BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,214 COMMITMENTS 0 61 102 3,459 3,776 3,561 3,939 652 275 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 41) 0 -2 9 28 24 37 32 4 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 2.4 82.1 89.6 84.5 93.5 15.5 6.5 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 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,573 COMMITMENTS 5,978 1,831 11,121 23,070 27,428 40,169 40,380 8,404 8,193 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 2,401) 471 -40 446 983 1,479 1,900 1,885 501 516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 3.8 22.9 47.5 56.5 82.7 83.1 17.3 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 27 6 21 39 35 69 59 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 295,310 COMMITMENTS 79,282 58,585 93,702 93,592 102,581 266,576 254,868 28,734 40,442 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -9,274) -1,464 3,632 -7,882 1,019 -4,207 -8,327 -8,458 -947 -816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 19.8 31.7 31.7 34.7 90.3 86.3 9.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 117 92 123 62 78 239 245 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 377,085 COMMITMENTS 99,391 39,510 111,120 135,775 173,115 346,286 323,745 30,799 53,339 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -7,403) 3,380 -8,201 2,748 -14,314 212 -8,187 -5,241 784 -2,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 10.5 29.5 36.0 45.9 91.8 85.9 8.2 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415) 146 86 148 107 149 325 327 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,374 COMMITMENTS 3,250 2,478 677 2,905 3,814 6,832 6,968 1,542 1,406 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 94) 48 480 -51 146 -344 143 85 -49 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 29.6 8.1 34.7 45.5 81.6 83.2 18.4 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 27 17 8 21 24 55 44 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,124 COMMITMENTS 6,542 8,669 12,219 12,167 5,419 30,929 26,307 8,196 12,817 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -550) -86 174 121 -552 -117 -517 178 -33 -728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 22.2 31.2 31.1 13.8 79.1 67.2 20.9 32.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 30 48 46 46 42 103 118 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,803 COMMITMENTS 221 1,502 510 5,289 4,440 6,021 6,452 783 352 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 140) 28 -6 34 40 127 102 155 38 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 22.1 7.5 77.7 65.3 88.5 94.8 11.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 7 9 11 11 20 23 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 90,222 COMMITMENTS 8,503 5,363 4,094 77,048 80,495 89,645 89,952 577 270 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -7,128) 1,642 -457 -896 -8,212 -5,656 -7,466 -7,009 338 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 5.9 4.5 85.4 89.2 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 2 15 18 18 22 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 310,876 COMMITMENTS 126,424 12,796 17,080 117,761 257,094 261,264 286,969 49,611 23,907 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 43,505) 10,148 -107 -6,725 41,591 51,013 45,014 44,181 -1,509 -676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.7 4.1 5.5 37.9 82.7 84.0 92.3 16.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 47 23 21 31 35 92 65 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,654 COMMITMENTS 13,626 18,153 0 10,553 8,738 24,179 26,891 15,475 12,763 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -19,177) 1,978 -2,462 -1,746 -20,596 -13,758 -20,364 -17,966 1,187 -1,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 45.8 0.0 26.6 22.0 61.0 67.8 39.0 32.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 11 0 7 10 14 21 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 214,921 COMMITMENTS 140,375 22,228 713 64,559 189,832 205,647 212,773 9,274 2,148 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -94,323) 13,207 17,303 -53,786 -55,561 -57,899 -96,140 -94,382 1,817 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.3 10.3 0.3 30.0 88.3 95.7 99.0 4.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 82 10 5 15 22 98 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 161,898 COMMITMENTS 52,222 38,304 5,411 62,800 98,396 120,433 142,111 41,465 19,787 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -26,831) 2,519 -15,949 -1,808 -28,091 -6,413 -27,380 -24,170 548 -2,662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 23.7 3.3 38.8 60.8 74.4 87.8 25.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 36 27 15 23 34 68 67 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 140,530 COMMITMENTS 41,795 24,511 6,519 67,568 73,861 115,882 104,891 24,648 35,639 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -44,694) -19,079 -2,867 189 -18,934 -37,502 -37,824 -40,180 -6,870 -4,514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 17.4 4.6 48.1 52.6 82.5 74.6 17.5 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 26 29 16 25 26 59 63 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 286,380 COMMITMENTS 46,892 124,563 28,966 163,221 68,300 239,079 221,829 47,301 64,551 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -87,541) 3,837 -13,573 -8,776 -82,930 -59,653 -87,870 -82,002 329 -5,539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 43.5 10.1 57.0 23.8 83.5 77.5 16.5 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 45 75 46 52 58 126 150 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 16,541 COMMITMENTS 14,673 14,003 28 1,202 2,062 15,903 16,093 638 448 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 429) 1,033 238 -50 -566 222 417 410 12 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.7 84.7 0.2 7.3 12.5 96.1 97.3 3.