BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, August 2, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 4,203: 266 866 3 3,223 3,106 3,492 3,975: 711 228 Old : 4,203: 266 866 3 3,223 3,106 3,492 3,975: 711 228 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 61: 0 4 -3 42 53 39 54: 22 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 20.6 0.1 76.7 73.9 83.1 94.6: 16.9 5.4 Old : 100.0: 6.3 20.6 0.1 76.7 73.9 83.1 94.6: 16.9 5.4 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 : 23: 2 3 1 10 11 13 14: Old : 23: 2 3 1 10 11 13 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 56.6 77.9 77.3 57.1 55.3 77.6 75.4 Old : 57.5 56.6 77.9 77.3 57.1 55.3 77.6 75.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, August 2, 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 : 38,764: 9,192 5,710 2,272 20,949 25,733 32,413 33,715: 6,351 5,049 Old : 38,764: 9,192 5,710 2,272 20,949 25,733 32,413 33,715: 6,351 5,049 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 848: 38 41 264 300 389 602 694: 246 154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 14.7 5.9 54.0 66.4 83.6 87.0: 16.4 13.0 Old : 100.0: 23.7 14.7 5.9 54.0 66.4 83.6 87.0: 16.4 13.0 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 : 88: 27 10 18 32 33 67 54: Old : 88: 27 10 18 32 33 67 54: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.0 39.1 48.3 56.3 39.0 37.3 47.7 54.1 Old : 39.0 39.1 48.3 56.3 39.0 37.3 47.7 54.1 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, August 2, 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 : 4,103: 1,923 163 3 2,027 3,371 3,953 3,537: 150 566 Old : 4,103: 1,923 163 3 2,027 3,371 3,953 3,537: 150 566 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 260: -13 20 2 288 225 277 247: -17 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.9 4.0 0.1 49.4 82.2 96.3 86.2: 3.7 13.8 Old : 100.0: 46.9 4.0 0.1 49.4 82.2 96.3 86.2: 3.7 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 : 20: 3 2 2 5 11 9 14: Old : 20: 3 2 2 5 11 9 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.3 55.7 96.3 77.6 81.3 55.7 96.1 77.6 Old : 81.3 55.7 96.3 77.6 81.3 55.7 96.1 77.6 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, August 2, 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 : 260,019: 77,458 48,506 47,054 105,531 123,096 230,043 218,656: 29,976 41,363 Old : 113,998: 51,903 50,339 4,401 46,679 42,626 102,983 97,366: 11,015 16,632 Other: 146,021: 55,423 28,035 12,785 58,852 80,470 127,060 121,290: 18,961 24,731 : : : : : Changes in Commitments from: July 26, 2011 : : 12,327: 3,944 -1,330 5,720 567 4,358 10,231 8,748: 2,096 3,579 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 18.7 18.1 40.6 47.3 88.5 84.1: 11.5 15.9 Old : 100.0: 45.5 44.2 3.9 40.9 37.4 90.3 85.4: 9.7 14.6 Other: 100.0: 38.0 19.2 8.8 40.3 55.1 87.0 83.1: 13.0 16.9 : : : :# Traders : Number of Traders in Each Category : All : 280: 111 56 96 50 79 214 202: Old : 264: 90 87 32 25 73 133 175: Other: 212: 72 43 50 44 70 147 143: :---------------------------------------------------------------------------------------------------- : 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 : 18.7 20.7 30.4 28.6 18.6 18.6 29.8 26.1 Old : 24.2 13.1 35.3 22.0 24.2 12.4 35.3 20.8 Other: 21.3 27.2 34.6 36.7 21.1 25.7 33.3 34.8 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, August 2, 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 : 311,162: 91,841 61,475 38,413 156,251 156,102 286,505 255,990: 24,657 55,172 Old : 311,162: 91,841 61,475 38,413 156,251 156,102 286,505 255,990: 24,657 55,172 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -2,235: -1,677 3,777 -1,869 2,185 -2,377 -1,361 -469: -874 -1,766 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.5 19.8 12.3 50.2 50.2 92.1 82.3: 7.9 17.7 Old : 100.0: 29.5 19.8 12.3 50.2 50.2 92.1 82.3: 7.9 17.7 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 : 384: 92 101 112 82 162 246 314: Old : 384: 92 101 112 82 162 246 314: 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 : 25.4 12.7 38.5 20.3 25.4 12.2 38.0 19.6 Old : 25.4 12.7 38.5 20.3 25.4 12.2 38.0 19.6 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, August 2, 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 : 10,693: 3,846 4,155 1,537 3,349 2,693 8,732 8,385: 1,961 2,308 Old : 10,693: 3,846 4,155 1,537 3,349 2,693 8,732 8,385: 1,961 2,308 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 1,230: 24 308 479 351 200 854 987: 376 243 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.0 38.9 14.4 31.3 25.2 81.7 78.4: 18.3 21.6 Old : 100.0: 36.0 38.9 14.4 31.3 25.2 81.7 78.4: 18.3 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 : 93: 20 35 15 19 26 50 72: Old : 93: 20 35 15 19 26 50 72: 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 : 39.1 17.3 53.8 30.4 39.1 16.8 52.3 29.2 Old : 39.1 17.3 53.8 30.4 39.1 16.8 52.3 29.