BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,761 COMMITMENTS 96 0 22 2,764 3,386 2,882 3,408 879 353 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 12) 0 0 0 19 3 19 3 -7 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.6 73.5 90.0 76.6 90.6 23.4 9.4 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 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,799 COMMITMENTS 686 6,661 517 22,536 15,951 23,739 23,129 4,060 4,670 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,039) 121 163 128 728 1,335 977 1,626 62 -587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 24.0 1.9 81.1 57.4 85.4 83.2 14.6 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 7 15 12 29 25 47 42 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 199,120 COMMITMENTS 50,216 30,653 43,412 87,045 95,060 180,673 169,125 18,447 29,995 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 9,526) 4,164 -2,612 7,347 -417 5,711 11,094 10,446 -1,568 -920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 15.4 21.8 43.7 47.7 90.7 84.9 9.3 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 85 68 83 43 64 175 185 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 323,008 COMMITMENTS 118,136 55,938 44,055 130,786 162,626 292,977 262,619 30,031 60,389 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 8,298) 5,153 -2,490 3,964 -679 7,801 8,438 9,275 -140 -977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 17.3 13.6 40.5 50.3 90.7 81.3 9.3 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 124 69 94 74 166 254 293 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,312 COMMITMENTS 3,559 3,479 654 2,504 2,449 6,717 6,582 1,595 1,730 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -192) -116 -110 59 -58 -221 -115 -272 -77 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 41.9 7.9 30.1 29.5 80.8 79.2 19.2 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 27 9 13 16 39 46 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,244 COMMITMENTS 16,046 7,172 3,020 11,156 9,440 30,222 19,632 7,022 17,612 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -1,602) -43 70 -164 -1,282 -659 -1,489 -753 -113 -849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 19.3 8.1 30.0 25.3 81.1 52.7 18.9 47.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 45 23 26 36 53 93 95 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,541 COMMITMENTS 6,210 120 602 18,490 29,726 25,302 30,448 5,239 93 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,016) 1,423 -842 0 -374 1,991 1,049 1,149 -33 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 0.4 2.0 60.5 97.3 82.8 99.7 17.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 2 1 11 10 17 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 83,317 COMMITMENTS 23,739 7,315 24 21,328 60,385 45,091 67,724 38,226 15,593 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -4,077) -4,213 1,401 3 -1,947 -5,656 -6,157 -4,252 2,080 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 8.8 0.0 25.6 72.5 54.1 81.3 45.9 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 17 12 3 21 21 40 34 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,918 COMMITMENTS 19,977 4,864 3 20,185 41,191 40,165 46,058 14,753 8,860 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,862) 1,740 1,217 3 -401 1,287 1,342 2,507 520 -645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 8.9 0.0 36.8 75.0 73.1 83.9 26.9 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 17 5 1 9 13 26 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 72,072 COMMITMENTS 43,551 7,665 0 23,813 62,872 67,364 70,537 4,708 1,535 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 7,857) 6,721 -1,030 -1 949 9,033 7,669 8,002 188 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.4 10.6 0.0 33.0 87.2 93.5 97.9 6.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 29 15 0 18 19 47 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 124,904 COMMITMENTS 16,448 43,215 581 92,451 58,754 109,480 102,550 15,424 22,354 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -6,776) 947 -6,957 151 -6,184 6,742 -5,086 -64 -1,690 -6,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 34.6 0.5 74.0 47.0 87.7 82.1 12.3 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 17 31 6 18 29 39 62 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 127,658 COMMITMENTS 54,733 13,822 123 43,093 90,752 97,949 104,697 29,709 22,961 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -6,007) -8,472 -2,024 71 682 -4,192 -7,719 -6,145 1,712 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 10.8 0.1 33.8 71.1 76.7 82.0 23.3 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 34 22 5 21 31 58 55 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 230,118 COMMITMENTS 55,008 79,259 1,990 130,879 97,825 187,877 179,074 42,241 51,044 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 4,415) -1,179 -3,978 1,027 7,344 9,184 7,192 6,233 -2,777 -1,818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 34.4 0.9 56.9 42.5 81.6 77.8 18.4 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 47 48 22 33 41 87 104 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 18,631 COMMITMENTS 14,523 5,550 0 1,511 11,887 16,034 17,437 2,597 1,194 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,833) 1,840 -1,681 0 -229 3,784 1,611 2,103 222 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.0 29.8 0.0 8.1 63.8 86.1 93.6 13.