BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,624 COMMITMENTS 64 121 121 4,770 4,996 4,954 5,237 670 387 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 7) -1 -1 -1 25 10 22 8 -15 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 2.2 2.1 84.8 88.8 88.1 93.1 11.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 16 13 19 16 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,912 COMMITMENTS 5,831 3,488 9,558 22,711 22,236 38,099 35,282 5,813 8,630 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 167) 275 219 -433 457 530 299 317 -133 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 7.9 21.8 51.7 50.6 86.8 80.3 13.2 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 19 13 21 42 36 69 62 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 303,708 COMMITMENTS 75,276 25,980 89,997 107,755 140,861 273,028 256,838 30,680 46,869 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 2,241) 7,199 -7,742 -1,992 -1,718 14,193 3,488 4,460 -1,248 -2,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 8.6 29.6 35.5 46.4 89.9 84.6 10.1 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 114 82 126 78 85 259 239 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 406,270 COMMITMENTS 100,551 51,653 115,611 159,836 183,340 375,998 350,605 30,272 55,665 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,856) -3,364 -3,057 5,224 -787 -1,911 1,073 256 -2,929 -2,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 12.7 28.5 39.3 45.1 92.5 86.3 7.5 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 107 113 152 108 151 295 354 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,902 COMMITMENTS 2,804 3,407 560 2,171 1,475 5,536 5,443 1,366 1,459 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -778) 194 112 -378 -508 -391 -693 -657 -85 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.6 49.4 8.1 31.5 21.4 80.2 78.9 19.8 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 24 21 11 18 19 48 47 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,043 COMMITMENTS 9,420 7,687 11,925 14,220 7,690 35,566 27,302 10,477 18,740 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 824) -929 810 647 911 -808 629 649 194 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 16.7 25.9 30.9 16.7 77.2 59.3 22.8 40.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 34 54 49 63 67 126 148 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,964 COMMITMENTS 173 4,006 320 8,559 5,312 9,052 9,637 912 327 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -47) -4 -1 1 -43 -70 -46 -70 -1 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 40.2 3.2 85.9 53.3 90.8 96.7 9.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 13 10 15 15 25 29 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 105,739 COMMITMENTS 4,712 6,325 4,874 95,931 93,924 105,517 105,123 222 616 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 2,128) 100 186 0 2,013 2,169 2,113 2,355 15 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 6.0 4.6 90.7 88.8 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 15 16 18 20 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 107,350 COMMITMENTS 21,128 12,506 8,858 46,134 54,975 76,119 76,339 31,231 31,012 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -927) -5,724 -4,267 1,572 1,859 1,910 -2,293 -785 1,366 -142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 11.6 8.3 43.0 51.2 70.9 71.1 29.1 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 21 22 19 16 20 49 49 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,548 COMMITMENTS 5,271 24,247 236 41,196 8,644 46,703 33,128 7,845 21,421 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 984) 620 -4,142 -10 530 6,228 1,140 2,075 -155 -1,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 44.5 0.4 75.5 15.8 85.6 60.7 14.4 39.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 16 1 13 10 20 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 132,669 COMMITMENTS 40,604 23,129 711 87,610 104,402 128,925 128,242 3,744 4,427 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 11,145) 8,414 -16,708 94 1,678 29,405 10,186 12,791 959 -1,646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 17.4 0.5 66.0 78.7 97.2 96.7 2.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 27 33 6 14 21 43 59 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 115,429 COMMITMENTS 32,524 37,198 3,677 61,460 45,585 97,661 86,460 17,767 28,968 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -6,238) -3,101 1,618 -341 -3,182 -6,547 -6,624 -5,270 386 -968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 32.2 3.2 53.2 39.5 84.6 74.9 15.4 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 19 36 13 23 25 49 67 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 127,059 COMMITMENTS 36,994 31,683 4,722 69,440 51,941 111,156 88,346 15,902 38,713 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -6,430) -6,798 -6,512 -391 -185 1,801 -7,375 -5,102 945 -1,328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 24.9 3.7 54.7 40.9 87.5 69.5 12.5 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 23 31 17 22 23 55 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 349,916 COMMITMENTS 32,969 178,306 32,632 247,631 66,274 313,231 277,211 36,685 72,704 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -21,706) -5,746 -20,778 -3,753 -10,710 6,489 -20,209 -18,043 -1,497 -3,663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 51.0 9.3 70.8 18.9 89.5 79.2 10.5 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 40 97 53 51 53 126 168 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,905 COMMITMENTS 14,821 14,965 65 2,711 1,970 17,597 17,000 308 905 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,220) -99 69 -278 -805 -1,151 -1,182 -1,360 -38 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 82.8 83.6 0.4 15.1 11.0 98.3 94.9 1.