MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 32,346: 4,255 6,579 703 22,967 21,072 27,925 28,354: 4,421 3,992 Old : 32,346: 4,255 6,579 703 22,967 21,072 27,925 28,354: 4,421 3,992 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 1,646: 410 450 87 757 678 1,254 1,215: 392 431 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 20.3 2.2 71.0 65.1 86.3 87.7: 13.7 12.3 Old : 100.0: 13.2 20.3 2.2 71.0 65.1 86.3 87.7: 13.7 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 77: 13 18 12 32 29 51 54: Old : 77: 13 18 12 32 29 51 54: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.5 34.4 54.2 48.8 40.5 29.7 52.9 43.2 Old : 40.5 34.4 54.2 48.8 40.5 29.7 52.9 43.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 194,321: 47,229 33,107 34,274 93,173 92,686 174,676 160,067: 19,645 34,254 Old : 191,499: 46,516 33,373 33,780 92,682 90,733 172,978 157,886: 18,521 33,613 Other: 2,822: 1,045 66 162 491 1,953 1,698 2,181: 1,124 641 : : : : : Changes in Commitments from: December 14, 2010 : : -8,419: -2,946 2,460 -5,725 1,178 -3,316 -7,493 -6,581: -926 -1,838 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 17.0 17.6 47.9 47.7 89.9 82.4: 10.1 17.6 Old : 100.0: 24.3 17.4 17.6 48.4 47.4 90.3 82.4: 9.7 17.6 Other: 100.0: 37.0 2.3 5.7 17.4 69.2 60.2 77.3: 39.8 22.7 : : : :# Traders : Number of Traders in Each Category : All : 228: 58 79 77 51 63 163 176: Old : 227: 56 81 75 50 62 159 175: Other: 55: 16 6 3 11 23 27 32: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.2 23.8 35.8 34.2 22.1 23.7 35.3 31.2 Old : 22.6 23.8 36.1 34.3 22.4 23.8 35.7 31.1 Other: 30.5 41.5 46.6 58.3 29.6 41.5 41.7 55.9 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 325,371: 125,054 42,868 48,576 126,634 170,235 300,264 261,679: 25,107 63,692 Old : 325,371: 125,054 42,868 48,576 126,634 170,235 300,264 261,679: 25,107 63,692 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -9,174: -3,665 -2,195 -1,736 -1,727 -2,950 -7,128 -6,881: -2,046 -2,293 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.4 13.2 14.9 38.9 52.3 92.3 80.4: 7.7 19.6 Old : 100.0: 38.4 13.2 14.9 38.9 52.3 92.3 80.4: 7.7 19.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 428: 142 68 100 88 188 286 313: Old : 428: 142 68 100 88 188 286 313: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.0 13.3 29.9 21.0 18.3 12.7 29.3 19.3 Old : 19.0 13.3 29.9 21.0 18.3 12.7 29.3 19.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 10,133: 4,388 1,612 1,182 2,590 5,860 8,160 8,654: 1,973 1,479 Old : 10,133: 4,388 1,612 1,182 2,590 5,860 8,160 8,654: 1,973 1,479 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 855: 307 -851 332 -17 1,303 622 784: 233 71 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.3 15.9 11.7 25.6 57.8 80.5 85.4: 19.5 14.6 Old : 100.0: 43.3 15.9 11.7 25.6 57.8 80.5 85.4: 19.5 14.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 94: 37 17 11 18 33 65 52: Old : 94: 37 17 11 18 33 65 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.2 28.1 47.8 45.0 33.2 28.1 45.3 42.2 Old : 33.2 28.1 47.8 45.0 33.2 28.1 45.3 42.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 43,851: 18,764 7,151 6,978 10,983 8,636 36,725 22,765: 7,126 21,086 Old : 43,851: 18,764 7,151 6,978 10,983 8,636 36,725 22,765: 7,126 21,086 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 3,785: 1,326 252 1,275 844 668 3,445 2,195: 340 1,590 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.8 16.3 15.9 25.0 19.7 83.7 51.9: 16.3 48.1 Old : 100.0: 42.8 16.3 15.9 25.0 19.7 83.7 51.9: 16.3 48.