : 100.0: 35.4 21.7 0.0 21.6 63.3 57.0 85.0: 43.0 15.0 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 : 81: 36 8 0 18 26 54 34: Old : 81: 36 8 0 18 26 54 34: 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 : 16.1 41.8 24.0 58.7 16.0 41.4 23.6 58.2 Old : 16.1 41.8 24.0 58.7 16.0 41.4 23.6 58.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, July 12, 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 : 48,630: 18,139 10,058 57 4,355 26,299 22,551 36,414: 26,079 12,216 Old : 48,630: 18,139 10,058 57 4,355 26,299 22,551 36,414: 26,079 12,216 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 1,064: 2,156 -634 54 -2,757 1,110 -547 530: 1,611 534 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.3 20.7 0.1 9.0 54.1 46.4 74.9: 53.6 25.1 Old : 100.0: 37.3 20.7 0.1 9.0 54.1 46.4 74.9: 53.6 25.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 18 9 2 9 12 28 22: Old : 43: 18 9 2 9 12 28 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 : 19.5 54.4 29.0 65.5 19.5 54.2 28.8 65.3 Old : 19.5 54.4 29.0 65.5 19.5 54.2 28.8 65.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, July 12, 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 : 145,774: 111,530 13,083 246 25,486 130,312 137,262 143,641: 8,512 2,133 Old : 145,774: 111,530 13,083 246 25,486 130,312 137,262 143,641: 8,512 2,133 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 20,545: 22,038 6,535 0 -1,479 14,300 20,559 20,835: -14 -290 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.5 9.0 0.2 17.5 89.4 94.2 98.5: 5.8 1.5 Old : 100.0: 76.5 9.0 0.2 17.5 89.4 94.2 98.5: 5.8 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 : 110: 68 10 1 17 19 86 29: Old : 110: 68 10 1 17 19 86 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.6 63.5 56.8 83.1 41.6 63.3 56.8 82.8 Old : 41.6 63.5 56.8 83.1 41.6 63.3 56.8 82.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, July 12, 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 : 121,134: 27,687 52,488 502 73,993 38,256 102,182 91,246: 18,952 29,888 Old : 121,134: 27,687 52,488 502 73,993 38,256 102,182 91,246: 18,952 29,888 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 2,775: -947 -7,815 -12 7,989 6,068 7,030 -1,759: -4,255 4,534 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 43.3 0.4 61.1 31.6 84.4 75.3: 15.6 24.7 Old : 100.0: 22.9 43.3 0.4 61.1 31.6 84.4 75.3: 15.6 24.7 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 : 87: 21 31 5 25 21 48 55: Old : 87: 21 31 5 25 21 48 55: 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 : 34.7 31.7 52.3 42.6 34.7 30.9 52.3 41.9 Old : 34.7 31.7 52.3 42.6 34.7 30.9 52.3 41.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders - Futures Only, July 12, 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 : 115,846: 52,277 23,989 105 31,775 59,654 84,157 83,748: 31,689 32,098 Old : 115,846: 52,277 23,989 105 31,775 59,654 84,157 83,748: 31,689 32,098 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 20,945: 17,682 3,721 71 -5,226 16,295 12,527 20,087: 8,418 858 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.1 20.7 0.1 27.4 51.5 72.6 72.3: 27.4 27.7 Old : 100.0: 45.1 20.7 0.1 27.4 51.5 72.6 72.3: 27.4 27.7 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 : 99: 31 32 3 20 22 53 55: Old : 99: 31 32 3 20 22 53 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.9 32.5 39.0 47.4 27.9 31.9 39.0 46.8 Old : 27.9 32.5 39.0 47.4 27.9 31.9 39.0 46.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders - Futures Only, July 12, 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 : 185,541: 61,392 48,976 657 70,726 86,428 132,775 136,061: 52,766 49,480 Old : 185,541: 61,392 48,976 657 70,726 86,428 132,775 136,061: 52,766 49,480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : -8,788: -20,468 10,310 -296 16,241 -24,688 -4,523 -14,674: -4,265 5,886 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.1 26.4 0.4 38.1 46.6 71.6 73.3: 28.4 26.7 Old : 100.0: 33.1 26.4 0.4 38.1 46.6 71.6 73.3: 28.4 26.7 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 : 158: 37 50 12 41 50 85 105: Old : 158: 37 50 12 41 50 85 105: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.8 19.7 34.8 29.2 23.8 18.7 34.5 28.1 Old : 23.8 19.7 34.8 29.2 23.8 18.7 34.5 28.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 Commitments of Traders - Futures Only, July 12, 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 : 37,878: 33,831 10,228 72 2,532 27,307 36,435 37,607: 1,443 271 Old : 37,878: 33,831 10,228 72 2,532 27,307 36,435 37,607: 1,443 271 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : -290: -302 130 6 14 -375 -282 -239: -8 -51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.3 27.0 0.2 6.7 72.1 96.2 99.3: 3.8 0.7 Old : 100.0: 89.3 27.0 0.2 6.7 72.1 96.2 99.3: 3.8 0.7 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 : 22: 11 2 2 3 7 15 10: Old : 22: 11 2 2 3 7 15 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 89.5 89.8 93.9 98.8 89.4 89.8 93.7 98.7 Old : 89.5 89.8 93.9 98.8 89.4 89.8 93.7 98.