MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,479 COMMITMENTS 1,454 3,517 6,804 19,133 17,377 27,391 27,698 7,087 6,781 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,223) 336 271 118 361 350 815 739 408 484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 10.2 19.7 55.5 50.4 79.4 80.3 20.6 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 12 14 17 35 28 59 48 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 191,412 COMMITMENTS 46,573 28,077 51,592 73,278 80,877 171,443 160,546 19,969 30,866 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 2,121) 2,451 -498 -1,525 1,274 3,085 2,200 1,062 -79 1,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 14.7 27.0 38.3 42.3 89.6 83.9 10.4 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 73 64 79 47 57 172 159 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 330,450 COMMITMENTS 85,292 38,557 83,192 135,619 150,484 304,103 272,233 26,347 58,217 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -2,535) 1,006 -4,346 -2,849 -762 -1,349 -2,605 -8,543 70 6,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 11.7 25.2 41.0 45.5 92.0 82.4 8.0 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 106 90 100 111 156 269 305 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,821 COMMITMENTS 4,199 3,374 984 2,927 3,773 8,109 8,131 1,711 1,690 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 66) -26 -330 248 -63 297 159 215 -93 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.8 34.4 10.0 29.8 38.4 82.6 82.8 17.4 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 23 23 13 20 28 52 56 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,360 COMMITMENTS 11,453 9,138 2,502 7,412 5,646 21,367 17,285 5,994 10,075 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -133) 61 -495 -722 86 567 -574 -649 441 516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.9 33.4 9.1 27.1 20.6 78.1 63.2 21.9 36.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 33 26 26 36 32 80 76 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,378 COMMITMENTS 6,668 176 216 10,365 19,715 17,249 20,107 3,129 271 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -422) -549 -273 0 -103 354 -652 81 230 -503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 0.9 1.1 50.9 96.7 84.6 98.7 15.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 1 1 7 11 14 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 96,650 COMMITMENTS 29,734 7,587 5,123 21,380 62,621 56,237 75,330 40,413 21,321 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -970) 1,821 4,063 -3,378 -1,610 -3,401 -3,166 -2,716 2,196 1,746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 7.8 5.3 22.1 64.8 58.2 77.9 41.8 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 26 12 12 22 21 55 38 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,119 COMMITMENTS 25,333 2,482 1,578 7,961 43,826 34,873 47,887 21,246 8,232 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 5,970) 4,238 0 -474 -1,269 6,427 2,495 5,953 3,475 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.1 4.4 2.8 14.2 78.1 62.1 85.3 37.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 7 6 6 15 23 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 67,566 COMMITMENTS 49,221 8,771 70 14,096 56,212 63,387 65,053 4,179 2,513 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -14,736) -17,607 1,870 6 2,406 -17,054 -15,195 -15,178 459 442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.8 13.0 0.1 20.9 83.2 93.8 96.3 6.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 35 14 1 15 15 50 30 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 109,850 COMMITMENTS 29,853 44,823 1,697 54,367 39,882 85,917 86,402 23,933 23,448 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 3,611) 4,000 1,386 -2,269 351 4,495 2,082 3,612 1,529 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 40.8 1.5 49.5 36.3 78.2 78.7 21.8 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 20 19 7 19 17 42 40 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 125,821 COMMITMENTS 42,402 20,276 4,511 53,346 80,020 100,258 104,806 25,563 21,015 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 4,482) 2,654 1,237 -2,071 2,921 8,004 3,504 7,170 978 -2,688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 16.1 3.6 42.4 63.6 79.7 83.3 20.3 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 29 29 15 15 21 55 54 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 191,606 COMMITMENTS 68,227 38,412 18,663 46,587 94,651 133,477 151,725 58,129 39,880 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -4,539) 4,026 2,247 -6,917 -1,813 -2,100 -4,703 -6,770 164 2,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 20.0 9.7 24.3 49.4 69.7 79.2 30.3 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 50 39 28 29 34 95 85 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,106 COMMITMENTS 14,709 3,454 0 3,476 16,196 18,185 19,650 2,921 1,456 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -792) -1,093 968 0 268 -2,111 -825 -1,143 33 351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.7 16.4 0.0 16.5 76.7 86.2 93.1 13.