BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED 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: 3,981 COMMITMENTS 2 22 172 3,266 3,230 3,440 3,425 541 557 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 343) -4 22 45 249 287 289 354 54 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.6 4.3 82.0 81.1 86.4 86.0 13.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 16 11 19 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 38,739 COMMITMENTS 3,105 2,691 9,357 21,305 19,380 33,767 31,428 4,972 7,311 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -314) -254 128 -42 67 -175 -229 -89 -85 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 6.9 24.2 55.0 50.0 87.2 81.1 12.8 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 24 10 25 38 34 71 60 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 280,451 COMMITMENTS 82,808 23,438 84,543 83,093 133,521 250,443 241,502 30,008 38,949 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 5,339) 3,318 -2,940 2,647 304 8,454 6,270 8,161 -931 -2,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 8.4 30.1 29.6 47.6 89.3 86.1 10.7 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 104 76 116 69 83 242 220 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 394,274 COMMITMENTS 107,968 35,481 115,672 138,392 186,081 362,032 337,234 32,243 57,040 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 3) 2,253 619 1,896 -1,521 2,022 2,628 4,537 -2,625 -4,534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 9.0 29.3 35.1 47.2 91.8 85.5 8.2 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434) 143 87 155 110 168 335 349 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 10,161 COMMITMENTS 4,498 1,530 1,252 2,175 5,828 7,924 8,610 2,236 1,551 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,045) -42 -639 -248 -227 -29 -516 -916 -529 -129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.3 15.1 12.3 21.4 57.4 78.0 84.7 22.0 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 46 16 13 24 29 76 54 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 34,816 COMMITMENTS 10,055 7,477 7,689 9,401 6,217 27,145 21,384 7,671 13,432 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 363) 110 1,081 -49 -154 -183 -93 850 456 -487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 21.5 22.1 27.0 17.9 78.0 61.4 22.0 38.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 41 27 35 55 45 113 96 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED 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: 6,813 COMMITMENTS 307 2,093 1,169 4,812 3,324 6,288 6,586 525 227 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 261) 41 142 76 106 -8 223 210 39 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 30.7 17.2 70.6 48.8 92.3 96.7 7.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 6 10 15 12 28 24 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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: 75,631 COMMITMENTS 10,973 5,202 3,045 61,029 67,157 75,047 75,404 584 227 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 483) 470 -27 -9 0 607 461 571 22 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 6.9 4.0 80.7 88.8 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 2 2 14 18 19 22 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED 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: 147,048 COMMITMENTS 73,601 7,589 3,988 29,702 118,591 107,290 130,168 39,758 16,880 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -3,509) 888 -1,957 594 -807 -295 674 -1,658 -4,183 -1,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 5.2 2.7 20.2 80.6 73.0 88.5 27.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 41 16 14 20 26 68 49 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 51,892 COMMITMENTS 23,698 12,483 389 3,244 31,734 27,331 44,606 24,562 7,286 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,671) 1,903 1,724 -8 496 936 2,391 2,653 -720 -982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.7 24.1 0.7 6.3 61.2 52.7 86.0 47.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 15 9 2 7 15 24 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 188,209 COMMITMENTS 66,710 32,672 6,935 70,457 127,257 144,102 166,864 44,107 21,345 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -3,788) -6,795 -4,488 1,689 1,285 -2,451 -3,821 -5,250 32 1,462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 17.4 3.7 37.4 67.6 76.6 88.7 23.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 37 29 16 19 31 66 66 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 240,939 COMMITMENTS 29,538 107,697 26,717 162,325 39,434 218,579 173,848 22,359 67,090 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 9,978) 3,622 -2,368 6,904 -5,429 7,709 5,097 12,245 4,881 -2,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 44.7 11.1 67.4 16.4 90.7 72.2 9.3 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 24 66 34 28 28 74 107 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 251,780 COMMITMENTS 79,565 73,360 28,522 88,029 96,580 196,116 198,463 55,664 53,317 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 6,180) 6,244 -1,260 914 415 6,723 7,572 6,376 -1,392 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 29.1 11.3 35.0 38.4 77.9 78.8 22.1 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 52 64 43 47 54 124 136 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 10,511,265 COMMITMENTS 982,796 563,049 3328530 5310033 5592227 9621359 9483806 889,906 1027459 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 123,002) -68,822 26,048 91,755 151,003 60,371 173,936 178,174 -50,934 -55,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 5.4 31.7 50.5 53.2 91.5 90.2 8.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 51 45 81 122 126 218 216 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 850,806 COMMITMENTS 97,209 68,600 49,481 584,161 649,696 730,851 767,777 119,955 83,029 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,240) 3,192 3,555 202 -1,150 -1,391 2,245 2,367 -3,484 -3,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 8.1 5.8 68.7 76.4 85.9 90.2 14.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562) 128 100 98 242 215 425 360 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 227,968 COMMITMENTS 15,187 2,217 14,469 137,795 166,430 167,450 183,116 60,518 44,852 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 6,284) 4,371 1,021 -273 1,034 6,532 5,132 7,280 1,152 -996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 1.0 6.3 60.4 73.0 73.5 80.3 26.5 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 17 11 21 65 55 94 77 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,114,188 COMMITMENTS 430,653 352,455 154,518 2231833 2416332 2817004 2923305 297,183 190,882 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -37,619) 7,172 25,737 -10,690 -10,918 -39,613 -14,436 -24,565 -23,183 -13,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 11.3 5.0 71.7 77.6 90.5 93.9 9.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522) 120 94 87 217 200 383 335 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 111,804 COMMITMENTS 19,505 2,266 180 80,754 106,639 100,439 109,085 11,366 2,720 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 TRADER 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 52 38 71 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED 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: 58,152 COMMITMENTS 13,019 7,677 1,371 37,533 46,392 51,923 55,440 6,229 2,712 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -2,452) -1,320 1,436 281 -975 -4,446 -2,014 -2,730 -438 278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 13.2 2.4 64.5 79.8 89.3 95.3 10.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 53 25 19 71 75 130 113 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 290,758 COMMITMENTS 65,096 38,385 6,854 187,664 231,961 259,613 277,200 31,145 13,558 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -12,259) -6,599 7,180 1,403 -4,873 -22,230 -10,069 -13,648 -2,191 1,389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 13.2 2.4 64.5 79.8 89.3 95.3 10.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 53 25 19 71 75 130 113 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 181,742 COMMITMENTS 116,717 38,804 6,361 24,360 116,433 147,438 161,597 34,303 20,144 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -3,589) 249 -3,674 797 -101 -1,139 946 -4,015 -4,535 426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.2 21.4 3.5 13.4 64.1 81.1 88.9 18.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 36 35 21 23 27 73 69 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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