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 161: 52 34 35 31 51 106 105: Old : 161: 52 34 35 31 51 106 105: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.8 15.4 31.8 22.4 18.8 10.8 30.7 15.9 Old : 18.8 15.4 31.8 22.4 18.8 10.8 30.7 15.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CAD 100,000) : : : : All : 91,294: 39,665 14,717 0 12,976 63,827 52,641 78,544: 38,653 12,750 Old : 91,294: 39,665 14,717 0 12,976 63,827 52,641 78,544: 38,653 12,750 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -50,997: -5,175 3,273 -9,726 -32,838 -43,670 -47,739 -50,123: -3,258 -874 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.4 16.1 0.0 14.2 69.9 57.7 86.0: 42.3 14.0 Old : 100.0: 43.4 16.1 0.0 14.2 69.9 57.7 86.0: 42.3 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 72: 33 8 0 12 25 45 33: Old : 72: 33 8 0 12 25 45 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.9 46.6 31.1 62.9 23.9 46.5 31.1 62.8 Old : 23.9 46.6 31.1 62.9 23.9 46.5 31.1 62.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CHF 125,000) : : : : All : 44,704: 25,365 12,838 77 2,529 22,437 27,971 35,352: 16,733 9,352 Old : 44,704: 25,365 12,838 77 2,529 22,437 27,971 35,352: 16,733 9,352 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 4,900: 4,571 2,760 77 -277 3,280 4,371 6,117: 529 -1,217 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.7 28.7 0.2 5.7 50.2 62.6 79.1: 37.4 20.9 Old : 100.0: 56.7 28.7 0.2 5.7 50.2 62.6 79.1: 37.4 20.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 21 8 2 6 17 27 27: Old : 48: 21 8 2 6 17 27 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.9 44.9 39.2 57.3 24.9 44.9 39.2 57.3 Old : 24.9 44.9 39.2 57.3 24.9 44.9 39.2 57.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF MXN 500,000) : : : : All : 116,332: 89,066 11,064 0 20,862 103,930 109,928 114,994: 6,404 1,338 Old : 116,332: 89,066 11,064 0 20,862 103,930 109,928 114,994: 6,404 1,338 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -462: 1,372 538 0 -1,512 -1,191 -140 -653: -322 191 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.6 9.5 0.0 17.9 89.3 94.5 98.8: 5.5 1.2 Old : 100.0: 76.6 9.5 0.0 17.9 89.3 94.5 98.8: 5.5 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 93: 50 13 0 15 19 65 32: Old : 93: 50 13 0 15 19 65 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 71.5 72.3 87.6 57.8 71.5 72.3 87.4 Old : 57.8 71.5 72.3 87.6 57.8 71.5 72.3 87.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF GBP 62,500) : : : : All : 69,207: 14,579 22,011 0 36,813 25,689 51,392 47,700: 17,815 21,507 Old : 69,207: 14,579 22,011 0 36,813 25,689 51,392 47,700: 17,815 21,507 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 1,387: 2,374 1,620 0 -1,092 -2,697 1,282 -1,077: 105 2,464 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 31.8 0.0 53.2 37.1 74.3 68.9: 25.7 31.1 Old : 100.0: 21.1 31.8 0.0 53.2 37.1 74.3 68.9: 25.7 31.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 73: 13 23 0 23 23 36 46: Old : 73: 13 23 0 23 23 36 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 22.6 54.5 36.0 37.0 21.7 52.3 35.1 Old : 37.6 22.6 54.5 36.0 37.0 21.7 52.3 35.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 12,500,000) : : : : All : 90,072: 34,243 21,714 268 36,574 38,943 71,085 60,925: 18,987 29,147 Old : 90,072: 34,243 21,714 268 36,574 38,943 71,085 60,925: 18,987 29,147 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -6,038: -753 -547 268 -4,445 -4,947 -4,930 -5,226: -1,108 -812 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.0 24.1 0.3 40.6 43.2 78.9 67.6: 21.1 32.4 Old : 100.0: 38.0 24.1 0.3 40.6 43.2 78.9 67.6: 21.1 32.