BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,560 COMMITMENTS 0 69 24 3,120 3,183 3,144 3,276 416 284 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 46) 0 9 -8 66 27 58 28 -12 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.7 87.6 89.4 88.3 92.0 11.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 2 17 12 19 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,802 COMMITMENTS 5,034 4,295 1,201 15,978 18,805 22,213 24,301 5,589 3,501 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,591) 1,045 716 -75 757 858 1,727 1,499 -136 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 15.4 4.3 57.5 67.6 79.9 87.4 20.1 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 21 12 13 28 27 56 45 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 225,629 COMMITMENTS 73,431 70,418 44,217 84,017 78,918 201,665 193,553 23,964 32,076 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -15,687) -8,486 -3,643 -2,705 -2,454 -8,548 -13,645 -14,896 -2,042 -791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 31.2 19.6 37.2 35.0 89.4 85.8 10.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 89 90 108 53 72 206 222 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 284,818 COMMITMENTS 91,022 64,696 49,437 117,015 128,517 257,474 242,650 27,344 42,168 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -9,540) -8,441 -439 461 -1,004 -6,530 -8,984 -6,508 -556 -3,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 22.7 17.4 41.1 45.1 90.4 85.2 9.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377) 113 89 120 84 140 263 301 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,085 COMMITMENTS 3,312 2,383 566 2,699 3,628 6,577 6,577 1,508 1,508 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -97) 66 -154 3 -201 -97 -132 -248 35 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 29.5 7.0 33.4 44.9 81.3 81.3 18.7 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 28 18 8 17 23 52 44 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,243 COMMITMENTS 8,071 10,182 6,855 11,573 4,559 26,499 21,596 6,744 11,647 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 332) 1,578 678 -731 8 -29 855 -82 -523 414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 30.6 20.6 34.8 13.7 79.7 65.0 20.3 35.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 25 52 43 39 32 94 108 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,797 COMMITMENTS 216 1,596 84 5,026 3,916 5,326 5,596 471 201 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 158) 27 74 31 103 62 161 167 -3 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 27.5 1.4 86.7 67.6 91.9 96.5 8.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 7 8 11 10 20 21 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 87,388 COMMITMENTS 8,398 5,072 2,047 76,347 79,829 86,792 86,948 596 440 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -2,362) -105 -291 -2,047 -229 -194 -2,381 -2,532 19 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 5.8 2.3 87.4 91.4 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 14 17 16 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 210,066 COMMITMENTS 123,643 18,297 788 36,716 173,003 161,147 192,088 48,919 17,978 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -86,933) -3,045 3,490 -9,583 -75,077 -77,528 -87,705 -83,621 772 -3,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.9 8.7 0.4 17.5 82.4 76.7 91.4 23.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 40 20 5 21 29 64 52 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,328 COMMITMENTS 13,567 14,471 0 8,659 13,129 22,226 27,600 15,102 9,728 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -1,121) -59 -3,682 0 -1,863 4,539 -1,922 857 801 -1,978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 38.8 0.0 23.2 35.2 59.5 73.9 40.5 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 12 12 0 5 10 17 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 220,035 COMMITMENTS 147,245 5,989 616 63,298 211,008 211,159 217,613 8,876 2,422 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 5,114) 6,870 -16,239 -97 -1,261 21,176 5,512 4,840 -398 274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.9 2.7 0.3 28.8 95.9 96.0 98.9 4.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 89 12 5 18 22 108 39 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 172,103 COMMITMENTS 60,809 33,672 135 67,667 121,589 128,611 155,396 43,492 16,707 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 20,798) 8,212 -4,513 -443 10,251 26,821 18,020 21,865 2,778 -1,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 19.6 0.1 39.3 70.6 74.7 90.3 25.3 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 36 23 4 17 33 55 58 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 137,692 COMMITMENTS 47,318 26,207 10 65,054 76,712 112,382 102,929 25,310 34,763 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 8,830) 5,818 183 -1,089 1,468 7,697 6,197 6,791 2,633 2,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 19.0 0.0 47.2 55.7 81.6 74.8 18.4 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 23 27 1 22 23 46 50 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 218,363 COMMITMENTS 53,345 103,583 1,694 119,654 59,930 174,693 165,207 43,670 53,156 