BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,921 COMMITMENTS 37 212 35 3,396 3,383 3,468 3,630 453 291 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 10) 0 -2 10 -28 -33 -18 -25 28 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 5.4 0.9 86.6 86.3 88.4 92.6 11.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 19 13 21 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,730 COMMITMENTS 828 5,635 1,660 17,138 12,673 19,626 19,968 5,104 4,762 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 466) -110 673 -13 295 -164 172 496 294 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 22.8 6.7 69.3 51.2 79.4 80.7 20.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 9 17 13 30 20 47 42 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 143,618 COMMITMENTS 30,924 51,826 22,603 73,157 44,392 126,684 118,821 16,934 24,797 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 660) -1,016 -1,721 1,631 629 2,027 1,244 1,937 -584 -1,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 36.1 15.7 50.9 30.9 88.2 82.7 11.8 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 63 74 56 35 47 139 146 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 255,073 COMMITMENTS 71,029 67,159 39,833 123,080 104,242 233,942 211,234 21,131 43,839 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -2,017) 1,681 -3,480 -2,157 1,851 6,598 1,375 961 -3,392 -2,978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 26.3 15.6 48.3 40.9 91.7 82.8 8.3 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 88 90 77 76 129 200 274 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,243 COMMITMENTS 3,941 3,941 1,232 2,887 2,999 8,060 8,172 2,183 2,071 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 910) 11 44 458 159 21 628 523 282 387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 38.5 12.0 28.2 29.3 78.7 79.8 21.3 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 26 28 15 16 23 51 61 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,672 COMMITMENTS 9,338 9,171 1,901 8,407 5,959 19,646 17,031 7,026 9,641 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -648) -537 -108 -278 184 140 -631 -246 -17 -402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 34.4 7.1 31.5 22.3 73.7 63.9 26.3 36.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 27 34 20 34 33 72 78 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 15,774 COMMITMENTS 5,584 415 164 9,216 14,780 14,964 15,359 810 415 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 2.6 1.0 58.4 93.7 94.9 97.4 5.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 2 1 7 11 14 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 71,015 COMMITMENTS 23,843 5,634 725 13,692 49,847 38,260 56,206 32,755 14,809 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -18,039) -20,313 -3,970 -10 5,202 -14,678 -15,121 -18,658 -2,918 619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 7.9 1.0 19.3 70.2 53.9 79.1 46.1 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 23 15 2 17 15 41 31 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,542 COMMITMENTS 22,857 5,264 33 2,757 33,672 25,647 38,969 19,895 6,573 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -6,545) -6,111 87 -43 1,169 -5,793 -4,985 -5,749 -1,560 -796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 11.6 0.1 6.1 73.9 56.3 85.6 43.7 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 18 8 1 3 14 22 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 58,508 COMMITMENTS 25,928 36,787 7 29,439 19,413 55,374 56,207 3,134 2,301 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 8,073) -3,285 11,875 7 11,574 -3,576 8,296 8,306 -223 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 62.9 0.0 50.3 33.2 94.6 96.1 5.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 29 18 1 14 11 44 29 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 98,205 COMMITMENTS 16,129 63,955 28 66,057 10,203 82,214 74,186 15,991 24,019 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 19,753) -1,692 14,539 16 24,294 222 22,618 14,777 -2,865 4,976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 65.1 0.0 67.3 10.4 83.7 75.5 16.3 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 16 32 2 18 12 36 44 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 119,276 COMMITMENTS 63,449 18,593 32 26,598 82,515 90,079 101,140 29,197 18,136 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -149) 180 939 -57 431 -3,786 554 -2,904 -703 2,755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.2 15.6 0.0 22.3 69.2 75.5 84.8 24.5 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 31 19 3 11 15 45 34 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 164,913 COMMITMENTS 77,852 38,086 430 32,122 94,246 110,404 132,762 54,509 32,151 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 2,362) 1,307 -459 57 1,513 3,059 2,877 2,657 -515 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 23.1 0.3 19.5 57.1 66.9 80.5 33.1 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 53 37 9 20 28 76 71 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,776 COMMITMENTS 19,045 1,542 0 1,342 21,187 20,387 22,729 3,389 1,047 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 173) -829 313 0 900 180 71 493 102 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.1 6.5 0.0 5.6 89.1 85.7 95.6 14.