BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,254 COMMITMENTS 201 70 0 1,538 1,533 1,739 1,603 515 651 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 3.1 0.0 68.2 68.0 77.2 71.1 22.8 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 12 11 14 12 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,397 COMMITMENTS 4,265 6,869 825 24,421 21,444 29,511 29,138 3,886 4,259 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 1,051) 10 290 122 1,454 372 1,586 784 -535 267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 20.6 2.5 73.1 64.2 88.4 87.2 11.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 12 21 14 32 30 53 57 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 205,071 COMMITMENTS 52,228 29,337 39,264 91,790 100,991 183,282 169,592 21,789 35,479 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 10,750) 4,999 -3,770 4,990 -1,383 8,305 8,606 9,525 2,144 1,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 14.3 19.1 44.8 49.2 89.4 82.7 10.6 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 70 77 88 53 67 186 183 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 325,248 COMMITMENTS 126,817 46,895 46,803 125,021 167,280 298,641 260,978 26,607 64,270 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -123) 1,763 4,027 -1,773 -1,613 -2,955 -1,623 -701 1,500 578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 14.4 14.4 38.4 51.4 91.8 80.2 8.2 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 139 63 100 69 181 266 299 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,117 COMMITMENTS 5,104 1,987 1,295 2,732 6,511 9,131 9,793 1,986 1,324 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 984) 716 375 113 142 651 971 1,139 13 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 17.9 11.6 24.6 58.6 82.1 88.1 17.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 38 15 11 19 35 67 53 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,185 COMMITMENTS 19,440 6,978 8,516 12,101 9,567 40,057 25,061 7,128 22,124 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 3,334) 676 -173 1,538 1,118 931 3,332 2,296 2 1,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 14.8 18.0 25.6 20.3 84.9 53.1 15.1 46.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 55 32 35 36 59 113 111 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,622 COMMITMENTS 10,030 0 2,580 45,335 55,683 57,945 58,263 677 359 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 1,871) 1,616 0 2,500 8,011 -304 12,127 2,196 -10,256 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 0.0 4.4 77.3 95.0 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 0 1 11 13 17 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 113,223 COMMITMENTS 58,142 23,355 20 13,470 75,069 71,632 98,444 41,591 14,779 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 21,929) 18,477 8,638 20 494 11,242 18,991 19,900 2,938 2,029 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 20.6 0.0 11.9 66.3 63.3 86.9 36.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 40 11 1 12 27 52 39 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,356 COMMITMENTS 24,349 10,347 90 2,446 27,467 26,885 37,904 19,471 8,452 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 1,652) -1,016 -2,491 13 -83 5,030 -1,086 2,552 2,738 -900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 22.3 0.2 5.3 59.3 58.0 81.8 42.0 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 17 10 1 5 18 22 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 125,232 COMMITMENTS 96,664 14,418 0 21,519 109,615 118,183 124,033 7,049 1,199 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 8,900) 7,598 3,354 0 657 5,685 8,255 9,039 645 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.2 11.5 0.0 17.2 87.5 94.4 99.0 5.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 55 12 0 15 21 70 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 82,141 COMMITMENTS 18,294 31,415 15 46,533 26,113 64,842 57,543 17,299 24,598 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 12,934) 3,715 9,404 15 9,720 424 13,450 9,843 -516 3,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 38.2 0.0 56.7 31.8 78.9 70.1 21.1 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 12 29 1 25 23 38 52 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 109,343 COMMITMENTS 49,941 20,300 219 35,204 59,053 85,364 79,572 23,979 29,771 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 19,271) 15,698 -1,414 -49 -1,370 20,110 14,279 18,647 4,992 624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 18.6 0.2 32.2 54.0 78.1 72.8 21.9 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 28 32 2 16 24 46 56 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 162,312 COMMITMENTS 33,833 60,312 852 80,025 52,498 114,710 113,662 47,602 48,650 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 6,176) -4,771 7,615 181 11,284 -2,410 6,694 5,386 -518 790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 37.2 0.5 49.3 32.3 70.7 70.0 29.3 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 37 50 12 37 37 80 94 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,090 COMMITMENTS 18,570 10,455 0 3,991 13,434 22,561 23,889 2,529 1,201 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 9) 790 41 0 -1,159 108 -369 149 378 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.0 41.7 0.0 15.9 53.5 89.9 95.2 10.