MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,390 COMMITMENTS 1,025 4,238 320 19,879 16,463 21,224 21,021 4,166 4,369 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 257) -157 -315 -42 551 627 352 270 -95 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 16.7 1.3 78.3 64.8 83.6 82.8 16.4 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 14 7 27 25 38 40 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 212,639 COMMITMENTS 61,636 32,830 38,773 89,432 105,014 189,841 176,617 22,798 36,022 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -8,949) -680 -4,518 -5,830 -2,438 150 -8,948 -10,198 -1 1,249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 15.4 18.2 42.1 49.4 89.3 83.1 10.7 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 92 72 86 39 60 190 176 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 338,562 COMMITMENTS 130,654 44,925 51,879 124,724 175,953 307,257 272,757 31,305 65,805 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 6,166) 1,366 -9,169 3,793 -3,295 5,443 1,864 67 4,302 6,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 13.3 15.3 36.8 52.0 90.8 80.6 9.2 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414) 141 68 90 68 172 265 293 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,049 COMMITMENTS 3,733 4,153 1,318 2,887 2,777 7,938 8,248 2,111 1,801 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 34) 5 160 -156 130 -53 -21 -49 55 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 41.3 13.1 28.7 27.6 79.0 82.1 21.0 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 21 28 17 20 22 57 59 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,697 COMMITMENTS 12,137 7,025 3,354 11,165 6,464 26,656 16,843 7,041 16,854 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -3,888) -2,495 -9 -195 -619 -1,556 -3,309 -1,760 -579 -2,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 20.8 10.0 33.1 19.2 79.1 50.0 20.9 50.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 35 28 33 39 45 97 91 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,319 COMMITMENTS 9,754 20 602 18,707 33,580 29,063 34,202 5,256 117 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,053) 1,462 -100 0 -362 1,124 1,100 1,024 -47 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 0.1 1.8 54.5 97.8 84.7 99.7 15.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 1 1 11 11 17 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 105,543 COMMITMENTS 46,616 5,437 674 16,265 85,481 63,555 91,592 41,988 13,951 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 6,281) 6,281 -716 539 -1,880 7,862 4,940 7,685 1,341 -1,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 5.2 0.6 15.4 81.0 60.2 86.8 39.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 33 5 6 17 20 51 30 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,566 COMMITMENTS 16,775 5,874 7 22,171 36,144 38,953 42,025 13,613 10,541 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -5,410) -3,527 1,795 -1 -65 -9,367 -3,593 -7,573 -1,817 2,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 11.2 0.0 42.2 68.8 74.1 79.9 25.9 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 17 5 1 10 14 27 20 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 110,281 COMMITMENTS 80,624 8,255 234 23,698 100,737 104,556 109,226 5,725 1,055 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 18,032) 18,121 893 106 -155 17,082 18,072 18,081 -40 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.1 7.5 0.2 21.5 91.3 94.8 99.0 5.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 44 14 2 16 23 61 39 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 142,227 COMMITMENTS 35,915 30,894 63 82,534 87,126 118,512 118,083 23,715 24,144 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 6,773) 4,857 -414 -470 -298 8,983 4,089 8,099 2,684 -1,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 21.7 0.0 58.0 61.3 83.3 83.0 16.7 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 26 22 6 19 23 46 50 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 136,999 COMMITMENTS 65,314 12,836 69 42,754 95,218 108,137 108,123 28,862 28,876 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 3,129) 3,591 -889 7 646 3,207 4,244 2,325 -1,115 804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 9.4 0.1 31.2 69.5 78.9 78.9 21.1 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 36 20 3 25 31 63 52 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 234,276 COMMITMENTS 55,797 59,528 1,314 132,681 127,762 189,792 188,604 44,484 45,672 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -1,825) -4,613 -8,179 -802 5,185 11,293 -230 2,312 -1,595 -4,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 25.4 0.6 56.6 54.5 81.0 80.5 19.0 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 49 43 21 38 43 92 102 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,036 COMMITMENTS 18,992 6,448 744 1,889 16,756 21,625 23,948 3,411 1,088 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 637) -1,361 1,154 744 1,073 -986 456 912 181 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.9 25.8 3.0 7.5 66.9 86.4 95.7 13.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 15 12 1 5 15 20 28 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,941,964 COMMITMENTS 1468700 705,965 953,197 4574675 5342161 6996572 7001323 945,392 940,641 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 118,504) 101,732 47,011 17,348 -17,610 95,880 101,470 160,239 17,034 -41,735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 8.9 12.0 57.6 67.3 88.1 88.2 11.