BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 3,884: 52 167 16 3,239 3,119 3,307 3,302: 577 582 Old : 3,884: 52 167 16 3,239 3,119 3,307 3,302: 577 582 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 149: 52 4 -1 85 159 136 162: 13 -13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 4.3 0.4 83.4 80.3 85.1 85.0: 14.9 15.0 Old : 100.0: 1.3 4.3 0.4 83.4 80.3 85.1 85.0: 14.9 15.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 2 2 13 13 16 16: Old : 24: 2 2 2 13 13 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 62.3 78.0 79.6 53.6 61.6 71.3 74.1 Old : 54.3 62.3 78.0 79.6 53.6 61.6 71.3 74.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 34,695: 8,328 9,275 1,120 20,469 18,719 29,917 29,114: 4,778 5,581 Old : 34,695: 8,328 9,275 1,120 20,469 18,719 29,917 29,114: 4,778 5,581 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 939: 308 325 93 519 675 920 1,093: 19 -154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 26.7 3.2 59.0 54.0 86.2 83.9: 13.8 16.1 Old : 100.0: 24.0 26.7 3.2 59.0 54.0 86.2 83.9: 13.8 16.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 81: 17 17 12 30 28 55 49: Old : 81: 17 17 12 30 28 55 49: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.7 32.4 59.5 49.5 43.5 32.4 57.3 47.5 Old : 45.7 32.4 59.5 49.5 43.5 32.4 57.3 47.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 236,617: 70,236 45,212 36,167 103,450 118,004 209,853 199,383: 26,764 37,234 Old : 232,070: 69,608 45,505 34,873 102,656 115,552 207,137 195,930: 24,933 36,140 Other: 4,547: 1,787 866 135 794 2,452 2,716 3,453: 1,831 1,094 : : : : : Changes in Commitments from: December 20, 2011 : : 22: -2,619 6,434 -1,932 3,625 -4,025 -926 477: 948 -455 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 19.1 15.3 43.7 49.9 88.7 84.3: 11.3 15.7 Old : 100.0: 30.0 19.6 15.0 44.2 49.8 89.3 84.4: 10.7 15.6 Other: 100.0: 39.3 19.0 3.0 17.5 53.9 59.7 75.9: 40.3 24.1 : : : :# Traders : Number of Traders in Each Category : All : 264: 93 68 98 51 74 191 209: Old : 264: 90 73 97 50 74 189 209: Other: 48: 15 9 5 9 17 25 30: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.8 19.9 33.1 27.2 19.6 18.4 31.3 25.3 Old : 20.0 20.1 33.5 27.4 19.9 18.5 31.6 25.5 Other: 33.0 35.4 43.9 52.8 33.0 35.4 43.9 52.8 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 316,393: 106,834 64,418 36,857 148,733 160,233 292,424 261,508: 23,969 54,885 Old : 316,393: 106,834 64,418 36,857 148,733 160,233 292,424 261,508: 23,969 54,885 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 5,489: 3,745 3,270 -1,727 3,643 2,495 5,661 4,038: -172 1,451 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.8 20.4 11.6 47.0 50.6 92.4 82.7: 7.6 17.3 Old : 100.0: 33.8 20.4 11.6 47.0 50.6 92.4 82.7: 7.6 17.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 367: 101 88 105 79 148 245 290: Old : 367: 101 88 105 79 148 245 290: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.5 13.5 36.6 20.7 22.1 12.9 35.1 19.4 Old : 22.5 13.5 36.6 20.7 22.1 12.9 35.1 19.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 9,559: 3,529 4,838 1,130 3,130 1,818 7,789 7,786: 1,770 1,773 Old : 9,559: 3,529 4,838 1,130 3,130 1,818 7,789 7,786: 1,770 1,773 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : -492: -192 -405 220 -253 -126 -225 -311: -267 -181 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.9 50.6 11.8 32.7 19.0 81.5 81.5: 18.5 18.5 Old : 100.0: 36.9 50.6 11.8 32.7 19.0 81.5 81.5: 18.5 18.