BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,199 COMMITMENTS 42 10 100 2,605 2,803 2,747 2,913 452 286 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -722) 5 -202 65 -791 -580 -721 -717 -1 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.3 3.1 81.4 87.6 85.9 91.1 14.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 15 10 18 12 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,222 COMMITMENTS 1,476 4,245 1,364 14,223 11,813 17,063 17,422 5,159 4,800 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -2,508) 648 -1,390 -296 -2,915 -860 -2,563 -2,546 55 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 19.1 6.1 64.0 53.2 76.8 78.4 23.2 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 12 12 11 26 18 42 37 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 148,758 COMMITMENTS 30,789 55,093 22,399 78,241 45,095 131,429 122,587 17,329 26,171 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 5,140) -135 3,267 -204 5,084 703 4,745 3,766 395 1,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 37.0 15.1 52.6 30.3 88.4 82.4 11.6 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 61 74 55 33 44 136 145 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 255,493 COMMITMENTS 68,729 67,648 39,182 125,978 102,322 233,889 209,152 21,604 46,341 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 420) -2,300 489 -651 2,898 -1,920 -53 -2,082 473 2,502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 26.5 15.3 49.3 40.0 91.5 81.9 8.5 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 91 96 75 83 124 210 273 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,125 COMMITMENTS 3,896 3,907 1,257 2,753 3,006 7,906 8,170 2,219 1,955 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -118) -45 -34 25 -134 7 -154 -2 36 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 38.6 12.4 27.2 29.7 78.1 80.7 21.9 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 28 24 12 15 22 47 56 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,347 COMMITMENTS 9,236 10,137 2,470 8,590 5,205 20,296 17,812 7,051 9,535 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 675) -102 966 569 183 -754 650 781 25 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 37.1 9.0 31.4 19.0 74.2 65.1 25.8 34.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 28 36 24 36 28 80 77 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 17,171 COMMITMENTS 5,575 370 164 9,643 16,223 15,382 16,757 1,789 414 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 1,397) -9 -45 0 427 1,443 418 1,398 979 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 2.2 1.0 56.2 94.5 89.6 97.6 10.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 1 1 8 10 15 11 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 88,135 COMMITMENTS 41,391 5,616 765 10,339 66,013 52,495 72,394 35,640 15,741 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 17,120) 17,548 -18 40 -3,353 16,166 14,235 16,188 2,885 932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 6.4 0.9 11.7 74.9 59.6 82.1 40.4 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 34 10 5 13 20 49 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,587 COMMITMENTS 28,261 4,791 51 2,200 37,603 30,512 42,445 19,075 7,142 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 4,045) 5,404 -473 18 -557 3,931 4,865 3,476 -820 569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.0 9.7 0.1 4.4 75.8 61.5 85.6 38.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 20 8 2 2 13 23 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 66,272 COMMITMENTS 25,032 45,585 126 37,713 17,910 62,871 63,621 3,401 2,651 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 7,764) -896 8,798 119 8,274 -1,503 7,497 7,414 267 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 68.8 0.2 56.9 27.0 94.9 96.0 5.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 23 27 1 14 10 38 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 111,463 COMMITMENTS 12,636 74,742 18 81,278 10,406 93,932 85,166 17,531 26,297 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 13,258) -3,493 10,787 -10 15,221 203 11,718 10,980 1,540 2,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 67.1 0.0 72.9 9.3 84.3 76.4 15.7 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 15 38 2 18 14 35 52 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 120,340 COMMITMENTS 62,127 17,484 131 25,847 85,016 88,105 102,631 32,235 17,709 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 1,064) -1,322 -1,109 99 -751 2,501 -1,974 1,491 3,038 -427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.6 14.5 0.1 21.5 70.6 73.2 85.3 26.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 36 18 4 10 17 49 36 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 170,878 COMMITMENTS 86,229 35,184 356 30,059 105,599 116,644 141,139 54,234 29,739 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 5,965) 8,377 -2,902 -74 -2,063 11,353 6,240 8,377 -275 -2,412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.5 20.6 0.2 17.6 61.8 68.3 82.6 31.7 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 52 32 7 24 29 79 65 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,851 COMMITMENTS 19,606 1,513 0 2,190 22,212 21,796 23,725 3,055 1,126 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 1,075) 561 -29 0 848 1,025 1,409 996 -334 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.9 6.1 0.0 8.8 89.4 87.7 95.5 12.