BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,142 COMMITMENTS 266 862 6 3,181 3,053 3,453 3,921 689 221 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 107) 92 6 -2 3 97 93 101 14 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 20.8 0.1 76.8 73.7 83.4 94.7 16.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 2 10 11 13 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,916 COMMITMENTS 9,154 5,669 2,008 20,649 25,344 31,811 33,021 6,105 4,895 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 503) 300 -83 180 105 1,033 585 1,130 -82 -627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 15.0 5.3 54.5 66.8 83.9 87.1 16.1 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 29 11 19 32 32 70 54 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,843 COMMITMENTS 1,936 143 1 1,739 3,146 3,676 3,290 167 553 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 70) -5 33 -1 72 16 66 48 4 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 3.7 0.0 45.3 81.9 95.7 85.6 4.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 1 5 11 9 13 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 247,692 COMMITMENTS 73,514 49,836 41,334 104,964 118,738 219,812 209,908 27,880 37,784 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 3,692) 1,717 -3,306 1,670 -1,432 4,202 1,955 2,566 1,737 1,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 20.1 16.7 42.4 47.9 88.7 84.7 11.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 109 56 93 53 78 206 196 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 313,397 COMMITMENTS 93,518 57,698 40,282 154,066 158,479 287,866 256,459 25,531 56,938 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -10,013) -1,415 6,213 -5,364 -459 -6,667 -7,238 -5,818 -2,775 -4,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 18.4 12.9 49.2 50.6 91.9 81.8 8.1 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 98 91 107 87 161 247 310 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,463 COMMITMENTS 3,822 3,847 1,058 2,998 2,493 7,878 7,398 1,585 2,065 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 561) -4 26 491 130 -13 617 504 -56 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 40.7 11.2 31.7 26.3 83.3 78.2 16.7 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 19 33 11 13 19 41 60 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,567 COMMITMENTS 14,296 6,236 5,968 11,765 9,331 32,029 21,535 7,538 18,032 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -909) -865 398 -455 180 197 -1,140 140 231 -1,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 15.8 15.1 29.7 23.6 80.9 54.4 19.1 45.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 44 34 44 43 68 116 129 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,891 COMMITMENTS 16,498 0 1,964 83,827 100,867 102,289 102,831 602 60 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 490) 1,496 0 1,468 -2,221 -609 743 859 -253 -369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 0.0 1.9 81.5 98.0 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 0 2 17 15 25 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,807 COMMITMENTS 52,884 16,743 10 27,531 93,417 80,425 110,170 48,382 18,637 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 4,088) 261 -8,116 10 2,438 11,640 2,709 3,534 1,379 554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.1 13.0 0.0 21.4 72.5 62.4 85.5 37.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 39 10 1 22 29 61 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,513 COMMITMENTS 21,103 13,226 1 6,473 28,080 27,577 41,307 25,936 12,206 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,380) -56 3,561 -46 1,399 -1,825 1,297 1,690 83 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 24.7 0.0 12.1 52.5 51.5 77.2 48.5 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 18 12 1 12 12 31 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 137,823 COMMITMENTS 103,288 11,375 254 26,024 124,088 129,566 135,717 8,257 2,106 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,560) 2,979 332 -370 -157 2,815 2,452 2,777 108 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.9 8.3 0.2 18.9 90.0 94.0 98.5 6.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 67 13 2 16 21 85 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 97,415 COMMITMENTS 33,312 32,090 464 38,197 43,231 71,973 75,785 25,442 21,630 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -876) 7,301 -635 -67 -14,822 2,175 -7,588 1,473 6,712 -2,349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 32.9 0.5 39.2 44.4 73.9 77.8 26.1 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 29 22 3 21 25 51 49 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 138,932 COMMITMENTS 72,114 20,812 146 31,950 86,498 104,210 107,456 34,722 31,476 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 9,279) 8,579 -568 -116 76 7,662 8,539 6,978 740 2,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.9 15.0 0.1 23.0 62.3 75.0 77.3 25.0 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 40 31 5 22 24 67 55 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 183,690 COMMITMENTS 60,177 43,139 1,077 71,503 97,247 132,757 141,463 50,933 42,227 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 3,376) 1,597 -6,195 55 -5,696 13,562 -4,044 7,422 7,420 -4,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 23.5 0.6 38.9 52.9 72.3 77.0 27.7 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 47 43 15 41 52 95 103 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,632 COMMITMENTS 16,582 12,279 72 2,526 8,061 19,180 20,412 1,452 220 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,588) 2,701 1,754 0 0 821 2,701 2,575 -113 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.4 59.5 0.3 12.2 39.1 93.0 98.9 7.