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 81: 21 29 12 22 17 51 55: Old : 81: 21 29 12 22 17 51 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 27.4 52.1 44.2 35.8 25.6 48.2 42.1 Old : 35.8 27.4 52.1 44.2 35.8 25.6 48.2 42.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 32,581: 14,011 4,546 4,552 8,195 6,795 26,758 15,893: 5,823 16,688 Old : 32,581: 14,011 4,546 4,552 8,195 6,795 26,758 15,893: 5,823 16,688 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 2,284: 1,143 22 508 468 722 2,119 1,252: 165 1,032 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.0 14.0 14.0 25.2 20.9 82.1 48.8: 17.9 51.2 Old : 100.0: 43.0 14.0 14.0 25.2 20.9 82.1 48.8: 17.9 51.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 146: 47 29 38 32 39 103 95: Old : 146: 47 29 38 32 39 103 95: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.9 7.5 28.2 13.2 15.7 7.4 26.4 12.4 Old : 15.9 7.5 28.2 13.2 15.7 7.4 26.4 12.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF RUB 2,500,000) : : : : All : 119,294: 6,938 1,287 3,193 108,752 113,886 118,883 118,366: 411 928 Old : 119,294: 6,938 1,287 3,193 108,752 113,886 118,883 118,366: 411 928 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : -327: 0 -260 0 -200 -196 -200 -456: -127 129 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 1.1 2.7 91.2 95.5 99.7 99.2: 0.3 0.8 Old : 100.0: 5.8 1.1 2.7 91.2 95.5 99.7 99.2: 0.3 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 2 1 16 14 18 17: Old : 21: 2 2 1 16 14 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.1 74.9 90.8 90.6 31.7 31.1 37.5 37.0 Old : 79.1 74.9 90.8 90.6 31.7 31.1 37.5 37.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CAD 100,000) : : : : All : 118,735: 28,132 49,944 954 64,290 45,089 93,376 95,987: 25,359 22,748 Old : 118,735: 28,132 49,944 954 64,290 45,089 93,376 95,987: 25,359 22,748 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : -55,519: 6,704 1,648 -9,600 -26,195 -48,628 -29,091 -56,580: -26,428 1,061 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 42.1 0.8 54.1 38.0 78.6 80.8: 21.4 19.2 Old : 100.0: 23.7 42.1 0.8 54.1 38.0 78.6 80.8: 21.4 19.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 23 13 2 19 21 43 35: Old : 66: 23 13 2 19 21 43 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 62.1 57.1 69.6 42.8 62.0 55.9 68.0 Old : 42.8 62.1 57.1 69.6 42.8 62.0 55.9 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CHF 125,000) : : : : All : 35,741: 3,829 14,627 41 24,740 2,623 28,610 17,291: 7,131 18,450 Old : 35,741: 3,829 14,627 41 24,740 2,623 28,610 17,291: 7,131 18,450 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 2,721: -6,588 1,074 11 9,591 101 3,014 1,186: -293 1,535 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 40.9 0.1 69.2 7.3 80.0 48.4: 20.0 51.6 Old : 100.0: 10.7 40.9 0.1 69.2 7.3 80.0 48.4: 20.0 51.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 7 13 1 10 8 17 22: Old : 35: 7 13 1 10 8 17 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 27.9 72.4 36.5 58.0 27.9 71.8 36.5 Old : 58.0 27.9 72.4 36.5 58.0 27.9 71.8 36.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF MXN 500,000) : : : : All : 117,370: 18,228 43,913 0 96,564 66,582 114,792 110,495: 2,578 6,875 Old : 117,370: 18,228 43,913 0 96,564 66,582 114,792 110,495: 2,578 6,875 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 1,018: -1,949 4,934 -24 2,822 -4,614 849 296: 169 722 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 37.4 0.0 82.3 56.7 97.8 94.1: 2.2 5.9 Old : 100.0: 15.5 37.4 0.0 82.3 56.7 97.8 94.1: 2.2 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 86: 17 36 0 18 21 35 57: Old : 86: 17 36 0 18 21 35 57: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.1 41.1 90.7 59.7 78.1 41.1 90.0 59.7 Old : 78.1 41.1 90.7 59.7 78.1 41.1 90.0 59.