BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| 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 93 21 3,772 3,959 3,793 4,073 530 250 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 34) 0 8 -3 258 42 255 47 -221 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.5 87.3 91.6 87.7 94.2 12.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 2 16 12 18 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,188 COMMITMENTS 4,589 4,276 2,009 16,842 19,308 23,440 25,593 5,748 3,595 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 941) 363 -71 214 208 597 785 740 156 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 14.6 6.9 57.7 66.2 80.3 87.7 19.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 23 13 18 29 26 61 48 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 230,207 COMMITMENTS 70,393 60,500 49,148 85,789 88,484 205,330 198,132 24,877 32,075 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 5,122) -338 3,547 1,810 2,708 -2,944 4,180 2,413 942 2,709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 26.3 21.3 37.3 38.4 89.2 86.1 10.8 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 93 87 107 50 68 203 223 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 284,535 COMMITMENTS 88,314 69,518 44,231 127,570 125,364 260,115 239,113 24,420 45,422 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -3,215) -1,439 1,450 3,715 -5,729 -7,057 -3,453 -1,892 238 -1,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 24.4 15.5 44.8 44.1 91.4 84.0 8.6 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 104 117 122 69 131 248 314 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,690 COMMITMENTS 4,480 2,734 792 2,560 4,904 7,832 8,430 1,858 1,260 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -380) -361 -90 104 356 28 99 42 -479 -422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 28.2 8.2 26.4 50.6 80.8 87.0 19.2 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 41 18 10 19 29 69 50 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,411 COMMITMENTS 9,148 12,455 7,693 13,669 5,548 30,510 25,696 7,901 12,715 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,837) -28 714 1,354 -18 55 1,308 2,123 529 -286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 32.4 20.0 35.6 14.4 79.4 66.9 20.6 33.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 30 54 48 49 45 108 127 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,784 COMMITMENTS 197 1,807 86 5,942 4,692 6,225 6,585 559 199 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 80) -10 39 -16 96 50 70 73 10 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 26.6 1.3 87.6 69.2 91.8 97.1 8.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 8 7 11 11 20 21 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 93,449 COMMITMENTS 6,179 5,866 4,874 82,176 82,311 93,229 93,051 220 398 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 4,347) -604 38 0 4,958 4,319 4,354 4,357 -7 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 6.3 5.2 87.9 88.1 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 2 15 18 18 23 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 163,842 COMMITMENTS 86,639 25,703 848 32,156 116,124 119,643 142,675 44,199 21,167 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 13,432) 10,631 562 -186 3,259 12,764 13,704 13,140 -272 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.9 15.7 0.5 19.6 70.9 73.0 87.1 27.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 41 19 7 21 29 65 52 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,426 COMMITMENTS 10,684 22,145 13 33,254 17,308 43,951 39,466 11,475 15,960 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 807) 4,763 562 -254 -3,927 5,219 582 5,527 225 -4,720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 40.0 0.0 60.0 31.2 79.3 71.2 20.7 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 12 1 10 12 17 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 221,529 COMMITMENTS 104,239 9,613 3,037 107,852 206,040 215,128 218,690 6,401 2,839 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -1,243) -2,901 454 726 225 -2,397 -1,950 -1,217 707 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 4.3 1.4 48.7 93.0 97.1 98.7 2.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 53 19 10 20 22 79 47 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 117,034 COMMITMENTS 42,407 40,439 633 46,134 52,243 89,174 93,315 27,860 23,719 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -1,516) -3,577 2,288 450 -1,222 -268 -4,349 2,470 2,833 -3,986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 34.6 0.5 39.4 44.6 76.2 79.7 23.8 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 28 29 6 23 23 53 56 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 149,444 COMMITMENTS 53,571 32,015 362 73,630 83,302 127,563 115,679 21,881 33,765 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 7,986) 9,987 -398 -771 -5,032 16,290 4,184 15,121 3,802 -7,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 21.4 0.2 49.3 55.7 85.4 77.4 14.6 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 22 36 5 21 28 47 65 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 311,925 COMMITMENTS 45,927 147,488 3,467 224,688 97,055 274,082 248,010 37,843 63,915 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -9,241) -59 -22,430 554 -7,771 12,039 -7,276 -9,837 -1,965 596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 47.3 1.1 72.0 31.1 87.9 79.5 12.1 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 43 67 16 52 51 104 125 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,078 COMMITMENTS 14,076 14,043 499 2,593 2,812 17,168 17,354 910 724 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,068) -50 -242 463 299 792 712 1,013 356 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.9 77.7 2.8 14.3 15.6 95.0 96.0 5.