BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 3,710: 172 844 1 2,849 2,661 3,022 3,506: 688 204 Old : 3,710: 172 844 1 2,849 2,661 3,022 3,506: 688 204 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : -420: -92 -187 0 -318 -146 -410 -333: -10 -87 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 22.7 0.0 76.8 71.7 81.5 94.5: 18.5 5.5 Old : 100.0: 4.6 22.7 0.0 76.8 71.7 81.5 94.5: 18.5 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 3 1 10 11 13 14: Old : 23: 2 3 1 10 11 13 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 59.4 75.8 79.2 57.7 58.0 75.4 76.9 Old : 58.0 59.4 75.8 79.2 57.7 58.0 75.4 76.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 32,755: 6,742 5,891 709 19,643 22,274 27,094 28,874: 5,661 3,881 Old : 32,755: 6,742 5,891 709 19,643 22,274 27,094 28,874: 5,661 3,881 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : -4,310: -1,052 -48 -581 -2,746 -3,032 -4,379 -3,661: 69 -649 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 18.0 2.2 60.0 68.0 82.7 88.2: 17.3 11.8 Old : 100.0: 20.6 18.0 2.2 60.0 68.0 82.7 88.2: 17.3 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 83: 21 12 15 31 29 59 50: Old : 83: 21 12 15 31 29 59 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.7 40.1 49.9 59.1 39.7 37.6 49.5 56.5 Old : 39.7 40.1 49.9 59.1 39.7 37.6 49.5 56.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 233,262: 60,431 56,849 39,710 111,039 104,037 211,180 200,596: 22,082 32,666 Old : 144,198: 46,211 55,772 14,321 71,214 56,063 131,746 126,156: 12,452 18,042 Other: 89,064: 32,057 18,914 7,552 39,825 47,974 79,434 74,440: 9,630 14,624 : : : : : Changes in Commitments from: June 28, 2011 : : 2,922: -671 -937 480 2,189 2,857 1,998 2,400: 924 522 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 24.4 17.0 47.6 44.6 90.5 86.0: 9.5 14.0 Old : 100.0: 32.0 38.7 9.9 49.4 38.9 91.4 87.5: 8.6 12.5 Other: 100.0: 36.0 21.2 8.5 44.7 53.9 89.2 83.6: 10.8 16.4 : : : :# Traders : Number of Traders in Each Category : All : 253: 82 73 91 46 71 183 198: Old : 241: 76 88 68 33 62 149 181: Other: 161: 48 37 25 35 59 101 107: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.1 21.9 38.2 30.1 22.9 20.7 37.0 28.7 Old : 26.6 20.9 39.9 28.9 26.6 20.5 38.8 28.5 Other: 25.8 24.5 42.6 35.4 25.5 22.0 42.1 32.8 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 325,689: 85,743 57,125 49,070 166,688 159,022 301,501 265,217: 24,188 60,472 Old : 325,689: 85,743 57,125 49,070 166,688 159,022 301,501 265,217: 24,188 60,472 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : -1,828: -1,722 -2,166 -2,414 6 2,777 -4,130 -1,803: 2,302 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 17.5 15.1 51.2 48.8 92.6 81.4: 7.4 18.6 Old : 100.0: 26.3 17.5 15.1 51.2 48.8 92.6 81.4: 7.4 18.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 387: 91 98 115 80 166 251 319: Old : 387: 91 98 115 80 166 251 319: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.3 12.2 40.3 20.0 27.3 11.8 39.2 19.0 Old : 27.3 12.2 40.3 20.0 27.3 11.8 39.2 19.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 9,214: 3,903 4,554 458 2,964 2,282 7,325 7,294: 1,889 1,920 Old : 9,214: 3,903 4,554 458 2,964 2,282 7,325 7,294: 1,889 1,920 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : -476: -61 -193 -199 -127 292 -387 -100: -89 -376 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.4 49.4 5.0 32.2 24.8 79.5 79.2: 20.5 20.8 Old : 100.0: 42.4 49.4 5.0 32.2 24.8 79.5 79.2: 20.5 20.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 82: 24 34 9 12 18 44 54: Old : 82: 24 34 9 12 18 44 54: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.5 24.2 58.4 39.4 42.5 24.2 58.4 38.7 Old : 42.5 24.2 58.4 39.4 42.5 24.2 58.4 38.