BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,219 COMMITMENTS 60 0 0 3,252 4,032 3,312 4,032 906 187 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 84) 0 0 0 129 83 129 83 -44 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 77.1 95.6 78.5 95.6 21.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 8 16 8 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,015 COMMITMENTS 851 4,766 7,417 27,216 18,706 35,485 30,890 4,530 9,125 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -312) -62 -118 -186 -38 -14 -287 -318 -25 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 11.9 18.5 68.0 46.7 88.7 77.2 11.3 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 11 14 17 40 30 58 54 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 214,861 COMMITMENTS 47,810 21,527 51,058 93,325 110,727 192,193 183,312 22,667 31,549 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -2,157) 3,579 6,565 -3,470 -1,576 478 -1,467 3,573 -690 -5,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 10.0 23.8 43.4 51.5 89.5 85.3 10.5 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 83 61 93 55 63 190 178 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 387,493 COMMITMENTS 113,465 34,680 99,817 145,957 184,868 359,239 319,365 28,254 68,128 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -1,821) -1,526 5,796 -1,034 404 -5,239 -2,156 -477 336 -1,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 8.9 25.8 37.7 47.7 92.7 82.4 7.3 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 140 63 121 93 164 278 311 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,813 COMMITMENTS 3,421 2,639 1,611 2,825 3,651 7,857 7,902 1,956 1,912 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -375) 84 515 -454 -75 -218 -446 -157 71 -218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 26.9 16.4 28.8 37.2 80.1 80.5 19.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 19 24 16 18 18 46 52 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,740 COMMITMENTS 14,262 4,823 5,369 10,983 8,075 30,614 18,266 7,126 19,473 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 944) -111 -289 474 412 107 775 292 169 652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 12.8 14.2 29.1 21.4 81.1 48.4 18.9 51.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 38 26 24 47 54 97 93 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,282 COMMITMENTS 3,699 982 721 21,232 26,567 25,652 28,270 5,630 3,012 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 2,020) 0 17 4 2,010 -629 2,014 -608 6 2,628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 3.1 2.3 67.9 84.9 82.0 90.4 18.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 3 2 14 11 21 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 142,142 COMMITMENTS 37,675 8,999 13,748 52,697 101,383 104,120 124,130 38,022 18,012 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 7,288) 692 -3,436 3,099 3,351 5,967 7,142 5,630 146 1,658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 6.3 9.7 37.1 71.3 73.3 87.3 26.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 21 15 17 26 24 57 46 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,921 COMMITMENTS 8,746 25,208 1,818 28,461 5,084 39,025 32,111 7,896 14,810 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -15,331) -5,282 -178 -1 -8,108 -11,547 -13,391 -11,725 -1,940 -3,606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 53.7 3.9 60.7 10.8 83.2 68.4 16.8 31.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 20 9 10 8 25 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 52,676 COMMITMENTS 33,414 5,117 28 14,151 46,245 47,593 51,390 5,083 1,286 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -35,586) 9,165 -1,706 -423 -45,472 -32,745 -36,730 -34,874 1,144 -712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.4 9.7 0.1 26.9 87.8 90.3 97.6 9.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 26 17 1 13 16 39 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 135,229 COMMITMENTS 14,529 62,966 9,671 95,611 28,336 119,811 100,973 15,418 34,256 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -47,917) -1,289 -27,213 -3,024 -41,886 -12,374 -46,199 -42,611 -1,718 -5,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 46.6 7.2 70.7 21.0 88.6 74.7 11.4 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 14 49 24 16 28 45 86 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 94,986 COMMITMENTS 25,040 27,703 7,784 45,500 29,106 78,324 64,593 16,663 30,393 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -51,058) -4,058 -12,731 -1,435 -41,526 -36,688 -47,019 -50,854 -4,040 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 29.2 8.2 47.9 30.6 82.5 68.0 17.5 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 21 32 16 25 24 54 64 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 299,997 COMMITMENTS 48,240 103,339 56,561 146,232 76,259 251,034 236,159 48,964 63,838 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -84,425) -385 -45,844 -11,767 -63,684 -33,191 -75,836 -90,803 -8,589 6,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 34.4 18.9 48.7 25.4 83.7 78.7 16.3 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 47 68 53 39 44 121 130 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 9,089 COMMITMENTS 4,329 6,458 0 2,855 1,261 7,184 7,719 1,905 1,370 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -8,873) -1,901 -641 -39 -7,446 -7,641 -9,386 -8,321 513 -552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.6 71.1 0.0 31.4 13.9 79.0 84.9 21.