BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 13, 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 : 3,163: 201 438 0 2,444 2,300 2,645 2,738: 518 425
Old : 3,163: 201 438 0 2,444 2,300 2,645 2,738: 518 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 54: 30 9 0 97 32 127 41: -73 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 13.8 0.0 77.3 72.7 83.6 86.6: 16.4 13.4
Old : 100.0: 6.4 13.8 0.0 77.3 72.7 83.6 86.6: 16.4 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 2 0 10 11 13 13:
Old : 22: 3 2 0 10 11 13 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 : 58.9 56.2 78.0 75.9 58.6 56.2 73.1 75.3
Old : 58.9 56.2 78.0 75.9 58.6 56.2 73.1 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, September 13, 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 : 32,214: 6,763 5,814 639 20,019 21,982 27,421 28,435: 4,793 3,779
Old : 32,214: 6,763 5,814 639 20,019 21,982 27,421 28,435: 4,793 3,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 966: 624 -529 161 235 1,188 1,020 820: -54 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 18.0 2.0 62.1 68.2 85.1 88.3: 14.9 11.7
Old : 100.0: 21.0 18.0 2.0 62.1 68.2 85.1 88.3: 14.9 11.7
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 : 78: 18 12 13 29 33 53 52:
Old : 78: 18 12 13 29 33 53 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 : 50.0 39.3 60.9 58.6 50.0 38.5 60.2 57.7
Old : 50.0 39.3 60.9 58.6 50.0 38.5 60.2 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, September 13, 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 : 241,956: 69,804 54,488 38,754 104,967 111,061 213,525 204,303: 28,431 37,653
Old : 48,097: 21,541 22,375 1,403 16,235 17,682 39,179 41,460: 8,918 6,637
Other: 193,859: 62,026 45,876 23,588 88,732 93,379 174,346 162,843: 19,513 31,016
: : :
: : Changes in Commitments from: September 6, 2011 :
: -10,313: 1,807 2,042 -5,590 -5,983 -4,795 -9,766 -8,343: -547 -1,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 22.5 16.0 43.4 45.9 88.2 84.4: 11.8 15.6
Old : 100.0: 44.8 46.5 2.9 33.8 36.8 81.5 86.2: 18.5 13.8
Other: 100.0: 32.0 23.7 12.2 45.8 48.2 89.9 84.0: 10.1 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 90 79 105 45 75 202 213:
Old : 207: 78 55 8 23 52 106 111:
Other: 248: 73 77 78 42 71 164 191:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 22.4 33.6 30.4 19.9 20.2 32.8 27.8
Old : 23.7 22.4 35.7 35.3 23.7 22.4 35.7 34.7
Other: 21.6 23.9 37.4 32.0 21.0 21.6 36.7 29.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 13, 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 : 320,628: 98,055 66,781 45,681 151,806 150,614 295,542 263,076: 25,086 57,552
Old : 320,628: 98,055 66,781 45,681 151,806 150,614 295,542 263,076: 25,086 57,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 1,175: 4,043 -3,080 -2,488 230 5,000 1,785 -568: -610 1,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 20.8 14.2 47.3 47.0 92.2 82.1: 7.8 17.9
Old : 100.0: 30.6 20.8 14.2 47.3 47.0 92.2 82.1: 7.8 17.9
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 : 389: 100 109 124 73 152 244 324:
Old : 389: 100 109 124 73 152 244 324:
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 : 23.2 12.8 35.6 19.6 23.2 12.3 35.4 18.7
Old : 23.2 12.8 35.6 19.6 23.2 12.3 35.4 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,690: 3,973 2,860 1,076 3,018 3,320 8,067 7,256: 1,623 2,434
Old : 9,690: 3,973 2,860 1,076 3,018 3,320 8,067 7,256: 1,623 2,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 245: -24 -1,154 392 -143 1,010 225 248: 20 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 29.5 11.1 31.1 34.3 83.3 74.9: 16.7 25.1
Old : 100.0: 41.0 29.5 11.1 31.1 34.3 83.3 74.9: 16.7 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 : 83: 23 29 12 17 24 51 56:
Old : 83: 23 29 12 17 24 51 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 22.8 59.8 36.7 42.5 18.8 57.0 30.6
Old : 42.5 22.8 59.8 36.7 42.5 18.8 57.0 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 13, 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 : 32,546: 11,329 6,843 4,677 9,451 6,915 25,457 18,435: 7,089 14,111
