BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED 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: 5,032 COMMITMENTS 2 127 159 4,099 4,423 4,260 4,708 773 324 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 96) -9 11 21 34 51 45 83 50 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 3.2 81.5 87.9 84.6 93.6 15.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 2 14 12 16 16 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 44,580 COMMITMENTS 5,603 2,921 9,600 21,931 24,407 37,134 36,928 7,446 7,652 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,257) 63 578 203 1,409 1,456 1,675 2,237 582 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 6.6 21.5 49.2 54.7 83.3 82.8 16.7 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 22 13 19 38 34 66 60 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 261,974 COMMITMENTS 62,491 27,677 80,392 95,824 114,879 238,708 222,948 23,266 39,025 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -15,048) -8,115 -3,255 -1,822 -1,979 -7,512 -11,917 -12,589 -3,130 -2,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 10.6 30.7 36.6 43.9 91.1 85.1 8.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 98 73 102 70 80 220 212 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 397,429 COMMITMENTS 93,452 57,731 122,468 154,357 161,084 370,277 341,283 27,151 56,145 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -1,512) -299 5,261 4,789 -3,018 -9,391 1,472 658 -2,984 -2,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 14.5 30.8 38.8 40.5 93.2 85.9 6.8 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 103 115 141 107 147 285 341 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 9,205 COMMITMENTS 3,999 2,966 1,423 2,156 3,537 7,578 7,926 1,627 1,279 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,482) 389 222 504 265 816 1,158 1,542 324 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.4 32.2 15.5 23.4 38.4 82.3 86.1 17.7 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 40 22 15 16 26 66 54 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 49,298 COMMITMENTS 7,793 8,014 15,334 16,154 6,331 39,281 29,679 10,017 19,619 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -2,222) -866 414 -1,185 48 -720 -2,003 -1,491 -218 -731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 16.3 31.1 32.8 12.8 79.7 60.2 20.3 39.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 33 54 55 69 52 135 135 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED 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: 8,545 COMMITMENTS 127 2,429 463 7,115 5,286 7,705 8,177 840 367 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 80) -50 -43 85 39 6 73 49 7 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 28.4 5.4 83.3 61.9 90.2 95.7 9.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 8 10 11 13 21 24 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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: 103,916 COMMITMENTS 4,294 6,049 4,874 94,487 92,375 103,655 103,298 261 618 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -1,207) 0 -433 0 -1,250 -667 -1,250 -1,100 43 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 5.8 4.7 90.9 88.9 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 OPTION AND FUTURES COMBINED 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: 122,423 COMMITMENTS 29,316 31,327 4,909 58,211 56,589 92,437 92,826 29,986 29,598 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 8,736) 6,202 6,599 457 3,003 1,787 9,661 8,843 -925 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 25.6 4.0 47.5 46.2 75.5 75.8 24.5 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 25 25 16 25 25 58 58 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 65,613 COMMITMENTS 5,102 31,047 0 50,759 8,430 55,861 39,477 9,752 26,136 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,867) -1,107 1,748 0 2,467 -23 1,360 1,725 507 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 47.3 0.0 77.4 12.8 85.1 60.2 14.9 39.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 16 0 12 9 18 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 122,273 COMMITMENTS 29,080 31,800 4,083 72,381 55,434 105,545 91,318 16,728 30,955 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -166) -4,485 -9,102 651 4,735 9,424 901 973 -1,067 -1,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 26.0 3.3 59.2 45.3 86.3 74.7 13.7 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 15 31 16 27 31 52 68 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 148,712 COMMITMENTS 51,663 26,467 4,094 70,236 82,437 125,994 112,999 22,718 35,714 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 19,234) 15,179 1,685 617 -563 18,962 15,232 21,263 4,002 -2,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 17.8 2.8 47.2 55.4 84.7 76.0 15.3 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 27 33 13 21 26 56 64 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 390,696 COMMITMENTS 41,205 199,016 40,025 268,921 73,991 350,152 313,032 40,544 77,664 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 19,510) 8,378 -1,706 9,690 1,258 11,347 19,325 19,331 185 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 50.9 10.2 68.8 18.9 89.6 80.1 10.4 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 50 91 50 57 54 135 167 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 12,332,223 COMMITMENTS 1352583 538,219 4318674 5726781 6478771 11398039 11335664 934,184 996,558 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 268,069) 81,006 46,956 156,506 76,968 115,260 314,480 318,723 -46,411 -50,654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 4.4 35.0 46.4 52.5 92.4 91.9 7.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 59 50 84 137 137 246 228 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 947,833 COMMITMENTS 60,845 87,001 68,840 654,650 654,597 784,335 810,438 163,499 137,395 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 601) -4,127 -480 1,818 3,754 -747 1,445 592 -845 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 9.2 7.3 69.1 69.1 82.8 85.5 17.2 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571) 100 122 100 243 249 400 416 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 316,327 COMMITMENTS 9,648 12,529 26,937 204,944 189,301 241,529 228,766 74,799 87,561 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 3,299) 1,189 5,528 -329 1,912 -2,851 2,773 2,348 526 950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 4.0 8.5 64.8 59.8 76.4 72.3 23.6 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 15 11 19 69 55 92 78 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,157,529 COMMITMENTS 323,678 440,057 141,819 2248531 2326482 2714028 2908358 443,500 249,170 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -13,492) 11,973 8,518 -27,821 9,209 10,522 -6,639 -8,782 -6,852 -4,710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 13.9 4.5 71.2 73.7 86.0 92.1 14.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538) 94 118 89 220 233 366 388 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 105,667 COMMITMENTS 9,371 3,734 789 87,271 96,020 97,431 100,543 8,236 5,124 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -2,083) -2,608 -2,223 696 1,027 -1,314 -885 -2,841 -1,198 758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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+ OPTION AND FUTURES COMBINED 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: 82,426 COMMITMENTS 15,493 4,234 3,531 54,342 70,044 73,366 77,809 9,060 4,618 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 13,095) 2,489 16 2,891 4,590 8,224 9,970 11,130 3,125 1,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 5.1 4.3 65.9 85.0 89.0 94.4 11.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 60 26 25 73 90 142 133 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED 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: 10,492 COMMITMENTS 1,295 1,845 0 5,693 7,822 6,988 9,667 3,504 825 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 17.6 0.0 54.3 74.6 66.6 92.1 33.4 7.9 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 OPTION AND FUTURES COMBINED 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: 359,674 COMMITMENTS 84,203 25,157 4,443 243,246 311,108 331,892 340,709 27,783 18,966 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 13,016) 19,182 4,064 1,243 -5,516 2,008 14,909 7,315 -1,893 5,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 7.0 1.2 67.6 86.5 92.3 94.7 7.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 60 27 21 67 88 134 129 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 144,286 COMMITMENTS 66,224 40,410 5,582 48,454 73,431 120,260 119,423 24,027 24,864 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 10,942) 15,612 3,464 1,459 -7,888 7,322 9,183 12,244 1,759 -1,302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.9 28.0 3.9 33.6 50.9 83.3 82.8 16.7 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 22 40 18 25 26 59 72 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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