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 88: 23 30 3 18 24 44 54: Old : 88: 23 30 3 18 24 44 54: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.9 29.2 44.8 38.2 30.5 28.3 44.4 37.3 Old : 30.9 29.2 44.8 38.2 30.5 28.3 44.4 37.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 156,136: 38,604 52,697 671 68,741 54,908 108,016 108,276: 48,120 47,860 Old : 156,136: 38,604 52,697 671 68,741 54,908 108,016 108,276: 48,120 47,860 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 9,355: 2,915 6,704 425 5,646 4,521 8,986 11,650: 369 -2,295 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 33.8 0.4 44.0 35.2 69.2 69.3: 30.8 30.7 Old : 100.0: 24.7 33.8 0.4 44.0 35.2 69.2 69.3: 30.8 30.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 144: 34 49 7 35 41 71 95: Old : 144: 34 49 7 35 41 71 95: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.9 17.7 33.6 26.4 19.7 17.7 33.1 26.3 Old : 19.9 17.7 33.6 26.4 19.7 17.7 33.1 26.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF NZD 100,000) : : : : All : 25,081: 17,780 10,414 0 5,150 13,326 22,930 23,740: 2,151 1,341 Old : 25,081: 17,780 10,414 0 5,150 13,326 22,930 23,740: 2,151 1,341 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 571: -3,534 1,621 0 4,165 -1,432 631 189: -60 382 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 41.5 0.0 20.5 53.1 91.4 94.7: 8.6 5.3 Old : 100.0: 70.9 41.5 0.0 20.5 53.1 91.4 94.7: 8.6 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 12 13 0 9 6 21 19: Old : 39: 12 13 0 9 6 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 67.3 77.5 86.3 58.7 67.3 77.5 86.3 Old : 58.7 67.3 77.5 86.3 58.7 67.3 77.5 86.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All : 7,063,589: 657,802 388,304 751,341 4,906,060 5,054,531 6,315,203 6,194,176: 748,386 869,413 Old : 7,063,589: 657,802 388,304 751,341 4,906,060 5,054,531 6,315,203 6,194,176: 748,386 869,413 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -477: 4,679 -5,115 -10,681 7,178 -53,543 1,176 -69,339: -1,653 68,862 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 5.5 10.6 69.5 71.6 89.4 87.7: 10.6 12.3 Old : 100.0: 9.3 5.5 10.6 69.5 71.6 89.4 87.7: 10.6 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 219: 48 37 69 110 116 198 191: Old : 219: 48 37 69 110 116 198 191: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.5 29.0 47.2 44.2 35.2 24.4 42.3 37.9 Old : 36.5 29.0 47.2 44.2 35.2 24.4 42.3 37.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 758,336: 71,031 70,957 9,970 555,976 591,710 636,977 672,636: 121,359 85,699 Old : 758,336: 71,031 70,957 9,970 555,976 591,710 636,977 672,636: 121,359 85,699 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -351,138: -12,256 -343 -73,825 -223,522 -234,906 -309,603 -309,074: -41,535 -42,063 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 9.4 1.3 73.3 78.0 84.0 88.7: 16.0 11.3 Old : 100.0: 9.4 9.4 1.3 73.3 78.0 84.0 88.7: 16.0 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 492: 93 97 32 188 203 300 313: Old : 492: 93 97 32 188 203 300 313: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.0 20.2 28.7 29.6 17.7 18.5 25.4 28.0 Old : 20.0 20.2 28.7 29.6 17.7 18.5 25.4 28.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 271,164: 19,663 17,364 936 172,380 214,352 192,979 232,652: 78,185 38,512 Old : 271,164: 19,663 17,364 936 172,380 214,352 192,979 232,652: 78,185 38,512 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -160,076: -51,072 -3,100 -11,625 -79,198 -125,122 -141,895 -139,847: -18,181 -20,229 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 6.4 0.3 63.6 79.0 71.2 85.8: 28.8 14.2 Old : 100.0: 7.3 6.4 0.3 63.6 79.0 71.2 85.8: 28.8 14.