BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,130 COMMITMENTS 264 1,031 1 3,167 2,807 3,432 3,839 698 291 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 606) -17 0 0 712 633 695 633 -89 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 25.0 0.0 76.7 68.0 83.1 93.0 16.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 1 13 11 16 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,065 COMMITMENTS 7,794 5,939 1,290 22,389 25,306 31,473 32,535 5,592 4,530 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,707) 1,184 337 120 262 1,381 1,566 1,838 141 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 16.0 3.5 60.4 68.3 84.9 87.8 15.1 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 23 12 19 35 33 68 55 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,224 COMMITMENTS 2,419 34 2 1,656 3,518 4,077 3,554 147 670 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 74) 5 34 2 69 51 76 87 -2 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.3 0.8 0.0 39.2 83.3 96.5 84.1 3.5 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 1 5 11 10 12 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 230,340 COMMITMENTS 61,102 57,786 39,230 108,850 101,180 209,182 198,196 21,158 32,144 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 10,790) 7,706 425 2,923 886 6,529 11,515 9,877 -725 913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 25.1 17.0 47.3 43.9 90.8 86.0 9.2 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 86 71 96 48 71 191 203 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 327,517 COMMITMENTS 87,465 59,291 51,484 166,682 156,245 305,631 267,020 21,886 60,497 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 7,419) -1,290 -2,138 5,921 4,077 3,672 8,708 7,455 -1,289 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 18.1 15.7 50.9 47.7 93.3 81.5 6.7 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 87 107 121 74 159 247 324 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,690 COMMITMENTS 3,964 4,747 657 3,091 1,990 7,712 7,394 1,978 2,296 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -478) -117 -165 -65 18 -215 -164 -445 -314 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 49.0 6.8 31.9 20.5 79.6 76.3 20.4 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 26 33 12 15 18 51 59 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,104 COMMITMENTS 13,139 5,823 5,104 12,649 8,087 30,892 19,014 6,212 18,090 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,089) 721 -443 481 -573 408 629 446 460 643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 15.7 13.8 34.1 21.8 83.3 51.2 16.7 48.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 40 29 35 33 57 94 108 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 101,276 COMMITMENTS 13,161 527 369 86,179 99,263 99,709 100,159 1,567 1,117 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 2,491) 768 527 0 3,213 3,560 3,981 4,087 -1,490 -1,596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 0.5 0.4 85.1 98.0 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 2 1 17 15 24 18 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 92,360 COMMITMENTS 21,896 23,759 25 28,565 46,695 50,486 70,479 41,874 21,881 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 4,455) 1,913 5,980 25 4,475 -5,046 6,413 959 -1,958 3,496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 25.7 0.0 30.9 50.6 54.7 76.3 45.3 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 27 15 1 23 20 51 35 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,227 COMMITMENTS 21,412 11,464 1 4,526 27,805 25,939 39,270 25,288 11,957 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -77) -2,288 -423 1 1,408 -271 -879 -693 802 616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 22.4 0.0 8.8 54.3 50.6 76.7 49.4 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 19 9 1 10 10 30 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 98,930 COMMITMENTS 59,833 13,756 246 32,363 82,558 92,442 96,560 6,488 2,370 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 547) 1,305 -3,349 -79 -1,062 4,134 164 706 383 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.5 13.9 0.2 32.7 83.5 93.4 97.6 6.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 53 17 1 20 18 74 35 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 102,414 COMMITMENTS 27,928 46,277 963 52,846 31,150 81,737 78,390 20,677 24,024 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 9,590) 1,165 8,154 -119 10,089 -1,017 11,135 7,018 -1,545 2,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 45.2 0.9 51.6 30.4 79.8 76.5 20.2 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 23 29 5 28 20 53 52 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 94,286 COMMITMENTS 34,319 20,696 34 37,464 41,037 71,817 61,767 22,469 32,519 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -4,785) -12,755 6,216 -23 14,292 -14,226 1,514 -8,033 -6,299 3,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 22.0 0.0 39.7 43.5 76.2 65.5 23.8 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 27 33 2 22 21 51 54 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 183,206 COMMITMENTS 68,800 35,813 753 57,791 101,137 127,344 137,703 55,862 45,503 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -5,984) -3,353 -6,569 161 -4,687 -2,032 -7,879 -8,440 1,895 2,456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 19.5 0.4 31.5 55.2 69.5 75.2 30.5 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 41 48 10 36 51 81 105 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 38,644 COMMITMENTS 30,195 27,209 4,900 2,122 6,140 37,217 38,249 1,427 395 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 139) 121 0 0 0 -85 121 -85 18 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.1 70.4 12.7 5.5 15.9 96.3 99.0 3.