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders - Futures Only, August 2, 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 : 38,227: 13,802 6,197 4,800 10,969 8,734 29,571 19,731: 8,656 18,496 Old : 38,227: 13,802 6,197 4,800 10,969 8,734 29,571 19,731: 8,656 18,496 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -1,340: -494 -39 -1,168 -796 -597 -2,458 -1,804: 1,118 464 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.1 16.2 12.6 28.7 22.8 77.4 51.6: 22.6 48.4 Old : 100.0: 36.1 16.2 12.6 28.7 22.8 77.4 51.6: 22.6 48.4 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 : 163: 46 31 42 41 64 112 122: Old : 163: 46 31 42 41 64 112 122: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.9 9.1 30.6 14.7 17.8 8.2 30.2 12.1 Old : 17.9 9.1 30.6 14.7 17.8 8.2 30.2 12.1 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, August 2, 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 : 106,179: 17,236 59 2,009 86,463 104,064 105,708 106,132: 471 47 Old : 106,179: 17,236 59 2,009 86,463 104,064 105,708 106,132: 471 47 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 3,288: 738 59 45 2,636 3,197 3,419 3,301: -131 -13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 0.1 1.9 81.4 98.0 99.6 100.0: 0.4 0.0 Old : 100.0: 16.2 0.1 1.9 81.4 98.0 99.6 100.0: 0.4 0.0 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 : 28: 8 1 2 16 15 25 17: Old : 28: 8 1 2 16 15 25 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.6 65.1 86.1 82.4 65.3 53.6 72.5 66.1 Old : 70.6 65.1 86.1 82.4 65.3 53.6 72.5 66.1 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, August 2, 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 : 133,150: 57,482 16,445 70 27,593 97,892 85,145 114,407: 48,005 18,743 Old : 133,150: 57,482 16,445 70 27,593 97,892 85,145 114,407: 48,005 18,743 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 4,343: 4,598 -298 60 62 4,475 4,720 4,237: -377 106 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.2 12.4 0.1 20.7 73.5 63.9 85.9: 36.1 14.1 Old : 100.0: 43.2 12.4 0.1 20.7 73.5 63.9 85.9: 36.1 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 : 91: 45 9 4 20 27 67 38: Old : 91: 45 9 4 20 27 67 38: 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 : 25.3 41.2 32.7 59.0 25.2 40.8 32.4 58.5 Old : 25.3 41.2 32.7 59.0 25.2 40.8 32.4 58.5 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, August 2, 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 : 56,911: 25,593 13,252 13 7,499 26,930 33,105 40,195: 23,806 16,716 Old : 56,911: 25,593 13,252 13 7,499 26,930 33,105 40,195: 23,806 16,716 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 3,398: 4,490 26 12 1,026 -1,150 5,528 -1,112: -2,130 4,510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.0 23.3 0.0 13.2 47.3 58.2 70.6: 41.8 29.4 Old : 100.0: 45.0 23.3 0.0 13.2 47.3 58.2 70.6: 41.8 29.4 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 : 52: 17 12 1 13 15 31 27: Old : 52: 17 12 1 13 15 31 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 : 26.1 45.5 36.6 55.8 26.1 45.4 36.6 55.6 Old : 26.1 45.5 36.6 55.8 26.1 45.4 36.6 55.6 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, August 2, 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 : 130,240: 96,157 7,673 232 26,124 119,926 122,513 127,831: 7,727 2,409 Old : 130,240: 96,157 7,673 232 26,124 119,926 122,513 127,831: 7,727 2,409 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -7,583: -7,131 -3,702 -22 100 -4,162 -7,053 -7,886: -530 303 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.8 5.9 0.2 20.1 92.1 94.1 98.2: 5.9 1.8 Old : 100.0: 73.8 5.9 0.2 20.1 92.1 94.1 98.2: 5.9 1.8 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 : 108: 64 9 1 