MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,693 COMMITMENTS 1,006 3,212 634 20,596 17,898 22,236 21,744 4,457 4,949 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 725) -43 -487 233 318 666 508 412 217 313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 12.0 2.4 77.2 67.1 83.3 81.5 16.7 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 6 14 11 28 25 45 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 218,479 COMMITMENTS 63,832 31,078 43,978 89,531 107,882 197,341 182,938 21,138 35,541 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 17,433) 7,199 -955 6,792 2,994 9,313 16,985 15,150 448 2,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 14.2 20.1 41.0 49.4 90.3 83.7 9.7 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 91 61 85 36 58 183 168 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 342,847 COMMITMENTS 142,327 40,524 51,607 123,489 186,837 317,423 278,968 25,424 63,879 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 5,247) 10,537 -4,616 -1,186 -1,848 10,068 7,503 4,266 -2,256 981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 11.8 15.1 36.0 54.5 92.6 81.4 7.4 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426) 156 61 86 72 177 274 293 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,934 COMMITMENTS 3,524 3,959 844 2,791 2,539 7,159 7,342 1,775 1,592 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -907) -131 -520 -279 -308 53 -718 -746 -189 -161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 44.3 9.4 31.2 28.4 80.1 82.2 19.9 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 19 23 12 21 21 49 50 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,306 COMMITMENTS 15,280 7,529 4,929 10,503 7,098 30,712 19,556 6,594 17,750 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 5,030) 3,441 790 1,575 -362 598 4,654 2,963 376 2,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 20.2 13.2 28.2 19.0 82.3 52.4 17.7 47.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 44 23 35 36 46 101 90 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 36,185 COMMITMENTS 2,669 20 602 20,550 35,108 23,821 35,730 12,364 455 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 1,449) -5,831 0 0 933 1,130 -4,898 1,130 6,347 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 0.1 1.7 56.8 97.0 65.8 98.7 34.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 1 12 11 17 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 94,976 COMMITMENTS 24,889 8,742 1,372 33,640 67,045 59,901 77,159 35,075 17,817 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 68) -9,557 3,810 372 10,734 -6,358 1,549 -2,176 -1,481 2,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 9.2 1.4 35.4 70.6 63.1 81.2 36.9 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 22 10 3 26 17 50 28 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,316 COMMITMENTS 20,735 6,867 7 20,376 40,811 41,118 47,685 16,198 9,631 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 2,756) 2,694 576 -2 -452 2,691 2,240 3,265 516 -509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 12.0 0.0 35.6 71.2 71.7 83.2 28.3 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 17 7 1 9 15 26 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 101,768 COMMITMENTS 68,371 9,001 125 28,483 90,529 96,979 99,655 4,789 2,113 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -9,964) -12,816 -1,633 125 4,132 -8,923 -8,559 -10,431 -1,405 467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.2 8.8 0.1 28.0 89.0 95.3 97.9 4.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 40 18 1 21 18 62 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 139,333 COMMITMENTS 28,511 32,876 224 86,511 82,980 115,246 116,080 24,087 23,253 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -2,108) -2,956 -3,022 62 2,541 498 -353 -2,462 -1,755 354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 23.6 0.2 62.1 59.6 82.7 83.3 17.3 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 22 25 6 21 25 45 54 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 140,128 COMMITMENTS 63,086 12,017 534 44,860 94,835 108,480 107,386 31,648 32,742 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 2,483) 341 -759 477 -869 781 -51 499 2,534 1,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 8.6 0.4 32.0 67.7 77.4 76.6 22.6 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 33 21 4 23 28 58 51 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 245,448 COMMITMENTS 54,591 76,194 1,198 142,830 118,301 198,619 195,693 46,829 49,755 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -4,642) -6,733 243 -53 5,573 -5,814 -1,213 -5,624 -3,429 982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 31.0 0.5 58.2 48.2 80.9 79.7 19.1 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 47 51 15 37 43 87 106 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,271 COMMITMENTS 14,931 4,248 0 1,997 13,798 16,928 18,046 3,343 2,225 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -3,356) -2,664 -1,208 0 -1,232 -2,608 -3,896 -3,816 540 460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.7 21.0 0.0 9.9 68.1 83.5 89.0 16.5 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 8 0 7 12 17 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,898,270 COMMITMENTS 1483873 698,994 941,349 4580474 5330502 7005696 6970845 892,574 927,425 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 37,937) 47,209 19,564 -10,509 -27,634 -50 9,066 9,005 28,871 28,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 8.8 11.9 58.0 67.5 88.7 88.3 11.