BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,911 COMMITMENTS 37 214 25 3,424 3,416 3,486 3,655 425 256 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 35) 11 152 0 25 -146 36 6 -1 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 5.5 0.6 87.5 87.3 89.1 93.5 10.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 20 13 22 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,264 COMMITMENTS 938 4,962 1,673 16,843 12,837 19,454 19,472 4,810 4,792 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 455) -27 201 155 262 -318 390 38 65 417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 20.5 6.9 69.4 52.9 80.2 80.3 19.8 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 11 17 15 29 19 48 43 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,958 COMMITMENTS 31,940 53,547 20,972 72,528 42,365 125,440 116,884 17,518 26,074 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -2,085) 938 -520 -1,055 -158 840 -275 -735 -1,810 -1,350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 37.5 14.7 50.7 29.6 87.7 81.8 12.3 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 62 78 64 32 45 142 153 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,090 COMMITMENTS 69,348 70,639 41,990 121,229 97,644 232,567 210,273 24,523 46,817 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 3,574) -3,682 10,135 170 6,269 -4,543 2,757 5,762 817 -2,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 27.5 16.3 47.2 38.0 90.5 81.8 9.5 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 92 94 79 77 118 204 268 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,333 COMMITMENTS 3,930 3,897 774 2,728 2,978 7,432 7,649 1,901 1,684 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 491) 164 19 164 71 296 399 479 92 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 41.8 8.3 29.2 31.9 79.6 82.0 20.4 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 25 31 12 11 19 45 56 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,320 COMMITMENTS 9,875 9,279 2,179 8,223 5,819 20,277 17,277 7,043 10,043 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 1,016) 580 1,778 -546 557 -69 591 1,163 425 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 34.0 8.0 30.1 21.3 74.2 63.2 25.8 36.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 31 35 25 37 37 83 85 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 89,054 COMMITMENTS 44,156 9,604 735 8,490 64,525 53,381 74,864 35,673 14,190 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -35,435) -738 2,742 -5,626 -28,403 -31,194 -34,767 -34,078 -668 -1,357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.6 10.8 0.8 9.5 72.5 59.9 84.1 40.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 28 7 4 15 17 45 26 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,087 COMMITMENTS 28,968 5,177 76 1,588 39,465 30,632 44,718 21,455 7,369 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 7,071) 4,942 -658 43 1,008 7,125 5,993 6,510 1,078 561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.6 9.9 0.1 3.0 75.8 58.8 85.9 41.2 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 22 6 2 2 12 25 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 50,435 COMMITMENTS 29,213 24,912 0 17,865 22,989 47,078 47,901 3,357 2,534 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -662) 2,624 -2,969 0 -5,668 1,051 -3,044 -1,918 2,382 1,256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.9 49.4 0.0 35.4 45.6 93.3 95.0 6.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 24 17 0 13 12 37 29 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 78,452 COMMITMENTS 17,821 49,416 12 41,763 9,981 59,596 59,409 18,856 19,043 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 11,274) -6,670 12,438 5 18,231 -2,636 11,566 9,807 -292 1,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 63.0 0.0 53.2 12.7 76.0 75.7 24.0 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 21 23 3 12 10 36 33 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 119,425 COMMITMENTS 63,269 17,654 89 26,167 86,301 89,525 104,044 29,900 15,381 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 11,095) 9,225 717 65 2,084 11,420 11,374 12,202 -279 -1,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 14.8 0.1 21.9 72.3 75.0 87.1 25.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 26 22 6 12 15 43 38 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 162,551 COMMITMENTS 76,545 38,545 373 30,609 91,187 107,527 130,105 55,024 32,446 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 6,202) 1,983 1,755 34 7,936 4,975 9,953 6,764 -3,751 -562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 23.7 0.2 18.8 56.1 66.1 80.0 33.9 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 54 33 5 23 28 79 64 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,603 COMMITMENTS 19,874 1,229 0 442 21,007 20,316 22,236 3,287 1,367 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 232) -332 18 0 311 -185 -21 -167 253 399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 84.2 5.2 0.0 1.9 89.0 86.1 94.2 13.