Old : 32,546: 11,329 6,843 4,677 9,451 6,915 25,457 18,435: 7,089 14,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 718: 1,055 -141 265 -660 -238 660 -114: 58 832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 21.0 14.4 29.0 21.2 78.2 56.6: 21.8 43.4
Old : 100.0: 34.8 21.0 14.4 29.0 21.2 78.2 56.6: 21.8 43.4
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 : 150: 33 40 50 39 47 107 117:
Old : 150: 33 40 50 39 47 107 117:
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 : 20.5 9.9 32.0 15.1 20.0 9.4 31.0 13.7
Old : 20.5 9.9 32.0 15.1 20.0 9.4 31.0 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, September 13, 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 : 104,711: 10,694 129 3,874 88,267 97,675 102,835 101,678: 1,876 3,033
Old : 104,711: 10,694 129 3,874 88,267 97,675 102,835 101,678: 1,876 3,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 3,567: 1,528 -871 988 210 1,311 2,726 1,428: 841 2,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.1 3.7 84.3 93.3 98.2 97.1: 1.8 2.9
Old : 100.0: 10.2 0.1 3.7 84.3 93.3 98.2 97.1: 1.8 2.9
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 : 27: 7 1 2 18 14 25 17:
Old : 27: 7 1 2 18 14 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 : 62.0 65.9 79.6 83.9 53.6 52.8 60.6 59.8
Old : 62.0 65.9 79.6 83.9 53.6 52.8 60.6 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 13, 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 : 117,403: 17,337 23,640 3,455 55,828 64,452 76,620 91,547: 40,783 25,856
Old : 117,403: 17,337 23,640 3,455 55,828 64,452 76,620 91,547: 40,783 25,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 8,213: -1,104 7,280 2,289 7,635 -2,714 8,820 6,855: -607 1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 20.1 2.9 47.6 54.9 65.3 78.0: 34.7 22.0
Old : 100.0: 14.8 20.1 2.9 47.6 54.9 65.3 78.0: 34.7 22.0
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 : 86: 19 21 8 31 30 53 56:
Old : 86: 19 21 8 31 30 53 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 27.0 39.0 40.9 28.4 26.1 35.6 38.7
Old : 28.6 27.0 39.0 40.9 28.4 26.1 35.6 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, September 13, 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 : 43,828: 10,409 4,916 516 19,012 28,541 29,937 33,973: 13,891 9,855
Old : 43,828: 10,409 4,916 516 19,012 28,541 29,937 33,973: 13,891 9,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -1,957: -2,180 -124 306 3,864 -525 1,990 -343: -3,947 -1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 11.2 1.2 43.4 65.1 68.3 77.5: 31.7 22.5
Old : 100.0: 23.7 11.2 1.2 43.4 65.1 68.3 77.5: 31.7 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 12 8 6 18 14 32 26:
Old : 42: 12 8 6 18 14 32 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 : 30.4 48.6 42.8 64.1 29.3 44.6 40.7 59.0
Old : 30.4 48.6 42.8 64.1 29.3 44.6 40.7 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 13, 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 : 119,075: 20,939 22,148 4,394 86,416 83,157 111,749 109,699: 7,326 9,376
Old : 119,075: 20,939 22,148 4,394 86,416 83,157 111,749 109,699: 7,326 9,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 7,945: -13,224 1,231 2,931 17,772 3,349 7,479 7,511: 466 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 18.6 3.7 72.6 69.8 93.8 92.1: 6.2 7.9
Old : 100.0: 17.6 18.6 3.7 72.6 69.8 93.8 92.1: 6.2 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 19 36 9 24 19 48 62:
Old : 95: 19 36 9 24 19 48 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 51.8 70.5 65.9 49.2 51.1 70.5 63.1
Old : 49.2 51.8 70.5 65.9 49.2 51.1 70.5 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, September 13, 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 : 142,120: 33,969 60,162 684 83,572 50,243 118,225 111,089: 23,895 31,031
Old : 142,120: 33,969 60,162 684 83,572 50,243 118,225 111,089: 23,895 31,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 31,748: 3,426 16,399 305 27,347 6,199 31,078 22,903: 670 8,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 42.3 0.5 58.8 35.4 83.2 78.2: 16.8 21.8
