BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 3,420: 159 429 36 2,628 2,533 2,822 2,997: 598 423
Old : 3,420: 159 429 36 2,628 2,533 2,822 2,997: 598 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -1,057: -27 -251 -42 -870 -849 -940 -1,142: -118 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 12.5 1.0 76.8 74.0 82.5 87.6: 17.5 12.4
Old : 100.0: 4.6 12.5 1.0 76.8 74.0 82.5 87.6: 17.5 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 : 21: 2 2 1 10 11 12 14:
Old : 21: 2 2 1 10 11 12 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 : 54.2 52.9 76.9 73.2 50.1 52.9 67.2 70.4
Old : 54.2 52.9 76.9 73.2 50.1 52.9 67.2 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 50,706: 6,701 1,430 11,936 25,310 27,877 43,947 41,243: 6,759 9,463
Old : 50,706: 6,701 1,430 11,936 25,310 27,877 43,947 41,243: 6,759 9,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -9,198: -2,778 124 -2,461 -3,266 -5,439 -8,505 -7,776: -694 -1,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.8 23.5 49.9 55.0 86.7 81.3: 13.3 18.7
Old : 100.0: 13.2 2.8 23.5 49.9 55.0 86.7 81.3: 13.3 18.7
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: 23 6 20 38 39 67 59:
Old : 78: 23 6 20 38 39 67 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 30.8 51.7 46.2 38.0 30.3 44.8 42.0
Old : 39.0 30.8 51.7 46.2 38.0 30.3 44.8 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 300,548: 68,210 36,599 80,460 120,399 138,421 269,070 255,480: 31,478 45,068
Old : 90,587: 32,544 34,595 14,470 32,886 30,425 79,900 79,491: 10,687 11,096
Other: 209,962: 59,771 26,107 41,886 87,513 107,996 189,171 175,989: 20,791 33,972
: : :
: : Changes in Commitments from: August 30, 2011 :
: 4,868: 321 6,474 -3,645 5,152 416 1,828 3,245: 3,041 1,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 12.2 26.8 40.1 46.1 89.5 85.0: 10.5 15.0
Old : 100.0: 35.9 38.2 16.0 36.3 33.6 88.2 87.8: 11.8 12.2
Other: 100.0: 28.5 12.4 19.9 41.7 51.4 90.1 83.8: 9.9 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 104 74 127 58 81 226 239:
Old : 248: 83 81 51 32 70 140 177:
Other: 250: 88 63 83 55 74 195 178:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 19.9 29.0 29.3 15.7 16.3 26.5 23.6
Old : 20.6 16.5 32.2 24.7 19.5 13.1 30.3 20.6
Other: 20.4 23.4 32.6 34.6 20.3 20.1 31.5 29.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 413,292: 101,912 50,661 114,459 166,671 182,411 383,042 347,530: 30,250 65,761
Old : 413,292: 101,912 50,661 114,459 166,671 182,411 383,042 347,530: 30,250 65,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 9,241: 6,506 4,089 52 1,099 2,746 7,657 6,888: 1,584 2,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 12.3 27.7 40.3 44.1 92.7 84.1: 7.3 15.9
Old : 100.0: 24.7 12.3 27.7 40.3 44.1 92.7 84.1: 7.3 15.9
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 : 399: 112 104 144 96 156 284 340:
Old : 399: 112 104 144 96 156 284 340:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 15.5 30.7 22.6 18.6 12.4 29.5 17.2
Old : 19.0 15.5 30.7 22.6 18.6 12.4 29.5 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 9,517: 3,992 3,977 735 3,163 2,336 7,890 7,048: 1,628 2,469
Old : 9,517: 3,992 3,977 735 3,163 2,336 7,890 7,048: 1,628 2,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -99: 24 -894 53 47 549 125 -292: -224 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 41.8 7.7 33.2 24.5 82.9 74.1: 17.1 25.9
Old : 100.0: 41.9 41.8 7.7 33.2 24.5 82.9 74.1: 17.1 25.9
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 : 81: 23 33 14 16 18 48 57:
Old : 81: 23 33 14 16 18 48 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 : 43.2 20.5 58.2 35.2 43.2 20.5 58.2 35.2
Old : 43.2 20.5 58.2 35.2 43.2 20.5 58.2 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 36,195: 10,309 5,754 7,616 10,537 7,882 28,462 21,253: 7,733 14,943
