BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 27, 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 : 3,389: 186 486 7 2,712 2,477 2,905 2,970: 484 419
Old : 3,389: 186 486 7 2,712 2,477 2,905 2,970: 484 419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 113: -6 32 0 125 48 119 80: -6 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 14.3 0.2 80.0 73.1 85.7 87.6: 14.3 12.4
Old : 100.0: 5.5 14.3 0.2 80.0 73.1 85.7 87.6: 14.3 12.4
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 2 12 12 16 15:
Old : 23: 2 3 2 12 12 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 55.3 79.6 75.1 59.7 55.3 74.8 74.3
Old : 60.3 55.3 79.6 75.1 59.7 55.3 74.8 74.3
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 27, 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 : 35,338: 8,391 7,386 562 22,409 23,097 31,362 31,045: 3,976 4,293
Old : 35,338: 8,391 7,386 562 22,409 23,097 31,362 31,045: 3,976 4,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,588: 669 689 -15 1,335 604 1,989 1,278: -401 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 20.9 1.6 63.4 65.4 88.7 87.9: 11.3 12.1
Old : 100.0: 23.7 20.9 1.6 63.4 65.4 88.7 87.9: 11.3 12.1
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 : 81: 19 13 10 29 35 53 53:
Old : 81: 19 13 10 29 35 53 53:
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 : 50.8 37.8 62.7 56.1 50.0 36.0 62.0 54.2
Old : 50.8 37.8 62.7 56.1 50.0 36.0 62.0 54.2
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 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 246,411: 68,332 48,944 43,752 107,410 113,866 219,494 206,562: 26,917 39,849
Old : 24,165: 11,385 10,258 267 8,761 9,707 20,413 20,232: 3,752 3,933
Other: 222,246: 67,151 48,890 33,281 98,649 104,159 199,081 186,330: 23,165 35,916
: : :
: : Changes in Commitments from: September 20, 2011 :
: -63: 144 -4,646 -1,794 1,162 4,138 -488 -2,302: 425 2,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 19.9 17.8 43.6 46.2 89.1 83.8: 10.9 16.2
Old : 100.0: 47.1 42.4 1.1 36.3 40.2 84.5 83.7: 15.5 16.3
Other: 100.0: 30.2 22.0 15.0 44.4 46.9 89.6 83.8: 10.4 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 96 70 99 53 79 213 203:
Old : 143: 47 30 2 19 46 68 78:
Other: 268: 86 74 86 50 78 194 198:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 20.9 33.3 29.5 19.9 18.1 32.2 26.4
Old : 29.8 37.4 43.4 47.8 29.8 37.4 43.4 47.8
Other: 21.6 21.4 35.7 30.0 21.1 19.5 34.5 27.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 327,627: 96,304 53,286 52,850 153,036 166,552 302,190 272,688: 25,437 54,939
Old : 327,627: 96,304 53,286 52,850 153,036 166,552 302,190 272,688: 25,437 54,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -1,454: -4,460 -2,685 1,356 1,683 3,405 -1,421 2,076: -33 -3,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 16.3 16.1 46.7 50.8 92.2 83.2: 7.8 16.8
Old : 100.0: 29.4 16.3 16.1 46.7 50.8 92.2 83.2: 7.8 16.8
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 : 390: 117 84 119 75 161 253 316:
Old : 390: 117 84 119 75 161 253 316:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 13.5 35.0 20.9 22.3 13.1 34.2 20.1
Old : 22.4 13.5 35.0 20.9 22.3 13.1 34.2 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 27, 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 : 9,364: 3,870 3,428 905 2,855 2,620 7,630 6,953: 1,734 2,411
Old : 9,364: 3,870 3,428 905 2,855 2,620 7,630 6,953: 1,734 2,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 186: -63 576 -122 -39 -397 -224 57: 410 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 36.6 9.7 30.5 28.0 81.5 74.3: 18.5 25.7
Old : 100.0: 41.3 36.6 9.7 30.5 28.0 81.5 74.3: 18.5 25.7
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 : 79: 22 29 15 10 18 43 57:
Old : 79: 22 29 15 10 18 43 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 21.2 58.4 34.9 43.5 21.2 57.5 34.5
Old : 43.5 21.2 58.4 34.9 43.5 21.2 57.5 34.5
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 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 36,693: 13,400 7,119 5,981 9,643 7,386 29,024 20,486: 7,669 16,207
