MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,938 COMMITMENTS 2,831 3,571 724 14,367 13,506 17,922 17,801 3,016 3,137 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 520) -71 -362 -32 542 540 439 146 81 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 17.1 3.5 68.6 64.5 85.6 85.0 14.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 18 14 14 27 25 50 48 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 243,122 COMMITMENTS 80,945 39,426 52,954 79,863 114,438 213,762 206,818 29,360 36,304 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 16,264) 6,979 332 3,962 3,393 10,050 14,334 14,344 1,930 1,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 16.2 21.8 32.8 47.1 87.9 85.1 12.1 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 93 72 92 60 82 211 209 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 329,903 COMMITMENTS 104,154 58,152 67,057 126,265 150,674 297,476 275,883 32,427 54,020 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -183) 4,253 -4,210 2,200 -6,332 1,448 121 -562 -304 379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 17.6 20.3 38.3 45.7 90.2 83.6 9.8 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 110 93 128 81 154 272 324 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,703 COMMITMENTS 4,589 2,347 1,083 2,354 5,693 8,026 9,123 2,677 1,580 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 53) -125 74 259 -10 -46 124 287 -71 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 21.9 10.1 22.0 53.2 75.0 85.2 25.0 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 44 18 6 26 30 74 51 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,949 COMMITMENTS 9,789 7,803 4,590 9,023 5,715 23,402 18,108 6,547 11,841 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 923) 292 1,090 -52 482 119 722 1,157 201 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 26.1 15.3 30.1 19.1 78.1 60.5 21.9 39.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 33 31 25 44 39 93 84 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,899 COMMITMENTS 554 1,841 151 3,919 2,806 4,624 4,798 275 101 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 225) 49 95 -39 208 206 218 262 7 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 37.6 3.1 80.0 57.3 94.4 97.9 5.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 8 7 13 10 24 20 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 75,148 COMMITMENTS 10,503 5,229 3,054 61,029 66,550 74,586 74,833 562 315 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,644) 1,039 -207 250 321 1,606 1,610 1,649 34 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 7.0 4.1 81.2 88.6 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 14 17 17 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,965 COMMITMENTS 72,777 9,425 457 26,014 114,327 99,248 124,209 41,717 16,756 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -78,957) -8,716 2,210 -10,820 -55,667 -69,178 -75,203 -77,788 -3,754 -1,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.6 6.7 0.3 18.5 81.1 70.4 88.1 29.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 40 11 2 18 23 58 36 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,634 COMMITMENTS 21,897 10,462 0 1,917 30,401 23,814 40,863 24,820 7,771 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 5,222) 4,536 -2,619 0 -435 9,022 4,101 6,403 1,121 -1,181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 21.5 0.0 3.9 62.5 49.0 84.0 51.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 14 8 0 2 16 16 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 200,460 COMMITMENTS 157,338 7,983 110 30,890 190,677 188,338 198,770 12,122 1,690 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -11,730) -12,075 -13,681 -35 -1,832 2,416 -13,942 -11,300 2,212 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.5 4.0 0.1 15.4 95.1 94.0 99.2 6.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 84 14 1 16 19 100 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 181,219 COMMITMENTS 74,466 37,145 234 64,162 126,925 138,862 164,304 42,357 16,915 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -7,253) -4,909 -14,194 131 -2,063 7,383 -6,841 -6,680 -412 -573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.1 20.5 0.1 35.4 70.0 76.6 90.7 23.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 40 23 5 16 28 58 54 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 195,705 COMMITMENTS 26,757 112,365 40 156,054 19,369 182,851 131,774 12,854 63,931 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -957) -1,178 -4,733 -123 1,074 342 -227 -4,514 -730 3,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 57.4 0.0 79.7 9.9 93.4 67.3 6.6 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 22 59 3 25 16 49 76 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 202,591 COMMITMENTS 75,072 77,621 2,851 72,084 76,154 150,007 156,626 52,584 45,965 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 8,910) 5,612 -1,575 -142 281 12,102 5,751 10,385 3,159 -1,475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 38.3 1.4 35.6 37.6 74.0 77.3 26.0 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 53 51 18 42 42 101 105 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 41,054 COMMITMENTS 22,347 7,583 1,091 16,945 31,718 40,383 40,392 671 662 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 752) 733 -503 3 85 1,366 821 866 -69 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 18.5 2.7 41.3 77.3 98.4 98.4 1.