MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,808 COMMITMENTS 3,888 3,871 1,030 13,354 14,293 18,272 19,194 4,536 3,614 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -3,684) -1,311 -1,251 -116 -2,523 -1,755 -3,950 -3,122 266 -562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 17.0 4.5 58.5 62.7 80.1 84.2 19.9 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 15 16 15 26 24 49 47 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 242,599 COMMITMENTS 75,253 41,449 43,513 96,603 120,741 215,369 205,703 27,230 36,896 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -10,707) -2,276 -4,576 -2,416 -5,141 -2,115 -9,833 -9,107 -874 -1,600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 17.1 17.9 39.8 49.8 88.8 84.8 11.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 110 64 102 67 86 227 217 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 300,961 COMMITMENTS 97,326 72,198 43,143 134,047 139,727 274,516 255,068 26,445 45,893 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -13,208) -350 -2,415 -4,874 -8,116 -5,602 -13,340 -12,891 132 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 24.0 14.3 44.5 46.4 91.2 84.8 8.8 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368) 100 95 114 75 139 232 310 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,112 COMMITMENTS 3,381 2,835 496 1,940 2,454 5,817 5,785 1,295 1,327 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 378) 570 -636 20 -182 1,082 408 466 -30 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.5 39.9 7.0 27.3 34.5 81.8 81.3 18.2 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 28 20 10 16 24 53 46 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,446 COMMITMENTS 10,226 9,113 5,532 12,706 6,395 28,464 21,040 7,982 15,406 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 301) 545 172 294 -134 -130 705 336 -404 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 25.0 15.2 34.9 17.5 78.1 57.7 21.9 42.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 34 48 45 47 50 106 126 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,538 COMMITMENTS 121 2,644 61 6,707 4,573 6,889 7,278 649 260 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -1,730) -22 -1,416 -8 -1,576 -369 -1,606 -1,793 -124 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 35.1 0.8 89.0 60.7 91.4 96.6 8.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 7 5 11 11 17 20 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 103,837 COMMITMENTS 4,294 6,356 4,874 94,431 91,864 103,599 103,094 238 743 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -702) -418 31 0 -300 -860 -718 -829 16 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 6.1 4.7 90.9 88.5 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 2 15 16 17 20 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 100,606 COMMITMENTS 24,673 20,335 956 46,123 50,960 71,752 72,251 28,854 28,355 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 7,446) 1,750 6,110 -28 5,965 1,652 7,687 7,734 -241 -288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 20.2 1.0 45.8 50.7 71.3 71.8 28.7 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 21 24 9 17 22 45 48 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,117 COMMITMENTS 5,815 23,399 0 43,752 8,717 49,567 32,116 8,550 26,001 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 4,795) 552 -924 0 2,931 472 3,483 -452 1,312 5,247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 40.3 0.0 75.3 15.0 85.3 55.3 14.7 44.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 15 0 10 8 17 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,469 COMMITMENTS 48,567 23,345 1,128 89,002 113,753 138,697 138,226 3,772 4,243 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 9,800) 7,963 216 417 1,392 9,351 9,772 9,984 28 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 16.4 0.8 62.5 79.8 97.4 97.0 2.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 34 27 8 14 24 51 57 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 117,616 COMMITMENTS 32,804 40,426 880 66,039 44,391 99,723 85,697 17,893 31,919 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 9,408) 596 2,865 323 7,291 1,972 8,210 5,160 1,198 4,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 34.4 0.7 56.1 37.7 84.8 72.9 15.2 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 15 35 3 24 25 39 63 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 115,522 COMMITMENTS 32,920 23,968 208 66,776 56,267 99,904 80,443 15,618 35,079 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -1,881) -4,030 -8,807 95 477 7,736 -3,458 -976 1,577 -905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 20.7 0.2 57.8 48.7 86.5 69.6 13.5 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 18 28 2 18 19 37 48 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 326,374 COMMITMENTS 36,409 202,114 2,505 251,888 49,424 290,802 254,043 35,572 72,331 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 24,085) 4,173 23,701 311 15,976 -5,117 20,460 18,895 3,625 5,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 61.9 0.8 77.2 15.1 89.1 77.8 10.9 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 29 83 14 50 45 91 130 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,476 COMMITMENTS 14,569 15,105 75 2,442 1,549 17,086 16,729 390 747 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -429) -252 140 10 -269 -421 -511 -271 82 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.4 86.4 0.4 14.0 8.9 97.8 95.7 2.