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 38,485: 14,708 5,764 5,301 11,916 8,747 31,925 19,812: 6,560 18,673 Old : 38,485: 14,708 5,764 5,301 11,916 8,747 31,925 19,812: 6,560 18,673 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 1,381: 1,569 -59 197 -733 660 1,033 798: 348 583 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.2 15.0 13.8 31.0 22.7 83.0 51.5: 17.0 48.5 Old : 100.0: 38.2 15.0 13.8 31.0 22.7 83.0 51.5: 17.0 48.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 165: 43 30 41 34 67 105 120: Old : 165: 43 30 41 34 67 105 120: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.6 10.9 34.8 16.2 20.6 8.3 34.7 12.3 Old : 20.6 10.9 34.8 16.2 20.6 8.3 34.7 12.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF RUB 2,500,000) : : : : All : 102,168: 13,953 0 496 86,046 100,553 100,495 101,049: 1,673 1,119 Old : 102,168: 13,953 0 496 86,046 100,553 100,495 101,049: 1,673 1,119 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 892: 792 -527 127 -133 1,290 786 890: 106 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 0.0 0.5 84.2 98.4 98.4 98.9: 1.6 1.1 Old : 100.0: 13.7 0.0 0.5 84.2 98.4 98.4 98.9: 1.6 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 8 0 2 16 15 24 17: Old : 26: 8 0 2 16 15 24 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.1 68.0 86.2 85.5 65.1 55.7 71.2 67.3 Old : 73.1 68.0 86.2 85.5 65.1 55.7 71.2 67.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CAD 100,000) : : : : All : 105,967: 31,346 24,525 1 25,473 63,589 56,820 88,115: 49,147 17,852 Old : 105,967: 31,346 24,525 1 25,473 63,589 56,820 88,115: 49,147 17,852 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 13,607: 9,450 766 -24 -3,092 16,894 6,334 17,636: 7,273 -4,029 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 23.1 0.0 24.0 60.0 53.6 83.2: 46.4 16.8 Old : 100.0: 29.6 23.1 0.0 24.0 60.0 53.6 83.2: 46.4 16.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 85: 33 12 1 19 28 53 40: Old : 85: 33 12 1 19 28 53 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.5 35.9 24.5 50.8 15.4 35.8 23.9 50.6 Old : 15.5 35.9 24.5 50.8 15.4 35.8 23.9 50.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CHF 125,000) : : : : All : 47,566: 15,983 10,692 3 7,112 25,189 23,098 35,884: 24,468 11,682 Old : 47,566: 15,983 10,692 3 7,112 25,189 23,098 35,884: 24,468 11,682 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : -3,661: -5,429 -772 2 2,586 -2,616 -2,841 -3,386: -820 -275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.6 22.5 0.0 15.0 53.0 48.6 75.4: 51.4 24.6 Old : 100.0: 33.6 22.5 0.0 15.0 53.0 48.6 75.4: 51.4 24.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 13 10 1 13 12 26 23: Old : 43: 13 10 1 13 12 26 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.3 52.9 29.0 65.0 18.3 52.8 29.0 65.0 Old : 18.3 52.9 29.0 65.0 18.3 52.8 29.0 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF MXN 500,000) : : : : All : 125,229: 89,492 6,548 246 26,965 116,012 116,703 122,806: 8,526 2,423 Old : 125,229: 89,492 6,548 246 26,965 116,012 116,703 122,806: 8,526 2,423 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 26,299: 29,659 -7,208 0 -5,398 33,454 24,261 26,246: 2,038 53 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.5 5.2 0.2 21.5 92.6 93.2 98.1: 6.8 1.9 Old : 100.0: 71.5 5.2 0.2 21.5 92.6 93.2 98.1: 6.8 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 116: 68 11 1 18 23 87 34: Old : 116: 68 11 1 18 23 87 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.5 64.1 52.5 83.5 36.5 64.0 52.5 83.3 Old : 36.5 64.1 52.5 83.5 36.5 64.0 52.5 83.