BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,423 COMMITMENTS 201 1,031 157 3,219 2,892 3,577 4,080 846 343 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 48) -0 11 -0 41 10 40 21 7 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 23.3 3.5 72.8 65.4 80.9 92.2 19.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 12 10 15 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,890 COMMITMENTS 7,857 1,489 13,553 28,052 31,267 49,462 46,309 7,427 10,581 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 1,798) 1,079 166 351 527 910 1,958 1,427 -159 371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 2.6 23.8 49.3 55.0 86.9 81.4 13.1 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 25 6 23 42 41 74 64 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,598 COMMITMENTS 2,421 0 0 1,977 3,673 4,398 3,673 200 925 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 31) 31 0 0 -1 29 30 29 1 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.7 0.0 0.0 43.0 79.9 95.6 79.9 4.4 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 0 6 12 10 12 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 259,139 COMMITMENTS 55,243 39,529 68,052 112,663 115,905 235,957 223,485 23,181 35,653 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -3,727) 6,456 -6,240 -6,844 -4,341 8,268 -4,728 -4,816 1,002 1,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 15.3 26.3 43.5 44.7 91.1 86.2 8.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 90 65 105 56 72 201 204 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 419,172 COMMITMENTS 95,874 41,568 119,192 177,654 188,566 392,720 349,325 26,452 69,847 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 6,355) 1,575 -4,966 8,834 -244 4,803 10,165 8,672 -3,810 -2,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 9.9 28.4 42.4 45.0 93.7 83.3 6.3 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405) 102 103 143 103 166 290 349 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,455 COMMITMENTS 4,037 4,892 920 3,093 2,258 8,050 8,071 2,405 2,384 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -16) -113 -234 213 2 -142 102 -163 -118 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 46.8 8.8 29.6 21.6 77.0 77.2 23.0 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 29 34 16 16 20 54 66 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,547 COMMITMENTS 12,669 4,334 8,812 13,613 8,938 35,093 22,085 6,453 19,462 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 671) -318 -240 1,319 600 173 1,601 1,253 -930 -581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 10.4 21.2 32.8 21.5 84.5 53.2 15.5 46.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 37 37 40 47 62 112 118 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 99,684 COMMITMENTS 12,387 0 375 83,865 96,596 96,627 96,971 3,057 2,713 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -11,911) -1,409 0 -1 -12,486 -13,877 -13,896 -13,878 1,985 1,967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 0.0 0.4 84.1 96.9 96.9 97.3 3.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 0 2 16 15 23 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 95,694 COMMITMENTS 19,690 17,881 2,275 27,037 55,285 49,002 75,441 46,692 20,253 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -53,125) -13,618 2,760 -6,655 -30,258 -51,185 -50,531 -55,079 -2,594 1,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 18.7 2.4 28.3 57.8 51.2 78.8 48.8 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 24 13 8 22 25 49 43 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,646 COMMITMENTS 23,735 11,932 550 3,936 28,809 28,222 41,291 25,425 12,355 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -2,355) -1,804 -482 385 342 -2,481 -1,076 -2,579 -1,278 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.2 22.2 1.0 7.3 53.7 52.6 77.0 47.4 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 21 8 3 8 12 30 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 98,383 COMMITMENTS 58,528 17,105 325 33,425 78,424 92,278 95,854 6,105 2,529 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -11,848) -7,564 -824 -2 -3,398 -10,611 -10,964 -11,437 -884 -411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.5 17.4 0.3 34.0 79.7 93.8 97.4 6.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 57 16 1 19 16 77 32 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 98,698 COMMITMENTS 26,605 37,934 3,362 44,864 34,562 74,831 75,858 23,866 22,840 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 2,378) -9,916 12,330 94 17,605 -11,159 7,783 1,265 -5,405 1,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 38.4 3.4 45.5 35.0 75.8 76.9 24.2 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 24 23 8 27 25 55 52 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 107,450 COMMITMENTS 47,308 15,309 2,949 26,869 57,352 77,126 75,610 30,324 31,840 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 5,312) 8,622 639 180 -3,975 8,484 4,828 9,303 485 -3,991 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.0 14.2 2.7 25.0 53.4 71.8 70.4 28.2 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 40 27 15 20 25 66 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 230,113 COMMITMENTS 71,563 39,718 26,787 73,539 114,423 171,889 180,928 58,225 49,185 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 5,322) -12,582 7,448 4,267 16,003 -8,018 7,688 3,697 -2,366 1,625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 17.3 11.6 32.0 49.7 74.7 78.6 25.3 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 44 65 53 47 53 123 139 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 38,505 COMMITMENTS 30,074 27,209 4,900 2,122 6,225 37,096 38,334 1,409 171 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -91) -91 0 0 15 -91 -76 -91 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.1 70.7 12.7 5.5 16.2 96.3 99.6 3.