MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,332 COMMITMENTS 1,123 5,133 618 16,594 13,474 18,335 19,225 4,997 4,107 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,801) -329 196 -440 -247 -1,033 -1,016 -1,277 -785 -524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 22.0 2.6 71.1 57.7 78.6 82.4 21.4 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 8 17 13 28 22 44 46 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 179,364 COMMITMENTS 49,312 25,625 29,091 76,163 92,342 154,566 147,058 24,798 32,306 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 3,512) 1,006 -926 3,074 -236 567 3,844 2,715 -332 797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 14.3 16.2 42.5 51.5 86.2 82.0 13.8 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 83 53 75 42 54 173 153 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,650 COMMITMENTS 90,096 67,333 30,583 117,584 117,240 238,263 215,156 25,387 48,494 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -3,138) 63 -94 -599 -4,219 -944 -4,755 -1,637 1,617 -1,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 25.5 11.6 44.6 44.5 90.4 81.6 9.6 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 99 96 76 80 134 216 277 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,050 COMMITMENTS 4,728 1,512 1,209 2,482 5,778 8,419 8,499 1,631 1,551 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,383) -240 -508 -528 -196 -80 -964 -1,116 -419 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 15.0 12.0 24.7 57.5 83.8 84.6 16.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 29 21 13 14 36 56 59 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,437 COMMITMENTS 11,685 12,713 2,192 8,921 4,758 22,798 19,663 6,639 9,774 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 1,461) -704 -216 612 814 160 722 556 739 905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 43.2 7.4 30.3 16.2 77.4 66.8 22.6 33.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 29 42 25 29 34 73 87 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,812 COMMITMENTS 3,037 214 231 13,336 20,242 16,604 20,687 4,208 125 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -657) -1,108 -15 15 1,465 475 372 475 -1,029 -1,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 1.0 1.1 64.1 97.3 79.8 99.4 20.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 1 1 10 11 18 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 103,218 COMMITMENTS 33,195 3,736 1,039 34,784 81,851 69,018 86,626 34,200 16,592 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 5,787) -2,769 -1,419 898 14,071 7,565 12,200 7,044 -6,413 -1,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 3.6 1.0 33.7 79.3 66.9 83.9 33.1 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 23 10 4 22 22 48 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,595 COMMITMENTS 20,177 6,829 28 14,210 32,137 34,415 38,994 15,180 10,601 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -7,064) -8,727 2,650 27 6,998 -12,930 -1,702 -10,253 -5,362 3,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 13.8 0.1 28.7 64.8 69.4 78.6 30.6 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 14 7 1 13 15 27 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 172,511 COMMITMENTS 113,628 7,445 1,935 50,365 160,932 165,928 170,312 6,583 2,199 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 46,426) 6,237 439 1,476 37,839 43,746 45,552 45,661 874 765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.9 4.3 1.1 29.2 93.3 96.2 98.7 3.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 48 17 6 14 21 67 42 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 103,496 COMMITMENTS 17,059 33,935 7,906 59,451 41,263 84,416 83,104 19,080 20,392 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 13,881) -6,409 -196 7,860 14,446 5,254 15,897 12,918 -2,016 963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 32.8 7.6 57.4 39.9 81.6 80.3 18.4 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 15 18 5 19 19 37 40 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 123,501 COMMITMENTS 48,754 13,572 1,908 52,185 87,033 102,847 102,513 20,654 20,988 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -20,622) -25,039 -3,314 229 14,302 -16,977 -10,508 -20,062 -10,114 -560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 11.0 1.5 42.3 70.5 83.3 83.0 16.7 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 23 20 6 18 23 45 46 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 179,294 COMMITMENTS 52,035 52,546 6,028 76,017 92,315 134,080 150,889 45,214 28,405 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 4,139) -19,088 3,574 5,393 26,574 -2,402 12,879 6,565 -8,740 -2,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 29.3 3.4 42.4 51.5 74.8 84.2 25.2 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 41 39 17 33 33 84 81 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,110 COMMITMENTS 12,583 4,788 0 7,465 16,152 20,048 20,940 3,062 2,170 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 332) -1,146 -838 0 1,559 609 413 -229 -81 561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 20.7 0.0 32.3 69.9 86.8 90.6 13.