MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,805 COMMITMENTS 1,559 4,682 1,085 15,568 13,750 18,212 19,517 5,593 4,288 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,035) 181 851 -109 864 1 936 743 99 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 19.7 4.6 65.4 57.8 76.5 82.0 23.5 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 12 19 14 28 20 48 46 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 168,845 COMMITMENTS 43,063 35,310 26,488 74,223 75,629 143,774 137,427 25,071 31,418 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 6,369) -2,005 -3,007 -1,399 3,721 5,686 317 1,280 6,052 5,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 20.9 15.7 44.0 44.8 85.2 81.4 14.8 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 60 67 65 38 61 148 160 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 271,891 COMMITMENTS 85,951 63,030 34,339 118,436 113,988 238,726 211,357 33,165 60,534 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 6,821) 7,129 11,573 -11,424 -198 -4,459 -4,493 -4,310 11,314 11,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 23.2 12.6 43.6 41.9 87.8 77.7 12.2 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 102 99 82 72 134 212 285 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,596 COMMITMENTS 4,557 2,779 1,289 2,846 4,614 8,692 8,682 1,904 1,914 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,174) 365 -797 603 -59 1,040 909 846 265 328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 26.2 12.2 26.9 43.5 82.0 81.9 18.0 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 25 26 9 15 35 49 62 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,328 COMMITMENTS 12,041 11,815 815 6,802 4,583 19,658 17,213 6,670 9,115 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 884) 791 2,024 -541 -481 -655 -231 828 1,115 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 44.9 3.1 25.8 17.4 74.7 65.4 25.3 34.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 26 39 18 29 25 65 73 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,798 COMMITMENTS 6,654 119 224 9,506 19,227 16,384 19,570 3,414 228 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -580) -14 -57 8 -859 -488 -865 -537 285 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 0.6 1.1 48.0 97.1 82.8 98.8 17.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 1 1 7 12 14 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 94,241 COMMITMENTS 35,653 12,047 210 21,377 63,318 57,240 75,575 37,001 18,666 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 8,322) 5,485 3,863 209 2,442 4,042 8,136 8,114 186 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 12.8 0.2 22.7 67.2 60.7 80.2 39.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 29 12 4 19 21 50 35 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,018 COMMITMENTS 25,311 3,112 0 9,725 41,681 35,036 44,793 18,982 9,225 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 738) -406 693 -21 2,760 -1,529 2,333 -857 -1,595 1,595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 5.8 0.0 18.0 77.2 64.9 82.9 35.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 16 5 0 5 14 21 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 83,174 COMMITMENTS 65,121 9,813 419 12,943 71,172 78,483 81,404 4,691 1,770 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 15,617) 15,900 1,042 349 -1,153 14,960 15,096 16,351 521 -734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.3 11.8 0.5 15.6 85.6 94.4 97.9 5.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 37 19 5 15 17 54 40 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 96,616 COMMITMENTS 29,520 36,105 8 43,232 40,156 72,760 76,269 23,856 20,347 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -7,201) 843 -8,429 -16 -10,254 1,393 -9,427 -7,052 2,226 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 37.4 0.0 44.7 41.6 75.3 78.9 24.7 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 18 19 3 20 17 41 36 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 125,908 COMMITMENTS 48,750 13,198 199 47,864 92,869 96,813 106,266 29,095 19,642 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 8,564) 6,706 -6,968 109 -4,194 13,963 2,621 7,104 5,943 1,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 10.5 0.2 38.0 73.8 76.9 84.4 23.1 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 27 20 5 15 21 46 42 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 172,325 COMMITMENTS 64,268 52,312 385 52,687 83,939 117,340 136,636 54,985 35,689 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 8,133) -3,636 9,581 -326 9,347 -3,522 5,385 5,733 2,748 2,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 30.4 0.2 30.6 48.7 68.1 79.3 31.9 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 46 40 9 30 31 82 74 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,639 COMMITMENTS 15,676 3,002 0 2,819 17,426 18,495 20,428 3,144 1,211 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 533) 967 -452 0 -657 1,230 310 778 223 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.4 13.9 0.0 13.0 80.5 85.5 94.4 14.