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, July 12, 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 : 29,745: 22,687 3,103 0 2,838 25,417 25,525 28,520: 4,220 1,225 Old : 29,745: 22,687 3,103 0 2,838 25,417 25,525 28,520: 4,220 1,225 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : -775: 39 -559 0 -543 -270 -504 -829: -271 54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.3 10.4 0.0 9.5 85.4 85.8 95.9: 14.2 4.1 Old : 100.0: 76.3 10.4 0.0 9.5 85.4 85.8 95.9: 14.2 4.1 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 : 41: 20 8 0 6 8 26 16: Old : 41: 20 8 0 6 8 26 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 : 56.4 72.9 71.6 87.8 56.4 72.9 71.6 87.8 Old : 56.4 72.9 71.6 87.8 56.4 72.9 71.6 87.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, July 12, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All :10,107,489: 1,194,320 1,071,605 1,227,349 6,750,598 6,787,812 9,172,267 9,086,766: 935,222 1,020,723 Old :10,107,489: 1,194,320 1,071,605 1,227,349 6,750,598 6,787,812 9,172,267 9,086,766: 935,222 1,020,723 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 393,902: 29,519 172,746 33,713 245,800 91,247 309,032 297,706: 84,870 96,196 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 10.6 12.1 66.8 67.2 90.7 89.9: 9.3 10.1 Old : 100.0: 11.8 10.6 12.1 66.8 67.2 90.7 89.9: 9.3 10.1 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 : 277: 50 59 85 134 151 240 249: Old : 277: 50 59 85 134 151 240 249: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.7 23.9 48.0 37.2 38.2 20.3 43.4 30.7 Old : 39.7 23.9 48.0 37.2 38.2 20.3 43.4 30.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ Commitments of Traders - Futures Only, July 12, 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 : 795,442: 83,477 84,875 21,664 567,091 599,796 672,232 706,335: 123,210 89,108 Old : 795,442: 83,477 84,875 21,664 567,091 599,796 672,232 706,335: 123,210 89,108 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 27,449: 11,371 -10,780 379 5,696 34,418 17,446 24,017: 10,003 3,432 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 10.7 2.7 71.3 75.4 84.5 88.8: 15.5 11.2 Old : 100.0: 10.5 10.7 2.7 71.3 75.4 84.5 88.8: 15.5 11.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 558: 104 116 49 215 232 349 367: Old : 558: 104 116 49 215 232 349 367: 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 : 16.4 17.0 24.3 25.6 13.1 16.1 20.0 24.6 Old : 16.4 17.0 24.3 25.6 13.1 16.1 20.0 24.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders - Futures Only, July 12, 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 : 275,156: 22,461 27,514 1,019 177,137 207,996 200,617 236,529: 74,539 38,627 Old : 275,156: 22,461 27,514 1,019 177,137 207,996 200,617 236,529: 74,539 38,627 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 6,001: 218 -237 -461 893 3,395 650 2,697: 5,351 3,304 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 10.0 0.4 64.4 75.6 72.9 86.0: 27.1 14.0 Old : 100.0: 8.2 10.0 0.4 64.4 75.6 72.9 86.0: 27.1 14.0 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 : 119: 18 17 6 57 47 76 69: Old : 119: 18 17 6 57 47 76 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 : 24.0 30.1 35.4 44.6 22.3 27.3 33.0 41.8 Old : 24.0 30.1 35.4 44.6 22.3 27.3 33.0 41.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders - Futures Only, July 12, 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 : 2,601,431: 361,033 342,757 47,272 1,949,769 1,958,999 2,358,074 2,349,028: 243,357 252,403 Old : 2,601,431: 361,033 342,757 47,272 1,949,769 1,958,999 2,358,074 2,349,028: 243,357 252,403 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 107,241: 51,120 -57,356 8,844 24,016 155,113 83,980 106,601: 23,261 640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 13.2 1.8 74.9 75.3 90.6 90.3: 9.4 9.7 Old : 100.0: 13.9 13.2 1.8 74.9 75.3 90.6 90.3: 9.4 9.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 524: 101 110 38 189 214 312 340: Old : 524: 101 110 38 189 214 312 340: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.1 14.4 28.5 24.1 16.6 14.4 25.2 23.0 Old : 19.1 14.4 28.5 24.1 16.6 14.4 25.2 23.0 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 - Futures Only, July 12, 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 : 112,707: 15,186 6,814 0 88,309 102,341 103,495 109,155: 9,212 3,552 Old : 112,707: 15,186 6,814 0 88,309 102,341 103,495 109,155: 9,212 3,552 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 7,628: 1,773 825 0 5,940 8,995 7,713 9,820: -85 -2,192 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 6.0 0.0 78.4 90.8 91.8 96.8: 8.2 3.2 Old : 100.0: 13.5 6.0 0.0 78.4 90.8 91.8 96.8: 8.2 3.2 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 : 102: 13 6 0 55 39 68 45: Old : 102: 13 6 0 55 39 68 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.3 40.1 50.4 57.3 31.9 40.1 49.9 56.8 Old : 32.3 40.1 50.4 57.3 31.9 40.1 49.9 56.