BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,749 COMMITMENTS 96 0 22 2,745 3,383 2,863 3,405 886 344 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -519) 36 0 22 -466 -679 -408 -657 -111 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.6 73.2 90.2 76.4 90.8 23.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 13 7 15 8 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,760 COMMITMENTS 565 6,498 389 21,808 14,616 22,762 21,503 3,998 5,257 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 919) -181 -210 110 524 910 453 810 466 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 24.3 1.5 81.5 54.6 85.1 80.4 14.9 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 6 14 7 29 23 41 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 189,594 COMMITMENTS 46,052 33,265 36,065 87,462 89,349 169,579 158,679 20,015 30,915 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -1,892) 18 1,773 686 -3,489 -5,373 -2,785 -2,914 893 1,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 17.5 19.0 46.1 47.1 89.4 83.7 10.6 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 77 74 87 43 63 171 188 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 314,710 COMMITMENTS 112,983 58,428 40,091 131,465 154,825 284,539 253,344 30,171 61,366 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -10,359) -1,780 -258 -5,385 -1,705 -1,329 -8,870 -6,972 -1,489 -3,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 18.6 12.7 41.8 49.2 90.4 80.5 9.6 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376) 111 77 95 72 159 243 285 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,504 COMMITMENTS 3,675 3,589 595 2,562 2,670 6,832 6,854 1,672 1,650 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -437) -15 25 -90 -262 -433 -367 -498 -70 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 42.2 7.0 30.1 31.4 80.3 80.6 19.7 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 20 29 9 15 15 43 46 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,846 COMMITMENTS 16,089 7,102 3,184 12,438 10,099 31,711 20,385 7,135 18,461 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,548) 1,134 -221 497 68 906 1,699 1,182 -151 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 18.3 8.2 32.0 26.0 81.6 52.5 18.4 47.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 46 28 33 40 54 106 101 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,525 COMMITMENTS 4,787 962 602 18,864 27,735 24,253 29,299 5,272 226 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,987) 829 -93 0 880 2,107 1,709 2,014 278 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 3.3 2.0 63.9 93.9 82.1 99.2 17.9 0.8 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 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 87,394 COMMITMENTS 27,952 5,914 21 23,275 66,041 51,248 71,976 36,146 15,418 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -5,171) -597 -14,541 -412 -6,132 10,232 -7,141 -4,721 1,970 -450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 6.8 0.0 26.6 75.6 58.6 82.4 41.4 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 17 10 2 18 20 36 31 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,056 COMMITMENTS 18,237 3,647 0 20,586 39,904 38,823 43,551 14,233 9,505 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 8,054) 10,610 -11,435 -1 -2,513 21,915 8,096 10,479 -42 -2,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 6.9 0.0 38.8 75.2 73.2 82.1 26.8 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 18 4 0 10 15 28 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 64,215 COMMITMENTS 36,830 8,695 1 22,864 53,839 59,695 62,535 4,520 1,680 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 2,875) 5,972 562 -1 -2,599 2,475 3,372 3,036 -497 -161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.4 13.5 0.0 35.6 83.8 93.0 97.4 7.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 27 18 1 17 20 44 39 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 131,680 COMMITMENTS 15,501 50,172 430 98,635 52,012 114,566 102,614 17,114 29,066 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 7,987) -2,941 -6,347 -156 9,230 12,345 6,133 5,842 1,854 2,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 38.1 0.3 74.9 39.5 87.0 77.9 13.0 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 15 32 2 18 29 35 61 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 133,665 COMMITMENTS 63,205 15,846 52 42,411 94,944 105,668 110,842 27,997 22,823 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -1,463) 729 -8,704 32 -1,020 8,666 -259 -6 -1,204 -1,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 11.9 0.0 31.7 71.0 79.1 82.9 20.9 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 34 23 2 19 30 55 53 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 225,703 COMMITMENTS 56,187 83,237 963 123,535 88,641 180,685 172,841 45,018 52,862 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -2,630) -129 -11,988 -649 860 8,427 82 -4,210 -2,712 1,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 36.9 0.4 54.7 39.3 80.1 76.6 19.9 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 52 53 17 31 39 90 102 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 16,798 COMMITMENTS 12,683 7,231 0 1,740 8,103 14,423 15,334 2,375 1,464 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 3,839) 4,590 1,715 0 -1,011 1,962 3,579 3,677 260 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.5 43.0 0.0 10.4 48.2 85.9 91.3 14.