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 11 2 3 2 6 14 10 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,261 COMMITMENTS 22,942 4,093 0 2,970 24,942 25,912 29,035 4,349 1,226 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -1,171) -578 -209 0 -537 -1,109 -1,115 -1,318 -56 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.8 13.5 0.0 9.8 82.4 85.6 95.9 14.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 21 10 0 4 10 25 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 15,963,920 COMMITMENTS 1251346 534,717 5213945 8522420 9140075 14987712 14888737 976,209 1075184 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 297,386) -148,376 -43,824 183,114 326,051 228,655 360,790 367,945 -63,404 -70,559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 3.3 32.7 53.4 57.3 93.9 93.3 6.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 63 68 110 157 167 285 285 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 892,301 COMMITMENTS 71,041 84,660 62,303 623,135 644,883 756,479 791,846 135,821 100,454 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -341,192) -7,407 -16,675 -73,638 -163,789 -155,236 -244,835 -245,549 -96,357 -95,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 9.5 7.0 69.8 72.3 84.8 88.7 15.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554) 105 121 98 230 224 394 384 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 339,339 COMMITMENTS 26,334 24,123 27,013 210,102 240,521 263,450 291,657 75,890 47,682 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -150,317) 6,148 -30,591 -25,254 -46,312 -59,329 -65,418 -115,174 -84,899 -35,144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 7.1 8.0 61.9 70.9 77.6 85.9 22.4 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 22 24 31 67 58 108 94 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,764,807 COMMITMENTS 281,874 361,026 118,112 2065164 2021807 2465149 2500945 299,658 263,861 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -954,375) -198,304 -60,949 -111,393 -587,389 -479,535 -897,086 -651,876 -57,289 -302,499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 13.1 4.3 74.7 73.1 89.2 90.5 10.8 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 501) 94 107 81 201 204 342 345 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 106,847 COMMITMENTS 9,528 5,530 714 88,230 95,691 98,472 101,935 8,374 4,911 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -16,647) 2,014 -1,413 -570 -16,070 -13,324 -14,626 -15,307 -2,021 -1,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 5.2 0.7 82.6 89.6 92.2 95.4 7.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 8 4 1 51 40 59 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,082 COMMITMENTS 7,667 10,940 1,197 41,380 42,582 50,243 54,718 4,839 364 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -47,700) -3,426 841 -7,072 -27,240 -33,689 -37,738 -39,920 -9,962 -7,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 19.9 2.2 75.1 77.3 91.2 99.3 8.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 43 39 16 75 70 127 116 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 275,409 COMMITMENTS 38,334 54,700 5,983 206,899 212,908 251,215 273,591 24,194 1,818 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -136,839) -38,733 4,254 -10,929 -63,040 -103,599 -112,701 -110,274 -24,137 -26,565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 19.9 2.2 75.1 77.3 91.2 99.3 8.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 43 39 16 75 70 127 116 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 106,030 COMMITMENTS 67,059 12,532 2,389 6,845 73,527 76,292 88,448 29,738 17,582 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -14,154) -13,019 45 657 524 -15,802 -11,838 -15,100 -2,316 946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.2 11.8 2.3 6.5 69.3 72.0 83.4 28.0 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 28 18 13 12 23 46 48 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 28,718 COMMITMENTS 9,156 6,456 0 13,069 14,936 22,225 21,392 6,493 7,326 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 1,077) 743 -250 0 407 670 1,150 420 -73 657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 22.5 0.0 45.5 52.0 77.4 74.5 22.6 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 16 8 0 17 11 33 19 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,753 COMMITMENTS 8,124 3,012 319 26,847 18,894 35,290 22,225 6,463 19,528 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 979) -747 -451 -69 614 647 -202 127 1,181 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 7.2 0.8 64.3 45.3 84.5 53.2 15.5 46.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 10 9 2 24 19 35 29 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 10,211 COMMITMENTS 4,615 408 0 4,162 9,466 8,777 9,874 1,434 337 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.2 4.0 0.0 40.8 92.7 86.0 96.7 14.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 2 0 7 2 17 4
Updated June 24, 2011