MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,098 COMMITMENTS 1,643 4,359 7,687 21,233 18,509 30,564 30,555 7,534 7,544 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 593) -85 -32 137 338 308 389 413 203 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 11.4 20.2 55.7 48.6 80.2 80.2 19.8 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 14 19 18 35 27 58 56 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 207,459 COMMITMENTS 47,980 13,015 54,601 78,384 103,471 180,964 171,087 26,494 36,372 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 8,625) 161 -9,606 4,430 -84 8,160 4,507 2,983 4,118 5,642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 6.3 26.3 37.8 49.9 87.2 82.5 12.8 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 85 61 86 52 61 194 168 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 333,127 COMMITMENTS 96,767 58,826 66,449 141,757 149,210 304,974 274,486 28,153 58,641 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 2,027) 497 1,553 -136 1,765 1,415 2,126 2,832 -99 -805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 17.7 19.9 42.6 44.8 91.5 82.4 8.5 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396) 119 99 93 109 153 270 310 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 12,023 COMMITMENTS 4,978 1,578 2,265 2,691 6,226 9,933 10,068 2,090 1,955 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 314) 188 -598 205 -352 506 41 113 273 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 13.1 18.8 22.4 51.8 82.6 83.7 17.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 37 23 18 14 35 63 66 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,727 COMMITMENTS 12,423 12,320 2,636 8,353 4,963 23,413 19,919 6,315 9,809 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,806) 303 710 825 746 -267 1,874 1,267 -68 539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.8 41.4 8.9 28.1 16.7 78.8 67.0 21.2 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 35 35 29 35 28 84 82 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 21,469 COMMITMENTS 4,145 229 216 11,871 19,767 16,232 20,212 5,237 1,257 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,613) -1,624 105 0 1,948 280 324 385 1,289 1,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 1.1 1.0 55.3 92.1 75.6 94.1 24.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 1 1 10 11 17 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 110,629 COMMITMENTS 35,081 4,318 6,616 24,260 78,270 65,958 89,205 44,671 21,424 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 9,337) 5,321 -368 -116 89 9,753 5,293 9,269 4,044 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 3.9 6.0 21.9 70.8 59.6 80.6 40.4 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 31 11 15 22 23 57 45 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 60,045 COMMITMENTS 28,790 4,158 1,839 8,387 45,977 39,016 51,973 21,029 8,072 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 3,056) 2,949 232 131 -1,334 3,841 1,747 4,204 1,310 -1,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.9 6.9 3.1 14.0 76.6 65.0 86.6 35.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 16 7 7 7 15 26 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 126,095 COMMITMENTS 107,391 6,996 469 12,526 117,186 120,386 124,651 5,709 1,444 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 9,418) 9,317 -1,802 -53 -305 11,674 8,959 9,819 459 -401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.2 5.5 0.4 9.9 92.9 95.5 98.9 4.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 52 14 4 13 20 66 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 97,103 COMMITMENTS 24,614 34,292 2,878 46,253 37,475 73,746 74,645 23,357 22,458 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,461) 1,067 133 -82 909 -703 1,894 -652 -433 2,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 35.3 3.0 47.6 38.6 75.9 76.9 24.1 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 22 19 11 18 18 45 43 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 160,568 COMMITMENTS 74,022 16,389 12,372 40,851 105,891 127,245 134,652 33,323 25,916 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 17,788) 8,899 3,098 5,116 971 7,581 14,985 15,795 2,802 1,993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.1 10.2 7.7 25.4 65.9 79.2 83.9 20.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 38 30 18 16 22 65 59 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 208,807 COMMITMENTS 71,362 44,092 23,277 54,390 102,878 149,030 170,246 59,777 38,561 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 3,608) 320 -3,922 1,673 -3,319 4,788 -1,326 2,538 4,934 1,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 21.1 11.1 26.0 49.3 71.4 81.5 28.6 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 54 42 38 33 38 105 100 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,778 COMMITMENTS 13,729 5,626 0 5,906 15,543 19,635 21,169 3,143 1,609 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,139) -1,401 2,080 0 2,302 -1,399 901 681 238 458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.3 24.7 0.0 25.9 68.2 86.2 92.9 13.