MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,332 COMMITMENTS 1,344 2,572 5,154 21,670 18,872 28,169 26,598 5,163 6,734 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -5,564) 50 -1,121 -1,731 -3,591 -1,681 -5,271 -4,533 -292 -1,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 7.7 15.5 65.0 56.6 84.5 79.8 15.5 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 8 10 14 39 32 57 47 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 252,236 COMMITMENTS 63,124 22,668 70,920 94,308 118,908 228,352 212,497 23,884 39,739 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 23,346) 9,875 1,880 7,169 3,126 10,381 20,171 19,430 3,176 3,916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 9.0 28.1 37.4 47.1 90.5 84.2 9.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 111 65 105 52 61 227 185 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 415,673 COMMITMENTS 133,668 30,526 109,307 143,600 207,587 386,576 347,420 29,097 68,253 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 819) 1,651 -3,827 2,008 -90 4,945 3,570 3,126 -2,751 -2,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 7.3 26.3 34.5 49.9 93.0 83.6 7.0 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423) 148 71 112 94 177 312 305 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,371 COMMITMENTS 3,732 3,967 1,659 2,847 2,962 8,238 8,588 2,132 1,783 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,338) 240 357 683 168 271 1,092 1,311 247 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 38.3 16.0 27.5 28.6 79.4 82.8 20.6 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 21 30 19 20 19 57 58 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,917 COMMITMENTS 14,692 4,868 6,965 12,214 9,156 33,871 20,990 8,046 20,927 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 72) -1,037 148 321 586 -675 -130 -205 202 277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 11.6 16.6 29.1 21.8 80.8 50.1 19.2 49.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 49 22 42 50 59 121 111 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,266 COMMITMENTS 8,292 120 602 19,069 32,456 27,963 33,178 5,303 88 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,156) 786 0 0 342 1,167 1,128 1,167 28 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 0.4 1.8 57.3 97.6 84.1 99.7 15.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 2 1 11 11 17 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 115,256 COMMITMENTS 38,939 5,568 8,266 24,854 82,875 72,059 96,709 43,197 18,546 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 15,939) 12,295 3,461 1,008 -811 11,459 12,492 15,928 3,447 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 4.8 7.2 21.6 71.9 62.5 83.9 37.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 26 16 15 23 24 60 44 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,153 COMMITMENTS 19,810 4,687 1,602 24,452 46,539 45,864 52,828 16,290 9,325 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 2,900) 4,969 -4,799 253 -1,910 7,603 3,312 3,057 -412 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 7.5 2.6 39.3 74.9 73.8 85.0 26.2 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 14 8 6 13 14 31 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 92,249 COMMITMENTS 62,503 7,362 128 23,853 83,655 86,484 91,145 5,765 1,104 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 12,040) 10,719 896 128 1,398 11,688 12,245 12,712 -205 -672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.8 8.0 0.1 25.9 90.7 93.8 98.8 6.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 43 21 1 17 21 61 43 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 167,114 COMMITMENTS 23,263 31,740 21,101 100,453 84,892 144,818 137,732 22,296 29,381 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 23,764) 7,878 -5,251 9,134 1,877 19,991 18,888 23,875 4,875 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 19.0 12.6 60.1 50.8 86.7 82.4 13.3 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 23 31 22 21 29 56 70 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 152,508 COMMITMENTS 61,046 12,912 11,006 48,944 96,580 120,997 120,498 31,511 32,010 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 12,378) 11,750 -5,351 2,584 -3,910 13,354 10,424 10,588 1,953 1,790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 8.5 7.2 32.1 63.3 79.3 79.0 20.7 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 40 26 19 28 30 73 70 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 318,552 COMMITMENTS 50,976 64,580 59,623 154,284 131,191 264,883 255,394 53,670 63,159 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 19,551) 1,139 -10,602 10,958 3,332 16,972 15,429 17,327 4,122 2,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 20.3 18.7 48.4 41.2 83.2 80.2 16.8 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 40 71 61 42 49 123 141 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,399 COMMITMENTS 20,353 5,294 0 816 17,742 21,169 23,036 3,230 1,363 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,480) 1,955 570 0 -591 705 1,364 1,275 116 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.4 21.7 0.0 3.3 72.7 86.8 94.4 13.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 13 10 0 4 14 17 24 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,815,517 COMMITMENTS 1283513 363,934 5212352 6277521 7144817 12773387 12721103 1042130 1094414 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 759,807) -17,551 -30,162 568,937 129,129 154,149 680,516 692,924 79,291 66,882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 2.6 37.7 45.4 51.7 92.5 92.1 7.