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 18 6 0 5 13 23 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,862,458 COMMITMENTS 1208220 377,653 884,078 3897297 4826462 5989595 6088193 872,863 774,265 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 319,933) 195,190 53,735 -71,791 149,060 326,836 272,459 308,780 47,474 11,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 5.5 12.9 56.8 70.3 87.3 88.7 12.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 68 45 81 122 118 225 214 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 382,737 COMMITMENTS 24,378 38,039 1,021 246,373 297,457 271,772 336,517 110,965 46,220 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 11,191) -2,335 4,564 95 -8,922 2,295 -11,162 6,954 22,353 4,237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 9.9 0.3 64.4 77.7 71.0 87.9 29.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 16 25 6 63 51 81 80 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,334,675 COMMITMENTS 462,070 299,497 31,459 1673668 1689030 2167197 2019986 167,478 314,689 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -4,275) 22,204 9,141 12,250 -29,384 -90,892 5,070 -69,501 -9,345 65,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 12.8 1.3 71.7 72.3 92.8 86.5 7.2 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 98 89 31 148 162 261 267 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 111,708 COMMITMENTS 20,463 10,185 204 76,461 97,856 97,128 108,245 14,580 3,463 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 2,833) -542 -89 -7 2,330 3,205 1,781 3,109 1,052 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 9.1 0.2 68.4 87.6 86.9 96.9 13.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 14 7 1 45 31 59 39 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,502 COMMITMENTS 6,443 503 0 8,216 12,281 14,659 12,784 3,843 5,718 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 896) 1,506 -405 0 -674 1,090 832 685 64 211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 2.7 0.0 44.4 66.4 79.2 69.1 20.8 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 2 0 14 19 20 21 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 332,087 COMMITMENTS 125,058 101,701 4,411 163,629 210,210 293,098 316,322 38,989 15,765 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 17,855) 14,683 13,619 1,422 4,892 6,835 20,997 21,876 -3,142 -4,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 30.6 1.3 49.3 63.3 88.3 95.3 11.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 67 45 9 62 70 133 120 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 110,359 COMMITMENTS 58,029 7,864 89 23,247 91,476 81,365 99,429 28,994 10,930 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 6,109) 2,329 -138 6 2,452 3,617 4,787 3,485 1,322 2,624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 7.1 0.1 21.1 82.9 73.7 90.1 26.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 29 6 3 8 12 39 19 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 29,266 COMMITMENTS 10,364 2,283 0 11,764 18,355 22,128 20,638 7,138 8,628 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -2,231) -2,431 -2,113 0 370 -359 -2,061 -2,472 -170 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 7.8 0.0 40.2 62.7 75.6 70.5 24.4 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 18 5 0 16 14 34 19 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,264 COMMITMENTS 9,017 10,697 1,133 26,142 14,111 36,292 25,941 5,972 16,323 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -1,202) -475 2,317 484 -1,530 337 -1,521 3,138 319 -4,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 25.3 2.7 61.9 33.4 85.9 61.4 14.1 38.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 15 1 25 18 33 33 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,918 COMMITMENTS 5,615 587 215 15,954 22,521 21,784 23,323 3,134 1,595 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 314) 997 0 8 196 538 1,201 546 -887 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 2.4 0.9 64.0 90.4 87.4 93.6 12.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 2 3 14 15 24 19 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 17,017 COMMITMENTS 2,920 480 0 10,188 15,419 13,108 15,899 3,909 1,118 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -108) 384 -387 0 -811 170 -427 -217 319 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 2.8 0.0 59.9 90.6 77.0 93.4 23.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 1 0 7 6 14 7 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 10/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,835 COMMITMENTS 3,612 1,097 0 12,962 16,097 16,574 17,194 1,261 641 CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 337) 8 -30 0 163 366 171 336 166 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 6.2 0.0 72.7 90.3 92.9 96.4 7.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 4 0 8 2 16 6
Updated October 9, 2008