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 54 56 74 126 133 227 224 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 870,141 COMMITMENTS 67,131 91,966 20,701 644,384 647,077 732,216 759,745 137,925 110,396 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 4,334) 2,325 1,908 2,746 7,310 8,433 12,381 13,087 -8,047 -8,753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 10.6 2.4 74.1 74.4 84.1 87.3 15.9 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518) 90 99 45 202 223 317 342 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 319,734 COMMITMENTS 20,825 41,113 1,110 221,158 212,768 243,093 254,991 76,641 64,743 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 2,984) 794 4,375 -15 1,274 4,639 2,053 8,999 931 -6,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 12.9 0.3 69.2 66.5 76.0 79.8 24.0 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 14 23 8 62 54 82 79 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,752,036 COMMITMENTS 306,101 328,840 23,384 2116131 2171546 2445616 2523770 306,420 228,266 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 6,750) 19,850 -137 1,608 30,182 18,970 51,640 20,441 -44,890 -13,691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 11.9 0.8 76.9 78.9 88.9 91.7 11.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476) 84 92 31 170 206 271 312 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 89,146 COMMITMENTS 12,931 7,097 0 65,046 77,485 77,977 84,582 11,169 4,564 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,924) 1,799 25 0 -644 1,879 1,155 1,904 769 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 8.0 0.0 73.0 86.9 87.5 94.9 12.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 10 2 0 48 35 58 37 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 86,874 COMMITMENTS 20,826 13,307 1,674 54,320 66,199 76,820 81,180 10,053 5,693 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 3,365) 2,562 -395 546 643 2,892 3,751 3,043 -386 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 15.3 1.9 62.5 76.2 88.4 93.4 11.6 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 64 32 7 69 82 135 119 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 14,399 COMMITMENTS 1,477 2,497 0 7,328 10,749 8,805 13,246 5,594 1,153 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 450) 492 0 0 21 492 513 492 -63 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 17.3 0.0 50.9 74.7 61.2 92.0 38.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 11 11 12 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 362,373 COMMITMENTS 103,823 61,128 1,292 234,962 277,251 340,077 339,671 22,296 22,702 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 14,576) 12,504 179 578 3,109 12,000 16,191 12,757 -1,615 1,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 16.9 0.4 64.8 76.5 93.8 93.7 6.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 63 33 6 63 76 128 113 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,049 COMMITMENTS 68,353 13,983 157 19,236 83,895 87,746 98,035 26,303 16,014 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 14,900) 6,257 602 -33 6,853 12,377 13,077 12,946 1,823 1,954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.9 12.3 0.1 16.9 73.6 76.9 86.0 23.1 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 30 13 2 15 19 46 33 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,327 COMMITMENTS 6,625 4,917 0 14,569 10,043 21,194 14,960 9,133 15,367 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -1,623) -718 646 -8 -124 -1,362 -850 -724 -773 -899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 16.2 0.0 48.0 33.1 69.9 49.3 30.1 50.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 14 9 0 18 13 32 22 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,273 COMMITMENTS 4,194 3,643 641 39,519 23,214 44,354 27,498 7,919 24,775 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 2,225) 579 -1,605 84 1,172 352 1,835 -1,169 390 3,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 7.0 1.2 75.6 44.4 84.9 52.6 15.1 47.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 13 1 22 21 31 34 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 30,509 COMMITMENTS 4,602 266 300 22,245 27,809 27,147 28,375 3,362 2,134 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -806) -1,082 266 0 479 -927 -603 -661 -203 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 0.9 1.0 72.9 91.2 89.0 93.0 11.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 1 1 17 20 23 22 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 27,515 COMMITMENTS 6,620 204 0 15,088 24,696 21,708 24,900 5,807 2,615 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 411) -170 0 0 533 -453 363 -453 48 864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 0.7 0.0 54.8 89.8 78.9 90.5 21.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 12 1 0 17 15 29 16 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,987 COMMITMENTS 4,201 3,035 47 10,120 11,615 14,368 14,697 1,619 1,290 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -9) -16 -681 44 -446 284 -418 -353 409 344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 19.0 0.3 63.3 72.7 89.9 91.9 10.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 11 5 2 8 4 19 11
Updated August 13, 2010