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -16,031) 4,528 -18,716 283 -21,230 6,111 -16,419 -12,322 388 -3,709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 47.4 0.8 54.8 27.4 80.0 75.7 20.0 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 45 53 11 46 53 97 111 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 19,088 COMMITMENTS 17,257 16,513 28 1,164 2,098 18,449 18,639 639 449 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 2,547) 2,584 2,510 0 -38 36 2,546 2,546 1 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 90.4 86.5 0.1 6.1 11.0 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 3 1 5 5 13 9 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,787 COMMITMENTS 23,389 3,424 130 3,973 27,511 27,492 31,065 5,295 1,722 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 3,456) 2,987 -373 1 -94 3,816 2,894 3,444 562 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.3 10.4 0.4 12.1 83.9 83.9 94.7 16.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 23 13 1 4 14 28 27 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,177,263 COMMITMENTS 1588117 453,959 1295257 4445495 5468184 7328869 7217400 848,394 959,863 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 195,931) -37,549 -70,866 55,620 166,039 174,737 184,110 159,491 11,821 36,440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 5.6 15.8 54.4 66.9 89.6 88.3 10.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 75 25 75 115 125 219 203 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 754,465 COMMITMENTS 96,443 70,052 14,686 525,973 590,713 637,103 675,452 117,362 79,013 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -221,560) -942 -8,677 -16,661 -179,620 -171,043 -197,223 -196,381 -24,337 -25,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 9.3 1.9 69.7 78.3 84.4 89.5 15.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550) 117 92 43 226 230 363 345 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 188,201 COMMITMENTS 7,390 7,479 262 119,665 143,648 127,317 151,389 60,884 36,812 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -70,943) -8,744 -40 -867 -48,542 -55,485 -58,153 -56,392 -12,790 -14,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 4.0 0.1 63.6 76.3 67.6 80.4 32.4 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 8 5 3 44 51 54 57 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,831,321 COMMITMENTS 461,514 329,114 55,874 2031542 2235327 2548930 2620315 282,391 211,006 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -753,085) 8,703 -73,490 -48,662 -655,392 -577,791 -695,351 -699,943 -57,734 -53,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 11.6 2.0 71.8 78.9 90.0 92.5 10.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 523) 117 90 40 207 209 342 321 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 116,639 COMMITMENTS 19,480 3,598 222 83,565 110,360 103,267 114,180 13,372 2,459 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -31,437) 2,392 -355 222 -33,802 -28,797 -31,188 -28,930 -249 -2,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 3.1 0.2 71.6 94.6 88.5 97.9 11.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 19 4 2 58 38 77 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 82,047 COMMITMENTS 28,512 3,827 658 45,679 75,074 74,849 79,560 7,199 2,488 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -64,744) -1,244 -324 -2,658 -53,094 -55,043 -56,996 -58,025 -7,747 -6,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 4.7 0.8 55.7 91.5 91.2 97.0 8.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 77 26 11 65 70 147 102 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 410,237 COMMITMENTS 142,560 19,137 3,291 228,393 375,371 374,244 397,799 35,993 12,438 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -187,593) -9,883 590 -7,199 -169,485 -152,693 -186,567 -159,302 -1,026 -28,291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 4.7 0.8 55.7 91.5 91.2 97.0 8.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 77 26 11 65 70 147 102 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 178,886 COMMITMENTS 119,144 29,582 174 24,563 127,147 143,881 156,903 35,005 21,983 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 4,428) 2,135 -18,181 154 -372 20,962 1,917 2,935 2,511 1,493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.6 16.5 0.1 13.7 71.1 80.4 87.7 19.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 32 27 2 14 30 47 58 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 20,773 COMMITMENTS 1,320 4,284 0 12,155 6,547 13,475 10,831 7,298 9,942 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -838) -644 -11 0 -1,326 287 -1,970 276 1,132 -1,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 20.6 0.0 58.5 31.5 64.9 52.1 35.1 47.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 0 16 7 20 10 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 28,962 COMMITMENTS 6,593 3,251 319 16,560 15,518 23,472 19,088 5,490 9,874 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 822) -932 -652 167 1,697 204 932 -281 -110 1,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 11.2 1.1 57.2 53.6 81.0 65.9 19.0 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 5 2 23 16 34 22
Updated September 28, 2012