BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,769 COMMITMENTS 200 661 5 2,916 2,860 3,121 3,526 648 243 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 74) 35 6 3 32 43 70 52 4 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 17.5 0.1 77.4 75.9 82.8 93.6 17.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 1 11 13 13 17 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,752 COMMITMENTS 8,446 7,093 880 20,507 23,639 29,833 31,612 5,919 4,140 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,278) 1,029 500 -503 1,101 1,317 1,627 1,314 -349 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 19.8 2.5 57.4 66.1 83.4 88.4 16.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 24 11 14 28 29 57 50 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,872 COMMITMENTS 70,312 45,608 43,065 102,231 117,843 215,608 206,516 29,264 38,356 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -14,294) -6,592 -2,479 -4,167 -4,227 -5,029 -14,986 -11,675 692 -2,619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 18.6 17.6 41.7 48.1 88.0 84.3 12.0 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 97 64 98 54 80 213 203 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,777 COMMITMENTS 95,410 52,944 42,814 148,419 159,963 286,643 255,721 25,134 56,056 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 5,146) 7,397 92 4,002 -8,903 2,290 2,496 6,384 2,650 -1,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 17.0 13.7 47.6 51.3 91.9 82.0 8.1 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387) 99 97 104 74 162 242 307 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,592 COMMITMENTS 4,141 4,975 522 3,101 1,747 7,764 7,244 1,828 2,348 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -1,437) -17 68 -959 -225 -255 -1,201 -1,146 -236 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 51.9 5.4 32.3 18.2 80.9 75.5 19.1 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 23 37 13 19 19 52 63 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,829 COMMITMENTS 11,592 6,318 4,412 9,867 7,272 25,871 18,002 7,958 15,827 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 342) 451 374 245 -299 -108 397 511 -55 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 18.7 13.0 29.2 21.5 76.5 53.2 23.5 46.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 41 32 39 45 58 110 113 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,138 COMMITMENTS 10,712 1,122 2,886 87,586 97,170 101,184 101,178 954 960 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -5,102) -1,642 -317 877 -3,623 -5,324 -4,388 -4,764 -714 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 1.1 2.8 85.8 95.1 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 1 2 16 14 23 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 103,509 COMMITMENTS 23,153 19,032 86 39,061 60,465 62,300 79,583 41,209 23,926 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -15,464) -15,719 3,864 -11 3,118 -19,611 -12,612 -15,758 -2,852 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 18.4 0.1 37.7 58.4 60.2 76.9 39.8 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 20 22 4 27 25 50 48 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,498 COMMITMENTS 13,330 4,322 82 14,400 31,306 27,812 35,710 20,686 12,788 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -4,557) -1,119 -5,472 55 -1,342 3,991 -2,406 -1,426 -2,151 -3,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 8.9 0.2 29.7 64.6 57.3 73.6 42.7 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 12 8 3 12 11 26 20 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 110,017 COMMITMENTS 40,669 18,035 369 61,953 83,817 102,991 102,221 7,026 7,796 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -7,828) -16,243 2,416 -1,744 11,443 -8,964 -6,544 -8,292 -1,284 464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 16.4 0.3 56.3 76.2 93.6 92.9 6.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 24 32 4 21 16 48 50 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 100,562 COMMITMENTS 36,193 39,289 85 36,090 41,640 72,368 81,014 28,194 19,548 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -4,982) -5,097 -1,756 1 -1,042 -1,835 -6,138 -3,590 1,156 -1,392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 39.1 0.1 35.9 41.4 72.0 80.6 28.0 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 30 20 5 25 25 57 48 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 126,262 COMMITMENTS 59,060 11,712 45 34,111 88,078 93,216 99,835 33,046 26,427 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 6,358) 5,674 475 21 903 4,968 6,598 5,464 -240 894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.8 9.3 0.0 27.0 69.8 73.8 79.1 26.2 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 30 17 3 23 20 55 38 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 168,931 COMMITMENTS 47,094 40,368 1,643 75,036 82,944 123,773 124,955 45,158 43,976 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -14,640) -1,935 -16,934 -464 -10,991 1,884 -13,390 -15,514 -1,250 874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 23.9 1.0 44.4 49.1 73.3 74.0 26.7 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 39 44 19 45 53 92 108 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,705 COMMITMENTS 19,214 797 0 3,774 24,389 22,988 25,186 3,717 1,519 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -2,238) -2,374 -364 -133 837 -1,113 -1,670 -1,610 -568 -628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.9 3.0 0.0 14.1 91.3 86.1 94.3 13.