MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,528 COMMITMENTS 1,155 2,140 5,289 23,393 20,977 29,837 28,406 5,691 7,122 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 920) 5 117 39 450 659 495 815 425 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 6.0 14.9 65.8 59.0 84.0 80.0 16.0 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 11 9 14 38 31 58 45 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 247,175 COMMITMENTS 64,722 16,492 67,784 91,777 122,844 224,283 207,121 22,892 40,054 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 19,324) 7,366 -1,202 7,900 3,409 10,014 18,676 16,713 648 2,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 6.7 27.4 37.1 49.7 90.7 83.8 9.3 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 99 58 102 45 61 208 175 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 432,931 COMMITMENTS 150,499 15,733 118,149 137,056 225,124 405,704 359,006 27,228 73,925 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 17,804) 11,546 -7,396 9,693 -1,276 12,912 19,963 15,209 -2,159 2,595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 3.6 27.3 31.7 52.0 93.7 82.9 6.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441) 173 54 111 93 188 315 317 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,232 COMMITMENTS 3,528 3,950 1,011 2,880 2,628 7,420 7,590 1,813 1,642 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -931) -136 -513 -286 -304 36 -726 -763 -205 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.2 42.8 11.0 31.2 28.5 80.4 82.2 19.6 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 19 24 13 22 21 52 50 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,520 COMMITMENTS 15,367 5,006 9,220 10,973 8,669 35,561 22,896 6,959 19,624 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 5,847) 3,478 505 2,313 -324 905 5,467 3,722 380 2,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 11.8 21.7 25.8 20.4 83.6 53.8 16.4 46.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 50 20 41 50 51 121 98 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 36,185 COMMITMENTS 2,669 20 602 20,550 35,108 23,821 35,730 12,364 455 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 1,449) -5,831 0 0 933 1,130 -4,898 1,130 6,347 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 0.1 1.7 56.8 97.0 65.8 98.7 34.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 1 12 11 17 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 110,969 COMMITMENTS 27,254 8,189 6,401 37,841 75,925 71,496 90,514 39,473 20,455 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,756) -7,634 3,629 930 11,256 -2,596 4,553 1,963 -797 1,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 7.4 5.8 34.1 68.4 64.4 81.6 35.6 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 24 10 12 29 20 58 37 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,080 COMMITMENTS 20,245 7,695 1,998 22,835 41,782 45,078 51,474 17,002 10,606 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,337) 2,677 868 -8 4 2,762 2,673 3,622 664 -284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 12.4 3.2 36.8 67.3 72.6 82.9 27.4 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 15 10 6 11 15 30 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 101,768 COMMITMENTS 68,371 9,001 125 28,483 90,529 96,979 99,655 4,789 2,113 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -9,964) -12,816 -1,633 125 4,132 -8,923 -8,559 -10,431 -1,405 467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.2 8.8 0.1 28.0 89.0 95.3 97.9 4.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 40 18 1 21 18 62 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 157,689 COMMITMENTS 29,312 31,942 9,956 92,366 90,089 131,633 131,986 26,056 25,703 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -1,467) -1,860 -3,038 -14 1,851 1,111 -23 -1,940 -1,445 473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 20.3 6.3 58.6 57.1 83.5 83.7 16.5 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 24 31 22 23 29 59 70 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 159,308 COMMITMENTS 62,603 11,874 10,018 52,523 100,097 125,144 121,990 34,164 37,319 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 7,054) -696 -731 2,957 1,465 1,882 3,726 4,108 3,328 2,946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 7.5 6.3 33.0 62.8 78.6 76.6 21.4 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 38 26 18 26 31 69 70 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 310,837 COMMITMENTS 53,286 70,880 42,494 159,143 139,096 254,922 252,470 55,915 58,367 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 4,082) -7,026 -909 5,436 7,119 -2,037 5,529 2,491 -1,446 1,592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 22.8 13.7 51.2 44.7 82.0 81.2 18.0 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 47 68 58 43 49 126 139 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,271 COMMITMENTS 14,931 4,248 0 1,997 13,798 16,928 18,046 3,343 2,225 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -3,356) -2,664 -1,208 0 -1,232 -2,608 -3,896 -3,816 540 460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.7 21.0 0.0 9.9 68.1 83.5 89.0 16.5 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 8 0 7 12 17 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,971,742 COMMITMENTS 1389039 349,764 5323320 6300095 7301681 13012454 12974765 959,288 996,977 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 258,150) 56,421 -12,316 165,985 6,361 59,054 228,767 212,723 29,383 45,427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 2.5 38.1 45.1 52.3 93.1 92.9 6.