BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,884 COMMITMENTS 52 167 16 3,239 3,119 3,307 3,302 577 582 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 149) 52 4 -1 85 159 136 162 13 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 4.3 0.4 83.4 80.3 85.1 85.0 14.9 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 2 13 13 16 16 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,695 COMMITMENTS 8,328 9,275 1,120 20,469 18,719 29,917 29,114 4,778 5,581 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 939) 308 325 93 519 675 920 1,093 19 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 26.7 3.2 59.0 54.0 86.2 83.9 13.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 17 17 12 30 28 55 49 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 236,617 COMMITMENTS 70,236 45,212 36,167 103,450 118,004 209,853 199,383 26,764 37,234 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 22) -2,619 6,434 -1,932 3,625 -4,025 -926 477 948 -455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 19.1 15.3 43.7 49.9 88.7 84.3 11.3 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 93 68 98 51 74 191 209 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 316,393 COMMITMENTS 106,834 64,418 36,857 148,733 160,233 292,424 261,508 23,969 54,885 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 5,489) 3,745 3,270 -1,727 3,643 2,495 5,661 4,038 -172 1,451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 20.4 11.6 47.0 50.6 92.4 82.7 7.6 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 101 88 105 79 148 245 290 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,559 COMMITMENTS 3,529 4,838 1,130 3,130 1,818 7,789 7,786 1,770 1,773 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -492) -192 -405 220 -253 -126 -225 -311 -267 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 50.6 11.8 32.7 19.0 81.5 81.5 18.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 21 29 12 22 17 51 55 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,581 COMMITMENTS 14,011 4,546 4,552 8,195 6,795 26,758 15,893 5,823 16,688 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 2,284) 1,143 22 508 468 722 2,119 1,252 165 1,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 14.0 14.0 25.2 20.9 82.1 48.8 17.9 51.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 47 29 38 32 39 103 95 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 119,294 COMMITMENTS 6,938 1,287 3,193 108,752 113,886 118,883 118,366 411 928 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -327) 0 -260 0 -200 -196 -200 -456 -127 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 1.1 2.7 91.2 95.5 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 1 16 14 18 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 118,735 COMMITMENTS 28,132 49,944 954 64,290 45,089 93,376 95,987 25,359 22,748 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -55,519) 6,704 1,648 -9,600 -26,195 -48,628 -29,091 -56,580 -26,428 1,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 42.1 0.8 54.1 38.0 78.6 80.8 21.4 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 23 13 2 19 21 43 35 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 35,741 COMMITMENTS 3,829 14,627 41 24,740 2,623 28,610 17,291 7,131 18,450 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 2,721) -6,588 1,074 11 9,591 101 3,014 1,186 -293 1,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 40.9 0.1 69.2 7.3 80.0 48.4 20.0 51.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 13 1 10 8 17 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 117,370 COMMITMENTS 18,228 43,913 0 96,564 66,582 114,792 110,495 2,578 6,875 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 1,018) -1,949 4,934 -24 2,822 -4,614 849 296 169 722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 37.4 0.0 82.3 56.7 97.8 94.1 2.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 17 36 0 18 21 35 57 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 183,119 COMMITMENTS 25,465 54,637 51 143,533 102,195 169,049 156,883 14,070 26,236 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -853) -1,068 2,165 -65 61 -1,813 -1,072 287 219 -1,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 29.8 0.0 78.4 55.8 92.3 85.7 7.7 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 19 26 1 25 23 44 50 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 132,557 COMMITMENTS 52,691 30,106 0 64,648 76,831 117,339 106,937 15,218 25,620 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 551) 543 2,434 -1 1,985 -3,162 2,527 -729 -1,976 1,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 22.7 0.0 48.8 58.0 88.5 80.7 11.5 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 20 26 0 14 23 34 49 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 276,022 COMMITMENTS 45,183 