BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,813 COMMITMENTS 35 121 48 4,180 4,283 4,263 4,452 550 361 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 76) -18 -8 12 20 67 14 71 62 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 2.5 1.0 86.8 89.0 88.6 92.5 11.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 2 14 11 17 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,110 COMMITMENTS 5,314 5,748 830 14,954 14,382 21,098 20,960 4,012 4,150 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 558) 35 135 70 318 614 423 819 135 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 22.9 3.3 59.6 57.3 84.0 83.5 16.0 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 14 14 16 25 23 48 44 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 251,306 COMMITMENTS 71,876 53,889 49,630 101,096 108,876 222,602 212,395 28,704 38,911 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -17,323) 4,642 -3,154 -14,469 -7,206 731 -17,033 -16,892 -290 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 21.4 19.7 40.2 43.3 88.6 84.5 11.4 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 107 80 113 68 85 235 237 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,786 COMMITMENTS 103,826 73,818 37,090 141,716 149,434 282,632 260,342 29,154 51,444 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -7,414) -2,167 5,095 -5,727 -1,519 -4,770 -9,413 -5,402 1,999 -2,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 23.7 11.9 45.5 47.9 90.6 83.5 9.4 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 101 106 116 77 138 238 318 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,748 COMMITMENTS 2,744 3,333 668 2,701 2,322 6,113 6,323 1,635 1,425 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -542) -566 624 -449 529 -1,025 -486 -850 -56 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 43.0 8.6 34.9 30.0 78.9 81.6 21.1 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 24 19 12 24 18 53 44 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,913 COMMITMENTS 12,169 7,445 5,541 11,257 8,672 28,967 21,658 7,946 15,255 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -3,210) -2,742 -351 -506 -387 -535 -3,635 -1,392 425 -1,818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 20.2 15.0 30.5 23.5 78.5 58.7 21.5 41.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 48 35 35 36 62 99 120 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,296 COMMITMENTS 130 4,147 39 8,334 4,840 8,503 9,026 793 270 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 47) 5 -31 -9 53 85 49 45 -2 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 44.6 0.4 89.7 52.1 91.5 97.1 8.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 11 7 14 11 21 24 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 101,291 COMMITMENTS 5,001 6,375 4,874 91,225 89,466 101,100 100,715 191 576 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -3,411) -1,255 575 -290 -1,875 -3,846 -3,420 -3,561 9 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 6.3 4.8 90.1 88.3 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 2 16 15 19 20 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 131,671 COMMITMENTS 27,808 19,607 6,612 67,917 79,033 102,337 105,252 29,334 26,419 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -3,366) -3,500 -2,081 -274 1,656 1,849 -2,118 -506 -1,248 -2,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 14.9 5.0 51.6 60.0 77.7 79.9 22.3 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 26 26 10 22 28 55 57 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,756 COMMITMENTS 24,108 31,115 0 24,379 2,115 48,487 33,230 7,269 22,526 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -36,267) 18,888 -7,406 -18,261 -36,232 -5,348 -35,605 -31,015 -662 -5,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 55.8 0.0 43.7 3.8 87.0 59.6 13.0 40.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 15 0 10 5 17 20 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 109,795 COMMITMENTS 22,801 37,475 594 83,913 64,829 107,308 102,898 2,487 6,897 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -88,821) 3,375 -3,955 -9,782 -82,241 -74,238 -88,648 -87,975 -173 -846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 34.1 0.5 76.4 59.0 97.7 93.7 2.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 20 42 4 17 23 38 68 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 121,624 COMMITMENTS 32,248 49,401 1,384 71,473 42,263 105,105 93,048 16,519 28,576 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -57,024) 4,231 -1,728 -1,200 -60,251 -51,108 -57,220 -54,036 196 -2,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 40.6 1.1 58.8 34.7 86.4 76.5 13.6 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 12 35 5 21 24 37 60 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 123,868 COMMITMENTS 44,740 29,603 50 61,597 62,271 106,387 91,924 17,481 31,944 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -50,410) 6,558 3,728 -4,582 -51,793 -46,841 -49,817 -47,695 -593 -2,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 23.9 0.0 49.7 50.3 85.9 74.2 14.1 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 19 26 1 14 20 33 47 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 311,933 COMMITMENTS 54,449 195,515 1,994 224,084 47,855 280,527 245,364 31,406 66,569 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -110,198) 15,204 -38,917 -32,208 -92,947 -34,744 -109,951 -105,869 -247 -4,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 62.7 0.6 71.8 15.3 89.9 78.7 10.1 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 37 72 11 39 47 83 123 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 21,484 COMMITMENTS 14,870 14,900 257 5,922 5,572 21,049 20,729 435 755 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 740) 330 -87 86 452 768 868 767 -128 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.2 69.4 1.2 27.6 25.9 98.0 96.5 2.