BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,163 COMMITMENTS 201 438 0 2,444 2,300 2,645 2,738 518 425 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 54) 30 9 0 97 32 127 41 -73 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 13.8 0.0 77.3 72.7 83.6 86.6 16.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 0 10 11 13 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,214 COMMITMENTS 6,763 5,814 639 20,019 21,982 27,421 28,435 4,793 3,779 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 966) 624 -529 161 235 1,188 1,020 820 -54 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 18.0 2.0 62.1 68.2 85.1 88.3 14.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 18 12 13 29 33 53 52 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 241,956 COMMITMENTS 69,804 54,488 38,754 104,967 111,061 213,525 204,303 28,431 37,653 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -10,313) 1,807 2,042 -5,590 -5,983 -4,795 -9,766 -8,343 -547 -1,970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 22.5 16.0 43.4 45.9 88.2 84.4 11.8 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 90 79 105 45 75 202 213 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 320,628 COMMITMENTS 98,055 66,781 45,681 151,806 150,614 295,542 263,076 25,086 57,552 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 1,175) 4,043 -3,080 -2,488 230 5,000 1,785 -568 -610 1,743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 20.8 14.2 47.3 47.0 92.2 82.1 7.8 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 100 109 124 73 152 244 324 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,690 COMMITMENTS 3,973 2,860 1,076 3,018 3,320 8,067 7,256 1,623 2,434 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 245) -24 -1,154 392 -143 1,010 225 248 20 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 29.5 11.1 31.1 34.3 83.3 74.9 16.7 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 23 29 12 17 24 51 56 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,546 COMMITMENTS 11,329 6,843 4,677 9,451 6,915 25,457 18,435 7,089 14,111 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 718) 1,055 -141 265 -660 -238 660 -114 58 832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 21.0 14.4 29.0 21.2 78.2 56.6 21.8 43.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 33 40 50 39 47 107 117 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 104,711 COMMITMENTS 10,694 129 3,874 88,267 97,675 102,835 101,678 1,876 3,033 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 3,567) 1,528 -871 988 210 1,311 2,726 1,428 841 2,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.1 3.7 84.3 93.3 98.2 97.1 1.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 1 2 18 14 25 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,403 COMMITMENTS 17,337 23,640 3,455 55,828 64,452 76,620 91,547 40,783 25,856 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 8,213) -1,104 7,280 2,289 7,635 -2,714 8,820 6,855 -607 1,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 20.1 2.9 47.6 54.9 65.3 78.0 34.7 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 19 21 8 31 30 53 56 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,828 COMMITMENTS 10,409 4,916 516 19,012 28,541 29,937 33,973 13,891 9,855 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -1,957) -2,180 -124 306 3,864 -525 1,990 -343 -3,947 -1,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 11.2 1.2 43.4 65.1 68.3 77.5 31.7 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 8 6 18 14 32 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 119,075 COMMITMENTS 20,939 22,148 4,394 86,416 83,157 111,749 109,699 7,326 9,376 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 7,945) -13,224 1,231 2,931 17,772 3,349 7,479 7,511 466 434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 18.6 3.7 72.6 69.8 93.8 92.1 6.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 19 36 9 24 19 48 62 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 142,120 COMMITMENTS 33,969 60,162 684 83,572 50,243 118,225 111,089 23,895 31,031 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 31,748) 3,426 16,399 305 27,347 6,199 31,078 22,903 670 8,845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 42.3 0.5 58.8 35.4 83.2 78.2 16.8 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 19 39 6 33 28 56 69 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 151,535 COMMITMENTS 53,778 18,823 77 69,951 101,512 123,806 120,412 27,729 31,123 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 28,123) 5,653 3,485 -718 22,738 26,150 27,673 28,917 450 -794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 12.4 0.1 46.2 67.0 81.7 79.5 18.3 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 32 26 4 28 23 62 51 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 264,500 COMMITMENTS 25,704 80,163 1,828 194,836 115,819 222,368 197,810 42,132 66,690 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 54,985) -7,463 10,553 -593 66,042 32,769 57,986 42,729 -3,001 12,256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 30.3 0.7 73.7 43.8 84.1 74.8 15.9 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 26 63 22 51 56 93 125 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 36,761 COMMITMENTS 21,562 17,591 69 14,331 18,115 35,962 35,775 799 986 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 2,805) 921 1,749 0 1,796 485 2,717 2,234 88 571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.7 47.9 0.2 39.0 49.3 97.8 97.3 2.