MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,770 COMMITMENTS 1,378 3,831 1,194 14,704 13,749 17,276 18,774 5,494 3,996 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 638) 91 229 -87 289 120 293 262 345 376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 16.8 5.2 64.6 60.4 75.9 82.5 24.1 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 12 13 12 27 22 46 41 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 162,476 COMMITMENTS 45,068 38,317 27,887 70,502 69,943 143,457 136,147 19,019 26,329 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,473) 3,059 -345 -2,235 807 2,934 1,631 354 -158 1,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 23.6 17.2 43.4 43.0 88.3 83.8 11.7 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 64 69 65 33 55 147 154 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 265,070 COMMITMENTS 78,822 51,457 45,763 118,634 118,447 243,219 215,667 21,851 49,403 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -3,071) -377 -4,816 -1,760 -814 -2,129 -2,951 -8,705 -120 5,634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 19.4 17.3 44.8 44.7 91.8 81.4 8.2 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 92 91 81 79 141 216 280 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,422 COMMITMENTS 4,192 3,576 686 2,905 3,574 7,783 7,836 1,639 1,586 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 46) -31 -300 218 -50 274 137 192 -91 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 38.0 7.3 30.8 37.9 82.6 83.2 17.4 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 21 24 10 18 28 47 55 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,444 COMMITMENTS 11,250 9,791 1,356 7,283 5,238 19,889 16,385 5,555 9,059 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -297) -44 -531 -752 72 518 -724 -765 427 468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 38.5 5.3 28.6 20.6 78.2 64.4 21.8 35.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 27 30 23 33 30 73 73 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,378 COMMITMENTS 6,668 176 216 10,365 19,715 17,249 20,107 3,129 271 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -422) -549 -273 0 -103 354 -652 81 230 -503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 0.9 1.1 50.9 96.7 84.6 98.7 15.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 1 1 7 11 14 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 85,919 COMMITMENTS 30,168 8,184 1 18,935 59,276 49,104 67,461 36,815 18,458 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 3,023) 2,306 3,691 -579 -709 -1,235 1,018 1,877 2,005 1,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 9.5 0.0 22.0 69.0 57.2 78.5 42.8 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 25 12 1 18 20 44 32 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,280 COMMITMENTS 25,717 2,419 21 6,965 43,210 32,703 45,650 20,577 7,630 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 6,866) 4,546 -87 -44 -897 6,952 3,605 6,821 3,261 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 4.5 0.0 13.1 81.1 61.4 85.7 38.6 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 14 5 2 4 15 19 21 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 67,557 COMMITMENTS 49,221 8,771 70 14,096 56,212 63,387 65,053 4,170 2,504 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -14,732) -17,607 1,870 6 2,406 -17,054 -15,195 -15,178 463 446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.9 13.0 0.1 20.9 83.2 93.8 96.3 6.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 35 14 1 15 15 50 30 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 103,817 COMMITMENTS 28,677 44,534 24 53,486 38,763 82,187 83,321 21,630 20,496 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 6,481) 3,575 527 -12 746 4,967 4,309 5,482 2,172 999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 42.9 0.0 51.5 37.3 79.2 80.3 20.8 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 18 18 3 17 17 37 36 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 117,344 COMMITMENTS 42,044 20,166 90 52,058 78,906 94,192 99,162 23,152 18,182 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 7,312) 3,016 970 -75 3,367 8,611 6,308 9,506 1,004 -2,194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 17.2 0.1 44.4 67.2 80.3 84.5 19.7 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 27 21 4 12 20 42 42 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 164,192 COMMITMENTS 67,904 42,731 711 43,340 87,461 111,955 130,903 52,237 33,289 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 2,935) 3,881 899 -163 -1,403 1,015 2,315 1,751 620 1,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 26.0 0.4 26.4 53.3 68.2 79.7 31.8 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 45 35 9 27 28 76 68 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,106 COMMITMENTS 14,709 3,454 0 3,476 16,196 18,185 19,650 2,921 1,456 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -792) -1,093 968 0 268 -2,111 -825 -1,143 33 351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.7 16.4 0.0 16.5 76.7 86.2 93.1 13.