BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,183 COMMITMENTS 0 126 75 2,670 2,758 2,745 2,959 438 224 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -27) -42 78 -26 41 -24 -27 28 0 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.0 2.4 83.9 86.6 86.2 93.0 13.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 2 16 11 18 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,334 COMMITMENTS 1,496 5,205 1,356 15,770 13,238 18,622 19,799 5,712 4,535 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 877) -80 576 -383 1,106 841 643 1,034 234 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 21.4 5.6 64.8 54.4 76.5 81.4 23.5 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 10 13 13 27 19 44 38 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,052 COMMITMENTS 33,523 44,289 28,473 71,370 53,556 133,366 126,318 18,686 25,734 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -3,627) -1,202 -5,013 1,218 -2,818 924 -2,802 -2,871 -825 -756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 29.1 18.7 46.9 35.2 87.7 83.1 12.3 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 65 72 66 30 50 144 158 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 262,458 COMMITMENTS 70,883 65,445 44,208 124,188 109,547 239,279 219,200 23,179 43,258 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 5,635) 1,190 -4,270 1,905 81 7,650 3,176 5,285 2,459 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 24.9 16.8 47.3 41.7 91.2 83.5 8.8 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 87 93 75 78 133 204 272 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,124 COMMITMENTS 3,795 4,412 483 2,936 2,554 7,214 7,449 1,910 1,675 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -883) -243 -306 -209 81 118 -371 -397 -512 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 48.4 5.3 32.2 28.0 79.1 81.6 20.9 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 24 24 7 15 18 43 47 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,425 COMMITMENTS 9,913 10,629 2,068 7,750 4,605 19,731 17,302 6,694 9,123 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -1,121) 371 0 -329 -389 -205 -347 -534 -774 -587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 40.2 7.8 29.3 17.4 74.7 65.5 25.3 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 29 35 25 37 32 81 82 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,067 COMMITMENTS 7,829 339 216 9,476 19,199 17,521 19,754 2,546 313 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 844) 721 -198 20 61 1,082 802 904 42 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 1.7 1.1 47.2 95.7 87.3 98.4 12.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 1 1 7 11 15 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 111,244 COMMITMENTS 52,689 9,152 224 17,831 85,802 70,744 95,178 40,500 16,066 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 8,286) 1,950 2,609 -555 4,199 6,917 5,594 8,971 2,692 -685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.4 8.2 0.2 16.0 77.1 63.6 85.6 36.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 32 14 5 18 21 51 39 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,748 COMMITMENTS 30,017 6,164 22 3,379 41,095 33,418 47,281 21,330 7,467 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 4,335) 2,480 906 0 377 3,032 2,857 3,938 1,478 397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.8 11.3 0.0 6.2 75.1 61.0 86.4 39.0 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 17 8 2 2 14 20 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 83,524 COMMITMENTS 63,913 8,729 176 14,438 72,569 78,527 81,474 4,997 2,050 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 25,491) 31,698 -15,537 53 -6,402 40,967 25,349 25,483 142 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.5 10.5 0.2 17.3 86.9 94.0 97.5 6.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 38 17 3 11 18 50 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 103,138 COMMITMENTS 15,644 58,962 24 69,913 17,588 85,581 76,574 17,557 26,564 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -13,311) 5,746 -16,282 6 -18,961 5,412 -13,209 -10,864 -102 -2,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 57.2 0.0 67.8 17.1 83.0 74.2 17.0 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 15 26 3 17 16 35 42 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 120,630 COMMITMENTS 49,401 18,216 10 45,911 82,789 95,322 101,015 25,308 19,615 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,578) -416 1,738 -123 6,009 -416 5,470 1,199 -3,892 379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 15.1 0.0 38.1 68.6 79.0 83.7 21.0 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 27 23 2 14 17 43 40 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 170,291 COMMITMENTS 77,829 41,796 452 38,176 94,579 116,457 136,827 53,834 33,464 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 3,965) -1,933 5,401 75 7,301 -2,343 5,443 3,133 -1,478 832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 24.5 0.3 22.4 55.5 68.4 80.3 31.6 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 52 36 10 26 30 80 74 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,862 COMMITMENTS 19,531 2,373 0 1,880 21,600 21,411 23,973 3,451 889 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 486) 99 571 0 352 -107 451 464 35 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.6 9.5 0.0 7.6 86.9 86.1 96.4 13.