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 4 5 7 9 20 15 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,135 COMMITMENTS 27,425 12,686 229 5,177 25,784 32,831 38,699 7,304 1,436 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -2,311) -4,405 -4,914 73 648 2,845 -3,684 -1,996 1,373 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.3 31.6 0.6 12.9 64.2 81.8 96.4 18.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 25 14 1 8 12 33 27 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,864,799 COMMITMENTS 1101548 608,283 1494121 4372774 4746090 6968443 6848494 896,356 1016305 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -149,784) -197,119 -25,971 -1,486 36,096 -152,378 -162,509 -179,835 12,725 30,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 7.7 19.0 55.6 60.3 88.6 87.1 11.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 50 38 74 112 119 207 197 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 728,890 COMMITMENTS 89,259 64,037 13,486 513,860 575,556 616,605 653,078 112,285 75,812 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -195,059) -20,675 -4,191 -23,628 -144,258 -159,118 -188,561 -186,937 -6,498 -8,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 8.8 1.9 70.5 79.0 84.6 89.6 15.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 517) 111 79 41 223 204 353 307 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 176,106 COMMITMENTS 10,736 1,328 3,538 108,743 131,430 123,017 136,296 53,089 39,810 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -68,710) -12,708 -6,030 -229 -45,559 -63,491 -58,496 -69,750 -10,214 1,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.8 2.0 61.7 74.6 69.9 77.4 30.1 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 11 3 4 51 44 64 51 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,763,921 COMMITMENTS 400,228 321,154 42,127 2025586 2220631 2467941 2583912 295,980 180,009 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -631,747) -96,380 -47,352 -60,451 -493,496 -478,134 -650,327 -585,937 18,580 -45,810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 11.6 1.5 73.3 80.3 89.3 93.5 10.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 490) 105 81 38 200 188 324 288 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 113,575 COMMITMENTS 17,948 2,484 0 83,727 108,690 101,675 111,174 11,900 2,401 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -15,052) -69 -612 -92 -12,143 -13,887 -12,304 -14,591 -2,748 -461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 2.2 0.0 73.7 95.7 89.5 97.9 10.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 17 3 0 52 41 69 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,825 COMMITMENTS 14,343 6,688 239 37,715 49,579 52,297 56,506 6,528 2,319 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -61,988) -1,506 -596 -2,338 -57,119 -58,020 -60,962 -60,953 -1,026 -1,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 11.4 0.4 64.1 84.3 88.9 96.1 11.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 46 23 6 69 72 117 99 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 294,127 COMMITMENTS 71,716 33,438 1,196 188,574 247,896 261,486 282,530 32,641 11,597 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -175,361) -7,154 -8,707 -4,959 -171,273 -168,084 -183,386 -181,750 8,025 6,389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 11.4 0.4 64.1 84.3 88.9 96.1 11.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 46 23 6 69 72 117 99 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 173,118 COMMITMENTS 116,141 40,708 501 19,778 114,212 136,420 155,421 36,698 17,697 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -31,194) -28,825 -6,762 73 1,878 -22,387 -26,874 -29,076 -4,320 -2,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.1 23.5 0.3 11.4 66.0 78.8 89.8 21.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 39 32 4 16 24 57 58 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 52,532 COMMITMENTS 17,101 21,967 776 24,785 10,343 42,662 33,086 9,870 19,446 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -12) -991 -1,877 676 -36 4,171 -351 2,970 339 -2,982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 41.8 1.5 47.2 19.7 81.2 63.0 18.8 37.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 19 8 3 20 4 41 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,381 COMMITMENTS 26,308 3,282 138 19,314 18,738 45,760 22,158 7,621 31,223 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -5,349) -5,654 181 101 1,250 2,148 -4,303 2,430 -1,046 -7,779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.3 6.1 0.3 36.2 35.1 85.7 41.5 14.3 58.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 22 4 2 23 18 46 23
Updated December 28, 2012