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 10 0 4 12 17 22 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,729,322 COMMITMENTS 1265874 588,719 875,774 4766542 5361040 6908190 6825533 821,132 903,789 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 81,209) -68,308 -30,674 17,490 153,757 82,583 102,939 69,399 -21,730 11,810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 7.6 11.3 61.7 69.4 89.4 88.3 10.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 56 57 76 131 135 238 225 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 870,890 COMMITMENTS 66,009 95,334 30,477 633,554 619,374 730,040 745,185 140,850 125,705 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -4,006) 2,166 -3,204 4,006 -2,744 10,039 3,428 10,842 -7,434 -14,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 10.9 3.5 72.7 71.1 83.8 85.6 16.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 515) 80 103 48 203 222 312 344 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 307,963 COMMITMENTS 18,554 49,541 1,156 214,853 186,062 234,563 236,759 73,400 71,204 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -4,394) -4,487 6,113 127 -2,308 2,882 -6,668 9,122 2,274 -13,516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 16.1 0.4 69.8 60.4 76.2 76.9 23.8 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 12 21 8 62 56 80 79 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,814,633 COMMITMENTS 354,454 346,145 29,426 2093505 2166559 2477385 2542130 337,248 272,503 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,940) 44,613 -35,238 8,049 -2,181 35,787 50,481 8,598 -48,541 -6,658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 12.3 1.0 74.4 77.0 88.0 90.3 12.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 474) 76 95 38 169 205 268 315 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 84,446 COMMITMENTS 8,228 7,854 569 65,416 71,815 74,213 80,238 10,233 4,208 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,283) 1,112 261 -157 575 267 1,530 371 -247 912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 9.3 0.7 77.5 85.0 87.9 95.0 12.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 9 3 2 45 35 54 40 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,812 COMMITMENTS 12,255 13,721 1,498 53,057 53,845 66,810 69,064 10,003 7,748 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 512) 533 -5,521 395 386 5,349 1,314 223 -802 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 17.9 1.9 69.1 70.1 87.0 89.9 13.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 50 38 13 60 82 114 130 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,807 COMMITMENTS 0 3,444 0 7,741 8,991 7,741 12,435 6,066 1,372 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 710) 0 1,686 0 1,202 -1,255 1,202 431 -492 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.9 0.0 56.1 65.1 56.1 90.1 43.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 0 11 9 11 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 315,026 COMMITMENTS 65,093 55,207 3,669 226,581 224,268 295,343 283,144 19,683 31,882 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -990) 3,168 -35,530 1,471 -4,079 33,019 560 -1,040 -1,550 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 17.5 1.2 71.9 71.2 93.8 89.9 6.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 52 37 11 56 78 110 124 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 80,302 COMMITMENTS 45,253 12,367 161 11,829 50,979 57,243 63,507 23,059 16,795 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 11,820) 10,044 638 -2 224 10,762 10,266 11,398 1,554 422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.4 15.4 0.2 14.7 63.5 71.3 79.1 28.7 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 23 11 3 10 21 35 33 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 29,643 COMMITMENTS 9,279 4,862 8 12,741 10,221 22,028 15,091 7,615 14,552 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -3,103) -2,430 404 0 -677 -1,562 -3,107 -1,158 4 -1,945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 16.4 0.0 43.0 34.5 74.3 50.9 25.7 49.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 10 1 15 12 27 23 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,526 COMMITMENTS 4,051 8,115 873 34,026 21,986 38,950 30,974 6,576 14,552 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -329) -397 -2,862 -443 1,363 2,811 523 -494 -852 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 17.8 1.9 74.7 48.3 85.6 68.0 14.4 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 14 2 18 24 26 38 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 35,944 COMMITMENTS 6,017 0 300 26,175 33,682 32,492 33,982 3,452 1,962 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,683) 876 0 -1 386 2,199 1,261 2,198 422 -515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 0.0 0.8 72.8 93.7 90.4 94.5 9.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 0 1 20 24 27 25 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 26,710 COMMITMENTS 5,830 643 0 15,491 23,947 21,321 24,590 5,389 2,120 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 349) 124 408 0 114 -401 238 7 111 342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 2.4 0.0 58.0 89.7 79.8 92.1 20.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 2 0 16 16 26 18 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,223 COMMITMENTS 4,145 4,242 0 11,052 10,989 15,197 15,231 1,026 992 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -900) 1,297 -977 0 1,145 655 2,442 -322 -3,342 -578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 26.1 0.0 68.1 67.7 93.7 93.9 6.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 8 0 9 1 18 9
Updated July 23, 2010