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 117: 14 16 5 50 54 67 72: Old : 117: 14 16 5 50 54 67 72: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.8 27.7 36.3 44.7 24.3 27.2 34.8 44.2 Old : 25.8 27.7 36.3 44.7 24.3 27.2 34.8 44.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($50 X S&P 500 INDEX) : : : : All : 2,435,858: 282,613 293,737 19,395 1,917,982 1,886,790 2,219,990 2,199,922: 215,868 235,936 Old : 2,435,858: 282,613 293,737 19,395 1,917,982 1,886,790 2,219,990 2,199,922: 215,868 235,936 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -955,308: -77,370 -257,665 -39,550 -721,619 -548,921 -838,539 -846,136: -116,769 -109,172 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 12.1 0.8 78.7 77.5 91.1 90.3: 8.9 9.7 Old : 100.0: 11.6 12.1 0.8 78.7 77.5 91.1 90.3: 8.9 9.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 451: 87 91 26 161 183 262 286: Old : 451: 87 91 26 161 183 262 286: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.1 20.7 32.8 29.6 20.8 18.5 29.8 26.9 Old : 22.1 20.7 32.8 29.6 20.8 18.5 29.8 26.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 98,509: 13,673 6,931 227 73,601 88,314 87,501 95,472: 11,008 3,037 Old : 98,509: 13,673 6,931 227 73,601 88,314 87,501 95,472: 11,008 3,037 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -25,737: -690 393 -212 -24,311 -25,522 -25,213 -25,341: -524 -396 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 7.0 0.2 74.7 89.7 88.8 96.9: 11.2 3.1 Old : 100.0: 13.9 7.0 0.2 74.7 89.7 88.8 96.9: 11.2 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 86: 14 6 1 41 37 55 44: Old : 86: 14 6 1 41 37 55 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.7 41.7 55.8 64.2 39.0 41.7 53.3 64.2 Old : 40.7 41.7 55.8 64.2 39.0 41.7 53.3 64.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 INDEX X $100) : : : : All : 66,711: 24,902 7,439 244 36,408 56,100 61,553 63,783: 5,158 2,928 Old : 66,711: 24,902 7,439 244 36,408 56,100 61,553 63,783: 5,158 2,928 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -67,780: 536 -2,762 -10,851 -48,654 -47,860 -58,969 -61,473: -8,811 -6,307 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.3 11.2 0.4 54.6 84.1 92.3 95.6: 7.7 4.4 Old : 100.0: 37.3 11.2 0.4 54.6 84.1 92.3 95.6: 7.7 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 219: 71 25 8 69 69 143 99: Old : 219: 71 25 8 69 69 143 99: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.4 33.7 32.5 53.3 18.8 33.5 30.1 51.3 Old : 20.4 33.7 32.5 53.3 18.8 33.5 30.1 51.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 STOCK INDEX X $20) : : : : All : 333,555: 124,509 37,197 1,220 182,038 280,500 307,767 318,917: 25,788 14,638 Old : 333,555: 124,509 37,197 1,220 182,038 280,500 307,767 318,917: 25,788 14,638 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -187,192: 5,060 -51,595 -8,820 -170,951 -103,265 -174,711 -163,680: -12,481 -23,512 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.3 11.2 0.4 54.6 84.1 92.3 95.6: 7.7 4.4 Old : 100.0: 37.3 11.2 0.4 54.6 84.1 92.3 95.6: 7.7 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 219: 71 25 8 69 69 143 99: Old : 219: 71 25 8 69 69 143 99: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.4 33.7 32.5 53.3 18.8 33.5 30.1 51.3 Old : 20.4 33.7 32.5 53.3 18.8 33.5 30.1 51.