BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,036 COMMITMENTS 0 149 5 2,437 2,335 2,442 2,489 594 547 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -436) -145 -69 2 -277 -249 -420 -316 -16 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 0.2 80.3 76.9 80.4 82.0 19.6 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 11 11 13 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,089 COMMITMENTS 7,487 9,324 1,002 19,400 16,475 27,889 26,801 4,200 5,288 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -3,580) -916 1,129 -308 -2,014 -3,221 -3,238 -2,400 -342 -1,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 29.1 3.1 60.5 51.3 86.9 83.5 13.1 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 15 19 10 29 27 51 49 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,218 COMMITMENTS 87,328 34,517 40,154 102,257 144,187 229,739 218,858 31,479 42,360 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -3,013) 1,676 -4,648 -888 -3,299 3,037 -2,511 -2,499 -502 -514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 13.2 15.4 39.1 55.2 87.9 83.8 12.1 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 112 59 103 55 89 230 218 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 319,039 COMMITMENTS 110,701 54,006 38,656 141,903 170,558 291,260 263,220 27,779 55,819 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,115) -1,537 -562 -1,083 4,060 2,914 1,440 1,269 675 846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 16.9 12.1 44.5 53.5 91.3 82.5 8.7 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 124 72 103 88 158 268 290 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 12,366 COMMITMENTS 3,964 4,903 1,967 3,622 2,408 9,553 9,278 2,813 3,088 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,147) 257 346 566 492 102 1,315 1,014 832 1,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 39.6 15.9 29.3 19.5 77.3 75.0 22.7 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 30 27 20 26 22 66 66 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,152 COMMITMENTS 12,676 4,213 4,659 7,872 6,680 25,207 15,552 5,945 15,600 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -608) -1,082 -473 -409 789 423 -702 -459 94 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 13.5 15.0 25.3 21.4 80.9 49.9 19.1 50.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 40 29 37 34 39 96 95 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 108,244 COMMITMENTS 7,483 127 5,053 93,363 101,372 105,899 106,552 2,345 1,692 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,915) 21 0 984 118 821 1,123 1,805 1,792 1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.1 4.7 86.3 93.7 97.8 98.4 2.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 2 15 15 18 18 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 150,326 COMMITMENTS 31,022 51,193 1,003 91,372 74,694 123,397 126,890 26,929 23,436 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 7,095) 953 -5,745 484 4,569 12,630 6,006 7,369 1,089 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 34.1 0.7 60.8 49.7 82.1 84.4 17.9 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 21 16 6 22 32 47 50 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,548 COMMITMENTS 4,358 15,516 96 29,996 9,144 34,450 24,756 8,098 17,792 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 5,324) -592 1,239 -27 6,028 1,739 5,409 2,951 -85 2,373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 36.5 0.2 70.5 21.5 81.0 58.2 19.0 41.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 16 2 13 14 19 32 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 130,231 COMMITMENTS 18,219 39,081 1,145 108,274 83,916 127,638 124,142 2,593 6,089 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 9,337) 11,680 -3,698 350 -2,548 12,995 9,482 9,647 -145 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 30.0 0.9 83.1 64.4 98.0 95.3 2.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 18 28 4 22 25 42 57 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 209,514 COMMITMENTS 26,311 69,871 543 170,467 109,281 197,321 179,695 12,193 29,819 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 18,786) 2,808 -292 -109 16,190 18,908 18,889 18,507 -103 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 33.3 0.3 81.4 52.2 94.2 85.8 5.8 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 19 30 5 28 27 48 61 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 178,625 COMMITMENTS 56,817 18,546 154 102,825 135,080 159,796 153,780 18,829 24,845 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 12,346) 655 2,931 132 12,291 9,199 13,078 12,262 -732 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 10.4 0.1 57.6 75.6 89.5 86.1 10.