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF GBP 62,500) : : : : All : 118,359: 28,634 60,303 514 66,004 32,188 95,152 93,005: 23,207 25,354 Old : 118,359: 28,634 60,303 514 66,004 32,188 95,152 93,005: 23,207 25,354 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 15,945: 706 14,026 -449 13,158 1,038 13,415 14,615: 2,530 1,330 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 50.9 0.4 55.8 27.2 80.4 78.6: 19.6 21.4 Old : 100.0: 24.2 50.9 0.4 55.8 27.2 80.4 78.6: 19.6 21.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 87: 20 32 5 25 20 49 53: Old : 87: 20 32 5 25 20 49 53: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.0 32.2 46.0 44.4 30.0 31.7 45.9 43.9 Old : 30.0 32.2 46.0 44.4 30.0 31.7 45.9 43.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 12,500,000) : : : : All : 94,901: 34,595 20,268 34 37,001 43,359 71,630 63,661: 23,271 31,240 Old : 94,901: 34,595 20,268 34 37,001 43,359 71,630 63,661: 23,271 31,240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 615: 276 -428 0 -463 2,322 -187 1,894: 802 -1,279 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.5 21.4 0.0 39.0 45.7 75.5 67.1: 24.5 32.9 Old : 100.0: 36.5 21.4 0.0 39.0 45.7 75.5 67.1: 24.5 32.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 94: 26 32 3 23 18 51 51: Old : 94: 26 32 3 23 18 51 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.3 30.3 36.4 42.4 23.3 30.1 36.4 42.1 Old : 23.3 30.3 36.4 42.4 23.3 30.1 36.4 42.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 194,329: 81,860 38,666 953 54,485 111,116 137,298 150,735: 57,031 43,594 Old : 194,329: 81,860 38,666 953 54,485 111,116 137,298 150,735: 57,031 43,594 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 11,123: 13,060 2,853 200 -3,306 9,979 9,954 13,032: 1,169 -1,909 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.1 19.9 0.5 28.0 57.2 70.7 77.6: 29.3 22.4 Old : 100.0: 42.1 19.9 0.5 28.0 57.2 70.7 77.6: 29.3 22.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 161: 49 45 12 35 50 90 101: Old : 161: 49 45 12 35 50 90 101: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.7 27.0 38.2 36.8 25.6 26.5 37.8 36.3 Old : 25.7 27.0 38.2 36.8 25.6 26.5 37.8 36.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF BRL 100,000) : : : : All : 38,168: 34,133 10,098 66 2,518 27,682 36,717 37,846: 1,451 322 Old : 38,168: 34,133 10,098 66 2,518 27,682 36,717 37,846: 1,451 322 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : -476: 3,938 -17,111 -4,834 396 21,542 -500 -403: 24 -73 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.4 26.5 0.2 6.6 72.5 96.2 99.2: 3.8 0.8 Old : 100.0: 89.4 26.5 0.2 6.6 72.5 96.2 99.2: 3.8 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 12 1 1 3 7 15 9: Old : 22: 12 1 1 3 7 15 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 88.8 90.5 93.3 99.0 88.6 90.5 93.1 99.0 Old : 88.8 90.5 93.3 99.0 88.6 90.5 93.1 99.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF NZD 100,000) : : : : All : 30,520: 22,648 3,662 0 3,381 25,687 26,029 29,349: 4,491 1,171 Old : 30,520: 22,648 3,662 0 3,381 25,687 26,029 29,349: 4,491 1,171 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 868: 406 -216 0 383 1,250 789 1,034: 79 -166 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.2 12.0 0.0 11.1 84.2 85.3 96.2: 14.7 3.8 Old : 100.0: 74.2 12.0 0.0 11.1 84.2 85.3 96.2: 14.7 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 19 9 0 7 8 26 17: Old : 42: 19 9 0 7 8 26 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 71.9 70.7 87.5 54.8 71.9 70.7 87.5 Old : 54.8 71.9 70.7 87.5 54.8 71.9 70.7 87.