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 11 6 0 11 12 22 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,395,806 COMMITMENTS 1127884 551,644 813,364 4595508 5171567 6536756 6536575 859,050 859,231 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -144,325) -214,472 -7,387 4,957 104,287 -99,913 -105,228 -102,343 -39,097 -41,982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 7.5 11.0 62.1 69.9 88.4 88.4 11.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 59 62 86 132 131 242 235 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 421,508 COMMITMENTS 24,415 38,455 1,479 248,027 329,183 273,921 369,117 147,587 52,391 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 11,942) -4,884 1,641 264 -5,893 2,226 -10,513 4,131 22,455 7,811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 9.1 0.4 58.8 78.1 65.0 87.6 35.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 15 22 7 69 58 89 82 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,770,435 COMMITMENTS 454,000 311,602 44,602 2062054 1928626 2560656 2284830 209,779 485,605 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 112,955) -19,537 -448 6,357 87,906 7,076 74,726 12,985 38,229 99,970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 11.2 1.6 74.4 69.6 92.4 82.5 7.6 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433) 98 82 37 163 175 276 279 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 114,226 COMMITMENTS 18,262 11,103 0 81,109 99,785 99,371 110,888 14,855 3,338 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 2,295) -1,606 -186 -1 1,011 1,265 -596 1,078 2,891 1,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 9.7 0.0 71.0 87.4 87.0 97.1 13.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 12 9 0 48 35 60 44 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,225 COMMITMENTS 11,836 570 0 7,729 21,612 19,565 22,182 4,660 2,043 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,670) -2,749 0 0 869 12 -1,880 12 210 -1,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 2.4 0.0 31.9 89.2 80.8 91.6 19.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 1 0 12 20 18 21 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 349,639 COMMITMENTS 94,836 101,850 2,721 230,319 225,408 327,876 329,979 21,763 19,660 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -14,450) -23,740 -2,479 1,387 13,110 -18,744 -9,243 -19,836 -5,207 5,386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 29.1 0.8 65.9 64.5 93.8 94.4 6.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 63 44 15 61 70 132 123 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,262 COMMITMENTS 50,719 4,037 4,621 42,746 105,198 98,086 113,856 27,176 11,406 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 7,215) -4,696 -2,940 4,313 10,907 5,836 10,524 7,209 -3,309 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 3.2 3.7 34.1 84.0 78.3 90.9 21.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 26 6 6 16 14 45 24 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 54,995 COMMITMENTS 10,014 5,957 1,635 26,928 23,350 38,577 30,942 16,418 24,053 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 19,723) 1,105 974 1,580 6,466 6,106 9,151 8,660 10,572 11,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 10.8 3.0 49.0 42.5 70.1 56.3 29.9 43.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 15 13 4 24 20 41 36 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,285 COMMITMENTS 8,723 9,216 6,250 37,205 34,380 52,178 49,846 18,107 20,439 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 10,970) -92 590 1,979 -1,007 7,539 880 10,108 10,090 862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 13.1 8.9 52.9 48.9 74.2 70.9 25.8 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 13 12 7 21 31 36 48 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 25,029 COMMITMENTS 4,606 0 52 17,620 23,772 22,278 23,824 2,751 1,205 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -155) -474 0 -91 659 -92 94 -183 -249 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 0.0 0.2 70.4 95.0 89.0 95.2 11.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 0 2 17 16 27 18 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 20,397 COMMITMENTS 2,829 1,625 0 11,339 18,092 14,168 19,717 6,229 680 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 897) 8 34 0 838 830 846 864 51 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 8.0 0.0 55.6 88.7 69.5 96.7 30.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 2 0 9 8 15 10 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 12/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,694 COMMITMENTS 5,141 108 0 11,783 18,766 16,924 18,874 2,770 820 CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 281) -461 -255 0 156 60 -305 -195 586 476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 0.5 0.0 59.8 95.3 85.9 95.8 14.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 12 1 0 7 3 19 4
Updated December 11, 2009