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 14 5 0 8 11 22 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,271,464 COMMITMENTS 1248244 490,521 871,341 4260668 5059060 6380253 6420922 891,211 850,542 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 53,545) 53,985 -65,206 -53,181 37,059 128,250 37,863 9,863 15,682 43,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 6.7 12.0 58.6 69.6 87.7 88.3 12.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 65 61 86 119 131 233 234 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 389,329 COMMITMENTS 25,826 37,584 787 244,654 306,652 271,267 345,023 118,062 44,306 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -5,594) 981 -1,611 44 -5,504 -1,467 -4,479 -3,034 -1,115 -2,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 9.7 0.2 62.8 78.8 69.7 88.6 30.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 17 21 4 63 55 82 78 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,560,834 COMMITMENTS 475,362 342,296 24,273 1889569 1823572 2389204 2190141 171,630 370,693 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 29,085) -11,948 63,434 -9,669 49,875 -53,172 28,258 593 827 28,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 13.4 0.9 73.8 71.2 93.3 85.5 6.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442) 92 99 32 153 168 261 283 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,921 COMMITMENTS 15,567 11,402 353 78,677 90,924 94,597 102,679 11,324 3,242 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -630) -1,880 325 353 1,142 -1,767 -385 -1,089 -245 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 10.8 0.3 74.3 85.8 89.3 96.9 10.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 11 10 1 47 33 58 44 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,065 COMMITMENTS 6,724 270 0 10,430 17,745 17,154 18,015 2,911 2,050 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,678) 1,118 0 0 1,610 4,905 2,728 4,905 -1,050 -3,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 1.3 0.0 52.0 88.4 85.5 89.8 14.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 1 0 15 20 21 21 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 301,986 COMMITMENTS 86,593 78,253 4,240 189,647 201,341 280,480 283,834 21,506 18,152 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -14,092) -9,008 -16,842 -532 10,176 -3,864 636 -21,238 -14,728 7,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 25.9 1.4 62.8 66.7 92.9 94.0 7.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 62 45 15 60 79 129 133 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 111,424 COMMITMENTS 54,402 6,968 69 26,289 93,706 80,760 100,743 30,664 10,681 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -3,094) -1,423 1,526 4 -2,267 -4,012 -3,686 -2,482 592 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.8 6.3 0.1 23.6 84.1 72.5 90.4 27.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 25 8 3 11 13 39 21 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,018 COMMITMENTS 9,727 3,784 0 15,785 16,966 25,512 20,750 5,506 10,268 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 816) 651 39 0 974 359 1,625 398 -809 418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 12.2 0.0 50.9 54.7 82.2 66.9 17.8 33.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 14 7 0 21 16 35 23 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,821 COMMITMENTS 8,765 12,749 2,275 28,358 21,447 39,398 36,471 7,423 10,350 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 4,661) 1,030 593 232 3,980 -772 5,242 53 -581 4,608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 27.2 4.9 60.6 45.8 84.1 77.9 15.9 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 15 1 21 23 28 38 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 25,001 COMMITMENTS 5,559 222 123 15,972 23,289 21,654 23,634 3,347 1,367 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -490) -77 -57 18 -652 -446 -711 -485 221 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 0.9 0.5 63.9 93.2 86.6 94.5 13.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 1 2 16 15 26 18 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 17,752 COMMITMENTS 2,306 480 0 9,850 15,871 12,156 16,351 5,596 1,401 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 490) 535 0 0 157 263 692 263 -202 227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 2.7 0.0 55.5 89.4 68.5 92.1 31.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 1 0 9 8 15 9 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 20,035 COMMITMENTS 5,862 493 0 12,340 18,917 18,202 19,410 1,833 625 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -10) -342 -173 0 164 -200 -178 -373 168 363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 2.5 0.0 61.6 94.4 90.9 96.9 9.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 15 3 0 9 2 24 5
Updated November 13, 2009