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF GBP 62,500) : : : : All : 183,119: 25,465 54,637 51 143,533 102,195 169,049 156,883: 14,070 26,236 Old : 183,119: 25,465 54,637 51 143,533 102,195 169,049 156,883: 14,070 26,236 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : -853: -1,068 2,165 -65 61 -1,813 -1,072 287: 219 -1,140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 29.8 0.0 78.4 55.8 92.3 85.7: 7.7 14.3 Old : 100.0: 13.9 29.8 0.0 78.4 55.8 92.3 85.7: 7.7 14.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 85: 19 26 1 25 23 44 50: Old : 85: 19 26 1 25 23 44 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 58.5 75.0 65.8 54.3 57.1 74.2 64.5 Old : 54.3 58.5 75.0 65.8 54.3 57.1 74.2 64.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 12,500,000) : : : : All : 132,557: 52,691 30,106 0 64,648 76,831 117,339 106,937: 15,218 25,620 Old : 132,557: 52,691 30,106 0 64,648 76,831 117,339 106,937: 15,218 25,620 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 551: 543 2,434 -1 1,985 -3,162 2,527 -729: -1,976 1,280 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.7 22.7 0.0 48.8 58.0 88.5 80.7: 11.5 19.3 Old : 100.0: 39.7 22.7 0.0 48.8 58.0 88.5 80.7: 11.5 19.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 75: 20 26 0 14 23 34 49: Old : 75: 20 26 0 14 23 34 49: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.3 37.3 77.9 53.6 68.3 37.3 77.2 53.6 Old : 68.3 37.3 77.9 53.6 68.3 37.3 77.2 53.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 276,022: 45,183 173,062 986 204,337 47,710 250,506 221,758: 25,516 54,264 Old : 276,022: 45,183 173,062 986 204,337 47,710 250,506 221,758: 25,516 54,264 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 9,425: -4,374 9,808 9 15,498 1,990 11,133 11,807: -1,708 -2,382 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 62.7 0.4 74.0 17.3 90.8 80.3: 9.2 19.7 Old : 100.0: 16.4 62.7 0.4 74.0 17.3 90.8 80.3: 9.2 19.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 170: 27 73 9 44 40 77 116: Old : 170: 27 73 9 44 40 77 116: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.0 32.4 57.5 39.9 42.7 32.4 57.1 39.9 Old : 43.0 32.4 57.5 39.9 42.7 32.4 57.1 39.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF NZD 100,000) : : : : All : 10,181: 6,571 5,166 225 1,540 2,351 8,336 7,742: 1,845 2,439 Old : 10,181: 6,571 5,166 225 1,540 2,351 8,336 7,742: 1,845 2,439 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 739: 836 43 0 -294 540 542 583: 197 156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.5 50.7 2.2 15.1 23.1 81.9 76.0: 18.1 24.0 Old : 100.0: 64.5 50.7 2.2 15.1 23.1 81.9 76.0: 18.1 24.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 9 15 1 5 3 14 19: Old : 32: 9 15 1 5 3 14 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 39.2 72.4 55.0 57.0 39.2 71.7 55.0 Old : 57.0 39.2 72.4 55.0 57.0 39.2 71.7 55.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All : 7,467,044: 300,435 812,444 1,427,533 5,040,350 4,258,995 6,768,318 6,498,972: 698,726 968,072 Old : 7,467,044: 300,435 812,444 1,427,533 5,040,350 4,258,995 6,768,318 6,498,972: 698,726 968,072 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : -93,222: -24,327 -72,890 11,500 -22,221 -22,801 -35,048 -84,191: -58,174 -9,031 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 10.9 19.1 67.5 57.0 90.6 87.0: 9.4 13.0 Old : 100.0: 4.0 10.9 19.1 67.5 57.0 90.6 87.0: 9.4 13.