Old : 36,195: 10,309 5,754 7,616 10,537 7,882 28,462 21,253: 7,733 14,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 357: 17 -84 -61 -91 209 -135 64: 492 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 15.9 21.0 29.1 21.8 78.6 58.7: 21.4 41.3
Old : 100.0: 28.5 15.9 21.0 29.1 21.8 78.6 58.7: 21.4 41.3
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 : 147: 32 33 48 44 53 104 119:
Old : 147: 32 33 48 44 53 104 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 10.7 33.6 16.7 20.0 8.0 30.4 12.1
Old : 20.3 10.7 33.6 16.7 20.0 8.0 30.4 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 103,363: 9,164 1,000 2,888 90,276 98,581 102,328 102,469: 1,035 894
Old : 103,363: 9,164 1,000 2,888 90,276 98,581 102,328 102,469: 1,035 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -1,640: -0 0 0 -1,498 -1,478 -1,498 -1,478: -142 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.0 2.8 87.3 95.4 99.0 99.1: 1.0 0.9
Old : 100.0: 8.9 1.0 2.8 87.3 95.4 99.0 99.1: 1.0 0.9
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 : 26: 6 1 3 18 15 25 18:
Old : 26: 6 1 3 18 15 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 65.6 82.3 83.9 58.0 51.1 64.6 60.5
Old : 68.1 65.6 82.3 83.9 58.0 51.1 64.6 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 124,353: 18,241 15,686 7,024 53,756 75,074 79,021 97,784: 45,332 26,568
Old : 124,353: 18,241 15,686 7,024 53,756 75,074 79,021 97,784: 45,332 26,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 3,056: -6,506 6,101 1,601 7,481 -3,936 2,576 3,766: 481 -709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 12.6 5.6 43.2 60.4 63.5 78.6: 36.5 21.4
Old : 100.0: 14.7 12.6 5.6 43.2 60.4 63.5 78.6: 36.5 21.4
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 : 87: 26 17 16 34 32 64 61:
Old : 87: 26 17 16 34 32 64 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 28.0 34.2 42.2 21.9 26.8 28.7 38.5
Old : 24.4 28.0 34.2 42.2 21.9 26.8 28.7 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 61,980: 11,641 5,962 7,621 21,607 34,370 40,869 47,953: 21,111 14,027
Old : 61,980: 11,641 5,962 7,621 21,607 34,370 40,869 47,953: 21,111 14,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 5,518: -1,768 1,115 3,287 3,976 1,189 5,495 5,591: 23 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 9.6 12.3 34.9 55.5 65.9 77.4: 34.1 22.6
Old : 100.0: 18.8 9.6 12.3 34.9 55.5 65.9 77.4: 34.1 22.6
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 : 39: 11 9 9 15 15 32 27:
Old : 39: 11 9 9 15 15 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 37.7 35.9 53.6 20.8 34.3 28.9 45.0
Old : 24.2 37.7 35.9 53.6 20.8 34.3 28.9 45.0
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 with Delta-adjusted Options and Futures Combined, September 6, 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 : 111,130: 34,163 20,917 1,463 68,644 79,808 104,270 102,188: 6,860 8,942
Old : 111,130: 34,163 20,917 1,463 68,644 79,808 104,270 102,188: 6,860 8,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -225: -6,791 843 969 5,805 -2,525 -17 -713: -208 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 18.8 1.3 61.8 71.8 93.8 92.0: 6.2 8.0
Old : 100.0: 30.7 18.8 1.3 61.8 71.8 93.8 92.0: 6.2 8.0
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 : 96: 18 38 9 24 18 45 64:
Old : 96: 18 38 9 24 18 45 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 : 56.7 54.6 75.5 67.4 56.5 54.0 75.0 66.4
Old : 56.7 54.6 75.5 67.4 56.5 54.0 75.0 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 118,499: 30,272 44,083 3,345 58,986 46,739 92,602 94,167: 25,897 24,332
Old : 118,499: 30,272 44,083 3,345 58,986 46,739 92,602 94,167: 25,897 24,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 16,513: -796 13,407 1,100 21,690 -1,006 21,993 13,500: -5,480 3,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 37.2 2.8 49.8 39.4 78.1 79.5: 21.9 20.5
