BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,844 COMMITMENTS 212 677 2 2,955 2,870 3,169 3,549 675 295 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 75) 12 16 -3 39 10 48 23 27 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 17.6 0.1 76.9 74.7 82.4 92.3 17.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 11 12 13 16 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,777 COMMITMENTS 8,800 7,315 997 21,577 24,280 31,374 32,592 5,403 4,185 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,025) 354 222 117 1,070 641 1,541 980 -516 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 19.9 2.7 58.7 66.0 85.3 88.6 14.7 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 24 9 16 29 31 58 51 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 251,354 COMMITMENTS 68,799 46,267 48,261 104,679 117,095 221,739 211,623 29,615 39,731 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 6,482) -1,513 659 5,196 2,448 -748 6,131 5,107 351 1,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 18.4 19.2 41.6 46.6 88.2 84.2 11.8 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 91 63 106 56 82 213 214 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 305,416 COMMITMENTS 89,332 56,231 44,740 146,676 149,304 280,748 250,275 24,668 55,141 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -6,361) -6,078 3,287 1,926 -1,743 -10,659 -5,895 -5,446 -466 -915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 18.4 14.6 48.0 48.9 91.9 81.9 8.1 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377) 92 98 110 74 153 233 308 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,676 COMMITMENTS 4,139 5,018 526 2,999 1,670 7,664 7,214 2,012 2,462 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 84) -2 43 4 -102 -77 -100 -30 184 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 51.9 5.4 31.0 17.3 79.2 74.6 20.8 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 25 36 12 17 15 49 58 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,159 COMMITMENTS 11,778 7,070 5,322 10,170 7,370 27,270 19,762 6,889 14,397 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 330) 186 752 910 303 98 1,399 1,760 -1,069 -1,430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 20.7 15.6 29.8 21.6 79.8 57.9 20.2 42.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 40 38 45 46 53 113 116 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 103,133 COMMITMENTS 12,390 1,122 2,886 86,786 98,197 102,062 102,205 1,071 928 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 995) 1,678 0 0 -800 1,027 878 1,027 117 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 1.1 2.8 84.1 95.2 99.0 99.1 1.0 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 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 104,672 COMMITMENTS 23,368 14,564 77 38,944 64,812 62,389 79,453 42,283 25,219 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,163) 215 -4,468 -9 -117 4,347 89 -130 1,074 1,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 13.9 0.1 37.2 61.9 59.6 75.9 40.4 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 22 18 5 26 26 50 47 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,964 COMMITMENTS 14,889 5,252 174 14,301 31,895 29,364 37,321 19,600 11,643 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 466) 1,559 930 92 -99 589 1,552 1,611 -1,086 -1,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 10.7 0.4 29.2 65.1 60.0 76.2 40.0 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 10 3 11 11 22 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 114,424 COMMITMENTS 40,566 18,731 260 66,741 87,336 107,567 106,327 6,857 8,097 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 4,407) -103 696 -109 4,788 3,519 4,576 4,106 -169 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 16.4 0.2 58.3 76.3 94.0 92.9 6.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 22 31 2 20 19 43 51 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 102,177 COMMITMENTS 40,888 29,927 119 29,695 53,729 70,702 83,775 31,475 18,402 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,615) 4,695 -9,362 34 -6,395 12,089 -1,666 2,761 3,281 -1,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 29.3 0.1 29.1 52.6 69.2 82.0 30.8 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 35 20 5 21 30 57 54 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 131,217 COMMITMENTS 60,831 13,692 219 40,500 89,204 101,550 103,115 29,667 28,102 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 4,955) 1,771 1,980 174 6,389 1,126 8,334 3,280 -3,379 1,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.4 10.4 0.2 30.9 68.0 77.4 78.6 22.6 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 36 19 5 27 21 65 44 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 174,714 COMMITMENTS 47,711 45,172 882 78,732 84,822 127,325 130,876 47,389 43,838 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 5,783) 617 4,804 -761 3,696 1,878 3,552 5,921 2,231 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 25.9 0.5 45.1 48.5 72.9 74.9 27.1 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 38 47 19 47 52 94 109 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,738 COMMITMENTS 17,730 12,849 5,089 4,068 9,515 26,887 27,453 851 285 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.9 46.3 18.3 14.7 34.3 96.9 99.0 3.