MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,837 COMMITMENTS 3,855 6,099 449 23,609 20,046 27,913 26,594 3,924 5,243 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,096) 678 72 -228 1,537 1,726 1,987 1,570 109 526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 19.2 1.4 74.2 63.0 87.7 83.5 12.3 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 15 11 8 31 31 50 46 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 210,122 COMMITMENTS 56,455 28,526 38,129 91,973 108,858 186,557 175,513 23,565 34,609 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 4,826) 5,383 596 -3,400 874 6,588 2,857 3,784 1,969 1,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 13.6 18.1 43.8 51.8 88.8 83.5 11.2 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 76 75 91 54 69 193 189 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 333,554 COMMITMENTS 132,316 54,727 42,572 127,429 168,866 302,317 266,165 31,237 67,389 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 3,248) 924 315 -4,880 2,187 3,637 -1,769 -928 5,017 4,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 16.4 12.8 38.2 50.6 90.6 79.8 9.4 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430) 152 68 111 75 181 289 313 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,242 COMMITMENTS 5,378 1,357 1,465 2,626 7,015 9,469 9,837 1,773 1,405 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -541) -203 -608 39 -98 24 -262 -545 -279 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 12.1 13.0 23.4 62.4 84.2 87.5 15.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 40 10 9 26 36 70 53 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,673 COMMITMENTS 21,611 6,592 9,505 12,081 11,725 43,197 27,822 7,476 22,851 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,537) 1,151 42 84 13 979 1,248 1,105 289 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 13.0 18.8 23.8 23.1 85.2 54.9 14.8 45.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 62 34 37 38 69 124 123 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,852 COMMITMENTS 10,591 0 2,580 45,181 56,164 58,352 58,744 500 108 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 230) 244 0 0 0 216 244 216 -14 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 0.0 4.4 76.8 95.4 99.2 99.8 0.8 0.2 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 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,480 COMMITMENTS 70,872 23,115 3 12,570 89,446 83,445 112,564 46,035 16,916 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 8,722) 5,451 -3,958 -52 -333 11,292 5,066 7,282 3,656 1,440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.7 17.9 0.0 9.7 69.1 64.4 86.9 35.6 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 46 5 1 12 27 58 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,839 COMMITMENTS 20,497 9,679 23 2,443 23,955 22,963 33,657 19,876 9,182 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -4,645) -3,990 -1,776 14 134 -4,126 -3,842 -5,888 -803 1,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 22.6 0.1 5.7 55.9 53.6 78.6 46.4 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 14 7 1 7 18 21 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 127,917 COMMITMENTS 101,710 18,138 89 17,795 108,332 119,594 126,559 8,323 1,358 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 9,131) 10,338 1,076 89 -1,786 8,142 8,641 9,307 490 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.5 14.2 0.1 13.9 84.7 93.5 98.9 6.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 77 11 1 13 27 90 39 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 86,335 COMMITMENTS 21,014 26,104 0 46,290 34,749 67,304 60,853 19,031 25,482 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,065) 3,520 -5,523 -15 -3,146 7,030 359 1,492 1,706 573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 30.2 0.0 53.6 40.2 78.0 70.5 22.0 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 13 22 0 22 26 35 48 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 107,132 COMMITMENTS 43,884 19,148 371 39,826 57,651 84,081 77,170 23,051 29,962 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -21,351) -22,040 -7,711 69 4,112 -16,836 -17,859 -24,478 -3,492 3,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 17.9 0.3 37.2 53.8 78.5 72.0 21.5 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 22 31 6 21 24 48 56 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 202,004 COMMITMENTS 42,359 87,541 1,317 108,835 58,443 152,511 147,301 49,493 54,703 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 38,765) 5,257 26,238 132 31,132 5,595 36,521 31,965 2,244 6,800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 43.3 0.7 53.9 28.9 75.5 72.9 24.5 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 40 63 15 38 44 86 114 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,358 COMMITMENTS 20,943 11,323 0 2,746 15,156 23,689 26,479 3,669 879 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 915) -219 892 0 536 154 317 1,046 598 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.6 41.4 0.0 10.0 55.4 86.6 96.8 13.