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All : 9,713,587: 1,164,801 898,859 1,193,636 6,504,798 6,696,565 8,863,235 8,789,060: 850,352 924,527 Old : 9,713,587: 1,164,801 898,859 1,193,636 6,504,798 6,696,565 8,863,235 8,789,060: 850,352 924,527 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : -219,081: -11,106 22,875 -21,374 -180,130 -213,577 -212,610 -212,076: -6,471 -7,005 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.0 9.3 12.3 67.0 68.9 91.2 90.5: 8.8 9.5 Old : 100.0: 12.0 9.3 12.3 67.0 68.9 91.2 90.5: 8.8 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 279: 50 63 89 133 145 242 249: Old : 279: 50 63 89 133 145 242 249: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.9 24.6 48.3 39.0 39.6 21.6 44.6 31.7 Old : 40.9 24.6 48.3 39.0 39.6 21.6 44.6 31.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 767,993: 72,107 95,655 21,284 561,395 565,378 654,786 682,317: 113,207 85,676 Old : 767,993: 72,107 95,655 21,284 561,395 565,378 654,786 682,317: 113,207 85,676 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 676: 3,418 10,444 3,645 -3,022 -14,048 4,040 41: -3,364 635 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 12.5 2.8 73.1 73.6 85.3 88.8: 14.7 11.2 Old : 100.0: 9.4 12.5 2.8 73.1 73.6 85.3 88.8: 14.7 11.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 538: 95 112 48 212 216 334 349: Old : 538: 95 112 48 212 216 334 349: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.1 17.8 25.4 26.9 13.6 16.8 20.8 25.6 Old : 17.1 17.8 25.4 26.9 13.6 16.8 20.8 25.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 269,155: 22,243 27,751 1,480 176,244 204,601 199,967 233,832: 69,188 35,323 Old : 269,155: 22,243 27,751 1,480 176,244 204,601 199,967 233,832: 69,188 35,323 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 5,125: 3,113 1,053 475 2,782 1,847 6,370 3,375: -1,245 1,750 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 10.3 0.5 65.5 76.0 74.3 86.9: 25.7 13.1 Old : 100.0: 8.3 10.3 0.5 65.5 76.0 74.3 86.9: 25.7 13.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 117: 14 18 7 56 50 72 73: Old : 117: 14 18 7 56 50 72 73: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.7 29.8 36.6 44.8 23.1 26.9 34.3 41.9 Old : 24.7 29.8 36.6 44.8 23.1 26.9 34.3 41.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($50 X S&P 500 INDEX) : : : : All : 2,494,190: 309,913 400,113 38,428 1,925,753 1,803,886 2,274,094 2,242,427: 220,096 251,763 Old : 2,494,190: 309,913 400,113 38,428 1,925,753 1,803,886 2,274,094 2,242,427: 220,096 251,763 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : -22,244: 20,734 66,167 -3,363 -29,020 -79,475 -11,649 -16,671: -10,595 -5,573 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 16.0 1.5 77.2 72.3 91.2 89.9: 8.8 10.1 Old : 100.0: 12.4 16.0 1.5 77.2 72.3 91.2 89.9: 8.8 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 501: 91 107 37 186 198 297 322: Old : 501: 91 107 37 186 198 297 322: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.2 15.4 30.0 25.2 17.5 15.4 26.4 24.2 Old : 20.2 15.4 30.0 25.2 17.5 15.4 26.4 24.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 105,079: 13,413 5,989 0 82,369 93,346 95,782 99,335: 9,297 5,744 Old : 105,079: 13,413 5,989 0 82,369 93,346 95,782 99,335: 9,297 5,744 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : -1,659: 3,353 451 0 -5,239 -1,844 -1,886 -1,393: 227 -266 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 5.7 0.0 78.4 88.8 91.2 94.5: 8.8 5.5 Old : 100.0: 12.8 5.7 0.0 78.4 88.8 91.2 94.5: 8.8 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 91: 10 5 0 49 38 59 43: Old : 91: 10 5 0 49 38 59 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.8 39.2 52.5 56.8 33.4 39.2 51.4 56.6 Old : 33.8 39.2 52.5 56.8 33.4 39.2 51.4 56.