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 2 3 7 5 17 8 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,504 COMMITMENTS 17,980 1,104 100 4,305 23,942 22,385 25,146 4,119 1,358 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -201) -1,234 307 100 531 -447 -603 -40 402 -161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.8 4.2 0.4 16.2 90.3 84.5 94.9 15.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 19 6 1 8 9 27 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,791,079 COMMITMENTS 1022677 1200337 1359308 6548681 6219095 8930666 8778740 860,413 1012339 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -139,406) -18,159 84,036 31,901 -147,404 -310,231 -133,662 -194,294 -5,744 54,888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 12.3 13.9 66.9 63.5 91.2 89.7 8.8 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 52 52 84 132 141 235 241 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,062,071 COMMITMENTS 66,810 151,303 52,869 823,050 746,075 942,729 950,247 119,342 111,825 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 84,088) 5,410 17,923 16,729 61,741 52,986 83,880 87,637 208 -3,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 14.2 5.0 77.5 70.2 88.8 89.5 11.2 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616) 86 152 63 248 254 376 430 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 374,395 COMMITMENTS 18,947 77,428 2,211 284,378 240,548 305,536 320,187 68,859 54,208 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 42,213) 1,730 25,237 764 41,490 18,157 43,984 44,158 -1,771 -1,945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 20.7 0.6 76.0 64.2 81.6 85.5 18.4 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 18 22 9 68 55 92 80 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,438,382 COMMITMENTS 446,890 576,947 45,715 2693361 2527637 3185966 3150299 252,416 288,083 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 209,377) 102,322 47,348 -4,097 101,256 174,144 199,481 217,395 9,896 -8,018 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 16.8 1.3 78.3 73.5 92.7 91.6 7.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576) 86 143 43 213 236 325 396 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 108,147 COMMITMENTS 12,477 4,833 0 88,821 95,453 101,298 100,286 6,849 7,861 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 3,102) 1,977 -800 -1,310 859 5,849 1,526 3,739 1,576 -637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 4.5 0.0 82.1 88.3 93.7 92.7 6.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 7 5 0 49 40 56 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 96,918 COMMITMENTS 6,847 6,970 2,110 77,541 77,753 86,499 86,834 10,419 10,085 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 5,704) 992 -1,340 -405 5,025 7,198 5,612 5,453 91 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 7.2 2.2 80.0 80.2 89.2 89.6 10.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 28 33 12 79 93 112 134 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,839 COMMITMENTS 523 1,525 25 21,210 16,950 21,758 18,500 3,081 6,339 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 2,224) 0 248 0 2,326 1,598 2,326 1,846 -102 378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 6.1 0.1 85.4 68.2 87.6 74.5 12.4 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 10 6 12 10 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 360,396 COMMITMENTS 36,711 32,315 5,337 281,657 304,016 323,705 341,668 36,691 18,728 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 17,398) 5,053 -7,847 -2,114 13,493 27,998 16,432 18,037 966 -639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 9.0 1.5 78.2 84.4 89.8 94.8 10.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 27 33 10 75 89 106 128 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 112,068 COMMITMENTS 50,917 7,343 39 38,279 82,039 89,235 89,421 22,833 22,647 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 8,906) 9,631 -4,220 8 -1,852 14,164 7,787 9,952 1,119 -1,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.4 6.6 0.0 34.2 73.2 79.6 79.8 20.4 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 24 10 4 15 20 41 32 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,509 COMMITMENTS 6,210 11,124 0 18,253 9,975 24,463 21,099 6,046 9,410 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -1,572) -501 -407 0 -925 -2,118 -1,426 -2,525 -146 953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 36.5 0.0 59.8 32.7 80.2 69.2 19.8 30.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 10 10 0 19 15 29 25 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,130 COMMITMENTS 15,980 4,939 715 18,957 49,515 35,652 55,169 26,478 6,961 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 3,168) -2,213 491 -389 3,568 2,487 966 2,589 2,202 579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 7.9 1.2 30.5 79.7 57.4 88.8 42.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 9 3 22 27 40 39
Updated August 26, 2011