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 16 14 0 5 8 21 22 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,506,868 COMMITMENTS 696,255 539,396 904,946 5123156 5237751 6724357 6682093 782,511 824,775 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 249,310) -35,598 88,619 100,650 199,176 67,786 264,228 257,055 -14,918 -7,745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 7.2 12.1 68.2 69.8 89.6 89.0 10.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 53 44 80 115 125 215 215 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 793,466 COMMITMENTS 82,253 76,724 11,982 578,179 624,461 672,415 713,167 121,051 80,299 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 17,063) 10,082 -201 147 7,220 21,166 17,449 21,112 -386 -4,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 9.7 1.5 72.9 78.7 84.7 89.9 15.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 527) 112 93 49 213 215 349 334 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 286,751 COMMITMENTS 19,397 21,000 850 189,865 227,758 210,112 249,608 76,639 37,143 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 10,293) 214 1,207 -299 12,789 10,447 12,704 11,355 -2,411 -1,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 7.3 0.3 66.2 79.4 73.3 87.0 26.7 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 14 17 7 53 59 70 80 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,533,574 COMMITMENTS 345,122 309,459 24,821 1941571 1983513 2311514 2317793 222,060 215,781 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 33,850) 54,761 -1,617 -3,193 -27,843 53,595 23,725 48,785 10,125 -14,935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 12.2 1.0 76.6 78.3 91.2 91.5 8.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 490) 107 89 38 186 195 310 305 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 97,548 COMMITMENTS 15,092 7,768 722 71,334 86,442 87,148 94,932 10,400 2,616 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -352) 1,182 822 212 -1,051 -1,316 343 -282 -695 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 8.0 0.7 73.1 88.6 89.3 97.3 10.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 14 6 1 45 42 59 49 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 84,045 COMMITMENTS 24,012 7,647 3,843 47,328 67,909 75,182 79,399 8,863 4,646 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -908) -1,834 1,576 291 1,551 -3,887 8 -2,020 -916 1,111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 9.1 4.6 56.3 80.8 89.5 94.5 10.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 78 33 10 83 79 164 119 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,159 COMMITMENTS 3,551 0 0 6,050 11,794 9,601 11,794 3,558 1,365 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -43) -774 0 0 514 -226 -260 -226 217 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 0.0 0.0 46.0 89.6 73.0 89.6 27.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 0 8 9 11 9 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 354,431 COMMITMENTS 117,670 53,601 3,848 206,388 280,577 327,906 338,026 26,525 16,405 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -4,326) -6,209 6,972 2,364 5,186 -18,304 1,341 -8,968 -5,667 4,642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 15.1 1.1 58.2 79.2 92.5 95.4 7.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 75 35 8 78 77 156 117 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,920 COMMITMENTS 64,837 11,340 117 16,020 90,574 80,974 102,031 32,946 11,889 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -7,642) -10,219 -1,203 -1 2,477 -6,298 -7,743 -7,502 101 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.9 10.0 0.1 14.1 79.5 71.1 89.6 28.9 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 33 13 1 12 17 46 30 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 39,603 COMMITMENTS 8,446 12,996 0 20,383 8,136 28,829 21,132 10,774 18,471 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -92) -1,542 -51 -2 908 772 -636 719 544 -811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 32.8 0.0 51.5 20.5 72.8 53.4 27.2 46.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 15 13 0 21 12 36 25 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,051 COMMITMENTS 18,038 7,175 241 19,089 25,858 37,368 33,274 12,683 16,777 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,879) 3,098 277 -179 -2,535 2,234 384 2,332 1,495 -453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 14.3 0.5 38.1 51.7 74.7 66.5 25.3 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 20 6 2 16 20 37 27 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 27,131 COMMITMENTS 4,389 732 340 18,714 24,085 23,443 25,157 3,688 1,974 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -232) -445 -5 0 286 -214 -159 -219 -73 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 2.7 1.3 69.0 88.8 86.4 92.7 13.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 3 1 18 23 23 27 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 37,979 COMMITMENTS 10,654 2,219 6 19,797 34,289 30,457 36,514 7,522 1,465 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -85) -2,603 24 0 2,475 -193 -128 -169 43 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 5.8 0.0 52.1 90.3 80.2 96.1 19.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 16 3 1 20 18 37 21
Updated January 14, 2011