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 4 2 5 4 13 9 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,664 COMMITMENTS 19,303 1,639 163 10,392 30,727 29,858 32,529 4,806 2,135 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 6,725) 88 94 149 6,302 6,412 6,539 6,655 186 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.7 4.7 0.5 30.0 88.6 86.1 93.8 13.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 15 7 2 10 10 25 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,600,667 COMMITMENTS 859,552 1171237 1465965 6481568 6023338 8807085 8660540 793,582 940,127 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -101,326) -61,383 -59,156 1,580 -38,457 -71,953 -98,260 -129,529 -3,066 28,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 12.2 15.3 67.5 62.7 91.7 90.2 8.3 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 49 54 87 132 141 235 242 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,322,673 COMMITMENTS 64,482 163,271 70,598 1023081 916,096 1158161 1149964 164,512 172,709 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 129,652) 4,108 -5,222 14,549 105,845 96,101 124,501 105,428 5,151 24,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 12.3 5.3 77.3 69.3 87.6 86.9 12.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620) 87 150 84 258 282 400 465 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 504,766 COMMITMENTS 27,511 83,260 4,229 391,491 318,093 423,231 405,582 81,535 99,184 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 64,288) 4,029 6,114 2,108 54,469 44,044 60,606 52,266 3,682 12,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 16.5 0.8 77.6 63.0 83.8 80.4 16.2 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 22 19 14 76 66 106 91 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 4,089,537 COMMITMENTS 448,289 663,485 68,411 3157952 2990015 3674652 3721911 414,885 367,626 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 326,821) 47,880 -9,192 14,718 256,878 260,284 319,476 265,810 7,345 61,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 16.2 1.7 77.2 73.1 89.9 91.0 10.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586) 82 146 67 226 264 351 435 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 124,938 COMMITMENTS 14,497 4,636 27 101,168 108,598 115,692 113,261 9,246 11,677 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 14,718) 317 4 -4 11,580 11,160 11,893 11,160 2,825 3,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 3.7 0.0 81.0 86.9 92.6 90.7 7.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 6 5 1 59 41 65 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 127,549 COMMITMENTS 7,409 7,605 3,155 104,413 104,551 114,977 115,311 12,572 12,237 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 21,546) -135 856 1,618 19,118 18,096 20,602 20,569 944 976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 6.0 2.5 81.9 82.0 90.1 90.4 9.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 29 38 23 92 104 135 152 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 32,789 COMMITMENTS 634 2,818 55 28,893 22,080 29,582 24,953 3,207 7,836 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 5,333) 111 1,227 19 4,707 3,406 4,837 4,652 496 681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 8.6 0.2 88.1 67.3 90.2 76.1 9.8 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 15 9 18 13 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 473,798 COMMITMENTS 43,997 34,057 5,378 377,600 412,357 426,975 451,792 46,823 22,006 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 81,064) 3,753 3,125 3,014 72,057 73,448 78,824 79,587 2,240 1,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 7.2 1.1 79.7 87.0 90.1 95.4 9.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 29 37 21 89 104 130 150 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,386 COMMITMENTS 50,014 13,080 687 47,077 89,512 97,778 103,279 27,608 22,107 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -6,212) -12,233 -1,126 -4,754 11,552 -4,377 -5,435 -10,257 -777 4,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 10.4 0.5 37.5 71.4 78.0 82.4 22.0 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 23 16 4 15 25 39 44 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 27,120 COMMITMENTS 3,073 8,519 1 16,870 6,761 19,944 15,281 7,176 11,839 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -15,030) -3,249 -354 -3,023 -910 -6,455 -7,182 -9,832 -7,848 -5,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 31.4 0.0 62.2 24.9 73.5 56.3 26.5 43.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 6 1 18 9 26 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,141 COMMITMENTS 9,030 5,223 21 15,897 23,256 24,948 28,500 11,193 7,641 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -42,532) -4,520 2,325 -1,623 -7,284 -36,355 -13,427 -35,653 -29,105 -6,879 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 14.5 0.1 44.0 64.3 69.0 78.9 31.0 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 8 8 1 23 18 32 26
Updated September 16, 2011