MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,841 COMMITMENTS 746 6,708 279 21,284 13,706 22,309 20,693 3,532 5,148 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -3,864) 414 -2,262 -268 -4,071 -694 -3,925 -3,224 61 -640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 26.0 1.1 82.4 53.0 86.3 80.1 13.7 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 16 11 28 21 42 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 191,486 COMMITMENTS 46,034 31,492 35,379 90,951 94,722 172,364 161,593 19,122 29,893 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -3,922) -3,401 1,169 1,371 -849 -5,957 -2,879 -3,417 -1,043 -505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 16.4 18.5 47.5 49.5 90.0 84.4 10.0 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 82 60 74 47 64 172 170 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 325,069 COMMITMENTS 114,763 58,686 45,476 133,170 156,154 293,409 260,316 31,660 64,753 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 3,626) 2,166 -2,096 -3,236 -232 4,575 -1,302 -757 4,928 4,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 18.1 14.0 41.0 48.0 90.3 80.1 9.7 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368) 113 75 103 62 152 232 288 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,941 COMMITMENTS 3,690 3,564 685 2,824 3,103 7,199 7,352 1,742 1,589 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -443) -78 -53 -140 58 39 -160 -154 -283 -289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 39.9 7.7 31.6 34.7 80.5 82.2 19.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 22 27 14 16 20 48 53 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,298 COMMITMENTS 14,955 7,323 2,687 12,370 9,193 30,012 19,203 7,286 18,095 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 378) 188 148 -570 264 429 -118 7 496 371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 19.6 7.2 33.2 24.6 80.5 51.5 19.5 48.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 39 27 25 42 53 95 92 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,538 COMMITMENTS 3,958 1,055 602 17,984 25,628 22,544 27,285 4,994 253 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 482) -113 -100 0 263 513 150 413 332 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 3.8 2.2 65.3 93.1 81.9 99.1 18.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 3 1 13 9 18 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 92,565 COMMITMENTS 28,549 20,455 433 29,407 55,809 58,389 76,697 34,176 15,868 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 4,104) -3,026 4,774 406 9,381 -2,681 6,761 2,499 -2,657 1,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 22.1 0.5 31.8 60.3 63.1 82.9 36.9 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 22 17 6 21 17 44 39 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,002 COMMITMENTS 7,627 15,082 1 23,099 17,989 30,727 33,072 14,275 11,930 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 2,162) -20 -5,413 -1 -3,788 9,784 -3,809 4,370 5,971 -2,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 33.5 0.0 51.3 40.0 68.3 73.5 31.7 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 12 11 1 10 12 23 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 61,340 COMMITMENTS 30,858 8,133 2 25,463 51,364 56,323 59,499 5,017 1,841 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -5,506) -14,854 4,917 1 10,186 -10,811 -4,667 -5,893 -839 387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 13.3 0.0 41.5 83.7 91.8 97.0 8.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 23 19 1 18 17 41 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 123,693 COMMITMENTS 18,442 56,519 586 89,405 39,667 108,433 96,772 15,260 26,921 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 2,460) 816 4,122 6 770 3,002 1,592 7,130 868 -4,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 45.7 0.5 72.3 32.1 87.7 78.2 12.3 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 19 37 5 14 24 38 61 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 135,128 COMMITMENTS 62,476 24,550 20 43,431 86,278 105,927 110,848 29,201 24,280 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 14,644) 10,755 256 20 270 12,165 11,045 12,441 3,599 2,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 18.2 0.0 32.1 63.8 78.4 82.0 21.6 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 35 28 1 19 29 54 58 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 228,333 COMMITMENTS 56,316 95,225 1,612 122,675 80,214 180,603 177,051 47,730 51,282 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 2,581) 12,959 -21,802 651 -17,438 23,587 -3,828 2,436 6,409 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 41.7 0.7 53.7 35.1 79.1 77.5 20.9 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 45 64 18 33 39 89 110 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 12,959 COMMITMENTS 8,093 5,516 0 2,751 6,141 10,844 11,657 2,115 1,302 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 79) -366 -457 0 794 630 428 173 -349 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.5 42.6 0.0 21.2 47.4 83.7 90.0 16.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 9 0 5 9 14 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,411,219 COMMITMENTS 1085773 560,444 820,085 4646653 5158424 6552511 6538953 858,708 872,266 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 193,316) 116,156 41,579 36,446 41,198 140,410 193,800 218,435 -484 -25,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 7.6 11.1 62.7 69.6 88.4 88.2 11.