Old : 36,693: 13,400 7,119 5,981 9,643 7,386 29,024 20,486: 7,669 16,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 625: 588 532 -13 -107 -597 468 -78: 157 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 19.4 16.3 26.3 20.1 79.1 55.8: 20.9 44.2
Old : 100.0: 36.5 19.4 16.3 26.3 20.1 79.1 55.8: 20.9 44.2
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 : 161: 47 44 52 38 48 121 118:
Old : 161: 47 44 52 38 48 121 118:
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 : 16.7 9.0 26.7 15.0 16.4 8.2 25.1 12.7
Old : 16.7 9.0 26.7 15.0 16.4 8.2 25.1 12.7
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 27, 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 : 83,729: 12,185 226 3,857 64,926 77,736 80,968 81,819: 2,761 1,910
Old : 83,729: 12,185 226 3,857 64,926 77,736 80,968 81,819: 2,761 1,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -12,252: 816 97 205 -14,120 -13,052 -13,099 -12,750: 847 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 0.3 4.6 77.5 92.8 96.7 97.7: 3.3 2.3
Old : 100.0: 14.6 0.3 4.6 77.5 92.8 96.7 97.7: 3.3 2.3
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 : 25: 4 2 2 17 16 22 19:
Old : 25: 4 2 2 17 16 22 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 : 56.4 67.1 77.6 85.2 48.6 51.7 61.5 60.4
Old : 56.4 67.1 77.6 85.2 48.6 51.7 61.5 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 27, 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 : 86,146: 21,320 41,870 34 32,338 21,145 53,692 63,049: 32,454 23,097
Old : 86,146: 21,320 41,870 34 32,338 21,145 53,692 63,049: 32,454 23,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -36,911: 898 15,990 -8,369 -22,643 -46,820 -30,114 -39,199: -6,797 2,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 48.6 0.0 37.5 24.5 62.3 73.2: 37.7 26.8
Old : 100.0: 24.7 48.6 0.0 37.5 24.5 62.3 73.2: 37.7 26.8
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 : 81: 21 26 2 22 21 45 47:
Old : 81: 21 26 2 22 21 45 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 : 26.3 28.7 36.1 41.2 26.0 28.6 34.8 39.6
Old : 26.3 28.7 36.1 41.2 26.0 28.6 34.8 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, September 27, 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 : 23,123: 6,618 4,194 210 6,247 6,967 13,075 11,371: 10,048 11,752
Old : 23,123: 6,618 4,194 210 6,247 6,967 13,075 11,371: 10,048 11,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,623: -640 1,157 43 4,467 -1,145 3,870 55: -2,247 1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 18.1 0.9 27.0 30.1 56.5 49.2: 43.5 50.8
Old : 100.0: 28.6 18.1 0.9 27.0 30.1 56.5 49.2: 43.5 50.8
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 : 32: 10 8 5 7 9 19 20:
Old : 32: 10 8 5 7 9 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 30.4 47.0 40.4 32.8 30.4 46.6 40.0
Old : 33.1 30.4 47.0 40.4 32.8 30.4 46.6 40.0
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 27, 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 : 83,098: 10,211 30,837 245 70,683 45,722 81,139 76,804: 1,959 6,294
Old : 83,098: 10,211 30,837 245 70,683 45,722 81,139 76,804: 1,959 6,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 7,088: 1,960 5,696 96 6,605 990 8,661 6,782: -1,573 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 37.1 0.3 85.1 55.0 97.6 92.4: 2.4 7.6
Old : 100.0: 12.3 37.1 0.3 85.1 55.0 97.6 92.4: 2.4 7.6
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 : 94: 20 42 3 14 21 36 64:
Old : 94: 20 42 3 14 21 36 64:
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 : 79.9 38.4 87.5 52.0 79.9 38.4 86.8 51.8
Old : 79.9 38.4 87.5 52.0 79.9 38.4 86.8 51.8
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, September 27, 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 : 154,682: 14,288 78,298 353 126,815 43,137 141,456 121,788: 13,226 32,894
Old : 154,682: 14,288 78,298 353 126,815 43,137 141,456 121,788: 13,226 32,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 11,004: 182 4,437 -44 11,196 3,060 11,334 7,453: -330 3,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 50.6 0.2 82.0 27.9 91.4 78.7: 8.6 21.3
Old : 100.0: 9.2 50.6 0.2 82.0 27.9 91.4 78.7: 8.6 21.3
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 : 90: 9 45 3 26 18 37 64:
Old : 90: 9 45 3 26 18 37 64:
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 : 43.5 37.8 64.1 49.8 43.5 36.2 63.9 48.1
Old : 43.5 37.8 64.1 49.8 43.5 36.2 63.9 48.1
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, September 27, 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 : 125,732: 61,166 18,844 1 37,340 77,590 98,507 96,435: 27,225 29,297
Old : 125,732: 61,166 18,844 1 37,340 77,590 98,507 96,435: 27,225 29,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -2,096: -2,722 573 -1 2,261 -4,663 -462 -4,091: -1,634 1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 15.0 0.0 29.7 61.7 78.3 76.7: 21.7 23.3
Old : 100.0: 48.6 15.0 0.0 29.7 61.7 78.3 76.7: 21.7 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 30 33 1 18 21 49 54:
Old : 96: 30 33 1 18 21 49 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 : 40.2 41.8 51.9 54.2 40.2 41.8 51.6 54.0
Old : 40.2 41.8 51.9 54.2 40.2 41.8 51.6 54.0
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 27, 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 : 215,172: 19,705 102,178 1,040 159,618 51,938 180,363 155,156: 34,809 60,016
Old : 215,172: 19,705 102,178 1,040 159,618 51,938 180,363 155,156: 34,809 60,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 13,616: -215 2,798 -242 11,858 7,119 11,401 9,675: 2,215 3,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 47.5 0.5 74.2 24.1 83.8 72.1: 16.2 27.9
Old : 100.0: 9.2 47.5 0.5 74.2 24.1 83.8 72.1: 16.2 27.9
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 : 181: 28 71 8 49 53 82 127:
Old : 181: 28 71 8 49 53 82 127:
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 : 42.9 19.2 53.3 27.0 42.9 19.2 52.9 27.0
Old : 42.9 19.2 53.3 27.0 42.9 19.2 52.9 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, September 27, 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 : 34,997: 18,703 16,831 66 15,739 17,098 34,508 33,995: 489 1,002
Old : 34,997: 18,703 16,831 66 15,739 17,098 34,508 33,995: 489 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -1,764: -2,859 -760 -3 1,408 -1,017 -1,454 -1,780: -310 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 48.1 0.2 45.0 48.9 98.6 97.1: 1.4 2.9
Old : 100.0: 53.4 48.1 0.2 45.0 48.9 98.6 97.1: 1.4 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 : 21: 6 5 1 6 5 12 11:
Old : 21: 6 5 1 6 5 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.8 87.8 96.8 96.3 87.6 87.8 95.2 94.3
Old : 87.8 87.8 96.8 96.3 87.6 87.8 95.2 94.3
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 27, 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 : 23,804: 14,475 4,884 0 7,068 16,921 21,543 21,805: 2,261 1,999
Old : 23,804: 14,475 4,884 0 7,068 16,921 21,543 21,805: 2,261 1,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,497: -2,036 1,938 0 4,631 -1,098 2,595 840: -1,098 657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 20.5 0.0 29.7 71.1 90.5 91.6: 9.5 8.4
Old : 100.0: 60.8 20.5 0.0 29.7 71.1 90.5 91.6: 9.5 8.4
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 : 38: 11 11 0 9 8 20 19:
Old : 38: 11 11 0 9 8 20 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 : 59.4 61.1 78.7 78.5 59.4 61.1 78.7 78.5
Old : 59.4 61.1 78.7 78.5 59.4 61.1 78.7 78.5
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 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 8,378,721: 845,523 925,910 1,257,705 5,555,651 5,381,768 7,658,879 7,565,383: 719,842 813,338
Old : 8,378,721: 845,523 925,910 1,257,705 5,555,651 5,381,768 7,658,879 7,565,383: 719,842 813,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -105,622: -58,354 -19,435 -26,446 6,227 -48,077 -78,573 -93,958: -27,049 -11,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.1 15.0 66.3 64.2 91.4 90.3: 8.6 9.7
Old : 100.0: 10.1 11.1 15.0 66.3 64.2 91.4 90.3: 8.6 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 44 49 77 133 138 229 227:
Old : 258: 44 49 77 133 138 229 227:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 22.6 49.5 38.6 38.2 16.9 42.8 28.1
Old : 41.6 22.6 49.5 38.6 38.2 16.9 42.8 28.1
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 27, 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 : 881,093: 59,783 127,764 23,848 661,090 584,121 744,721 735,733: 136,371 145,359
