BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,285 COMMITMENTS 0 64 104 3,535 3,826 3,640 3,994 646 291 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 71) 0 4 2 76 50 78 55 -7 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.5 2.4 82.5 89.3 84.9 93.2 15.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 19 12 21 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,030 COMMITMENTS 6,713 1,773 11,949 23,947 28,880 42,610 42,602 8,420 8,427 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 2,457) 735 -59 829 877 1,452 2,441 2,222 16 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 3.5 23.4 46.9 56.6 83.5 83.5 16.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 29 4 20 40 37 71 59 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 277,119 COMMITMENTS 70,320 55,375 89,452 90,858 92,564 250,631 237,391 26,488 39,728 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -18,191) -8,961 -3,210 -4,250 -2,734 -10,017 -15,945 -17,477 -2,246 -714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 20.0 32.3 32.8 33.4 90.4 85.7 9.6 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 105 89 126 65 79 234 243 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 370,355 COMMITMENTS 87,326 40,304 115,422 136,687 163,997 339,434 319,723 30,921 50,632 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -6,730) -12,066 794 4,302 912 -9,118 -6,852 -4,022 122 -2,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 10.9 31.2 36.9 44.3 91.7 86.3 8.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 136 90 148 116 153 322 337 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,295 COMMITMENTS 3,326 2,336 679 2,714 3,721 6,719 6,736 1,576 1,560 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -79) 76 -142 2 -191 -93 -113 -233 34 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.1 28.2 8.2 32.7 44.9 81.0 81.2 19.0 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 29 18 9 18 23 53 46 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,990 COMMITMENTS 8,015 9,365 11,942 12,334 5,403 32,291 26,711 7,699 13,280 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 866) 1,473 696 -277 167 -15 1,363 404 -497 462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 23.4 29.9 30.8 13.5 80.7 66.8 19.3 33.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 31 53 47 50 42 110 124 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,163 COMMITMENTS 482 1,656 604 5,408 4,594 6,494 6,855 669 309 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 360) 261 155 94 118 154 474 403 -113 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 23.1 8.4 75.5 64.1 90.7 95.7 9.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 7 10 12 11 23 23 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 87,849 COMMITMENTS 8,398 5,072 2,047 76,808 80,290 87,253 87,409 596 440 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -2,372) -105 -291 -2,047 -239 -204 -2,391 -2,542 19 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 5.8 2.3 87.4 91.4 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 14 17 16 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 223,820 COMMITMENTS 123,578 16,389 6,977 42,737 180,467 173,292 203,832 50,528 19,988 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -87,056) -2,846 3,593 -10,103 -75,024 -76,627 -87,973 -83,137 917 -3,919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.2 7.3 3.1 19.1 80.6 77.4 91.1 22.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 44 20 19 26 32 83 59 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,781 COMMITMENTS 13,567 14,419 228 8,855 13,298 22,650 27,945 16,131 10,836 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -873) -59 -3,734 228 -1,698 4,560 -1,529 1,054 656 -1,927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 37.2 0.6 22.8 34.3 58.4 72.1 41.6 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 12 12 1 6 11 19 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 220,035 COMMITMENTS 147,245 5,989 616 63,298 211,008 211,159 217,613 8,876 2,422 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 5,114) 6,870 -16,239 -97 -1,261 21,176 5,512 4,840 -398 274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.9 2.7 0.3 28.8 95.9 96.0 98.9 4.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 89 12 5 18 22 108 39 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 183,172 COMMITMENTS 60,387 33,534 5,366 73,139 125,474 138,893 164,374 44,279 18,798 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 21,273) 8,165 -4,770 -44 10,339 27,078 18,460 22,263 2,814 -990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 18.3 2.9 39.9 68.5 75.8 89.7 24.2 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 35 26 14 23 35 66 67 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 149,641 COMMITMENTS 46,848 24,940 5,497 70,238 80,899 122,583 111,336 27,058 38,305 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 9,111) 5,053 429 -1,022 2,670 7,038 6,701 6,445 2,410 2,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 16.7 3.7 46.9 54.1 81.9 74.4 18.1 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 25 27 14 26 27 58 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 271,670 COMMITMENTS 51,506 106,802 29,805 142,329 75,421 223,641 212,028 48,029 