BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,524 COMMITMENTS 281 1,031 1 2,455 2,174 2,737 3,206 787 318 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 35) -20 11 0 46 -3 26 8 9 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 29.3 0.0 69.7 61.7 77.7 91.0 22.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 10 10 13 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,358 COMMITMENTS 6,610 5,602 1,170 22,127 23,925 29,907 30,697 5,451 4,661 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 1,328) 1,059 484 82 351 479 1,492 1,045 -164 283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 15.8 3.3 62.6 67.7 84.6 86.8 15.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 17 13 18 34 33 61 55 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,550 COMMITMENTS 53,396 57,361 36,307 107,964 94,651 197,667 188,319 21,883 31,231 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 2,020) 3,697 -3,448 -2,007 -1,616 6,341 74 886 1,946 1,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 26.1 16.5 49.2 43.1 90.0 85.8 10.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 75 73 88 49 69 178 196 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 320,098 COMMITMENTS 88,755 61,429 45,563 162,605 152,573 296,923 259,565 23,175 60,533 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -6,553) -4,493 -3,333 864 443 -1,291 -3,186 -3,760 -3,367 -2,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 19.2 14.2 50.8 47.7 92.8 81.1 7.2 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 85 111 122 80 156 252 327 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,168 COMMITMENTS 4,081 4,912 722 3,073 2,205 7,876 7,839 2,292 2,329 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -15) -113 -217 203 3 -139 93 -153 -108 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 48.3 7.1 30.2 21.7 77.5 77.1 22.5 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 28 34 12 15 19 53 61 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,015 COMMITMENTS 12,418 6,266 4,623 13,222 7,679 30,263 18,568 5,752 17,447 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 680) -457 -47 1,030 869 96 1,442 1,079 -762 -399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 17.4 12.8 36.7 21.3 84.0 51.6 16.0 48.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 33 37 35 35 53 94 107 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 98,785 COMMITMENTS 12,393 0 369 82,966 95,703 95,728 96,072 3,057 2,713 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -11,955) -1,410 0 0 -12,530 -13,922 -13,940 -13,922 1,985 1,967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 0.0 0.4 84.0 96.9 96.9 97.3 3.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 0 1 16 14 23 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 87,905 COMMITMENTS 19,983 17,779 0 24,090 51,741 44,073 69,520 43,832 18,385 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -54,267) -13,763 2,888 -7,249 -30,785 -51,871 -51,797 -56,232 -2,470 1,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 20.2 0.0 27.4 58.9 50.1 79.1 49.9 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 24 12 0 19 23 43 35 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,304 COMMITMENTS 23,700 11,887 0 3,118 28,076 26,818 39,963 24,486 11,341 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -2,744) -1,855 -381 -16 346 -2,676 -1,525 -3,073 -1,219 329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 23.2 0.0 6.1 54.7 52.3 77.9 47.7 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 21 8 0 8 10 29 18 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 98,383 COMMITMENTS 58,528 17,105 325 33,425 78,424 92,278 95,854 6,105 2,529 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -11,848) -7,564 -824 -2 -3,398 -10,611 -10,964 -11,437 -884 -411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.5 17.4 0.3 34.0 79.7 93.8 97.4 6.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 57 16 1 19 16 77 32 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 92,824 COMMITMENTS 26,763 38,123 1,082 42,757 32,167 70,602 71,372 22,222 21,452 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 2,105) -9,921 12,665 20 17,659 -11,751 7,758 934 -5,653 1,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 41.1 1.2 46.1 34.7 76.1 76.9 23.9 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 24 22 4 27 20 52 45 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 99,071 COMMITMENTS 47,074 14,480 57 23,172 55,263 70,303 69,800 28,768 29,271 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 4,588) 8,456 630 -209 -4,387 8,081 3,860 8,502 728 -3,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.5 14.6 0.1 23.4 55.8 71.0 70.5 29.0 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 34 23 2 16 23 51 47 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 189,190 COMMITMENTS 72,153 42,382 592 62,478 103,169 135,223 146,143 53,967 43,047 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -1,183) -12,427 7,696 70 13,732 -10,126 1,375 -2,360 -2,558 1,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 22.4 0.3 33.0 54.5 71.5 77.2 28.5 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 39 50 9 39 48 81 104 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 38,505 COMMITMENTS 30,074 27,209 4,900 2,122 6,225 37,096 38,334 1,409 171 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -91) -91 0 0 15 -91 -76 -91 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.1 70.7 12.7 5.5 16.2 96.3 99.6 3.