BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,408 COMMITMENTS 89 28 18 2,862 3,007 2,969 3,053 439 355 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 711) 27 -5 10 708 692 745 697 -34 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.8 0.5 84.0 88.2 87.1 89.6 12.9 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 15 11 17 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,597 COMMITMENTS 4,674 4,512 923 14,740 15,751 20,337 21,186 4,260 3,411 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 235) 410 -90 -63 353 189 700 36 -465 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 18.3 3.8 59.9 64.0 82.7 86.1 17.3 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 20 15 14 27 25 52 49 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 251,870 COMMITMENTS 91,347 43,781 57,196 74,537 109,447 223,080 210,424 28,790 41,446 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 6,877) 3,904 -2,023 919 1,597 8,412 6,420 7,308 457 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 17.4 22.7 29.6 43.5 88.6 83.5 11.4 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 114 78 115 63 84 243 230 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 341,044 COMMITMENTS 98,341 67,727 71,666 137,483 146,700 307,490 286,093 33,554 54,951 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 4,980) 1,018 1,722 6,563 -1,056 -2,397 6,525 5,888 -1,545 -908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 19.9 21.0 40.3 43.0 90.2 83.9 9.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415) 113 97 142 99 161 299 342 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,649 COMMITMENTS 4,322 2,147 683 2,985 5,998 7,990 8,828 2,659 1,821 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 42) -82 24 132 -355 -368 -305 -212 347 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 20.2 6.4 28.0 56.3 75.0 82.9 25.0 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 43 16 8 24 34 74 56 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,007 COMMITMENTS 8,615 11,140 4,446 8,895 2,769 21,956 18,355 6,051 9,652 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 2,135) -13 684 466 1,031 200 1,484 1,350 651 785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 39.8 15.9 31.8 9.9 78.4 65.5 21.6 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 27 51 28 47 22 93 90 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,146 COMMITMENTS 276 1,667 261 4,232 3,103 4,769 5,031 377 115 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 198) 12 131 11 203 65 226 207 -28 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 32.4 5.1 82.2 60.3 92.7 97.8 7.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 8 9 14 10 26 20 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 79,396 COMMITMENTS 7,556 5,072 2,729 68,397 71,141 78,682 78,942 714 454 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 1,470) 875 0 -90 506 1,452 1,291 1,362 179 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 6.4 3.4 86.1 89.6 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 16 16 18 18 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 167,343 COMMITMENTS 66,356 9,285 1,890 58,434 137,757 126,680 148,932 40,663 18,411 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,154) -6,307 -999 1,054 -1,289 -528 -6,542 -473 3,388 -2,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 5.5 1.1 34.9 82.3 75.7 89.0 24.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 41 15 7 22 30 64 51 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,798 COMMITMENTS 11,722 11,086 25 14,333 24,287 26,080 35,398 18,718 9,400 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 2,031) 1,978 -2,025 -1 -2,157 7,295 -180 5,269 2,211 -3,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 24.7 0.1 32.0 54.2 58.2 79.0 41.8 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 9 9 1 11 18 20 28 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 190,751 COMMITMENTS 126,957 7,995 1,962 52,831 178,418 181,750 188,375 9,001 2,376 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 17,591) 25,467 363 140 -9,650 17,150 15,957 17,653 1,634 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.6 4.2 1.0 27.7 93.5 95.3 98.8 4.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 78 14 7 18 22 100 41 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 178,749 COMMITMENTS 66,050 38,780 624 71,351 123,690 138,025 163,094 40,724 15,655 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 21,048) 14,943 -2,049 -231 323 25,100 15,035 22,820 6,013 -1,772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 21.7 0.3 39.9 69.2 77.2 91.2 22.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 40 22 5 20 33 63 57 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 220,982 COMMITMENTS 20,929 111,255 2,476 184,151 42,934 207,556 156,665 13,426 64,317 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 12,852) -6,098 4,762 2,021 15,637 1,791 11,560 8,574 1,292 4,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 50.3 1.1 83.3 19.4 93.9 70.9 6.1 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 22 62 7 28 24 53 90 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 217,546 COMMITMENTS 48,300 81,095 4,540 117,877 78,193 170,717 163,828 46,829 53,718 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 7,312) 12,501 -21,397 798 -12,271 27,577 1,028 6,978 6,284 334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 37.3 2.1 54.2 35.9 78.5 75.3 21.5 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 44 57 23 49 51 103 121 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,124 COMMITMENTS 19,296 3,680 71 13,964 29,735 33,331 33,486 793 638 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -505) 88 1,712 -109 -601 -2,120 -622 -517 117 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.5 10.8 0.2 40.9 87.1 97.7 98.1 2.