BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,695 COMMITMENTS 165 655 2 2,884 2,817 3,051 3,474 644 221 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -508) -101 -211 -1 -339 -289 -441 -501 -67 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 17.7 0.1 78.1 76.2 82.6 94.0 17.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 11 13 14 17 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,474 COMMITMENTS 7,417 6,593 1,383 19,406 22,322 28,206 30,298 6,268 4,176 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -4,290) -1,775 883 -889 -1,543 -3,411 -4,207 -3,417 -83 -873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 19.1 4.0 56.3 64.8 81.8 87.9 18.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 19 12 16 32 30 60 51 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 259,166 COMMITMENTS 76,904 48,087 47,232 106,458 122,872 230,594 218,191 28,572 40,975 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -853) -554 -419 178 927 -224 551 -465 -1,404 -388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 18.6 18.2 41.1 47.4 89.0 84.2 11.0 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 110 63 105 57 81 226 210 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 306,631 COMMITMENTS 88,013 52,852 38,812 157,322 157,673 284,147 249,337 22,484 57,294 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -4,531) -3,828 -8,623 399 1,071 1,571 -2,358 -6,653 -2,173 2,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 17.2 12.7 51.3 51.4 92.7 81.3 7.3 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371) 78 102 107 77 156 231 304 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,029 COMMITMENTS 4,158 4,907 1,481 3,326 2,002 8,965 8,390 2,064 2,639 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 336) 312 752 -56 -23 -691 233 5 103 331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 44.5 13.4 30.2 18.2 81.3 76.1 18.7 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 24 34 21 19 21 59 72 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,487 COMMITMENTS 11,141 5,944 4,167 10,166 7,380 25,474 17,491 8,013 15,996 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -4,740) -2,661 -253 -633 -803 -1,354 -4,097 -2,240 -643 -2,500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 17.8 12.4 30.4 22.0 76.1 52.2 23.9 47.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 43 28 40 43 59 109 112 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 107,240 COMMITMENTS 12,354 1,439 2,009 91,209 102,494 105,572 105,942 1,668 1,298 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,061) -4,882 1,380 0 4,746 -1,570 -136 -190 1,197 1,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 1.3 1.9 85.1 95.6 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 1 2 17 15 26 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 118,973 COMMITMENTS 38,872 15,168 97 35,943 80,076 74,912 95,341 44,061 23,632 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -14,177) -18,610 -1,277 27 8,350 -17,816 -10,233 -19,066 -3,944 4,889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 12.7 0.1 30.2 67.3 63.0 80.1 37.0 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 27 16 3 28 26 57 43 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,055 COMMITMENTS 14,449 9,794 27 15,742 27,315 30,218 37,136 22,837 15,919 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -3,856) -11,144 -3,458 14 8,243 385 -2,887 -3,059 -969 -797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 18.5 0.1 29.7 51.5 57.0 70.0 43.0 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 14 16 3 13 12 28 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 117,845 COMMITMENTS 56,912 15,619 2,113 50,510 92,781 109,535 110,513 8,310 7,332 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -12,395) -39,245 7,946 1,881 24,386 -27,145 -12,978 -17,318 583 4,923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 13.3 1.8 42.9 78.7 92.9 93.8 7.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 38 25 4 21 18 63 44 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 105,544 COMMITMENTS 41,290 41,045 84 37,132 43,475 78,506 84,604 27,038 20,940 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 2,372) -1,976 2,918 -483 4,421 300 1,962 2,735 410 -363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 38.9 0.1 35.2 41.2 74.4 80.2 25.6 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 30 19 4 20 26 51 48 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 119,904 COMMITMENTS 53,386 11,237 24 33,208 83,110 86,618 94,371 33,286 25,533 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -28,984) -25,469 -8,785 -237 1,666 -13,296 -24,040 -22,318 -4,944 -6,666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 9.4 0.0 27.7 69.3 72.2 78.7 27.8 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 27 15 3 23 21 51 38 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 183,571 COMMITMENTS 49,029 57,302 2,107 86,027 81,060 137,163 140,469 46,408 43,102 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -7,151) -9,284 752 1,041 878 -10,188 -7,365 -8,395 214 1,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 31.2 1.1 46.9 44.2 74.7 76.5 25.3 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 39 49 20 49 52 97 112 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,943 COMMITMENTS 21,588 1,161 133 2,937 25,502 24,658 26,796 4,285 2,147 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -4,845) -4,220 -521 0 397 -5,135 -3,823 -5,656 -1,022 811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.6 4.0 0.5 10.1 88.1 85.2 92.6 14.