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 7 0 6 3 14 10 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,506,245 COMMITMENTS 1018970 250,595 3740850 5916767 6547676 10676586 10539121 829,658 967,123 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -1,890,921) 166,200 -103,727 -826,421 -1204351 -899,677 -1864572 -1829825 -26,349 -61,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 2.2 32.5 51.4 56.9 92.8 91.6 7.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 52 65 111 137 144 259 258 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,315,726 COMMITMENTS 63,790 82,674 109,606 928,351 928,232 1101747 1120512 213,979 195,214 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 6.3 8.3 70.6 70.5 83.7 85.2 16.3 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560) 105 131 124 240 240 418 425 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 575,526 COMMITMENTS 23,675 34,614 54,971 380,043 377,024 458,688 466,608 116,838 108,918 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 65,616) 970 -13,142 1,474 35,647 47,256 38,091 35,587 27,526 30,029 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 6.0 9.6 66.0 65.5 79.7 81.1 20.3 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 21 31 38 84 72 130 116 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,701,000 COMMITMENTS 294,996 334,720 178,758 2741541 2756040 3215295 3269518 485,706 431,483 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 352,571) -100,889 -22,960 21,111 331,004 240,654 251,226 238,805 101,345 113,766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 9.0 4.8 74.1 74.5 86.9 88.3 13.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 506) 101 112 104 213 224 367 389 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 106,853 COMMITMENTS 12,613 8,105 393 82,221 92,242 95,227 100,740 11,626 6,113 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 7,416) -1,043 -938 193 3,868 6,104 3,018 5,359 4,398 2,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 7.6 0.4 76.9 86.3 89.1 94.3 10.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 8 3 3 52 44 62 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 123,500 COMMITMENTS 10,986 13,207 7,195 84,643 86,520 102,824 106,923 20,676 16,577 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 10.7 5.8 68.5 70.1 83.3 86.6 16.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 63 34 24 91 93 165 140 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,156 COMMITMENTS 3,859 2,210 353 21,622 15,154 25,834 17,717 4,322 12,439 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 4,331) 48 371 204 3,432 3,619 3,684 4,194 647 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 7.3 1.2 71.7 50.3 85.7 58.8 14.3 41.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 1 18 16 21 18 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 466,719 COMMITMENTS 63,831 83,180 6,016 315,105 356,830 384,952 446,026 81,767 20,693 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 88,980) 6,837 290 1,598 76,780 82,927 85,215 84,815 3,765 4,165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 17.8 1.3 67.5 76.5 82.5 95.6 17.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 62 35 22 85 89 158 135 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 65,285 COMMITMENTS 27,727 15,087 4,707 12,565 26,169 44,999 45,962 20,286 19,323 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -50,131) -2,528 -6,406 1,707 -46,223 -45,780 -47,044 -50,479 -3,087 347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 23.1 7.2 19.2 40.1 68.9 70.4 31.1 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 22 14 10 15 15 42 34 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,575 COMMITMENTS 10,479 4,582 0 11,617 7,714 22,096 12,296 8,479 18,279 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -24,100) -5,793 -1,837 -1,946 -10,045 -18,975 -17,784 -22,758 -6,316 -1,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 15.0 0.0 38.0 25.2 72.3 40.2 27.7 59.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 13 8 0 12 8 25 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 33,333 COMMITMENTS 5,423 3,866 97 21,165 18,501 26,685 22,464 6,648 10,869 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -43,104) 39 -13,424 -883 -18,385 -28,207 -19,229 -42,514 -23,875 -590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 11.6 0.3 63.5 55.5 80.1 67.4 19.9 32.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 9 1 15 18 22 27 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 39,543 COMMITMENTS 7,200 269 300 26,459 34,981 33,959 35,550 5,584 3,993 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -246) -583 269 220 -1,795 -2,536 -2,158 -2,047 1,912 1,801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 0.7 0.8 66.9 88.5 85.9 89.9 14.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 1 1 24 26 31 28 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 28,971 COMMITMENTS 5,287 235 89 14,114 23,622 19,490 23,946 9,481 5,025 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 4,198) -728 0 89 1,209 1,637 570 1,726 3,628 2,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 0.8 0.3 48.7 81.5 67.3 82.7 32.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 1 1 15 15 23 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,765 COMMITMENTS 3,802 7,441 737 11,375 10,279 15,914 18,457 3,851 1,308 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,004) 12 -632 736 1,131 1,618 1,879 1,722 -875 -718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 37.6 3.7 57.6 52.0 80.5 93.4 19.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 7 2 7 2 17 11
Updated June 18, 2010