BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,835 COMMITMENTS 42 245 8 2,235 2,329 2,285 2,582 550 253 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 8.6 0.3 78.8 82.1 80.6 91.1 19.4 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 12 9 14 12 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,505 COMMITMENTS 1,728 4,391 7,551 20,895 18,201 30,174 30,142 7,331 7,363 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,509) 62 221 313 1,059 790 1,434 1,323 75 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 11.7 20.1 55.7 48.5 80.5 80.4 19.5 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 15 19 19 36 27 60 57 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 198,834 COMMITMENTS 47,819 22,621 50,171 78,468 95,311 176,458 168,104 22,376 30,730 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 803) 2,524 -3,467 547 1,705 9,031 4,777 6,111 -3,974 -5,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 11.4 25.2 39.5 47.9 88.7 84.5 11.3 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 83 48 78 51 60 180 158 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,100 COMMITMENTS 96,270 57,273 66,586 139,992 147,796 302,848 271,654 28,252 59,446 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -6,326) 3,133 4,119 -2,792 3,354 2,931 3,695 4,257 -10,021 -10,584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 17.3 20.1 42.3 44.6 91.5 82.0 8.5 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 115 95 96 108 156 266 311 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,709 COMMITMENTS 4,790 2,175 2,059 3,043 5,720 9,892 9,955 1,816 1,754 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 598) 227 -231 327 191 764 745 859 -147 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 18.6 17.6 26.0 48.9 84.5 85.0 15.5 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 30 22 14 15 35 55 62 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,921 COMMITMENTS 12,121 11,610 1,811 7,607 5,230 21,539 18,652 6,382 9,270 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -371) 28 492 -188 619 347 459 651 -831 -1,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.4 41.6 6.5 27.2 18.7 77.1 66.8 22.9 33.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 32 35 23 35 28 79 75 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,856 COMMITMENTS 5,769 124 216 9,923 19,487 15,908 19,827 3,948 29 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 58) -885 5 -8 417 260 -476 257 534 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 0.6 1.1 50.0 98.1 80.1 99.9 19.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 1 1 8 12 15 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 101,291 COMMITMENTS 29,760 4,686 6,733 24,172 68,517 60,664 79,935 40,627 21,356 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -4,358) -5,226 -6,445 932 213 1,578 -4,081 -3,936 -276 -422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 4.6 6.6 23.9 67.6 59.9 78.9 40.1 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 28 12 15 22 20 57 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,988 COMMITMENTS 25,841 3,926 1,707 9,721 42,135 37,269 47,769 19,719 9,220 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 454) 961 886 210 -883 -142 289 955 165 -501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.3 6.9 3.0 17.1 73.9 65.4 83.8 34.6 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 15 6 5 7 14 24 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,678 COMMITMENTS 98,074 8,797 523 12,831 105,512 111,428 114,832 5,250 1,846 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 33,494) 32,953 -1,006 94 -112 34,340 32,935 33,428 559 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.1 7.5 0.4 11.0 90.4 95.5 98.4 4.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 38 19 4 15 19 55 41 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 95,642 COMMITMENTS 23,547 34,160 2,960 45,344 38,178 71,852 75,297 23,790 20,344 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -7,820) -6,983 -2,098 435 1,119 -3,239 -5,429 -4,902 -2,391 -2,919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 35.7 3.1 47.4 39.9 75.1 78.7 24.9 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 23 17 9 18 18 45 40 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 142,781 COMMITMENTS 65,124 13,291 7,256 39,880 98,310 112,260 118,857 30,521 23,923 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 6,084) 15,804 -176 795 -9,444 4,222 7,155 4,840 -1,071 1,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.6 9.3 5.1 27.9 68.9 78.6 83.2 21.4 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 37 26 16 19 22 67 53 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 205,199 COMMITMENTS 71,042 48,014 21,604 57,709 98,089 150,356 167,708 54,843 37,491 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,963) 6,189 -816 2,551 1,384 5,944 10,125 7,679 -6,161 -3,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 23.4 10.5 28.1 47.8 73.3 81.7 26.7 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 57 41 38 31 33 105 95 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| 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 15,130 3,546 0 3,604 16,942 18,734 20,488 2,905 1,151 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 0) -546 544 0 785 -484 239 60 -239 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.9 16.4 0.0 16.7 78.3 86.6 94.7 13.