MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,308 COMMITMENTS 2,887 3,866 726 14,638 13,599 18,251 18,191 3,057 3,117 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 370) 56 295 2 271 93 329 390 41 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 18.1 3.4 68.7 63.8 85.7 85.4 14.3 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 17 15 14 27 25 50 48 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 248,085 COMMITMENTS 83,755 36,256 56,131 80,159 121,778 220,045 214,165 28,040 33,920 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 4,963) 2,810 -3,170 3,177 296 7,340 6,283 7,347 -1,320 -2,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 14.6 22.6 32.3 49.1 88.7 86.3 11.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 96 71 96 59 81 213 207 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 329,446 COMMITMENTS 106,676 59,511 67,957 125,050 152,331 299,683 279,799 29,763 49,647 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -457) 2,522 1,359 900 -1,215 1,657 2,207 3,916 -2,664 -4,373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 18.1 20.6 38.0 46.2 91.0 84.9 9.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408) 121 92 118 79 155 272 318 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,840 COMMITMENTS 4,461 1,597 1,043 2,169 5,703 7,673 8,343 2,167 1,497 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -863) -128 -750 -40 -185 10 -353 -780 -510 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 16.2 10.6 22.0 58.0 78.0 84.8 22.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 43 18 11 23 28 75 50 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,246 COMMITMENTS 9,864 8,841 4,568 8,903 5,556 23,335 18,965 6,911 11,281 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 297) 75 1,038 -22 -120 -159 -67 857 364 -560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 29.2 15.1 29.4 18.4 77.2 62.7 22.8 37.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 33 31 26 46 37 96 83 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,980 COMMITMENTS 557 1,896 146 3,963 2,785 4,666 4,827 314 153 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 81) 3 55 -5 44 -21 42 29 39 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 38.1 2.9 79.6 55.9 93.7 96.9 6.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 8 7 13 10 24 20 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 75,283 COMMITMENTS 10,625 5,202 3,045 61,029 66,809 74,699 75,056 584 227 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 135) 122 -27 -9 0 259 113 223 22 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 6.9 4.0 81.1 88.7 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 2 14 17 18 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 137,247 COMMITMENTS 73,678 7,752 660 25,407 113,539 99,745 121,951 37,502 15,296 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -3,718) 901 -1,673 203 -607 -788 497 -2,258 -4,215 -1,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.7 5.6 0.5 18.5 82.7 72.7 88.9 27.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 39 14 3 18 22 58 38 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,182 COMMITMENTS 23,800 12,169 0 2,380 31,302 26,180 43,471 24,002 6,711 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,548) 1,903 1,707 0 463 901 2,366 2,608 -818 -1,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.4 24.2 0.0 4.7 62.4 52.2 86.6 47.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 16 8 0 3 15 19 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 186,181 COMMITMENTS 149,624 7,872 420 28,558 176,559 178,602 184,851 7,579 1,330 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -14,279) -7,714 -111 310 -2,332 -14,118 -9,736 -13,919 -4,543 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.4 4.2 0.2 15.3 94.8 95.9 99.3 4.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 82 14 3 14 19 98 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 174,676 COMMITMENTS 69,146 32,838 129 62,945 124,180 132,220 157,147 42,456 17,529 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -6,543) -5,320 -4,307 -105 -1,217 -2,745 -6,642 -7,157 99 614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 18.8 0.1 36.0 71.1 75.7 90.0 24.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 39 22 4 14 28 55 52 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 194,632 COMMITMENTS 30,432 110,949 538 148,129 22,501 179,099 133,988 15,533 60,644 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,073) 3,675 -1,416 498 -7,925 3,132 -3,752 2,214 2,679 -3,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 57.0 0.3 76.1 11.6 92.0 68.8 8.0 31.