19 20 84 29: Old : 108: 64 9 1 19 20 84 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 : 44.8 68.4 58.8 84.3 44.8 68.1 58.8 83.8 Old : 44.8 68.4 58.8 84.3 44.8 68.1 58.8 83.8 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, August 2, 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 : 103,172: 43,266 38,127 567 32,711 43,175 76,544 81,869: 26,628 21,303 Old : 103,172: 43,266 38,127 567 32,711 43,175 76,544 81,869: 26,628 21,303 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 5,757: 9,954 6,037 103 -5,486 -56 4,571 6,084: 1,186 -327 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.9 37.0 0.5 31.7 41.8 74.2 79.4: 25.8 20.6 Old : 100.0: 41.9 37.0 0.5 31.7 41.8 74.2 79.4: 25.8 20.6 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 : 97: 34 24 5 22 27 58 54: Old : 97: 34 24 5 22 27 58 54: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.9 26.7 33.7 40.9 19.9 26.2 33.2 40.1 Old : 19.9 26.7 33.7 40.9 19.9 26.2 33.2 40.1 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, August 2, 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 : 148,888: 78,855 20,022 261 31,542 96,406 110,658 116,689: 38,230 32,199 Old : 148,888: 78,855 20,022 261 31,542 96,406 110,658 116,689: 38,230 32,199 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 9,956: 6,741 -790 115 -408 9,908 6,448 9,233: 3,508 723 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.0 13.4 0.2 21.2 64.8 74.3 78.4: 25.7 21.6 Old : 100.0: 53.0 13.4 0.2 21.2 64.8 74.3 78.4: 25.7 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 : 112: 41 32 8 21 25 67 60: Old : 112: 41 32 8 21 25 67 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 : 31.9 38.5 42.5 54.4 31.9 38.0 42.5 53.7 Old : 31.9 38.5 42.5 54.4 31.9 38.0 42.5 53.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders - Futures Only, August 2, 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 : 190,722: 58,313 56,550 1,066 85,149 91,248 144,528 148,864: 46,194 41,858 Old : 190,722: 58,313 56,550 1,066 85,149 91,248 144,528 148,864: 46,194 41,858 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 7,032: -1,864 13,411 -11 13,646 -5,999 11,771 7,401: -4,739 -369 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 29.7 0.6 44.6 47.8 75.8 78.1: 24.2 21.9 Old : 100.0: 30.6 29.7 0.6 44.6 47.8 75.8 78.1: 24.2 21.9 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 : 173: 46 49 17 46 54 99 113: Old : 173: 46 49 17 46 54 99 113: 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 : 15.2 21.0 27.9 30.5 15.0 19.2 27.7 28.6 Old : 15.2 21.0 27.9 30.5 15.0 19.2 27.7 28.6 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, August 2, 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 : 20,722: 16,551 12,275 72 2,539 8,120 19,162 20,467: 1,560 255 Old : 20,722: 16,551 12,275 72 2,539 8,120 19,162 20,467: 1,560 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 90: -31 -4 0 13 59 -18 55: 108 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 59.2 0.3 12.3 39.2 92.5 98.8: 7.5 1.2 Old : 100.0: 79.9 59.2 0.3 12.3 39.2 92.5 98.8: 7.5 1.2 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 : 21: 10 2 2 3 7 14 10: Old : 21: 10 2 2 3 7 14 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 : 80.4 90.1 88.8 97.8 80.1 90.1 88.5 97.8 Old : 80.4 90.1 88.8 97.8 80.1 90.1 88.5 97.8 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, August 2, 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 : 33,788: 25,808 1,682 133 2,540 30,637 28,481 32,452: 5,307 1,336 Old : 33,788: 25,808 1,682 133 2,540 30,637 28,481 32,452: 5,307 1,336 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 995: 567 -268 19 42 1,526 628 1,277: 367 -282 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.4 5.0 0.4 7.5 90.7 84.3 96.0: 15.7 4.0 Old : 100.0: 76.4 5.0 0.4 7.5 90.7 84.3 96.0: 15.7 4.0 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 : 43: 22 6 1 4 12 27 18: Old : 43: 22 6 1 4 12 27 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 70.2 70.3 88.1 54.3 70.2 70.3 88.1 Old : 54.3 70.2 70.3 88.1 54.3 70.2 70.3 88.1 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, August 2, 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 :10,415,536: 1,217,358 1,025,335 1,281,179 7,014,860 7,134,856 9,513,397 9,441,370: 902,139 974,166 Old :10,415,536: 1,217,358 