BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED 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: 3,175 COMMITMENTS 9 143 11 2,510 2,425 2,530 2,579 644 596 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -512) -147 -69 2 -326 -305 -471 -372 -41 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 4.5 0.3 79.1 76.4 79.7 81.2 20.3 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 13 11 15 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 53,450 COMMITMENTS 8,680 3,688 12,573 26,575 24,915 47,829 41,176 5,622 12,275 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -6,513) -1,406 641 -1,127 -3,249 -4,266 -5,782 -4,752 -731 -1,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 6.9 23.5 49.7 46.6 89.5 77.0 10.5 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 26 12 20 37 35 69 61 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 314,499 COMMITMENTS 86,893 18,054 83,179 111,362 165,271 281,434 266,505 33,065 47,994 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -263) 1,569 -1,922 -647 -458 2,691 463 121 -726 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 5.7 26.4 35.4 52.6 89.5 84.7 10.5 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 115 66 118 70 92 256 228 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 393,893 COMMITMENTS 107,519 28,721 101,212 154,383 198,694 363,114 328,626 30,779 65,267 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -20,108) -6,706 -1,421 -16,039 1,819 -3,036 -20,926 -20,497 818 389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 7.3 25.7 39.2 50.4 92.2 83.4 7.8 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398) 141 61 122 112 170 305 312 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 12,568 COMMITMENTS 3,931 4,929 2,064 3,701 2,451 9,696 9,444 2,872 3,124 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,154) 231 345 577 517 95 1,326 1,018 828 1,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 39.2 16.4 29.4 19.5 77.1 75.1 22.9 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 30 28 21 27 23 67 68 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 35,054 COMMITMENTS 12,825 2,419 7,573 8,202 7,397 28,600 17,388 6,455 17,666 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -451) -1,029 -238 -555 910 380 -674 -412 223 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 6.9 21.6 23.4 21.1 81.6 49.6 18.4 50.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 46 29 45 40 43 111 103 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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: 114,375 COMMITMENTS 7,483 127 5,053 99,494 107,503 112,030 112,683 2,345 1,692 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,820) 21 0 984 23 726 1,028 1,710 1,792 1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 0.1 4.4 87.0 94.0 97.9 98.5 2.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 2 15 16 18 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED 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: 162,858 COMMITMENTS 30,786 49,452 6,336 96,497 81,218 133,618 137,006 29,240 25,852 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 7,270) 838 -5,841 703 5,438 12,024 6,980 6,886 290 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 30.4 3.9 59.3 49.9 82.0 84.1 18.0 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 22 17 12 27 33 56 55 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 49,521 COMMITMENTS 5,036 15,384 3,267 32,360 12,250 40,663 30,901 8,858 18,620 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 5,976) -176 1,521 -74 6,136 2,173 5,886 3,620 90 2,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 31.1 6.6 65.3 24.7 82.1 62.4 17.9 37.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 18 8 16 15 27 35 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 217,598 COMMITMENTS 26,321 68,637 4,260 172,749 112,838 203,331 185,735 14,267 31,863 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 18,640) 2,676 -123 -742 16,467 18,818 18,401 17,953 239 687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 31.5 2.0 79.4 51.9 93.4 85.4 6.6 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 19 31 13 29 33 55 70 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 189,968 COMMITMENTS 56,250 18,909 4,692 108,528 138,438 169,469 162,038 20,499 27,930 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 11,189) 697 3,138 -511 12,350 8,870 12,536 11,496 -1,347 -307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 10.0 2.5 57.1 72.9 89.2 85.3 10.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 25 33 20 28 29 65 70 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 339,915 COMMITMENTS 33,011 122,946 45,978 226,904 106,486 305,893 275,411 34,022 64,504 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 5,696) 5,043 -1,951 3,732 -1,965 10,844 6,810 12,626 -1,115 -6,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 36.2 13.5 66.8 31.3 90.0 81.0 10.0 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 33 84 54 58 57 124 162 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 14,538,365 COMMITMENTS 278,165 948,057 5844794 7600337 6632666 13723296 13425517 815,069 1112847 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -315,290) -147 -55,647 -54,096 -216,834 -73,427 -271,077 -183,171 -44,213 -132,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 6.5 40.2 52.3 45.6 94.4 92.3 5.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 43 67 101 148 152 253 267 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 1,075,940 COMMITMENTS 58,555 99,509 85,010 789,348 759,296 932,913 943,815 143,028 132,126 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 34,676) 9,859 -5,111 9,221 9,476 25,281 28,557 29,391 6,119 5,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 9.2 7.9 73.4 70.6 86.7 87.7 13.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578) 93 131 108 248 258 404 434 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 410,432 COMMITMENTS 32,315 18,393 33,078 251,373 295,962 316,766 347,433 93,667 63,000 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 30,669) 8,937 466 3,228 2,827 30,879 14,991 34,573 15,677 -3,904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 4.5 8.1 61.2 72.1 77.2 84.7 22.8 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 18 26 35 76 69 114 110 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,327,538 COMMITMENTS 234,279 508,661 156,580 2689875 2316668 3080733 2981909 246,805 345,630 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 20,034) 24,452 -8,049 10,131 33,246 -27,991 67,828 -25,909 -47,794 45,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 15.3 4.7 80.8 69.6 92.6 89.6 7.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538) 86 120 95 225 236 366 396 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 117,168 COMMITMENTS 8,394 5,420 32 97,201 106,693 105,627 112,145 11,542 5,023 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,836) -56 -146 23 -4,374 -2,173 -4,407 -2,296 1,571 -541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 4.6 0.0 83.0 91.1 90.1 95.7 9.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 8 6 1 52 38 60 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED 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: 95,173 COMMITMENTS 9,455 4,631 1,392 65,514 73,030 76,361 79,052 18,812 16,121 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 6,078) 1,800 -1,050 743 2,759 6,810 5,303 6,504 775 -426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 4.9 1.5 68.8 76.7 80.2 83.1 19.8 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 45 31 16 80 87 132 127 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED 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: 29,891 COMMITMENTS 981 538 50 14,819 28,246 15,850 28,834 14,041 1,057 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 814) 981 0 0 101 1,086 1,082 1,086 -268 -272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED 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: 326,410 COMMITMENTS 47,275 25,369 1,804 253,474 223,918 302,553 251,090 23,857 75,320 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 26,319) 9,001 -346 -1,188 13,291 28,622 21,104 27,088 5,215 -769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 7.8 0.6 77.7 68.6 92.7 76.9 7.3 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 45 31 15 77 83 128 123 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 155,487 COMMITMENTS 53,016 23,313 8,833 74,026 104,156 135,875 136,301 19,612 19,186 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 18,232) 18,878 1,831 3,221 -4,030 18,674 18,068 23,726 164 -5,493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 15.0 5.7 47.6 67.0 87.4 87.7 12.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 21 24 17 30 32 60 64 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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