BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,323 COMMITMENTS 0 187 44 3,730 3,823 3,774 4,054 549 269 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 66) 0 20 2 39 33 41 55 25 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 1.0 86.3 88.4 87.3 93.8 12.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 4 2 12 11 14 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,214 COMMITMENTS 4,285 4,192 1,202 15,504 17,313 20,991 22,707 5,223 3,507 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,775) -31 27 149 1,159 1,519 1,277 1,695 498 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 16.0 4.6 59.1 66.0 80.1 86.6 19.9 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 18 17 16 27 26 54 50 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,979 COMMITMENTS 64,723 44,929 42,140 90,210 99,765 197,073 186,834 20,906 31,145 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -3,915) -3,657 -784 2,865 -1,334 -4,658 -2,126 -2,577 -1,789 -1,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 20.6 19.3 41.4 45.8 90.4 85.7 9.6 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 89 66 85 57 78 193 198 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 302,335 COMMITMENTS 92,761 79,488 49,708 135,901 126,423 278,370 255,619 23,965 46,716 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -430) -1,115 7,102 2,936 -690 -8,651 1,131 1,387 -1,561 -1,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 26.3 16.4 45.0 41.8 92.1 84.5 7.9 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 96 108 122 77 133 242 309 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,873 COMMITMENTS 3,996 3,124 1,142 2,137 3,379 7,275 7,645 1,598 1,228 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,405) 373 233 450 262 778 1,085 1,461 320 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 35.2 12.9 24.1 38.1 82.0 86.2 18.0 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 36 25 12 15 24 62 51 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,857 COMMITMENTS 8,745 10,285 4,724 14,579 5,146 28,048 20,155 7,809 15,702 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -1,534) -605 649 -1,315 259 -532 -1,661 -1,198 127 -336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 28.7 13.2 40.7 14.4 78.2 56.2 21.8 43.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 29 53 45 54 42 113 117 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,626 COMMITMENTS 170 2,452 79 6,756 4,879 7,005 7,410 621 216 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 49) 7 -50 8 34 71 49 29 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 32.2 1.0 88.6 64.0 91.9 97.2 8.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 7 8 10 12 18 23 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,474 COMMITMENTS 4,294 6,049 4,874 93,045 90,933 102,213 101,856 261 618 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -1,338) 0 -433 0 -1,381 -798 -1,381 -1,231 43 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 5.9 4.8 90.8 88.7 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 2 15 15 17 20 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 111,062 COMMITMENTS 29,695 32,127 1,150 52,846 50,324 83,691 83,601 27,371 27,461 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 7,099) 6,067 7,291 84 2,485 135 8,636 7,510 -1,537 -411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 28.9 1.0 47.6 45.3 75.4 75.3 24.6 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 23 25 6 22 25 49 52 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 64,375 COMMITMENTS 5,102 31,047 0 50,483 8,296 55,585 39,343 8,790 25,032 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,539) -1,107 1,748 0 2,245 -98 1,138 1,650 401 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 48.2 0.0 78.4 12.9 86.3 61.1 13.7 38.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 16 0 11 9 17 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 164,597 COMMITMENTS 65,985 16,323 975 93,855 142,857 160,815 160,155 3,782 4,442 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 4,626) 5,213 -9,460 169 -212 13,674 5,170 4,383 -544 243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 9.9 0.6 57.0 86.8 97.7 97.3 2.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 35 20 8 16 22 55 47 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 116,143 COMMITMENTS 29,332 32,266 1,119 70,130 52,738 100,581 86,123 15,562 30,020 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -833) -4,564 -9,083 244 4,705 8,861 385 22 -1,218 -855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 27.8 1.0 60.4 45.4 86.6 74.2 13.4 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 15 29 6 25 28 43 60 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 139,033 COMMITMENTS 52,024 26,963 413 65,716 79,575 118,153 106,951 20,880 32,082 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 17,227) 15,290 1,350 119 -2,003 18,555 13,406 20,024 3,821 -2,797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 19.4 0.3 47.3 57.2 85.0 76.9 15.0 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 27 28 3 15 25 43 55 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 324,443 COMMITMENTS 39,501 194,567 3,179 248,645 56,865 291,325 254,611 33,118 69,832 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,215) 7,680 -4,503 795 -5,705 5,721 2,770 2,013 -1,555 -798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 60.0 1.0 76.6 17.5 89.8 78.5 10.2 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 42 83 17 51 46 104 135 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 16,393 COMMITMENTS 12,972 13,931 76 2,907 1,586 15,955 15,593 438 800 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 63) 7 24 4 12 45 23 73 40 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.1 85.0 0.5 17.7 9.7 97.3 95.1 2.