BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,771 COMMITMENTS 0 199 41 4,049 4,270 4,090 4,510 681 261 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 448) 0 12 -3 319 447 316 456 132 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 0.9 84.9 89.5 85.7 94.5 14.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 2 14 12 16 16 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,233 COMMITMENTS 4,041 4,458 1,319 16,521 17,991 21,881 23,768 5,352 3,465 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,019) -244 266 117 1,017 678 890 1,061 129 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 16.4 4.8 60.7 66.1 80.3 87.3 19.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 18 15 17 28 26 53 51 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 221,692 COMMITMENTS 68,458 44,994 44,565 87,498 100,142 200,521 189,701 21,171 31,991 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 3,713) 3,735 65 2,425 -2,712 377 3,448 2,867 265 846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 20.3 20.1 39.5 45.2 90.5 85.6 9.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 87 70 88 51 73 199 194 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 303,512 COMMITMENTS 94,688 77,518 51,247 132,623 128,574 278,558 257,339 24,954 46,173 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,177) 1,927 -1,970 1,539 -3,278 2,151 188 1,720 989 -543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 25.5 16.9 43.7 42.4 91.8 84.8 8.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373) 103 102 126 75 138 249 311 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,288 COMMITMENTS 3,711 3,152 749 2,029 3,151 6,489 7,052 1,799 1,236 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -585) -285 28 -393 -108 -228 -786 -593 201 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 38.0 9.0 24.5 38.0 78.3 85.1 21.7 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 34 22 13 17 23 61 50 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,765 COMMITMENTS 9,227 10,129 5,316 14,260 5,565 28,803 21,010 7,962 15,755 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 908) 482 -156 592 -319 419 755 855 153 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 27.6 14.5 38.8 15.1 78.3 57.1 21.7 42.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 32 50 45 51 43 110 118 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,729 COMMITMENTS 172 2,501 75 6,846 4,929 7,093 7,505 636 224 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 103) 2 49 -4 90 50 88 95 15 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 32.4 1.0 88.6 63.8 91.8 97.1 8.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 7 5 10 12 17 21 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,438 COMMITMENTS 4,294 5,562 4,885 92,998 91,515 102,177 101,962 261 476 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -36) 0 -487 11 -47 582 -36 106 0 -142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 5.4 4.8 90.8 89.3 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 3 15 15 18 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 101,082 COMMITMENTS 30,652 18,203 829 36,868 59,582 68,349 78,614 32,733 22,468 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -9,980) 957 -13,924 -321 -15,978 9,258 -15,342 -4,987 5,362 -4,993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 18.0 0.8 36.5 58.9 67.6 77.8 32.4 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 28 21 5 22 27 53 50 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 59,536 COMMITMENTS 5,409 24,217 0 45,865 11,664 51,274 35,881 8,262 23,655 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -4,839) 307 -6,830 0 -4,618 3,368 -4,311 -3,462 -528 -1,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 40.7 0.0 77.0 19.6 86.1 60.3 13.9 39.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 16 0 11 11 17 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 170,977 COMMITMENTS 69,542 21,986 1,463 95,869 143,789 166,874 167,238 4,103 3,739 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 6,380) 3,557 5,663 488 2,014 932 6,059 7,083 321 -703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 12.9 0.9 56.1 84.1 97.6 97.8 2.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 35 26 11 14 21 54 54 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 110,770 COMMITMENTS 31,304 33,114 1,128 61,352 49,211 93,784 83,453 16,986 27,317 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -5,373) 1,972 848 9 -8,778 -3,527 -6,797 -2,670 1,424 -2,703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 29.9 1.0 55.4 44.4 84.7 75.3 15.3 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 20 29 6 27 24 50 56 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 144,095 COMMITMENTS 55,373 23,119 545 64,503 87,144 120,421 110,808 23,674 33,287 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 5,062) 3,349 -3,844 132 -1,213 7,569 2,268 3,857 2,794 1,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 16.0 0.4 44.8 60.5 83.6 76.9 16.4 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 27 30 4 16 24 45 56 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 311,436 COMMITMENTS 41,327 180,321 3,314 234,082 61,370 278,723 245,005 32,713 66,431 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -13,007) 1,826 -14,246 135 -14,563 4,505 -12,602 -9,606 -405 -3,401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 57.9 1.1 75.2 19.7 89.5 78.7 10.5 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 42 79 16 48 50 101 134 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 16,507 COMMITMENTS 13,053 13,939 125 2,843 1,688 16,021 15,752 486 755 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 114) 81 8 49 -64 102 66 159 48 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.1 84.4 0.8 17.2 10.2 97.1 95.4 2.