MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,337 COMMITMENTS 1,028 2,744 1,219 21,412 19,174 23,659 23,137 4,678 5,200 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 1,644) 22 -468 585 816 1,276 1,423 1,393 221 251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 9.7 4.3 75.6 67.7 83.5 81.6 16.5 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 14 13 29 25 48 40 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 218,852 COMMITMENTS 63,884 29,708 44,182 88,270 110,195 196,336 184,085 22,516 34,767 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 373) 52 -1,370 204 -1,261 2,313 -1,005 1,147 1,378 -774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 13.6 20.2 40.3 50.4 89.7 84.1 10.3 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 99 56 90 37 60 190 178 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 349,496 COMMITMENTS 151,389 39,929 50,301 121,451 194,630 323,141 284,860 26,355 64,636 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 6,649) 9,062 -595 -1,306 -2,038 7,793 5,718 5,892 931 757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.3 11.4 14.4 34.8 55.7 92.5 81.5 7.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433) 156 66 88 71 181 276 300 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,650 COMMITMENTS 3,529 3,891 667 2,757 2,467 6,953 7,025 1,697 1,625 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -284) 5 -68 -177 -34 -72 -206 -317 -78 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 45.0 7.7 31.9 28.5 80.4 81.2 19.6 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 19 23 9 20 19 46 49 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,347 COMMITMENTS 16,074 7,391 4,806 10,160 7,749 31,040 19,946 6,307 17,401 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 41) 794 -138 -123 -343 651 328 390 -287 -349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 19.8 12.9 27.2 20.7 83.1 53.4 16.9 46.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 44 25 32 30 43 94 85 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 36,954 COMMITMENTS 2,009 177 605 21,925 36,030 24,539 36,812 12,415 142 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 769) -660 157 3 1,375 922 718 1,082 51 -313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.5 1.6 59.3 97.5 66.4 99.6 33.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 2 12 11 17 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 108,003 COMMITMENTS 26,957 31,721 888 42,949 56,058 70,794 88,667 37,209 19,336 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 13,027) 2,068 22,979 -484 9,309 -10,987 10,893 11,508 2,134 1,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 29.4 0.8 39.8 51.9 65.5 82.1 34.5 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 26 17 4 26 19 54 38 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 60,655 COMMITMENTS 21,185 6,904 15 20,988 43,980 42,188 50,899 18,467 9,756 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 3,339) 450 37 8 612 3,169 1,070 3,214 2,269 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 11.4 0.0 34.6 72.5 69.6 83.9 30.4 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 16 8 3 10 15 28 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 91,104 COMMITMENTS 38,731 17,727 259 48,027 70,366 87,017 88,352 4,087 2,752 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -10,664) -29,640 8,726 134 19,544 -20,163 -9,962 -11,303 -702 639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 19.5 0.3 52.7 77.2 95.5 97.0 4.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 35 22 3 22 16 58 40 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 144,196 COMMITMENTS 23,052 38,318 162 96,716 77,121 119,930 115,601 24,266 28,595 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 4,863) -5,459 5,442 -62 10,205 -5,859 4,684 -479 179 5,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 26.6 0.1 67.1 53.5 83.2 80.2 16.8 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 20 25 7 24 25 46 55 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 139,079 COMMITMENTS 61,219 11,315 1,075 48,388 94,844 110,682 107,234 28,397 31,845 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -1,049) -1,867 -702 541 3,528 9 2,202 -152 -3,251 -897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 8.1 0.8 34.8 68.2 79.6 77.1 20.4 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 35 19 5 23 27 59 50 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 241,133 COMMITMENTS 51,099 76,668 2,181 143,877 112,447 197,157 191,296 43,976 49,837 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -4,315) -3,492 474 983 1,047 -5,854 -1,462 -4,397 -2,853 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 31.8 0.9 59.7 46.6 81.8 79.3 18.2 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 48 49 21 38 44 92 109 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,099 COMMITMENTS 12,193 5,236 0 4,956 12,678 17,149 17,914 2,950 2,185 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -172) -2,738 988 0 2,959 -1,120 221 -132 -393 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.7 26.1 0.0 24.7 63.1 85.3 89.1 14.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 11 0 11 9 22 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,875,678 COMMITMENTS 1425693 748,586 917,826 4655825 5338637 6999344 7005049 876,334 870,629 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -22,592) -58,180 49,592 -23,523 75,351 8,135 -6,352 34,204 -16,240 -56,796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 9.5 11.7 59.1 67.8 88.9 88.9 11.