MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 42,255: 3,715 3,272 7,408 25,498 22,245 36,622 32,925: 5,634 9,331 Old : 42,255: 3,715 3,272 7,408 25,498 22,245 36,622 32,925: 5,634 9,331 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -6,414: -992 84 -2,098 -3,345 -4,352 -6,434 -6,367: 21 -47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 7.7 17.5 60.3 52.6 86.7 77.9: 13.3 22.1 Old : 100.0: 8.8 7.7 17.5 60.3 52.6 86.7 77.9: 13.3 22.1 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 : 75: 17 14 17 37 32 62 56: Old : 75: 17 14 17 37 32 62 56: 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 : 33.6 29.8 45.5 42.0 33.3 26.3 42.1 36.6 Old : 33.6 29.8 45.5 42.0 33.3 26.3 42.1 36.6 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 227,326: 52,009 18,199 59,233 93,265 112,898 204,506 190,329: 22,821 36,997 Old : 222,571: 50,828 18,444 58,397 92,316 109,872 201,541 186,712: 21,030 35,859 Other: 4,756: 1,533 108 483 948 3,026 2,965 3,617: 1,791 1,139 : : : : : Changes in Commitments from: December 28, 2010 : : 1,033: -1,149 -1,623 2,823 -459 1,803 1,215 3,004: -182 -1,971 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 8.0 26.1 41.0 49.7 90.0 83.7: 10.0 16.3 Old : 100.0: 22.8 8.3 26.2 41.5 49.4 90.6 83.9: 9.4 16.1 Other: 100.0: 32.2 2.3 10.2 19.9 63.6 62.3 76.1: 37.7 23.9 : : : :# Traders : Number of Traders in Each Category : All : 251: 78 69 104 62 72 208 196: Old : 251: 75 74 104 61 71 207 195: Other: 64: 17 9 13 17 28 39 45: :---------------------------------------------------------------------------------------------------- : 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 : 19.5 22.5 31.0 31.7 19.1 22.0 30.2 29.5 Old : 19.8 22.6 31.4 31.9 19.6 22.2 30.7 29.6 Other: 24.4 30.8 36.2 47.7 22.1 30.6 30.4 43.9 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 408,326: 132,013 25,702 114,089 133,558 193,676 379,660 333,467: 28,667 74,859 Old : 408,326: 132,013 25,702 114,089 133,558 193,676 379,660 333,467: 28,667 74,859 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 3,398: 2,410 6,071 1,256 85 -2,659 3,751 4,668: -353 -1,270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.3 6.3 27.9 32.7 47.4 93.0 81.7: 7.0 18.3 Old : 100.0: 32.3 6.3 27.9 32.7 47.4 93.0 81.7: 7.0 18.3 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 : 442: 166 68 117 90 189 316 320: Old : 442: 166 68 117 90 189 316 320: 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 : 17.0 16.2 27.3 22.9 15.7 13.2 25.1 18.1 Old : 17.0 16.2 27.3 22.9 15.7 13.2 25.1 18.1 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 11,928: 5,578 1,890 1,528 2,728 7,055 9,835 10,473: 2,093 1,454 Old : 11,928: 5,578 1,890 1,528 2,728 7,055 9,835 10,473: 2,093 1,454 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 620: 459 -53 105 -14 482 549 534: 71 87 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.8 15.8 12.8 22.9 59.2 82.5 87.8: 17.5 12.2 Old : 100.0: 46.8 15.8 12.8 22.9 59.2 82.5 87.8: 17.5 12.2 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 : 100: 41 16 10 25 35 75 54: Old : 100: 41 16 10 25 35 75 54: 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 : 27.0 28.4 42.6 45.0 27.0 26.4 40.9 39.4 Old : 27.0 28.4 42.6 45.0 27.0 26.4 40.9 39.4 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 54,416: 20,478 4,113 13,797 12,269 11,780 46,544 29,690: 7,872 24,726 Old : 54,416: 20,478 4,113 13,797 12,269 11,780 46,544 29,690: 7,872 24,726 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 2,094: 979 -439 1,020 -17 1,132 1,982 1,713: 112 381 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.6 7.6 25.4 22.5 21.6 85.5 54.6: 14.5 45.4 Old : 100.0: 37.6 7.6 25.4 22.5 21.6 85.5 54.6: 14.5 45.4 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 : 182: 60 31 47 51 70 138 128: Old : 182: 60 31 47 51 70 138 128: 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 : 16.1 13.4 28.6 21.1 15.8 8.5 25.7 11.8 Old : 16.1 13.4 28.6 21.1 15.8 8.5 25.7 11.8 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 