BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,210 COMMITMENTS 42 48 101 2,629 2,782 2,772 2,931 438 279 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 11) 0 38 1 24 -21 25 18 -14 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.5 3.1 81.9 86.7 86.4 91.3 13.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 15 11 18 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,457 COMMITMENTS 1,576 4,629 1,739 14,664 12,397 17,979 18,765 5,478 4,692 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,235) 100 384 375 441 584 916 1,343 319 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 19.7 7.4 62.5 52.8 76.6 80.0 23.4 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 11 14 16 27 18 47 40 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 155,679 COMMITMENTS 34,725 49,302 27,255 74,188 52,632 136,168 129,189 19,511 26,490 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 6,921) 3,936 -5,791 4,856 -4,053 7,537 4,739 6,602 2,182 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 31.7 17.5 47.7 33.8 87.5 83.0 12.5 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 67 73 63 35 51 145 159 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 256,823 COMMITMENTS 69,693 69,715 42,303 124,107 101,897 236,103 213,915 20,720 42,908 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,330) 964 2,067 3,121 -1,871 -425 2,214 4,763 -884 -3,433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 27.1 16.5 48.3 39.7 91.9 83.3 8.1 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 87 94 72 89 132 211 277 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,007 COMMITMENTS 4,038 4,718 692 2,855 2,436 7,585 7,846 2,422 2,161 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -118) 142 811 -565 102 -570 -321 -324 203 206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 47.1 6.9 28.5 24.3 75.8 78.4 24.2 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 28 23 9 14 18 44 49 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,546 COMMITMENTS 9,542 10,629 2,397 8,139 4,810 20,078 17,836 7,468 9,710 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 199) 306 492 -73 -451 -395 -218 24 417 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 38.6 8.7 29.5 17.5 72.9 64.7 27.1 35.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 31 36 22 37 31 80 79 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,223 COMMITMENTS 7,108 537 196 9,415 18,117 16,719 18,850 2,504 373 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,052) 1,533 167 32 -228 1,894 1,337 2,093 715 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 2.8 1.0 49.0 94.2 87.0 98.1 13.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 2 1 6 10 13 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 102,958 COMMITMENTS 50,739 6,543 779 13,632 78,885 65,150 86,207 37,808 16,751 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 14,823) 9,348 927 14 3,293 12,872 12,655 13,813 2,168 1,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.3 6.4 0.8 13.2 76.6 63.3 83.7 36.7 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 35 9 5 16 20 52 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,413 COMMITMENTS 27,537 5,258 22 3,002 38,063 30,561 43,343 19,852 7,070 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 826) -724 467 -29 802 460 49 898 777 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.6 10.4 0.0 6.0 75.5 60.6 86.0 39.4 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 19 7 2 2 11 22 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 58,033 COMMITMENTS 32,215 24,266 123 20,840 31,602 53,178 55,991 4,855 2,042 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -8,239) 7,183 -21,319 -3 -16,873 13,692 -9,693 -7,630 1,454 -609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.5 41.8 0.2 35.9 54.5 91.6 96.5 8.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 31 20 2 13 14 44 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 116,449 COMMITMENTS 9,898 75,244 18 88,874 12,176 98,790 87,438 17,659 29,011 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 4,986) -2,738 502 0 7,596 1,770 4,858 2,272 128 2,714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 64.6 0.0 76.3 10.5 84.8 75.1 15.2 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 10 34 2 18 15 30 49 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 119,052 COMMITMENTS 49,817 16,478 133 39,902 83,205 89,852 99,816 29,200 19,236 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -1,288) -12,310 -1,006 2 14,055 -1,811 1,747 -2,815 -3,035 1,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 13.8 0.1 33.5 69.9 75.5 83.8 24.5 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 30 19 3 15 16 48 35 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 166,326 COMMITMENTS 79,762 36,395 377 30,875 96,922 111,014 133,694 55,312 32,632 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -4,552) -6,467 1,211 21 816 -8,677 -5,630 -7,445 1,078 2,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 21.9 0.2 18.6 58.3 66.7 80.4 33.3 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 52 33 8 25 30 80 68 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,376 COMMITMENTS 19,432 1,802 0 1,528 21,707 20,960 23,509 3,416 867 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -475) -174 289 0 -662 -505 -836 -216 361 -259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.7 7.4 0.0 6.3 89.1 86.0 96.4 14.