MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,590 COMMITMENTS 1,160 1,765 6,066 24,360 22,319 31,586 30,150 6,004 7,440 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 2,062) 5 -376 777 967 1,342 1,749 1,744 313 318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 4.7 16.1 64.8 59.4 84.0 80.2 16.0 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 11 11 15 39 31 61 46 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 248,105 COMMITMENTS 64,928 14,849 68,089 90,782 126,009 223,799 208,947 24,307 39,158 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 931) 206 -1,643 305 -995 3,165 -484 1,826 1,415 -896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 6.0 27.4 36.6 50.8 90.2 84.2 9.8 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 107 57 107 47 63 216 184 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 439,303 COMMITMENTS 157,855 15,144 117,877 135,308 231,566 411,040 364,587 28,263 74,716 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 6,372) 7,356 -589 -272 -1,748 6,442 5,336 5,581 1,036 791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 3.4 26.8 30.8 52.7 93.6 83.0 6.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448) 178 57 112 90 191 316 322 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,757 COMMITMENTS 3,534 3,841 753 2,757 2,516 7,044 7,109 1,713 1,647 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -476) 6 -109 -259 -123 -113 -376 -480 -100 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 43.9 8.6 31.5 28.7 80.4 81.2 19.6 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 21 22 12 20 19 50 49 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,818 COMMITMENTS 16,123 5,609 8,199 10,808 8,990 35,131 22,798 6,687 19,020 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -702) 756 603 -1,021 -165 321 -430 -98 -272 -604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 13.4 19.6 25.8 21.5 84.0 54.5 16.0 45.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 48 23 38 39 44 109 88 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 36,954 COMMITMENTS 2,009 177 605 21,925 36,030 24,539 36,812 12,415 142 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 769) -660 157 3 1,375 922 718 1,082 51 -313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.5 1.6 59.3 97.5 66.4 99.6 33.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 2 12 11 17 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 127,104 COMMITMENTS 30,067 30,853 6,806 47,963 67,281 84,836 104,941 42,268 22,164 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 16,135) 2,813 22,665 406 10,122 -8,644 13,341 14,427 2,795 1,709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 24.3 5.4 37.7 52.9 66.7 82.6 33.3 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 28 17 16 28 22 63 48 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 66,906 COMMITMENTS 20,737 8,148 2,460 24,160 45,292 47,357 55,900 19,548 11,005 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 4,825) 492 454 462 1,325 3,510 2,279 4,426 2,547 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 12.2 3.7 36.1 67.7 70.8 83.6 29.2 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 16 10 8 13 15 35 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 91,104 COMMITMENTS 38,731 17,727 259 48,027 70,366 87,017 88,352 4,087 2,752 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -10,664) -29,640 8,726 134 19,544 -20,163 -9,962 -11,303 -702 639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 19.5 0.3 52.7 77.2 95.5 97.0 4.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 35 22 3 22 16 58 40 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 163,428 COMMITMENTS 24,108 36,751 10,340 102,484 85,348 136,932 132,439 26,497 30,989 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 5,739) -5,204 4,810 384 10,118 -4,740 5,299 453 440 5,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 22.5 6.3 62.7 52.2 83.8 81.0 16.2 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 18 32 18 26 28 56 66 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 159,341 COMMITMENTS 61,182 11,696 10,506 56,923 100,491 128,610 122,693 30,731 36,648 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 33) -1,421 -178 488 4,399 394 3,466 704 -3,433 -671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.4 7.3 6.6 35.7 63.1 80.7 77.0 19.3 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 39 27 21 28 31 73 73 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 306,496 COMMITMENTS 50,242 71,835 44,062 159,750 133,395 254,054 249,291 52,442 57,204 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -4,341) -3,044 955 1,568 607 -5,702 -869 -3,179 -3,473 -1,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 23.4 14.4 52.1 43.5 82.9 81.3 17.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 51 67 62 42 51 128 145 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,099 COMMITMENTS 12,193 5,236 0 4,956 12,678 17,149 17,914 2,950 2,185 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -172) -2,738 988 0 2,959 -1,120 221 -132 -393 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.7 26.1 0.0 24.7 63.1 85.3 89.1 14.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 11 0 11 9 22 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 14,244,248 COMMITMENTS 1346647 385,855 5511721 6439837 7394040 13298205 13291616 946,043 952,633 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 272,507) -42,392 36,091 188,401 139,741 92,359 285,751 316,851 -13,244 -44,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 2.7 38.7 45.2 51.9 93.4 93.3 6.