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 65 66 114 144 151 272 274 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,032,366 COMMITMENTS 66,543 97,675 87,936 747,700 734,140 902,179 919,751 130,186 112,615 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 24,961) -3,107 6,140 12,927 25,777 18,559 35,596 37,626 -10,635 -12,664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 9.5 8.5 72.4 71.1 87.4 89.1 12.6 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559) 98 119 94 235 239 385 400 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 409,799 COMMITMENTS 18,823 66,531 29,977 276,319 251,944 325,119 348,451 84,680 61,348 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 7,270) -4,273 14,124 123 6,523 5,815 2,373 20,062 4,896 -12,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 16.2 7.3 67.4 61.5 79.3 85.0 20.7 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 23 25 33 82 71 123 111 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,112,833 COMMITMENTS 440,665 357,783 87,730 2356905 2410983 2885301 2856497 227,532 256,337 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 88,459) 89,595 43,849 -19,751 96,270 63,719 166,114 87,817 -77,656 641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 11.5 2.8 75.7 77.5 92.7 91.8 7.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 496) 83 103 72 204 217 328 351 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 88,678 COMMITMENTS 9,341 8,347 450 68,415 75,145 78,206 83,942 10,472 4,736 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 736) -2,434 954 419 3,278 -742 1,263 631 -527 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 9.4 0.5 77.1 84.7 88.2 94.7 11.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 10 4 1 50 33 60 38 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 94,358 COMMITMENTS 10,564 18,824 2,430 72,093 66,020 85,087 87,274 9,270 7,084 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 6,393) -6,062 4,445 998 12,049 994 6,985 6,437 -592 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 19.9 2.6 76.4 70.0 90.2 92.5 9.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 55 47 21 71 79 135 139 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,864 COMMITMENTS 0 3,727 0 17,366 18,294 17,366 22,021 5,498 843 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 5,502) -738 1,230 0 6,658 4,841 5,920 6,071 -418 -569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.3 0.0 76.0 80.0 76.0 96.3 24.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 11 13 11 15 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 357,470 COMMITMENTS 60,199 82,864 4,771 273,637 238,630 338,607 326,265 18,863 31,205 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 4,454) -22,360 20,332 732 26,954 -19,233 5,326 1,831 -872 2,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 23.2 1.3 76.5 66.8 94.7 91.3 5.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 55 47 21 66 72 130 132 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 115,398 COMMITMENTS 58,788 11,810 4,577 27,347 81,884 90,712 98,271 24,686 17,127 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -13,244) -12,455 -1,641 1,121 2,739 -11,946 -8,595 -12,467 -4,649 -777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.9 10.2 4.0 23.7 71.0 78.6 85.2 21.4 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 30 16 12 20 20 56 42 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,872 COMMITMENTS 6,428 5,410 206 17,464 10,951 24,098 16,567 8,774 16,305 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,121) 182 524 206 2,612 787 3,000 1,517 121 1,604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 16.5 0.6 53.1 33.3 73.3 50.4 26.7 49.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 13 11 1 22 16 35 28 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,948 COMMITMENTS 5,530 3,728 1,372 36,802 31,142 43,704 36,242 11,244 18,706 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 2,379) 191 69 636 -541 2,216 286 2,921 2,093 -542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 6.8 2.5 67.0 56.7 79.5 66.0 20.5 34.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 9 9 1 19 27 29 36 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 34,818 COMMITMENTS 5,627 378 300 25,298 32,383 31,225 33,061 3,593 1,757 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 56) -624 50 0 277 12 -347 62 403 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 1.1 0.9 72.7 93.0 89.7 95.0 10.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 1 1 20 19 27 21 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 27,529 COMMITMENTS 5,798 442 0 16,160 24,906 21,958 25,348 5,571 2,181 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 434) -364 238 0 1,484 308 1,120 546 -686 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 1.6 0.0 58.7 90.5 79.8 92.1 20.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 2 0 19 16 29 18 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 13,949 COMMITMENTS 3,366 4,754 0 9,742 8,464 13,108 13,218 841 731 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -2,038) -835 1,719 -47 -378 -3,151 -1,260 -1,479 -778 -559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 34.1 0.0 69.8 60.7 94.0 94.8 6.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 6 0 7 2 15 8
Updated August 27, 2010