58,836: 10,388 0 2,647 45,181 55,989 58,215 58,635: 621 201 Old : 58,836: 10,388 0 2,647 45,181 55,989 58,215 58,635: 621 201 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 106: 315 0 1 -154 263 162 264: -56 -158 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 0.0 4.5 76.8 95.2 98.9 99.7: 1.1 0.3 Old : 100.0: 17.7 0.0 4.5 76.8 95.2 98.9 99.7: 1.1 0.3 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 : 20: 6 0 2 11 13 17 15: Old : 20: 6 0 2 11 13 17 15: 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 : 78.2 62.9 92.0 87.0 66.8 58.0 73.5 72.5 Old : 78.2 62.9 92.0 87.0 66.8 58.0 73.5 72.5 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 129,178: 65,241 27,223 3,162 15,948 81,232 84,351 111,617: 44,827 17,561 Old : 129,178: 65,241 27,223 3,162 15,948 81,232 84,351 111,617: 44,827 17,561 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 8,186: 7,029 3,489 531 -549 3,396 7,011 7,417: 1,175 770 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.5 21.1 2.4 12.3 62.9 65.3 86.4: 34.7 13.6 Old : 100.0: 50.5 21.1 2.4 12.3 62.9 65.3 86.4: 34.7 13.6 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 : 89: 47 9 9 19 29 69 44: Old : 89: 47 9 9 19 29 69 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 : 19.9 44.2 30.9 58.2 19.9 44.0 30.9 58.0 Old : 19.9 44.2 30.9 58.2 19.9 44.0 30.9 58.0 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 50,734: 24,568 10,906 1,407 3,354 29,401 29,330 41,714: 21,404 9,020 Old : 50,734: 24,568 10,906 1,407 3,354 29,401 29,330 41,714: 21,404 9,020 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 1,363: 146 951 1 -46 701 102 1,654: 1,261 -291 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.4 21.5 2.8 6.6 58.0 57.8 82.2: 42.2 17.8 Old : 100.0: 48.4 21.5 2.8 6.6 58.0 57.8 82.2: 42.2 17.8 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 : 48: 18 9 4 8 19 28 30: Old : 48: 18 9 4 8 19 28 30: 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 : 25.1 41.3 36.5 54.6 25.1 40.7 36.5 53.9 Old : 25.1 41.3 36.5 54.6 25.1 40.7 36.5 53.9 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 118,786: 91,372 17,062 0 19,581 100,190 110,953 117,252: 7,833 1,534 Old : 118,786: 91,372 17,062 0 19,581 100,190 110,953 117,252: 7,833 1,534 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -6,446: -5,292 2,644 0 -1,938 -9,425 -7,230 -6,781: 784 335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.9 14.4 0.0 16.5 84.3 93.4 98.7: 6.6 1.3 Old : 100.0: 76.9 14.4 0.0 16.5 84.3 93.4 98.7: 6.6 1.3 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 : 108: 65 12 0 14 22 79 34: Old : 108: 65 12 0 14 22 79 34: 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 : 45.4 65.1 61.4 85.2 45.4 65.1 61.4 85.1 Old : 45.4 65.1 61.4 85.2 45.4 65.1 61.4 85.1 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 93,438: 17,653 30,299 5,311 52,169 31,814 75,132 67,423: 18,306 26,015 Old : 93,438: 17,653 30,299 5,311 52,169 31,814 75,132 67,423: 18,306 26,015 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 104: -2,158 -71 -294 2,829 -99 376 -465: -272 569 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 32.4 5.7 55.8 34.0 80.4 72.2: 19.6 27.8 Old : 100.0: 18.9 32.4 5.7 55.8 34.0 80.4 72.2: 19.6 27.8 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 : 74: 14 24 15 27 28 50 58: Old : 74: 14 24 15 27 28 50 58: 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 : 36.3 18.6 54.1 31.8 36.3 17.9 52.6 31.1 Old : 36.3 18.6 54.1 31.8 36.3 17.9 52.6 31.1 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 141,486: 66,057 27,245 6,344 40,667 78,244 113,068 111,833: 28,418 29,653 Old : 141,486: 66,057 27,245 6,344 40,667 78,244 113,068 111,833: 28,418 29,653 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 18,778: 15,875 6,560 -347 1,443 16,088 16,972 22,301: 1,806 -3,523 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.7 19.3 4.5 28.7 55.3 79.9 79.0: 20.1 21.0 Old : 100.0: 46.7 19.3 4.5 28.7 55.3 79.9 79.0: 20.1 21.0 