BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,472 COMMITMENTS 145 218 3 2,714 2,584 2,862 2,805 610 667 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 110) 0 11 0 105 81 105 92 5 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 6.3 0.1 78.2 74.4 82.4 80.8 17.6 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 2 14 12 18 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,669 COMMITMENTS 8,403 8,195 1,310 21,414 19,696 31,127 29,201 4,542 6,468 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 1,189) 363 -270 255 418 659 1,036 644 153 545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 23.0 3.7 60.0 55.2 87.3 81.9 12.7 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 16 15 14 27 30 52 50 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,231 COMMITMENTS 85,652 39,165 41,042 105,556 141,150 232,250 221,357 31,981 42,874 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 10,622) 5,694 3,358 3,084 -888 4,814 7,890 11,256 2,732 -634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 14.8 15.5 39.9 53.4 87.9 83.8 12.1 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 112 71 113 56 87 245 226 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 316,924 COMMITMENTS 112,238 54,568 39,739 137,843 167,644 289,820 261,951 27,104 54,973 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -5,315) 251 733 -3,338 -589 371 -3,676 -2,234 -1,639 -3,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 17.2 12.5 43.5 52.9 91.4 82.7 8.6 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398) 135 72 116 87 161 279 302 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,219 COMMITMENTS 3,707 4,557 1,401 3,130 2,306 8,238 8,264 1,981 1,955 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 693) -50 278 44 298 41 292 363 401 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 44.6 13.7 30.6 22.6 80.6 80.9 19.4 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 24 27 15 18 21 51 60 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,760 COMMITMENTS 13,758 4,686 5,068 7,083 6,257 25,909 16,011 5,851 15,749 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -745) -42 473 -464 -52 -491 -558 -482 -187 -263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.3 14.8 16.0 22.3 19.7 81.6 50.4 18.4 49.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 50 33 36 33 42 105 100 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 105,329 COMMITMENTS 7,462 127 4,069 93,245 100,551 104,776 104,747 553 582 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -200) -1,873 0 140 1,525 -287 -208 -147 8 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.1 3.9 88.5 95.5 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 1 15 15 18 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,231 COMMITMENTS 30,069 56,938 519 86,803 62,064 117,391 119,521 25,840 23,710 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 14,080) 1,028 5,753 325 12,947 7,298 14,300 13,376 -220 704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 39.8 0.4 60.6 43.3 82.0 83.4 18.0 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 16 24 4 23 26 43 50 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,224 COMMITMENTS 4,950 14,277 123 23,968 7,405 29,041 21,805 8,183 15,419 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 6,202) 901 4,358 2 6,039 -183 6,942 4,177 -740 2,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 38.4 0.3 64.4 19.9 78.0 58.6 22.0 41.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 18 1 11 11 16 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 120,894 COMMITMENTS 6,539 42,779 795 110,822 70,921 118,156 114,495 2,738 6,399 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 4,359) 373 5,031 -11 8,015 2,986 8,377 8,006 -4,018 -3,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 35.4 0.7 91.7 58.7 97.7 94.7 2.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 14 36 3 23 25 40 63 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 190,728 COMMITMENTS 23,503 70,163 652 154,277 90,373 178,432 161,188 12,296 29,540 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 30,441) 2,812 12,838 99 28,267 15,175 31,178 28,112 -737 2,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 36.8 0.3 80.9 47.4 93.6 84.5 6.4 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 18 34 4 29 20 48 57 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 166,279 COMMITMENTS 56,162 15,615 22 90,534 125,881 146,718 141,518 19,561 24,761 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 16,708) -856 1,777 -36 19,201 13,915 18,309 15,656 -1,601 1,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 9.4 0.0 54.4 75.7 88.2 85.1 11.8 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 30 23 2 21 23 52 47 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 277,511 COMMITMENTS 27,620 131,922 2,305 218,546 80,704 248,471 214,931 29,040 62,580 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 17,447) 1,677 20,911 -875 18,839 -669 19,641 19,367 -2,194 -1,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 47.5 0.8 78.8 29.1 89.5 77.4 10.5 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 26 76 17 50 45 86 128 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,277 COMMITMENTS 11,018 7,300 0 15,819 18,612 26,837 25,912 1,440 2,365 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 1,407) -1,621 2,577 0 3,074 -962 1,453 1,615 -46 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 25.8 0.0 55.9 65.8 94.9 91.6 5.