MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,133 COMMITMENTS 1,182 4,553 362 19,328 15,836 20,872 20,751 4,261 4,382 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -3,812) 57 -2,213 -180 -3,553 -922 -3,676 -3,315 -136 -497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 18.1 1.4 76.9 63.0 83.0 82.6 17.0 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 13 7 28 25 40 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 221,588 COMMITMENTS 62,316 37,348 44,603 91,870 104,864 198,789 186,815 22,799 34,773 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 19,504) 10,209 3,726 3,371 2,811 9,126 16,391 16,223 3,113 3,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 16.9 20.1 41.5 47.3 89.7 84.3 10.3 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 95 76 91 41 59 203 181 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 332,396 COMMITMENTS 129,288 54,094 48,086 128,019 170,510 305,393 272,690 27,003 59,706 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 2,486) 1,831 -5,484 4,001 -621 5,768 5,211 4,285 -2,725 -1,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 16.3 14.5 38.5 51.3 91.9 82.0 8.1 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 139 70 84 73 170 268 285 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,015 COMMITMENTS 3,728 3,993 1,474 2,757 2,830 7,959 8,297 2,056 1,718 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,326) 242 372 670 184 266 1,096 1,308 230 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 39.9 14.7 27.5 28.3 79.5 82.8 20.5 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 19 30 18 19 19 54 58 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,585 COMMITMENTS 14,632 7,034 3,549 11,784 8,020 29,965 18,603 7,620 18,982 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 328) -1,075 -246 653 547 -373 125 34 203 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 18.7 9.4 31.4 21.3 79.7 49.5 20.3 50.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 44 24 34 35 53 99 101 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,266 COMMITMENTS 8,292 120 602 19,069 32,456 27,963 33,178 5,303 88 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,156) 786 0 0 342 1,167 1,128 1,167 28 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 0.4 1.8 57.3 97.6 84.1 99.7 15.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 2 1 11 11 17 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 99,262 COMMITMENTS 40,335 6,153 135 18,145 77,619 58,615 83,907 40,647 15,355 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 14,141) 13,290 2,976 -88 -2,542 12,096 10,660 14,984 3,481 -843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 6.2 0.1 18.3 78.2 59.1 84.5 40.9 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 26 12 4 20 20 50 32 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,976 COMMITMENTS 20,302 4,079 8 22,236 45,511 42,546 49,598 15,430 8,378 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 2,254) 5,019 -4,988 6 -2,359 7,526 2,666 2,544 -412 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 7.0 0.0 38.4 78.5 73.4 85.5 26.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 16 5 2 11 14 27 21 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 92,249 COMMITMENTS 62,503 7,362 128 23,853 83,655 86,484 91,145 5,765 1,104 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 12,040) 10,719 896 128 1,398 11,688 12,245 12,712 -205 -672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.8 8.0 0.1 25.9 90.7 93.8 98.8 6.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 43 21 1 17 21 61 43 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 135,454 COMMITMENTS 31,058 31,308 533 82,832 78,143 114,423 109,984 21,031 25,470 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 12,884) 13,951 -3,739 37 -5,844 17,558 8,144 13,856 4,740 -972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 23.1 0.4 61.2 57.7 84.5 81.2 15.5 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 24 26 7 18 24 45 54 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 133,870 COMMITMENTS 61,723 13,725 62 42,108 92,011 103,893 105,798 29,977 28,072 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 9,275) 13,235 -4,842 -31 -5,888 13,416 7,316 8,543 1,959 732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 10.3 0.0 31.5 68.7 77.6 79.0 22.4 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 34 21 4 24 28 60 51 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 236,101 COMMITMENTS 60,410 67,707 2,116 127,496 116,469 190,022 186,292 46,079 49,809 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 3,908) 3,788 -10,254 325 -3,012 15,220 1,101 5,291 2,807 -1,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 28.7 0.9 54.0 49.3 80.5 78.9 19.5 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 51 43 22 35 43 93 101 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,399 COMMITMENTS 20,353 5,294 0 816 17,742 21,169 23,036 3,230 1,363 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,480) 1,955 570 0 -591 705 1,364 1,275 116 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.4 21.7 0.0 3.3 72.7 86.8 94.4 13.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 13 10 0 4 14 17 24 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,823,460 COMMITMENTS 1366968 658,954 935,849 4592285 5246281 6895102 6841084 928,358 982,376 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 50,988) 8,738 11,622 35,429 -24,917 -17,813 19,250 29,238 31,738 21,750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 8.4 12.0 58.7 67.1 88.1 87.4 11.