BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,375 COMMITMENTS 202 1,020 157 3,178 2,881 3,537 4,059 838 317 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 112) -12 27 9 88 64 85 100 26 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 23.3 3.6 72.6 65.9 80.8 92.8 19.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 12 10 15 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,092 COMMITMENTS 6,778 1,324 13,202 27,525 30,356 47,505 44,882 7,587 10,210 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 2,280) 302 90 856 620 692 1,777 1,637 503 643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 2.4 24.0 50.0 55.1 86.2 81.5 13.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 24 6 22 42 40 73 62 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,567 COMMITMENTS 2,390 0 0 1,977 3,645 4,368 3,645 199 922 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.3 0.0 0.0 43.3 79.8 95.6 79.8 4.4 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 0 6 12 10 12 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 262,866 COMMITMENTS 48,787 45,769 74,895 117,004 107,637 240,686 228,302 22,180 34,564 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -5,963) -248 -1,506 -2,761 -451 -744 -3,460 -5,010 -2,503 -952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 17.4 28.5 44.5 40.9 91.6 86.9 8.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 82 81 111 57 71 200 220 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 412,817 COMMITMENTS 94,299 46,533 110,357 177,899 183,763 382,555 340,653 30,263 72,164 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 5,840) -2,800 1,812 8,027 199 -3,940 5,426 5,899 414 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 11.3 26.7 43.1 44.5 92.7 82.5 7.3 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401) 103 107 135 108 159 285 343 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,471 COMMITMENTS 4,150 5,126 707 3,091 2,400 7,948 8,233 2,523 2,237 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -839) -12 270 -527 -394 -524 -933 -781 94 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.6 49.0 6.8 29.5 22.9 75.9 78.6 24.1 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 33 33 14 15 20 52 65 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,875 COMMITMENTS 12,987 4,574 7,493 13,013 8,765 33,493 20,832 7,383 20,043 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -34) 108 17 214 -170 -210 152 22 -187 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 11.2 18.3 31.8 21.4 81.9 51.0 18.1 49.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 36 39 35 46 60 102 118 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 111,595 COMMITMENTS 13,795 0 377 96,351 110,473 110,523 110,849 1,072 746 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,602) 995 0 -35 450 1,465 1,410 1,430 192 172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 0.0 0.3 86.3 99.0 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 0 2 17 16 24 18 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 148,819 COMMITMENTS 33,308 15,121 8,930 57,295 106,470 99,533 130,520 49,285 18,298 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 12,960) 1,026 -4,054 5,761 3,389 14,464 10,176 16,171 2,784 -3,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 10.2 6.0 38.5 71.5 66.9 87.7 33.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 38 8 10 27 29 67 45 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,001 COMMITMENTS 25,539 12,414 166 3,594 31,290 29,298 43,870 26,703 12,131 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -20,100) -749 2,776 -786 -18,211 -19,822 -19,747 -17,833 -354 -2,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.6 22.2 0.3 6.4 55.9 52.3 78.3 47.7 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 20 7 3 8 13 29 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 110,231 COMMITMENTS 66,092 17,929 327 36,823 89,035 103,242 107,291 6,989 2,940 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -39,836) -29,413 12,622 -2,123 -5,995 -50,178 -37,531 -39,679 -2,305 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.0 16.3 0.3 33.4 80.8 93.7 97.3 6.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 52 21 2 19 15 72 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 96,320 COMMITMENTS 36,521 25,604 3,268 27,259 45,721 67,049 74,593 29,271 21,727 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -22,668) 3,155 -9,946 417 -26,457 -14,820 -22,884 -24,348 217 1,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 26.6 3.4 28.3 47.5 69.6 77.4 30.4 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 25 19 6 20 29 49 50 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 102,138 COMMITMENTS 38,686 14,670 2,769 30,844 48,868 72,299 66,307 29,839 35,831 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -11,550) 2,648 -4,921 642 -13,543 -6,080 -10,254 -10,359 -1,296 -1,192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 14.4 2.7 30.2 47.8 70.8 64.9 29.2 35.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 34 25 14 21 23 61 56 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 224,792 COMMITMENTS 84,144 32,271 22,520 57,536 122,441 164,201 177,232 60,591 47,560 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -101,249) -11,581 -10,832 2,762 -84,957 -77,787 -93,776 -85,857 -7,473 -15,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.4 14.4 10.0 25.6 54.5 73.0 78.8 27.0 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 51 58 50 39 53 118 133 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 38,596 COMMITMENTS 30,165 27,209 4,900 2,107 6,316 37,172 38,425 1,424 171 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -2,625) 422 80 -80 -2,656 -2,462 -2,314 -2,462 -311 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.2 70.5 12.7 5.5 16.4 96.3 99.6 3.