MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,132 COMMITMENTS 1,287 3,602 1,281 14,415 13,629 16,983 18,512 5,149 3,620 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,894) -339 -1,356 -208 -1,924 -219 -2,471 -1,783 -423 -1,111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 16.3 5.8 65.1 61.6 76.7 83.6 23.3 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 12 12 12 25 22 44 40 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 161,003 COMMITMENTS 42,009 38,662 30,122 69,695 67,009 141,826 135,793 19,177 25,210 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 3,206) 4,778 -5,764 1,426 -1,318 9,226 4,886 4,888 -1,680 -1,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 24.0 18.7 43.3 41.6 88.1 84.3 11.9 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 73 60 76 35 53 166 156 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,141 COMMITMENTS 79,199 56,273 47,523 119,448 120,576 246,170 224,372 21,971 43,769 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 4,575) 4,687 -1,961 1,583 -2,006 4,136 4,264 3,758 311 817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 21.0 17.7 44.5 45.0 91.8 83.7 8.2 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 96 90 82 78 137 218 275 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,376 COMMITMENTS 4,223 3,876 468 2,955 3,300 7,646 7,644 1,730 1,732 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 201) 427 -632 -46 26 767 407 89 -206 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 41.3 5.0 31.5 35.2 81.5 81.5 18.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 21 25 7 18 25 46 51 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,741 COMMITMENTS 11,294 10,322 2,108 7,211 4,720 20,613 17,150 5,128 8,591 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -797) 234 -214 -520 304 222 18 -512 -815 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 40.1 8.2 28.0 18.3 80.1 66.6 19.9 33.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 29 37 27 33 28 76 81 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,800 COMMITMENTS 7,217 449 216 10,468 19,361 17,901 20,026 2,899 774 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 1,385) -390 0 0 2,140 1,468 1,750 1,468 -365 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 2.2 1.0 50.3 93.1 86.1 96.3 13.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 1 1 8 11 15 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 82,896 COMMITMENTS 27,862 4,493 580 19,644 60,511 48,086 65,584 34,810 17,312 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -16,739) -13,399 -1,313 401 -736 -17,440 -13,734 -18,352 -3,005 1,613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 5.4 0.7 23.7 73.0 58.0 79.1 42.0 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 25 15 3 19 19 46 35 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,414 COMMITMENTS 21,171 2,506 65 7,862 36,258 29,098 38,829 17,316 7,585 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -4,289) -2,933 -3,753 55 1,441 344 -1,437 -3,354 -2,852 -935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 5.4 0.1 16.9 78.1 62.7 83.7 37.3 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 16 6 3 4 14 21 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 82,289 COMMITMENTS 66,828 6,901 64 11,690 73,266 78,582 80,231 3,707 2,058 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -8,584) -6,826 42 -25 -723 -7,675 -7,574 -7,658 -1,010 -926 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.2 8.4 0.1 14.2 89.0 95.5 97.5 4.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 40 11 1 12 17 52 29 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 97,336 COMMITMENTS 25,102 44,007 36 52,740 33,796 77,878 77,839 19,458 19,497 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 1,501) 3,366 -9,160 -1 -2,893 13,685 472 4,524 1,029 -3,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 45.2 0.0 54.2 34.7 80.0 80.0 20.0 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 21 20 4 19 17 43 38 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 110,032 COMMITMENTS 39,028 19,196 165 48,691 70,295 87,884 89,656 22,148 20,376 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -5,129) 2,952 650 68 -8,142 -6,066 -5,122 -5,348 -7 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 17.4 0.1 44.3 63.9 79.9 81.5 20.1 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 27 25 5 14 16 44 43 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 161,257 COMMITMENTS 64,023 41,832 874 44,743 86,446 109,640 129,152 51,617 32,105 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,541) -3,820 6,858 60 4,122 -10,887 362 -3,969 -3,903 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 25.9 0.5 27.7 53.6 68.0 80.1 32.0 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 44 38 10 27 32 75 76 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,898 COMMITMENTS 15,802 2,486 0 3,208 18,307 19,010 20,793 2,888 1,105 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,332) -1,811 -99 0 108 -1,745 -1,703 -1,844 -629 -488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.2 11.4 0.0 14.6 83.6 86.8 95.0 13.