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 52 58 75 127 134 228 225 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 865,807 COMMITMENTS 64,806 90,058 17,955 637,074 638,644 719,835 746,658 145,972 119,149 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,280) -462 -2,395 -7,272 414 11,187 -7,319 1,520 5,039 -3,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 10.4 2.1 73.6 73.8 83.1 86.2 16.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 506) 87 93 43 207 223 317 336 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 316,750 COMMITMENTS 20,031 36,738 1,125 219,884 208,129 241,040 245,992 75,710 70,758 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 4,754) -189 -4,912 27 2,480 11,843 2,318 6,958 2,436 -2,204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 11.6 0.4 69.4 65.7 76.1 77.7 23.9 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 13 20 7 65 56 83 78 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,745,286 COMMITMENTS 286,251 328,977 21,776 2085949 2152576 2393976 2503329 351,310 241,957 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -35,168) -21,582 -7,636 -16,275 -10,328 -3,281 -48,185 -27,192 13,017 -7,976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 12.0 0.8 76.0 78.4 87.2 91.2 12.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467) 82 87 33 175 204 273 308 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 87,222 COMMITMENTS 11,132 7,072 0 65,690 75,606 76,822 82,678 10,400 4,544 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,593) -342 -1,061 -163 -1,697 -747 -2,202 -1,971 609 378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 8.1 0.0 75.3 86.7 88.1 94.8 11.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 10 2 0 49 35 59 37 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 83,508 COMMITMENTS 18,264 13,702 1,128 53,678 63,307 73,069 78,137 10,439 5,372 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 5,303) 5,273 -1,207 258 -987 7,120 4,544 6,171 759 -868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 16.4 1.4 64.3 75.8 87.5 93.6 12.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 64 30 8 65 80 132 115 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,949 COMMITMENTS 985 2,497 0 7,307 10,257 8,292 12,754 5,657 1,195 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 530) 738 0 0 -294 550 444 550 86 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 17.9 0.0 52.4 73.5 59.4 91.4 40.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 10 12 11 13 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 347,797 COMMITMENTS 91,319 60,949 714 231,853 265,251 323,886 326,914 23,911 20,883 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 23,865) 26,366 -2,344 -2,402 -3,463 32,852 20,501 28,106 3,364 -4,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 17.5 0.2 66.7 76.3 93.1 94.0 6.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 64 30 7 59 74 125 109 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 99,149 COMMITMENTS 62,096 13,381 190 12,383 71,518 74,669 85,089 24,480 14,060 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 9,760) 10,814 2,632 -7 -475 8,685 10,332 11,310 -572 -1,550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.6 13.5 0.2 12.5 72.1 75.3 85.8 24.7 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 31 13 4 11 23 44 38 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,950 COMMITMENTS 7,343 4,271 8 14,693 11,405 22,044 15,684 9,906 16,266 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,351) -877 -58 0 200 403 -677 345 2,028 1,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 13.4 0.0 46.0 35.7 69.0 49.1 31.0 50.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 12 8 1 18 14 30 23 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,048 COMMITMENTS 3,615 5,248 557 38,347 22,862 42,519 28,667 7,529 21,381 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 2,045) -14 -710 -421 2,241 1,051 1,806 -80 239 2,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 10.5 1.1 76.6 45.7 85.0 57.3 15.0 42.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 7 11 1 21 20 29 31 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 31,315 COMMITMENTS 5,684 0 300 21,766 28,736 27,750 29,036 3,565 2,279 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,213) 945 -265 0 -3,661 -1,520 -2,716 -1,785 503 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 0.0 1.0 69.5 91.8 88.6 92.7 11.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 0 1 18 21 25 22 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 27,104 COMMITMENTS 6,790 204 0 14,555 25,149 21,345 25,353 5,759 1,751 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -123) -15 -207 0 -861 109 -876 -98 753 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 0.8 0.0 53.7 92.8 78.8 93.5 21.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 12 1 0 17 16 29 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,996 COMMITMENTS 4,217 3,716 3 10,566 11,331 14,786 15,050 1,210 946 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -5) 64 -390 3 -182 342 -115 -45 110 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 23.2 0.0 66.1 70.8 92.4 94.1 7.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 11 5 2 7 2 18 9
Updated August 6, 2010