BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,429 COMMITMENTS 189 438 31 2,687 2,525 2,907 2,994 522 435 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 9) 31 9 -4 59 -8 85 -4 -77 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 12.8 0.9 78.4 73.6 84.8 87.3 15.2 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 1 11 11 14 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,393 COMMITMENTS 7,169 1,498 12,543 27,000 29,268 46,712 43,309 6,682 10,084 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 2,687) 469 68 607 1,689 1,391 2,765 2,066 -77 621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 2.8 23.5 50.6 54.8 87.5 81.1 12.5 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 23 7 21 40 42 70 63 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 290,548 COMMITMENTS 72,304 39,744 73,970 113,657 133,909 259,931 247,624 30,617 42,924 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -10,000) 4,094 3,146 -6,491 -6,742 -4,512 -9,139 -7,856 -861 -2,144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 13.7 25.5 39.1 46.1 89.5 85.2 10.5 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 99 81 119 54 78 219 227 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 420,766 COMMITMENTS 106,267 44,841 118,698 165,665 188,541 390,630 352,080 30,136 68,686 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 7,474) 4,355 -5,820 4,239 -1,006 6,130 7,588 4,549 -114 2,925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 10.7 28.2 39.4 44.8 92.8 83.7 7.2 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 115 105 143 108 169 298 349 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,779 COMMITMENTS 3,967 2,820 1,140 3,020 3,352 8,126 7,312 1,652 2,467 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 262) -25 -1,157 404 -143 1,016 237 263 25 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.6 28.8 11.7 30.9 34.3 83.1 74.8 16.9 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 23 29 15 18 24 54 57 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,068 COMMITMENTS 11,281 5,446 8,227 9,790 7,696 29,299 21,369 7,769 15,699 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 873) 972 -309 611 -746 -186 837 117 36 756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 14.7 22.2 26.4 20.8 79.0 57.6 21.0 42.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 35 40 57 46 51 118 126 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 107,362 COMMITMENTS 10,693 129 3,875 90,918 100,325 105,486 104,329 1,876 3,033 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 3,999) 1,529 -871 987 642 1,744 3,158 1,860 841 2,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 0.1 3.6 84.7 93.4 98.3 97.2 1.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 1 3 18 15 25 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 125,550 COMMITMENTS 17,443 22,855 6,763 58,492 68,298 82,698 97,916 42,852 27,633 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 1,197) -798 7,168 -260 4,735 -6,776 3,677 132 -2,480 1,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 18.2 5.4 46.6 54.4 65.9 78.0 34.1 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 18 23 15 34 31 61 60 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,011 COMMITMENTS 9,484 5,189 6,276 22,462 30,766 38,221 42,230 14,790 10,781 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -8,969) -2,158 -774 -1,345 855 -3,604 -2,648 -5,723 -6,321 -3,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 9.8 11.8 42.4 58.0 72.1 79.7 27.9 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 10 12 19 16 36 32 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 119,075 COMMITMENTS 20,939 22,148 4,394 86,416 83,157 111,749 109,699 7,326 9,376 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 7,945) -13,224 1,231 2,931 17,772 3,349 7,479 7,511 466 434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 18.6 3.7 72.6 69.8 93.8 92.1 6.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 19 36 9 24 19 48 62 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 147,961 COMMITMENTS 34,586 60,379 2,899 85,293 52,922 122,778 116,199 25,183 31,762 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 29,462) 4,315 16,296 -446 26,307 6,183 30,176 22,032 -714 7,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 40.8 2.0 57.6 35.8 83.0 78.5 17.0 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 22 38 14 34 30 63 75 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 161,513 COMMITMENTS 53,441 18,997 4,563 74,313 104,466 132,317 128,026 29,196 33,487 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 23,557) 5,582 3,995 -3,204 21,306 24,078 23,684 24,868 -127 -1,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 11.8 2.8 46.0 64.7 81.9 79.3 18.1 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 32 30 17 30 24 71 62 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 311,668 COMMITMENTS 26,827 79,090 33,423 204,673 125,063 264,923 237,575 46,745 74,092 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 39,196) -6,802 12,913 -11,582 62,118 26,599 43,733 27,930 -4,537 11,266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 25.4 10.7 65.7 40.1 85.0 76.2 15.0 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 32 70 47 55 59 115 148 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 36,761 COMMITMENTS 21,562 17,591 69 14,331 18,115 35,962 35,775 799 986 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 2,805) 921 1,749 0 1,796 485 2,717 2,234 88 571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.7 47.9 0.2 39.0 49.3 97.8 97.3 2.