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ Commitments of Traders - Futures Only, July 12, 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 : 87,588: 23,298 5,670 4,389 49,540 71,438 77,226 81,496: 10,362 6,092 Old : 87,588: 23,298 5,670 4,389 49,540 71,438 77,226 81,496: 10,362 6,092 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 29,058: 10,024 -3,840 3,277 11,026 26,874 24,327 26,311: 4,731 2,747 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 6.5 5.0 56.6 81.6 88.2 93.0: 11.8 7.0 Old : 100.0: 26.6 6.5 5.0 56.6 81.6 88.2 93.0: 11.8 7.0 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 : 233: 69 29 8 67 89 139 123: Old : 233: 69 29 8 67 89 139 123: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.9 24.9 39.0 40.3 24.9 22.2 36.6 34.6 Old : 24.9 24.9 39.0 40.3 24.9 22.2 36.6 34.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders - Futures Only, July 12, 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 : 16,335: 4,192 973 0 8,464 11,928 12,656 12,901: 3,679 3,434 Old : 16,335: 4,192 973 0 8,464 11,928 12,656 12,901: 3,679 3,434 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 6.0 0.0 51.8 73.0 77.5 79.0: 22.5 21.0 Old : 100.0: 25.7 6.0 0.0 51.8 73.0 77.5 79.0: 22.5 21.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 3 0 9 8 11 11: Old : 21: 2 3 0 9 8 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 : 57.2 63.1 72.8 76.0 57.2 63.1 72.8 76.0 Old : 57.2 63.1 72.8 76.0 57.2 63.1 72.8 76.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders - Futures Only, July 12, 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 : 356,267: 116,186 44,139 1,287 205,379 297,551 322,852 342,977: 33,415 13,290 Old : 356,267: 116,186 44,139 1,287 205,379 297,551 322,852 342,977: 33,415 13,290 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 63,614: 49,817 -3,409 -4,270 12,809 74,729 58,356 67,050: 5,258 -3,436 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.6 12.4 0.4 57.6 83.5 90.6 96.3: 9.4 3.7 Old : 100.0: 32.6 12.4 0.4 57.6 83.5 90.6 96.3: 9.4 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 : 231: 69 27 6 63 87 133 119: Old : 231: 69 27 6 63 87 133 119: 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 : 29.6 28.0 43.4 44.0 29.6 28.0 43.2 44.0 Old : 29.6 28.0 43.4 44.0 29.6 28.0 43.2 44.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders - Futures Only, July 12, 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 : 120,703: 81,258 13,635 60 5,758 91,748 87,076 105,443: 33,627 15,260 Old : 120,703: 81,258 13,635 60 5,758 91,748 87,076 105,443: 33,627 15,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : -923: -821 -5,108 60 1,542 4,185 781 -863: -1,704 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.3 11.3 0.0 4.8 76.0 72.1 87.4: 27.9 12.6 Old : 100.0: 67.3 11.3 0.0 4.8 76.0 72.1 87.4: 27.9 12.6 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 : 69: 28 12 2 11 23 40 36: Old : 69: 28 12 2 11 23 40 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 : 50.5 42.6 56.3 66.5 50.5 42.5 56.2 66.4 Old : 50.5 42.6 56.3 66.5 50.5 42.5 56.2 66.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders - Futures Only, July 12, 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 : 35,770: 8,238 12,308 0 19,911 16,009 28,149 28,317: 7,621 7,453 Old : 35,770: 8,238 12,308 0 19,911 16,009 28,149 28,317: 7,621 7,453 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 429: -2,136 435 -1 1,506 441 -631 875: 1,060 -446 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 34.4 0.0 55.7 44.8 78.7 79.2: 21.3 20.8 Old : 100.0: 23.0 34.4 0.0 55.7 44.8 78.7 79.2: 21.3 20.8 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 : 54: 15 11 0 17 14 32 25: Old : 54: 15 11 0 17 14 32 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.1 40.0 53.0 60.3 30.8 39.9 48.2 55.9 Old : 31.1 40.0 53.0 60.3 30.8 39.9 48.2 55.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, July 12, 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 : 48,971: 15,997 5,034 320 19,296 37,731 35,613 43,085: 13,358 5,886 Old : 48,971: 15,997 5,034 320 19,296 37,731 35,613 43,085: 13,358 5,886 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 5, 2011 : : 1,265: 264 1,196 -109 -5,434 15,869 -5,279 16,956: 6,544 -15,691 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 10.3 0.7 39.4 77.0 72.7 88.0: 27.3 12.0 Old : 100.0: 32.7 10.3 0.7 39.4 77.0 72.7 88.0: 27.3 12.0 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 : 64: 15 8 1 22 25 38 33: Old : 64: 15 8 1 22 25 38 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.6 39.2 36.1 58.2 20.9 38.1 35.4 55.6 Old : 21.6 39.2 36.1 58.2 20.9 38.1 35.4 55.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2011