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 15 12 0 11 8 26 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,051,004 COMMITMENTS 674,813 386,970 758,484 4873568 5058183 6306865 6203637 744,139 847,367 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -12,585) 17,011 -1,334 7,143 -32,492 3,652 -8,338 9,461 -4,247 -22,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 5.5 10.8 69.1 71.7 89.4 88.0 10.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 50 36 68 109 118 198 192 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 769,754 COMMITMENTS 68,750 74,162 13,088 568,053 594,361 649,891 681,610 119,863 88,143 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 11,418) -2,281 3,205 3,118 12,077 2,651 12,914 8,974 -1,496 2,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 9.6 1.7 73.8 77.2 84.4 88.5 15.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 499) 92 100 41 201 201 318 317 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 273,812 COMMITMENTS 20,190 18,278 1,699 174,298 215,835 196,187 235,812 77,625 38,000 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 2,648) 527 914 763 1,918 1,483 3,208 3,160 -560 -512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 6.7 0.6 63.7 78.8 71.7 86.1 28.3 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 13 17 5 50 57 66 76 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,479,708 COMMITMENTS 272,250 308,872 27,492 1968777 1892628 2268519 2228992 211,189 250,716 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 43,850) -10,363 15,135 8,097 50,795 5,838 48,529 29,070 -4,679 14,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 12.5 1.1 79.4 76.3 91.5 89.9 8.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459) 88 93 35 175 181 282 290 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 98,767 COMMITMENTS 13,686 6,566 192 73,841 88,860 87,719 95,618 11,048 3,149 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 258) 13 -365 -35 240 546 218 146 40 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 6.6 0.2 74.8 90.0 88.8 96.8 11.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 14 6 1 41 39 55 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 74,063 COMMITMENTS 23,053 6,810 1,354 41,366 62,760 65,772 70,923 8,291 3,140 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 7,352) -1,849 -629 1,110 4,958 6,660 4,218 7,140 3,134 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 9.2 1.8 55.9 84.7 88.8 95.8 11.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 72 27 9 68 73 144 105 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 9,411 COMMITMENTS 1,972 471 0 4,214 8,001 6,186 8,472 3,225 939 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -20,931) -7,581 -1,049 -10 -10,250 -19,206 -17,841 -20,265 -3,090 -666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 5.0 0.0 44.8 85.0 65.7 90.0 34.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 2 0 5 11 9 13 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 323,261 COMMITMENTS 110,803 37,095 1,368 185,758 273,793 297,929 312,256 25,332 11,005 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -10,294) -13,706 -102 148 3,720 -6,707 -9,838 -6,661 -456 -3,633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 11.5 0.4 57.5 84.7 92.2 96.6 7.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 68 27 7 66 71 138 101 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 124,005 COMMITMENTS 76,857 12,541 118 13,244 98,213 90,219 110,872 33,786 13,133 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 8,998) 6,982 3,216 1 -1,087 4,732 5,896 7,949 3,102 1,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.0 10.1 0.1 10.7 79.2 72.8 89.4 27.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 34 11 2 10 18 45 30 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 38,595 COMMITMENTS 9,409 12,342 2 19,129 7,007 28,540 19,351 10,055 19,244 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -704) -162 -456 0 216 851 54 395 -758 -1,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 32.0 0.0 49.6 18.2 73.9 50.1 26.1 49.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 14 12 1 20 9 35 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,934 COMMITMENTS 11,855 6,230 249 21,937 21,087 34,041 27,566 9,893 16,368 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -2,519) -1,950 -335 -84 -415 425 -2,449 6 -70 -2,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 14.2 0.6 49.9 48.0 77.5 62.7 22.5 37.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 5 2 18 17 32 23 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 27,669 COMMITMENTS 4,662 937 365 19,105 24,496 24,132 25,798 3,537 1,871 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -26) -186 200 0 404 -290 218 -90 -244 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 3.4 1.3 69.0 88.5 87.2 93.2 12.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 4 1 20 24 26 29 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 12/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 37,890 COMMITMENTS 13,989 1,920 6 16,937 34,568 30,932 36,494 6,958 1,396 CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -428) 214 0 0 -442 22 -228 22 -200 -450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 5.1 0.0 44.7 91.2 81.6 96.3 18.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 14 3 1 22 18 37 21
Updated January 3, 2011