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 14 4 0 7 12 21 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,217,919 COMMITMENTS 1194259 555,727 924,522 4223609 4930810 6342390 6411059 875,529 806,860 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 207,423) 176,755 60,291 -21,089 11,635 150,936 167,301 190,138 40,122 17,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 7.7 12.8 58.5 68.3 87.9 88.8 12.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 61 60 80 120 125 228 226 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 394,923 COMMITMENTS 24,845 39,195 743 250,158 308,119 275,746 348,057 119,177 46,866 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 3,251) -4,469 1,113 -401 1,231 2,722 -3,639 3,434 6,890 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 9.9 0.2 63.3 78.0 69.8 88.1 30.2 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 16 23 4 64 52 83 76 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,531,749 COMMITMENTS 487,310 278,862 33,942 1839694 1876744 2360946 2189548 170,803 342,201 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 59,164) 26,416 -57,796 802 40,746 84,306 67,964 27,312 -8,800 31,852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 11.0 1.3 72.7 74.1 93.3 86.5 6.7 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 98 83 26 156 166 263 266 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 106,551 COMMITMENTS 17,447 11,077 0 77,535 92,691 94,982 103,768 11,569 2,783 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -129) 376 666 -1,013 4,118 1,224 3,481 877 -3,610 -1,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 10.4 0.0 72.8 87.0 89.1 97.4 10.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 12 8 0 50 33 62 41 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,387 COMMITMENTS 5,606 270 0 8,820 12,840 14,426 13,110 3,961 5,277 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,089) -100 -298 0 -737 223 -837 -75 -252 -1,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 1.5 0.0 48.0 69.8 78.5 71.3 21.5 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 1 0 14 19 20 20 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 316,078 COMMITMENTS 95,601 95,095 4,772 179,471 205,205 279,844 305,072 36,234 11,006 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -10,875) 1,159 -5,844 1,102 -4,998 -1,628 -2,737 -6,370 -8,138 -4,505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 30.1 1.5 56.8 64.9 88.5 96.5 11.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 60 40 9 64 77 128 123 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,518 COMMITMENTS 55,825 5,442 65 28,556 97,718 84,446 103,225 30,072 11,293 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -824) -3,303 -799 -48 4,778 -90 1,427 -937 -2,251 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.7 4.8 0.1 24.9 85.3 73.7 90.1 26.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 28 8 3 12 14 43 22 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,202 COMMITMENTS 9,076 3,745 0 14,811 16,607 23,887 20,352 6,315 9,850 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,850) -2,351 -1,026 0 638 -1,467 -1,713 -2,493 -137 643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 12.4 0.0 49.0 55.0 79.1 67.4 20.9 32.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 13 7 0 17 15 30 22 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,160 COMMITMENTS 7,735 12,156 2,043 24,378 22,219 34,156 36,418 8,004 5,742 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,173) -886 968 -2,492 -380 3,547 -3,758 2,023 1,585 -4,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 28.8 4.8 57.8 52.7 81.0 86.4 19.0 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 13 1 20 22 26 35 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 25,491 COMMITMENTS 5,636 279 105 16,624 23,735 22,365 24,119 3,126 1,372 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 800) 385 -6 65 435 824 885 883 -85 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 1.1 0.4 65.2 93.1 87.7 94.6 12.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 1 2 17 16 27 19 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 17,262 COMMITMENTS 1,771 480 0 9,693 15,608 11,464 16,088 5,798 1,174 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -680) -768 -284 0 61 -785 -707 -1,069 27 389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 2.8 0.0 56.2 90.4 66.4 93.2 33.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 0 9 8 13 9 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 11/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 20,045 COMMITMENTS 6,204 666 0 12,176 19,117 18,380 19,783 1,665 262 CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -699) -514 -319 0 -6 -259 -520 -578 -179 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 3.3 0.0 60.7 95.4 91.7 98.7 8.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 15 4 0 8 2 23 6
Updated November 6, 2009