BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,109 COMMITMENTS 171 429 0 2,347 2,268 2,518 2,697 591 412 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -837) -46 -251 0 -687 -675 -733 -926 -104 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 13.8 0.0 75.5 72.9 81.0 86.7 19.0 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 0 9 11 11 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,248 COMMITMENTS 6,139 6,343 478 19,784 20,794 26,401 27,615 4,847 3,633 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -6,176) -2,764 -587 -349 -2,641 -4,627 -5,754 -5,563 -422 -613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 20.3 1.5 63.3 66.5 84.5 88.4 15.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 18 11 10 28 31 51 47 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 252,269 COMMITMENTS 67,997 52,446 44,344 110,950 115,856 223,291 212,646 28,978 39,623 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 2,509) 725 5,723 -5,201 4,253 531 -223 1,053 2,732 1,456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 20.8 17.6 44.0 45.9 88.5 84.3 11.5 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 97 74 113 49 78 208 228 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 319,453 COMMITMENTS 94,012 69,861 48,169 151,576 145,614 293,757 263,644 25,696 55,809 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 7,500) 3,691 2,991 755 1,566 1,623 6,012 5,369 1,488 2,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 21.9 15.1 47.4 45.6 92.0 82.5 8.0 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378) 97 108 122 66 143 234 316 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,445 COMMITMENTS 3,997 4,014 684 3,161 2,310 7,842 7,008 1,603 2,437 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -61) 26 -900 71 46 550 143 -279 -204 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 42.5 7.2 33.5 24.5 83.0 74.2 17.0 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 22 34 12 15 18 46 56 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,828 COMMITMENTS 10,274 6,984 4,412 10,111 7,153 24,797 18,549 7,031 13,279 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 392) -16 -17 -108 1 115 -123 -10 515 402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 21.9 13.9 31.8 22.5 77.9 58.3 22.1 41.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 27 35 43 35 49 90 112 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 101,144 COMMITMENTS 9,166 1,000 2,886 88,057 96,364 100,109 100,250 1,035 894 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,995) 0 0 0 -1,853 -1,833 -1,853 -1,833 -142 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 1.0 2.9 87.1 95.3 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 1 2 18 14 25 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 109,190 COMMITMENTS 18,441 16,360 1,166 48,193 67,166 67,800 84,692 41,390 24,498 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 1,953) -6,382 5,476 892 7,366 -4,460 1,876 1,908 77 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 15.0 1.1 44.1 61.5 62.1 77.6 37.9 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 22 19 6 30 27 54 50 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,785 COMMITMENTS 12,589 5,040 210 15,148 29,066 27,947 34,316 17,838 11,469 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 219) -758 1,035 179 1,818 -1,016 1,239 198 -1,020 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 11.0 0.5 33.1 63.5 61.0 75.0 39.0 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 14 5 5 13 12 29 20 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 111,130 COMMITMENTS 34,163 20,917 1,463 68,644 79,808 104,270 102,188 6,860 8,942 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -225) -6,791 843 969 5,805 -2,525 -17 -713 -208 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 18.8 1.3 61.8 71.8 93.8 92.0 6.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 18 38 9 24 18 45 64 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 110,372 COMMITMENTS 30,543 43,763 379 56,225 44,044 87,147 88,186 23,225 22,186 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 14,208) -705 12,959 188 21,134 -1,488 20,617 11,659 -6,409 2,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 39.7 0.3 50.9 39.9 79.0 79.9 21.0 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 27 25 7 30 29 59 59 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 123,412 COMMITMENTS 48,125 15,338 795 47,213 75,362 96,133 91,495 27,279 31,917 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,716) -6,011 2,387 597 7,153 -9,051 1,739 -6,067 -4,455 3,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 12.4 0.6 38.3 61.1 77.9 74.1 22.1 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 33 21 6 29 19 64 44 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 209,515 COMMITMENTS 33,167 69,610 2,421 128,794 83,050 164,382 155,081 45,133 54,434 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 30,353) -10,727 25,332 241 46,811 -2,087 36,325 23,486 -5,972 6,867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 33.2 1.2 61.5 39.6 78.5 74.0 21.5 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 28 64 21 53 54 93 127 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 33,956 COMMITMENTS 20,641 15,842 69 12,535 17,630 33,245 33,541 711 415 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -5,455) 2,125 2,982 -5,020 -2,355 -3,776 -5,250 -5,814 -205 359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.8 46.7 0.2 36.9 51.9 97.9 98.8 2.