MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,479 COMMITMENTS 4,036 6,449 574 24,107 21,586 28,717 28,609 4,762 4,870 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,642) 181 350 125 498 1,540 804 2,015 838 -373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 19.3 1.7 72.0 64.5 85.8 85.5 14.2 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 14 14 11 30 33 50 52 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,905 COMMITMENTS 60,453 29,902 39,079 93,654 114,576 193,186 183,557 24,719 34,348 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 7,783) 3,998 1,376 950 1,681 5,718 6,629 8,044 1,154 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 13.7 17.9 43.0 52.6 88.7 84.2 11.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 87 73 92 57 76 203 202 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 344,832 COMMITMENTS 130,909 61,225 49,562 133,333 164,620 313,804 275,407 31,028 69,425 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 11,278) -1,407 6,498 6,990 5,904 -4,246 11,487 9,242 -209 2,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 17.8 14.4 38.7 47.7 91.0 79.9 9.0 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442) 153 76 115 78 184 300 323 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,000 COMMITMENTS 5,184 1,321 1,594 2,448 6,803 9,226 9,718 1,774 1,282 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -242) -194 -36 129 -178 -212 -243 -119 1 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 12.0 14.5 22.3 61.8 83.9 88.3 16.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 39 10 7 19 38 61 53 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,444 COMMITMENTS 22,434 7,224 10,460 12,517 12,482 45,411 30,166 8,033 23,278 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,771) 823 632 955 436 757 2,214 2,344 557 427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.0 13.5 19.6 23.4 23.4 85.0 56.4 15.0 43.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 57 38 43 42 73 131 134 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,911 COMMITMENTS 10,010 0 2,580 45,459 55,601 58,049 58,181 862 730 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 59) -581 0 0 278 -563 -303 -563 362 622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 0.0 4.4 77.2 94.4 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 0 1 12 13 18 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,185 COMMITMENTS 67,614 23,559 48 13,829 89,185 81,491 112,792 46,694 15,393 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -1,295) -3,258 444 45 1,259 -261 -1,954 228 659 -1,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.7 18.4 0.0 10.8 69.6 63.6 88.0 36.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 48 9 2 14 27 62 38 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,839 COMMITMENTS 19,711 12,719 0 2,369 20,441 22,080 33,160 19,759 8,679 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -1,000) -786 3,040 -23 -74 -3,514 -883 -497 -117 -503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 30.4 0.0 5.7 48.9 52.8 79.3 47.2 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 11 8 0 6 17 17 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 135,242 COMMITMENTS 108,866 18,664 0 17,841 114,698 126,707 133,362 8,535 1,880 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 7,325) 7,156 526 -89 46 6,366 7,113 6,803 212 522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.5 13.8 0.0 13.2 84.8 93.7 98.6 6.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 69 11 0 13 22 82 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 90,630 COMMITMENTS 31,415 25,621 38 32,530 43,587 63,983 69,246 26,647 21,384 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 4,295) 10,401 -483 38 -13,760 8,838 -3,321 8,393 7,616 -4,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 28.3 0.0 35.9 48.1 70.6 76.4 29.4 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 22 20 2 20 29 43 50 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 110,405 COMMITMENTS 46,258 25,729 436 38,744 53,151 85,438 79,316 24,967 31,089 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 3,273) 2,374 6,581 65 -1,082 -4,500 1,357 2,146 1,916 1,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 23.3 0.4 35.1 48.1 77.4 71.8 22.6 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 24 34 9 22 25 53 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 188,933 COMMITMENTS 67,309 63,200 1,634 65,807 71,021 134,750 135,855 54,183 53,078 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -13,071) 24,950 -24,341 317 -43,028 12,578 -17,761 -11,446 4,690 -1,625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 33.5 0.9 34.8 37.6 71.3 71.9 28.7 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 44 50 14 35 47 85 105 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,636 COMMITMENTS 21,224 9,977 0 2,761 16,664 23,985 26,641 3,651 995 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 278) 281 -1,346 0 15 1,508 296 162 -18 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.8 36.1 0.0 10.0 60.3 86.8 96.4 13.