Old : 881,093: 59,783 127,764 23,848 661,090 584,121 744,721 735,733: 136,371 145,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 31,724: 2,358 -895 13,033 24,628 25,266 40,018 37,404: -8,294 -5,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 14.5 2.7 75.0 66.3 84.5 83.5: 15.5 16.5
Old : 100.0: 6.8 14.5 2.7 75.0 66.3 84.5 83.5: 15.5 16.5
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 : 586: 80 149 47 211 254 323 419:
Old : 586: 80 149 47 211 254 323 419:
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 : 17.7 8.3 27.5 15.3 14.5 8.0 23.4 14.0
Old : 17.7 8.3 27.5 15.3 14.5 8.0 23.4 14.0
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 27, 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 : 285,734: 22,450 33,024 635 198,403 166,703 221,488 200,362: 64,246 85,372
Old : 285,734: 22,450 33,024 635 198,403 166,703 221,488 200,362: 64,246 85,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 20,476: 6,344 7,148 -150 11,640 8,061 17,834 15,059: 2,642 5,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 11.6 0.2 69.4 58.3 77.5 70.1: 22.5 29.9
Old : 100.0: 7.9 11.6 0.2 69.4 58.3 77.5 70.1: 22.5 29.9
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 : 127: 16 22 6 57 52 77 76:
Old : 127: 16 22 6 57 52 77 76:
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 : 26.5 17.5 38.4 26.7 25.2 17.5 37.0 26.6
Old : 26.5 17.5 38.4 26.7 25.2 17.5 37.0 26.6
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 27, 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 : 2,976,793: 271,244 558,278 31,489 2,313,433 2,087,089 2,616,166 2,676,856: 360,627 299,937
Old : 2,976,793: 271,244 558,278 31,489 2,313,433 2,087,089 2,616,166 2,676,856: 360,627 299,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 56,241: 48,825 28,543 -2,843 64,939 86,026 110,921 111,726: -54,680 -55,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 18.8 1.1 77.7 70.1 87.9 89.9: 12.1 10.1
Old : 100.0: 9.1 18.8 1.1 77.7 70.1 87.9 89.9: 12.1 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 553: 80 140 33 189 230 289 383:
Old : 553: 80 140 33 189 230 289 383:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 11.3 32.1 18.7 17.9 10.9 27.5 17.3
Old : 21.6 11.3 32.1 18.7 17.9 10.9 27.5 17.3
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 27, 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 : 106,308: 6,534 4,836 34 92,840 96,277 99,408 101,147: 6,900 5,161
Old : 106,308: 6,534 4,836 34 92,840 96,277 99,408 101,147: 6,900 5,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,453: 223 -198 -388 2,027 2,089 1,862 1,503: -409 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 4.5 0.0 87.3 90.6 93.5 95.1: 6.5 4.9
Old : 100.0: 6.1 4.5 0.0 87.3 90.6 93.5 95.1: 6.5 4.9
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 : 87: 6 5 1 50 37 56 43:
Old : 87: 6 5 1 50 37 56 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 40.7 54.6 59.9 36.4 40.2 50.7 59.4
Old : 39.3 40.7 54.6 59.9 36.4 40.2 50.7 59.4
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 27, 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 : 76,827: 10,649 5,791 1,534 54,270 58,999 66,453 66,325: 10,374 10,503
Old : 76,827: 10,649 5,791 1,534 54,270 58,999 66,453 66,325: 10,374 10,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 14,841: 216 403 1,246 8,843 6,996 10,305 8,645: 4,536 6,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.5 2.0 70.6 76.8 86.5 86.3: 13.5 13.7
Old : 100.0: 13.9 7.5 2.0 70.6 76.8 86.5 86.3: 13.5 13.7
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 : 216: 39 39 15 75 90 122 136:
Old : 216: 39 39 15 75 90 122 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 26.6 42.4 38.0 30.3 26.3 42.3 37.6
Old : 30.4 26.6 42.4 38.0 30.3 26.3 42.3 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, September 27, 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 : 13,510: 2,058 0 0 5,122 11,405 7,180 11,405: 6,330 2,105
Old : 13,510: 2,058 0 0 5,122 11,405 7,180 11,405: 6,330 2,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -19,279: 1,424 -2,818 -55 -23,771 -10,675 -22,402 -13,548: 3,123 -5,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.0 0.0 37.9 84.4 53.1 84.4: 46.9 15.6