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 5 2 8 5 14 11 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,206 COMMITMENTS 11,703 3,924 134 8,382 17,039 20,219 21,097 2,987 2,109 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -122) 717 -123 0 -367 -13 350 -136 -472 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 16.9 0.6 36.1 73.4 87.1 90.9 12.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 13 16 1 7 9 21 25 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,936,511 COMMITMENTS 1426439 734,346 1147302 4476322 5119224 7050063 7000872 886,448 935,639 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 69,250) 75,127 34,578 100 34,114 82,321 109,341 116,999 -40,091 -47,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 9.3 14.5 56.4 64.5 88.8 88.2 11.2 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 53 46 71 125 130 222 210 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 817,472 COMMITMENTS 61,689 84,997 30,262 575,041 577,961 666,992 693,220 150,480 124,252 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 15,990) -5,543 -485 8,356 17,065 9,487 19,878 17,357 -3,888 -1,367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 10.4 3.7 70.3 70.7 81.6 84.8 18.4 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 542) 89 107 49 229 237 346 367 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 245,444 COMMITMENTS 10,772 12,618 5,379 163,395 147,881 179,546 165,878 65,898 79,566 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 5,665) 1,596 6,162 408 5,863 -142 7,867 6,428 -2,202 -763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 5.1 2.2 66.6 60.3 73.2 67.6 26.8 32.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 9 7 5 58 48 70 58 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,860,141 COMMITMENTS 326,532 433,843 52,467 2058232 2150400 2437231 2636710 422,910 223,431 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 51,627) 5,106 7,563 -1,061 56,011 48,145 60,056 54,647 -8,429 -3,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 15.2 1.8 72.0 75.2 85.2 92.2 14.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 519) 89 106 43 204 218 316 344 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,666 COMMITMENTS 9,371 3,734 789 87,271 96,020 97,431 100,543 8,235 5,123 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -2,082) -2,608 -2,223 696 1,027 -1,313 -885 -2,840 -1,197 758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 3.5 0.7 82.6 90.9 92.2 95.2 7.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 12 5 2 52 34 65 40 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 81,009 COMMITMENTS 15,322 4,226 3,057 53,732 69,284 72,112 76,567 8,898 4,442 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 13,117) 2,558 -92 2,795 4,695 8,434 10,048 11,136 3,069 1,981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 5.2 3.8 66.3 85.5 89.0 94.5 11.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 58 26 21 70 88 136 128 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 10,488 COMMITMENTS 1,295 1,845 0 5,693 7,822 6,988 9,667 3,500 821 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 17.6 0.0 54.3 74.6 66.6 92.2 33.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 0 10 5 12 8 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 352,606 COMMITMENTS 83,348 25,114 2,074 240,196 307,312 325,618 334,500 26,988 18,106 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 13,146) 19,524 3,524 765 -4,989 3,058 15,300 7,347 -2,154 5,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 7.1 0.6 68.1 87.2 92.3 94.9 7.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 58 27 17 64 86 128 124 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 131,295 COMMITMENTS 66,740 40,297 145 41,986 68,179 108,871 108,621 22,424 22,674 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 8,361) 15,759 3,247 34 -8,915 6,338 6,878 9,619 1,483 -1,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.8 30.7 0.1 32.0 51.9 82.9 82.7 17.1 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 22 36 4 20 22 46 58 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 29,035 COMMITMENTS 2,913 9,578 1 19,741 5,240 22,655 14,819 6,380 14,216 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -496) 306 -251 1 -935 -175 -628 -425 132 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 33.0 0.0 68.0 18.0 78.0 51.0 22.0 49.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 5 1 19 6 26 12 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,414 COMMITMENTS 9,588 6,027 566 31,007 14,002 41,161 20,595 4,253 24,819 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 469) -1,294 139 -381 2,936 861 1,261 619 -792 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 13.3 1.2 68.3 30.8 90.6 45.3 9.4 54.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 11 10 2 24 17 36 28
Updated July 27, 2012