MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,997 COMMITMENTS 1,666 4,170 7,238 19,837 17,411 28,741 28,819 7,256 7,178 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,518) 212 653 434 704 34 1,349 1,121 169 397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 11.6 20.1 55.1 48.4 79.8 80.1 20.2 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 13 21 20 35 26 60 56 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 198,031 COMMITMENTS 45,294 26,088 49,624 76,763 86,281 171,681 161,993 26,350 36,038 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 6,619) -1,278 -1,989 -1,968 3,485 5,404 238 1,447 6,381 5,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 13.2 25.1 38.8 43.6 86.7 81.8 13.3 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 72 61 78 51 63 175 165 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 337,426 COMMITMENTS 93,137 53,154 69,378 136,638 144,865 299,153 267,397 38,274 70,030 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 6,976) 7,845 14,597 -13,814 1,019 -5,619 -4,950 -4,837 11,926 11,813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 15.8 20.6 40.5 42.9 88.7 79.2 11.3 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 121 94 98 102 145 262 305 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,110 COMMITMENTS 4,562 2,406 1,733 2,852 4,956 9,147 9,095 1,963 2,015 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,290) 363 -968 749 -75 1,183 1,038 965 252 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 21.7 15.6 25.7 44.6 82.3 81.9 17.7 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 28 24 13 16 35 54 63 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,293 COMMITMENTS 12,093 11,119 1,999 6,988 4,883 21,080 18,001 7,213 10,292 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 932) 640 1,981 -503 -424 -763 -287 716 1,219 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 39.3 7.1 24.7 17.3 74.5 63.6 25.5 36.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 28 38 21 31 30 71 78 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,798 COMMITMENTS 6,654 119 224 9,506 19,227 16,384 19,570 3,414 228 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -580) -14 -57 8 -859 -488 -865 -537 285 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 0.6 1.1 48.0 97.1 82.8 98.8 17.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 1 1 7 12 14 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 105,649 COMMITMENTS 34,986 11,132 5,801 23,959 66,939 64,746 83,871 40,903 21,778 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 8,999) 5,252 3,545 678 2,578 4,318 8,508 8,541 490 457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 10.5 5.5 22.7 63.4 61.3 79.4 38.7 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 28 14 14 22 21 58 41 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,534 COMMITMENTS 24,880 3,039 1,497 10,604 42,277 36,980 46,813 19,554 9,721 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 415) -453 557 -81 2,642 -1,549 2,107 -1,073 -1,692 1,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.0 5.4 2.6 18.8 74.8 65.4 82.8 34.6 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 16 6 4 7 14 24 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 83,183 COMMITMENTS 65,121 9,804 428 12,943 71,172 78,492 81,404 4,691 1,779 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 15,617) 15,900 1,033 358 -1,153 14,960 15,105 16,351 512 -734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.3 11.8 0.5 15.6 85.6 94.4 97.9 5.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 37 19 5 15 17 54 40 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 103,462 COMMITMENTS 30,531 36,258 2,525 44,225 41,417 77,281 80,199 26,181 23,263 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -6,388) 678 -8,566 828 -10,142 1,534 -8,636 -6,203 2,248 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 35.0 2.4 42.7 40.0 74.7 77.5 25.3 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 22 18 8 21 18 46 41 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 136,697 COMMITMENTS 49,319 13,467 6,462 49,324 94,088 105,105 114,017 31,592 22,680 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 10,876) 6,918 -6,808 1,951 -4,022 14,068 4,847 9,211 6,029 1,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 9.9 4.7 36.1 68.8 76.9 83.4 23.1 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 34 24 18 17 22 59 56 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 201,235 COMMITMENTS 64,853 48,830 19,053 56,326 92,146 140,231 160,029 61,004 41,206 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 9,630) -3,374 10,419 390 9,739 -2,505 6,755 8,304 2,875 1,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 24.3 9.5 28.0 45.8 69.7 79.5 30.3 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 52 44 33 33 35 102 95 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,639 COMMITMENTS 15,676 3,002 0 2,819 17,426 18,495 20,428 3,144 1,211 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 533) 967 -452 0 -657 1,230 310 778 223 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.4 13.9 0.0 13.0 80.5 85.5 94.4 14.