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 12 5 0 11 12 23 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,988,391 COMMITMENTS 1487812 399,585 4993426 6528251 7591089 13009488 12984101 978,903 1004291 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 216,123) 28,079 -4,543 94,100 121,381 126,460 243,560 216,017 -27,437 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 2.9 35.7 46.7 54.3 93.0 92.8 7.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 79 64 116 145 145 286 268 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 515,570 COMMITMENTS 27,568 41,426 40,169 312,537 376,294 380,274 457,889 135,296 57,681 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 12,746) 442 159 5,632 564 6,440 6,638 12,230 6,108 516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 8.0 7.8 60.6 73.0 73.8 88.8 26.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 20 37 38 83 63 134 107 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,830,163 COMMITMENTS 467,204 290,971 127,328 2050501 2008470 2645032 2426769 185,131 403,394 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 29,992) 2,290 12,688 8,641 14,978 4,375 25,909 25,704 4,083 4,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 10.3 4.5 72.5 71.0 93.5 85.7 6.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445) 100 95 68 171 174 309 299 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 112,103 COMMITMENTS 19,868 11,289 1 80,146 98,593 100,015 109,883 12,087 2,220 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 2,053) 949 -485 -743 1,168 3,512 1,374 2,284 679 -231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 10.1 0.0 71.5 87.9 89.2 98.0 10.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 14 9 1 52 34 66 44 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 25,920 COMMITMENTS 14,585 570 0 6,860 21,600 21,445 22,170 4,475 3,750 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,128) 2,019 0 0 -728 308 1,291 308 -163 820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.3 2.2 0.0 26.5 83.3 82.7 85.5 17.3 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 1 0 11 19 17 20 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 372,256 COMMITMENTS 117,576 103,207 5,005 221,987 249,152 344,568 357,364 27,689 14,892 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 10,135) 8,031 7,993 -1,782 5,429 3,879 11,678 10,090 -1,543 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 27.7 1.3 59.6 66.9 92.6 96.0 7.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 70 46 17 61 77 141 130 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,665 COMMITMENTS 55,821 6,726 4,079 32,718 101,123 92,617 111,928 33,048 13,737 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -260) 1,861 -3,118 317 -2,858 1,499 -680 -1,303 420 1,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 5.4 3.2 26.0 80.5 73.7 89.1 26.3 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 31 10 14 14 16 51 34 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,274 COMMITMENTS 8,909 4,985 55 20,464 17,244 29,428 22,284 5,846 12,990 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,489) 363 316 55 1,329 -291 1,747 80 -258 1,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 14.1 0.2 58.0 48.9 83.4 63.2 16.6 36.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 16 12 1 22 15 39 27 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,315 COMMITMENTS 8,815 8,626 4,271 38,212 26,841 51,298 39,738 8,017 19,577 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 48) -1,046 -2,940 1,106 -1,414 2,220 -1,354 386 1,402 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 14.5 7.2 64.4 45.3 86.5 67.0 13.5 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 9 14 1 20 25 29 40 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 25,184 COMMITMENTS 5,080 0 143 16,961 23,864 22,184 24,007 3,000 1,177 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -20) 433 0 51 -367 29 117 80 -137 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 0.0 0.6 67.3 94.8 88.1 95.3 11.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 12 0 2 16 15 28 17 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 19,500 COMMITMENTS 2,821 1,591 0 10,501 17,262 13,322 18,853 6,178 647 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 21) -400 263 0 467 111 67 374 -46 -353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 8.2 0.0 53.9 88.5 68.3 96.7 31.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 2 0 9 9 14 11 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,413 COMMITMENTS 5,602 363 0 11,627 18,706 17,229 19,069 2,184 344 CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 359) 195 126 0 -325 319 -130 445 489 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 1.9 0.0 59.9 96.4 88.7 98.2 11.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 13 3 0 7 4 20 7
Updated December 4, 2009