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 18 5 0 6 11 24 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,941,140 COMMITMENTS 1046836 457,810 963,148 4069841 4715642 6079825 6136600 861,315 804,540 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 52,231) -50,805 66,998 52,841 18,454 -133,221 20,490 -13,382 31,741 65,613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 6.6 13.9 58.6 67.9 87.6 88.4 12.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 63 52 76 119 122 223 216 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 390,719 COMMITMENTS 29,360 36,006 943 255,921 308,960 286,224 345,909 104,495 44,810 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 6,749) 2,296 375 -83 7,089 5,337 9,302 5,629 -2,553 1,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 9.2 0.2 65.5 79.1 73.3 88.5 26.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 18 22 6 62 52 83 77 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,392,419 COMMITMENTS 436,555 359,342 19,703 1759016 1718612 2215274 2097657 177,145 294,762 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 68,487) -12,132 62,394 699 76,412 18,479 64,979 81,572 3,508 -13,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 15.0 0.8 73.5 71.8 92.6 87.7 7.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 84 104 25 150 161 247 277 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 104,972 COMMITMENTS 16,977 10,451 2,030 72,529 87,862 91,536 100,343 13,436 4,629 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -1,277) -1,656 278 420 184 -2,865 -1,052 -2,167 -225 890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 10.0 1.9 69.1 83.7 87.2 95.6 12.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 12 8 1 45 28 57 37 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,306 COMMITMENTS 6,786 582 0 9,361 12,115 16,147 12,697 4,159 7,609 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 596) -328 17 0 928 -22 600 -5 -4 601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 2.9 0.0 46.1 59.7 79.5 62.5 20.5 37.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 2 0 16 19 23 21 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 322,237 COMMITMENTS 82,268 107,649 5,479 184,785 191,868 272,532 304,996 49,705 17,241 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 7,628) -15,780 7,105 2,522 18,597 -2,745 5,339 6,882 2,289 746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 33.4 1.7 57.3 59.5 84.6 94.6 15.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 63 50 10 56 72 123 128 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 120,590 COMMITMENTS 62,429 8,439 65 27,039 97,669 89,533 106,173 31,057 14,417 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 915) 2,499 1,156 -16 2,201 -1,992 4,684 -852 -3,769 1,767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 7.0 0.1 22.4 81.0 74.2 88.0 25.8 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 27 8 3 12 14 42 22 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,120 COMMITMENTS 11,914 4,075 0 13,440 18,398 25,354 22,473 5,766 8,647 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,088) 425 932 0 1,163 -165 1,588 767 -500 321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 13.1 0.0 43.2 59.1 81.5 72.2 18.5 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 14 8 0 19 15 33 23 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,986 COMMITMENTS 8,175 9,974 2,911 27,490 18,908 38,576 31,793 6,410 13,193 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 587) -1,040 -377 1,222 938 657 1,120 1,502 -533 -915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 22.2 6.5 61.1 42.0 85.8 70.7 14.2 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 12 1 22 21 30 33 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,479 COMMITMENTS 4,870 392 40 16,421 21,963 21,331 22,395 3,148 2,084 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 644) 131 0 -38 507 414 600 376 44 268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 1.6 0.2 67.1 89.7 87.1 91.5 12.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 1 1 15 15 24 17 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 17,664 COMMITMENTS 2,584 480 0 9,628 16,134 12,212 16,614 5,452 1,050 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -73) -551 -272 0 -473 279 -1,024 7 951 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 2.7 0.0 54.5 91.3 69.1 94.1 30.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 1 0 7 8 13 9 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,778 COMMITMENTS 6,012 885 0 12,158 18,664 18,170 19,549 1,608 229 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 681) 1,902 40 0 -1,054 935 848 975 -167 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 4.5 0.0 61.5 94.4 91.9 98.8 8.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 16 3 0 7 3 23 6
Updated October 23, 2009