Old : 100.0: 23.9 42.3 0.5 58.8 35.4 83.2 78.2: 16.8 21.8
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 : 101: 19 39 6 33 28 56 69:
Old : 101: 19 39 6 33 28 56 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 31.5 49.9 42.9 34.6 31.1 48.5 41.4
Old : 34.6 31.5 49.9 42.9 34.6 31.1 48.5 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 13, 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 : 151,535: 53,778 18,823 77 69,951 101,512 123,806 120,412: 27,729 31,123
Old : 151,535: 53,778 18,823 77 69,951 101,512 123,806 120,412: 27,729 31,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 28,123: 5,653 3,485 -718 22,738 26,150 27,673 28,917: 450 -794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 12.4 0.1 46.2 67.0 81.7 79.5: 18.3 20.5
Old : 100.0: 35.5 12.4 0.1 46.2 67.0 81.7 79.5: 18.3 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 : 95: 32 26 4 28 23 62 51:
Old : 95: 32 26 4 28 23 62 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 51.1 48.0 60.3 30.3 40.3 38.2 49.5
Old : 36.0 51.1 48.0 60.3 30.3 40.3 38.2 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 13, 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 : 264,500: 25,704 80,163 1,828 194,836 115,819 222,368 197,810: 42,132 66,690
Old : 264,500: 25,704 80,163 1,828 194,836 115,819 222,368 197,810: 42,132 66,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 54,985: -7,463 10,553 -593 66,042 32,769 57,986 42,729: -3,001 12,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 30.3 0.7 73.7 43.8 84.1 74.8: 15.9 25.2
Old : 100.0: 9.7 30.3 0.7 73.7 43.8 84.1 74.8: 15.9 25.2
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 : 168: 26 63 22 51 56 93 125:
Old : 168: 26 63 22 51 56 93 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 21.8 49.8 30.3 34.5 13.5 43.0 19.9
Old : 38.9 21.8 49.8 30.3 34.5 13.5 43.0 19.9
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, September 13, 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 : 36,761: 21,562 17,591 69 14,331 18,115 35,962 35,775: 799 986
Old : 36,761: 21,562 17,591 69 14,331 18,115 35,962 35,775: 799 986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 2,805: 921 1,749 0 1,796 485 2,717 2,234: 88 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 47.9 0.2 39.0 49.3 97.8 97.3: 2.2 2.7
Old : 100.0: 58.7 47.9 0.2 39.0 49.3 97.8 97.3: 2.2 2.7
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 : 20: 7 4 2 5 4 13 9:
Old : 20: 7 4 2 5 4 13 9:
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 : 86.9 90.4 95.7 97.1 86.7 90.4 95.5 97.1
Old : 86.9 90.4 95.7 97.1 86.7 90.4 95.5 97.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, September 13, 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 : 34,664: 19,303 1,639 163 10,392 30,727 29,858 32,529: 4,806 2,135
Old : 34,664: 19,303 1,639 163 10,392 30,727 29,858 32,529: 4,806 2,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 6,725: 88 94 149 6,302 6,412 6,539 6,655: 186 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 4.7 0.5 30.0 88.6 86.1 93.8: 13.9 6.2
Old : 100.0: 55.7 4.7 0.5 30.0 88.6 86.1 93.8: 13.9 6.2
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 : 39: 15 7 2 10 10 25 19:
Old : 39: 15 7 2 10 10 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 67.2 75.3 85.0 44.1 58.5 56.4 70.1
Old : 54.0 67.2 75.3 85.0 44.1 58.5 56.4 70.1
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, September 13, 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 : 9,600,667: 859,552 1,171,237 1,465,965 6,481,568 6,023,338 8,807,085 8,660,540: 793,582 940,127
Old : 9,600,667: 859,552 1,171,237 1,465,965 6,481,568 6,023,338 8,807,085 8,660,540: 793,582 940,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -101,326: -61,383 -59,156 1,580 -38,457 -71,953 -98,260 -129,529: -3,066 28,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 12.2 15.3 67.5 62.7 91.7 90.2: 8.3 9.8
Old : 100.0: 9.0 12.2 15.3 67.5 62.7 91.7 90.2: 8.3 9.8
