BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,422 COMMITMENTS 120 849 114 3,464 3,237 3,698 4,200 725 222 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -550) -76 -196 -22 -431 -243 -529 -461 -22 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 19.2 2.6 78.3 73.2 83.6 95.0 16.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 2 12 11 15 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,060 COMMITMENTS 7,772 1,698 11,937 24,642 28,632 44,351 42,268 7,709 9,792 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -6,838) -1,113 -131 -1,948 -3,862 -4,135 -6,923 -6,214 85 -624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 3.3 22.9 47.3 55.0 85.2 81.2 14.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 26 7 23 36 37 70 60 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,091 COMMITMENTS 1,934 0 38 1,922 3,286 3,894 3,324 197 767 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -606) -496 0 -2 -131 -447 -630 -449 24 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.3 0.0 0.9 47.0 80.3 95.2 81.3 4.8 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 6 12 10 13 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 283,121 COMMITMENTS 60,830 35,718 79,596 118,885 130,285 259,310 245,599 23,811 37,523 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 5,523) -204 -981 2,050 2,732 4,049 4,578 5,118 945 404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 12.6 28.1 42.0 46.0 91.6 86.7 8.4 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 91 73 106 55 73 207 207 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 431,785 COMMITMENTS 94,761 33,759 129,844 179,736 197,377 404,341 360,981 27,444 70,805 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 4,196) 544 -2,123 1,519 197 4,465 2,261 3,861 1,935 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 7.8 30.1 41.6 45.7 93.6 83.6 6.4 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 106 94 139 101 175 292 341 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,313 COMMITMENTS 3,881 4,499 542 2,965 2,313 7,388 7,354 1,924 1,958 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -511) -73 -223 -194 -139 281 -406 -136 -105 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 48.3 5.8 31.8 24.8 79.3 79.0 20.7 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 25 33 13 13 18 46 57 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,430 COMMITMENTS 14,920 3,249 10,119 12,173 10,039 37,211 23,408 7,219 21,023 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 1,645) 1,581 -219 511 -765 629 1,328 920 317 725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 7.3 22.8 27.4 22.6 83.8 52.7 16.2 47.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 47 29 45 46 72 121 127 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,974 COMMITMENTS 13,948 0 501 86,852 101,355 101,301 101,855 1,673 1,119 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 781) 794 -527 125 -244 1,181 675 779 106 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 0.0 0.5 84.3 98.4 98.4 98.9 1.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 0 3 16 16 24 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,168 COMMITMENTS 30,645 25,273 3,416 30,492 67,627 64,553 96,316 52,615 20,851 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 15,866) 8,772 1,526 904 -1,281 16,164 8,395 18,594 7,471 -2,727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 21.6 2.9 26.0 57.7 55.1 82.2 44.9 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 31 15 8 23 31 60 48 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,203 COMMITMENTS 15,986 10,516 790 7,991 25,972 24,767 37,279 25,435 12,924 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -3,896) -5,507 -980 66 2,403 -2,699 -3,038 -3,613 -858 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 20.9 1.6 15.9 51.7 49.3 74.3 50.7 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 16 7 4 13 14 29 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 125,229 COMMITMENTS 89,492 6,548 246 26,965 116,012 116,703 122,806 8,526 2,423 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 26,299) 29,659 -7,208 0 -5,398 33,454 24,261 26,246 2,038 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.5 5.2 0.2 21.5 92.6 93.2 98.1 6.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 68 11 1 18 23 87 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 125,918 COMMITMENTS 28,736 60,096 3,400 68,757 35,785 100,893 99,281 25,025 26,637 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 15,687) 392 13,989 -55 13,340 768 13,677 14,703 2,010 985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 47.7 2.7 54.6 28.4 80.1 78.8 19.9 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 20 35 12 25 24 53 63 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 102,714 COMMITMENTS 34,607 20,335 3,596 39,551 45,770 77,754 69,700 24,960 33,014 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 489) 262 -660 239 -729 2,369 -228 1,947 717 -1,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 19.8 3.5 38.5 44.6 75.7 67.9 24.3 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 34 32 19 28 21 69 65 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 237,636 COMMITMENTS 81,120 36,579 28,270 67,057 123,353 176,447 188,201 61,189 49,435 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 10,179) 13,129 3,343 -407 -3,315 9,545 9,407 12,482 772 -2,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 15.4 11.9 28.2 51.9 74.3 79.2 25.7 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 59 57 57 43 54 127 143 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 38,168 COMMITMENTS 34,133 10,098 66 2,518 27,682 36,717 37,846 1,451 322 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -476) 3,938 -17,111 -4,834 396 21,542 -500 -403 24 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.4 26.5 0.2 6.6 72.5 96.2 99.2 3.