BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,936 COMMITMENTS 206 866 127 3,857 3,696 4,190 4,689 746 246 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 91) 1 0 7 57 75 65 82 26 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 17.5 2.6 78.2 74.9 84.9 95.0 15.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 12 11 15 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 62,173 COMMITMENTS 11,514 1,554 15,139 26,795 33,332 53,447 50,024 8,726 12,149 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 1,745) 128 -118 776 494 617 1,398 1,275 347 470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 2.5 24.3 43.1 53.6 86.0 80.5 14.0 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 32 6 23 38 40 77 63 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,528 COMMITMENTS 1,923 83 88 2,341 3,596 4,352 3,767 176 761 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 234) -13 23 -1 267 214 252 236 -19 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 1.8 1.9 51.7 79.4 96.1 83.2 3.9 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 2 6 12 10 15 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 308,626 COMMITMENTS 79,840 27,658 86,218 111,516 148,252 277,574 262,128 31,052 46,497 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 13,376) 4,773 -1,858 6,917 -171 4,597 11,519 9,656 1,858 3,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 9.0 27.9 36.1 48.0 89.9 84.9 10.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 122 55 114 61 83 242 213 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 424,871 COMMITMENTS 99,445 36,163 125,079 171,946 198,512 396,471 359,755 28,401 65,117 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 1,232) -310 3,435 -256 3,039 -196 2,472 2,984 -1,240 -1,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 8.5 29.4 40.5 46.7 93.3 84.7 6.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 103 103 135 106 175 290 342 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,842 COMMITMENTS 3,840 4,090 1,650 3,352 2,761 8,843 8,501 1,999 2,341 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 1,228) 33 340 457 351 204 842 1,000 387 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 37.7 15.2 30.9 25.5 81.6 78.4 18.4 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 21 34 19 19 27 52 75 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,389 COMMITMENTS 13,696 3,826 9,907 11,397 9,862 35,000 23,596 9,389 20,793 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,427) -466 214 -1,388 -763 -707 -2,618 -1,881 1,191 454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 8.6 22.3 25.7 22.2 78.8 53.2 21.2 46.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 49 30 48 48 69 125 129 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 107,013 COMMITMENTS 17,232 59 2,013 87,297 104,894 106,542 106,966 471 47 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 3,377) 738 59 45 2,725 3,285 3,508 3,390 -131 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 0.1 1.9 81.6 98.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 1 3 16 16 25 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 146,799 COMMITMENTS 56,681 16,437 5,492 33,369 104,087 95,542 126,017 51,257 20,782 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 5,320) 4,377 -1,243 1,177 131 6,776 5,684 6,710 -365 -1,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 11.2 3.7 22.7 70.9 65.1 85.8 34.9 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 47 8 12 23 31 71 50 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 68,831 COMMITMENTS 25,812 13,927 4,644 12,462 29,454 42,917 48,025 25,913 20,806 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 8,744) 4,602 354 2,260 3,420 -165 10,282 2,450 -1,538 6,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 20.2 6.7 18.1 42.8 62.4 69.8 37.6 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 19 12 6 16 17 39 31 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 130,240 COMMITMENTS 96,157 7,673 232 26,124 119,926 122,513 127,831 7,727 2,409 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -7,583) -7,131 -3,702 -22 100 -4,162 -7,053 -7,886 -530 303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.8 5.9 0.2 20.1 92.1 94.1 98.2 5.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 64 9 1 19 20 84 29 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 109,789 COMMITMENTS 42,682 38,257 3,034 35,836 45,327 81,551 86,618 28,238 23,171 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 6,118) 9,710 5,934 673 -5,558 184 4,825 6,792 1,292 -674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 34.8 2.8 32.6 41.3 74.3 78.9 25.7 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 32 27 10 25 29 62 61 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 166,268 COMMITMENTS 78,969 19,941 8,177 39,485 101,198 126,630 129,317 39,638 36,951 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 14,548) 6,850 -840 2,325 1,813 11,363 10,989 12,849 3,559 1,699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.5 12.0 4.9 23.7 60.9 76.2 77.8 23.8 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 42 37 24 26 27 83 73 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 237,941 COMMITMENTS 56,680 55,701 31,886 98,073 102,112 186,638 189,699 51,303 48,242 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 11,527) -2,052 13,410 3,650 13,186 -4,112 14,784 12,948 -3,257 -1,421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 23.4 13.4 41.2 42.9 78.4 79.7 21.6 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 52 66 57 53 60 135 153 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,722 COMMITMENTS 16,551 12,275 72 2,539 8,120 19,162 20,467 1,560 255 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 90) -31 -4 0 13 59 -18 55 108 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.9 59.2 0.3 12.3 39.2 92.5 98.8 7.