173,062 986 204,337 47,710 250,506 221,758 25,516 54,264 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 9,425) -4,374 9,808 9 15,498 1,990 11,133 11,807 -1,708 -2,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 62.7 0.4 74.0 17.3 90.8 80.3 9.2 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 27 73 9 44 40 77 116 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 10,181 COMMITMENTS 6,571 5,166 225 1,540 2,351 8,336 7,742 1,845 2,439 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 739) 836 43 0 -294 540 542 583 197 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.5 50.7 2.2 15.1 23.1 81.9 76.0 18.1 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 15 1 5 3 14 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,467,044 COMMITMENTS 300,435 812,444 1427533 5040350 4258995 6768318 6498972 698,726 968,072 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -93,222) -24,327 -72,890 11,500 -22,221 -22,801 -35,048 -84,191 -58,174 -9,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 10.9 19.1 67.5 57.0 90.6 87.0 9.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 34 51 69 120 124 196 213 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 764,761 COMMITMENTS 54,238 98,727 33,895 553,760 524,778 641,893 657,401 122,868 107,360 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 19,370) -4,074 3,151 8,613 21,314 9,796 25,854 21,561 -6,483 -2,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 12.9 4.4 72.4 68.6 83.9 86.0 16.1 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 504) 79 96 40 220 217 318 334 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 242,649 COMMITMENTS 29,603 22,741 1,254 146,302 160,125 177,159 184,120 65,490 58,529 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 9,520) 9,143 1,997 -30 5,171 7,755 14,284 9,722 -4,764 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 9.4 0.5 60.3 66.0 73.0 75.9 27.0 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 9 11 5 50 49 62 62 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,610,560 COMMITMENTS 244,844 501,597 41,539 2037288 1823267 2323671 2366403 286,889 244,157 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 49,252) -19,824 52,031 -3,043 80,716 10,207 57,849 59,195 -8,597 -9,943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 19.2 1.6 78.0 69.8 89.0 90.6 11.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 482) 78 95 37 200 199 294 315 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,902 COMMITMENTS 6,832 6,211 9 90,963 95,213 97,804 101,433 8,098 4,469 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -1,007) 191 72 -23 -543 -1,506 -375 -1,457 -632 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 5.9 0.0 85.9 89.9 92.4 95.8 7.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 8 7 1 51 37 59 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,197 COMMITMENTS 7,820 4,862 992 36,681 42,754 45,493 48,608 5,704 2,588 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 32) -1,168 397 710 246 -1,005 -212 102 243 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 9.5 1.9 71.6 83.5 88.9 94.9 11.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 40 30 7 60 72 103 106 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 255,983 COMMITMENTS 39,099 24,310 4,959 183,407 213,772 227,465 243,041 28,518 12,942 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 158) -5,838 1,986 3,548 1,231 -5,026 -1,059 508 1,217 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 9.5 1.9 71.6 83.5 88.9 94.9 11.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 40 30 7 60 72 103 106 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 111,210 COMMITMENTS 60,302 27,665 2,738 29,967 65,001 93,007 95,404 18,203 15,806 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 6,393) 8,255 1,360 0 -2,863 5,299 5,392 6,659 1,001 -266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.2 24.9 2.5 26.9 58.4 83.6 85.8 16.4 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 20 22 1 13 22 34 44 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 23,104 COMMITMENTS 3,563 8,360 3 13,683 4,574 17,249 12,937 5,855 10,167 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 768) 310 27 0 673 -50 983 -23 -215 791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 36.2 0.0 59.2 19.8 74.7 56.0 25.3 44.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 10 1 16 3 24 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 35,756 COMMITMENTS 7,028 2,680 1,604 21,590 12,970 30,222 17,254 5,534 18,502 CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 3,256) -312 -438 416 2,912 -1,303 3,016 -1,325 240 4,581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 7.5 4.5 60.4 36.3 84.5 48.3 15.5 51.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 6 2 21 16 30 24
Updated December 30, 2011