BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,185 COMMITMENTS 135 655 76 3,312 3,223 3,523 3,953 662 232 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -750) -71 -211 -51 -545 -474 -667 -736 -84 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 15.7 1.8 79.1 77.0 84.2 94.5 15.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 2 13 13 16 17 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,190 COMMITMENTS 8,748 1,409 13,798 24,346 29,161 46,892 44,369 8,298 10,821 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -6,983) -2,766 -144 -1,340 -2,449 -4,170 -6,555 -5,655 -428 -1,328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 2.6 25.0 44.1 52.8 85.0 80.4 15.0 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 25 6 23 36 37 69 60 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,828 COMMITMENTS 1,433 82 105 2,076 2,969 3,614 3,155 214 673 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -700) -490 -1 17 -265 -627 -738 -611 39 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.4 2.1 2.7 54.2 77.6 94.4 82.4 5.6 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 2 6 11 10 14 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 310,255 COMMITMENTS 77,515 26,776 88,888 113,873 148,282 280,276 263,946 29,979 46,309 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,629) -2,324 -882 2,670 2,356 29 2,702 1,818 -1,073 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 8.6 28.7 36.7 47.8 90.3 85.1 9.7 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 125 59 123 64 85 246 225 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 388,787 COMMITMENTS 94,822 34,149 98,172 170,061 190,840 363,056 323,161 25,731 65,626 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -36,085) -4,623 -2,015 -26,907 -1,885 -7,672 -33,415 -36,594 -2,670 509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 8.8 25.3 43.7 49.1 93.4 83.1 6.6 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 95 93 124 104 170 276 325 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,180 COMMITMENTS 4,166 4,862 1,578 3,333 2,067 9,077 8,508 2,104 2,672 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 338) 325 772 -72 -19 -693 234 7 104 331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 43.5 14.1 29.8 18.5 81.2 76.1 18.8 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 26 33 24 19 22 60 75 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,837 COMMITMENTS 10,985 3,988 9,204 10,797 8,341 30,986 21,533 8,851 18,305 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -4,552) -2,711 162 -703 -600 -1,521 -4,014 -2,063 -537 -2,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 10.0 23.1 27.1 20.9 77.8 54.1 22.2 45.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 46 28 47 51 63 123 120 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 108,737 COMMITMENTS 12,330 1,439 2,033 92,706 103,967 107,069 107,439 1,668 1,298 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,724) -4,901 1,380 19 5,409 -927 527 473 1,197 1,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 1.3 1.9 85.3 95.6 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 1 3 17 16 26 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 131,618 COMMITMENTS 38,940 14,834 4,429 40,503 87,066 83,872 106,329 47,746 25,289 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -15,181) -17,741 -1,603 -1,063 7,135 -17,021 -11,669 -19,688 -3,511 4,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 11.3 3.4 30.8 66.2 63.7 80.8 36.3 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 27 19 13 28 31 65 53 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 61,664 COMMITMENTS 15,060 9,610 2,639 18,513 29,700 36,211 41,949 25,452 19,715 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -7,167) -10,752 -4,317 -2,005 6,051 246 -6,706 -6,076 -461 -1,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 15.6 4.3 30.0 48.2 58.7 68.0 41.3 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 15 15 5 15 14 32 32 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 117,845 COMMITMENTS 56,912 15,619 2,113 50,510 92,781 109,535 110,513 8,310 7,332 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -12,395) -39,245 7,946 1,881 24,386 -27,145 -12,978 -17,318 583 4,923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.3 13.3 1.8 42.9 78.7 92.9 93.8 7.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 38 25 4 21 18 63 44 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 111,016 COMMITMENTS 41,052 40,954 2,011 39,176 45,548 82,238 88,512 28,778 22,504 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,227) -1,630 2,696 -1,023 3,340 221 687 1,895 540 -667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 36.9 1.8 35.3 41.0 74.1 79.7 25.9 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 30 20 8 23 28 56 53 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 132,679 COMMITMENTS 53,860 11,951 5,007 38,702 86,939 97,569 103,898 35,109 28,781 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -33,589) -25,109 -7,990 -3,169 -783 -14,259 -29,061 -25,419 -4,528 -8,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.6 9.0 3.8 29.2 65.5 73.5 78.3 26.5 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 27 24 14 25 25 59 56 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 223,641 COMMITMENTS 49,266 57,077 27,870 95,370 89,348 172,506 174,295 51,135 49,346 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -14,300) -7,414 1,376 -4,016 -2,702 -12,763 -14,132 -15,404 -168 1,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 25.5 12.5 42.6 40.0 77.1 77.9 22.9 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 38 63 48 53 59 121 140 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,943 COMMITMENTS 21,588 1,161 133 2,937 25,502 24,658 26,796 4,285 2,147 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -4,845) -4,220 -521 0 397 -5,135 -3,823 -5,656 -1,022 811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.6 4.0 0.5 10.1 88.1 85.2 92.6 14.