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 : 271: 49 54 87 132 141 235 242:
Old : 271: 49 54 87 132 141 235 242:
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 : 39.8 23.9 47.6 39.6 36.3 17.9 41.6 29.8
Old : 39.8 23.9 47.6 39.6 36.3 17.9 41.6 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,322,673: 64,482 163,271 70,598 1,023,081 916,096 1,158,161 1,149,964: 164,512 172,709
Old : 1,322,673: 64,482 163,271 70,598 1,023,081 916,096 1,158,161 1,149,964: 164,512 172,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 129,652: 4,108 -5,222 14,549 105,845 96,101 124,501 105,428: 5,151 24,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 12.3 5.3 77.3 69.3 87.6 86.9: 12.4 13.1
Old : 100.0: 4.9 12.3 5.3 77.3 69.3 87.6 86.9: 12.4 13.1
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 : 620: 87 150 84 258 282 400 465:
Old : 620: 87 150 84 258 282 400 465:
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 13.8 27.9 21.5 10.0 7.6 17.0 12.4
Old : 16.3 13.8 27.9 21.5 10.0 7.6 17.0 12.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, September 13, 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 : 504,766: 27,511 83,260 4,229 391,491 318,093 423,231 405,582: 81,535 99,184
Old : 504,766: 27,511 83,260 4,229 391,491 318,093 423,231 405,582: 81,535 99,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 64,288: 4,029 6,114 2,108 54,469 44,044 60,606 52,266: 3,682 12,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 16.5 0.8 77.6 63.0 83.8 80.4: 16.2 19.6
Old : 100.0: 5.5 16.5 0.8 77.6 63.0 83.8 80.4: 16.2 19.6
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 : 138: 22 19 14 76 66 106 91:
Old : 138: 22 19 14 76 66 106 91:
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 : 25.0 31.9 41.4 42.9 22.2 31.2 34.7 38.8
Old : 25.0 31.9 41.4 42.9 22.2 31.2 34.7 38.8
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, September 13, 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 : 4,089,537: 448,289 663,485 68,411 3,157,952 2,990,015 3,674,652 3,721,911: 414,885 367,626
Old : 4,089,537: 448,289 663,485 68,411 3,157,952 2,990,015 3,674,652 3,721,911: 414,885 367,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 326,821: 47,880 -9,192 14,718 256,878 260,284 319,476 265,810: 7,345 61,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 16.2 1.7 77.2 73.1 89.9 91.0: 10.1 9.0
Old : 100.0: 11.0 16.2 1.7 77.2 73.1 89.9 91.0: 10.1 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 586: 82 146 67 226 264 351 435:
Old : 586: 82 146 67 226 264 351 435:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 10.5 34.6 18.3 20.6 10.0 29.3 17.6
Old : 23.5 10.5 34.6 18.3 20.6 10.0 29.3 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, September 13, 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 : 124,938: 14,497 4,636 27 101,168 108,598 115,692 113,261: 9,246 11,677
Old : 124,938: 14,497 4,636 27 101,168 108,598 115,692 113,261: 9,246 11,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 14,718: 317 4 -4 11,580 11,160 11,893 11,160: 2,825 3,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 3.7 0.0 81.0 86.9 92.6 90.7: 7.4 9.3
Old : 100.0: 11.6 3.7 0.0 81.0 86.9 92.6 90.7: 7.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 6 5 1 59 41 65 47:
Old : 87: 6 5 1 59 41 65 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 32.3 44.3 49.1 27.2 31.0 41.7 46.4
Old : 27.8 32.3 44.3 49.1 27.2 31.0 41.7 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, September 13, 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 : 127,549: 7,409 7,605 3,155 104,413 104,551 114,977 115,311: 12,572 12,237
Old : 127,549: 7,409 7,605 3,155 104,413 104,551 114,977 115,311: 12,572 12,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 21,546: -135 856 1,618 19,118 18,096 20,602 20,569: 944 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 6.0 2.5 81.9 82.0 90.1 90.4: 9.9 9.6
Old : 100.0: 5.8 6.0 2.5 81.9 82.0 90.1 90.4: 9.9 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 : 215: 29 38 23 92 104 135 152:
Old : 215: 29 38 23 92 104 135 152:
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 : 33.3 34.9 49.5 46.5 20.9 16.8 27.1 22.9
Old : 33.3 34.9 49.5 46.5 20.9 16.8 27.1 22.9
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, September 13, 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 : 32,789: 634 2,818 55 28,893 22,080 29,582 24,953: 3,207 7,836
Old : 32,789: 634 2,818 55 28,893 22,080 29,582 24,953: 3,207 7,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 5,333: 111 1,227 19 4,707 3,406 4,837 4,652: 496 681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 8.6 0.2 88.1 67.3 90.2 76.1: 9.8 23.9
Old : 100.0: 1.9 8.6 0.2 88.1 67.3 90.2 76.1: 9.8 23.9
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 : 25: 1 2 2 15 9 18 13:
Old : 25: 1 2 2 15 9 18 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 : 66.3 67.0 81.3 73.3 63.8 66.0 76.4 69.7
Old : 66.3 67.0 81.3 73.3 63.8 66.0 76.4 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 13, 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 : 473,798: 43,997 34,057 5,378 377,600 412,357 426,975 451,792: 46,823 22,006
Old : 473,798: 43,997 34,057 5,378 377,600 412,357 426,975 451,792: 46,823 22,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 81,064: 3,753 3,125 3,014 72,057 73,448 78,824 79,587: 2,240 1,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.2 1.1 79.7 87.0 90.1 95.4: 9.9 4.6
Old : 100.0: 9.3 7.2 1.1 79.7 87.0 90.1 95.4: 9.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 29 37 21 89 104 130 150:
Old : 213: 29 37 21 89 104 130 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 35.3 48.6 46.4 34.9 33.8 47.2 43.5
Old : 35.8 35.3 48.6 46.4 34.9 33.8 47.2 43.5
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, September 13, 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 : 125,386: 50,014 13,080 687 47,077 89,512 97,778 103,279: 27,608 22,107
Old : 125,386: 50,014 13,080 687 47,077 89,512 97,778 103,279: 27,608 22,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -6,212: -12,233 -1,126 -4,754 11,552 -4,377 -5,435 -10,257: -777 4,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 10.4 0.5 37.5 71.4 78.0 82.4: 22.0 17.6
Old : 100.0: 39.9 10.4 0.5 37.5 71.4 78.0 82.4: 22.0 17.6
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: 23 16 4 15 25 39 44:
Old : 69: 23 16 4 15 25 39 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 : 43.0 40.4 62.2 60.2 42.6 36.6 54.5 52.8
Old : 43.0 40.4 62.2 60.2 42.6 36.6 54.5 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, September 13, 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 : 27,120: 3,073 8,519 1 16,870 6,761 19,944 15,281: 7,176 11,839
Old : 27,120: 3,073 8,519 1 16,870 6,761 19,944 15,281: 7,176 11,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -15,030: -3,249 -354 -3,023 -910 -6,455 -7,182 -9,832: -7,848 -5,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 31.4 0.0 62.2 24.9 73.5 56.3: 26.5 43.7
Old : 100.0: 11.3 31.4 0.0 62.2 24.9 73.5 56.3: 26.5 43.7
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 : 39: 8 6 1 18 9 26 16:
Old : 39: 8 6 1 18 9 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 : 38.6 39.4 53.4 50.4 38.6 39.4 53.4 50.4
Old : 38.6 39.4 53.4 50.4 38.6 39.4 53.4 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 13, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 36,141: 9,030 5,223 21 15,897 23,256 24,948 28,500: 11,193 7,641
Old : 36,141: 9,030 5,223 21 15,897 23,256 24,948 28,500: 11,193 7,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -42,532: -4,520 2,325 -1,623 -7,284 -36,355 -13,427 -35,653: -29,105 -6,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 14.5 0.1 44.0 64.3 69.0 78.9: 31.0 21.1
Old : 100.0: 25.0 14.5 0.1 44.0 64.3 69.0 78.9: 31.0 21.1
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 : 53: 8 8 1 23 18 32 26:
Old : 53: 8 8 1 23 18 32 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 : 32.0 45.4 44.8 58.9 31.1 45.4 43.9 58.9
Old : 32.0 45.4 44.8 58.9 31.1 45.4 43.9 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2011