Old : 100.0: 25.5 37.2 2.8 49.8 39.4 78.1 79.5: 21.9 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 : 96: 26 27 13 32 30 64 64:
Old : 96: 26 27 13 32 30 64 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 : 25.8 35.7 37.8 44.7 25.4 35.2 36.4 43.0
Old : 25.8 35.7 37.8 44.7 25.4 35.2 36.4 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 137,956: 47,859 15,003 7,767 53,007 80,388 108,633 103,158: 29,323 34,798
Old : 137,956: 47,859 15,003 7,767 53,007 80,388 108,633 103,158: 29,323 34,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -2,341: -6,146 2,081 1,034 6,883 -8,663 1,771 -5,548: -4,112 3,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 10.9 5.6 38.4 58.3 78.7 74.8: 21.3 25.2
Old : 100.0: 34.7 10.9 5.6 38.4 58.3 78.7 74.8: 21.3 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 : 100: 34 28 21 32 22 77 60:
Old : 100: 34 28 21 32 22 77 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 43.0 39.3 53.0 30.0 42.5 38.8 51.5
Old : 30.0 43.0 39.3 53.0 30.0 42.5 38.8 51.5
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 with Delta-adjusted Options and Futures Combined, September 6, 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 : 272,472: 33,630 66,177 45,005 142,555 98,464 221,189 209,645: 51,282 62,827
Old : 272,472: 33,630 66,177 45,005 142,555 98,464 221,189 209,645: 51,282 62,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 44,068: -9,597 24,490 8,397 49,580 3,221 48,381 36,108: -4,314 7,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 24.3 16.5 52.3 36.1 81.2 76.9: 18.8 23.1
Old : 100.0: 12.3 24.3 16.5 52.3 36.1 81.2 76.9: 18.8 23.1
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 : 193: 42 68 55 60 61 133 153:
Old : 193: 42 68 55 60 61 133 153:
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 : 20.8 15.4 29.4 23.4 20.0 12.4 27.3 18.5
Old : 20.8 15.4 29.4 23.4 20.0 12.4 27.3 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 33,956: 20,641 15,842 69 12,535 17,630 33,245 33,541: 711 415
Old : 33,956: 20,641 15,842 69 12,535 17,630 33,245 33,541: 711 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -5,455: 2,125 2,982 -5,020 -2,355 -3,776 -5,250 -5,814: -205 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 46.7 0.2 36.9 51.9 97.9 98.8: 2.1 1.2
Old : 100.0: 60.8 46.7 0.2 36.9 51.9 97.9 98.8: 2.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 2 2 5 6 14 9:
Old : 20: 8 2 2 5 6 14 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 : 92.3 94.7 95.6 98.6 92.1 94.7 95.4 98.5
Old : 92.3 94.7 95.6 98.6 92.1 94.7 95.4 98.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 27,939: 19,215 1,545 14 4,090 24,315 23,319 25,874: 4,620 2,065
Old : 27,939: 19,215 1,545 14 4,090 24,315 23,319 25,874: 4,620 2,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 1,083: 1,262 157 -57 -535 256 670 356: 413 727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 5.5 0.1 14.6 87.0 83.5 92.6: 16.5 7.4
Old : 100.0: 68.8 5.5 0.1 14.6 87.0 83.5 92.6: 16.5 7.4
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 : 44: 20 7 1 9 9 29 17:
Old : 44: 20 7 1 9 9 29 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 : 50.7 73.9 65.8 87.7 50.7 73.9 65.8 87.7
Old : 50.7 73.9 65.8 87.7 50.7 73.9 65.8 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 :18,147,369: 784,806 807,283 7,495,122 8,983,340 8,816,986 17,263,268 17,119,391: 884,101 1,027,978
Old :18,147,369: 784,806 807,283 7,495,122 8,983,340 8,816,986 17,263,268 17,119,391: 884,101 1,027,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 445,798: -48,837 78,244 389,358 116,874 -10,480 457,395 457,122: -11,597 -11,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 4.4 41.3 49.5 48.6 95.1 94.3: 4.9 5.7
