BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,173 COMMITMENTS 0 62 93 3,432 3,752 3,524 3,907 648 265 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 25) 0 31 -2 32 -19 30 10 -5 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.5 2.2 82.2 89.9 84.5 93.6 15.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 19 11 21 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,172 COMMITMENTS 5,507 1,871 10,675 22,087 25,949 38,269 38,495 7,903 7,677 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -600) -515 -47 -92 292 -37 -316 -176 -285 -425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 4.1 23.1 47.8 56.2 82.9 83.4 17.1 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 28 6 21 38 35 69 59 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 304,584 COMMITMENTS 80,745 54,954 101,584 92,574 106,788 274,903 263,326 29,681 41,258 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 16,123) 6,095 5,569 10,382 -1,401 1,338 15,075 17,289 1,048 -1,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 18.0 33.4 30.4 35.1 90.3 86.5 9.7 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 116 97 136 60 76 242 257 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 384,487 COMMITMENTS 96,012 47,712 108,372 150,089 172,903 354,472 328,987 30,015 55,501 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 12,230) 4,421 -2,029 2,429 3,132 8,555 9,981 8,956 2,249 3,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 12.4 28.2 39.0 45.0 92.2 85.6 7.8 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425) 135 102 156 110 152 332 341 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,280 COMMITMENTS 3,202 1,997 729 2,760 4,158 6,690 6,884 1,591 1,397 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -940) -659 -242 -84 65 -623 -679 -949 -261 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.7 24.1 8.8 33.3 50.2 80.8 83.1 19.2 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 29 16 8 20 24 55 44 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,674 COMMITMENTS 6,628 8,495 12,098 12,720 5,535 31,446 26,129 8,229 13,546 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -1,343) -747 -858 -19 -805 90 -1,571 -787 228 -556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 21.4 30.5 32.1 14.0 79.3 65.9 20.7 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 29 47 44 48 45 102 117 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,663 COMMITMENTS 193 1,508 475 5,250 4,313 5,919 6,297 745 367 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -69) -5 99 -97 47 -77 -55 -76 -14 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 22.6 7.1 78.8 64.7 88.8 94.5 11.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 8 9 11 11 20 23 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 97,350 COMMITMENTS 6,861 5,820 4,990 85,260 86,151 97,111 96,961 239 389 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 2,663) 1,468 232 0 1,909 2,437 3,377 2,669 -714 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 6.0 5.1 87.6 88.5 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 3 3 17 19 21 24 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 267,371 COMMITMENTS 116,276 12,902 23,805 76,170 206,081 216,251 242,788 51,120 24,583 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 78,690) 27,408 -8,781 15,640 30,951 74,308 73,999 81,167 4,690 -2,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 4.8 8.9 28.5 77.1 80.9 90.8 19.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 47 21 22 29 35 92 62 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,831 COMMITMENTS 11,648 20,615 1,746 31,150 22,496 44,544 44,857 14,287 13,974 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,494) 2,635 -1,510 1,733 -2,680 3,388 1,688 3,611 -194 -2,117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 35.0 3.0 52.9 38.2 75.7 76.2 24.3 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 10 4 12 16 24 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 309,244 COMMITMENTS 127,168 4,925 54,499 120,120 247,731 301,787 307,155 7,457 2,089 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 86,589) 25,671 -5,691 48,404 11,194 44,295 85,269 87,008 1,320 -419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 1.6 17.6 38.8 80.1 97.6 99.3 2.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 81 14 18 21 23 113 51 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 188,730 COMMITMENTS 49,703 54,253 7,218 90,891 104,809 147,813 166,280 40,917 22,449 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 46,604) 8,487 5,716 3,485 29,499 43,616 41,471 52,817 5,134 -6,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 28.7 3.8 48.2 55.5 78.3 88.1 21.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 35 27 17 33 33 80 66 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 185,224 COMMITMENTS 60,874 27,378 6,330 86,502 111,363 153,706 145,071 31,518 40,153 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 21,537) 5,629 -1,229 852 9,720 16,540 16,200 16,163 5,337 5,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 14.8 3.4 46.7 60.1 83.0 78.3 17.0 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 31 31 17 28 34 67 75 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 373,921 COMMITMENTS 43,056 138,136 37,743 246,151 127,953 326,949 303,831 46,972 70,090 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 4,867) -86 -10,439 193 1,335 14,703 1,442 4,457 3,425 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 36.9 10.1 65.8 34.2 87.4 81.3 12.6 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 49 76 57 54 55 137 156 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 16,112 COMMITMENTS 13,640 13,765 78 1,768 1,840 15,486 15,683 626 429 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -1,966) -436 -278 -421 -825 -972 -1,682 -1,671 -284 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.7 85.4 0.5 11.0 11.4 96.1 97.3 3.