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 18 6 0 5 11 23 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,888,909 COMMITMENTS 1097641 390,812 910,307 4051387 4848863 6059335 6149982 829,574 738,927 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 26,451) -110,579 13,159 26,229 154,090 22,401 69,740 61,789 -43,289 -35,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 5.7 13.2 58.8 70.4 88.0 89.3 12.0 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 64 49 76 122 125 223 218 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 383,970 COMMITMENTS 27,064 35,631 1,026 248,832 303,623 276,922 340,280 107,048 43,690 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,233) 2,686 -2,408 5 2,459 6,166 5,150 3,763 -3,917 -2,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 9.3 0.3 64.8 79.1 72.1 88.6 27.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 19 25 7 65 51 87 80 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,323,932 COMMITMENTS 448,687 296,948 19,004 1682604 1700133 2150295 2016085 173,637 307,847 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -10,743) -13,383 -2,549 -12,455 8,936 11,103 -16,902 -3,901 6,159 -6,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 12.8 0.8 72.4 73.2 92.5 86.8 7.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434) 103 93 27 141 163 255 272 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 106,249 COMMITMENTS 18,633 10,173 1,610 72,345 90,727 92,588 102,510 13,661 3,739 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -5,459) -1,830 -12 1,406 -4,116 -7,129 -4,540 -5,735 -919 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 9.6 1.5 68.1 85.4 87.1 96.5 12.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 12 7 1 43 29 55 37 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,710 COMMITMENTS 7,114 565 0 8,433 12,137 15,547 12,702 4,163 7,008 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,208) 671 62 0 217 -144 888 -82 320 1,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 2.9 0.0 42.8 61.6 78.9 64.4 21.1 35.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 2 0 14 18 20 20 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 314,609 COMMITMENTS 98,048 100,544 2,957 166,188 194,613 267,193 298,114 47,416 16,495 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -17,478) -27,010 -1,157 -1,454 2,559 -15,597 -25,905 -18,208 8,427 730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 32.0 0.9 52.8 61.9 84.9 94.8 15.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 65 42 7 60 69 129 114 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 119,675 COMMITMENTS 59,930 7,283 81 24,838 99,661 84,849 107,025 34,826 12,650 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 9,316) 1,901 -581 -8 1,591 8,185 3,484 7,596 5,832 1,720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 6.1 0.1 20.8 83.3 70.9 89.4 29.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 26 7 3 9 14 37 22 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,032 COMMITMENTS 11,489 3,143 0 12,277 18,563 23,766 21,706 6,266 8,326 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 766) 1,125 860 0 513 208 1,638 1,068 -872 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 10.5 0.0 40.9 61.8 79.1 72.3 20.9 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 15 5 0 17 15 32 20 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,399 COMMITMENTS 9,215 10,351 1,689 26,552 18,251 37,456 30,291 6,943 14,108 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,135) 198 -346 556 410 4,140 1,164 4,350 971 -2,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 23.3 3.8 59.8 41.1 84.4 68.2 15.6 31.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 12 1 23 19 30 31 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 23,835 COMMITMENTS 4,739 392 78 15,914 21,549 20,731 22,019 3,104 1,816 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -1,083) -876 -195 -137 -40 -972 -1,053 -1,304 -30 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 1.6 0.3 66.8 90.4 87.0 92.4 13.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 1 2 13 15 21 18 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 17,737 COMMITMENTS 3,135 752 0 10,101 15,855 13,236 16,607 4,501 1,130 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 720) 215 272 0 -87 436 128 708 592 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 4.2 0.0 56.9 89.4 74.6 93.6 25.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 2 0 7 7 14 9 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,097 COMMITMENTS 4,110 845 0 13,212 17,729 17,322 18,574 1,775 523 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,262) 498 -252 0 250 1,632 748 1,380 514 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 4.4 0.0 69.2 92.8 90.7 97.3 9.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 11 4 0 8 4 19 8
Updated October 16, 2009