BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,268 COMMITMENTS 42 51 101 2,684 2,831 2,827 2,982 441 286 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 49) 0 38 1 63 11 64 50 -14 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 1.6 3.1 82.1 86.6 86.5 91.3 13.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 15 11 18 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,691 COMMITMENTS 1,177 4,291 7,876 19,451 16,222 28,504 28,389 7,187 7,301 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,659) 298 245 522 502 841 1,322 1,608 337 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 12.0 22.1 54.5 45.5 79.9 79.5 20.1 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 11 17 20 33 25 58 49 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 187,440 COMMITMENTS 34,700 37,974 53,543 78,012 63,898 166,255 155,415 21,185 32,025 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 5,306) 4,174 -4,703 4,382 -4,902 5,733 3,654 5,411 1,652 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 20.3 28.6 41.6 34.1 88.7 82.9 11.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 71 77 82 57 59 184 174 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 313,681 COMMITMENTS 74,680 61,472 73,901 141,095 128,072 289,676 263,445 24,005 50,236 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 5,537) 433 125 6,733 -663 2,006 6,503 8,864 -966 -3,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 19.6 23.6 45.0 40.8 92.3 84.0 7.7 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 99 99 88 111 148 254 302 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,456 COMMITMENTS 3,983 4,674 975 2,978 2,513 7,937 8,163 2,519 2,294 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -87) 126 876 -573 145 -600 -302 -296 215 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 44.7 9.3 28.5 24.0 75.9 78.1 24.1 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 28 24 11 16 19 46 53 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,249 COMMITMENTS 9,580 10,093 4,017 8,556 5,180 22,153 19,290 8,096 10,959 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 356) 337 534 14 -412 -326 -60 222 416 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 33.4 13.3 28.3 17.1 73.2 63.8 26.8 36.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 35 35 25 44 34 91 84 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,223 COMMITMENTS 7,108 537 196 9,415 18,117 16,719 18,850 2,504 373 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,052) 1,533 167 32 -228 1,894 1,337 2,093 715 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 2.8 1.0 49.0 94.2 87.0 98.1 13.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 2 1 6 10 13 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 112,133 COMMITMENTS 50,704 6,907 4,277 16,409 81,474 71,390 92,658 40,743 19,475 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 13,459) 8,895 1,011 -625 2,337 11,739 10,607 12,125 2,853 1,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.2 6.2 3.8 14.6 72.7 63.7 82.6 36.3 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 32 13 14 20 21 60 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,670 COMMITMENTS 27,552 5,386 877 3,906 38,855 32,335 45,118 20,335 7,552 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 45) -615 879 -788 635 1 -768 92 813 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.3 10.2 1.7 7.4 73.8 61.4 85.7 38.6 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 19 8 4 5 11 26 21 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 58,033 COMMITMENTS 32,215 24,266 123 20,840 31,602 53,178 55,991 4,855 2,042 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -8,239) 7,183 -21,319 -3 -16,873 13,692 -9,693 -7,630 1,454 -609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.5 41.8 0.2 35.9 54.5 91.6 96.5 8.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 31 20 2 13 14 44 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 122,199 COMMITMENTS 9,692 75,062 2,701 89,814 13,107 102,208 90,871 19,992 31,328 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,075) -1,958 596 -2,437 6,669 1,239 2,274 -603 -199 2,678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 61.4 2.2 73.5 10.7 83.6 74.4 16.4 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 10 36 7 19 15 34 53 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 128,708 COMMITMENTS 49,736 15,841 6,151 41,495 84,859 97,382 106,850 31,326 21,857 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -5,529) -12,738 -438 -2,796 12,993 -2,149 -2,542 -5,384 -2,987 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 12.3 4.8 32.2 65.9 75.7 83.0 24.3 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 32 24 16 19 17 60 48 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 185,656 COMMITMENTS 79,567 32,906 12,978 33,324 101,892 125,868 147,776 59,788 37,881 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -8,852) -6,894 1,835 -2,824 -256 -10,142 -9,973 -11,130 1,121 2,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.9 17.7 7.0 17.9 54.9 67.8 79.6 32.2 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 55 38 28 28 34 99 84 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,376 COMMITMENTS 19,432 1,802 0 1,528 21,707 20,960 23,509 3,416 867 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -475) -174 289 0 -662 -505 -836 -216 361 -259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.7 7.4 0.0 6.3 89.1 86.0 96.4 14.