MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,255 COMMITMENTS 3,715 3,272 7,408 25,498 22,245 36,622 32,925 5,634 9,331 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -6,414) -992 84 -2,098 -3,345 -4,352 -6,434 -6,367 21 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 7.7 17.5 60.3 52.6 86.7 77.9 13.3 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 17 14 17 37 32 62 56 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 227,326 COMMITMENTS 52,009 18,199 59,233 93,265 112,898 204,506 190,329 22,821 36,997 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,033) -1,149 -1,623 2,823 -459 1,803 1,215 3,004 -182 -1,971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 8.0 26.1 41.0 49.7 90.0 83.7 10.0 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 78 69 104 62 72 208 196 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 408,326 COMMITMENTS 132,013 25,702 114,089 133,558 193,676 379,660 333,467 28,667 74,859 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 3,398) 2,410 6,071 1,256 85 -2,659 3,751 4,668 -353 -1,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 6.3 27.9 32.7 47.4 93.0 81.7 7.0 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442) 166 68 117 90 189 316 320 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,928 COMMITMENTS 5,578 1,890 1,528 2,728 7,055 9,835 10,473 2,093 1,454 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 620) 459 -53 105 -14 482 549 534 71 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.8 15.8 12.8 22.9 59.2 82.5 87.8 17.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 41 16 10 25 35 75 54 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,416 COMMITMENTS 20,478 4,113 13,797 12,269 11,780 46,544 29,690 7,872 24,726 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 2,094) 979 -439 1,020 -17 1,132 1,982 1,713 112 381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.6 7.6 25.4 22.5 21.6 85.5 54.6 14.5 45.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 60 31 47 51 70 138 128 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,836 COMMITMENTS 10,388 0 2,647 45,181 55,989 58,215 58,635 621 201 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 106) 315 0 1 -154 263 162 264 -56 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 0.0 4.5 76.8 95.2 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 0 2 11 13 17 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,178 COMMITMENTS 65,241 27,223 3,162 15,948 81,232 84,351 111,617 44,827 17,561 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 8,186) 7,029 3,489 531 -549 3,396 7,011 7,417 1,175 770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.5 21.1 2.4 12.3 62.9 65.3 86.4 34.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 47 9 9 19 29 69 44 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,734 COMMITMENTS 24,568 10,906 1,407 3,354 29,401 29,330 41,714 21,404 9,020 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,363) 146 951 1 -46 701 102 1,654 1,261 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.4 21.5 2.8 6.6 58.0 57.8 82.2 42.2 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 18 9 4 8 19 28 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 118,786 COMMITMENTS 91,372 17,062 0 19,581 100,190 110,953 117,252 7,833 1,534 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -6,446) -5,292 2,644 0 -1,938 -9,425 -7,230 -6,781 784 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.9 14.4 0.0 16.5 84.3 93.4 98.7 6.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 65 12 0 14 22 79 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 93,438 COMMITMENTS 17,653 30,299 5,311 52,169 31,814 75,132 67,423 18,306 26,015 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 104) -2,158 -71 -294 2,829 -99 376 -465 -272 569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 32.4 5.7 55.8 34.0 80.4 72.2 19.6 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 14 24 15 27 28 50 58 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 141,486 COMMITMENTS 66,057 27,245 6,344 40,667 78,244 113,068 111,833 28,418 29,653 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 18,778) 15,875 6,560 -347 1,443 16,088 16,972 22,301 1,806 -3,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.7 19.3 4.5 28.7 55.3 79.9 79.0 20.1 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 39 37 20 27 29 74 78 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 213,418 COMMITMENTS 34,859 57,929 38,177 89,236 63,562 162,272 159,668 51,146 53,750 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,680) 1,381 111 456 -1,577 -1,458 260 -891 -1,940 -789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 27.1 17.9 41.8 29.8 76.0 74.8 24.0 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 51 71 64 42 46 130 144 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,443 COMMITMENTS 21,162 10,431 0 2,210 15,002 23,372 25,433 3,071 1,010 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,353) 2,592 -24 0 -1,781 1,568 811 1,544 542 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.0 39.4 0.0 8.4 56.7 88.4 96.2 11.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 17 10 0 7 10 24 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,832,630 COMMITMENTS 655,133 206,269 4089909 6240243 6644521 10985285 10940699 847,345 891,931 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 432,152) 69,886 14,548 243,244 69,298 188,302 382,427 446,094 49,725 -13,942 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 1.7 34.6 52.7 56.2 92.8 92.5 7.