MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,968 COMMITMENTS 1,049 3,699 401 20,278 17,232 21,728 21,332 4,240 4,636 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 578) 24 -539 81 399 769 504 311 74 267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 14.2 1.5 78.1 66.4 83.7 82.1 16.3 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 6 14 11 27 26 43 41 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 201,046 COMMITMENTS 56,633 32,033 37,186 86,537 98,569 180,356 167,788 20,690 33,258 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -11,593) -5,003 -797 -1,587 -2,895 -6,445 -9,485 -8,829 -2,108 -2,764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 15.9 18.5 43.0 49.0 89.7 83.5 10.3 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 86 66 74 33 53 166 160 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 337,600 COMMITMENTS 131,790 45,140 52,793 125,337 176,769 309,920 274,702 27,680 62,898 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -962) 1,136 215 914 613 816 2,663 1,945 -3,625 -2,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 13.4 15.6 37.1 52.4 91.8 81.4 8.2 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 145 63 87 73 170 267 287 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,841 COMMITMENTS 3,655 4,479 1,123 3,099 2,486 7,877 8,088 1,964 1,753 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -208) -78 326 -195 212 -291 -61 -160 -147 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 45.5 11.4 31.5 25.3 80.0 82.2 20.0 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 21 30 16 18 19 54 55 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,276 COMMITMENTS 11,839 6,739 3,354 10,865 6,500 26,058 16,593 6,218 15,683 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -1,421) -298 -286 0 -300 36 -598 -250 -823 -1,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 20.9 10.4 33.7 20.1 80.7 51.4 19.3 48.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 40 22 32 39 46 98 88 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,736 COMMITMENTS 8,500 20 602 19,617 33,978 28,719 34,600 6,017 136 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 417) -1,254 0 0 910 398 -344 398 761 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 0.1 1.7 56.5 97.8 82.7 99.6 17.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 1 11 10 17 11 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 94,908 COMMITMENTS 34,446 4,932 1,000 22,906 73,403 58,352 79,335 36,556 15,573 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -10,635) -12,170 -505 326 6,641 -12,078 -5,203 -12,257 -5,432 1,622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 5.2 1.1 24.1 77.3 61.5 83.6 38.5 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 29 6 6 20 17 52 26 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,560 COMMITMENTS 18,041 6,291 9 20,828 38,120 38,878 44,420 15,682 10,140 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 1,994) 1,266 417 2 -1,343 1,976 -75 2,395 2,069 -401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 11.5 0.0 38.2 69.9 71.3 81.4 28.7 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 14 7 2 9 15 24 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 111,732 COMMITMENTS 81,187 10,634 0 24,351 99,452 105,538 110,086 6,194 1,646 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 1,451) 563 2,379 -234 653 -1,285 982 860 469 591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.7 9.5 0.0 21.8 89.0 94.5 98.5 5.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 44 14 0 18 20 62 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 141,441 COMMITMENTS 31,467 35,898 162 83,970 82,482 115,599 118,542 25,842 22,899 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -786) -4,448 5,004 99 1,436 -4,644 -2,913 459 2,127 -1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 25.4 0.1 59.4 58.3 81.7 83.8 18.3 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 23 26 8 19 24 45 55 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 137,645 COMMITMENTS 62,745 12,776 57 45,729 94,054 108,531 106,887 29,114 30,758 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 646) -2,569 -60 -12 2,975 -1,164 394 -1,236 252 1,882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 9.3 0.0 33.2 68.3 78.8 77.7 21.2 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 34 22 3 24 26 59 50 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 250,090 COMMITMENTS 61,324 75,951 1,251 137,257 124,115 199,832 201,317 50,258 48,773 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 15,814) 5,527 16,423 -63 4,576 -3,647 10,040 12,713 5,774 3,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 30.4 0.5 54.9 49.6 79.9 80.5 20.1 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 50 45 18 35 42 90 100 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,627 COMMITMENTS 17,595 5,456 0 3,229 16,406 20,824 21,862 2,803 1,765 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -1,409) -1,397 -992 -744 1,340 -350 -801 -2,086 -608 677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.5 23.1 0.0 13.7 69.4 88.1 92.5 11.