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 6 0 8 12 21 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,772,268 COMMITMENTS 1459733 404,128 4899326 6406870 7464629 12765928 12768084 1006339 1004184 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 336,314) -29,379 34,029 208,872 145,661 98,336 325,154 341,237 11,160 -4,924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 2.9 35.6 46.5 54.2 92.7 92.7 7.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 76 63 113 144 144 280 265 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 502,824 COMMITMENTS 27,126 41,267 34,537 311,973 369,854 373,636 445,658 129,188 57,166 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -14,155) -1,660 960 -12,565 3 5,022 -14,222 -6,583 67 -7,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 8.2 6.9 62.0 73.6 74.3 88.6 25.7 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 20 35 38 84 64 134 107 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,800,171 COMMITMENTS 464,913 278,283 118,687 2035522 2004095 2619123 2401064 181,048 399,107 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -42,004) 13,953 -4,978 -31,001 26,439 -12,432 9,391 -48,410 -51,396 6,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 9.9 4.2 72.7 71.6 93.5 85.7 6.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439) 98 89 70 169 174 305 295 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 110,050 COMMITMENTS 18,919 11,774 744 78,979 95,081 98,642 107,599 11,408 2,451 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -999) 425 -467 22 1,060 -246 1,507 -691 -2,505 -308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 10.7 0.7 71.8 86.4 89.6 97.8 10.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 15 10 1 50 33 65 44 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,792 COMMITMENTS 12,566 570 0 7,588 21,292 20,154 21,862 4,638 2,930 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,263) 2,800 300 0 -207 2,220 2,593 2,520 670 743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.7 2.3 0.0 30.6 85.9 81.3 88.2 18.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 1 0 13 19 19 20 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 362,121 COMMITMENTS 109,545 95,215 6,787 216,558 245,273 332,889 347,275 29,232 14,847 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 19,818) 7,570 16,131 -832 10,279 10,346 17,016 25,645 2,801 -5,827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 26.3 1.9 59.8 67.7 91.9 95.9 8.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 67 43 20 61 76 136 131 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,926 COMMITMENTS 53,960 9,844 3,762 35,576 99,625 93,297 113,231 32,628 12,695 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -4,137) -6,675 -3,819 1,042 4,853 -1,949 -780 -4,725 -3,357 588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.9 7.8 3.0 28.3 79.1 74.1 89.9 25.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 30 11 12 14 15 51 31 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 33,785 COMMITMENTS 8,546 4,669 0 19,135 17,535 27,681 22,204 6,104 11,581 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 486) 174 -529 0 -374 255 -200 -274 686 760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 13.8 0.0 56.6 51.9 81.9 65.7 18.1 34.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 17 10 0 21 16 38 26 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,267 COMMITMENTS 9,861 11,566 3,165 39,626 24,621 52,652 39,352 6,615 19,915 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 7,342) 1,633 -1,115 1,523 4,710 2,974 7,866 3,382 -524 3,960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 19.5 5.3 66.9 41.5 88.8 66.4 11.2 33.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 9 16 1 21 26 31 42 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 25,204 COMMITMENTS 4,647 0 92 17,328 23,835 22,067 23,927 3,137 1,277 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 324) -499 0 13 689 844 203 857 121 -533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 0.0 0.4 68.8 94.6 87.6 94.9 12.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 0 2 15 15 26 17 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 19,479 COMMITMENTS 3,221 1,328 0 10,034 17,151 13,255 18,479 6,224 1,000 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 512) 122 204 0 33 228 155 432 357 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 6.8 0.0 51.5 88.0 68.0 94.9 32.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 2 0 9 9 15 11 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,054 COMMITMENTS 5,407 237 0 11,952 18,387 17,359 18,624 1,695 430 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -8) -172 -45 0 227 48 55 3 -63 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 1.2 0.0 62.7 96.5 91.1 97.7 8.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 13 2 0 7 3 20 5
Updated November 30, 2009