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 3 1 5 5 13 9 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,331 COMMITMENTS 20,402 3,797 129 4,067 23,695 24,598 27,621 4,733 1,710 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 2,179) 6,761 188 -600 -4,048 2,914 2,113 2,502 66 -323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.6 12.9 0.4 13.9 80.8 83.9 94.2 16.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 21 12 1 3 15 25 27 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,025,794 COMMITMENTS 1575338 443,022 3400430 5182780 6222698 10158549 10066150 867,245 959,644 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -1,862,160) -35,823 -59,896 -1048862 -714,224 -730,848 -1798909 -1839605 -63,251 -22,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 4.0 30.8 47.0 56.4 92.1 91.3 7.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 70 34 86 127 133 235 226 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,164,981 COMMITMENTS 96,610 83,981 80,335 831,618 877,849 1008563 1042165 156,418 122,816 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 135,077) 4,827 -2,170 15,253 118,408 127,781 138,487 140,864 -3,410 -5,787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 7.2 6.9 71.4 75.4 86.6 89.5 13.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609) 137 119 122 272 262 470 443 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 356,841 COMMITMENTS 17,747 10,756 21,188 234,386 262,775 273,321 294,720 83,520 62,121 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 42,026) 6,146 2,209 -1,254 33,623 55,091 38,515 56,046 3,511 -14,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 3.0 5.9 65.7 73.6 76.6 82.6 23.4 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 15 13 23 77 67 105 91 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 4,040,698 COMMITMENTS 446,643 418,449 243,403 2986160 3075369 3676205 3737221 364,493 303,477 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 465,253) 14,721 -575 61,215 423,924 363,447 499,860 424,088 -34,608 41,165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 10.4 6.0 73.9 76.1 91.0 92.5 9.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572) 131 112 109 248 244 430 414 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 148,077 COMMITMENTS 17,088 3,953 0 117,367 139,157 134,455 143,110 13,621 4,966 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 23,928) 504 534 -241 22,081 22,383 22,344 22,676 1,584 1,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 2.7 0.0 79.3 94.0 90.8 96.6 9.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 17 4 0 62 42 79 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 149,282 COMMITMENTS 29,960 3,362 4,569 99,675 131,766 134,204 139,697 15,078 9,585 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 31,280) -2,492 -479 2,268 31,984 28,543 31,761 30,332 -480 949 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 2.3 3.1 66.8 88.3 89.9 93.6 10.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 88 24 26 93 90 189 133 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,238 COMMITMENTS 486 1,661 0 19,197 24,504 19,683 26,165 7,555 1,073 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 4,481) 245 430 0 4,426 4,026 4,671 4,456 -190 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 6.1 0.0 70.5 90.0 72.3 96.1 27.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 0 8 15 9 18 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 610,216 COMMITMENTS 153,464 14,600 16,750 402,391 536,308 572,605 567,658 37,611 42,558 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 133,999) -10,308 -1,170 7,964 137,792 122,585 135,448 129,379 -1,449 4,620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 2.4 2.7 65.9 87.9 93.8 93.0 6.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 89 24 24 90 88 185 130 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 189,394 COMMITMENTS 116,523 46,807 8,044 31,180 111,594 155,746 166,445 33,647 22,948 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -42,524) 9,661 9,951 -5,513 -49,550 -44,670 -45,402 -40,232 2,878 -2,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.5 24.7 4.2 16.5 58.9 82.2 87.9 17.8 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 38 29 21 22 32 70 72 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 21,611 COMMITMENTS 1,964 4,295 0 13,481 6,260 15,445 10,555 6,166 11,056 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -14,093) -1,991 -5,889 -320 -8,855 -1,031 -11,166 -7,240 -2,927 -6,853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 19.9 0.0 62.4 29.0 71.5 48.8 28.5 51.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 3 0 16 6 22 9 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 28,140 COMMITMENTS 7,525 3,903 152 14,863 15,314 22,540 19,369 5,600 8,771 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -45,173) -5,665 -5,118 -4,647 -33,468 -4,194 -43,780 -13,959 -1,393 -31,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 13.9 0.5 52.8 54.4 80.1 68.8 19.9 31.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 12 6 2 19 15 32 22 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 10,475 COMMITMENTS 5,880 1,377 0 3,248 8,835 9,128 10,212 1,347 263 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 825) -176 -145 0 757 1,217 581 1,072 244 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.1 13.1 0.0 31.0 84.3 87.1 97.5 12.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 3 0 7 2 16 5
Updated September 21, 2012