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 26 26 3 22 26 51 52 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 283,309 COMMITMENTS 34,521 130,335 3,336 215,981 92,238 253,838 225,909 29,471 57,400 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 5,798) 6,901 -1,587 1,031 -2,565 11,534 5,367 10,978 431 -5,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 46.0 1.2 76.2 32.6 89.6 79.7 10.4 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 29 71 18 51 48 90 127 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,597 COMMITMENTS 10,745 6,888 1 15,376 18,497 26,122 25,386 1,475 2,211 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -680) -273 -412 1 -443 -115 -715 -526 35 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 25.0 0.0 55.7 67.0 94.7 92.0 5.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 18 1 11 9 19 28 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,495,479 COMMITMENTS 421,163 1050396 1530478 5811534 4908218 7763175 7489092 732,304 1006387 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -226,128) -6,634 -145,642 -16,485 -166,123 56,755 -189,242 -105,372 -36,886 -120,756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 12.4 18.0 68.4 57.8 91.4 88.2 8.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 31 61 78 132 137 217 233 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 926,993 COMMITMENTS 58,477 102,580 33,072 702,025 671,268 793,574 806,920 133,419 120,073 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 24,712) 9,656 -6,844 5,968 3,706 22,163 19,330 21,286 5,382 3,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 11.1 3.6 75.7 72.4 85.6 87.0 14.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555) 89 115 57 236 247 356 388 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 323,580 COMMITMENTS 31,581 20,026 1,545 203,025 246,222 236,151 267,793 87,429 55,787 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 24,472) 8,401 137 -100 1,033 29,491 9,334 29,528 15,138 -5,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 6.2 0.5 62.7 76.1 73.0 82.8 27.0 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 12 19 8 60 62 76 85 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,017,064 COMMITMENTS 235,240 513,531 56,876 2494999 2125228 2787115 2695635 229,949 321,429 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 1,199) 27,608 -13,571 9,003 13,367 -36,641 49,978 -41,209 -48,779 42,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 17.0 1.9 82.7 70.4 92.4 89.3 7.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526) 85 112 47 213 218 324 351 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 117,150 COMMITMENTS 8,394 5,420 32 97,197 106,679 105,623 112,131 11,527 5,019 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,835) -56 -146 23 -4,378 -2,187 -4,411 -2,310 1,576 -525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 4.6 0.0 83.0 91.1 90.2 95.7 9.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 8 6 1 51 38 59 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 94,208 COMMITMENTS 9,450 4,711 1,144 64,924 72,412 75,517 78,267 18,691 15,941 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 6,007) 1,858 -948 720 2,629 6,700 5,206 6,472 801 -465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 5.0 1.2 68.9 76.9 80.2 83.1 19.8 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 44 30 11 77 86 127 121 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 29,888 COMMITMENTS 981 538 50 14,819 28,246 15,850 28,834 14,038 1,054 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 815) 981 0 0 101 1,086 1,082 1,086 -267 -271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.8 0.2 49.6 94.5 53.0 96.5 47.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 12 13 14 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 321,602 COMMITMENTS 47,248 25,771 565 250,523 220,831 298,336 247,167 23,266 74,435 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 25,959) 9,290 165 -1,307 12,638 28,070 20,621 26,928 5,338 -969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 8.0 0.2 77.9 68.7 92.8 76.9 7.2 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 44 30 9 73 82 121 117 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,807 COMMITMENTS 53,653 23,829 2,955 68,285 99,239 124,893 126,023 17,914 16,784 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 18,047) 19,346 2,064 2,916 -4,538 18,675 17,724 23,655 323 -5,608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 16.7 2.1 47.8 69.5 87.5 88.2 12.5 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 17 24 4 24 27 43 53 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,676 COMMITMENTS 3,741 5,042 1,511 19,114 9,649 24,366 16,202 6,310 14,474 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,357) 357 -540 1,407 838 1,134 2,602 2,001 -245 356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 16.4 4.9 62.3 31.5 79.4 52.8 20.6 47.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 8 4 21 11 31 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,054 COMMITMENTS 4,104 7,442 2,277 37,238 16,749 43,619 26,468 6,435 23,586 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 827) -633 -981 629 2,641 -465 2,637 -817 -1,810 1,644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 14.9 4.5 74.4 33.5 87.1 52.9 12.9 47.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 8 10 6 36 21 47 34
Updated December 9, 2011