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 4 2 6 6 17 10 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,167 COMMITMENTS 23,272 2,184 416 3,771 27,225 27,459 29,825 4,708 2,342 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 266) 1,619 -759 194 -1,768 253 45 -312 221 578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.3 6.8 1.3 11.7 84.6 85.4 92.7 14.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 22 7 2 10 13 33 21 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,613,991 COMMITMENTS 1485473 769,606 1440792 4778604 5368562 7704869 7578960 909,122 1035031 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 88,343) 90,127 36,364 38,316 -76,569 5,661 51,874 80,341 36,469 8,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 8.9 16.7 55.5 62.3 89.4 88.0 10.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 53 44 75 121 125 223 206 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 851,897 COMMITMENTS 95,885 70,419 23,351 595,590 654,049 714,826 747,819 137,071 104,078 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 4,391) 4,558 -10,452 1,473 -4,333 16,983 1,698 8,004 2,693 -3,613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 8.3 2.7 69.9 76.8 83.9 87.8 16.1 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563) 123 95 52 241 231 386 357 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 220,584 COMMITMENTS 13,632 6,031 2,346 143,694 151,536 159,672 159,913 60,912 60,671 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,481) 272 -240 961 -5,525 -1,651 -4,292 -930 811 -2,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 2.7 1.1 65.1 68.7 72.4 72.5 27.6 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 9 5 5 54 48 66 56 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,156,565 COMMITMENTS 441,953 352,628 74,335 2259481 2512565 2775769 2939528 380,796 217,037 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 39,358) 16,141 -56,350 7,850 5,959 93,170 29,950 44,670 9,408 -5,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 11.2 2.4 71.6 79.6 87.9 93.1 12.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 535) 121 94 49 219 210 361 332 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 119,709 COMMITMENTS 16,905 5,585 70 89,273 110,983 106,248 116,638 13,461 3,071 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -512) 1,703 -652 -126 -3,144 385 -1,567 -393 1,055 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 4.7 0.1 74.6 92.7 88.8 97.4 11.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 16 5 1 52 38 68 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 103,926 COMMITMENTS 12,665 8,762 451 80,148 88,471 93,264 97,684 10,662 6,242 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 24,000) 1,892 -2,495 30 18,438 24,334 20,360 21,869 3,641 2,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 8.4 0.4 77.1 85.1 89.7 94.0 10.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 51 37 12 77 80 135 122 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 26,258 COMMITMENTS 277 0 0 22,783 23,421 23,060 23,421 3,198 2,837 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,684) -369 -736 0 -1,778 -1,840 -2,147 -2,576 463 892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 86.8 89.2 87.8 89.2 12.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 11 10 12 10 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 388,338 COMMITMENTS 63,324 45,197 870 286,824 325,248 351,018 371,315 37,320 17,023 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -11,289) 9,458 -11,092 -1,236 -21,724 4,566 -13,502 -7,762 2,213 -3,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 11.6 0.2 73.9 83.8 90.4 95.6 9.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 51 37 11 74 76 131 118 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 212,072 COMMITMENTS 136,218 43,989 2,155 36,331 142,205 174,704 188,349 37,368 23,723 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 15,552) 14,032 -1,391 1,575 651 15,345 16,258 15,529 -706 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.2 20.7 1.0 17.1 67.1 82.4 88.8 17.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 39 28 5 16 31 55 64 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 43,623 COMMITMENTS 12,997 14,896 100 22,473 6,282 35,570 21,278 8,053 22,345 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 2,440) 857 1,959 100 1,213 -1,881 2,170 178 270 2,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 34.1 0.2 51.5 14.4 81.5 48.8 18.5 51.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 15 9 1 19 8 34 18 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,593 COMMITMENTS 21,094 6,882 190 26,493 30,948 47,777 38,020 6,816 16,573 CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 9,114) 3,733 3,003 1 5,140 70 8,874 3,074 240 6,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 12.6 0.3 48.5 56.7 87.5 69.6 12.5 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 22 7 3 23 25 46 34
Updated December 7, 2012