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 17 13 0 6 10 23 23 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,671,946 COMMITMENTS 853,133 504,173 929,963 5127355 5370864 6910451 6805000 761,495 866,946 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 165,078) 156,878 -35,223 25,017 4,199 133,113 186,094 122,907 -21,016 42,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 6.6 12.1 66.8 70.0 90.1 88.7 9.9 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 54 48 80 112 123 214 215 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 810,682 COMMITMENTS 75,954 82,285 13,265 597,424 626,466 686,643 722,016 124,039 88,666 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 17,216) -6,299 5,561 1,283 19,245 2,005 14,228 8,849 2,988 8,367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 10.2 1.6 73.7 77.3 84.7 89.1 15.3 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532) 110 98 46 219 211 353 331 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 295,588 COMMITMENTS 16,259 23,797 1,069 196,669 232,790 213,997 257,656 81,591 37,932 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 8,837) -3,138 2,797 219 6,804 5,032 3,885 8,048 4,952 789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 8.1 0.4 66.5 78.8 72.4 87.2 27.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 12 21 6 57 56 72 80 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,575,471 COMMITMENTS 328,029 321,994 31,427 2003775 1968378 2363231 2321799 212,240 253,672 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 41,897) -17,093 12,535 6,606 62,204 -15,135 51,717 4,006 -9,820 37,891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 12.5 1.2 77.8 76.4 91.8 90.2 8.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 494) 104 94 37 190 192 315 302 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 95,847 COMMITMENTS 13,322 7,489 770 70,724 84,236 84,816 92,495 11,031 3,352 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -1,701) -1,770 -279 48 -610 -2,206 -2,332 -2,437 631 736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 7.8 0.8 73.8 87.9 88.5 96.5 11.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 15 7 2 43 43 58 52 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 88,962 COMMITMENTS 26,546 8,300 4,488 48,304 70,505 79,338 83,293 9,624 5,669 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 4,917) 2,534 653 645 976 2,596 4,156 3,894 761 1,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 9.3 5.0 54.3 79.3 89.2 93.6 10.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 77 38 10 85 82 165 127 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,763 COMMITMENTS 4,286 0 0 6,063 11,822 10,349 11,822 3,414 1,941 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 604) 735 0 0 13 28 748 28 -144 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 0.0 0.0 44.1 85.9 75.2 85.9 24.8 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 0 10 10 13 10 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 375,996 COMMITMENTS 131,621 61,822 2,120 211,205 293,415 344,946 357,357 31,050 18,639 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 21,565) 13,951 8,221 -1,728 4,817 12,838 17,040 19,331 4,525 2,234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 16.4 0.6 56.2 78.0 91.7 95.0 8.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 76 38 8 79 80 156 125 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,314 COMMITMENTS 63,811 10,303 145 17,432 90,843 81,388 101,291 32,926 13,023 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 394) -1,026 -1,037 28 1,412 269 414 -740 -20 1,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.8 9.0 0.1 15.2 79.5 71.2 88.6 28.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 30 9 1 12 18 43 27 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 42,039 COMMITMENTS 8,535 14,568 12 21,079 7,975 29,626 22,555 12,413 19,484 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,436) 89 1,572 12 696 -161 797 1,423 1,639 1,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 34.7 0.0 50.1 19.0 70.5 53.7 29.5 46.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 16 13 1 23 10 39 24 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,536 COMMITMENTS 14,993 7,626 291 25,153 23,161 40,437 31,078 16,099 25,458 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 6,485) -3,045 451 50 6,064 -2,697 3,069 -2,196 3,416 8,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 13.5 0.5 44.5 41.0 71.5 55.0 28.5 45.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 15 8 3 20 18 36 28 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 27,397 COMMITMENTS 4,736 835 340 18,621 23,704 23,697 24,879 3,700 2,518 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 266) 347 103 0 -93 -381 254 -278 12 544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 3.0 1.2 68.0 86.5 86.5 90.8 13.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 3 1 18 24 24 28 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 38,087 COMMITMENTS 10,822 2,893 55 19,388 33,550 30,265 36,498 7,822 1,589 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 108) 168 674 49 -409 -739 -192 -16 300 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 7.6 0.1 50.9 88.1 79.5 95.8 20.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 17 4 1 19 18 37 22 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 01/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,069 COMMITMENTS 3,841 3,458 165 9,180 11,709 13,186 15,332 2,883 737 CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,252) -308 -11 151 87 638 -70 778 1,322 474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 21.5 1.0 57.1 72.9 82.1 95.4 17.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 10 3 2 7 5 19 8
Updated January 21, 2011