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 11 2 3 2 6 14 10 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,261 COMMITMENTS 22,942 4,093 0 2,970 24,942 25,912 29,035 4,349 1,226 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -1,171) -578 -209 0 -537 -1,109 -1,115 -1,318 -56 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.8 13.5 0.0 9.8 82.4 85.6 95.9 14.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 21 10 0 4 10 25 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,901,104 COMMITMENTS 1267100 891,528 1198355 6532481 6838575 8997936 8928458 903,168 972,646 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 17,008) -152,761 -40,420 3,901 233,584 131,271 84,724 94,752 -67,716 -77,744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 9.0 12.1 66.0 69.1 90.9 90.2 9.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 54 64 88 135 153 246 255 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 771,574 COMMITMENTS 70,743 88,173 19,616 555,388 574,761 645,747 682,550 125,827 89,024 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -301,164) -10,908 -13,155 -52,824 -143,742 -141,452 -207,474 -207,431 -93,689 -93,733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 11.4 2.5 72.0 74.5 83.7 88.5 16.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518) 85 107 48 211 211 324 338 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 263,980 COMMITMENTS 25,178 26,317 971 168,477 196,245 194,626 223,533 69,354 40,447 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -123,693) 6,679 -25,382 -14,709 -32,380 -49,182 -40,410 -89,273 -83,283 -34,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 10.0 0.4 63.8 74.3 73.7 84.7 26.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 14 17 4 53 48 69 67 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,537,969 COMMITMENTS 282,047 363,500 39,005 1934553 1892579 2255605 2295084 282,364 242,885 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -887,353) -217,881 -68,808 -60,632 -556,809 -461,349 -835,322 -590,789 -52,031 -296,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 14.3 1.5 76.2 74.6 88.9 90.4 11.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 479) 79 100 42 185 192 287 311 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 106,838 COMMITMENTS 9,528 5,530 714 88,227 95,686 98,469 101,930 8,369 4,908 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -16,644) 2,014 -1,413 -570 -16,070 -13,321 -14,626 -15,304 -2,018 -1,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 5.2 0.7 82.6 89.6 92.2 95.4 7.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 8 4 1 50 40 58 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,132 COMMITMENTS 7,606 11,002 968 40,846 41,920 49,419 53,890 4,712 242 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -46,419) -3,196 967 -6,775 -26,592 -32,863 -36,563 -38,671 -9,856 -7,748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 20.3 1.8 75.5 77.4 91.3 99.6 8.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 40 38 11 71 68 116 112 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 270,658 COMMITMENTS 38,028 55,008 4,840 204,228 209,600 247,096 269,448 23,562 1,210 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -130,496) -37,904 4,560 -9,122 -59,799 -99,469 -106,825 -104,031 -23,671 -26,465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 20.3 1.8 75.5 77.4 91.3 99.6 8.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 40 38 11 71 68 116 112 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 100,079 COMMITMENTS 66,796 12,225 3 4,847 72,030 71,646 84,258 28,433 15,821 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -15,040) -12,820 279 1 257 -15,987 -12,562 -15,707 -2,478 667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.7 12.2 0.0 4.8 72.0 71.6 84.2 28.4 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 27 15 1 9 22 36 38 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 28,718 COMMITMENTS 9,156 6,456 0 13,069 14,936 22,225 21,392 6,493 7,326 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 1,077) 743 -250 0 407 670 1,150 420 -73 657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 22.5 0.0 45.5 52.0 77.4 74.5 22.6 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 16 8 0 17 11 33 19 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,753 COMMITMENTS 8,124 3,012 319 26,847 18,894 35,290 22,225 6,463 19,528 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 979) -747 -451 -69 614 647 -202 127 1,181 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 7.2 0.8 64.3 45.3 84.5 53.2 15.5 46.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 10 9 2 24 19 35 29 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 10,211 COMMITMENTS 4,615 408 0 4,162 9,466 8,777 9,874 1,434 337 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.2 4.0 0.0 40.8 92.7 86.0 96.7 14.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 2 0 7 2 17 4
Updated June 24, 2011