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 71 46 99 127 136 246 242 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 893,694 COMMITMENTS 74,200 78,160 55,209 633,854 664,563 763,264 797,933 130,430 95,762 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 23,100) 3,810 3,117 4,828 11,483 17,253 20,120 25,198 2,979 -2,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 8.7 6.2 70.9 74.4 85.4 89.3 14.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540) 108 114 84 230 220 386 370 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 351,950 COMMITMENTS 22,589 20,247 30,326 213,976 255,929 266,891 306,502 85,059 45,448 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 12,093) -1,018 1,003 4,017 6,774 5,736 9,772 10,755 2,321 1,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 5.8 8.6 60.8 72.7 75.8 87.1 24.2 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 21 25 28 67 63 105 99 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,708,723 COMMITMENTS 281,834 313,347 100,640 2099393 2043167 2481866 2457154 226,857 251,569 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 55,031) 18,298 4,732 9,893 23,548 57,587 51,739 72,213 3,291 -17,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 11.6 3.7 77.5 75.4 91.6 90.7 8.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 485) 95 102 70 205 200 340 332 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 97,902 COMMITMENTS 13,910 6,946 510 72,386 87,758 86,806 95,214 11,095 2,687 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -868) 224 380 318 -1,457 -1,102 -915 -404 47 -464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 7.1 0.5 73.9 89.6 88.7 97.3 11.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 14 6 2 42 41 57 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 86,146 COMMITMENTS 25,971 6,156 3,809 46,454 72,483 76,235 82,448 9,911 3,697 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 11,081) 2,756 -731 2,174 4,634 9,229 9,564 10,672 1,517 409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 7.1 4.4 53.9 84.1 88.5 95.7 11.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 83 26 11 78 77 165 110 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,211 COMMITMENTS 4,325 0 0 5,536 12,020 9,861 12,020 3,350 1,191 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 3,793) 2,353 -471 0 1,322 4,019 3,675 3,548 118 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 0.0 0.0 41.9 91.0 74.6 91.0 25.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 0 6 10 10 10 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 364,673 COMMITMENTS 124,505 47,054 2,772 204,591 302,315 331,868 352,141 32,805 12,531 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 36,440) 12,886 9,575 -2 16,561 26,049 29,445 35,622 6,995 818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 12.9 0.8 56.1 82.9 91.0 96.6 9.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 80 27 10 77 76 161 109 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 129,238 COMMITMENTS 73,527 11,162 4,926 16,603 99,587 95,057 115,675 34,181 13,563 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,487) -2,099 68 310 172 -1,583 -1,617 -1,205 -870 -1,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.9 8.6 3.8 12.8 77.1 73.6 89.5 26.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 39 10 13 16 22 58 42 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 39,695 COMMITMENTS 9,988 13,047 2 19,475 7,364 29,465 20,413 10,230 19,282 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,100) 579 705 0 346 357 925 1,062 175 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 32.9 0.0 49.1 18.6 74.2 51.4 25.8 48.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 15 14 1 20 10 36 24 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,172 COMMITMENTS 14,940 6,898 420 21,624 23,624 36,984 30,942 11,188 17,230 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 4,238) 3,085 668 171 -313 2,537 2,943 3,376 1,295 862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 14.3 0.9 44.9 49.0 76.8 64.2 23.2 35.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 16 7 2 16 20 33 28 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 27,363 COMMITMENTS 4,834 737 340 18,428 24,299 23,602 25,376 3,761 1,987 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -306) 172 -200 -25 -677 -197 -530 -422 224 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 2.7 1.2 67.3 88.8 86.3 92.7 13.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 1 19 24 24 28 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 38,064 COMMITMENTS 13,257 2,195 6 17,322 34,482 30,585 36,683 7,479 1,381 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 174) -732 275 0 385 -86 -347 189 521 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 5.8 0.0 45.5 90.6 80.4 96.4 19.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 15 4 1 19 19 35 23 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 14,817 COMMITMENTS 4,149 3,469 14 9,093 11,071 13,256 14,554 1,561 263 CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 23.4 0.1 61.4 74.7 89.5 98.2 10.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 12 3 1 5 2 18 5
Updated January 7, 2011