BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,309 COMMITMENTS 60 0 0 3,244 4,082 3,304 4,082 1,005 227 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 60) 0 0 0 -36 40 -36 40 96 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 75.3 94.7 76.7 94.7 23.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 14 9 15 9 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,105 COMMITMENTS 666 4,773 8,333 28,472 19,265 37,471 32,371 4,634 9,734 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 126) -460 -106 179 469 106 188 180 -63 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 11.3 19.8 67.6 45.8 89.0 76.9 11.0 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 7 19 19 42 31 62 56 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 222,640 COMMITMENTS 50,746 17,969 55,788 94,415 114,258 200,950 188,015 21,691 34,625 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 5,794) 2,988 -1,437 3,641 398 2,864 7,028 5,068 -1,234 726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 8.1 25.1 42.4 51.3 90.3 84.4 9.7 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 93 52 89 61 69 200 180 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 386,939 COMMITMENTS 111,062 37,795 100,069 146,778 181,014 357,909 318,877 29,030 68,062 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -1,965) -4,173 1,368 1,907 3,352 -3,452 1,086 -177 -3,051 -1,788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 9.8 25.9 37.9 46.8 92.5 82.4 7.5 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 127 71 119 90 162 268 312 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,693 COMMITMENTS 3,719 3,625 985 2,891 3,143 7,595 7,753 2,098 1,941 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -151) 226 355 -419 56 -222 -137 -286 -14 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.4 37.4 10.2 29.8 32.4 78.4 80.0 21.6 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 25 27 16 19 18 53 53 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,989 COMMITMENTS 14,827 5,239 6,286 12,568 9,827 33,680 21,352 7,309 19,637 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 1,760) 862 93 467 788 1,026 2,117 1,586 -357 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.2 12.8 15.3 30.7 24.0 82.2 52.1 17.8 47.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 40 28 27 53 60 108 102 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,056 COMMITMENTS 4,071 1,155 602 17,721 25,115 22,394 26,872 4,662 184 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -79) 0 -259 0 -88 164 -88 -95 9 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 4.3 2.2 65.5 92.8 82.8 99.3 17.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 3 1 13 9 19 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 106,508 COMMITMENTS 33,644 14,013 7,458 25,104 68,510 66,206 89,981 40,302 16,527 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 5,316) -4,883 3,160 532 6,712 1,323 2,361 5,014 2,955 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 13.2 7.0 23.6 64.3 62.2 84.5 37.8 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 26 13 17 23 19 56 42 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,191 COMMITMENTS 7,716 20,690 2,402 28,037 9,298 38,155 32,389 9,037 14,802 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 268) -1,920 714 501 -74 -1,061 -1,493 154 1,761 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 43.8 5.1 59.4 19.7 80.9 68.6 19.1 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 16 9 10 10 26 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 66,846 COMMITMENTS 45,712 3,216 1 15,277 62,175 60,990 65,392 5,856 1,454 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 6,190) 4,915 -1,942 -30 1,061 7,761 5,946 5,789 244 401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.4 4.8 0.0 22.9 93.0 91.2 97.8 8.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 37 12 1 14 18 51 31 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 142,961 COMMITMENTS 18,905 53,818 13,268 95,036 41,357 127,208 108,443 15,752 34,518 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 43) 1,634 -9,829 2,298 -2,933 6,279 998 -1,252 -955 1,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 37.6 9.3 66.5 28.9 89.0 75.9 11.0 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 17 46 26 18 31 50 88 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 137,810 COMMITMENTS 51,526 21,861 13,436 45,933 77,467 110,895 112,764 26,915 25,046 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 33,457) 21,905 -3,038 3,689 404 35,793 25,999 36,444 7,458 -2,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.4 15.9 9.7 33.3 56.2 80.5 81.8 19.5 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 31 35 18 25 35 68 76 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 302,735 COMMITMENTS 42,689 109,498 58,143 154,028 76,330 254,860 243,970 47,875 58,765 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 5,495) 2,258 4,558 3,536 1,313 -160 7,107 7,935 -1,613 -2,440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 36.2 19.2 50.9 25.2 84.2 80.6 15.8 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 46 73 59 42 48 122 146 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 12,880 COMMITMENTS 8,459 5,973 0 1,957 5,511 10,416 11,484 2,464 1,396 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 2,404) 1,738 74 0 763 2,239 2,501 2,313 -97 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.7 46.4 0.0 15.2 42.8 80.9 89.2 19.