BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,247 COMMITMENTS 0 129 75 2,730 2,811 2,805 3,015 441 231 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -22) -42 78 -26 46 -20 -22 33 0 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.0 2.3 84.1 86.6 86.4 92.9 13.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 2 16 11 18 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,471 COMMITMENTS 1,199 4,476 7,550 20,390 17,028 29,139 29,054 7,332 7,417 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 780) 22 185 -326 939 806 635 665 145 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 12.3 20.7 55.9 46.7 79.9 79.7 20.1 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 8 19 18 34 26 58 47 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,576 COMMITMENTS 34,499 35,313 49,547 74,332 63,053 158,378 147,913 20,198 30,664 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -8,864) -201 -2,661 -3,996 -3,680 -845 -7,877 -7,503 -987 -1,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 19.8 27.7 41.6 35.3 88.7 82.8 11.3 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 73 68 83 48 53 176 165 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 322,887 COMMITMENTS 76,566 55,711 78,228 140,784 137,923 295,579 271,863 27,308 51,025 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 9,206) 1,886 -5,761 4,328 -311 9,851 5,902 8,418 3,304 788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 17.3 24.2 43.6 42.7 91.5 84.2 8.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 101 92 85 106 151 250 293 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,562 COMMITMENTS 3,772 4,352 766 3,030 2,644 7,569 7,762 1,993 1,800 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -894) -211 -322 -209 52 130 -368 -401 -526 -494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.5 45.5 8.0 31.7 27.6 79.2 81.2 20.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 23 27 9 17 18 45 50 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,995 COMMITMENTS 10,078 10,097 3,564 7,997 5,089 21,639 18,750 7,356 10,245 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -1,254) 498 3 -453 -559 -90 -514 -540 -740 -714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 34.8 12.3 27.6 17.6 74.6 64.7 25.4 35.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 33 34 28 42 33 90 85 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,067 COMMITMENTS 7,829 339 216 9,476 19,199 17,521 19,754 2,546 313 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 844) 721 -198 20 61 1,082 802 904 42 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 1.7 1.1 47.2 95.7 87.3 98.4 12.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 1 1 7 11 15 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,792 COMMITMENTS 53,233 9,149 4,922 20,891 89,859 79,046 103,930 43,746 18,863 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 10,659) 2,529 2,242 645 4,482 8,385 7,656 11,271 3,003 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.4 7.5 4.0 17.0 73.2 64.4 84.6 35.6 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 32 15 16 22 22 62 45 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,755 COMMITMENTS 30,030 6,206 1,239 4,512 42,178 35,781 49,624 21,974 8,132 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 5,085) 2,479 820 362 605 3,323 3,446 4,506 1,639 579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.0 10.7 2.1 7.8 73.0 62.0 85.9 38.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 18 8 5 5 14 25 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 83,530 COMMITMENTS 63,913 8,729 176 14,438 72,569 78,527 81,474 5,003 2,056 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 25,497) 31,698 -15,537 53 -6,402 40,967 25,349 25,483 148 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.5 10.5 0.2 17.3 86.9 94.0 97.5 6.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 38 17 3 11 18 50 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 110,194 COMMITMENTS 16,062 59,034 2,782 70,983 18,535 89,827 80,350 20,367 29,844 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -12,005) 6,370 -16,029 81 -18,831 5,428 -12,381 -10,520 375 -1,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 53.6 2.5 64.4 16.8 81.5 72.9 18.5 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 16 27 8 18 16 38 47 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 131,480 COMMITMENTS 49,518 17,545 6,745 47,602 84,628 103,865 108,918 27,615 22,562 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 2,772) -218 1,705 594 6,107 -231 6,483 2,068 -3,711 705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.7 13.3 5.1 36.2 64.4 79.0 82.8 21.0 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 30 30 19 17 17 59 54 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 194,143 COMMITMENTS 77,390 37,302 17,457 41,154 100,037 136,001 154,796 58,142 39,347 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 8,486) -2,176 4,396 4,480 7,830 -1,856 10,133 7,020 -1,647 1,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.9 19.2 9.0 21.2 51.5 70.1 79.7 29.9 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 53 42 36 27 35 99 94 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,862 COMMITMENTS 19,531 2,373 0 1,880 21,600 21,411 23,973 3,451 889 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 486) 99 571 0 352 -107 451 464 35 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.6 9.5 0.0 7.6 86.9 86.1 96.4 13.