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 4 1 5 5 12 10 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,152 COMMITMENTS 13,641 3,609 729 8,115 20,781 22,485 25,119 4,667 2,033 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,759) -1,174 195 601 844 945 271 1,741 1,488 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.2 13.3 2.7 29.9 76.5 82.8 92.5 17.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 20 10 3 14 13 37 24 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,887,954 COMMITMENTS 1611162 502,918 4449292 5897004 6953545 11957458 11905755 930,496 982,199 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 237,309) 127,816 16,926 -13,269 102,467 219,387 217,014 223,043 20,295 14,266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 3.9 34.5 45.8 54.0 92.8 92.4 7.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 69 41 90 135 139 250 235 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,029,904 COMMITMENTS 91,783 86,150 65,082 713,211 750,068 870,076 901,301 159,828 128,603 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 30,137) 10,305 -6,224 1,590 15,437 34,202 27,332 29,568 2,805 569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 8.4 6.3 69.3 72.8 84.5 87.5 15.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597) 121 123 116 258 257 444 432 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 314,815 COMMITMENTS 11,601 8,548 22,442 200,763 207,684 234,806 238,674 80,008 76,141 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 890) 3,712 -2,493 156 -4,100 3,084 -233 747 1,123 144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 2.7 7.1 63.8 66.0 74.6 75.8 25.4 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 12 13 21 68 61 93 83 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,575,446 COMMITMENTS 431,921 419,024 182,188 2562236 2711922 3176345 3313134 399,101 262,312 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 146,234) 26,815 -24,807 13,322 97,688 155,593 137,826 144,109 8,408 2,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 11.7 5.1 71.7 75.8 88.8 92.7 11.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564) 118 116 107 238 239 413 405 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 124,148 COMMITMENTS 16,584 3,419 241 95,286 116,774 112,111 120,434 12,037 3,714 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 2,727) 186 -317 -947 2,746 5,092 1,985 3,828 742 -1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 2.8 0.2 76.8 94.1 90.3 97.0 9.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 19 3 1 56 40 76 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 118,001 COMMITMENTS 32,452 3,842 2,301 67,691 103,223 102,443 109,365 15,558 8,636 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,997) -1,668 -1,349 395 1,670 2,835 398 1,881 1,599 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 3.3 1.9 57.4 87.5 86.8 92.7 13.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 85 25 19 77 80 168 118 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,758 COMMITMENTS 241 1,231 0 14,771 20,478 15,012 21,709 7,746 1,049 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,111) 0 0 0 701 1,209 701 1,209 410 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 5.4 0.0 64.9 90.0 66.0 95.4 34.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 8 12 9 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 476,217 COMMITMENTS 163,772 15,770 8,786 264,599 413,723 437,157 438,279 39,060 37,938 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 4,430) -8,366 -6,775 2,004 4,846 8,129 -1,515 3,358 5,945 1,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 3.3 1.8 55.6 86.9 91.8 92.0 8.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 86 24 17 73 78 163 115 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 231,918 COMMITMENTS 106,863 36,856 13,557 80,729 156,264 201,148 206,677 30,769 25,241 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 19,658) -5,777 -13,882 2,496 23,003 31,455 19,722 20,069 -63 -411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.1 15.9 5.8 34.8 67.4 86.7 89.1 13.3 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 33 31 26 26 34 76 74 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,704 COMMITMENTS 3,955 10,184 320 22,336 7,291 26,611 17,795 9,093 17,909 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 4,132) 1,325 -1,356 180 1,738 3,061 3,243 1,885 889 2,247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 28.5 0.9 62.6 20.4 74.5 49.8 25.5 50.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 6 2 19 6 27 14 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 73,313 COMMITMENTS 13,190 9,021 4,799 48,331 19,508 66,320 33,328 6,993 39,985 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 16,448) 780 946 3,407 11,087 4,109 15,274 8,462 1,174 7,986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 12.3 6.5 65.9 26.6 90.5 45.5 9.5 54.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 16 9 5 28 21 46 33 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 9,650 COMMITMENTS 6,056 1,522 0 2,491 7,618 8,547 9,140 1,103 510 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.8 15.8 0.0 25.8 78.9 88.6 94.7 11.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 3 0 6 2 15 5
Updated September 14, 2012