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 5 2 7 5 14 11 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,356 COMMITMENTS 11,434 5,843 134 7,057 14,771 18,625 20,748 3,731 1,608 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 1,873) 1,572 301 0 -101 1,804 1,471 2,105 402 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 26.1 0.6 31.6 66.1 83.3 92.8 16.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 12 18 1 4 11 17 29 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,785,474 COMMITMENTS 1237869 770,355 1151711 4513361 4908001 6902941 6830067 882,533 955,407 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -42,290) 40,015 -11,526 30,882 -93,274 -27,344 -22,377 -7,988 -19,913 -34,302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 9.9 14.8 58.0 63.0 88.7 87.7 11.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 46 48 69 120 128 209 209 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 794,026 COMMITMENTS 68,187 94,058 23,236 552,631 554,585 644,054 671,880 149,973 122,147 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 20,706) -2,903 4,816 2,568 18,354 12,758 18,019 20,142 2,687 564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 11.8 2.9 69.6 69.8 81.1 84.6 18.9 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541) 92 109 47 223 226 343 355 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 234,840 COMMITMENTS 8,831 8,539 5,795 153,476 143,115 168,102 157,449 66,738 77,391 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 7,610) -1,539 4,157 8 8,102 2,838 6,571 7,003 1,039 607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 3.6 2.5 65.4 60.9 71.6 67.0 28.4 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 9 10 5 57 48 69 61 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,795,931 COMMITMENTS 337,532 468,348 46,453 1995773 2057352 2379758 2572153 416,173 223,778 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 65,478) 7,404 17,521 -1,426 51,260 49,600 57,238 65,695 8,240 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 16.8 1.7 71.4 73.6 85.1 92.0 14.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513) 92 107 40 197 207 313 330 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,138 COMMITMENTS 11,498 5,663 969 84,488 94,212 96,955 100,844 8,183 4,294 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 2,537) -333 -556 868 1,610 1,381 2,145 1,693 392 844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 5.4 0.9 80.4 89.6 92.2 95.9 7.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 13 6 2 51 35 65 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,789 COMMITMENTS 14,778 5,345 493 48,969 61,133 64,239 66,970 5,549 2,819 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -970) -2,815 503 293 1,734 -1,897 -788 -1,102 -182 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 7.7 0.7 70.2 87.6 92.0 96.0 8.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 60 29 13 62 82 129 117 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 348,944 COMMITMENTS 73,890 26,724 2,464 244,843 305,663 321,197 334,851 27,747 14,093 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -4,851) -14,073 2,513 1,463 8,669 -9,486 -3,941 -5,510 -910 659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 7.7 0.7 70.2 87.6 92.0 96.0 8.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 60 29 13 62 82 129 117 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,235 COMMITMENTS 54,718 35,653 117 48,365 61,709 103,200 97,479 18,035 23,756 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -4,471) 4,593 -5,124 -59 -9,649 -483 -5,115 -5,666 644 1,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 29.4 0.1 39.9 50.9 85.1 80.4 14.9 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 19 28 2 18 20 39 48 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 29,680 COMMITMENTS 2,613 9,564 0 21,056 5,239 23,669 14,803 6,011 14,877 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 1,183) 674 57 0 672 -328 1,346 -271 -163 1,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 32.2 0.0 70.9 17.7 79.7 49.9 20.3 50.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 7 0 19 7 25 14 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,067 COMMITMENTS 10,804 5,498 1,051 24,557 11,798 36,412 18,347 4,655 22,720 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 4,820) 143 -4,164 -6 4,101 -358 4,238 -4,528 582 9,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 13.4 2.6 59.8 28.7 88.7 44.7 11.3 55.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 15 7 2 22 14 37 23
Updated July 13, 2012