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 20 63 5 25 19 48 84 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 207,608 COMMITMENTS 81,932 76,806 2,969 71,891 82,481 156,792 162,256 50,816 45,352 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 5,017) 6,860 -815 118 -193 6,327 6,785 5,630 -1,768 -613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 37.0 1.4 34.6 39.7 75.5 78.2 24.5 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 55 49 16 41 45 102 104 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 38,246 COMMITMENTS 22,143 7,430 39 15,495 30,169 37,677 37,638 569 608 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -2,808) -204 -153 -1,052 -1,450 -1,549 -2,706 -2,754 -102 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.9 19.4 0.1 40.5 78.9 98.5 98.4 1.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 4 1 6 7 17 11 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,531 COMMITMENTS 25,832 8,750 231 4,147 23,921 30,210 32,902 4,321 1,629 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -5,604) -1,593 -3,936 2 -1,030 -1,863 -2,621 -5,797 -2,983 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.8 25.3 0.7 12.0 69.3 87.5 95.3 12.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 24 11 2 9 13 33 26 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,878,461 COMMITMENTS 1034211 621,353 1492259 4495655 4779763 7022125 6893375 856,336 985,086 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 13,662) -67,337 13,070 -1,862 122,881 33,673 53,682 44,881 -40,020 -31,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 7.9 18.9 57.1 60.7 89.1 87.5 10.9 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 45 40 70 112 119 203 193 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 739,159 COMMITMENTS 97,475 69,182 15,174 517,785 582,325 630,434 666,681 108,725 72,478 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 10,268) 8,216 5,146 1,688 3,924 6,768 13,829 13,602 -3,560 -3,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 9.4 2.1 70.1 78.8 85.3 90.2 14.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 530) 114 85 48 227 205 367 314 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 186,152 COMMITMENTS 15,406 2,444 3,932 113,236 141,237 132,574 147,613 53,578 38,539 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 10,046) 4,670 1,116 394 4,493 9,807 9,557 11,317 489 -1,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 1.3 2.1 60.8 75.9 71.2 79.3 28.8 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 16 3 6 54 44 72 53 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,765,033 COMMITMENTS 430,146 353,491 36,410 2022743 2205438 2489299 2595339 275,734 169,694 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,112) 29,918 32,337 -5,717 -2,843 -15,193 21,358 11,427 -20,246 -10,315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 12.8 1.3 73.2 79.8 90.0 93.9 10.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 500) 106 87 40 202 189 330 294 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 111,803 COMMITMENTS 19,505 2,266 180 80,753 106,638 100,438 109,084 11,365 2,719 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,772) 1,557 -218 180 -2,974 -2,052 -1,237 -2,090 -535 318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 2.0 0.2 72.2 95.4 89.8 97.6 10.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 19 2 1 51 38 70 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,261 COMMITMENTS 13,050 8,180 400 36,702 45,101 50,152 53,681 6,109 2,580 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -2,565) -1,293 1,493 160 -1,013 -4,478 -2,145 -2,825 -419 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 14.5 0.7 65.2 80.2 89.1 95.4 10.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 50 26 11 69 74 123 107 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 281,304 COMMITMENTS 65,252 40,901 1,998 183,510 225,507 250,760 268,406 30,544 12,898 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -12,823) -6,464 7,463 802 -5,064 -22,389 -10,726 -14,124 -2,097 1,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 14.5 0.7 65.2 80.2 89.1 95.4 10.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 50 26 11 69 74 123 107 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 170,157 COMMITMENTS 117,354 37,832 763 19,960 113,165 138,077 151,760 32,080 18,397 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -2,961) 1,213 -2,876 262 182 -1,047 1,657 -3,661 -4,618 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.0 22.2 0.4 11.7 66.5 81.1 89.2 18.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 37 25 4 17 26 56 53 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 52,920 COMMITMENTS 18,159 20,708 860 24,594 10,782 43,613 32,350 9,307 20,570 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 388) 1,058 -1,259 84 -191 439 951 -736 -563 1,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 39.1 1.6 46.5 20.4 82.4 61.1 17.6 38.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 21 8 3 21 6 44 15 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,529 COMMITMENTS 26,729 3,962 483 20,238 22,928 47,450 27,373 7,079 27,156 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,148) 421 680 345 924 4,190 1,690 5,215 -542 -4,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 7.3 0.9 37.1 42.0 87.0 50.2 13.0 49.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 23 6 3 23 23 47 31
Updated January 4, 2013