MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,868 COMMITMENTS 2,655 5,164 724 17,667 14,831 21,046 20,719 4,822 5,149 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 1,060) 804 -418 37 478 745 1,319 364 -259 696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 20.0 2.8 68.3 57.3 81.4 80.1 18.6 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 13 16 16 29 24 50 49 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 170,491 COMMITMENTS 49,457 24,292 24,757 75,490 93,338 149,704 142,387 20,787 28,104 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -664) 1,012 561 -1,092 724 1,225 644 694 -1,308 -1,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 14.2 14.5 44.3 54.7 87.8 83.5 12.2 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 71 59 65 41 55 162 147 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 259,625 COMMITMENTS 91,045 58,526 28,879 116,662 124,078 236,586 211,483 23,039 48,142 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -983) -743 -6,895 740 327 4,637 324 -1,518 -1,307 535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 22.5 11.1 44.9 47.8 91.1 81.5 8.9 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 103 89 73 70 142 210 276 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,793 COMMITMENTS 4,314 1,534 419 2,466 5,420 7,199 7,373 1,594 1,420 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -622) -180 243 -380 56 -303 -504 -440 -118 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.1 17.4 4.8 28.0 61.6 81.9 83.9 18.1 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 28 19 8 17 34 51 56 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,267 COMMITMENTS 9,704 11,749 3,260 11,166 5,400 24,130 20,409 6,137 9,858 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -372) -1,052 -989 354 722 382 24 -253 -396 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 38.8 10.8 36.9 17.8 79.7 67.4 20.3 32.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 31 35 29 36 35 85 88 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,028 COMMITMENTS 2,548 335 120 11,959 18,282 14,627 18,737 4,401 291 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -4,030) 59 -560 -111 -3,882 -3,259 -3,934 -3,930 -96 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 1.8 0.6 62.8 96.1 76.9 98.5 23.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 1 1 8 11 14 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 79,423 COMMITMENTS 31,381 8,680 136 13,443 55,997 44,960 64,813 34,463 14,610 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -30,472) 2,016 4,940 -5,712 -23,550 -24,285 -27,246 -25,057 -3,226 -5,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 10.9 0.2 16.9 70.5 56.6 81.6 43.4 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 18 13 2 14 22 33 36 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 34,198 COMMITMENTS 9,084 13,652 0 13,697 8,888 22,781 22,540 11,417 11,658 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 607) -2,221 2,808 -430 5,780 -2,920 3,129 -542 -2,522 1,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 39.9 0.0 40.1 26.0 66.6 65.9 33.4 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 11 0 7 8 17 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 103,531 COMMITMENTS 78,578 5,580 1,112 17,816 95,073 97,506 101,765 6,025 1,766 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -11,465) -19,153 -589 871 7,276 -11,946 -11,006 -11,664 -459 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.9 5.4 1.1 17.2 91.8 94.2 98.3 5.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 47 13 3 13 16 61 31 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 74,083 COMMITMENTS 13,551 38,128 50 43,857 15,317 57,458 53,495 16,625 20,588 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 1,906) -259 874 36 2,441 1,200 2,218 2,110 -312 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 51.5 0.1 59.2 20.7 77.6 72.2 22.4 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 15 24 4 13 16 30 42 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 93,224 COMMITMENTS 29,477 30,488 0 46,118 41,644 75,595 72,132 17,629 21,092 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 4,786) -4,333 5,050 0 11,453 -2,346 7,120 2,704 -2,334 2,082 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 32.7 0.0 49.5 44.7 81.1 77.4 18.9 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 19 29 0 12 15 31 44 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 134,600 COMMITMENTS 40,925 55,252 462 45,292 46,838 86,679 102,552 47,921 32,048 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 2,583) -2,062 -4,183 -209 5,623 6,110 3,352 1,718 -769 865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 41.0 0.3 33.6 34.8 64.4 76.2 35.6 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 38 48 11 24 25 69 77 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,372 COMMITMENTS 15,164 5,418 0 1,705 12,386 16,869 17,804 2,503 1,568 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 725) 929 635 0 107 162 1,036 797 -311 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.3 28.0 0.0 8.8 63.9 87.1 91.9 12.