MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,975 COMMITMENTS 1,144 2,377 5,220 22,397 19,633 28,761 27,231 5,213 6,743 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 643) -200 -195 66 727 762 592 633 50 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 7.0 15.4 65.9 57.8 84.7 80.2 15.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 11 8 14 39 32 57 47 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,445 COMMITMENTS 61,563 16,813 66,707 92,134 120,485 220,404 204,005 24,041 40,440 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -7,791) -1,561 -5,856 -4,213 -2,174 1,576 -7,948 -8,492 157 701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 6.9 27.3 37.7 49.3 90.2 83.5 9.8 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 102 66 102 53 63 217 183 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 407,917 COMMITMENTS 136,589 22,705 101,157 137,233 210,278 374,979 334,141 32,939 73,777 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -7,755) 2,921 -7,821 -8,150 -6,368 2,692 -11,597 -13,279 3,842 5,524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 5.6 24.8 33.6 51.5 91.9 81.9 8.1 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425) 159 59 117 86 178 306 310 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,388 COMMITMENTS 3,735 4,138 1,498 2,978 2,898 8,212 8,533 2,176 1,854 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 17) 3 170 -161 131 -64 -26 -55 43 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 39.8 14.4 28.7 27.9 79.1 82.2 20.9 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 24 27 18 21 22 60 59 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,999 COMMITMENTS 12,175 4,971 6,713 11,676 7,539 30,564 19,223 7,435 18,776 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -3,918) -2,517 102 -252 -538 -1,618 -3,307 -1,767 -611 -2,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 13.1 17.7 30.7 19.8 80.4 50.6 19.6 49.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 38 27 40 50 52 114 101 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,319 COMMITMENTS 9,754 20 602 18,707 33,580 29,063 34,202 5,256 117 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,053) 1,462 -100 0 -362 1,124 1,100 1,024 -47 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 0.1 1.8 54.5 97.8 84.7 99.7 15.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 1 1 11 11 17 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,408 COMMITMENTS 47,067 5,045 5,082 19,726 90,403 71,876 100,530 45,532 16,878 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 2,152) 8,129 -523 -3,184 -5,128 7,528 -183 3,821 2,335 -1,668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.1 4.3 4.3 16.8 77.0 61.2 85.6 38.8 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 33 8 13 20 23 57 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,228 COMMITMENTS 16,264 6,293 1,548 23,947 36,999 41,759 44,840 14,469 11,388 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -5,925) -3,546 1,605 -54 -505 -9,540 -4,105 -7,988 -1,820 2,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 11.2 2.8 42.6 65.8 74.3 79.7 25.7 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 14 9 5 12 14 30 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 110,281 COMMITMENTS 80,624 8,255 234 23,698 100,737 104,556 109,226 5,725 1,055 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 18,032) 18,121 893 106 -155 17,082 18,072 18,081 -40 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.1 7.5 0.2 21.5 91.3 94.8 99.0 5.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 44 14 2 16 23 61 39 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 164,207 COMMITMENTS 33,646 31,171 13,034 92,288 93,260 138,968 137,465 25,239 26,741 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -2,907) 10,382 -568 -8,067 -8,166 8,368 -5,850 -267 2,943 -2,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 19.0 7.9 56.2 56.8 84.6 83.7 15.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 26 28 19 20 27 56 64 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 151,231 COMMITMENTS 65,721 12,970 6,643 48,210 99,180 120,573 118,793 30,658 32,438 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -1,276) 4,674 59 -4,364 -734 2,600 -423 -1,705 -853 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 8.6 4.4 31.9 65.6 79.7 78.6 20.3 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 40 25 16 29 34 74 70 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 290,287 COMMITMENTS 51,622 55,953 40,669 148,046 140,281 240,336 236,903 49,951 53,384 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -28,265) 646 -8,627 -18,954 -6,239 9,091 -24,546 -18,491 -3,719 -9,775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 19.3 14.0 51.0 48.3 82.8 81.6 17.2 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 49 58 53 44 50 121 133 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,036 COMMITMENTS 18,992 6,448 744 1,889 16,756 21,625 23,948 3,411 1,088 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 637) -1,361 1,154 744 1,073 -986 456 912 181 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.9 25.8 3.0 7.5 66.9 86.4 95.7 13.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 15 12 1 5 15 20 28 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,914,205 COMMITMENTS 1379273 370,798 5205918 6310238 7325463 12895430 12902179 1018776 1012027 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 98,688) 95,760 6,863 -6,434 32,717 180,646 122,043 181,075 -23,354 -82,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 2.7 37.4 45.4 52.6 92.7 92.7 7.