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 4 2 5 4 13 9 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,664 COMMITMENTS 19,303 1,639 163 10,392 30,727 29,858 32,529 4,806 2,135 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 6,725) 88 94 149 6,302 6,412 6,539 6,655 186 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.7 4.7 0.5 30.0 88.6 86.1 93.8 13.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 15 7 2 10 10 25 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 18,183,854 COMMITMENTS 723,635 736,402 7597307 8982813 8796281 17303755 17129989 880,099 1053865 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 36,485) -61,171 -70,881 102,185 -527 -20,705 40,486 10,598 -4,002 25,887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 4.0 41.8 49.4 48.4 95.2 94.2 4.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 53 74 114 154 159 277 286 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,582,898 COMMITMENTS 62,888 156,312 158,661 1181188 1078340 1402737 1393313 180,161 189,585 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 138,445) 2,719 -6,245 18,968 112,673 101,674 134,361 114,397 4,083 24,048 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 9.9 10.0 74.6 68.1 88.6 88.0 11.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 646) 95 165 128 278 290 457 502 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 664,415 COMMITMENTS 27,445 79,093 58,755 485,637 416,218 571,836 554,066 92,580 110,349 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 72,328) 2,386 5,089 7,287 59,401 48,234 69,074 60,610 3,254 11,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 11.9 8.8 73.1 62.6 86.1 83.4 13.9 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 25 28 37 87 76 133 120 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 4,592,415 COMMITMENTS 448,636 657,511 228,116 3477756 3310609 4154508 4196237 437,907 396,178 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 330,584) 46,213 -12,126 13,861 266,361 267,199 326,435 268,933 4,149 61,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 14.3 5.0 75.7 72.1 90.5 91.4 9.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601) 87 154 112 250 275 410 469 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 124,967 COMMITMENTS 14,497 4,636 27 101,168 108,598 115,692 113,261 9,275 11,706 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 14,716) 317 4 -4 11,580 11,160 11,893 11,160 2,823 3,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 3.7 0.0 81.0 86.9 92.6 90.6 7.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 6 5 1 59 41 65 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 129,378 COMMITMENTS 7,521 7,715 3,654 105,519 105,594 116,694 116,964 12,683 12,414 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 21,440) -157 866 1,556 19,116 18,005 20,515 20,428 924 1,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 6.0 2.8 81.6 81.6 90.2 90.4 9.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 31 39 27 95 106 145 154 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 32,825 COMMITMENTS 658 2,837 63 28,893 22,080 29,614 24,980 3,212 7,845 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 5,309) 88 1,203 19 4,707 3,406 4,814 4,628 494 681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 8.6 0.2 88.0 67.3 90.2 76.1 9.8 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 4 2 15 9 19 13 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 482,762 COMMITMENTS 44,532 34,605 7,741 383,130 417,571 435,403 459,918 47,358 22,844 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 80,654) 3,635 3,179 2,824 72,046 72,997 78,505 79,000 2,149 1,654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 7.2 1.6 79.4 86.5 90.2 95.3 9.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 31 38 26 93 106 141 153 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 131,747 COMMITMENTS 50,155 12,473 3,339 49,394 91,912 102,887 107,724 28,861 24,023 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -8,416) -11,673 -1,403 -5,617 10,061 -5,439 -7,228 -12,459 -1,187 4,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 9.5 2.5 37.5 69.8 78.1 81.8 21.9 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 26 15 11 18 27 49 48 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 27,120 COMMITMENTS 3,073 8,519 1 16,870 6,761 19,944 15,281 7,176 11,839 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -15,030) -3,249 -354 -3,023 -910 -6,455 -7,182 -9,832 -7,848 -5,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 31.4 0.0 62.2 24.9 73.5 56.3 26.5 43.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 6 1 18 9 26 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,141 COMMITMENTS 9,030 5,223 21 15,897 23,256 24,948 28,500 11,193 7,641 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -42,532) -4,520 2,325 -1,623 -7,284 -36,355 -13,427 -35,653 -29,105 -6,879 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 14.5 0.1 44.0 64.3 69.0 78.9 31.0 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 8 8 1 23 18 32 26
Updated September 16, 2011