BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED 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: 5,559 COMMITMENTS 0 127 168 4,511 4,989 4,679 5,284 880 276 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 527) -2 -0 9 412 566 420 575 107 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 3.0 81.1 89.7 84.2 95.0 15.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 4 2 16 13 18 17 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 45,186 COMMITMENTS 5,261 3,232 9,748 22,687 24,762 37,696 37,741 7,490 7,444 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 605) -342 311 148 756 355 562 814 44 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 7.2 21.6 50.2 54.8 83.4 83.5 16.6 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 22 11 20 38 34 65 60 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 270,459 COMMITMENTS 66,892 26,810 86,359 94,028 117,308 247,280 230,478 23,179 39,981 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 8,485) 4,401 -867 5,967 -1,796 2,429 8,572 7,529 -87 956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 9.9 31.9 34.8 43.4 91.4 85.2 8.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 100 79 108 64 79 227 213 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 400,124 COMMITMENTS 97,003 52,748 125,055 149,454 166,564 371,512 344,367 28,612 55,757 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 2,696) 3,551 -4,983 2,587 -4,903 5,480 1,235 3,084 1,461 -388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 13.2 31.3 37.4 41.6 92.8 86.1 7.2 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 124 97 146 109 151 297 343 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 8,605 COMMITMENTS 3,708 3,009 1,019 2,048 3,297 6,775 7,326 1,830 1,279 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -600) -291 43 -404 -108 -240 -803 -601 203 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.1 35.0 11.8 23.8 38.3 78.7 85.1 21.3 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 37 20 17 17 24 65 52 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 50,230 COMMITMENTS 8,225 7,975 16,051 15,809 6,815 40,086 30,841 10,144 19,389 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 932) 432 -39 717 -345 484 804 1,162 128 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 15.9 32.0 31.5 13.6 79.8 61.4 20.2 38.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 40 47 54 69 53 134 136 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED 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: 8,558 COMMITMENTS 124 2,442 448 7,145 5,299 7,717 8,188 842 370 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 14) -3 13 -15 30 13 12 11 2 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 28.5 5.2 83.5 61.9 90.2 95.7 9.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 8 8 11 13 20 23 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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: 103,664 COMMITMENTS 4,294 5,562 4,885 94,224 92,741 103,403 103,188 261 476 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -252) 0 -487 11 -263 366 -252 -110 0 -142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 5.4 4.7 90.9 89.5 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 OPTION AND FUTURES COMBINED 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: 115,007 COMMITMENTS 29,402 17,281 7,022 43,769 65,691 80,194 89,995 34,814 25,012 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -7,416) 86 -14,046 2,113 -14,442 9,102 -12,244 -2,831 4,828 -4,585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 15.0 6.1 38.1 57.1 69.7 78.3 30.3 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 26 25 17 24 28 62 58 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 60,800 COMMITMENTS 5,429 24,110 377 46,071 11,821 51,877 36,307 8,923 24,493 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -4,813) 327 -6,937 377 -4,688 3,390 -3,984 -3,170 -829 -1,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 39.7 0.6 75.8 19.4 85.3 59.7 14.7 40.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 14 2 12 11 20 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 117,255 COMMITMENTS 30,595 32,648 4,380 64,321 51,488 99,297 88,516 17,958 28,738 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -5,018) 1,515 848 297 -8,059 -3,946 -6,248 -2,802 1,230 -2,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 27.8 3.7 54.9 43.9 84.7 75.5 15.3 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 17 34 15 28 28 55 67 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 154,598 COMMITMENTS 55,055 22,313 4,806 69,418 90,302 129,279 117,421 25,319 37,177 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 5,886) 3,392 -4,154 712 -818 7,865 3,285 4,422 2,601 1,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 14.4 3.1 44.9 58.4 83.6 76.0 16.4 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 29 33 16 21 26 59 66 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 371,166 COMMITMENTS 40,241 182,878 38,657 253,431 75,709 332,330 297,244 38,836 73,922 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -19,530) -964 -16,138 -1,368 -15,490 1,718 -17,822 -15,788 -1,708 -3,742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 49.3 10.4 68.3 20.4 89.5 80.1 10.5 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 43 99 58 56 55 139 172 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 12,310,074 COMMITMENTS 1383727 487,151 4322241 5700840 6573788 11406808 11383180 903,266 926,894 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -22,149) 31,143 -51,069 3,567 -25,941 95,017 8,769 47,516 -30,918 -69,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 4.0 35.1 46.3 53.4 92.7 92.5 7.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 69 48 86 138 138 253 232 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 917,317 COMMITMENTS 70,755 79,427 59,405 628,886 646,308 759,047 785,141 158,270 132,176 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -30,516) 9,911 -7,574 -9,434 -25,764 -8,289 -25,287 -25,297 -5,229 -5,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 8.7 6.5 68.6 70.5 82.7 85.6 17.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586) 118 120 110 249 246 430 415 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 304,348 COMMITMENTS 8,429 6,689 25,007 193,976 192,972 227,412 224,668 76,936 79,680 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -11,980) -1,219 -5,839 -1,930 -10,968 3,671 -14,117 -4,098 2,137 -7,882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 2.2 8.2 63.7 63.4 74.7 73.8 25.3 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 14 12 22 72 57 98 80 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,064,847 COMMITMENTS 340,601 392,655 143,025 2174550 2266684 2658176 2802364 406,671 262,483 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -92,681) 16,923 -47,402 1,206 -73,982 -59,798 -55,853 -105,994 -36,829 13,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 12.8 4.7 71.0 74.0 86.7 91.4 13.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550) 113 116 100 222 229 392 388 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 104,091 COMMITMENTS 9,861 2,319 0 84,590 97,512 94,451 99,831 9,640 4,260 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -1,576) 490 -1,415 -789 -2,681 1,492 -2,980 -712 1,404 -864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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+ OPTION AND FUTURES COMBINED 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: 75,097 COMMITMENTS 20,331 4,392 448 48,632 67,176 69,412 72,016 5,685 3,081 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -7,329) 4,838 158 -3,083 -5,710 -2,868 -3,954 -5,792 -3,375 -1,537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 5.8 0.6 64.8 89.5 92.4 95.9 7.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 73 22 12 64 85 139 117 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 375,485 COMMITMENTS 101,657 21,962 2,241 243,162 335,879 347,060 360,081 28,425 15,404 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 15,811) 17,455 -3,195 -2,203 -84 24,771 15,169 19,373 643 -3,562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 5.8 0.6 64.8 89.5 92.4 95.9 7.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 73 22 12 64 85 139 117 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 161,584 COMMITMENTS 79,194 41,880 8,676 45,015 86,917 132,885 137,473 28,699 24,111 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 17,298) 12,970 1,470 3,094 -3,439 13,486 12,626 18,051 4,672 -753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.0 25.9 5.4 27.9 53.8 82.2 85.1 17.8 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 24 42 19 25 27 64 73 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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