Old : 100.0: 15.2 0.0 0.0 37.9 84.4 53.1 84.4: 46.9 15.6
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 : 21: 3 0 0 9 10 12 10:
Old : 21: 3 0 0 9 10 12 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 : 37.2 60.5 46.8 82.5 37.2 60.5 46.8 82.5
Old : 37.2 60.5 46.8 82.5 37.2 60.5 46.8 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 27, 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 : 316,586: 49,733 35,732 895 245,738 237,971 296,366 274,598: 20,220 41,988
Old : 316,586: 49,733 35,732 895 245,738 237,971 296,366 274,598: 20,220 41,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 6,656: -2,435 8,793 -546 18,606 -22,046 15,625 -13,799: -8,969 20,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.3 0.3 77.6 75.2 93.6 86.7: 6.4 13.3
Old : 100.0: 15.7 11.3 0.3 77.6 75.2 93.6 86.7: 6.4 13.3
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 : 215: 37 40 13 72 87 116 133:
Old : 215: 37 40 13 72 87 116 133:
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 : 32.5 25.2 46.7 35.4 32.4 25.2 46.6 35.4
Old : 32.5 25.2 46.7 35.4 32.4 25.2 46.6 35.4
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 27, 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 : 82,580: 29,422 24,255 13 35,675 37,453 65,110 61,721: 17,470 20,859
Old : 82,580: 29,422 24,255 13 35,675 37,453 65,110 61,721: 17,470 20,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 3,964: -9,627 8,301 13 18,691 -6,235 9,077 2,079: -5,113 1,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 29.4 0.0 43.2 45.4 78.8 74.7: 21.2 25.3
Old : 100.0: 35.6 29.4 0.0 43.2 45.4 78.8 74.7: 21.2 25.3
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 : 71: 21 24 2 14 16 36 41:
Old : 71: 21 24 2 14 16 36 41:
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 33.0 61.8 50.9 42.5 32.5 61.6 50.4
Old : 42.5 33.0 61.8 50.9 42.5 32.5 61.6 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, September 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 25,772: 4,245 6,028 2 14,756 8,406 19,003 14,436: 6,769 11,336
Old : 25,772: 4,245 6,028 2 14,756 8,406 19,003 14,436: 6,769 11,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -668: 1,022 -1,596 2 -1,260 1,580 -236 -14: -432 -654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 23.4 0.0 57.3 32.6 73.7 56.0: 26.3 44.0
Old : 100.0: 16.5 23.4 0.0 57.3 32.6 73.7 56.0: 26.3 44.0
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 : 41: 11 5 1 19 8 30 14:
Old : 41: 11 5 1 19 8 30 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 : 34.9 40.5 47.3 51.2 34.6 40.5 47.0 51.2
Old : 34.9 40.5 47.3 51.2 34.6 40.5 47.0 51.2
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 27, 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 : 30,635: 5,448 4,964 603 17,862 20,813 23,913 26,380: 6,722 4,255
Old : 30,635: 5,448 4,964 603 17,862 20,813 23,913 26,380: 6,722 4,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -909: -2,894 -119 388 633 2,050 -1,873 2,319: 964 -3,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 16.2 2.0 58.3 67.9 78.1 86.1: 21.9 13.9
Old : 100.0: 17.8 16.2 2.0 58.3 67.9 78.1 86.1: 21.9 13.9
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 : 58: 8 9 4 22 22 33 32:
Old : 58: 8 9 4 22 22 33 32:
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 39.4 49.3 53.5 34.1 39.4 47.6 51.8
Old : 35.8 39.4 49.3 53.5 34.1 39.4 47.6 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, September 27, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 9,013: 3,847 1,214 0 4,122 7,287 7,969 8,501: 1,044 512
Old : 9,013: 3,847 1,214 0 4,122 7,287 7,969 8,501: 1,044 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 13.5 0.0 45.7 80.8 88.4 94.3: 11.6 5.7
Old : 100.0: 42.7 13.5 0.0 45.7 80.8 88.4 94.3: 11.6 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 : 20: 6 5 0 8 2 14 7:
Old : 20: 6 5 0 8 2 14 7:
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 : 58.8 88.4 76.9 94.3 58.8 88.3 76.9 94.2
Old : 58.8 88.4 76.9 94.3 58.8 88.3 76.9 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2011