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 61 73 117 140 148 272 272 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 990,404 COMMITMENTS 66,210 93,211 62,105 714,875 711,922 843,190 867,238 147,213 123,166 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 10,042) 2,139 3,165 4,165 11,453 11,658 17,757 18,988 -7,714 -8,945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 9.4 6.3 72.2 71.9 85.1 87.6 14.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 553) 92 127 100 222 235 381 395 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 399,893 COMMITMENTS 22,664 41,874 28,508 265,678 256,177 316,850 326,559 83,043 73,334 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 5,829) 684 4,604 931 3,294 6,396 4,909 11,931 920 -6,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 10.5 7.1 66.4 64.1 79.2 81.7 20.8 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 23 31 37 78 67 124 112 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,952,553 COMMITMENTS 291,818 330,770 93,900 2245982 2278722 2631701 2703393 320,852 249,160 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 21,068) 14,815 346 8,630 40,793 26,306 64,238 35,283 -43,170 -14,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 11.2 3.2 76.1 77.2 89.1 91.6 10.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 493) 83 107 78 194 214 327 349 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 89,152 COMMITMENTS 12,931 7,097 0 65,046 77,485 77,977 84,582 11,175 4,570 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,918) 1,799 25 0 -644 1,878 1,155 1,903 763 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 8.0 0.0 73.0 86.9 87.5 94.9 12.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 10 2 0 48 35 58 37 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 88,095 COMMITMENTS 20,802 13,202 2,117 54,993 66,859 77,912 82,177 10,183 5,918 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 3,434) 2,535 -430 597 689 2,937 3,821 3,104 -387 331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 15.0 2.4 62.4 75.9 88.4 93.3 11.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 65 35 15 72 84 145 126 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 14,412 COMMITMENTS 1,477 2,497 0 7,328 10,749 8,805 13,246 5,607 1,166 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 449) 492 0 0 21 492 513 492 -64 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 17.3 0.0 50.8 74.6 61.1 91.9 38.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 11 11 12 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 368,417 COMMITMENTS 103,701 60,601 3,507 238,327 280,548 345,535 344,655 22,882 23,762 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 14,926) 12,367 1 833 3,340 12,224 16,540 13,058 -1,615 1,868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 16.4 1.0 64.7 76.1 93.8 93.6 6.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 64 36 14 66 79 138 121 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,946 COMMITMENTS 68,510 14,164 3,051 21,921 86,804 93,483 104,019 28,463 17,926 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 13,362) 6,109 895 -1,106 5,995 11,806 10,998 11,595 2,364 1,767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.2 11.6 2.5 18.0 71.2 76.7 85.3 23.3 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 30 17 9 18 20 52 42 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,328 COMMITMENTS 6,625 4,917 0 14,570 10,043 21,195 14,960 9,133 15,368 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -1,623) -718 646 -8 -124 -1,362 -850 -724 -773 -899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 16.2 0.0 48.0 33.1 69.9 49.3 30.1 50.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 14 9 0 18 13 32 22 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,273 COMMITMENTS 4,194 3,643 641 39,519 23,214 44,354 27,498 7,919 24,775 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 2,225) 579 -1,605 84 1,172 352 1,835 -1,169 390 3,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 7.0 1.2 75.6 44.4 84.9 52.6 15.1 47.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 13 1 22 21 31 34 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 30,509 COMMITMENTS 4,602 266 300 22,245 27,809 27,147 28,375 3,362 2,134 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -806) -1,082 266 0 479 -927 -603 -661 -203 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 0.9 1.0 72.9 91.2 89.0 93.0 11.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 1 1 17 20 23 22 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 27,515 COMMITMENTS 6,620 204 0 15,088 24,696 21,708 24,900 5,807 2,615 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 411) -170 0 0 533 -453 363 -453 48 864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 0.7 0.0 54.8 89.8 78.9 90.5 21.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 12 1 0 17 15 29 16 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,987 COMMITMENTS 4,201 3,035 47 10,120 11,615 14,368 14,697 1,619 1,290 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -9) -16 -681 44 -446 284 -418 -353 409 344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 19.0 0.3 63.3 72.7 89.9 91.9 10.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 11 5 2 8 4 19 11
Updated August 13, 2010