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 14 5 0 8 11 22 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,073,022 COMMITMENTS 1382233 399,203 4502851 6201127 7228203 12086211 12130258 986,811 942,765 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 94,301) 50,905 -49,221 -37,840 71,679 166,640 84,745 79,579 9,557 14,722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 3.1 34.4 47.4 55.3 92.5 92.8 7.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 77 66 118 144 145 283 272 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 497,341 COMMITMENTS 25,599 42,130 41,570 301,461 357,148 368,629 440,848 128,711 56,493 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -5,177) 418 -1,629 1,281 -4,636 -2,498 -2,937 -2,847 -2,240 -2,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 8.5 8.4 60.6 71.8 74.1 88.6 25.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 19 33 36 79 65 127 105 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,772,230 COMMITMENTS 467,963 332,238 128,472 1990171 1918721 2586607 2379431 185,624 392,799 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 40,846) -15,943 64,496 -3,464 62,081 -52,709 42,674 8,323 -1,829 32,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 12.0 4.6 71.8 69.2 93.3 85.8 6.7 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 456) 94 110 80 169 179 311 321 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 106,115 COMMITMENTS 15,567 11,402 353 78,730 90,999 94,650 102,754 11,465 3,361 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -617) -1,880 325 353 1,159 -1,772 -368 -1,094 -249 477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 10.7 0.3 74.2 85.8 89.2 96.8 10.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 11 10 1 47 33 58 44 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,089 COMMITMENTS 6,724 270 0 10,430 17,745 17,154 18,015 2,935 2,074 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,685) 1,118 0 0 1,610 4,905 2,728 4,905 -1,043 -3,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 1.3 0.0 51.9 88.3 85.4 89.7 14.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 1 0 15 20 21 21 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 312,511 COMMITMENTS 85,185 77,096 9,070 195,916 207,363 290,171 293,529 22,340 18,983 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -12,889) -9,816 -17,125 -14 11,819 -3,212 1,989 -20,351 -14,878 7,462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 24.7 2.9 62.7 66.4 92.9 93.9 7.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 62 47 25 65 81 138 143 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,113 COMMITMENTS 54,383 6,869 2,644 26,951 94,925 83,978 104,439 33,135 12,674 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -4,175) -1,369 1,381 -740 -2,477 -4,210 -4,586 -3,570 411 -606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.4 5.9 2.3 23.0 81.1 71.7 89.2 28.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 26 10 9 11 14 42 28 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,020 COMMITMENTS 9,727 3,786 0 15,787 16,966 25,514 20,752 5,506 10,268 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 816) 651 39 0 974 359 1,625 398 -809 418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 12.2 0.0 50.9 54.7 82.2 66.9 17.8 33.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 14 8 0 21 16 35 24 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,821 COMMITMENTS 8,765 12,749 2,275 28,358 21,447 39,398 36,471 7,423 10,350 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 4,661) 1,030 593 232 3,980 -772 5,242 53 -581 4,608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 27.2 4.9 60.6 45.8 84.1 77.9 15.9 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 15 1 21 23 28 38 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 25,001 COMMITMENTS 5,559 222 123 15,972 23,289 21,654 23,634 3,347 1,367 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -490) -77 -57 18 -652 -446 -711 -485 221 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 0.9 0.5 63.9 93.2 86.6 94.5 13.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 1 2 16 15 26 18 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 17,752 COMMITMENTS 2,306 480 0 9,850 15,871 12,156 16,351 5,596 1,401 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 490) 535 0 0 157 263 692 263 -202 227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 2.7 0.0 55.5 89.4 68.5 92.1 31.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 1 0 9 8 15 9 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 20,035 COMMITMENTS 5,862 493 0 12,340 18,917 18,202 19,410 1,833 625 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -10) -342 -173 0 164 -200 -178 -373 168 363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 2.5 0.0 61.6 94.4 90.9 96.9 9.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 15 3 0 9 2 24 5
Updated November 13, 2009