1,025,335 1,281,179 7,014,860 7,134,856 9,513,397 9,441,370: 902,139 974,166 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 305,458: 8,922 -29,483 70,824 203,042 275,349 282,788 316,690: 22,670 -11,232 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 9.8 12.3 67.3 68.5 91.3 90.6: 8.7 9.4 Old : 100.0: 11.7 9.8 12.3 67.3 68.5 91.3 90.6: 8.7 9.4 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 : 282: 54 56 82 139 154 241 253: Old : 282: 54 56 82 139 154 241 253: 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 : 40.1 23.6 48.1 37.7 38.9 19.0 44.1 30.4 Old : 40.1 23.6 48.1 37.7 38.9 19.0 44.1 30.4 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, August 2, 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 : 855,617: 82,089 86,501 21,999 608,152 631,439 712,240 739,939: 143,377 115,678 Old : 855,617: 82,089 86,501 21,999 608,152 631,439 712,240 739,939: 143,377 115,678 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 53,212: 6,324 924 -4,235 34,452 32,010 36,542 28,699: 16,670 24,513 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 10.1 2.6 71.1 73.8 83.2 86.5: 16.8 13.5 Old : 100.0: 9.6 10.1 2.6 71.1 73.8 83.2 86.5: 16.8 13.5 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 : 552: 114 99 53 227 231 360 364: Old : 552: 114 99 53 227 231 360 364: 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 14.5 24.4 22.6 13.2 13.6 20.2 21.1 Old : 16.3 14.5 24.4 22.6 13.2 13.6 20.2 21.1 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, August 2, 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 : 293,350: 14,190 33,341 1,160 185,470 217,588 200,820 252,089: 92,530 41,261 Old : 293,350: 14,190 33,341 1,160 185,470 217,588 200,820 252,089: 92,530 41,261 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 7,239: -13,259 6,256 72 10,990 -4,942 -2,197 1,386: 9,436 5,853 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 11.4 0.4 63.2 74.2 68.5 85.9: 31.5 14.1 Old : 100.0: 4.8 11.4 0.4 63.2 74.2 68.5 85.9: 31.5 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 : 123: 16 18 5 59 55 76 77: Old : 123: 16 18 5 59 55 76 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 : 23.6 24.7 33.2 40.2 22.0 22.5 30.7 36.9 Old : 23.6 24.7 33.2 40.2 22.0 22.5 30.7 36.9 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, August 2, 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 : 2,811,337: 392,835 319,141 50,853 2,113,412 2,069,256 2,557,100 2,439,250: 254,237 372,087 Old : 2,811,337: 392,835 319,141 50,853 2,113,412 2,069,256 2,557,100 2,439,250: 254,237 372,087 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 229,863: 68,810 -55,769 7,573 117,310 184,761 193,693 136,565: 36,170 93,298 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 11.4 1.8 75.2 73.6 91.0 86.8: 9.0 13.2 Old : 100.0: 14.0 11.4 1.8 75.2 73.6 91.0 86.8: 9.0 13.2 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 : 515: 109 94 41 198 208 321 329: Old : 515: 109 94 41 198 208 321 329: 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 : 17.8 14.4 27.7 23.3 15.7 14.4 24.3 22.2 Old : 17.8 14.4 27.7 23.3 15.7 14.4 24.3 22.2 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, August 2, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 106,355: 11,068 4,731 1,353 85,009 94,156 97,430 100,240: 8,925 6,115 Old : 106,355: 11,068 4,731 1,353 85,009 94,156 97,430 100,240: 8,925 6,115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -3,344: -2,487 -362 1,112 -1,670 -4,967 -3,045 -4,217: -299 873 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 4.4 1.3 79.9 88.5 91.6 94.3: 8.4 5.7 Old : 100.0: 10.4 4.4 1.3 79.9 88.5 91.6 94.3: 8.4 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 90: 10 4 1 49 39 59 44: Old : 90: 10 4 1 49 39 59 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.0 38.1 49.3 55.0 31.6 38.1 47.6 54.8 Old : 33.0 38.1 49.3 55.0 31.6 38.1 47.6 54.8 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, August 2, 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 : 88,746: 19,057 5,868 4,853 55,789 72,759 79,698 83,480: 9,047 5,266 Old : 88,746: 19,057 5,868 4,853 55,789 72,759 79,698 83,480: 9,047 5,266 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -2,079: -3,213 247 -541 1,685 -2,386 -2,069 -2,680: -10 601 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 