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 15 5 0 4 12 19 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,542,525 COMMITMENTS 1013030 323,918 955,869 3748237 4499626 5717136 5779413 825,389 763,112 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 104,574) -37,320 40,897 41,864 115,901 38,169 120,445 120,930 -15,871 -16,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 5.0 14.6 57.3 68.8 87.4 88.3 12.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 60 48 80 116 117 217 210 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 371,546 COMMITMENTS 26,713 33,475 926 255,295 295,162 282,934 329,563 88,612 41,983 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 7,146) -1,509 253 -102 -2,719 4,034 -4,330 4,185 11,476 2,961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 9.0 0.2 68.7 79.4 76.2 88.7 23.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 15 22 6 63 54 82 78 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,338,950 COMMITMENTS 439,866 290,356 19,209 1703052 1779922 2162127 2089487 176,823 249,463 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 54,228) 19,828 -15,921 -7,916 32,735 47,276 44,647 23,439 9,581 30,789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 12.4 0.8 72.8 76.1 92.4 89.3 7.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419) 104 81 25 141 151 256 246 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 108,875 COMMITMENTS 21,005 10,274 211 74,131 94,651 95,347 105,136 13,528 3,739 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 6,425) 2,815 635 211 -462 3,534 2,564 4,380 3,861 2,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 9.4 0.2 68.1 86.9 87.6 96.6 12.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 17 8 1 45 30 63 38 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,606 COMMITMENTS 4,937 908 0 8,890 11,191 13,827 12,099 3,779 5,507 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -191) 276 -725 0 -995 803 -719 78 528 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 5.2 0.0 50.5 63.6 78.5 68.7 21.5 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 3 0 13 17 18 20 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 314,232 COMMITMENTS 110,375 88,082 2,989 158,737 203,375 272,101 294,446 42,131 19,786 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 26,067) 23,379 -5,404 2,102 -2,639 26,922 22,842 23,620 3,225 2,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 28.0 1.0 50.5 64.7 86.6 93.7 13.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 65 47 10 57 68 126 121 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 104,250 COMMITMENTS 55,700 8,002 83 20,795 87,859 76,578 95,944 27,672 8,306 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -5,650) -5,301 -1,475 -20 1,354 -4,664 -3,967 -6,159 -1,683 509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.4 7.7 0.1 19.9 84.3 73.5 92.0 26.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 24 8 2 8 11 34 19 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,497 COMMITMENTS 12,795 4,396 0 11,394 18,714 24,189 23,110 7,308 8,387 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -1,964) 1,921 -5,002 0 3,146 3,070 5,067 -1,932 -7,031 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 14.0 0.0 36.2 59.4 76.8 73.4 23.2 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 16 7 0 16 14 32 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,466 COMMITMENTS 9,492 8,380 649 27,672 13,774 37,813 22,803 5,653 20,663 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 2,457) -1,634 2,991 519 3,398 554 2,283 4,064 174 -1,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 19.3 1.5 63.7 31.7 87.0 52.5 13.0 47.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 9 9 1 24 19 33 29 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,604 COMMITMENTS 4,618 587 207 15,758 21,983 20,583 22,777 4,021 1,827 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 272) 314 0 16 -640 451 -310 467 582 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 2.4 0.8 64.0 89.3 83.7 92.6 16.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 2 3 11 14 21 18 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,498 COMMITMENTS 3,604 1,127 0 12,799 15,731 16,403 16,858 1,095 640 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 948) -363 476 0 1,513 234 1,150 710 -202 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 6.4 0.0 73.1 89.9 93.7 96.3 6.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 4 0 8 2 16 6
Updated October 2, 2009