BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,533 COMMITMENTS 120 848 102 3,603 3,354 3,825 4,304 708 229 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 111) 0 -1 -11 139 117 127 104 -17 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 18.7 2.3 79.5 74.0 84.4 95.0 15.6 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 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,917 COMMITMENTS 8,395 1,777 12,543 25,127 29,167 46,065 43,487 7,853 10,430 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,857) 623 79 606 485 534 1,713 1,219 144 638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 3.3 23.3 46.6 54.1 85.4 80.7 14.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 30 5 25 37 38 73 63 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,155 COMMITMENTS 1,928 54 36 1,997 3,317 3,961 3,407 194 748 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 64) -6 54 -2 75 31 67 83 -3 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.4 1.3 0.9 48.1 79.8 95.3 82.0 4.7 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 1 6 12 10 14 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 298,815 COMMITMENTS 69,477 35,342 84,209 117,876 137,626 271,563 257,177 27,252 41,638 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 15,694) 8,647 -376 4,614 -1,009 7,341 12,252 11,579 3,441 4,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 11.8 28.2 39.4 46.1 90.9 86.1 9.1 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 108 69 107 61 77 228 208 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 439,901 COMMITMENTS 101,563 27,475 135,734 172,314 203,724 409,612 366,933 30,289 72,969 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 8,116) 6,802 -6,284 5,890 -7,421 6,347 5,271 5,952 2,846 2,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 6.2 30.9 39.2 46.3 93.1 83.4 6.9 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412) 115 89 142 102 172 303 339 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,957 COMMITMENTS 3,905 3,820 544 2,848 2,612 7,296 6,976 1,661 1,981 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -355) 24 -679 1 -117 300 -92 -378 -263 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 42.7 6.1 31.8 29.2 81.5 77.9 18.5 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 21 32 13 11 17 41 54 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,036 COMMITMENTS 16,123 3,082 11,763 12,034 10,123 39,920 24,968 8,116 23,068 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 3,605) 1,203 -167 1,644 -138 84 2,709 1,560 897 2,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 6.4 24.5 25.1 21.1 83.1 52.0 16.9 48.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 55 32 50 44 70 127 131 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 104,508 COMMITMENTS 14,746 0 501 86,438 101,942 101,685 102,443 2,823 2,065 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,534) 798 0 0 -414 587 384 588 1,150 946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 0.0 0.5 82.7 97.5 97.3 98.0 2.7 2.0 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 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,524 COMMITMENTS 39,262 24,132 2,768 27,511 74,730 69,542 101,630 50,981 18,893 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 3,356) 8,617 -1,141 -648 -2,980 7,103 4,989 5,314 -1,633 -1,958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 20.0 2.3 22.8 62.0 57.7 84.3 42.3 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 36 9 6 22 28 60 41 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,988 COMMITMENTS 18,108 10,025 804 5,336 26,818 24,248 37,647 26,740 13,341 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 785) 2,122 -492 14 -2,655 846 -519 368 1,305 418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.5 19.7 1.6 10.5 52.6 47.6 73.8 52.4 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 18 9 5 10 13 31 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 145,774 COMMITMENTS 111,530 13,083 246 25,486 130,312 137,262 143,641 8,512 2,133 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 20,545) 22,038 6,535 0 -1,479 14,300 20,559 20,835 -14 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.5 9.0 0.2 17.5 89.4 94.2 98.5 5.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 68 10 1 17 19 86 29 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 126,220 COMMITMENTS 27,989 53,030 1,764 76,164 40,326 105,917 95,120 20,304 31,100 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 302) -747 -7,066 -1,636 7,406 4,541 5,023 -4,161 -4,722 4,463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 42.0 1.4 60.3 31.9 83.9 75.4 16.1 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 19 35 9 26 24 50 63 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 123,722 COMMITMENTS 52,716 24,165 3,014 34,562 61,654 90,292 88,834 33,430 34,888 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 21,009) 18,109 3,831 -581 -4,989 15,885 12,538 19,134 8,470 1,875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.6 19.5 2.4 27.9 49.8 73.0 71.8 27.0 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 33 36 12 25 23 66 63 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 224,784 COMMITMENTS 60,766 49,158 25,561 80,552 95,155 166,879 169,874 57,904 54,909 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -12,853) -20,353 12,579 -2,709 13,495 -28,198 -9,568 -18,327 -3,285 5,475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 21.9 11.4 35.8 42.3 74.2 75.6 25.8 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 44 57 47 47 52 114 133 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,878 COMMITMENTS 33,831 10,228 72 2,532 27,307 36,435 37,607 1,443 271 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -290) -302 130 6 14 -375 -282 -239 -8 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.3 27.0 0.2 6.7 72.1 96.2 99.3 3.