MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,776 COMMITMENTS 3,282 4,932 472 20,086 19,082 23,840 24,486 3,936 3,290 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -3,106) -763 183 -225 -1,922 -3,086 -2,910 -3,128 -196 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 17.8 1.7 72.3 68.7 85.8 88.2 14.2 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 8 19 10 29 28 44 51 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 204,650 COMMITMENTS 51,548 30,825 40,095 91,149 96,978 182,792 167,898 21,858 36,752 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 5,017) 2,587 1,291 971 1,427 1,682 4,985 3,944 32 1,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 15.1 19.6 44.5 47.4 89.3 82.0 10.7 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 80 82 91 47 62 184 190 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 340,954 COMMITMENTS 132,389 44,065 52,400 127,864 177,151 312,653 273,616 28,301 67,338 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,371) -4,645 -8,108 435 2,122 4,955 -2,088 -2,718 -283 347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 12.9 15.4 37.5 52.0 91.7 80.3 8.3 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446) 144 76 105 98 194 307 326 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,343 COMMITMENTS 4,073 2,706 866 2,459 4,097 7,398 7,669 1,945 1,674 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 860) 106 585 238 122 -243 466 580 394 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 29.0 9.3 26.3 43.9 79.2 82.1 20.8 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 33 16 9 15 25 54 48 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,400 COMMITMENTS 16,676 6,637 6,053 9,198 6,816 31,927 19,506 6,473 18,894 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 1,179) 1,120 -262 -2 63 328 1,181 64 -2 1,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 17.3 15.8 24.0 17.8 83.1 50.8 16.9 49.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 49 29 30 27 41 91 89 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,528 COMMITMENTS 8,496 0 80 33,423 50,713 41,999 50,793 9,529 735 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 8,127) 1,717 -5 -57 5,025 7,785 6,685 7,723 1,442 404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 0.0 0.2 64.9 98.4 81.5 98.6 18.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 0 1 13 15 19 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 114,999 COMMITMENTS 47,003 13,281 3 28,147 85,525 75,153 98,809 39,846 16,190 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 14,754) 16,004 1,437 -934 -1,135 14,582 13,935 15,085 819 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 11.5 0.0 24.5 74.4 65.4 85.9 34.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 37 8 1 18 24 55 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,914 COMMITMENTS 18,014 9,027 5 9,920 24,795 27,939 33,827 14,975 9,087 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -686) 1,774 611 -9 -1,727 -248 38 354 -724 -1,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.0 21.0 0.0 23.1 57.8 65.1 78.8 34.9 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 9 1 10 13 26 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 143,823 COMMITMENTS 78,102 18,620 1,631 56,856 121,413 136,589 141,664 7,234 2,159 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 9,205) -19,097 327 1,007 26,151 7,624 8,061 8,958 1,144 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.3 12.9 1.1 39.5 84.4 95.0 98.5 5.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 42 17 4 19 23 65 43 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 86,269 COMMITMENTS 14,242 27,162 1,716 52,143 36,262 68,101 65,140 18,168 21,129 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 682) -10,167 -2,111 819 10,995 2,043 1,647 751 -965 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 31.5 2.0 60.4 42.0 78.9 75.5 21.1 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 13 29 8 30 27 49 59 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 132,233 COMMITMENTS 47,661 24,373 720 55,384 74,207 103,765 99,300 28,468 32,933 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -836) -8,130 -1,412 -377 3,863 -1,379 -4,644 -3,168 3,808 2,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 18.4 0.5 41.9 56.1 78.5 75.1 21.5 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 26 25 4 26 28 54 55 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 198,099 COMMITMENTS 32,322 47,612 3,554 115,122 92,641 150,998 143,807 47,101 54,292 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -5,831) -14,942 -6,900 -299 18,257 -2,226 3,016 -9,425 -8,847 3,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 24.0 1.8 58.1 46.8 76.2 72.6 23.8 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 30 52 17 42 45 84 102 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,595 COMMITMENTS 22,024 3,763 166 2,185 22,194 24,375 26,123 3,220 1,472 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 20) -958 -774 166 884 392 92 -216 -72 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.8 13.6 0.6 7.9 80.4 88.3 94.7 11.