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 2 2 3 7 14 10 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,788 COMMITMENTS 25,808 1,682 133 2,540 30,637 28,481 32,452 5,307 1,336 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 995) 567 -268 19 42 1,526 628 1,277 367 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.4 5.0 0.4 7.5 90.7 84.3 96.0 15.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 22 6 1 4 12 27 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 17,866,437 COMMITMENTS 1177028 699,790 6391046 9313639 9695853 16881713 16786689 984,724 1079748 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 890,648) 11,592 -33,506 511,520 337,153 419,660 860,265 897,674 30,383 -7,026 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 3.9 35.8 52.1 54.3 94.5 94.0 5.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 62 65 110 160 167 283 289 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,051,713 COMMITMENTS 86,754 85,867 91,163 714,026 746,155 891,943 923,186 159,770 128,527 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 116,387) 10,701 531 17,790 64,944 72,067 93,434 90,388 22,953 25,999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 8.2 8.7 67.9 70.9 84.8 87.8 15.2 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585) 129 112 109 246 244 419 421 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 414,808 COMMITMENTS 18,530 34,909 46,090 247,765 284,662 312,385 365,661 102,423 49,147 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 47,535) -9,734 8,405 14,680 29,534 17,285 34,480 40,370 13,055 7,165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 8.4 11.1 59.7 68.6 75.3 88.2 24.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 23 25 34 74 62 113 105 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,184,524 COMMITMENTS 407,406 321,075 159,082 2331302 2307464 2897790 2787620 286,734 396,903 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 344,262) 86,784 -54,759 30,940 177,047 273,908 294,771 250,089 49,490 94,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 10.1 5.0 73.2 72.5 91.0 87.5 9.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534) 120 99 93 217 225 373 381 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 106,374 COMMITMENTS 11,068 4,731 1,353 85,009 94,175 97,430 100,259 8,944 6,115 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -3,337) -2,487 -362 1,112 -1,673 -4,956 -3,048 -4,206 -288 870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 4.4 1.3 79.9 88.5 91.6 94.3 8.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 10 4 1 50 39 60 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,903 COMMITMENTS 19,442 5,708 5,612 57,470 74,651 82,525 85,972 9,378 5,931 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,199) -4,155 -190 -173 1,953 -2,912 -2,375 -3,276 176 1,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 6.2 6.1 62.5 81.2 89.8 93.5 10.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 71 25 18 84 87 163 122 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,314 COMMITMENTS 3,926 2,447 8 10,338 13,932 14,272 16,387 4,041 1,927 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 352) -267 244 8 678 -371 419 -119 -67 471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 13.4 0.0 56.4 76.1 77.9 89.5 22.1 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 1 9 8 13 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 367,945 COMMITMENTS 99,620 38,347 5,983 235,662 303,596 341,264 347,926 26,681 20,019 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -12,755) -21,915 -4,644 1,568 6,376 -12,706 -13,971 -15,782 1,216 3,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 10.4 1.6 64.0 82.5 92.7 94.6 7.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 70 23 16 81 85 157 118 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 141,504 COMMITMENTS 91,071 15,732 2,985 11,161 105,815 105,217 124,532 36,287 16,972 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,260) -1,795 5,376 273 1,068 -5,856 -455 -208 -806 -1,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.4 11.1 2.1 7.9 74.8 74.4 88.0 25.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 42 19 9 18 24 64 48 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,988 COMMITMENTS 9,629 14,152 0 19,479 14,476 29,108 28,628 6,880 7,360 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,508) 265 -866 -1 -1,395 1,066 -1,131 199 -377 -1,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 39.3 0.0 54.1 40.2 80.9 79.5 19.1 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 15 13 0 18 13 33 26 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,274 COMMITMENTS 21,843 4,949 1,034 19,563 47,412 42,440 53,395 17,834 6,879 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 9,735) 1,764 1,197 586 -2,536 8,546 -186 10,329 9,921 -594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.2 8.2 1.7 32.5 78.7 70.4 88.6 29.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 21 7 2 21 25 43 33
Updated August 5, 2011