MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,700 COMMITMENTS 3,845 6,129 616 22,210 20,394 26,671 27,139 4,029 3,561 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 2,924) 563 1,197 144 2,124 1,312 2,831 2,653 93 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 20.0 2.0 72.3 66.4 86.9 88.4 13.1 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 10 21 13 31 27 50 53 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 202,740 COMMITMENTS 50,175 30,647 39,999 91,995 96,002 182,169 166,648 20,571 36,092 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -1,910) -1,373 -178 -96 846 -976 -623 -1,250 -1,287 -660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 15.1 19.7 45.4 47.4 89.9 82.2 10.1 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 74 81 93 52 64 185 192 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 334,545 COMMITMENTS 128,719 45,063 50,312 128,361 173,185 307,392 268,560 27,153 65,985 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -6,409) -3,670 998 -2,088 497 -3,966 -5,261 -5,056 -1,148 -1,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 13.5 15.0 38.4 51.8 91.9 80.3 8.1 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438) 142 71 94 96 194 293 318 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,278 COMMITMENTS 4,081 2,463 850 2,607 4,557 7,538 7,870 1,740 1,408 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -65) 8 -243 -16 148 460 140 201 -205 -266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 26.5 9.2 28.1 49.1 81.2 84.8 18.8 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 34 16 9 15 27 55 49 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,066 COMMITMENTS 17,438 6,899 5,703 10,139 7,968 33,280 20,570 6,786 19,496 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,666) 762 262 -350 941 1,152 1,353 1,064 313 602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 17.2 14.2 25.3 19.9 83.1 51.3 16.9 48.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 50 28 30 29 51 96 97 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 56,751 COMMITMENTS 8,414 0 80 37,324 55,987 45,818 56,067 10,933 684 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 5,223) -82 0 0 3,901 5,274 3,819 5,274 1,404 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 0.0 0.1 65.8 98.7 80.7 98.8 19.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 0 1 13 15 18 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 142,291 COMMITMENTS 44,840 11,444 9,726 45,814 107,497 100,380 128,667 41,911 13,624 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 27,292) -2,163 -1,837 9,723 17,667 21,972 25,227 29,858 2,065 -2,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 8.0 6.8 32.2 75.5 70.5 90.4 29.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 41 7 2 20 27 62 35 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,804 COMMITMENTS 20,794 10,078 0 2,806 19,157 23,600 29,235 16,204 10,569 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -3,110) 2,780 1,051 -5 -7,114 -5,638 -4,339 -4,592 1,229 1,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.2 25.3 0.0 7.0 48.1 59.3 73.4 40.7 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 18 6 0 5 14 23 20 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,794 COMMITMENTS 87,694 10,526 0 22,374 105,121 110,068 115,647 6,726 1,147 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -27,029) 9,592 -8,094 -1,631 -34,482 -16,292 -26,521 -26,017 -508 -1,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.1 9.0 0.0 19.2 90.0 94.2 99.0 5.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 49 12 0 13 16 62 28 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 67,820 COMMITMENTS 12,205 20,391 0 37,905 28,386 50,110 48,777 17,710 19,043 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -18,449) -2,037 -6,771 -1,716 -14,238 -7,876 -17,991 -16,363 -458 -2,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 30.1 0.0 55.9 41.9 73.9 71.9 26.1 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 11 20 0 18 23 29 43 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 96,110 COMMITMENTS 34,996 22,261 0 41,019 43,890 76,015 66,151 20,095 29,959 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -36,123) -12,665 -2,112 -720 -14,365 -30,317 -27,750 -33,149 -8,373 -2,974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 23.2 0.0 42.7 45.7 79.1 68.8 20.9 31.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 25 29 0 20 21 45 50 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 146,781 COMMITMENTS 35,689 45,993 246 63,095 50,387 99,030 96,626 47,751 50,155 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -51,318) 3,367 -1,619 -3,308 -52,027 -42,254 -51,968 -47,181 650 -4,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 31.3 0.2 43.0 34.3 67.5 65.8 32.5 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 35 47 7 31 40 67 93 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,510 COMMITMENTS 21,314 8,793 0 985 14,758 22,299 23,551 2,211 959 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -3,085) -710 5,030 -166 -1,200 -7,436 -2,076 -2,572 -1,009 -513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 87.0 35.9 0.0 4.0 60.2 91.0 96.1 9.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 12 0 6 7 17 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,064,066 COMMITMENTS 653,123 393,419 762,022 4898882 5108074 6314027 6263515 750,039 800,551 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -1,106,018) -277,428 -237,836 -227,953 -507,098 -561,506 -1012479 -1027295 -93,539 -78,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 5.6 10.8 69.3 72.3 89.4 88.7 10.