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 48 56 72 122 133 222 216 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 883,425 COMMITMENTS 64,842 85,465 31,581 631,550 633,522 727,973 750,568 155,452 132,857 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 33,024) -4,978 14,630 12,625 17,776 -5,766 25,423 21,489 7,602 11,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 9.7 3.6 71.5 71.7 82.4 85.0 17.6 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 537) 81 128 45 207 218 314 366 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 308,396 COMMITMENTS 21,613 47,987 1,007 215,359 182,524 237,979 231,518 70,417 76,878 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 8,464) 986 13,067 426 5,065 -5,276 6,477 8,217 1,987 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 15.6 0.3 69.8 59.2 77.2 75.1 22.8 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 15 24 10 61 60 82 88 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,875,146 COMMITMENTS 336,765 308,007 32,252 2080953 2254990 2449970 2595249 425,176 279,897 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 122,801) 28,358 65,995 2,814 63,556 -2,450 94,728 66,359 28,073 56,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 10.7 1.1 72.4 78.4 85.2 90.3 14.8 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 488) 73 120 35 173 197 268 330 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 88,680 COMMITMENTS 7,267 7,861 843 71,160 76,691 79,270 85,395 9,410 3,285 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -4,539) -2,714 230 843 -2,247 -5,419 -4,118 -4,346 -421 -193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 8.9 1.0 80.2 86.5 89.4 96.3 10.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 8 3 2 47 40 55 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 72,124 COMMITMENTS 9,965 15,885 885 52,618 50,179 63,467 66,949 8,657 5,175 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 12,519) 791 4,205 605 7,166 6,931 8,563 11,741 3,957 779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 22.0 1.2 73.0 69.6 88.0 92.8 12.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 47 39 9 72 80 123 125 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 11,078 COMMITMENTS 550 775 0 5,915 9,027 6,465 9,802 4,613 1,276 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 7.0 0.0 53.4 81.5 58.4 88.5 41.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 10 10 12 11 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 305,231 COMMITMENTS 49,121 77,598 2,376 233,515 205,760 285,012 285,734 20,219 19,497 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 7,206) 3,254 19,196 977 6,257 -10,480 10,488 9,693 -3,282 -2,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 25.4 0.8 76.5 67.4 93.4 93.6 6.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 46 41 7 67 74 116 119 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 64,872 COMMITMENTS 25,885 18,639 2,026 16,180 26,973 44,091 47,638 20,781 17,234 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 5,215) -2,220 3,388 1,243 4,989 -716 4,012 3,915 1,203 1,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 28.7 3.1 24.9 41.6 68.0 73.4 32.0 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 21 15 5 13 17 39 32 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,413 COMMITMENTS 12,676 4,591 8 11,561 10,728 24,245 15,327 8,168 17,086 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 2,122) 1,760 -213 0 -645 1,294 1,115 1,081 1,007 1,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 14.2 0.0 35.7 33.1 74.8 47.3 25.2 52.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 15 8 1 15 13 30 22 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,298 COMMITMENTS 5,498 9,003 272 28,131 24,536 33,901 33,811 9,397 9,487 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 3,544) 15 3,158 -5 3,267 1,546 3,277 4,699 267 -1,155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 20.8 0.6 65.0 56.7 78.3 78.1 21.7 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 12 2 18 25 27 38 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 40,142 COMMITMENTS 8,003 253 300 28,352 37,217 36,655 37,770 3,487 2,372 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 329) -1,110 41 0 1,252 -255 142 -214 187 543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 0.6 0.7 70.6 92.7 91.3 94.1 8.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 1 1 22 21 30 23 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 25,694 COMMITMENTS 5,799 818 0 14,294 23,377 20,093 24,195 5,601 1,499 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 175) -316 105 0 797 231 481 336 -306 -161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 3.2 0.0 55.6 91.0 78.2 94.2 21.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 3 0 16 16 26 19 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,967 COMMITMENTS 2,513 5,138 0 9,949 10,349 12,462 15,487 3,505 480 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -284) -212 -4 -226 46 47 -392 -183 108 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 32.2 0.0 62.3 64.8 78.0 97.0 22.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 7 0 6 2 13 9
Updated July 9, 2010