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 14 9 3 8 14 23 25 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,170,084 COMMITMENTS 930,551 631,255 989,975 5405980 5669580 7326506 7290810 843,578 879,274 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 86,494) 163,075 -7,704 -53,496 -32,779 155,819 76,800 94,619 9,694 -8,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 7.7 12.1 66.2 69.4 89.7 89.2 10.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 59 41 80 120 128 217 216 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 980,643 COMMITMENTS 75,408 79,933 69,095 685,937 724,090 830,439 873,117 150,204 107,526 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 39,500) -2,062 -2,373 17,533 9,888 20,862 25,360 36,022 14,140 3,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 8.2 7.0 69.9 73.8 84.7 89.0 15.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550) 111 109 60 234 213 374 353 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 384,778 COMMITMENTS 62,391 21,690 8,004 222,030 310,923 292,425 340,617 92,353 44,161 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 20,134) 9,299 -1,374 3,990 -461 12,973 12,828 15,589 7,306 4,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 5.6 2.1 57.7 80.8 76.0 88.5 24.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 19 19 8 58 68 78 94 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,979,326 COMMITMENTS 333,297 559,426 37,240 2319535 2065834 2690072 2662500 289,254 316,826 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 96,831) 2,652 54,458 8,261 51,746 39,447 62,659 102,166 34,172 -5,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 18.8 1.2 77.9 69.3 90.3 89.4 9.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 503) 101 104 45 201 186 325 312 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 108,340 COMMITMENTS 15,658 6,814 327 82,131 97,985 98,116 105,126 10,224 3,214 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 768) -683 -646 -739 3,018 1,908 1,596 523 -828 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 6.3 0.3 75.8 90.4 90.6 97.0 9.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 16 5 1 49 35 65 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 110,065 COMMITMENTS 23,284 9,870 8,352 66,676 85,624 98,312 103,846 11,753 6,220 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 3,017) 1,027 -698 206 575 3,952 1,808 3,460 1,209 -443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 9.0 7.6 60.6 77.8 89.3 94.3 10.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 80 30 12 88 77 172 116 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,544 COMMITMENTS 8,421 1,573 0 13,013 24,995 21,434 26,568 6,110 976 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 897) 967 32 0 256 959 1,223 991 -326 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 5.7 0.0 47.2 90.7 77.8 96.5 22.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 3 0 8 16 14 19 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 412,606 COMMITMENTS 113,404 80,572 2,671 268,314 303,145 384,389 386,388 28,217 26,218 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 10,599) 5,537 1,586 -4,208 1,595 14,967 2,924 12,345 7,675 -1,746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 19.5 0.6 65.0 73.5 93.2 93.6 6.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 76 31 9 84 70 163 107 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 127,012 COMMITMENTS 53,550 10,198 522 41,937 102,478 96,009 113,198 31,003 13,814 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 9,710) 8,756 -7,953 -70 666 19,693 9,352 11,670 358 -1,960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.2 8.0 0.4 33.0 80.7 75.6 89.1 24.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 27 10 4 15 22 44 34 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 63,587 COMMITMENTS 10,060 13,042 477 27,152 16,963 37,689 30,482 25,898 33,105 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 17,991) -346 -1,953 429 3,843 5,791 3,926 4,267 14,065 13,724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 20.5 0.8 42.7 26.7 59.3 47.9 40.7 52.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 15 10 2 26 19 43 29 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,504 COMMITMENTS 14,072 4,857 1,917 26,476 33,400 42,465 40,174 17,039 19,330 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 6,483) -3 419 803 2,872 -1,720 3,672 -498 2,811 6,981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 8.2 3.2 44.5 56.1 71.4 67.5 28.6 32.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 13 8 3 22 24 36 34 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 28,966 COMMITMENTS 3,559 1,298 300 20,954 25,131 24,813 26,729 4,153 2,237 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -47) -327 -35 0 828 -442 501 -477 -548 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 4.5 1.0 72.3 86.8 85.7 92.3 14.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 1 18 24 23 28 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 39,484 COMMITMENTS 13,332 1,772 16 18,836 35,928 32,184 37,716 7,300 1,768 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 1,972) 3,291 195 16 -2,009 1,817 1,298 2,028 674 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 4.5 0.0 47.7 91.0 81.5 95.5 18.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 17 3 2 22 18 40 22
Updated December 10, 2010