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 11 0 5 10 18 21 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,648,113 COMMITMENTS 1334182 619,393 858,284 4612785 5278457 6805251 6756134 842,862 891,979 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 236,894) 248,409 58,949 38,199 -33,868 120,033 252,740 217,181 -15,846 19,713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 8.1 11.2 60.3 69.0 89.0 88.3 11.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 54 59 79 128 132 237 224 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 874,896 COMMITMENTS 63,843 98,538 26,471 636,298 609,334 726,612 734,343 148,284 140,552 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -8,530) -1,000 13,073 -5,110 4,749 -24,188 -1,361 -16,224 -7,168 7,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 11.3 3.0 72.7 69.6 83.1 83.9 16.9 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 523) 81 116 43 206 215 312 349 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 312,357 COMMITMENTS 23,041 43,428 1,029 217,161 183,180 241,231 227,637 71,126 84,720 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 3,961) 1,428 -4,559 22 1,802 656 3,252 -3,881 709 7,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 13.9 0.3 69.5 58.6 77.2 72.9 22.8 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 19 20 9 63 59 87 83 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,812,693 COMMITMENTS 309,841 381,383 21,377 2095686 2130772 2426904 2533532 385,789 279,161 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -62,453) -26,924 73,376 -10,875 14,733 -124,218 -23,066 -61,717 -39,387 -736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 13.6 0.8 74.5 75.8 86.3 90.1 13.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 478) 71 110 31 173 195 263 317 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 83,163 COMMITMENTS 7,116 7,593 726 64,841 71,548 72,683 79,867 10,480 3,296 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -5,517) -151 -268 -117 -6,319 -5,143 -6,587 -5,528 1,070 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 9.1 0.9 78.0 86.0 87.4 96.0 12.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 8 2 2 43 36 51 40 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,300 COMMITMENTS 11,722 19,242 1,103 52,671 48,496 65,496 68,841 10,805 7,459 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 4,176) 1,757 3,357 218 53 -1,683 2,028 1,892 2,148 2,284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 25.2 1.4 69.0 63.6 85.8 90.2 14.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 47 42 11 65 76 117 124 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,097 COMMITMENTS 0 1,758 0 6,539 10,246 6,539 12,004 6,558 1,093 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 2,019) -550 983 0 624 1,219 74 2,202 1,945 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.4 0.0 49.9 78.2 49.9 91.7 50.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 10 9 10 11 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 316,016 COMMITMENTS 61,925 90,737 2,198 230,660 191,249 294,783 284,184 21,233 31,832 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 10,785) 12,804 13,139 -178 -2,855 -14,511 9,771 -1,550 1,014 12,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 28.7 0.7 73.0 60.5 93.3 89.9 6.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 48 41 10 62 70 114 117 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 68,482 COMMITMENTS 35,209 11,729 163 11,605 40,217 46,977 52,109 21,505 16,373 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 3,610) 9,324 -6,910 -1,863 -4,575 13,244 2,886 4,471 724 -861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 17.1 0.2 16.9 58.7 68.6 76.1 31.4 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 20 12 2 11 19 33 31 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,746 COMMITMENTS 11,709 4,458 8 13,418 11,783 25,135 16,249 7,611 16,497 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 333) -967 -133 0 1,857 1,055 890 922 -557 -589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 13.6 0.0 41.0 36.0 76.8 49.6 23.2 50.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 16 8 1 16 13 32 22 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,855 COMMITMENTS 4,448 10,977 1,316 32,663 19,175 38,427 31,468 7,428 14,387 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 2,557) -1,050 1,974 1,044 4,532 -5,361 4,526 -2,343 -1,969 4,900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 23.9 2.9 71.2 41.8 83.8 68.6 16.2 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 15 2 21 20 30 35 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 34,261 COMMITMENTS 5,141 0 301 25,789 31,483 31,231 31,784 3,030 2,477 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -5,881) -2,862 -253 1 -2,563 -5,734 -5,424 -5,986 -457 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 0.0 0.9 75.3 91.9 91.2 92.8 8.8 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 0 2 18 23 24 25 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 26,361 COMMITMENTS 5,706 235 0 15,377 24,348 21,083 24,583 5,278 1,778 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 667) -93 -583 0 1,083 971 990 388 -323 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 0.9 0.0 58.3 92.4 80.0 93.3 20.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 1 0 18 16 28 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,123 COMMITMENTS 2,848 5,219 0 9,907 10,334 12,755 15,553 4,368 1,570 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,156) 335 81 0 -42 -15 293 66 863 1,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 30.5 0.0 57.9 60.4 74.5 90.8 25.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 7 0 9 3 18 10
Updated July 16, 2010