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 2 2 5 6 14 9 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,939 COMMITMENTS 19,215 1,545 14 4,090 24,315 23,319 25,874 4,620 2,065 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 1,083) 1,262 157 -57 -535 256 670 356 413 727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.8 5.5 0.1 14.6 87.0 83.5 92.6 16.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 20 7 1 9 9 29 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,701,993 COMMITMENTS 920,935 1230393 1464385 6520025 6095291 8905345 8790069 796,648 911,924 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 28,562) -58,871 81,122 20,433 81,117 -58,285 42,679 43,270 -14,117 -14,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 12.7 15.1 67.2 62.8 91.8 90.6 8.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 48 56 82 129 142 231 241 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,193,021 COMMITMENTS 60,375 168,492 56,049 917,237 819,995 1033660 1044536 159,361 148,485 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 79,227) 2,045 2,250 15,766 52,693 56,756 70,504 74,772 8,723 4,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 14.1 4.7 76.9 68.7 86.6 87.6 13.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613) 84 151 56 242 265 366 435 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 440,478 COMMITMENTS 23,482 77,146 2,121 337,022 274,049 362,625 353,316 77,853 87,162 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 40,653) 3,621 14,031 -51 31,654 21,507 35,224 35,487 5,429 5,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 17.5 0.5 76.5 62.2 82.3 80.2 17.7 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 20 21 8 68 57 94 80 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,762,716 COMMITMENTS 400,409 672,677 53,693 2901074 2729731 3355176 3456101 407,540 306,615 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 192,868) 62,584 11,556 8,621 105,193 176,246 176,398 196,423 16,470 -3,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 17.9 1.4 77.1 72.5 89.2 91.9 10.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 580) 82 144 41 213 247 321 406 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 110,220 COMMITMENTS 14,180 4,632 31 89,588 97,438 103,799 102,101 6,421 8,119 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 73) 3,719 -314 -1,046 -3,965 1,226 -1,292 -134 1,365 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 4.2 0.0 81.3 88.4 94.2 92.6 5.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 6 5 2 48 37 54 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 106,003 COMMITMENTS 7,544 6,750 1,536 85,295 86,456 94,375 94,742 11,628 11,261 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 4,383) 2,369 -1,196 -1,738 1,823 6,094 2,454 3,161 1,928 1,222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 6.4 1.4 80.5 81.6 89.0 89.4 11.0 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 30 34 11 83 95 122 132 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,456 COMMITMENTS 523 1,591 36 24,186 18,674 24,745 20,301 2,711 7,155 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 406) 0 -1,018 1 244 0 245 -1,017 161 1,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 5.8 0.1 88.1 68.0 90.1 73.9 9.9 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 15 6 17 9 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 392,734 COMMITMENTS 40,244 30,932 2,364 305,543 338,909 348,151 372,205 44,583 20,529 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 19,883) 6,471 -6,261 -3,322 7,897 30,471 11,046 20,888 8,837 -1,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 7.9 0.6 77.8 86.3 88.6 94.8 11.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 30 33 10 78 92 115 128 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 131,598 COMMITMENTS 62,247 14,206 5,441 35,525 93,889 103,213 113,536 28,385 18,062 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 11,204) 1,642 1,170 5,406 1,866 7,184 8,914 13,760 2,290 -2,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 10.8 4.1 27.0 71.3 78.4 86.3 21.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 27 12 3 14 24 41 39 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 42,150 COMMITMENTS 6,322 8,873 3,024 17,780 13,216 27,126 25,113 15,024 17,037 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 11,049) -421 -2,520 3,024 -75 2,486 2,528 2,990 8,521 8,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 21.1 7.2 42.2 31.4 64.4 59.6 35.6 40.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 11 12 5 20 16 35 29 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 78,673 COMMITMENTS 13,550 2,898 1,644 23,181 59,611 38,375 64,153 40,298 14,520 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 16,047) -1,957 -755 856 4,583 7,581 3,482 7,682 12,565 8,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 3.7 2.1 29.5 75.8 48.8 81.5 51.2 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 16 7 4 28 32 46 41
Updated September 9, 2011