MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,418 COMMITMENTS 2,795 2,811 7,652 18,185 14,757 28,632 25,221 4,785 8,197 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 1,657) 33 166 627 854 -2 1,514 791 143 866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 8.4 22.9 54.4 44.2 85.7 75.5 14.3 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 20 12 25 34 27 66 52 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 280,408 COMMITMENTS 79,643 32,383 84,492 82,170 125,560 246,305 242,434 34,103 37,974 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -5,923) -6,331 6,856 1,136 -2,170 -12,383 -7,365 -4,391 1,441 -1,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 11.5 30.1 29.3 44.8 87.8 86.5 12.2 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 120 58 129 69 87 249 241 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 389,179 COMMITMENTS 97,077 36,104 124,217 130,588 172,869 351,882 333,191 37,297 55,988 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -17,381) -13,046 2,307 1,125 -6,644 -18,927 -18,566 -15,495 1,185 -1,886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 9.3 31.9 33.6 44.4 90.4 85.6 9.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425) 150 72 167 125 161 345 353 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,304 COMMITMENTS 4,681 1,429 1,558 1,834 5,495 8,073 8,482 2,231 1,822 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 140) 211 0 185 -241 -220 156 -35 -16 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.4 13.9 15.1 17.8 53.3 78.3 82.3 21.7 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 44 19 14 19 25 72 51 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,616 COMMITMENTS 8,441 7,153 8,816 11,083 6,903 28,339 22,871 8,276 13,745 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -795) -2,239 -879 606 1,260 -85 -374 -358 -422 -437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 19.5 24.1 30.3 18.9 77.4 62.5 22.6 37.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 36 30 42 60 54 118 110 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,327 COMMITMENTS 116 2,195 969 3,853 1,944 4,938 5,108 389 220 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 221) -104 172 11 347 74 255 258 -34 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 41.2 18.2 72.3 36.5 92.7 95.9 7.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 8 10 15 9 26 21 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 75,683 COMMITMENTS 10,989 5,231 3,054 60,987 67,167 75,030 75,452 653 231 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -218) -155 17 0 -42 -259 -197 -242 -21 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 6.9 4.0 80.6 88.7 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 3 2 14 18 20 22 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 153,066 COMMITMENTS 72,903 4,437 2,754 29,625 128,586 105,281 135,776 47,784 17,290 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 8,900) 2,420 -1,873 801 2,299 10,296 5,521 9,224 3,379 -324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.6 2.9 1.8 19.4 84.0 68.8 88.7 31.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 44 14 11 20 28 71 46 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,708 COMMITMENTS 18,914 6,312 522 6,652 28,190 26,088 35,023 18,620 9,685 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -3,297) -378 -3,148 -120 1,814 -1,657 1,315 -4,925 -4,612 1,628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.3 14.1 1.2 14.9 63.1 58.4 78.3 41.6 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 13 6 3 11 15 25 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 190,902 COMMITMENTS 160,543 8,878 354 20,040 179,522 180,937 188,754 9,965 2,148 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 5,691) 12,250 108 -211 -7,226 5,285 4,813 5,182 878 509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.1 4.7 0.2 10.5 94.0 94.8 98.9 5.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 94 14 2 17 20 111 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 173,529 COMMITMENTS 63,741 36,143 5,352 65,979 112,061 135,073 153,556 38,456 19,972 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -779) 3,388 985 1,331 -5,910 -2,278 -1,192 38 413 -817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 20.8 3.1 38.0 64.6 77.8 88.5 22.2 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 28 25 12 21 31 57 60 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 245,118 COMMITMENTS 38,279 103,895 28,024 153,989 46,744 220,291 178,663 24,827 66,455 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 14,467) 7,995 -1,525 7,025 -4,902 5,114 10,117 10,614 4,349 3,853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 42.4 11.4 62.8 19.1 89.9 72.9 10.1 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 30 63 31 26 26 74 102 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 255,620 COMMITMENTS 79,789 73,214 25,350 89,670 100,277 194,809 198,842 60,810 56,778 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 28,590) 12,487 -2,408 6,400 1,042 22,869 19,929 26,860 8,661 1,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 28.6 9.9 35.1 39.2 76.2 77.8 23.8 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 61 57 46 50 56 128 142 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 35,698 COMMITMENTS 15,508 8,530 515 19,003 26,141 35,026 35,186 672 512 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -2,763) -6,868 2,109 303 3,847 -5,122 -2,718 -2,710 -45 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.4 23.9 1.4 53.2 73.2 98.1 98.6 1.