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 5 2 9 6 16 12 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,967 COMMITMENTS 13,659 3,312 186 7,151 19,684 20,996 23,182 3,971 1,785 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,761) 1,956 -612 52 -1,231 2,645 777 2,085 984 -324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.7 13.3 0.7 28.6 78.8 84.1 92.9 15.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 19 14 2 6 8 26 23 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,934,103 COMMITMENTS 1454856 669,083 1186271 4433834 5203329 7074961 7058683 859,142 875,420 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -2,408) 28,417 -65,263 38,969 -42,488 84,105 24,898 57,811 -27,306 -60,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 8.4 15.0 55.9 65.6 89.2 89.0 10.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 59 47 73 125 132 228 214 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 781,796 COMMITMENTS 71,955 78,374 20,272 542,133 565,295 634,360 663,941 147,436 117,855 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -35,676) 10,266 -6,623 -9,990 -32,909 -12,666 -32,632 -29,279 -3,044 -6,397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 10.0 2.6 69.3 72.3 81.1 84.9 18.9 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545) 105 97 50 230 229 362 352 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 230,496 COMMITMENTS 8,610 6,023 4,764 148,705 148,664 162,079 159,451 68,417 71,045 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -14,948) -2,162 -6,595 -615 -14,690 783 -17,467 -6,427 2,519 -8,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 2.6 2.1 64.5 64.5 70.3 69.2 29.7 30.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 9 7 5 58 49 69 60 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,756,499 COMMITMENTS 344,098 389,127 50,168 1967138 2083153 2361404 2522448 395,095 234,051 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -103,642) 17,566 -44,716 -2,299 -91,094 -67,247 -75,827 -114,262 -27,815 10,620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 14.1 1.8 71.4 75.6 85.7 91.5 14.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 519) 105 96 46 202 209 331 328 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 104,090 COMMITMENTS 9,861 2,319 0 84,590 97,511 94,451 99,830 9,639 4,260 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -1,576) 490 -1,415 -789 -2,681 1,491 -2,980 -713 1,404 -863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 2.2 0.0 81.3 93.7 90.7 95.9 9.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 10 2 0 50 35 60 37 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 73,700 COMMITMENTS 20,053 4,383 73 48,003 66,359 68,129 70,816 5,572 2,885 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -7,309) 4,730 157 -2,984 -5,729 -2,925 -3,983 -5,751 -3,326 -1,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 5.9 0.1 65.1 90.0 92.4 96.1 7.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 70 22 8 60 83 131 112 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 368,502 COMMITMENTS 100,263 21,915 366 240,015 331,797 340,644 354,078 27,858 14,424 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 15,896) 16,915 -3,199 -1,708 -181 24,485 15,026 19,578 870 -3,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 5.9 0.1 65.1 90.0 92.4 96.1 7.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 70 22 8 60 83 131 112 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 144,498 COMMITMENTS 79,895 42,660 373 36,723 80,453 116,991 123,486 27,507 21,012 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 13,203) 13,155 2,363 228 -5,263 12,274 8,120 14,865 5,083 -1,662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.3 29.5 0.3 25.4 55.7 81.0 85.5 19.0 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 25 37 5 21 23 50 61 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,261 COMMITMENTS 4,374 11,133 2 20,155 5,418 24,531 16,553 6,730 14,708 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 2,226) 1,461 1,555 1 414 178 1,876 1,734 350 492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 35.6 0.0 64.5 17.3 78.5 53.0 21.5 47.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 5 1 19 7 27 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,766 COMMITMENTS 10,531 5,947 656 34,058 13,930 45,245 20,533 5,521 30,233 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 5,352) 943 -80 90 3,051 -72 4,084 -62 1,268 5,414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 11.7 1.3 67.1 27.4 89.1 40.4 10.9 59.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 11 7 2 22 15 34 23
Updated August 3, 2012