BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,887 COMMITMENTS 35 133 45 4,252 4,345 4,332 4,523 555 364 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 74) 0 12 -3 72 62 69 71 5 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 2.7 0.9 87.0 88.9 88.6 92.6 11.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 2 14 12 17 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,872 COMMITMENTS 4,958 5,452 1,031 15,761 15,239 21,750 21,722 4,122 4,150 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 762) -356 -296 201 807 857 652 762 110 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 21.1 4.0 60.9 58.9 84.1 84.0 15.9 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 14 15 16 27 24 51 45 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 252,332 COMMITMENTS 69,302 50,794 50,828 103,027 109,765 223,157 211,387 29,175 40,945 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,026) -2,574 -3,095 1,198 1,931 889 555 -1,008 471 2,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 20.1 20.1 40.8 43.5 88.4 83.8 11.6 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 107 78 111 71 82 236 232 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 315,289 COMMITMENTS 102,873 77,654 43,173 141,020 146,769 287,066 267,596 28,223 47,693 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 3,503) -953 3,836 6,083 -696 -2,665 4,434 7,254 -931 -3,751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 24.6 13.7 44.7 46.6 91.0 84.9 9.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 105 104 122 77 139 244 321 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,317 COMMITMENTS 2,687 3,451 634 2,588 1,698 5,909 5,783 1,408 1,534 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -431) -57 118 -34 -113 -624 -204 -540 -227 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 47.2 8.7 35.4 23.2 80.8 79.0 19.2 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 24 22 12 23 22 54 50 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,040 COMMITMENTS 10,343 8,130 5,399 11,840 7,361 27,582 20,890 8,458 15,150 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -873) -1,826 685 -142 583 -1,311 -1,385 -768 512 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 22.6 15.0 32.9 20.4 76.5 58.0 23.5 42.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 35 42 38 44 57 98 124 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,303 COMMITMENTS 130 4,096 55 8,351 4,983 8,536 9,134 767 169 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 7) 0 -51 16 17 143 33 108 -26 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 44.0 0.6 89.8 53.6 91.8 98.2 8.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 11 7 15 12 22 25 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,241 COMMITMENTS 4,612 6,139 4,874 92,548 90,385 102,034 101,398 207 843 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 950) -389 -236 0 1,323 919 934 683 16 267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 6.0 4.8 90.5 88.4 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 15 16 18 20 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 95,821 COMMITMENTS 27,778 18,501 1,256 39,527 46,752 68,561 66,509 27,260 29,312 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -35,850) -30 -1,106 -5,356 -28,390 -32,281 -33,776 -38,743 -2,074 2,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 19.3 1.3 41.3 48.8 71.6 69.4 28.4 30.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 22 26 7 13 20 40 48 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,447 COMMITMENTS 4,637 28,473 0 40,448 2,165 45,085 30,638 7,362 21,809 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -3,309) -19,471 -2,642 0 16,069 50 -3,402 -2,592 93 -717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 54.3 0.0 77.1 4.1 86.0 58.4 14.0 41.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 16 0 10 6 16 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 121,524 COMMITMENTS 32,190 39,837 617 85,932 74,997 118,739 115,451 2,785 6,073 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 11,729) 9,389 2,362 23 2,019 10,168 11,431 12,553 298 -824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 32.8 0.5 70.7 61.7 97.7 95.0 2.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 26 44 5 14 23 41 71 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 114,561 COMMITMENTS 35,296 36,054 946 62,171 48,777 98,413 85,777 16,148 28,784 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -7,063) 3,048 -13,347 -438 -9,302 6,514 -6,692 -7,271 -371 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 31.5 0.8 54.3 42.6 85.9 74.9 14.1 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 16 32 4 18 24 37 57 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 123,247 COMMITMENTS 43,910 39,368 51 66,111 46,910 110,072 86,329 13,175 36,918 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -621) -830 9,765 1 4,514 -15,361 3,685 -5,595 -4,306 4,974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 31.9 0.0 53.6 38.1 89.3 70.0 10.7 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 20 33 3 16 18 38 52 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 315,785 COMMITMENTS 36,933 196,813 1,956 244,942 47,522 283,831 246,291 31,954 69,494 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 3,852) -17,516 1,298 -38 20,858 -333 3,304 927 548 2,925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 62.3 0.6 77.6 15.0 89.9 78.0 10.1 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 36 85 13 46 44 91 133 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 19,125 COMMITMENTS 14,920 14,896 343 3,516 3,121 18,779 18,360 346 765 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -2,359) 50 -4 86 -2,406 -2,451 -2,270 -2,369 -89 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.0 77.9 1.8 18.4 16.3 98.2 96.0 1.