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 15 5 0 3 14 18 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,437,951 COMMITMENTS 1050350 283,021 914,005 3632336 4461457 5596691 5658483 841,260 779,468 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 66,890) -50,766 -31,148 121,495 -16,558 -39,450 54,171 50,897 12,719 15,993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 4.4 14.2 56.4 69.3 86.9 87.9 13.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 62 45 78 111 118 212 210 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 364,400 COMMITMENTS 28,222 33,222 1,028 258,014 291,128 287,264 325,378 77,136 39,022 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -106,894) 755 -5,601 -10,176 -61,777 -58,401 -71,198 -74,178 -35,696 -32,716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 9.1 0.3 70.8 79.9 78.8 89.3 21.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 17 21 7 65 56 86 80 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,284,722 COMMITMENTS 420,038 306,277 27,125 1670317 1732646 2117480 2066048 167,242 218,674 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -799,334) -74,518 -81,637 -28,352 -628,587 -606,039 -731,457 -716,028 -67,877 -83,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 13.4 1.2 73.1 75.8 92.7 90.4 7.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423) 102 87 32 138 153 256 256 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 102,450 COMMITMENTS 18,190 9,639 0 74,593 91,117 92,783 100,756 9,667 1,694 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -10,224) 2,510 -1,712 -214 -13,223 -5,248 -10,927 -7,174 703 -3,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 9.4 0.0 72.8 88.9 90.6 98.3 9.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 15 6 0 43 26 58 32 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,797 COMMITMENTS 4,661 1,633 0 9,885 10,388 14,546 12,021 3,251 5,776 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -15,834) 596 -4,267 -134 -14,101 -9,190 -13,639 -13,591 -2,195 -2,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 9.2 0.0 55.5 58.4 81.7 67.5 18.3 32.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 4 0 13 14 17 18 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 288,165 COMMITMENTS 86,996 93,486 887 161,376 176,453 249,259 270,826 38,906 17,339 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -125,935) -14,060 9,725 -10,360 -98,087 -123,207 -122,507 -123,842 -3,428 -2,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 32.4 0.3 56.0 61.2 86.5 94.0 13.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 62 52 9 55 65 121 122 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 109,900 COMMITMENTS 61,001 9,477 103 19,441 92,523 80,545 102,103 29,355 7,797 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 5,588) 2,828 -95 103 1,935 4,222 4,866 4,230 722 1,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.5 8.6 0.1 17.7 84.2 73.3 92.9 26.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 27 8 4 7 14 37 23 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 33,461 COMMITMENTS 10,874 9,398 0 8,248 15,644 19,122 25,042 14,339 8,419 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 1,324) 302 46 0 176 1,484 478 1,530 846 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 28.1 0.0 24.6 46.8 57.1 74.8 42.9 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 14 8 0 14 11 28 19 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,009 COMMITMENTS 11,126 5,389 130 24,274 13,220 35,530 18,739 5,479 22,270 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 3,080) 1,894 1,113 -1,685 3,269 980 3,478 408 -398 2,672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 13.1 0.3 59.2 32.2 86.6 45.7 13.4 54.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 9 6 1 21 18 30 25 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,332 COMMITMENTS 4,304 587 191 16,398 21,532 20,893 22,310 3,439 2,022 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -390) 1,336 0 46 -300 576 1,082 622 -1,472 -1,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 2.4 0.8 67.4 88.5 85.9 91.7 14.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 2 3 12 14 21 18 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,550 COMMITMENTS 3,967 651 0 11,286 15,497 15,253 16,148 1,297 402 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -625) 283 105 -2 -758 -461 -477 -358 -148 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 3.9 0.0 68.2 93.6 92.2 97.6 7.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 3 0 8 3 18 6
Updated September 25, 2008