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 15 5 0 7 12 22 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,432,416 COMMITMENTS 1377655 464,970 837,209 4306897 5207707 6521761 6509886 910,655 922,530 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 160,952) 129,411 -25,551 -34,132 46,229 148,647 141,508 88,964 19,444 71,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 6.3 11.3 57.9 70.1 87.7 87.6 12.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 62 61 80 125 129 234 227 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 398,633 COMMITMENTS 29,945 35,935 787 248,563 309,181 279,295 345,903 119,338 52,730 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 9,304) 4,119 -1,649 0 3,909 2,529 8,028 880 1,276 8,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 9.0 0.2 62.4 77.6 70.1 86.8 29.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 20 20 4 65 53 87 75 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,606,977 COMMITMENTS 467,806 299,995 30,560 1890184 1907422 2388550 2237977 218,427 369,000 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 46,143) -7,556 -42,301 6,287 615 83,850 -654 47,836 46,797 -1,693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 11.5 1.2 72.5 73.2 91.6 85.8 8.4 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443) 102 92 31 161 163 277 272 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 110,859 COMMITMENTS 18,494 12,241 722 77,869 95,253 97,085 108,216 13,774 2,643 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 4,938) 2,927 839 369 -808 4,329 2,488 5,537 2,450 -599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 11.0 0.7 70.2 85.9 87.6 97.6 12.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 13 10 2 49 33 62 45 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 21,494 COMMITMENTS 9,766 270 0 7,795 19,072 17,561 19,342 3,933 2,152 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,429) 3,042 0 0 -2,635 1,327 407 1,327 1,022 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.4 1.3 0.0 36.3 88.7 81.7 90.0 18.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 1 0 14 20 20 21 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 329,448 COMMITMENTS 104,270 80,530 1,399 198,256 227,875 303,925 309,804 25,523 19,644 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 27,462) 17,677 2,277 -2,841 8,609 26,534 23,445 25,970 4,017 1,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 24.4 0.4 60.2 69.2 92.3 94.0 7.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 69 40 7 55 80 127 124 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 124,030 COMMITMENTS 60,635 13,747 107 30,030 100,283 90,772 114,137 33,258 9,893 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 12,606) 6,233 6,779 38 3,741 6,577 10,012 13,394 2,594 -788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 11.1 0.1 24.2 80.9 73.2 92.0 26.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 30 8 5 14 14 48 23 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 33,299 COMMITMENTS 8,372 5,198 0 19,509 17,280 27,881 22,478 5,418 10,821 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 2,281) -1,355 1,414 0 3,724 314 2,369 1,728 -88 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 15.6 0.0 58.6 51.9 83.7 67.5 16.3 32.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 15 10 0 21 16 36 26 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,925 COMMITMENTS 8,228 12,681 1,642 34,916 21,647 44,786 35,970 7,139 15,955 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 5,104) -537 -68 -633 6,558 200 5,388 -501 -284 5,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 24.4 3.2 67.2 41.7 86.3 69.3 13.7 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 11 2 22 25 31 36 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,880 COMMITMENTS 5,146 0 79 16,639 22,991 21,864 23,070 3,016 1,810 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -121) -413 -222 -44 667 -298 210 -564 -331 443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 0.0 0.3 66.9 92.4 87.9 92.7 12.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 11 0 2 14 15 25 17 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 18,967 COMMITMENTS 3,099 1,124 0 10,001 16,923 13,100 18,047 5,867 920 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,215) 793 644 0 151 1,052 944 1,696 271 -481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 5.9 0.0 52.7 89.2 69.1 95.1 30.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 2 0 9 9 16 11 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,062 COMMITMENTS 5,579 282 0 11,725 18,339 17,304 18,621 1,758 441 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -973) -283 -211 0 -615 -578 -898 -789 -75 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 1.5 0.0 61.5 96.2 90.8 97.7 9.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 13 2 0 7 2 20 4
Updated November 20, 2009