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 11 2 2 3 7 15 10 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,793 COMMITMENTS 25,241 1,950 114 2,498 29,111 27,853 31,175 4,940 1,618 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,721) 1,877 24 0 -247 1,735 1,630 1,759 91 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.0 5.9 0.3 7.6 88.8 84.9 95.1 15.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 22 7 1 5 11 28 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,110,078 COMMITMENTS 1208436 1054818 1210355 6811818 6859507 9230609 9124680 879,469 985,398 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 84,579) 77,083 11,221 27,858 24,610 80,628 129,551 119,707 -44,972 -35,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 10.4 12.0 67.4 67.8 91.3 90.3 8.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 47 61 78 136 148 236 244 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 802,406 COMMITMENTS 75,764 85,577 26,234 573,700 599,429 675,698 711,240 126,707 91,166 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 10,041) 4,233 1,166 1,900 -211 4,363 5,922 7,428 4,120 2,613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 10.7 3.3 71.5 74.7 84.2 88.6 15.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532) 105 95 51 224 219 354 342 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 286,111 COMMITMENTS 27,449 27,085 1,088 174,480 222,530 203,017 250,703 83,094 35,408 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 13,591) 4,705 363 -43 2,696 12,417 7,358 12,737 6,233 854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 9.5 0.4 61.0 77.8 71.0 87.6 29.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 17 17 5 55 54 73 75 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,581,474 COMMITMENTS 324,025 374,910 43,280 1996102 1884495 2363407 2302685 218,067 278,789 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -17,748) 22,239 28,614 -14,886 -14,535 -40,271 -7,182 -26,543 -10,566 8,795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 14.5 1.7 77.3 73.0 91.6 89.2 8.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 498) 101 92 40 198 197 318 311 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 109,699 COMMITMENTS 13,555 5,093 241 86,679 99,123 100,475 104,457 9,224 5,242 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -294) -1,247 -254 241 449 -427 -557 -440 263 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 4.6 0.2 79.0 90.4 91.6 95.2 8.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 12 5 1 51 38 63 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 90,825 COMMITMENTS 22,269 5,621 5,394 54,104 75,145 81,767 86,160 9,058 4,665 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -455) -1,148 -1,657 148 932 781 -68 -729 -387 274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 6.2 5.9 59.6 82.7 90.0 94.9 10.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 72 24 14 74 86 153 117 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,957 COMMITMENTS 4,193 2,203 0 9,660 14,303 13,853 16,506 4,104 1,451 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -557) -245 246 0 172 -318 -73 -72 -484 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 12.3 0.0 53.8 79.7 77.1 91.9 22.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 0 9 9 10 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 364,339 COMMITMENTS 114,894 41,604 2,458 222,218 304,209 339,570 348,271 24,769 16,068 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 512) -4,424 -9,427 649 3,800 5,494 25 -3,284 487 3,796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 11.4 0.7 61.0 83.5 93.2 95.6 6.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 73 22 12 69 83 147 112 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 135,764 COMMITMENTS 92,174 10,736 47 7,504 109,250 99,725 120,033 36,039 15,731 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 7,052) 1,953 -1,690 38 2,351 7,536 4,342 5,884 2,710 1,168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.9 7.9 0.0 5.5 80.5 73.5 88.4 26.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 36 10 3 13 22 50 34 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 37,496 COMMITMENTS 9,364 15,018 1 20,874 13,410 30,239 28,429 7,257 9,067 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 64) 1,012 1,163 1 678 -1,392 1,691 -228 -1,627 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 40.1 0.0 55.7 35.8 80.6 75.8 19.4 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 15 14 1 18 12 34 26 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,539 COMMITMENTS 20,079 3,752 448 22,099 38,866 42,626 43,066 7,913 7,473 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -5,105) 644 -1,562 98 2,649 -5,767 3,391 -7,231 -8,496 2,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 7.4 0.9 43.7 76.9 84.3 85.2 15.7 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 21 7 2 20 23 42 31
Updated July 29, 2011