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 4 1 5 6 11 11 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,483 COMMITMENTS 9,862 5,542 134 7,158 12,967 17,154 18,643 3,329 1,840 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 3,882) 3,754 10 -15 -493 4,230 3,246 4,225 636 -343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.1 27.1 0.7 34.9 63.3 83.7 91.0 16.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 12 12 1 6 11 19 23 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,852,732 COMMITMENTS 1152917 552,732 3974846 5790561 6286165 10918324 10813743 934,408 1038989 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 239,000) 20,319 8,251 98,654 48,083 62,174 167,056 169,079 71,944 69,921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 4.7 33.5 48.9 53.0 92.1 91.2 7.9 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 59 46 83 135 135 238 227 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 919,962 COMMITMENTS 70,241 89,681 65,097 627,215 630,821 762,553 785,599 157,409 134,363 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 2,261) -3,546 -2,076 2,168 -946 -3,553 -2,324 -3,461 4,586 5,722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 9.7 7.1 68.2 68.6 82.9 85.4 17.1 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 570) 101 126 108 246 240 416 406 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 305,259 COMMITMENTS 10,371 5,065 28,620 194,588 188,373 233,579 222,057 71,681 83,202 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 980) 3,777 -4,179 -2,799 -2,182 3,095 -1,204 -3,883 2,184 4,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 1.7 9.4 63.7 61.7 76.5 72.7 23.5 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 14 15 26 70 58 100 84 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,073,517 COMMITMENTS 328,237 451,970 153,499 2163137 2212242 2644872 2817711 428,644 255,806 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 6,408) -29,992 17,138 18,213 6,178 -33,240 -5,602 2,111 12,009 4,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 14.7 5.0 70.4 72.0 86.1 91.7 13.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532) 96 120 97 219 221 376 377 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 102,603 COMMITMENTS 11,831 6,219 101 82,879 92,832 94,811 99,152 7,792 3,451 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 3,646) 4,655 1,387 -1,139 369 4,023 3,885 4,271 -240 -626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 6.1 0.1 80.8 90.5 92.4 96.6 7.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 12 6 2 55 37 68 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 72,383 COMMITMENTS 17,849 4,828 584 48,119 64,081 66,552 69,493 5,830 2,890 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 3,414) 556 -519 59 1,875 3,968 2,490 3,508 924 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 6.7 0.8 66.5 88.5 91.9 96.0 8.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 62 28 12 64 83 130 119 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 361,914 COMMITMENTS 89,247 24,138 2,922 240,593 320,405 332,762 347,465 29,151 14,449 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 17,069) 2,779 -2,596 294 9,377 19,840 12,450 17,538 4,619 -470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 6.7 0.8 66.5 88.5 91.9 96.0 8.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 62 28 12 64 83 130 119 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 141,258 COMMITMENTS 50,982 39,786 6,297 64,992 68,995 122,270 115,078 18,988 26,180 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 6,261) 10,692 -1,933 1,088 -4,979 4,681 6,801 3,836 -540 2,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 28.2 4.5 46.0 48.8 86.6 81.5 13.4 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 26 29 16 22 24 56 61 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 28,497 COMMITMENTS 1,939 9,507 0 20,384 5,567 22,323 15,074 6,174 13,423 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 1,088) -842 -200 0 2,518 240 1,676 40 -588 1,048 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 33.4 0.0 71.5 19.5 78.3 52.9 21.7 47.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 7 0 19 7 24 14 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,247 COMMITMENTS 10,661 9,662 1,057 20,456 12,156 32,174 22,875 4,073 13,372 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 890) 53 1,224 616 222 -1,049 891 791 -1 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 26.7 2.9 56.4 33.5 88.8 63.1 11.2 36.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 14 10 2 22 14 37 25
Updated July 3, 2012