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 5 2 8 4 15 10 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 12,612 COMMITMENTS 3,564 5,777 149 6,587 4,245 10,300 10,171 2,312 2,441 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -14,873) -3,076 -4,748 -479 -11,808 -8,619 -15,363 -13,846 490 -1,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 45.8 1.2 52.2 33.7 81.7 80.6 18.3 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 15 1 4 6 14 21 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,827,521 COMMITMENTS 1069349 843,793 1213341 4716679 4844273 6999369 6901407 828,152 926,114 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -765,801) 168,797 -244,218 -218,551 -728,116 -265,762 -777,870 -728,531 12,069 -37,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 10.8 15.5 60.3 61.9 89.4 88.2 10.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 43 48 74 120 128 211 210 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 740,602 COMMITMENTS 61,807 86,991 16,195 522,555 520,609 600,557 623,795 140,045 116,807 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -275,653) -5,154 -17,574 -19,799 -207,849 -199,095 -232,802 -236,468 -42,851 -39,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 11.7 2.2 70.6 70.3 81.1 84.2 18.9 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526) 82 93 46 226 237 336 350 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 222,518 COMMITMENTS 6,822 7,253 7,395 143,559 137,709 157,776 152,357 64,742 70,161 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -109,684) -7,447 -3,700 -5,565 -85,328 -64,140 -98,340 -73,405 -11,344 -36,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.3 3.3 64.5 61.9 70.9 68.5 29.1 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 9 9 6 55 48 68 61 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,590,421 COMMITMENTS 284,119 407,885 34,805 1894980 1914502 2213904 2357192 376,517 233,229 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -829,846) -25,781 -106,614 -33,926 -612,605 -674,774 -672,312 -815,314 -157,534 -14,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 15.7 1.3 73.2 73.9 85.5 91.0 14.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 496) 82 90 37 195 218 296 326 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 95,423 COMMITMENTS 9,645 5,249 234 77,180 86,002 87,059 91,485 8,364 3,938 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -19,241) 1,278 -1,813 52 -20,762 -17,437 -19,432 -19,198 191 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 5.5 0.2 80.9 90.1 91.2 95.9 8.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 7 6 3 54 32 63 39 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,970 COMMITMENTS 15,579 4,865 40 44,744 58,199 60,363 63,104 5,607 2,866 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -49,557) 1,730 -5,959 -4,784 -39,799 -33,298 -42,853 -44,042 -6,704 -5,516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 7.4 0.1 67.8 88.2 91.5 95.7 8.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 56 24 10 51 85 111 115 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 329,850 COMMITMENTS 77,895 24,326 202 223,719 290,994 301,816 315,522 28,034 14,328 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -132,857) 2,031 -32,888 -7,860 -112,498 -68,731 -118,327 -109,479 -14,530 -23,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 7.4 0.1 67.8 88.2 91.5 95.7 8.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 56 24 10 51 85 111 115 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,234 COMMITMENTS 41,121 44,579 19 74,126 61,099 115,266 105,697 14,968 24,537 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -65,241) 19,932 -22,069 -13,077 -72,896 -25,891 -66,041 -61,037 800 -4,204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 34.2 0.0 56.9 46.9 88.5 81.2 11.5 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 18 29 1 20 19 38 49 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 28,364 COMMITMENTS 3,247 10,576 0 18,108 5,085 21,355 15,661 7,009 12,703 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 560) 610 -53 0 -96 14 514 -39 46 599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 37.3 0.0 63.8 17.9 75.3 55.2 24.7 44.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 6 0 18 5 25 11 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,398 COMMITMENTS 10,985 7,593 429 23,593 12,413 35,007 20,435 4,391 18,963 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,699) 79 -689 245 1,674 4,554 1,998 4,110 -299 -2,411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 19.3 1.1 59.9 31.5 88.9 51.9 11.1 48.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 12 7 1 22 16 34 24
Updated June 22, 2012