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF AUD 100,000) : : : : All : 115,007: 69,875 9,325 117 14,331 93,481 84,323 102,923: 30,684 12,084 Old : 115,007: 69,875 9,325 117 14,331 93,481 84,323 102,923: 30,684 12,084 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 1,423: 7,205 433 -33 -6,695 332 477 732: 946 691 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 8.1 0.1 12.5 81.3 73.3 89.5: 26.7 10.5 Old : 100.0: 60.8 8.1 0.1 12.5 81.3 73.3 89.5: 26.7 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 30 11 1 10 19 41 30: Old : 66: 30 11 1 10 19 41 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.8 49.9 48.6 74.2 33.8 49.9 48.6 74.0 Old : 33.8 49.9 48.6 74.2 33.8 49.9 48.6 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X $5.00) : : : : All : 39,299: 9,571 12,798 2 18,913 6,156 28,486 18,956: 10,813 20,343 Old : 39,299: 9,571 12,798 2 18,913 6,156 28,486 18,956: 10,813 20,343 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : 1,888: 1,222 637 0 536 -944 1,758 -307: 130 2,195 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 32.6 0.0 48.1 15.7 72.5 48.2: 27.5 51.8 Old : 100.0: 24.4 32.6 0.0 48.1 15.7 72.5 48.2: 27.5 51.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 50: 13 12 1 20 8 34 20: Old : 50: 13 12 1 20 8 34 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.6 29.2 43.8 37.8 29.6 29.2 43.8 37.8 Old : 29.6 29.2 43.8 37.8 29.6 29.2 43.8 37.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X JPY 500) : : : : All : 46,453: 13,805 6,565 333 22,352 20,662 36,490 27,560: 9,963 18,893 Old : 46,453: 13,805 6,565 333 22,352 20,662 36,490 27,560: 9,963 18,893 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -1,699: 132 449 249 -307 768 74 1,466: -1,773 -3,165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 14.1 0.7 48.1 44.5 78.6 59.3: 21.4 40.7 Old : 100.0: 29.7 14.1 0.7 48.1 44.5 78.6 59.3: 21.4 40.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 16 5 1 16 16 32 22: Old : 47: 16 5 1 16 16 32 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 38.8 49.6 49.7 32.4 38.8 45.6 48.3 Old : 35.8 38.8 49.6 49.7 32.4 38.8 45.6 48.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (MSCI EAFE INDEX X $50) : : : : All : 27,695: 4,848 737 365 18,701 24,786 23,914 25,888: 3,781 1,807 Old : 27,695: 4,848 737 365 18,701 24,786 23,914 25,888: 3,781 1,807 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -5,546: 748 -69 -364 -5,842 -4,853 -5,458 -5,286: -88 -260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 2.7 1.3 67.5 89.5 86.3 93.5: 13.7 6.5 Old : 100.0: 17.5 2.7 1.3 67.5 89.5 86.3 93.5: 13.7 6.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 6 3 1 19 24 25 28: Old : 44: 6 3 1 19 24 25 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.4 44.5 58.6 64.7 35.5 42.8 50.1 58.9 Old : 41.4 44.5 58.6 64.7 35.5 42.8 50.1 58.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 Commitments of Traders - Futures Only, December 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (MSCI INDEX X $50) : : : : All : 38,318: 13,775 1,920 6 17,379 34,546 31,160 36,472: 7,158 1,846 Old : 38,318: 13,775 1,920 6 17,379 34,546 31,160 36,472: 7,158 1,846 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 14, 2010 : : -8,313: -482 239 6 -3,134 -3,486 -3,610 -3,241: -4,703 -5,072 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.9 5.0 0.0 45.4 90.2 81.3 95.2: 18.7 4.8 Old : 100.0: 35.9 5.0 0.0 45.4 90.2 81.3 95.2: 18.7 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 14 3 1 20 18 35 21: Old : 49: 14 3 1 20 18 35 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.4 57.9 48.5 75.6 31.3 57.9 47.4 75.1 Old : 32.4 57.9 48.5 75.6 31.3 57.9 47.4 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 27, 2010