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 12 2 3 2 5 15 9 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,652 COMMITMENTS 22,242 3,878 0 2,998 24,437 25,240 28,315 4,412 1,337 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -609) -700 -215 0 28 -505 -672 -720 63 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.0 13.1 0.0 10.1 82.4 85.1 95.5 14.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 17 11 0 5 8 22 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,932,668 COMMITMENTS 1175907 875,984 1215010 6684928 6910142 9075845 9001136 856,823 931,532 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 31,564) -91,193 -15,544 16,655 152,447 71,567 77,909 72,678 -46,345 -41,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 8.8 12.2 67.3 69.6 91.4 90.6 8.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 52 59 86 138 154 245 255 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 767,317 COMMITMENTS 68,689 85,211 17,640 564,417 579,426 650,746 682,277 116,571 85,040 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -4,257) -2,054 -2,962 -1,976 9,029 4,665 4,999 -273 -9,256 -3,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 11.1 2.3 73.6 75.5 84.8 88.9 15.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522) 87 107 47 211 217 323 346 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 264,030 COMMITMENTS 19,130 26,698 1,005 173,462 202,754 193,597 230,457 70,433 33,573 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 50) -6,048 381 34 4,985 6,509 -1,029 6,924 1,079 -6,874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 10.1 0.4 65.7 76.8 73.3 87.3 26.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 13 16 4 53 50 67 69 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,516,434 COMMITMENTS 289,179 333,946 41,791 1954773 1883361 2285743 2259098 230,691 257,336 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -21,535) 7,132 -29,554 2,786 20,220 -9,218 30,138 -35,986 -51,673 14,451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 13.3 1.7 77.7 74.8 90.8 89.8 9.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 490) 82 102 40 188 200 291 321 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 106,738 COMMITMENTS 10,060 5,538 0 87,608 95,190 97,668 100,728 9,070 6,010 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -100) 532 8 -714 -619 -496 -801 -1,202 701 1,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 5.2 0.0 82.1 89.2 91.5 94.4 8.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 8 4 0 51 38 59 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,574 COMMITMENTS 7,030 9,073 1,018 40,754 40,068 48,802 50,159 4,772 3,415 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -558) -576 -1,928 50 -92 -1,852 -617 -3,730 60 3,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 16.9 1.9 76.1 74.8 91.1 93.6 8.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 39 43 10 73 77 116 126 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 267,870 COMMITMENTS 35,149 45,367 5,091 203,770 200,339 244,010 250,797 23,860 17,073 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -2,788) -2,879 -9,641 251 -458 -9,261 -3,086 -18,651 298 15,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 16.9 1.9 76.1 74.8 91.1 93.6 8.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 39 43 10 73 77 116 126 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 93,784 COMMITMENTS 58,957 12,060 147 6,506 62,369 65,610 74,576 28,174 19,208 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -6,295) -7,839 -165 144 1,659 -9,661 -6,036 -9,682 -259 3,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.9 12.9 0.2 6.9 66.5 70.0 79.5 30.0 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 26 14 5 10 21 38 38 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,013 COMMITMENTS 8,626 8,335 1 15,600 15,384 24,227 23,720 6,786 7,293 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 2,295) -530 1,879 1 2,531 448 2,002 2,328 293 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 26.9 0.0 50.3 49.6 78.1 76.5 21.9 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 13 9 1 16 13 30 22 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 40,839 COMMITMENTS 12,115 3,242 381 22,072 23,740 34,568 27,363 6,271 13,476 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -914) 3,991 230 62 -4,775 4,846 -722 5,138 -192 -6,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 7.9 0.9 54.0 58.1 84.6 67.0 15.4 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 15 7 2 23 22 39 30 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 10,595 COMMITMENTS 4,882 715 10 4,226 9,493 9,118 10,218 1,477 377 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 384) 267 307 10 64 27 341 344 43 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 6.7 0.1 39.9 89.6 86.1 96.4 13.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 4 2 8 4 16 10
Updated July 1, 2011