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 230: 34 51 69 120 124 196 213: Old : 230: 34 51 69 120 124 196 213: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.8 23.5 45.3 35.9 27.8 16.6 34.9 21.9 Old : 32.8 23.5 45.3 35.9 27.8 16.6 34.9 21.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 764,761: 54,238 98,727 33,895 553,760 524,778 641,893 657,401: 122,868 107,360 Old : 764,761: 54,238 98,727 33,895 553,760 524,778 641,893 657,401: 122,868 107,360 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 19,370: -4,074 3,151 8,613 21,314 9,796 25,854 21,561: -6,483 -2,191 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 12.9 4.4 72.4 68.6 83.9 86.0: 16.1 14.0 Old : 100.0: 7.1 12.9 4.4 72.4 68.6 83.9 86.0: 16.1 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 504: 79 96 40 220 217 318 334: Old : 504: 79 96 40 220 217 318 334: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.7 11.5 27.2 19.2 15.4 11.0 23.8 17.3 Old : 17.7 11.5 27.2 19.2 15.4 11.0 23.8 17.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 242,649: 29,603 22,741 1,254 146,302 160,125 177,159 184,120: 65,490 58,529 Old : 242,649: 29,603 22,741 1,254 146,302 160,125 177,159 184,120: 65,490 58,529 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 9,520: 9,143 1,997 -30 5,171 7,755 14,284 9,722: -4,764 -202 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 9.4 0.5 60.3 66.0 73.0 75.9: 27.0 24.1 Old : 100.0: 12.2 9.4 0.5 60.3 66.0 73.0 75.9: 27.0 24.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 99: 9 11 5 50 49 62 62: Old : 99: 9 11 5 50 49 62 62: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.1 19.0 42.1 32.6 29.7 19.0 39.8 31.8 Old : 31.1 19.0 42.1 32.6 29.7 19.0 39.8 31.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($50 X S&P 500 INDEX) : : : : All : 2,610,560: 244,844 501,597 41,539 2,037,288 1,823,267 2,323,671 2,366,403: 286,889 244,157 Old : 2,610,560: 244,844 501,597 41,539 2,037,288 1,823,267 2,323,671 2,366,403: 286,889 244,157 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 49,252: -19,824 52,031 -3,043 80,716 10,207 57,849 59,195: -8,597 -9,943 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 19.2 1.6 78.0 69.8 89.0 90.6: 11.0 9.4 Old : 100.0: 9.4 19.2 1.6 78.0 69.8 89.0 90.6: 11.0 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 482: 78 95 37 200 199 294 315: Old : 482: 78 95 37 200 199 294 315: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.5 14.7 30.5 22.9 19.7 14.1 27.5 22.3 Old : 21.5 14.7 30.5 22.9 19.7 14.1 27.5 22.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 105,902: 6,832 6,211 9 90,963 95,213 97,804 101,433: 8,098 4,469 Old : 105,902: 6,832 6,211 9 90,963 95,213 97,804 101,433: 8,098 4,469 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : -1,007: 191 72 -23 -543 -1,506 -375 -1,457: -632 450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 5.9 0.0 85.9 89.9 92.4 95.8: 7.6 4.2 Old : 100.0: 6.5 5.9 0.0 85.9 89.9 92.4 95.8: 7.6 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 89: 8 7 1 51 37 59 45: Old : 89: 8 7 1 51 37 59 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.9 45.0 47.9 62.7 30.9 42.0 43.5 58.4 Old : 32.9 45.0 47.9 62.7 30.9 42.0 43.5 58.