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 55 52 80 135 140 239 234 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 910,530 COMMITMENTS 66,850 96,389 45,055 681,565 670,053 793,470 811,497 117,060 99,033 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 25,906) -5,123 6,030 14,687 31,090 19,610 40,654 40,326 -14,747 -14,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 10.6 4.9 74.9 73.6 87.1 89.1 12.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529) 85 104 41 216 228 324 350 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 322,706 COMMITMENTS 16,962 63,442 790 229,960 206,836 247,712 271,068 74,994 51,638 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,427) -4,300 13,737 -334 7,088 4,560 2,454 17,963 973 -14,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 19.7 0.2 71.3 64.1 76.8 84.0 23.2 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 12 20 7 66 59 83 81 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,939,121 COMMITMENTS 444,463 359,756 26,303 2258024 2316087 2728790 2702146 210,331 236,975 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 112,396) 78,080 43,657 -7,090 120,008 75,250 190,998 111,817 -78,602 579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 12.2 0.9 76.8 78.8 92.8 91.9 7.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483) 80 93 30 182 210 277 318 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 88,678 COMMITMENTS 9,341 8,347 450 68,415 75,145 78,206 83,942 10,472 4,736 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 736) -2,434 954 419 3,278 -742 1,263 631 -527 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 9.4 0.5 77.1 84.7 88.2 94.7 11.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 10 4 1 50 33 60 38 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 93,392 COMMITMENTS 10,558 18,892 2,108 71,671 65,437 84,338 86,437 9,054 6,955 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 6,629) -6,078 4,333 1,171 12,197 1,108 7,290 6,612 -660 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 20.2 2.3 76.7 70.1 90.3 92.6 9.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 52 47 15 71 76 128 134 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,851 COMMITMENTS 0 3,727 0 17,366 18,294 17,366 22,021 5,485 830 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 5,497) -738 1,230 0 6,658 4,841 5,920 6,071 -423 -574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.3 0.0 76.0 80.1 76.0 96.4 24.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 11 13 11 15 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 352,705 COMMITMENTS 60,170 83,204 3,162 271,527 235,714 334,859 322,080 17,846 30,625 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 5,662) -22,442 19,774 1,595 27,696 -18,665 6,849 2,704 -1,187 2,958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 23.6 0.9 77.0 66.8 94.9 91.3 5.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 52 47 15 65 68 122 126 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 107,434 COMMITMENTS 58,462 11,445 1,670 24,554 78,900 84,686 92,015 22,748 15,419 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -12,895) -12,558 -1,878 1,110 2,501 -11,961 -8,947 -12,729 -3,948 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 10.7 1.6 22.9 73.4 78.8 85.6 21.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 31 13 7 16 19 50 36 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,872 COMMITMENTS 6,428 5,410 206 17,464 10,951 24,098 16,567 8,774 16,305 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,121) 182 524 206 2,612 787 3,000 1,517 121 1,604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 16.5 0.6 53.1 33.3 73.3 50.4 26.7 49.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 13 11 1 22 16 35 28 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,948 COMMITMENTS 5,530 3,728 1,372 36,802 31,142 43,704 36,242 11,244 18,706 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 2,379) 191 69 636 -541 2,216 286 2,921 2,093 -542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 6.8 2.5 67.0 56.7 79.5 66.0 20.5 34.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 9 9 1 19 27 29 36 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 34,818 COMMITMENTS 5,627 378 300 25,298 32,383 31,225 33,061 3,593 1,757 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 56) -624 50 0 277 12 -347 62 403 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 1.1 0.9 72.7 93.0 89.7 95.0 10.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 1 1 20 19 27 21 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 27,529 COMMITMENTS 5,798 442 0 16,160 24,906 21,958 25,348 5,571 2,181 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 434) -364 238 0 1,484 308 1,120 546 -686 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 1.6 0.0 58.7 90.5 79.8 92.1 20.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 2 0 19 16 29 18 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 13,949 COMMITMENTS 3,366 4,754 0 9,742 8,464 13,108 13,218 841 731 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -2,038) -835 1,719 -47 -378 -3,151 -1,260 -1,479 -778 -559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 34.1 0.0 69.8 60.7 94.0 94.8 6.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 6 0 7 2 15 8
Updated August 27, 2010