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 17 0 11 11 18 28 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,721,607 COMMITMENTS 427,797 1196038 1546963 5977657 4851463 7952417 7594464 769,190 1127143 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 80,147) 9,131 -27,740 -14,511 28,004 27,245 22,624 -15,006 57,523 95,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 13.7 17.7 68.5 55.6 91.2 87.1 8.8 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 33 65 83 133 141 221 246 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 902,281 COMMITMENTS 48,822 109,425 27,104 698,318 649,105 774,244 785,634 128,037 116,647 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 701) -4,996 -1,320 3,271 3,413 -658 1,688 1,293 -988 -592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 12.1 3.0 77.4 71.9 85.8 87.1 14.2 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560) 82 122 55 236 250 350 396 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 299,108 COMMITMENTS 23,180 19,889 1,645 201,992 216,731 226,817 238,265 72,291 60,843 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 4,632) 1,755 2,220 225 169 8,319 2,149 10,764 2,483 -6,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 6.6 0.5 67.5 72.5 75.8 79.7 24.2 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 15 19 8 62 60 81 83 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,015,865 COMMITMENTS 207,632 527,102 47,873 2481632 2161869 2737137 2736844 278,728 279,021 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -19,656) -24,118 -8,063 5,596 16,219 -44,887 -2,303 -47,354 -17,353 27,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 17.5 1.6 82.3 71.7 90.8 90.7 9.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529) 77 120 43 208 223 310 361 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 119,985 COMMITMENTS 8,450 5,566 9 101,575 108,866 110,034 114,441 9,951 5,544 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 2,865) 101 414 -1,266 3,468 3,760 2,303 2,908 562 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 4.6 0.0 84.7 90.7 91.7 95.4 8.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 6 7 1 51 34 57 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 88,202 COMMITMENTS 7,592 5,659 424 62,295 65,712 70,311 71,796 17,891 16,406 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -6,516) -2,920 -1,685 -1,280 -1,371 -3,983 -5,571 -6,948 -945 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 6.4 0.5 70.6 74.5 79.7 81.4 20.3 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 36 32 10 75 86 117 122 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 29,073 COMMITMENTS 0 538 50 14,718 27,160 14,768 27,748 14,305 1,325 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -1,571) -980 0 0 -492 -1,474 -1,472 -1,474 -99 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.2 50.6 93.4 50.8 95.4 49.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 10 13 11 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 295,643 COMMITMENTS 37,958 25,606 1,872 237,885 192,761 277,715 220,239 17,928 75,404 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -24,725) -13,909 -12,637 -2,188 -4,397 -12,544 -20,494 -27,369 -4,231 2,644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 8.7 0.6 80.5 65.2 93.9 74.5 6.1 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 36 32 9 70 81 111 117 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 124,760 COMMITMENTS 34,307 21,765 39 72,823 80,564 107,169 102,368 17,591 22,392 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -3,432) -9,143 -3,725 32 9,317 -2,769 206 -6,462 -3,638 3,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 17.4 0.0 58.4 64.6 85.9 82.1 14.1 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 15 25 3 23 20 40 46 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 28,319 COMMITMENTS 3,384 5,582 104 18,276 8,515 21,764 14,201 6,555 14,118 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -2,253) -1,123 -2,548 57 -1,105 401 -2,171 -2,090 -82 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 19.7 0.4 64.5 30.1 76.9 50.1 23.1 49.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 7 1 21 11 28 19 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,227 COMMITMENTS 4,737 8,423 1,648 34,597 17,214 40,982 27,285 8,245 21,942 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -215) -3,015 959 -145 1,761 709 -1,399 1,523 1,184 -1,738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 17.1 3.3 70.3 35.0 83.3 55.4 16.7 44.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 7 9 2 33 18 41 28
Updated December 2, 2011