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 20 6 1 5 10 26 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 18,468,944 COMMITMENTS 1239109 671,651 7089231 9160630 9634451 17488970 17395332 979,975 1073612 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 602,507) 62,081 -28,139 698,185 -153,010 -61,403 607,257 608,644 -4,750 -6,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 3.6 38.4 49.6 52.2 94.7 94.2 5.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 61 67 113 156 160 285 284 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,352,378 COMMITMENTS 74,185 114,737 176,304 907,765 886,244 1158254 1177284 194,123 175,094 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 300,665) -12,569 28,869 85,140 193,739 140,089 266,311 254,098 34,354 46,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 8.5 13.0 67.1 65.5 85.6 87.1 14.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637) 117 144 127 264 268 449 473 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 544,361 COMMITMENTS 19,527 68,715 71,985 323,557 341,393 415,069 482,093 129,292 62,268 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 129,553) 997 33,806 25,895 75,792 56,731 102,684 116,432 26,869 13,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 12.6 13.2 59.4 62.7 76.2 88.6 23.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 28 26 38 74 67 120 113 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 4,040,081 COMMITMENTS 516,708 473,524 278,177 2921040 2724253 3715924 3475954 324,158 564,128 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 855,558) 109,301 152,449 119,095 589,737 416,789 818,134 688,333 37,424 167,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 11.7 6.9 72.3 67.4 92.0 86.0 8.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 589) 113 129 110 236 250 402 437 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 107,467 COMMITMENTS 15,736 4,928 0 85,109 95,889 100,845 100,817 6,622 6,650 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,093) 4,668 197 -1,353 100 1,714 3,415 558 -2,322 534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 4.6 0.0 79.2 89.2 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 10 5 0 53 38 63 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 85,157 COMMITMENTS 13,547 4,788 3,006 59,799 70,795 76,352 78,589 8,805 6,568 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -6,745) -5,896 -920 -2,606 2,328 -3,856 -6,173 -7,382 -572 637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 5.6 3.5 70.2 83.1 89.7 92.3 10.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 51 19 19 82 92 139 125 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,441 COMMITMENTS 501 2,624 0 10,767 10,989 11,269 13,614 4,172 1,827 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -2,873) -3,425 178 -8 429 -2,943 -3,004 -2,773 131 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 17.0 0.0 69.7 71.2 73.0 88.2 27.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 6 1 7 8 10 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 348,584 COMMITMENTS 72,124 17,715 8,134 245,159 299,029 325,417 324,879 23,166 23,705 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -19,361) -27,495 -20,632 2,151 9,497 -4,567 -15,847 -23,047 -3,515 3,686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 5.1 2.3 70.3 85.8 93.4 93.2 6.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 50 18 16 80 90 135 119 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,967 COMMITMENTS 40,696 13,640 3,394 40,473 73,890 84,563 90,924 29,404 23,043 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -27,537) -50,374 -2,092 409 29,312 -31,925 -20,654 -33,608 -6,883 6,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 12.0 3.0 35.5 64.8 74.2 79.8 25.8 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 27 16 12 18 19 50 42 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,783 COMMITMENTS 6,467 11,055 0 17,158 12,466 23,625 23,521 7,158 7,262 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -5,205) -3,162 -3,097 0 -2,321 -2,010 -5,483 -5,107 278 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 35.9 0.0 55.7 40.5 76.7 76.4 23.3 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 11 11 0 17 14 28 25 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 72,198 COMMITMENTS 21,798 4,696 865 15,120 57,723 37,783 63,284 34,415 8,914 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 11,924) -45 -253 -169 -4,443 10,311 -4,657 9,889 16,581 2,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 6.5 1.2 20.9 80.0 52.3 87.7 47.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 19 7 2 17 31 37 39
Updated August 12, 2011