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 : 115: 39 37 20 27 29 74 78: Old : 115: 39 37 20 27 29 74 78: 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 : 25.0 34.9 40.1 49.4 25.0 34.4 40.0 47.9 Old : 25.0 34.9 40.1 49.4 25.0 34.4 40.0 47.9 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 213,418: 34,859 57,929 38,177 89,236 63,562 162,272 159,668: 51,146 53,750 Old : 213,418: 34,859 57,929 38,177 89,236 63,562 162,272 159,668: 51,146 53,750 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -1,680: 1,381 111 456 -1,577 -1,458 260 -891: -1,940 -789 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 27.1 17.9 41.8 29.8 76.0 74.8: 24.0 25.2 Old : 100.0: 16.3 27.1 17.9 41.8 29.8 76.0 74.8: 24.0 25.2 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 : 184: 51 71 64 42 46 130 144: Old : 184: 51 71 64 42 46 130 144: 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 : 18.7 14.2 27.7 22.4 18.1 14.2 26.3 20.8 Old : 18.7 14.2 27.7 22.4 18.1 14.2 26.3 20.8 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 26,443: 21,162 10,431 0 2,210 15,002 23,372 25,433: 3,071 1,010 Old : 26,443: 21,162 10,431 0 2,210 15,002 23,372 25,433: 3,071 1,010 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 1,353: 2,592 -24 0 -1,781 1,568 811 1,544: 542 -191 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 39.4 0.0 8.4 56.7 88.4 96.2: 11.6 3.8 Old : 100.0: 80.0 39.4 0.0 8.4 56.7 88.4 96.2: 11.6 3.8 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 : 42: 17 10 0 7 10 24 20: Old : 42: 17 10 0 7 10 24 20: 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 : 66.3 68.7 77.9 87.3 66.3 68.6 77.9 87.2 Old : 66.3 68.7 77.9 87.3 66.3 68.6 77.9 87.2 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 with Delta-adjusted Options and Futures Combined, January 4, 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 :11,832,630: 655,133 206,269 4,089,909 6,240,243 6,644,521 10,985,285 10,940,699: 847,345 891,931 Old :11,832,630: 655,133 206,269 4,089,909 6,240,243 6,644,521 10,985,285 10,940,699: 847,345 891,931 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 432,152: 69,886 14,548 243,244 69,298 188,302 382,427 446,094: 49,725 -13,942 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 1.7 34.6 52.7 56.2 92.8 92.5: 7.2 7.5 Old : 100.0: 5.5 1.7 34.6 52.7 56.2 92.8 92.5: 7.2 7.5 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 : 266: 71 46 99 127 136 246 242: Old : 266: 71 46 99 127 136 246 242: 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 : 27.9 22.1 41.1 35.4 21.0 14.4 25.2 21.6 Old : 27.9 22.1 41.1 35.4 21.0 14.4 25.2 21.6 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 893,694: 74,200 78,160 55,209 633,854 664,563 763,264 797,933: 130,430 95,762 Old : 893,694: 74,200 78,160 55,209 633,854 664,563 763,264 797,933: 130,430 95,762 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 23,100: 3,810 3,117 4,828 11,483 17,253 20,120 25,198: 2,979 -2,098 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 8.7 6.2 70.9 74.4 85.4 89.3: 14.6 10.7 Old : 100.0: 8.3 8.7 6.2 70.9 74.4 85.4 89.3: 14.6 10.7 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 : 540: 108 114 84 230 220 386 370: Old : 540: 108 114 84 230 220 386 370: 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 : 17.1 17.3 24.3 25.5 15.0 15.5 21.5 23.3 Old : 17.1 17.3 24.3 25.5 15.0 15.5 21.5 23.3 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 351,950: 22,589 20,247 30,326 213,976 255,929 266,891 306,502: 85,059 45,448 Old : 351,950: 22,589 20,247 30,326 213,976 255,929 266,891 306,502: 85,059 45,448 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 12,093: -1,018 1,003 4,017 6,774 5,736 9,772 10,755: 2,321 1,338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 5.8 8.6 60.8 72.7 75.8 87.1: 24.2 12.9 Old : 100.0: 6.4 5.8 8.6 60.8 72.7 75.8 87.1: 24.2 12.9 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 : 136: 21 25 28 67 63 105 99: Old : 136: 21 25 28 67 63 105 99: 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 : 20.0 21.3 28.5 34.3 18.8 20.8 27.1 33.9 Old : 20.0 21.3 28.5 34.3 18.8 20.8 27.1 33.9 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 2,708,723: 281,834 313,347 100,640 2,099,393 2,043,167 2,481,866 2,457,154: 226,857 251,569 Old : 2,708,723: 281,834 313,347 100,640 2,099,393 2,043,167 2,481,866 2,457,154: 226,857 251,569 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 55,031: 18,298 4,732 9,893 23,548 57,587 51,739 72,213: 3,291 -17,182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 11.6 3.7 77.5 75.4 91.6 90.7: 8.4 9.3 Old : 100.0: 10.4 11.6 3.7 77.5 75.4 91.6 90.7: 8.4 9.3 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 : 485: 95 102 70 205 200 340 332: Old : 485: 95 102 70 205 200 340 332: 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 : 19.8 18.9 30.1 26.8 18.6 16.2 26.5 23.5 Old : 19.8 18.9 30.1 26.8 18.6 16.2 26.5 23.5 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 97,902: 13,910 6,946 510 72,386 87,758 86,806 95,214: 11,095 2,687 Old : 97,902: 13,910 6,946 510 72,386 87,758 86,806 95,214: 11,095 2,687 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -868: 224 380 318 -1,457 -1,102 -915 -404: 47 -464 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 7.1 0.5 73.9 89.6 88.7 97.3: 11.3 2.7 Old : 100.0: 14.2 7.1 0.5 73.9 89.6 88.7 97.3: 11.3 2.7 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 : 89: 14 6 2 42 41 57 48: Old : 89: 14 6 2 42 41 57 48: 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 : 41.2 40.3 55.7 63.2 38.9 40.3 51.8 63.2 Old : 41.2 40.3 55.7 63.2 38.9 40.3 51.8 63.2 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 86,146: 25,971 6,156 3,809 46,454 72,483 76,235 82,448: 9,911 3,697 Old : 86,146: 25,971 6,156 3,809 46,454 72,483 76,235 82,448: 9,911 3,697 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 11,081: 2,756 -731 2,174 4,634 9,229 9,564 10,672: 1,517 409 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.1 7.1 4.4 53.9 84.1 88.5 95.7: 11.5 4.3 Old : 100.0: 30.1 7.1 4.4 53.9 84.1 88.5 95.7: 11.5 4.3 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 : 240: 83 26 11 78 77 165 110: Old : 240: 83 26 11 78 77 165 110: 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 : 18.3 35.0 29.7 52.5 16.5 33.8 26.1 49.1 Old : 18.3 35.0 29.7 52.5 16.5 33.8 26.1 49.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 13,211: 4,325 0 0 5,536 12,020 9,861 12,020: 3,350 1,191 Old : 13,211: 4,325 0 0 5,536 12,020 9,861 12,020: 3,350 1,191 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 3,793: 2,353 -471 0 1,322 4,019 3,675 3,548: 118 245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 0.0 0.0 41.9 91.0 74.6 91.0: 25.4 9.0 Old : 100.0: 32.7 0.0 0.0 41.9 91.0 74.6 91.0: 25.4 9.0 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 : 20: 4 0 0 6 10 10 10: Old : 20: 4 0 0 6 10 10 10: 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 : 59.1 59.7 71.1 86.3 59.1 59.7 71.1 86.3 Old : 59.1 59.7 71.1 86.3 59.1 59.7 71.1 86.3 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 364,673: 124,505 47,054 2,772 204,591 302,315 331,868 352,141: 32,805 12,531 Old : 364,673: 124,505 47,054 2,772 204,591 302,315 331,868 352,141: 32,805 12,531 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 36,440: 12,886 9,575 -2 16,561 26,049 29,445 35,622: 6,995 818 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 12.9 0.8 56.1 82.9 91.0 96.6: 9.0 3.4 Old : 100.0: 34.1 12.9 0.8 56.1 82.9 91.0 96.6: 9.0 3.4 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 : 238: 80 27 10 77 76 161 109: Old : 238: 80 27 10 77 76 161 109: 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 : 17.4 32.9 28.8 52.3 16.1 32.7 26.8 49.7 Old : 17.4 32.9 28.8 52.3 16.1 32.7 26.8 49.7 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 129,238: 73,527 11,162 4,926 16,603 99,587 95,057 115,675: 34,181 13,563 Old : 129,238: 73,527 11,162 4,926 16,603 99,587 95,057 115,675: 34,181 13,563 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -2,487: -2,099 68 310 172 -1,583 -1,617 -1,205: -870 -1,282 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.9 8.6 3.8 12.8 77.1 73.6 89.5: 26.4 10.5 Old : 100.0: 56.9 8.6 3.8 12.8 77.1 73.6 89.5: 26.4 10.5 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 : 77: 39 10 13 16 22 58 42: Old : 77: 39 10 13 16 22 58 42: 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 : 31.6 46.4 44.3 69.7 31.6 46.3 44.3 69.3 Old : 31.6 46.4 44.3 69.7 31.6 46.3 44.3 69.3 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 39,695: 9,988 13,047 2 19,475 7,364 29,465 20,413: 10,230 19,282 Old : 39,695: 9,988 13,047 2 19,475 7,364 29,465 20,413: 10,230 19,282 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 1,100: 579 705 0 346 357 925 1,062: 175 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 32.9 0.0 49.1 18.6 74.2 51.4: 25.8 48.6 Old : 100.0: 25.2 32.9 0.0 49.1 18.6 74.2 51.4: 25.8 48.6 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 : 57: 15 14 1 20 10 36 24: Old : 57: 15 14 1 20 10 36 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 : 29.2 28.4 43.9 38.1 29.2 28.4 43.9 38.1 Old : 29.2 28.4 43.9 38.1 29.2 28.4 43.9 38.1 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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 48,172: 14,940 6,898 420 21,624 23,624 36,984 30,942: 11,188 17,230 Old : 48,172: 14,940 6,898 420 21,624 23,624 36,984 30,942: 11,188 17,230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 4,238: 3,085 668 171 -313 2,537 2,943 3,376: 1,295 862 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.0 14.3 0.9 44.9 49.0 76.8 64.2: 23.2 35.8 Old : 100.0: 31.0 14.3 0.9 44.9 49.0 76.8 64.2: 23.2 35.8 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 : 52: 16 7 2 16 20 33 28: Old : 52: 16 7 2 16 20 33 28: 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 : 33.0 39.1 45.6 49.4 30.5 39.1 42.9 48.8 Old : 33.0 39.1 45.6 49.4 30.5 39.1 42.9 48.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (MSCI EAFE INDEX X $50) : : : : All : 27,363: 4,834 737 340 18,428 24,299 23,602 25,376: 3,761 1,987 Old : 27,363: 4,834 737 340 18,428 24,299 23,602 25,376: 3,761 1,987 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : -306: 172 -200 -25 -677 -197 -530 -422: 224 116 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 2.7 1.2 67.3 88.8 86.3 92.7: 13.7 7.3 Old : 100.0: 17.7 2.7 1.2 67.3 88.8 86.3 92.7: 13.7 7.3 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 : 43: 5 3 1 19 24 24 28: Old : 43: 5 3 1 19 24 24 28: 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 : 42.3 45.1 60.1 66.3 36.4 43.4 51.9 59.7 Old : 42.3 45.1 60.1 66.3 36.4 43.4 51.9 59.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (MSCI INDEX X $50) : : : : All : 38,064: 13,257 2,195 6 17,322 34,482 30,585 36,683: 7,479 1,381 Old : 38,064: 13,257 2,195 6 17,322 34,482 30,585 36,683: 7,479 1,381 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 174: -732 275 0 385 -86 -347 189: 521 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 5.8 0.0 45.5 90.6 80.4 96.4: 19.6 3.6 Old : 100.0: 34.8 5.8 0.0 45.5 90.6 80.4 96.4: 19.6 3.6 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 : 51: 15 4 1 19 19 35 23: Old : 51: 15 4 1 19 19 35 23: 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 : 36.4 55.9 52.8 73.8 35.2 55.9 51.5 73.3 Old : 36.4 55.9 52.8 73.8 35.2 55.9 51.5 73.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 14,817: 4,149 3,469 14 9,093 11,071 13,256 14,554: 1,561 263 Old : 14,817: 4,149 3,469 14 9,093 11,071 13,256 14,554: 1,561 263 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 23.4 0.1 61.4 74.7 89.5 98.2: 10.5 1.8 Old : 100.0: 28.0 23.4 0.1 61.4 74.7 89.5 98.2: 10.5 1.8 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: 12 3 1 5 2 18 5: Old : 21: 12 3 1 5 2 18 5: 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 : 63.5 98.2 76.0 98.2 63.5 98.1 76.0 98.1 Old : 63.5 98.2 76.0 98.2 63.5 98.1 76.0 98.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2011