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 12 2 3 2 6 15 10 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,432 COMMITMENTS 23,520 4,302 0 3,507 26,051 27,027 30,353 4,405 1,079 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -5,795) -53 -3,267 -146 -5,066 -2,055 -5,265 -5,468 -530 -327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.8 13.7 0.0 11.2 82.9 86.0 96.6 14.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 22 11 0 4 13 26 24 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 15,666,535 COMMITMENTS 1399722 578,541 5030831 8196369 8911420 14626922 14520792 1039613 1145742 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -1,767,066) -55,947 -4,198 -943,294 -754,966 -840,491 -1754206 -1787982 -12,860 20,917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 3.7 32.1 52.3 56.9 93.4 92.7 6.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 66 67 111 149 155 280 273 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,233,493 COMMITMENTS 78,449 101,335 135,942 786,924 800,119 1001315 1037395 232,178 196,097 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 129,526) -6,674 -7,549 28,786 80,080 71,637 102,192 92,874 27,334 36,652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 8.2 11.0 63.8 64.9 81.2 84.1 18.8 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600) 116 138 132 268 261 455 460 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 489,657 COMMITMENTS 20,187 54,714 52,267 256,414 299,850 328,868 406,831 160,789 82,825 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 43,188) 953 5,478 13,544 18,620 4,094 33,118 23,116 10,070 20,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 11.2 10.7 52.4 61.2 67.2 83.1 32.8 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 15 32 37 78 69 119 112 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,719,182 COMMITMENTS 480,177 421,975 229,505 2652553 2501342 3362235 3152821 356,947 566,360 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 431,691) -27,775 -54,773 65,846 307,302 337,718 345,373 348,792 86,318 82,899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 11.3 6.2 71.3 67.3 90.4 84.8 9.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550) 111 118 115 241 243 407 421 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 123,493 COMMITMENTS 7,514 6,943 1,284 104,300 109,015 113,098 117,242 10,395 6,251 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 11,804) -212 -1,493 -61 10,982 10,903 10,709 9,349 1,095 2,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 5.6 1.0 84.5 88.3 91.6 94.9 8.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 8 6 2 54 42 63 49 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 102,782 COMMITMENTS 11,093 10,099 8,269 68,620 76,270 87,981 94,638 14,800 8,144 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 14,931) -4,013 2,568 2,072 11,599 8,558 9,658 13,198 5,273 1,733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 9.8 8.0 66.8 74.2 85.6 92.1 14.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 59 31 25 93 92 161 141 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,332 COMMITMENTS 540 4,870 26 14,632 12,969 15,198 17,865 5,134 2,467 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 2,606) 14 1,866 26 2,210 -105 2,250 1,787 356 819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 24.0 0.1 72.0 63.8 74.7 87.9 25.3 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 1 14 13 15 17 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 412,248 COMMITMENTS 77,066 50,446 16,912 269,938 316,506 363,917 383,865 48,331 28,383 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 61,625) -11,328 12,317 1,423 46,947 43,313 37,042 57,054 24,582 4,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 12.2 4.1 65.5 76.8 88.3 93.1 11.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 60 31 23 90 90 158 137 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 120,184 COMMITMENTS 80,078 12,487 1,732 6,320 89,330 88,130 103,548 32,054 16,636 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -29,856) 946 -1,459 -28 -27,925 -24,507 -27,006 -25,994 -2,850 -3,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.6 10.4 1.4 5.3 74.3 73.3 86.2 26.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 31 16 13 12 22 49 45 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 27,641 COMMITMENTS 8,413 6,706 0 12,662 14,266 21,075 20,972 6,566 6,669 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -33,430) -9,030 -530 -12,200 -9,576 -8,776 -30,806 -21,506 -2,624 -11,924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 24.3 0.0 45.8 51.6 76.2 75.9 23.8 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 15 8 0 17 11 32 19 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 40,774 COMMITMENTS 8,871 3,463 388 26,233 18,247 35,492 22,098 5,282 18,676 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -41,053) -3,183 -7,053 -10,822 -9,649 -17,321 -23,654 -35,196 -17,399 -5,857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 8.5 1.0 64.3 44.8 87.0 54.2 13.0 45.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 11 8 2 24 21 36 30 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 21,786 COMMITMENTS 853 413 0 16,846 19,477 17,699 19,890 4,087 1,896 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -8,874) -1,687 -554 -332 -6,596 -8,265 -8,615 -9,151 -259 277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 1.9 0.0 77.3 89.4 81.2 91.3 18.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 0 17 19 20 20 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 28,269 COMMITMENTS 6,096 1,309 0 16,449 24,957 22,545 26,266 5,724 2,003 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -10,531) -3,778 -1,149 -189 -4,435 -8,847 -8,402 -10,185 -2,129 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 4.6 0.0 58.2 88.3 79.8 92.9 20.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 9 3 0 16 15 25 18
Updated Jun 17, 2011