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 18 5 0 6 11 24 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,229,549 COMMITMENTS 1173407 367,344 4270582 5825138 6670940 11269128 11308866 960,421 920,683 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -124,209) -44,261 38,456 -70,584 -41,512 -155,214 -156,357 -187,342 32,149 63,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 3.0 34.9 47.6 54.5 92.1 92.5 7.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 75 60 108 134 137 265 253 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 485,164 COMMITMENTS 28,685 38,742 36,149 308,136 355,886 372,970 430,777 112,194 54,386 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -11,691) 1,680 -568 -8,274 -2,177 -3,904 -8,772 -12,745 -2,920 1,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 8.0 7.5 63.5 73.4 76.9 88.8 23.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 19 34 33 80 61 127 100 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,534,300 COMMITMENTS 430,121 346,714 92,626 1821844 1783779 2344590 2223119 189,710 311,181 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 18,402) -5,579 57,315 -28,059 46,525 3,405 12,887 32,661 5,516 -14,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 13.7 3.7 71.9 70.4 92.5 87.7 7.5 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440) 91 104 65 163 171 292 302 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,138 COMMITMENTS 16,977 10,451 2,030 72,529 87,862 91,536 100,343 13,602 4,795 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -1,259) -1,656 278 420 153 -2,933 -1,083 -2,235 -176 976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 9.9 1.9 69.0 83.6 87.1 95.4 12.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 12 8 1 45 28 57 37 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,327 COMMITMENTS 6,786 582 0 9,361 12,115 16,147 12,697 4,180 7,630 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 584) -328 17 0 928 -22 600 -5 -16 589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 2.9 0.0 46.1 59.6 79.4 62.5 20.6 37.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 2 0 16 19 23 21 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 330,192 COMMITMENTS 81,580 106,256 8,826 189,365 197,119 279,770 312,201 50,422 17,991 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 3,624) -15,077 7,412 591 15,953 -5,068 1,468 2,935 2,156 689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 32.2 2.7 57.3 59.7 84.7 94.6 15.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 64 50 18 59 73 129 135 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 126,059 COMMITMENTS 62,391 8,647 2,113 28,131 98,887 92,635 109,647 33,424 16,412 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,971) 2,493 1,118 366 2,333 -1,848 5,192 -363 -3,221 2,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.5 6.9 1.7 22.3 78.4 73.5 87.0 26.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 27 11 9 15 15 49 28 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,122 COMMITMENTS 11,914 4,077 0 13,442 18,398 25,356 22,475 5,766 8,647 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,089) 425 933 0 1,164 -165 1,589 768 -500 321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 13.1 0.0 43.2 59.1 81.5 72.2 18.5 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 14 9 0 19 15 33 24 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,986 COMMITMENTS 8,175 9,974 2,911 27,490 18,908 38,576 31,793 6,410 13,193 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 587) -1,040 -377 1,222 938 657 1,120 1,502 -533 -915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 22.2 6.5 61.1 42.0 85.8 70.7 14.2 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 12 1 22 21 30 33 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,479 COMMITMENTS 4,870 392 40 16,421 21,963 21,331 22,395 3,148 2,084 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 644) 131 0 -38 507 414 600 376 44 268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 1.6 0.2 67.1 89.7 87.1 91.5 12.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 1 1 15 15 24 17 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 17,664 COMMITMENTS 2,584 480 0 9,628 16,134 12,212 16,614 5,452 1,050 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -73) -551 -272 0 -473 279 -1,024 7 951 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 2.7 0.0 54.5 91.3 69.1 94.1 30.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 1 0 7 8 13 9 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,778 COMMITMENTS 6,012 885 0 12,158 18,664 18,170 19,549 1,608 229 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 681) 1,902 40 0 -1,054 935 848 975 -167 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 4.5 0.0 61.5 94.4 91.9 98.8 8.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 16 3 0 7 3 23 6
Updated October 23, 2009