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 12 1 1 3 7 15 9 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,520 COMMITMENTS 22,648 3,662 0 3,381 25,687 26,029 29,349 4,491 1,171 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 868) 406 -216 0 383 1,250 789 1,034 79 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.2 12.0 0.0 11.1 84.2 85.3 96.2 14.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 19 9 0 7 8 26 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 16,045,964 COMMITMENTS 1162168 574,292 5441733 8517223 9000754 15121124 15016779 924,840 1029185 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -148,538) -19,244 26,880 108,061 -213,161 -259,863 -124,344 -124,922 -24,194 -23,616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 3.6 33.9 53.1 56.1 94.2 93.6 5.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 62 67 114 159 161 289 282 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 910,680 COMMITMENTS 70,660 94,127 74,609 643,097 642,766 788,365 811,502 122,315 99,178 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 14,950) 2,380 11,223 10,945 5,124 -9,840 18,448 12,327 -3,498 2,622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 10.3 8.2 70.6 70.6 86.6 89.1 13.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569) 98 135 111 237 227 408 401 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 352,677 COMMITMENTS 22,577 26,042 32,569 222,764 251,240 277,910 309,851 74,768 42,827 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 12,036) 2,754 1,288 4,244 6,710 4,139 13,707 9,670 -1,671 2,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 7.4 9.2 63.2 71.2 78.8 87.9 21.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 19 25 35 70 60 110 100 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,790,012 COMMITMENTS 304,560 404,572 146,054 2101663 1957629 2552276 2508255 237,735 281,757 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 14,571) 19,528 71,076 12,106 -7,929 -69,897 23,705 13,285 -9,134 1,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 14.5 5.2 75.3 70.2 91.5 89.9 8.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518) 92 121 94 209 207 360 363 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,094 COMMITMENTS 13,413 5,989 0 82,378 93,350 95,791 99,339 9,303 5,755 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,656) 3,353 451 0 -5,236 -1,846 -1,883 -1,395 228 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 5.7 0.0 78.4 88.8 91.1 94.5 8.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 10 5 0 50 38 60 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,674 COMMITMENTS 13,309 9,335 1,525 40,117 46,264 54,952 57,125 5,722 3,549 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 5,697) 6,231 377 193 -1,544 5,170 4,880 5,741 816 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 15.4 2.5 66.1 76.3 90.6 94.2 9.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 53 48 23 77 82 142 141 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 303,371 COMMITMENTS 66,547 46,676 7,627 200,584 231,321 274,758 285,624 28,612 17,746 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 28,483) 31,153 1,885 967 -7,719 25,851 24,401 28,703 4,082 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 15.4 2.5 66.1 76.3 90.6 94.2 9.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 53 48 23 77 82 142 141 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,287 COMMITMENTS 82,750 20,642 2,762 7,902 89,540 93,414 112,944 36,873 17,344 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 30,072) 23,647 8,208 138 -946 25,488 22,839 33,834 7,233 -3,762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.5 15.8 2.1 6.1 68.7 71.7 86.7 28.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 37 20 13 14 26 58 52 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,341 COMMITMENTS 10,374 11,873 1 18,405 15,568 28,780 27,442 6,561 7,899 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 4,328) 1,748 3,538 0 2,805 184 4,553 3,722 -225 606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 33.6 0.0 52.1 44.1 81.4 77.6 18.6 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 18 9 1 16 14 35 23 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,706 COMMITMENTS 15,733 3,838 429 24,730 21,862 40,892 26,129 6,814 21,577 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 6,867) 3,618 596 48 2,658 -1,878 6,324 -1,234 543 8,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 8.0 0.9 51.8 45.8 85.7 54.8 14.3 45.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 16 9 2 23 18 40 28
Updated July 8, 2011