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 12 0 6 10 15 22 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,116,318 COMMITMENTS 992,454 288,119 4118591 6072196 6705138 11183240 11111848 933,077 1004469 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 260,799) -37,457 40,967 167,585 76,059 71,664 206,187 280,216 54,612 -19,417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 2.4 34.0 50.1 55.3 92.3 91.7 7.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 61 67 114 140 145 270 261 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,006,178 COMMITMENTS 72,021 73,942 75,006 698,782 724,016 845,808 872,964 160,370 133,214 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 77,510) 2,273 -5,719 29,168 42,022 51,717 73,462 75,165 4,048 2,345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 7.3 7.5 69.4 72.0 84.1 86.8 15.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 533) 107 106 87 219 220 372 368 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 410,825 COMMITMENTS 23,765 39,624 39,769 270,725 246,978 334,259 326,372 76,566 84,453 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 33,271) 1,378 10,355 11,300 16,010 12,982 28,688 34,637 4,583 -1,366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 9.6 9.7 65.9 60.1 81.4 79.4 18.6 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 25 23 31 77 68 117 107 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,976,767 COMMITMENTS 319,825 250,134 97,638 2140286 2385189 2557748 2732961 419,019 243,807 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 221,196) 63,207 -21,638 30,604 130,058 193,675 223,869 202,642 -2,673 18,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 8.4 3.3 71.9 80.1 85.9 91.8 14.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 469) 93 95 70 187 198 318 325 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 93,225 COMMITMENTS 9,981 7,631 0 73,407 82,111 83,388 89,742 9,837 3,483 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 3,069) -164 -186 -967 5,289 4,044 4,158 2,891 -1,089 178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 8.2 0.0 78.7 88.1 89.4 96.3 10.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 9 2 0 48 39 57 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,033 COMMITMENTS 9,271 11,833 627 46,191 44,063 56,089 56,523 4,943 4,509 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 2,194) -4,013 897 -4 5,627 438 1,611 1,331 584 863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 19.4 1.0 75.7 72.2 91.9 92.6 8.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 58 46 18 64 77 134 129 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 305,163 COMMITMENTS 46,355 59,165 3,136 230,957 220,314 280,447 282,615 24,716 22,547 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 10,972) -20,064 4,484 -18 28,136 2,191 8,055 6,657 2,918 4,315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 19.4 1.0 75.7 72.2 91.9 92.6 8.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 58 46 18 64 77 134 129 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 68,867 COMMITMENTS 28,304 14,929 5,621 12,869 30,404 46,794 50,954 22,073 17,913 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 29) -1,696 -2,769 1,561 -398 957 -534 -251 563 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 21.7 8.2 18.7 44.1 67.9 74.0 32.1 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 23 12 12 15 19 44 37 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,292 COMMITMENTS 10,916 4,804 8 12,207 9,434 23,131 14,246 7,161 16,046 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -549) 702 -83 0 1,377 538 2,079 455 -2,628 -1,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 15.9 0.0 40.3 31.1 76.4 47.0 23.6 53.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 14 9 1 15 11 29 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,754 COMMITMENTS 5,483 5,845 277 24,864 22,990 30,624 29,112 9,130 10,642 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 1,710) -828 1,797 118 1,310 1,899 600 3,814 1,110 -2,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 14.7 0.7 62.5 57.8 77.0 73.2 23.0 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 11 1 16 22 23 33 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 39,813 COMMITMENTS 9,113 212 300 27,100 37,472 36,513 37,984 3,300 1,829 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 5,385) 2,794 212 0 3,171 5,547 5,965 5,759 -580 -374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 0.5 0.8 68.1 94.1 91.7 95.4 8.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 10 1 1 25 22 35 24 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 25,519 COMMITMENTS 6,115 713 0 13,497 23,146 19,612 23,859 5,907 1,660 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 503) 315 478 0 628 115 943 593 -440 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 2.8 0.0 52.9 90.7 76.9 93.5 23.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 2 0 17 15 28 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,251 COMMITMENTS 2,725 5,142 226 9,903 10,302 12,854 15,670 3,397 581 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -171) -241 -165 226 -126 -23 -141 38 -30 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 31.6 1.4 60.9 63.4 79.1 96.4 20.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 7 1 6 2 14 10
Updated July 2, 2010