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 13 4 3 8 8 23 13 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,654 COMMITMENTS 29,920 7,658 362 3,202 28,841 33,484 36,861 5,170 1,793 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 2,123) 3,285 243 133 -1,533 1,928 1,885 2,304 238 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.4 19.8 0.9 8.3 74.6 86.6 95.4 13.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 29 11 1 8 14 37 26 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,218,922 COMMITMENTS 1012008 607,331 3636306 5607304 5899580 10255618 10143218 963,303 1075704 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 282,887) 65,783 55,968 41,366 123,078 163,906 230,226 261,240 52,661 21,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 5.4 32.4 50.0 52.6 91.4 90.4 8.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 56 52 87 119 124 228 223 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 898,576 COMMITMENTS 92,830 68,285 59,225 627,613 678,230 779,668 805,739 118,908 92,837 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 25,877) 427 1,219 3,682 13,773 8,970 17,881 13,871 7,996 12,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 7.6 6.6 69.8 75.5 86.8 89.7 13.2 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591) 138 125 120 249 219 450 401 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 236,576 COMMITMENTS 16,036 2,504 14,449 144,210 175,397 174,696 192,350 61,880 44,226 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -279) 1,317 -6,509 -597 -4,278 -2,289 -3,558 -9,395 3,279 9,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 1.1 6.1 61.0 74.1 73.8 81.3 26.2 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 23 15 31 69 59 106 91 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,310,003 COMMITMENTS 412,487 357,425 195,360 2417015 2514163 3024862 3066948 285,141 243,056 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 130,780) -28,027 15,060 44,970 90,251 56,297 107,194 116,328 23,586 14,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 10.8 5.9 73.0 76.0 91.4 92.7 8.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 547) 126 120 105 220 199 404 366 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 117,347 COMMITMENTS 19,050 2,502 29 86,033 112,105 105,112 114,636 12,235 2,711 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 3,657) 665 224 29 2,882 3,190 3,576 3,443 81 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 2.1 0.0 73.3 95.5 89.6 97.7 10.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 17 3 1 52 39 69 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,021 COMMITMENTS 15,027 6,257 1,620 41,087 53,135 57,735 61,012 6,286 3,009 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 1,951) -1,082 7 305 2,281 1,548 1,504 1,860 446 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 9.8 2.5 64.2 83.0 90.2 95.3 9.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 58 25 22 69 75 139 110 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 320,104 COMMITMENTS 75,133 31,285 8,102 205,437 265,675 288,673 305,062 31,432 15,043 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 9,753) -5,412 33 1,527 11,407 7,741 7,522 9,301 2,231 452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 9.8 2.5 64.2 83.0 90.2 95.3 9.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 58 25 22 69 75 139 110 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 213,274 COMMITMENTS 136,766 47,516 3,852 26,285 139,841 166,903 191,209 46,371 22,065 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 21,608) 14,584 6,264 702 730 15,437 16,015 22,403 5,592 -795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.1 22.3 1.8 12.3 65.6 78.3 89.7 21.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 34 38 15 24 30 70 71 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 53,906 COMMITMENTS 18,163 16,377 0 24,273 14,492 42,436 30,869 11,470 23,037 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 3,071) 4,277 -1,184 -1,237 115 3,786 3,155 1,365 -84 1,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 30.4 0.0 45.0 26.9 78.7 57.3 21.3 42.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 18 10 0 21 9 39 19 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,707 COMMITMENTS 25,807 5,141 233 27,031 23,968 53,071 29,342 7,636 31,365 CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -690) -1,662 -967 -233 1,485 5,943 -410 4,743 -280 -5,433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 8.5 0.4 44.5 39.5 87.4 48.3 12.6 51.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 26 6 2 31 22 58 29
Updated January 18, 2013