BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,495 COMMITMENTS 0 128 2 1,834 1,550 1,836 1,680 659 815 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.1 0.1 73.5 62.1 73.6 67.3 26.4 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 12 11 13 12 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 45,717 COMMITMENTS 4,345 3,569 7,986 27,451 24,423 39,782 35,979 5,935 9,739 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 3,462) 630 298 578 1,953 2,178 3,161 3,054 301 408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 7.8 17.5 60.0 53.4 87.0 78.7 13.0 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 20 8 17 38 36 63 56 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 234,296 COMMITMENTS 57,586 17,983 57,889 94,114 120,030 209,589 195,901 24,707 38,394 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 6,969) 5,577 -216 -1,344 850 7,132 5,083 5,572 1,886 1,397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 7.7 24.7 40.2 51.2 89.5 83.6 10.5 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 81 72 104 60 72 210 196 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 422,705 COMMITMENTS 137,719 27,339 114,302 137,226 200,975 389,248 342,616 33,457 80,088 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 14,378) 5,706 1,637 213 3,668 7,299 9,588 9,149 4,790 5,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 6.5 27.0 32.5 47.5 92.1 81.1 7.9 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445) 166 68 127 98 190 330 330 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 11,405 COMMITMENTS 5,361 1,265 1,585 2,635 7,079 9,582 9,929 1,823 1,475 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -523) -217 -625 57 -93 23 -253 -544 -270 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.0 11.1 13.9 23.1 62.1 84.0 87.1 16.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 40 10 10 27 36 72 53 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 56,380 COMMITMENTS 21,541 3,870 14,575 12,329 12,893 48,445 31,338 7,936 25,042 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,964) 1,063 -243 778 60 1,113 1,901 1,647 63 316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.2 6.9 25.9 21.9 22.9 85.9 55.6 14.1 44.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 66 31 47 55 74 149 131 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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: 58,964 COMMITMENTS 10,635 0 2,648 45,181 56,164 58,464 58,812 500 152 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 128) 248 0 2 0 176 249 177 -121 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 0.0 4.5 76.6 95.3 99.2 99.7 0.8 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 01/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,381 COMMITMENTS 70,292 23,433 2,298 15,508 91,399 88,098 117,130 48,283 19,251 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 7,202) 5,051 -3,790 -864 -441 10,167 3,747 5,513 3,456 1,690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.5 17.2 1.7 11.4 67.0 64.6 85.9 35.4 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 44 9 8 16 29 65 41 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 44,817 COMMITMENTS 20,659 9,437 571 2,897 24,773 24,128 34,781 20,689 10,036 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -5,917) -3,909 -1,469 -836 -457 -4,629 -5,202 -6,933 -715 1,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.1 21.1 1.3 6.5 55.3 53.8 77.6 46.2 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 6 3 9 19 25 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 94,138 COMMITMENTS 21,147 27,312 3,438 49,504 36,786 74,089 67,536 20,049 26,602 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 699) 3,495 -2,987 -1,872 -2,666 4,972 -1,043 113 1,743 586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 29.0 3.7 52.6 39.1 78.7 71.7 21.3 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 13 28 13 26 30 48 62 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 117,560 COMMITMENTS 44,384 19,992 4,387 43,685 60,659 92,457 85,039 25,104 32,521 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -23,925) -21,673 -7,253 -1,956 3,018 -17,585 -20,612 -26,794 -3,314 2,869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 17.0 3.7 37.2 51.6 78.6 72.3 21.4 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 25 36 16 30 25 66 66 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 245,906 COMMITMENTS 42,202 85,024 32,439 117,932 68,062 192,573 185,525 53,333 60,381 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 32,488) 7,343 27,095 -5,738 28,696 4,501 30,301 25,858 2,188 6,631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 34.6 13.2 48.0 27.7 78.3 75.4 21.7 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 45 75 58 44 48 124 146 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 12,273,065 COMMITMENTS 644,098 291,796 4291858 6497420 6797565 11433377 11381219 839,688 891,846 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 440,435) -11,035 85,527 201,949 257,177 153,044 448,092 440,520 -7,656 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 2.4 35.0 52.9 55.4 93.2 92.7 6.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 75 45 105 131 140 252 253 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 926,081 COMMITMENTS 83,473 77,930 62,252 650,292 694,283 796,016 834,465 130,064 91,616 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 32,386) 9,273 -230 7,042 16,438 29,720 32,753 36,532 -366 -4,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 8.4 6.7 70.2 75.0 86.0 90.1 14.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562) 117 122 102 236 225 414 388 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 370,854 COMMITMENTS 22,731 22,054 33,633 231,849 271,225 288,213 326,912 82,641 43,942 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 18,904) 142 1,807 3,307 17,873 15,296 21,322 20,410 -2,418 -1,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 5.9 9.1 62.5 73.1 77.7 88.2 22.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 20 28 29 68 66 108 103 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 2,776,134 COMMITMENTS 333,162 308,835 113,642 2092214 2115286 2539018 2537764 237,116 238,371 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 67,411) 51,329 -4,511 13,002 -7,178 72,119 57,152 80,609 10,259 -13,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 11.1 4.1 75.4 76.2 91.5 91.4 8.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 508) 107 106 87 212 204 368 348 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 97,549 COMMITMENTS 15,092 7,768 722 71,335 86,442 87,149 94,932 10,400 2,617 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -353) 1,182 822 212 -1,052 -1,316 342 -282 -695 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 46 42 60 49 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED 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: 85,294 COMMITMENTS 24,109 7,720 4,103 48,094 68,612 76,306 80,435 8,988 4,859 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -851) -1,863 1,564 294 1,640 -3,871 71 -2,013 -923 1,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 9.1 4.8 56.4 80.4 89.5 94.3 10.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 79 33 14 88 80 173 121 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED 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: 13,168 COMMITMENTS 3,551 0 0 6,050 11,794 9,601 11,794 3,567 1,374 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 TRADER 27.0 0.0 0.0 45.9 89.6 72.9 89.6 27.1 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 OPTION AND FUTURES COMBINED 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: 360,629 COMMITMENTS 118,199 54,012 5,103 210,222 284,091 333,524 343,205 27,105 17,424 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -4,043) -6,305 6,957 2,331 5,631 -18,224 1,657 -8,936 -5,700 4,892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 15.0 1.4 58.3 78.8 92.5 95.2 7.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 76 35 13 85 78 168 119 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 120,611 COMMITMENTS 64,660 12,393 2,293 19,132 92,561 86,085 107,247 34,526 13,365 CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -8,626) -8,867 1,231 -2,633 2,529 -7,026 -8,972 -8,428 345 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.6 10.3 1.9 15.9 76.7 71.4 88.9 28.6 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 36 14 8 15 19 54 38 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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