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 52 33 68 107 115 195 188 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,109,473 COMMITMENTS 83,287 71,300 83,795 779,498 826,616 946,580 981,711 162,893 127,763 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 128,830) 7,879 -8,633 14,700 93,561 102,526 116,140 108,594 12,690 20,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 6.4 7.6 70.3 74.5 85.3 88.5 14.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 546) 116 97 72 240 234 393 369 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 431,240 COMMITMENTS 70,735 20,464 12,561 251,578 339,474 334,874 372,499 96,366 58,741 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 46,462) 8,344 -1,226 4,557 29,548 28,551 42,449 31,882 4,013 14,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 4.7 2.9 58.3 78.7 77.7 86.4 22.3 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 21 18 15 64 68 94 93 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,391,166 COMMITMENTS 359,983 551,402 58,945 2639601 2435711 3058529 3046058 332,637 345,108 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 411,840) 26,686 -8,024 21,705 320,066 369,877 368,457 383,558 43,383 28,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 16.3 1.7 77.8 71.8 90.2 89.8 9.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 500) 104 93 58 209 208 344 331 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 124,246 COMMITMENTS 14,363 6,538 439 97,912 113,836 112,714 120,813 11,532 3,433 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 15,906) -1,295 -276 112 15,781 15,851 14,598 15,687 1,308 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 5.3 0.4 78.8 91.6 90.7 97.2 9.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 15 5 2 49 40 65 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 134,491 COMMITMENTS 24,366 10,202 11,095 85,062 103,960 120,523 125,256 13,969 9,235 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 24,426) 1,082 332 2,743 18,386 18,336 22,211 21,411 2,215 3,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 7.6 8.2 63.2 77.3 89.6 93.1 10.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 82 35 18 101 86 191 133 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,342 COMMITMENTS 9,553 1,520 10 14,464 27,207 24,027 28,737 6,315 1,605 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 2,798) 1,132 -53 10 1,451 2,212 2,593 2,169 205 629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 5.0 0.0 47.7 89.7 79.2 94.7 20.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 3 1 10 20 17 23 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 520,747 COMMITMENTS 119,449 88,792 10,040 352,989 383,765 482,478 482,597 38,269 38,150 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 108,141) 6,045 8,220 7,369 84,675 80,620 98,089 96,209 10,052 11,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 17.1 1.9 67.8 73.7 92.7 92.7 7.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 78 37 14 95 81 179 126 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,584 COMMITMENTS 62,670 8,892 150 21,026 93,149 83,846 102,191 29,738 11,393 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -13,428) 9,120 -1,306 -372 -20,911 -9,329 -12,163 -11,007 -1,265 -2,421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.2 7.8 0.1 18.5 82.0 73.8 90.0 26.2 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 29 11 1 9 18 39 29 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 37,411 COMMITMENTS 8,349 12,161 2 18,377 7,100 26,728 19,263 10,683 18,148 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -26,176) -1,711 -881 -475 -8,775 -9,863 -10,961 -11,219 -15,215 -14,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 32.5 0.0 49.1 19.0 71.4 51.5 28.6 48.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 13 11 1 22 9 36 20 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,152 COMMITMENTS 13,673 6,116 84 22,659 19,894 36,416 26,094 11,736 22,058 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -11,352) -399 1,259 -1,833 -3,817 -13,506 -6,049 -14,080 -5,303 2,728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 12.7 0.2 47.1 41.3 75.6 54.2 24.4 45.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 5 1 19 16 32 22 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 33,241 COMMITMENTS 4,100 806 729 24,543 29,639 29,372 31,174 3,869 2,067 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 4,275) 541 -492 429 3,589 4,508 4,559 4,445 -284 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 2.4 2.2 73.8 89.2 88.4 93.8 11.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 4 5 21 26 28 33 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 46,631 COMMITMENTS 14,257 1,681 0 20,513 38,032 34,770 39,713 11,861 6,918 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 7,147) 925 -91 -16 1,677 2,104 2,586 1,997 4,561 5,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 3.6 0.0 44.0 81.6 74.6 85.2 25.4 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 16 2 0 20 19 36 21 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 12/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,865 COMMITMENTS 4,008 2,735 734 9,157 11,626 13,899 15,095 1,966 770 CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,309) 198 88 728 -192 130 734 946 575 363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 17.2 4.6 57.7 73.3 87.6 95.1 12.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 11 2 1 6 2 18 4
Updated December 17, 2010