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 55 55 83 135 138 239 237 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 938,443 COMMITMENTS 67,684 104,198 53,314 708,129 689,249 829,127 846,761 109,316 91,682 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 27,913) 834 7,809 8,260 26,564 19,196 35,657 35,264 -7,744 -7,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 11.1 5.7 75.5 73.4 88.4 90.2 11.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 537) 87 110 43 218 236 328 366 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 329,914 COMMITMENTS 17,507 73,649 825 234,110 212,546 252,442 287,020 77,472 42,894 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 7,208) 545 10,207 35 4,150 5,710 4,730 15,952 2,478 -8,744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 22.3 0.3 71.0 64.4 76.5 87.0 23.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 15 19 7 63 64 82 86 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,042,646 COMMITMENTS 486,929 388,787 26,403 2370094 2383516 2883426 2798706 159,220 243,940 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 103,525) 42,466 29,031 100 112,070 67,429 154,636 96,560 -51,111 6,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 12.8 0.9 77.9 78.3 94.8 92.0 5.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 490) 78 101 28 184 215 278 328 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 87,342 COMMITMENTS 9,542 8,023 107 66,899 74,787 76,548 82,917 10,794 4,425 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -1,336) 201 -324 -343 -1,516 -358 -1,658 -1,025 322 -311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 9.2 0.1 76.6 85.6 87.6 94.9 12.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 8 3 2 47 32 56 36 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 96,738 COMMITMENTS 6,865 22,112 2,355 78,169 64,814 87,389 89,281 9,349 7,457 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 3,346) -3,693 3,220 246 6,497 -623 3,051 2,844 295 502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 22.9 2.4 80.8 67.0 90.3 92.3 9.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 43 54 12 74 82 122 143 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 25,275 COMMITMENTS 0 3,973 0 18,981 19,966 18,981 23,939 6,294 1,336 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 2,424) 0 246 0 1,615 1,672 1,615 1,918 809 506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.7 0.0 75.1 79.0 75.1 94.7 24.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 9 14 9 16 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 357,315 COMMITMENTS 44,167 100,534 1,934 295,939 224,240 342,040 326,708 15,275 30,607 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 4,610) -16,003 17,330 -1,228 24,412 -11,474 7,181 4,628 -2,571 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 28.1 0.5 82.8 62.8 95.7 91.4 4.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 43 54 11 69 73 117 133 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 102,439 COMMITMENTS 54,261 10,453 2,006 22,236 74,235 78,503 86,694 23,936 15,745 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -4,995) -4,201 -992 336 -2,318 -4,665 -6,183 -5,321 1,188 326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 10.2 2.0 21.7 72.5 76.6 84.6 23.4 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 28 12 6 15 20 46 35 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,031 COMMITMENTS 5,699 5,764 0 18,124 10,382 23,823 16,146 8,208 15,885 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -841) -729 354 -206 660 -569 -275 -421 -566 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 18.0 0.0 56.6 32.4 74.4 50.4 25.6 49.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 13 10 0 23 14 36 24 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,513 COMMITMENTS 5,887 4,511 619 38,657 33,043 45,163 38,173 9,350 16,340 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -435) 357 783 -753 1,855 1,901 1,459 1,931 -1,894 -2,366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 8.3 1.1 70.9 60.6 82.8 70.0 17.2 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 9 1 20 27 30 36 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 34,750 COMMITMENTS 6,444 580 300 24,734 32,061 31,478 32,941 3,272 1,809 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -68) 817 202 0 -564 -322 253 -120 -321 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 1.7 0.9 71.2 92.3 90.6 94.8 9.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 2 1 19 18 27 21 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 26,930 COMMITMENTS 5,974 481 0 15,523 24,298 21,497 24,779 5,433 2,151 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -599) 176 39 0 -637 -608 -461 -569 -138 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 1.8 0.0 57.6 90.2 79.8 92.0 20.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 2 0 18 16 29 18 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 13,933 COMMITMENTS 3,231 4,828 0 9,914 8,324 13,145 13,152 788 781 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -16) -135 74 0 172 -140 37 -66 -53 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 34.7 0.0 71.2 59.7 94.3 94.4 5.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 5 0 8 1 16 6
Updated September 3, 2010