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 71 63 117 145 153 277 278 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,060,112 COMMITMENTS 67,493 106,110 94,664 776,709 753,594 938,866 954,368 121,246 105,744 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 27,746) 950 8,435 6,728 29,009 19,454 36,687 34,617 -8,941 -6,871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 10.0 8.9 73.3 71.1 88.6 90.0 11.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563) 100 121 91 239 242 387 406 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 414,732 COMMITMENTS 18,572 75,268 29,607 280,498 256,879 328,677 361,754 86,055 52,978 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 4,933) -251 8,737 -370 4,179 4,935 3,558 13,302 1,375 -8,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 18.1 7.1 67.6 61.9 79.3 87.2 20.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 20 26 30 79 74 117 112 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,226,898 COMMITMENTS 480,428 390,033 89,459 2481058 2483579 3050945 2963071 175,953 263,827 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 114,065) 39,763 32,249 1,729 124,153 72,596 165,644 106,574 -51,580 7,490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 12.1 2.8 76.9 77.0 94.5 91.8 5.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 502) 84 107 69 209 219 332 356 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 87,343 COMMITMENTS 9,542 8,023 107 66,899 74,787 76,548 82,917 10,795 4,426 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -1,335) 201 -324 -343 -1,516 -358 -1,658 -1,025 323 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 9.2 0.1 76.6 85.6 87.6 94.9 12.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 8 3 2 47 32 56 36 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 97,820 COMMITMENTS 6,871 22,035 2,685 78,723 65,483 88,279 90,204 9,541 7,617 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 3,462) -3,693 3,212 255 6,630 -537 3,192 2,930 271 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 22.5 2.7 80.5 66.9 90.2 92.2 9.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 45 55 18 75 83 130 146 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 25,289 COMMITMENTS 0 3,973 0 18,981 19,966 18,981 23,939 6,308 1,350 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 2,425) 0 246 0 1,615 1,672 1,615 1,918 810 507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 15.7 0.0 75.1 79.0 75.1 94.7 24.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 9 14 9 16 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 362,659 COMMITMENTS 44,193 100,152 3,587 298,711 227,585 346,491 331,324 16,168 31,335 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 5,189) -16,005 17,288 -1,184 25,073 -11,045 7,884 5,059 -2,695 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 27.6 1.0 82.4 62.8 95.5 91.4 4.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 45 55 17 71 75 126 137 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 110,297 COMMITMENTS 54,491 10,346 5,152 24,944 77,385 84,587 92,883 25,709 17,414 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -5,101) -4,297 -1,465 576 -2,404 -4,499 -6,125 -5,388 1,023 286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.4 9.4 4.7 22.6 70.2 76.7 84.2 23.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 28 14 12 19 21 53 41 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,031 COMMITMENTS 5,699 5,764 0 18,124 10,382 23,823 16,146 8,208 15,885 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -841) -729 354 -206 660 -569 -275 -421 -566 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 18.0 0.0 56.6 32.4 74.4 50.4 25.6 49.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 13 10 0 23 14 36 24 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,513 COMMITMENTS 5,887 4,511 619 38,657 33,043 45,163 38,173 9,350 16,340 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -435) 357 783 -753 1,855 1,901 1,459 1,931 -1,894 -2,366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 8.3 1.1 70.9 60.6 82.8 70.0 17.2 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 9 1 20 27 30 36 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 34,750 COMMITMENTS 6,444 580 300 24,734 32,061 31,478 32,941 3,272 1,809 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -68) 817 202 0 -564 -322 253 -120 -321 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 1.7 0.9 71.2 92.3 90.6 94.8 9.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 2 1 19 18 27 21 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 26,930 COMMITMENTS 5,974 481 0 15,523 24,298 21,497 24,779 5,433 2,151 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -599) 176 39 0 -637 -608 -461 -569 -138 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 1.8 0.0 57.6 90.2 79.8 92.0 20.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 2 0 18 16 29 18 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 13,933 COMMITMENTS 3,231 4,828 0 9,914 8,324 13,145 13,152 788 781 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -16) -135 74 0 172 -140 37 -66 -53 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 34.7 0.0 71.2 59.7 94.3 94.4 5.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 5 0 8 1 16 6
Updated September 3, 2010