Old : 100.0: 4.3 4.4 41.3 49.5 48.6 95.1 94.3: 4.9 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 : 301: 58 67 114 153 158 277 285:
Old : 301: 58 67 114 153 158 277 285:
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 : 32.4 22.8 43.1 35.8 19.6 10.5 22.4 15.5
Old : 32.4 22.8 43.1 35.8 19.6 10.5 22.4 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 1,444,454: 60,169 162,557 139,693 1,068,514 976,666 1,268,376 1,278,917: 176,078 165,537
Old : 1,444,454: 60,169 162,557 139,693 1,068,514 976,666 1,268,376 1,278,917: 176,078 165,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 103,226: 1,666 2,068 23,392 66,541 72,645 91,599 98,106: 11,626 5,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 11.3 9.7 74.0 67.6 87.8 88.5: 12.2 11.5
Old : 100.0: 4.2 11.3 9.7 74.0 67.6 87.8 88.5: 12.2 11.5
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 : 636: 95 161 109 260 274 425 476:
Old : 636: 95 161 109 260 274 425 476:
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 : 14.2 13.9 23.0 21.3 9.0 6.9 15.2 11.5
Old : 14.2 13.9 23.0 21.3 9.0 6.9 15.2 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 592,088: 25,058 74,004 51,468 426,235 367,984 502,762 493,456: 89,326 98,632
Old : 592,088: 25,058 74,004 51,468 426,235 367,984 502,762 493,456: 89,326 98,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 59,818: 3,057 13,691 6,343 43,391 33,644 52,792 53,678: 7,027 6,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 12.5 8.7 72.0 62.2 84.9 83.3: 15.1 16.7
Old : 100.0: 4.2 12.5 8.7 72.0 62.2 84.9 83.3: 15.1 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 25 26 35 82 69 125 112:
Old : 148: 25 26 35 82 69 125 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 25.9 31.8 36.1 18.5 23.3 28.1 30.3
Old : 19.6 25.9 31.8 36.1 18.5 23.3 28.1 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 4,261,831: 402,423 669,638 214,255 3,211,395 3,043,411 3,828,073 3,927,304: 433,758 334,527
Old : 4,261,831: 402,423 669,638 214,255 3,211,395 3,043,411 3,828,073 3,927,304: 433,758 334,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 217,036: 61,844 10,687 16,446 115,746 195,008 194,037 222,142: 23,000 -5,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 15.7 5.0 75.4 71.4 89.8 92.2: 10.2 7.8
Old : 100.0: 9.4 15.7 5.0 75.4 71.4 89.8 92.2: 10.2 7.8
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 : 593: 88 150 93 234 262 381 446:
Old : 593: 88 150 93 234 262 381 446:
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 : 20.6 10.7 30.6 18.2 18.7 9.2 27.2 16.5
Old : 20.6 10.7 30.6 18.2 18.7 9.2 27.2 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 110,251: 14,180 4,632 31 89,588 97,438 103,799 102,101: 6,452 8,150
Old : 110,251: 14,180 4,632 31 89,588 97,438 103,799 102,101: 6,452 8,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 76: 3,719 -314 -1,046 -3,969 1,202 -1,296 -158: 1,372 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 4.2 0.0 81.3 88.4 94.1 92.6: 5.9 7.4
Old : 100.0: 12.9 4.2 0.0 81.3 88.4 94.1 92.6: 5.9 7.4
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 : 84: 6 5 2 48 37 54 44:
Old : 84: 6 5 2 48 37 54 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 : 31.0 38.3 49.6 56.2 29.3 37.6 47.8 55.5
Old : 31.0 38.3 49.6 56.2 29.3 37.6 47.8 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 107,938: 7,678 6,849 2,098 86,403 87,589 96,179 96,536: 11,759 11,402
Old : 107,938: 7,678 6,849 2,098 86,403 87,589 96,179 96,536: 11,759 11,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 4,180: 2,211 -1,252 -1,859 1,892 6,113 2,243 3,002: 1,936 1,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.3 1.9 80.0 81.1 89.1 89.4: 10.9 10.6
Old : 100.0: 7.1 6.3 1.9 80.0 81.1 89.1 89.4: 10.9 10.6
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: 32 35 18 86 97 133 136:
Old : 213: 32 35 18 86 97 133 136:
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 : 35.3 33.8 51.9 46.7 23.3 16.7 28.5 23.8
Old : 35.3 33.8 51.9 46.7 23.3 16.7 28.5 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 27,516: 570 1,634 44 24,186 18,674 24,799 20,352: 2,717 7,164
Old : 27,516: 570 1,634 44 24,186 18,674 24,799 20,352: 2,717 7,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 219: -159 -1,166 -9 244 0 76 -1,175: 143 1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 5.9 0.2 87.9 67.9 90.1 74.0: 9.9 26.0
Old : 100.0: 2.1 5.9 0.2 87.9 67.9 90.1 74.0: 9.9 26.0
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 : 27: 2 4 2 15 6 19 10:
Old : 27: 2 4 2 15 6 19 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 : 70.4 68.4 81.3 73.6 70.4 68.4 81.3 73.6
Old : 70.4 68.4 81.3 73.6 70.4 68.4 81.3 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 402,108: 40,897 31,426 4,917 311,084 344,575 356,899 380,918: 45,210 21,190
Old : 402,108: 40,897 31,426 4,917 311,084 344,575 356,899 380,918: 45,210 21,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 19,803: 5,778 -6,501 -3,177 8,238 30,564 10,839 20,886: 8,964 -1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 7.8 1.2 77.4 85.7 88.8 94.7: 11.2 5.3
Old : 100.0: 10.2 7.8 1.2 77.4 85.7 88.8 94.7: 11.2 5.3
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 : 211: 33 33 18 82 94 127 133:
Old : 211: 33 33 18 82 94 127 133:
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 : 40.1 34.3 50.9 45.4 40.0 34.0 49.8 44.9
Old : 40.1 34.3 50.9 45.4 40.0 34.0 49.8 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 140,163: 61,827 13,876 8,955 39,332 97,351 110,115 120,183: 30,048 19,980
Old : 140,163: 61,827 13,876 8,955 39,332 97,351 110,115 120,183: 30,048 19,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 11,826: 1,480 1,461 5,541 2,387 7,503 9,409 14,506: 2,416 -2,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 9.9 6.4 28.1 69.5 78.6 85.7: 21.4 14.3
Old : 100.0: 44.1 9.9 6.4 28.1 69.5 78.6 85.7: 21.4 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 30 15 12 19 26 52 50:
Old : 75: 30 15 12 19 26 52 50:
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 : 45.9 39.2 58.4 57.9 45.9 39.1 54.9 57.5
Old : 45.9 39.2 58.4 57.9 45.9 39.1 54.9 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 42,150: 6,322 8,873 3,024 17,780 13,216 27,126 25,113: 15,024 17,037
Old : 42,150: 6,322 8,873 3,024 17,780 13,216 27,126 25,113: 15,024 17,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 11,049: -421 -2,520 3,024 -75 2,486 2,528 2,990: 8,521 8,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 21.1 7.2 42.2 31.4 64.4 59.6: 35.6 40.4
Old : 100.0: 15.0 21.1 7.2 42.2 31.4 64.4 59.6: 35.6 40.4
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 : 54: 11 12 5 20 16 35 29:
Old : 54: 11 12 5 20 16 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 26.1 40.5 38.7 24.3 20.9 34.3 30.2
Old : 28.2 26.1 40.5 38.7 24.3 20.9 34.3 30.2
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 with Delta-adjusted Options and Futures Combined, September 6, 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 : 78,673: 13,550 2,898 1,644 23,181 59,611 38,375 64,153: 40,298 14,520
Old : 78,673: 13,550 2,898 1,644 23,181 59,611 38,375 64,153: 40,298 14,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 16,047: -1,957 -755 856 4,583 7,581 3,482 7,682: 12,565 8,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 3.7 2.1 29.5 75.8 48.8 81.5: 51.2 18.5
Old : 100.0: 17.2 3.7 2.1 29.5 75.8 48.8 81.5: 51.2 18.5
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 : 71: 16 7 4 28 32 46 41:
Old : 71: 16 7 4 28 32 46 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 : 13.4 32.6 22.6 51.4 12.7 31.7 21.9 48.7
Old : 13.4 32.6 22.6 51.4 12.7 31.7 21.9 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2011