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 18 6 0 5 11 23 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,353,757 COMMITMENTS 1217668 328,888 4341166 5866650 6826153 11425485 11496207 928,273 857,550 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 117,497) -83,289 87 78,238 171,955 77,269 166,904 155,594 -49,406 -38,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 2.7 35.1 47.5 55.3 92.5 93.1 7.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 76 55 106 139 140 264 256 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 496,855 COMMITMENTS 27,005 39,310 44,423 310,314 359,790 381,742 443,523 115,113 53,332 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 8,531) 2,406 -4,044 4,683 6,113 11,235 13,202 11,873 -4,671 -3,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 7.9 8.9 62.5 72.4 76.8 89.3 23.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 25 33 40 81 61 134 106 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,515,898 COMMITMENTS 435,700 289,399 120,685 1775319 1780375 2331704 2190459 184,194 325,439 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 6,120) -20,560 -3,055 1,073 21,331 14,537 1,844 12,555 4,277 -6,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 11.5 4.8 70.6 70.8 92.7 87.1 7.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442) 101 101 79 157 169 299 308 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 106,397 COMMITMENTS 18,633 10,173 1,610 72,376 90,795 92,619 102,578 13,778 3,819 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -5,446) -1,830 -12 1,406 -4,085 -7,061 -4,509 -5,667 -937 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 9.6 1.5 68.0 85.3 87.1 96.4 12.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 12 7 1 44 29 56 37 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,743 COMMITMENTS 7,114 565 0 8,433 12,137 15,547 12,702 4,196 7,041 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,201) 671 62 0 217 -144 888 -82 313 1,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 2.9 0.0 42.7 61.5 78.7 64.3 21.3 35.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 2 0 14 18 20 20 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 326,568 COMMITMENTS 96,656 98,844 8,235 173,412 202,188 278,303 309,266 48,266 17,302 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -16,750) -27,705 -990 -931 3,440 -15,587 -25,196 -17,507 8,445 757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 30.3 2.5 53.1 61.9 85.2 94.7 14.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 64 44 17 64 71 136 124 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 124,087 COMMITMENTS 59,898 7,529 1,747 25,798 100,735 87,443 110,010 36,644 14,077 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 8,194) 1,757 -371 -1,030 1,289 7,832 2,016 6,431 6,178 1,763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.3 6.1 1.4 20.8 81.2 70.5 88.7 29.5 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 26 10 7 11 15 42 27 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,032 COMMITMENTS 11,489 3,143 0 12,277 18,563 23,766 21,706 6,266 8,326 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 765) 1,125 859 0 512 208 1,637 1,067 -872 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 10.5 0.0 40.9 61.8 79.1 72.3 20.9 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 15 6 0 17 15 32 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,399 COMMITMENTS 9,215 10,351 1,689 26,552 18,251 37,456 30,291 6,943 14,108 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,135) 198 -346 556 410 4,140 1,164 4,350 971 -2,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 23.3 3.8 59.8 41.1 84.4 68.2 15.6 31.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 12 1 23 19 30 31 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 23,835 COMMITMENTS 4,739 392 78 15,914 21,549 20,731 22,019 3,104 1,816 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -1,083) -876 -195 -137 -40 -972 -1,053 -1,304 -30 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 1.6 0.3 66.8 90.4 87.0 92.4 13.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 1 2 13 15 21 18 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 17,737 COMMITMENTS 3,135 752 0 10,101 15,855 13,236 16,607 4,501 1,130 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 720) 215 272 0 -87 436 128 708 592 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 4.2 0.0 56.9 89.4 74.6 93.6 25.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 2 0 7 7 14 9 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,097 COMMITMENTS 4,110 845 0 13,212 17,729 17,322 18,574 1,775 523 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,262) 498 -252 0 250 1,632 748 1,380 514 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 4.4 0.0 69.2 92.8 90.7 97.3 9.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 11 4 0 8 4 19 8
Updated October 16, 2009