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 11 2 2 3 7 15 10 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,745 COMMITMENTS 22,687 3,103 0 2,838 25,417 25,525 28,520 4,220 1,225 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -775) 39 -559 0 -543 -270 -504 -829 -271 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.3 10.4 0.0 9.5 85.4 85.8 95.9 14.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 20 8 0 6 8 26 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 17,009,297 COMMITMENTS 1175941 689,412 5944942 8865580 9235005 15986462 15869359 1022835 1139938 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 963,333) 13,773 115,120 503,208 348,356 234,251 865,338 852,579 97,995 110,754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 4.1 35.0 52.1 54.3 94.0 93.3 6.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 63 65 113 161 165 290 286 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 954,210 COMMITMENTS 82,817 83,686 81,533 655,045 686,951 819,395 852,169 134,815 102,041 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 43,530) 12,158 -10,442 6,924 11,948 44,185 31,030 40,668 12,500 2,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 8.8 8.5 68.6 72.0 85.9 89.3 14.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600) 122 135 123 234 247 423 438 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 370,781 COMMITMENTS 24,001 25,953 37,391 228,396 261,689 289,789 325,033 80,993 45,748 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 18,104) 1,425 -89 4,822 5,632 10,449 11,879 15,183 6,225 2,921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 7.0 10.1 61.6 70.6 78.2 87.7 21.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 23 26 39 70 60 114 104 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,917,146 COMMITMENTS 349,580 344,163 165,209 2133245 2126307 2648034 2635680 269,112 281,466 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 127,134) 45,020 -60,408 19,155 31,583 168,678 95,758 127,425 31,376 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 11.8 5.7 73.1 72.9 90.8 90.4 9.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550) 113 122 106 208 226 378 397 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 112,722 COMMITMENTS 15,186 6,814 0 88,317 102,348 103,503 109,162 9,219 3,560 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 7,628) 1,773 825 0 5,939 8,998 7,712 9,823 -84 -2,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 6.0 0.0 78.3 90.8 91.8 96.8 8.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 13 6 0 56 39 69 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 90,336 COMMITMENTS 23,335 5,512 4,826 51,662 73,682 79,823 84,020 10,513 6,316 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 29,662) 10,026 -3,823 3,301 11,545 27,418 24,872 26,895 4,791 2,767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 6.1 5.3 57.2 81.6 88.4 93.0 11.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 72 30 15 75 91 155 128 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 16,341 COMMITMENTS 4,192 973 0 8,464 11,928 12,656 12,901 3,685 3,440 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 6.0 0.0 51.8 73.0 77.4 78.9 22.6 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 0 9 8 11 11 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 369,974 COMMITMENTS 116,373 43,353 3,475 215,988 308,769 335,836 355,597 34,138 14,377 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 66,604) 49,826 -3,324 -4,152 15,403 77,448 61,078 69,972 5,526 -3,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 11.7 0.9 58.4 83.5 90.8 96.1 9.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 72 28 13 71 89 149 124 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,750 COMMITMENTS 81,421 14,140 1,702 8,069 93,237 91,192 109,080 34,558 16,670 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -4,538) -1,329 -6,502 -1,060 168 3,698 -2,222 -3,864 -2,316 -674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.7 11.2 1.4 6.4 74.1 72.5 86.7 27.5 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 30 15 9 15 24 50 43 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,770 COMMITMENTS 8,238 12,308 0 19,911 16,009 28,149 28,317 7,621 7,453 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 429) -2,136 435 -1 1,506 441 -631 875 1,060 -446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 34.4 0.0 55.7 44.8 78.7 79.2 21.3 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 15 11 0 17 14 32 25 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,971 COMMITMENTS 15,997 5,034 320 19,296 37,731 35,613 43,085 13,358 5,886 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,265) 264 1,196 -109 -5,434 15,869 -5,279 16,956 6,544 -15,691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 10.3 0.7 39.4 77.0 72.7 88.0 27.3 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 15 8 1 22 25 38 33
Updated July 15, 2011