59,642 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -14,710) 4,614 -17,761 839 -20,891 7,120 -15,439 -9,801 728 -4,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 39.3 11.0 52.4 27.8 82.3 78.0 17.7 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 47 70 47 53 64 129 152 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 19,088 COMMITMENTS 17,257 16,513 28 1,164 2,098 18,449 18,639 639 449 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 2,547) 2,584 2,510 0 -38 36 2,546 2,546 1 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 90.4 86.5 0.1 6.1 11.0 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 3 1 5 5 13 9 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,787 COMMITMENTS 23,389 3,424 130 3,973 27,511 27,492 31,065 5,295 1,722 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 3,456) 2,987 -373 1 -94 3,816 2,894 3,444 562 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.3 10.4 0.4 12.1 83.9 83.9 94.7 16.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 23 13 1 4 14 28 27 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,461,244 COMMITMENTS 1579650 414,726 3615776 5389148 6435301 10584575 10465804 876,669 995,440 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 435,450) 4,312 -28,296 215,346 206,368 212,604 426,026 399,654 9,425 35,797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 3.6 31.5 47.0 56.1 92.4 91.3 7.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 75 35 83 129 132 238 223 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 883,152 COMMITMENTS 96,838 74,982 49,192 609,206 668,594 755,236 792,768 127,916 90,384 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -281,829) 229 -8,999 -31,143 -222,413 -209,255 -253,327 -249,397 -28,502 -32,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 8.5 5.6 69.0 75.7 85.5 89.8 14.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590) 139 106 105 243 242 430 406 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 252,558 COMMITMENTS 7,173 8,828 17,261 160,403 183,504 184,838 209,593 67,720 42,964 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -104,283) -10,573 -1,928 -3,928 -73,983 -79,271 -88,484 -85,127 -15,800 -19,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 3.5 6.8 63.5 72.7 73.2 83.0 26.8 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 14 11 21 61 58 85 81 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,152,972 COMMITMENTS 467,039 349,481 140,940 2244011 2425450 2851990 2915871 300,982 237,101 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -887,726) 20,396 -68,968 -102,463 -742,149 -649,919 -824,215 -821,350 -63,511 -66,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 11.1 4.5 71.2 76.9 90.5 92.5 9.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551) 131 103 95 222 223 397 377 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 116,639 COMMITMENTS 19,480 3,598 222 83,565 110,360 103,267 114,180 13,372 2,459 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -31,437) 2,392 -355 222 -33,802 -28,797 -31,188 -28,930 -249 -2,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 3.1 0.2 71.6 94.6 88.5 97.9 11.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 19 4 2 58 38 77 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 83,857 COMMITMENTS 28,608 3,530 1,574 46,362 76,127 76,544 81,232 7,313 2,625 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -65,425) -1,353 168 -2,994 -53,313 -55,638 -57,660 -58,464 -7,765 -6,960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 4.2 1.9 55.3 90.8 91.3 96.9 8.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 81 25 15 68 71 154 106 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 419,285 COMMITMENTS 143,038 17,651 7,872 231,809 380,637 382,720 406,161 36,566 13,124 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -190,931) -10,426 3,051 -8,878 -170,581 -155,671 -189,885 -161,497 -1,046 -29,433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 4.2 1.9 55.3 90.8 91.3 96.9 8.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 81 25 15 68 71 154 106 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 194,399 COMMITMENTS 118,606 28,668 8,380 31,201 133,073 158,187 170,121 36,212 24,278 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 5,005) 2,083 -18,139 336 21 21,479 2,441 3,676 2,565 1,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.0 14.7 4.3 16.1 68.5 81.4 87.5 18.6 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 34 30 21 23 33 70 71 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 20,773 COMMITMENTS 1,320 4,284 0 12,155 6,547 13,475 10,831 7,298 9,942 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -838) -644 -11 0 -1,326 287 -1,970 276 1,132 -1,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 20.6 0.0 58.5 31.5 64.9 52.1 35.1 47.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 0 16 7 20 10 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 28,962 COMMITMENTS 6,593 3,251 319 16,560 15,518 23,472 19,088 5,490 9,874 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 822) -932 -652 167 1,697 204 932 -281 -110 1,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 11.2 1.1 57.2 53.6 81.0 65.9 19.0 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 5 2 23 16 34 22
Updated September 28, 2012