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 5 3 7 4 15 10 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 16,601 COMMITMENTS 6,108 5,532 149 7,651 8,737 13,908 14,418 2,693 2,183 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 3,989) 2,544 -245 0 1,064 4,492 3,608 4,247 381 -258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 33.3 0.9 46.1 52.6 83.8 86.9 16.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 18 1 6 7 17 25 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,799,927 COMMITMENTS 1179572 710,290 1235483 4560184 4938967 6975239 6884740 824,688 915,187 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -27,594) 110,223 -133,503 22,142 -156,495 94,694 -24,130 -16,667 -3,464 -10,927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 9.1 15.8 58.5 63.3 89.4 88.3 10.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 49 46 73 121 126 213 209 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 774,074 COMMITMENTS 74,284 91,716 19,052 537,877 545,061 631,213 655,828 142,861 118,246 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 33,472) 12,478 4,725 2,857 15,322 24,451 30,656 32,033 2,815 1,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 11.8 2.5 69.5 70.4 81.5 84.7 18.5 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539) 93 102 49 223 233 348 354 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 225,678 COMMITMENTS 6,938 8,730 7,481 147,510 136,223 161,929 152,434 63,749 73,244 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 3,160) 116 1,477 86 3,951 -1,486 4,153 77 -993 3,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.9 3.3 65.4 60.4 71.8 67.5 28.2 32.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 9 10 5 57 49 70 62 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,741,979 COMMITMENTS 357,516 435,713 37,070 1951834 2044188 2346420 2516971 395,559 225,008 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 151,558) 73,397 27,828 2,265 56,854 129,686 132,516 159,779 19,042 -8,221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 15.9 1.4 71.2 74.6 85.6 91.8 14.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 509) 93 100 40 191 212 310 326 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 98,955 COMMITMENTS 7,176 4,832 1,240 82,509 88,807 90,925 94,879 8,030 4,076 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 3,532) -2,469 -417 1,006 5,329 2,805 3,866 3,394 -334 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 4.9 1.3 83.4 89.7 91.9 95.9 8.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 8 4 2 56 30 65 35 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,857 COMMITMENTS 17,118 5,394 212 45,719 59,377 63,049 64,983 4,808 2,874 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,887) 1,539 529 171 975 1,178 2,685 1,878 -799 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 7.9 0.3 67.4 87.5 92.9 95.8 7.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 56 25 10 57 82 117 113 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 339,283 COMMITMENTS 85,589 26,971 1,059 228,595 296,883 315,243 324,913 24,040 14,370 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 9,433) 7,694 2,645 857 4,876 5,889 13,427 9,391 -3,994 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 7.9 0.3 67.4 87.5 92.9 95.8 7.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 56 25 10 57 82 117 113 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 122,384 COMMITMENTS 40,023 42,182 33 64,507 58,937 104,563 101,152 17,821 21,232 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -7,850) -1,098 -2,397 14 -9,619 -2,162 -10,703 -4,545 2,853 -3,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 34.5 0.0 52.7 48.2 85.4 82.7 14.6 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 19 34 1 19 21 38 56 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 27,409 COMMITMENTS 2,781 9,707 0 17,866 5,327 20,647 15,034 6,762 12,375 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -955) -466 -869 0 -242 242 -708 -627 -247 -328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 35.4 0.0 65.2 19.4 75.3 54.9 24.7 45.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 7 0 18 6 25 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 35,357 COMMITMENTS 10,608 8,438 441 20,234 13,205 31,283 22,084 4,074 13,273 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -4,041) -377 845 12 -3,359 792 -3,724 1,649 -317 -5,690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 23.9 1.2 57.2 37.3 88.5 62.5 11.5 37.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 12 8 1 19 15 31 24
Updated June 29, 2012