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 20 6 1 5 10 26 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,197,865 COMMITMENTS 1370242 1064725 1225843 6711011 6941590 9307096 9232158 890,769 965,707 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -217,671) 152,884 39,390 -55,336 -303,849 -193,266 -206,301 -209,212 -11,370 -8,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 10.4 12.0 65.8 68.1 91.3 90.5 8.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 58 55 90 135 145 247 249 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,011,909 COMMITMENTS 69,741 116,810 60,558 709,000 678,261 839,299 855,629 172,610 156,280 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 156,292) -12,348 30,309 38,559 100,847 46,822 127,059 115,690 29,233 40,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 11.5 6.0 70.1 67.0 82.9 84.6 17.1 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 612) 101 138 68 246 253 383 426 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 334,651 COMMITMENTS 16,025 67,032 1,627 201,921 216,401 219,573 285,060 115,078 49,591 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 41,301) 1,835 33,691 467 16,451 -1,187 18,753 32,971 22,548 8,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 20.0 0.5 60.3 64.7 65.6 85.2 34.4 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 18 25 7 60 58 81 87 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,386,290 COMMITMENTS 501,568 481,877 61,669 2535393 2309301 3098630 2852847 287,660 533,443 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 574,953) 108,733 162,736 10,816 421,981 240,045 541,530 413,597 33,423 161,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 14.2 1.8 74.9 68.2 91.5 84.2 8.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573) 99 130 50 219 231 342 388 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 107,429 COMMITMENTS 15,736 4,928 0 85,109 95,889 100,845 100,817 6,584 6,612 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,074) 4,668 197 -1,353 100 1,733 3,415 577 -2,341 497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 4.6 0.0 79.2 89.3 93.9 93.8 6.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 10 5 0 53 38 63 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 81,283 COMMITMENTS 13,297 4,745 2,017 57,412 68,209 72,725 74,971 8,557 6,312 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -7,463) -5,760 -1,123 -2,836 1,623 -4,550 -6,973 -8,509 -490 1,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 5.8 2.5 70.6 83.9 89.5 92.2 10.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 47 18 14 79 91 129 120 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,329 COMMITMENTS 399 2,546 0 10,767 10,989 11,166 13,535 4,163 1,794 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -2,654) -3,314 219 0 429 -2,943 -2,885 -2,724 231 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 16.6 0.0 70.2 71.7 72.8 88.3 27.2 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 5 0 7 8 8 13 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 329,768 COMMITMENTS 70,995 17,502 3,578 233,223 286,100 307,796 307,180 21,972 22,588 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -24,046) -27,161 -21,643 751 5,969 -8,034 -20,441 -28,926 -3,605 4,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 5.3 1.1 70.7 86.8 93.3 93.2 6.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 46 17 11 76 89 125 114 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 104,527 COMMITMENTS 40,840 11,824 250 36,040 71,987 77,130 84,061 27,397 20,466 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -29,403) -50,512 -3,930 234 28,303 -31,400 -21,975 -35,096 -7,428 5,693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 11.3 0.2 34.5 68.9 73.8 80.4 26.2 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 25 14 4 16 17 44 32 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,783 COMMITMENTS 6,467 11,055 0 17,158 12,466 23,625 23,521 7,158 7,262 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -5,205) -3,162 -3,097 0 -2,321 -2,010 -5,483 -5,107 278 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 35.9 0.0 55.7 40.5 76.7 76.4 23.3 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 11 11 0 17 14 28 25 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 72,198 COMMITMENTS 21,798 4,696 865 15,120 57,723 37,783 63,284 34,415 8,914 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 11,924) -45 -253 -169 -4,443 10,311 -4,657 9,889 16,581 2,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 6.5 1.2 20.9 80.0 52.3 87.7 47.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 19 7 2 17 31 37 39
Updated August 12, 2011