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 61 74 118 141 148 274 273 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 980,361 COMMITMENTS 64,071 90,045 57,940 703,422 700,264 825,433 848,250 154,928 132,111 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,861) -1,031 -3,350 -4,229 -1,876 9,802 -7,136 2,222 5,274 -4,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 9.2 5.9 71.8 71.4 84.2 86.5 15.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538) 89 118 94 225 234 378 382 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 394,064 COMMITMENTS 21,980 37,271 27,577 262,384 249,781 311,941 314,628 82,123 79,436 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 3,529) 1,050 -5,074 1,052 -1,330 9,607 772 5,585 2,756 -2,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 9.5 7.0 66.6 63.4 79.2 79.8 20.8 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 20 29 35 79 69 122 110 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,931,484 COMMITMENTS 277,003 330,424 85,270 2205189 2252416 2567462 2668110 364,022 263,374 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -26,950) -22,321 -3,300 -14,489 -2,730 975 -39,540 -16,814 12,590 -10,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 11.3 2.9 75.2 76.8 87.6 91.0 12.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 481) 81 99 74 198 212 325 339 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 87,234 COMMITMENTS 11,132 7,072 0 65,690 75,607 76,822 82,679 10,412 4,555 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -1,601) -342 -1,061 -163 -1,697 -747 -2,202 -1,971 601 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 8.1 0.0 75.3 86.7 88.1 94.8 11.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 10 2 0 49 35 59 37 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 84,661 COMMITMENTS 18,267 13,632 1,520 54,304 63,922 74,091 79,074 10,570 5,587 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 5,361) 5,275 -1,219 304 -973 7,138 4,605 6,223 756 -861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 16.1 1.8 64.1 75.5 87.5 93.4 12.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 66 32 17 69 82 144 122 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,963 COMMITMENTS 985 2,497 0 7,307 10,257 8,292 12,754 5,671 1,209 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 531) 738 0 0 -294 550 444 550 87 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 17.9 0.0 52.3 73.5 59.4 91.3 40.6 8.7 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 353,491 COMMITMENTS 91,334 60,600 2,674 234,987 268,324 328,995 331,598 24,497 21,894 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 24,151) 26,375 -2,403 -2,172 -3,397 32,938 20,806 28,364 3,345 -4,212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 17.1 0.8 66.5 75.9 93.1 93.8 6.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 66 32 16 63 77 137 117 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 108,584 COMMITMENTS 62,401 13,270 4,157 15,926 74,998 82,484 92,425 26,099 16,159 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 11,012) 10,962 2,646 408 348 9,286 11,718 12,340 -706 -1,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.5 12.2 3.8 14.7 69.1 76.0 85.1 24.0 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 31 16 12 17 24 54 46 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,951 COMMITMENTS 7,343 4,271 8 14,694 11,405 22,045 15,684 9,906 16,267 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 1,350) -877 -58 0 199 403 -678 345 2,028 1,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 13.4 0.0 46.0 35.7 69.0 49.1 31.0 50.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 12 8 1 18 14 30 23 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,048 COMMITMENTS 3,615 5,248 557 38,347 22,862 42,519 28,667 7,529 21,381 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 2,045) -14 -710 -421 2,241 1,051 1,806 -80 239 2,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 10.5 1.1 76.6 45.7 85.0 57.3 15.0 42.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 7 11 1 21 20 29 31 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 31,315 COMMITMENTS 5,684 0 300 21,766 28,736 27,750 29,036 3,565 2,279 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,213) 945 -265 0 -3,661 -1,520 -2,716 -1,785 503 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 0.0 1.0 69.5 91.8 88.6 92.7 11.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 0 1 18 21 25 22 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 27,104 COMMITMENTS 6,790 204 0 14,555 25,149 21,345 25,353 5,759 1,751 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -123) -15 -207 0 -861 109 -876 -98 753 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 0.8 0.0 53.7 92.8 78.8 93.5 21.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 12 1 0 17 16 29 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,996 COMMITMENTS 4,217 3,716 3 10,566 11,331 14,786 15,050 1,210 946 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -5) 64 -390 3 -182 342 -115 -45 110 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 23.2 0.0 66.1 70.8 92.4 94.1 7.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 11 5 2 7 2 18 9
Updated August 6, 2010