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 15 5 0 7 12 22 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,435,954 COMMITMENTS 1489111 370,099 4690454 6261209 7366293 12440775 12426847 995,179 1009107 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 362,932) 106,879 -29,104 187,604 60,081 138,090 354,564 296,589 8,368 66,343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 2.8 34.9 46.6 54.8 92.6 92.5 7.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 76 61 109 144 146 277 263 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 516,979 COMMITMENTS 28,785 40,307 47,102 311,970 364,832 387,858 452,242 129,121 64,738 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 19,639) 3,187 -1,823 5,532 10,510 7,684 19,229 11,394 410 8,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 7.8 9.1 60.3 70.6 75.0 87.5 25.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 22 33 39 82 65 134 107 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,842,175 COMMITMENTS 450,961 283,260 149,688 2009083 2016527 2609731 2449475 232,444 392,700 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 69,945) -17,002 -48,977 21,216 18,911 97,805 23,125 70,044 46,820 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 10.0 5.3 70.7 71.0 91.8 86.2 8.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457) 100 107 80 175 173 321 314 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 111,048 COMMITMENTS 18,494 12,241 722 77,919 95,327 97,135 108,290 13,913 2,759 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 4,933) 2,927 839 369 -811 4,328 2,485 5,536 2,448 -602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 11.0 0.7 70.2 85.8 87.5 97.5 12.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 13 10 2 49 33 62 45 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 21,530 COMMITMENTS 9,766 270 0 7,795 19,072 17,561 19,342 3,969 2,188 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,441) 3,042 0 0 -2,635 1,327 407 1,327 1,034 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.4 1.3 0.0 36.2 88.6 81.6 89.8 18.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 1 0 14 20 20 21 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 342,304 COMMITMENTS 101,975 79,084 7,619 206,279 234,926 315,873 321,630 26,431 20,674 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 29,793) 16,790 1,988 -1,451 10,363 27,564 25,702 28,101 4,091 1,691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 23.1 2.2 60.3 68.6 92.3 94.0 7.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 69 41 17 60 81 135 133 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,062 COMMITMENTS 60,635 13,663 2,720 30,723 101,573 94,077 117,956 35,985 12,107 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 12,949) 6,252 6,794 75 3,772 6,648 10,099 13,517 2,850 -568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.6 10.5 2.1 23.6 78.1 72.3 90.7 27.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 31 10 10 14 15 51 29 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 33,299 COMMITMENTS 8,372 5,198 0 19,509 17,280 27,881 22,478 5,418 10,821 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 2,280) -1,355 1,413 0 3,723 314 2,368 1,727 -88 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 15.6 0.0 58.6 51.9 83.7 67.5 16.3 32.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 15 11 0 21 16 36 27 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,925 COMMITMENTS 8,228 12,681 1,642 34,916 21,647 44,786 35,970 7,139 15,955 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 5,104) -537 -68 -633 6,558 200 5,388 -501 -284 5,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 24.4 3.2 67.2 41.7 86.3 69.3 13.7 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 11 2 22 25 31 36 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,880 COMMITMENTS 5,146 0 79 16,639 22,991 21,864 23,070 3,016 1,810 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -121) -413 -222 -44 667 -298 210 -564 -331 443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 0.0 0.3 66.9 92.4 87.9 92.7 12.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 11 0 2 14 15 25 17 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 18,967 COMMITMENTS 3,099 1,124 0 10,001 16,923 13,100 18,047 5,867 920 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 1,215) 793 644 0 151 1,052 944 1,696 271 -481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 5.9 0.0 52.7 89.2 69.1 95.1 30.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 2 0 9 9 16 11 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,062 COMMITMENTS 5,579 282 0 11,725 18,339 17,304 18,621 1,758 441 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -973) -283 -211 0 -615 -578 -898 -789 -75 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 1.5 0.0 61.5 96.2 90.8 97.7 9.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 13 2 0 7 2 20 4
Updated November 20, 2009