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 7 0 5 7 14 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,519,423 COMMITMENTS 877,153 446,296 743,952 4121706 4514224 5742811 5704472 776,612 814,951 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 29,601) 41,151 69,277 -46,065 117,498 55,984 112,584 79,196 -82,983 -49,595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 6.8 11.4 63.2 69.2 88.1 87.5 11.9 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 55 48 81 123 117 225 210 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 319,530 COMMITMENTS 23,182 23,676 104 207,062 258,469 230,348 282,249 89,182 37,281 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -138,739) -4,115 -15,334 -3,883 -56,962 -89,382 -64,960 -108,599 -73,779 -30,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 7.4 0.0 64.8 80.9 72.1 88.3 27.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 13 15 1 64 58 77 74 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,375,469 COMMITMENTS 377,440 304,897 7,040 1801931 1822904 2186411 2134841 189,058 240,628 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,003,514) -154,996 -26,824 -54,267 -740,039 -638,331 -949,302 -719,422 -54,212 -284,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 12.8 0.3 75.9 76.7 92.0 89.9 8.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402) 83 80 18 141 159 230 251 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 103,015 COMMITMENTS 14,784 10,441 63 75,730 86,440 90,577 96,944 12,438 6,071 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -17,008) -5,137 -574 -1 -14,187 -16,664 -19,325 -17,239 2,317 231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 10.1 0.1 73.5 83.9 87.9 94.1 12.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 13 6 1 45 29 58 36 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 9,800 COMMITMENTS 2,518 710 0 3,852 6,717 6,370 7,427 3,430 2,373 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -18,008) -7,882 140 -220 -6,599 -16,911 -14,701 -16,991 -3,307 -1,017 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 7.2 0.0 39.3 68.5 65.0 75.8 35.0 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 0 9 11 13 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 274,954 COMMITMENTS 111,341 71,614 3,700 134,397 183,128 249,438 258,442 25,516 16,512 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -168,561) 2,871 -33,222 -12,259 -157,023 -112,214 -166,411 -157,695 -2,150 -10,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 26.0 1.3 48.9 66.6 90.7 94.0 9.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 62 44 7 50 68 114 117 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 94,188 COMMITMENTS 48,769 16,344 161 21,197 67,630 70,127 84,135 24,061 10,053 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -7,718) -5,988 2,570 11 -1,403 -9,401 -7,380 -6,820 -338 -898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 17.4 0.2 22.5 71.8 74.5 89.3 25.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 24 13 4 13 15 40 29 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 24,375 COMMITMENTS 7,646 5,021 0 11,173 8,417 18,819 13,438 5,556 10,937 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,473) -1,917 -1,804 0 582 -279 -1,335 -2,083 -138 610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 20.6 0.0 45.8 34.5 77.2 55.1 22.8 44.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 9 0 13 11 24 20 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 25,361 COMMITMENTS 4,351 5,945 725 11,719 13,083 16,795 19,753 8,566 5,608 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 614) -2,666 -241 342 1,018 2,763 -1,306 2,864 1,920 -2,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 23.4 2.9 46.2 51.6 66.2 77.9 33.8 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 10 2 14 18 22 28 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 26,072 COMMITMENTS 3,795 393 40 20,005 24,413 23,840 24,846 2,232 1,226 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,122) -307 393 -35 493 -643 151 -285 -1,273 -837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 1.5 0.2 76.7 93.6 91.4 95.3 8.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 1 1 17 18 25 20 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 17,322 COMMITMENTS 1,918 718 0 8,922 15,000 10,840 15,718 6,482 1,604 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -4,547) -1,247 -1,061 0 -2,712 -3,424 -3,959 -4,485 -588 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 4.1 0.0 51.5 86.6 62.6 90.7 37.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 2 0 9 6 14 8 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,721 COMMITMENTS 3,914 633 0 11,815 16,488 15,729 17,121 1,992 600 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,814) -985 75 -79 -478 -1,752 -1,542 -1,756 -272 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 3.6 0.0 66.7 93.0 88.8 96.6 11.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 4 0 7 1 15 5
Updated December 28, 2009