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 18 5 0 7 9 25 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,930,485 COMMITMENTS 1040836 1116301 1327407 6696085 6529326 9064328 8973034 866,157 957,451 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -267,380) -329,406 51,576 101,564 -14,926 -412,264 -242,768 -259,124 -24,612 -8,256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 11.2 13.4 67.4 65.8 91.3 90.4 8.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 54 52 84 133 142 236 240 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 977,983 COMMITMENTS 61,400 133,380 36,140 761,309 693,090 858,849 862,610 119,134 115,373 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -33,926) -8,341 16,570 -24,418 52,309 14,828 19,550 6,980 -53,476 -40,906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 13.6 3.7 77.8 70.9 87.8 88.2 12.2 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610) 86 155 64 243 250 366 435 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 332,182 COMMITMENTS 17,217 52,191 1,447 242,888 222,391 261,552 276,029 70,630 56,153 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -2,469) 1,192 -14,841 -180 40,967 5,990 41,979 -9,031 -44,448 6,562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 15.7 0.4 73.1 66.9 78.7 83.1 21.3 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 17 27 8 64 58 85 89 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,229,005 COMMITMENTS 344,568 529,599 49,812 2592105 2353493 2986485 2932904 242,520 296,101 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -157,285) -157,000 47,722 -11,857 56,712 44,192 -112,145 80,057 -45,140 -237,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 16.4 1.5 80.3 72.9 92.5 90.8 7.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575) 89 142 43 216 229 325 395 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,045 COMMITMENTS 10,500 5,633 1,310 87,962 89,604 99,772 96,547 5,273 8,498 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -2,384) -5,236 705 1,310 2,853 -6,285 -1,073 -4,270 -1,311 1,886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 5.4 1.2 83.7 85.3 95.0 91.9 5.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 7 7 1 49 36 56 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,215 COMMITMENTS 5,855 8,310 2,515 72,517 70,556 80,887 81,380 10,328 9,834 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 9,932) -7,442 3,564 498 15,105 2,347 8,161 6,409 1,771 3,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 9.1 2.8 79.5 77.4 88.7 89.2 11.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 29 31 15 78 92 115 131 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,615 COMMITMENTS 523 1,277 25 18,884 15,352 19,432 16,654 3,183 5,961 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 7,286) 124 -1,269 25 8,117 4,363 8,266 3,119 -980 4,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 5.6 0.1 83.5 67.9 85.9 73.6 14.1 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 9 7 11 11 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 342,998 COMMITMENTS 31,658 40,162 7,451 268,164 276,018 307,273 323,631 35,725 19,367 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 13,230) -39,337 22,660 3,873 34,941 -10,082 -523 16,451 13,753 -3,221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 11.7 2.2 78.2 80.5 89.6 94.4 10.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 29 30 13 74 90 109 127 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 103,162 COMMITMENTS 41,286 11,563 31 40,131 67,875 81,448 79,469 21,714 23,693 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -1,365) 446 -261 -219 4,091 -4,112 4,318 -4,592 -5,683 3,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 11.2 0.0 38.9 65.8 79.0 77.0 21.0 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 24 16 2 15 19 40 36 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,081 COMMITMENTS 6,711 11,531 0 19,178 12,093 25,889 23,624 6,192 8,457 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,298) 244 476 0 2,020 -373 2,264 103 -966 1,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 35.9 0.0 59.8 37.7 80.7 73.6 19.3 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 11 10 0 19 18 30 28 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,962 COMMITMENTS 18,193 4,448 1,104 15,389 47,028 34,686 52,580 24,276 6,382 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -13,236) -3,605 -248 239 269 -10,695 -3,097 -10,704 -10,139 -2,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 7.5 1.9 26.1 79.8 58.8 89.2 41.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 18 8 3 20 27 39 37
Updated August 19, 2011