6.6 5.5 62.9 82.0 89.8 94.1: 10.2 5.9 Old : 100.0: 21.5 6.6 5.5 62.9 82.0 89.8 94.1: 10.2 5.9 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 : 229: 64 26 12 80 86 150 118: Old : 229: 64 26 12 80 86 150 118: 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 : 25.2 32.3 38.7 46.8 24.3 25.1 34.5 37.3 Old : 25.2 32.3 38.7 46.8 24.3 25.1 34.5 37.3 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, August 2, 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 : 17,983: 3,713 2,327 0 10,338 13,932 14,051 16,259: 3,932 1,724 Old : 17,983: 3,713 2,327 0 10,338 13,932 14,051 16,259: 3,932 1,724 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 26: -480 124 0 678 -371 198 -247: -172 273 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 12.9 0.0 57.5 77.5 78.1 90.4: 21.9 9.6 Old : 100.0: 20.6 12.9 0.0 57.5 77.5 78.1 90.4: 21.9 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 4 0 9 8 11 12: Old : 23: 2 4 0 9 8 11 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 : 58.5 69.2 73.7 84.8 58.5 69.2 73.7 84.8 Old : 58.5 69.2 73.7 84.8 58.5 69.2 73.7 84.8 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, August 2, 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 : 353,814: 98,156 39,145 2,827 227,254 294,134 328,237 336,106: 25,577 17,708 Old : 353,814: 98,156 39,145 2,827 227,254 294,134 328,237 336,106: 25,577 17,708 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -10,525: -16,738 -2,459 369 5,036 -10,075 -11,333 -12,165: 808 1,640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 11.1 0.8 64.2 83.1 92.8 95.0: 7.2 5.0 Old : 100.0: 27.7 11.1 0.8 64.2 83.1 92.8 95.0: 7.2 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 227: 65 23 10 76 84 144 114: Old : 227: 65 23 10 76 84 144 114: 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 : 29.3 34.5 42.2 48.5 29.2 34.5 41.9 47.5 Old : 29.3 34.5 42.2 48.5 29.2 34.5 41.9 47.5 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, August 2, 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 : 133,930: 91,352 15,754 16 7,737 103,387 99,105 119,157: 34,825 14,773 Old : 133,930: 91,352 15,754 16 7,737 103,387 99,105 119,157: 34,825 14,773 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -1,834: -822 5,018 -31 233 -5,863 -620 -876: -1,214 -958 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.2 11.8 0.0 5.8 77.2 74.0 89.0: 26.0 11.0 Old : 100.0: 68.2 11.8 0.0 5.8 77.2 74.0 89.0: 26.0 11.0 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 : 85: 40 16 1 13 22 54 38: Old : 85: 40 16 1 13 22 54 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.2 46.6 52.0 66.9 44.2 46.5 52.0 66.7 Old : 44.2 46.6 52.0 66.9 44.2 46.5 52.0 66.7 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, August 2, 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 : 35,988: 9,629 14,152 0 19,479 14,476 29,108 28,628: 6,880 7,360 Old : 35,988: 9,629 14,152 0 19,479 14,476 29,108 28,628: 6,880 7,360 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : -1,508: 265 -866 -1 -1,395 1,066 -1,131 199: -377 -1,707 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 39.3 0.0 54.1 40.2 80.9 79.5: 19.1 20.5 Old : 100.0: 26.8 39.3 0.0 54.1 40.2 80.9 79.5: 19.1 20.5 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 : 58: 15 13 0 18 13 33 26: Old : 58: 15 13 0 18 13 33 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.0 40.8 48.2 58.3 29.0 40.8 48.2 58.3 Old : 29.0 40.8 48.2 58.3 29.0 40.8 48.2 58.3 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 - Futures Only, August 2, 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 : 60,274: 21,843 4,949 1,034 19,563 47,412 42,440 53,395: 17,834 6,879 Old : 60,274: 21,843 4,949 1,034 19,563 47,412 42,440 53,395: 17,834 6,879 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 26, 2011 : : 9,735: 1,764 1,197 586 -2,536 8,546 -186 10,329: 9,921 -594 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.2 8.2 1.7 32.5 78.7 70.4 88.6: 29.6 11.4 Old : 100.0: 36.2 8.2 1.7 32.5 78.7 70.4 88.6: 29.6 11.4 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 : 69: 21 7 2 21 25 43 33: Old : 69: 21 7 2 21 25 43 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 : 20.2 34.9 32.9 55.3 19.7 34.2 32.4 54.5 Old : 20.2 34.9 32.9 55.3 19.7 34.2 32.4 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2011