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 INDEX X $100) : : : : All : 51,197: 7,820 4,862 992 36,681 42,754 45,493 48,608: 5,704 2,588 Old : 51,197: 7,820 4,862 992 36,681 42,754 45,493 48,608: 5,704 2,588 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 32: -1,168 397 710 246 -1,005 -212 102: 243 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 9.5 1.9 71.6 83.5 88.9 94.9: 11.1 5.1 Old : 100.0: 15.3 9.5 1.9 71.6 83.5 88.9 94.9: 11.1 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 192: 40 30 7 60 72 103 106: Old : 192: 40 30 7 60 72 103 106: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.0 24.4 44.5 38.4 31.0 24.4 44.2 38.4 Old : 31.0 24.4 44.5 38.4 31.0 24.4 44.2 38.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 STOCK INDEX X $20) : : : : All : 255,983: 39,099 24,310 4,959 183,407 213,772 227,465 243,041: 28,518 12,942 Old : 255,983: 39,099 24,310 4,959 183,407 213,772 227,465 243,041: 28,518 12,942 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 158: -5,838 1,986 3,548 1,231 -5,026 -1,059 508: 1,217 -350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 9.5 1.9 71.6 83.5 88.9 94.9: 11.1 5.1 Old : 100.0: 15.3 9.5 1.9 71.6 83.5 88.9 94.9: 11.1 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 192: 40 30 7 60 72 103 106: Old : 192: 40 30 7 60 72 103 106: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.0 24.4 44.5 38.4 31.0 24.4 44.2 38.4 Old : 31.0 24.4 44.5 38.4 31.0 24.4 44.2 38.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF AUD 100,000) : : : : All : 111,210: 60,302 27,665 2,738 29,967 65,001 93,007 95,404: 18,203 15,806 Old : 111,210: 60,302 27,665 2,738 29,967 65,001 93,007 95,404: 18,203 15,806 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 6,393: 8,255 1,360 0 -2,863 5,299 5,392 6,659: 1,001 -266 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.2 24.9 2.5 26.9 58.4 83.6 85.8: 16.4 14.2 Old : 100.0: 54.2 24.9 2.5 26.9 58.4 83.6 85.8: 16.4 14.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 73: 20 22 1 13 22 34 44: Old : 73: 20 22 1 13 22 34 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 50.4 65.2 62.1 46.6 49.8 65.2 60.7 Old : 46.6 50.4 65.2 62.1 46.6 49.8 65.2 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X $5.00) : : : : All : 23,104: 3,563 8,360 3 13,683 4,574 17,249 12,937: 5,855 10,167 Old : 23,104: 3,563 8,360 3 13,683 4,574 17,249 12,937: 5,855 10,167 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 768: 310 27 0 673 -50 983 -23: -215 791 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 36.2 0.0 59.2 19.8 74.7 56.0: 25.3 44.0 Old : 100.0: 15.4 36.2 0.0 59.2 19.8 74.7 56.0: 25.3 44.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 7 10 1 16 3 24 13: Old : 35: 7 10 1 16 3 24 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.7 44.2 51.4 51.5 34.7 44.2 51.4 51.5 Old : 34.7 44.2 51.4 51.5 34.7 44.2 51.4 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, December 27, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X JPY 500) : : : : All : 35,756: 7,028 2,680 1,604 21,590 12,970 30,222 17,254: 5,534 18,502 Old : 35,756: 7,028 2,680 1,604 21,590 12,970 30,222 17,254: 5,534 18,502 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 20, 2011 : : 3,256: -312 -438 416 2,912 -1,303 3,016 -1,325: 240 4,581 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 7.5 4.5 60.4 36.3 84.5 48.3: 15.5 51.7 Old : 100.0: 19.7 7.5 4.5 60.4 36.3 84.5 48.3: 15.5 51.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 9 6 2 21 16 30 24: Old : 46: 9 6 2 21 16 30 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.1 22.1 56.6 35.0 39.5 22.1 52.2 31.0 Old : 41.1 22.1 56.6 35.0 39.5 22.1 52.2 31.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2011