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 4 3 9 6 17 12 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,374 COMMITMENTS 18,215 3,986 126 9,294 25,514 27,635 29,626 3,739 1,748 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -610) -1,620 523 2 1,698 -1,013 80 -488 -690 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.1 12.7 0.4 29.6 81.3 88.1 94.4 11.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 22 14 1 12 10 35 24 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,913,313 COMMITMENTS 1277311 548,667 1308515 4469968 5121895 7055794 6979077 857,519 934,236 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 183,419) 128,379 70,961 -14,075 27,960 88,580 142,264 145,466 41,155 37,953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 6.9 16.5 56.5 64.7 89.2 88.2 10.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 56 40 74 120 133 217 215 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 848,540 COMMITMENTS 81,605 84,500 22,464 597,908 628,238 701,977 735,202 146,563 113,338 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 13,563) 6,726 995 -3,874 11,174 18,872 14,026 15,992 -464 -2,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 10.0 2.6 70.5 74.0 82.7 86.6 17.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566) 108 101 44 239 245 369 369 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 237,263 COMMITMENTS 7,487 6,616 5,085 156,232 158,189 168,804 169,890 68,459 67,373 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,934) -588 -1,799 -392 3,460 4,577 2,480 2,386 -546 -452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 2.8 2.1 65.8 66.7 71.1 71.6 28.9 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 6 6 4 59 51 67 60 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,056,383 COMMITMENTS 389,887 408,716 67,598 2208379 2350245 2665864 2826559 390,519 229,824 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 58,144) 24,102 1,500 -4,942 38,572 71,473 57,732 68,031 412 -9,887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 13.4 2.2 72.3 76.9 87.2 92.5 12.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539) 106 101 40 211 223 337 344 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 120,045 COMMITMENTS 16,394 2,500 902 91,718 112,338 109,014 115,740 11,031 4,305 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 4,144) 1,486 -61 902 1,534 3,651 3,922 4,492 222 -348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 2.1 0.8 76.4 93.6 90.8 96.4 9.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 19 3 1 56 37 75 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 110,549 COMMITMENTS 32,843 5,145 917 63,628 96,613 97,389 102,675 13,160 7,874 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 8,632) 2,416 -919 -35 4,645 7,709 7,025 6,755 1,607 1,877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 4.7 0.8 57.6 87.4 88.1 92.9 11.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 77 27 11 71 83 152 118 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,498 COMMITMENTS 486 1,231 0 11,258 16,320 11,744 17,551 6,754 947 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 4,518) -253 0 0 2,877 4,213 2,624 4,213 1,894 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 6.7 0.0 60.9 88.2 63.5 94.9 36.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 10 10 11 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 460,255 COMMITMENTS 165,728 23,515 643 261,852 401,463 428,223 425,621 32,032 34,634 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 20,572) 13,318 -4,620 -149 8,838 17,481 22,007 12,712 -1,435 7,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 5.1 0.1 56.9 87.2 93.0 92.5 7.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 78 27 9 64 81 144 115 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 190,631 COMMITMENTS 124,137 46,065 274 35,887 124,144 160,298 170,483 30,333 20,148 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -4,662) -3,363 5,447 21 1,289 -9,384 -2,053 -3,916 -2,609 -746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.1 24.2 0.1 18.8 65.1 84.1 89.4 15.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 36 36 7 25 23 65 62 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,129 COMMITMENTS 2,600 11,623 0 21,124 4,774 23,724 16,397 7,405 14,732 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,033) 267 200 0 759 109 1,026 309 7 724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 37.3 0.0 67.9 15.3 76.2 52.7 23.8 47.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 5 0 19 5 25 10 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,291 COMMITMENTS 11,855 6,232 1,175 31,268 13,536 44,298 20,943 4,993 28,348 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -959) -737 -125 234 1,085 -857 582 -748 -1,541 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 12.6 2.4 63.4 27.5 89.9 42.5 10.1 57.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 13 6 2 23 17 37 24
Updated August 31, 2012