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 11 0 7 13 19 24 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,860,333 COMMITMENTS 1436664 679,430 951,858 4608108 5330552 6996630 6961840 863,703 898,493 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -81,631) -32,036 -26,535 -1,339 33,433 -11,609 58 -39,483 -81,689 -42,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 8.6 12.1 58.6 67.8 89.0 88.6 11.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 56 52 78 132 133 233 225 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 884,624 COMMITMENTS 71,973 90,359 30,368 650,475 650,443 752,816 771,171 131,808 113,453 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 14,483) 4,842 -1,607 9,667 6,091 3,366 20,600 11,426 -6,117 3,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 10.2 3.4 73.5 73.5 85.1 87.2 14.9 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536) 98 105 51 208 222 334 350 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 319,279 COMMITMENTS 21,262 49,705 1,124 222,872 202,276 245,258 253,105 74,021 66,174 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -455) 437 8,592 14 1,714 -10,492 2,165 -1,886 -2,620 1,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 15.6 0.4 69.8 63.4 76.8 79.3 23.2 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 18 23 8 64 54 88 79 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,826,725 COMMITMENTS 366,383 316,099 33,393 2138016 2240837 2537792 2590329 288,933 236,396 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 74,689) 60,282 -12,741 10,009 21,885 69,291 92,176 66,559 -17,487 8,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 11.2 1.2 75.6 79.3 89.8 91.6 10.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 493) 90 98 34 175 206 283 320 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 87,942 COMMITMENTS 11,775 7,393 31 65,137 75,887 76,943 83,311 10,999 4,631 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -1,204) -1,156 296 31 91 -1,598 -1,034 -1,271 -170 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 8.4 0.0 74.1 86.3 87.5 94.7 12.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 9 3 1 46 35 56 38 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 86,763 COMMITMENTS 16,636 14,559 938 59,474 64,329 77,048 79,825 9,715 6,937 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -111) -4,190 1,251 -736 5,154 -1,870 228 -1,355 -339 1,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 16.8 1.1 68.5 74.1 88.8 92.0 11.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 69 34 13 67 80 139 124 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,354 COMMITMENTS 738 2,497 0 10,708 13,453 11,446 15,950 5,908 1,404 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 2,955) -739 0 0 3,380 2,704 2,641 2,704 314 251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 14.4 0.0 61.7 77.5 66.0 91.9 34.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 10 12 11 13 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 347,043 COMMITMENTS 82,612 63,430 1,567 243,831 254,379 328,010 319,376 19,033 27,667 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -15,330) -21,211 2,302 275 8,869 -22,872 -12,067 -20,295 -3,263 4,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 18.3 0.5 70.3 73.3 94.5 92.0 5.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 68 35 12 62 74 133 118 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 120,329 COMMITMENTS 71,020 13,323 560 22,053 90,861 93,633 104,744 26,696 15,585 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 6,280) 2,667 -660 403 2,817 6,966 5,887 6,709 393 -429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.0 11.1 0.5 18.3 75.5 77.8 87.0 22.2 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 33 13 5 14 20 50 35 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 29,751 COMMITMENTS 6,246 4,886 0 14,852 10,164 21,098 15,050 8,653 14,701 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -576) -379 -31 0 283 121 -96 90 -480 -666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 16.4 0.0 49.9 34.2 70.9 50.6 29.1 49.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 13 10 0 21 13 34 23 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,569 COMMITMENTS 5,339 3,659 736 37,343 28,926 43,418 33,321 9,151 19,248 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 296) 1,145 16 95 -2,176 5,712 -936 5,823 1,232 -5,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 7.0 1.4 71.0 55.0 82.6 63.4 17.4 36.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 11 10 1 19 23 31 33 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 34,762 COMMITMENTS 6,251 328 300 25,021 32,371 31,572 32,999 3,190 1,763 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 4,253) 1,649 62 0 2,776 4,562 4,425 4,624 -172 -371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 0.9 0.9 72.0 93.1 90.8 94.9 9.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 8 1 1 21 19 29 21 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 27,095 COMMITMENTS 6,162 204 0 14,676 24,598 20,838 24,802 6,257 2,293 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -420) -458 0 0 -412 -98 -870 -98 450 -322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 0.8 0.0 54.2 90.8 76.9 91.5 23.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 1 0 17 15 27 16
Updated August 20, 2010