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 INDEX X $100) : : : : All : 58,531: 13,274 9,510 1,111 38,514 44,564 52,899 55,185: 5,631 3,345 Old : 58,531: 13,274 9,510 1,111 38,514 44,564 52,899 55,185: 5,631 3,345 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 4,957: 6,244 436 93 -2,240 4,497 4,097 5,026: 859 -69 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 16.2 1.9 65.8 76.1 90.4 94.3: 9.6 5.7 Old : 100.0: 22.7 16.2 1.9 65.8 76.1 90.4 94.3: 9.6 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 234: 51 47 17 69 80 127 137: Old : 234: 51 47 17 69 80 127 137: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.9 22.5 43.2 36.0 29.9 22.5 42.6 36.0 Old : 29.9 22.5 43.2 36.0 29.9 22.5 42.6 36.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 STOCK INDEX X $20) : : : : All : 292,653: 66,369 47,548 5,557 192,570 222,822 264,496 275,927: 28,157 16,726 Old : 292,653: 66,369 47,548 5,557 192,570 222,822 264,496 275,927: 28,157 16,726 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 24,783: 31,220 2,181 466 -11,200 22,483 20,486 25,130: 4,297 -347 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 16.2 1.9 65.8 76.1 90.4 94.3: 9.6 5.7 Old : 100.0: 22.7 16.2 1.9 65.8 76.1 90.4 94.3: 9.6 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 234: 51 47 17 69 80 127 137: Old : 234: 51 47 17 69 80 127 137: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.9 22.5 43.2 36.0 29.9 22.5 42.6 36.0 Old : 29.9 22.5 43.2 36.0 29.9 22.5 42.6 36.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF AUD 100,000) : : : : All : 121,626: 82,079 18,743 0 4,216 87,563 86,295 106,306: 35,331 15,320 Old : 121,626: 82,079 18,743 0 4,216 87,563 86,295 106,306: 35,331 15,320 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 27,842: 23,122 6,683 -147 -2,290 25,194 20,685 31,730: 7,157 -3,888 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.5 15.4 0.0 3.5 72.0 71.0 87.4: 29.0 12.6 Old : 100.0: 67.5 15.4 0.0 3.5 72.0 71.0 87.4: 29.0 12.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 80: 34 17 0 10 25 44 42: Old : 80: 34 17 0 10 25 44 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 38.9 52.5 62.5 45.6 38.8 52.4 62.4 Old : 45.6 38.9 52.5 62.5 45.6 38.8 52.4 62.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X $5.00) : : : : All : 35,341: 10,374 11,873 1 18,405 15,568 28,780 27,442: 6,561 7,899 Old : 35,341: 10,374 11,873 1 18,405 15,568 28,780 27,442: 6,561 7,899 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 4,328: 1,748 3,538 0 2,805 184 4,553 3,722: -225 606 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 33.6 0.0 52.1 44.1 81.4 77.6: 18.6 22.4 Old : 100.0: 29.4 33.6 0.0 52.1 44.1 81.4 77.6: 18.6 22.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 18 9 1 16 14 35 23: Old : 54: 18 9 1 16 14 35 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.7 42.1 50.2 62.8 31.2 42.0 45.4 57.8 Old : 31.7 42.1 50.2 62.8 31.2 42.0 45.4 57.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, July 5, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X JPY 500) : : : : All : 47,706: 15,733 3,838 429 24,730 21,862 40,892 26,129: 6,814 21,577 Old : 47,706: 15,733 3,838 429 24,730 21,862 40,892 26,129: 6,814 21,577 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2011 : : 6,867: 3,618 596 48 2,658 -1,878 6,324 -1,234: 543 8,101 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 8.0 0.9 51.8 45.8 85.7 54.8: 14.3 45.2 Old : 100.0: 33.0 8.0 0.9 51.8 45.8 85.7 54.8: 14.3 45.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 60: 16 9 2 23 18 40 28: Old : 60: 16 9 2 23 18 40 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.2 24.9 44.5 36.5 27.5 23.5 42.4 34.6 Old : 28.2 24.9 44.5 36.5 27.5 23.5 42.4 34.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2011