MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,871 COMMITMENTS 1,278 2,211 859 18,081 17,457 20,218 20,527 4,653 4,344 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -3,466) 250 -533 -360 -3,331 -1,717 -3,441 -2,610 -25 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 8.9 3.5 72.7 70.2 81.3 82.5 18.7 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 8 13 10 23 23 39 38 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 220,867 COMMITMENTS 63,486 28,838 43,896 91,435 112,750 198,817 185,484 22,050 35,383 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 2,015) -398 -870 -286 3,165 2,555 2,481 1,399 -466 616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 13.1 19.9 41.4 51.0 90.0 84.0 10.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 102 55 98 41 63 199 187 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 350,095 COMMITMENTS 152,300 41,229 46,851 124,557 197,338 323,708 285,418 26,387 64,677 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 599) 911 1,300 -3,450 3,106 2,708 567 558 32 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 11.8 13.4 35.6 56.4 92.5 81.5 7.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 159 57 86 79 182 280 295 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,341 COMMITMENTS 3,548 4,230 279 2,764 2,237 6,591 6,746 1,750 1,595 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -309) 19 339 -388 7 -230 -362 -279 53 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 50.7 3.3 33.1 26.8 79.0 80.9 21.0 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 18 28 7 18 18 43 48 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,157 COMMITMENTS 14,922 7,140 3,798 10,064 7,049 28,784 17,987 6,373 17,170 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,190) -1,152 -251 -1,008 -96 -700 -2,256 -1,959 66 -231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 20.3 10.8 28.6 20.1 81.9 51.2 18.1 48.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 40 21 28 31 41 90 77 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,181 COMMITMENTS 2,009 252 646 22,100 36,111 24,755 37,009 12,426 172 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 227) 0 75 41 175 81 216 197 11 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.7 1.7 59.4 97.1 66.6 99.5 33.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 2 12 12 17 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 107,378 COMMITMENTS 27,734 27,282 347 43,989 62,136 72,070 89,765 35,308 17,613 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -625) 777 -4,439 -541 1,040 6,078 1,276 1,098 -1,901 -1,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 25.4 0.3 41.0 57.9 67.1 83.6 32.9 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 25 14 3 27 21 55 35 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 74,713 COMMITMENTS 25,464 8,837 3 28,989 56,436 54,456 65,276 20,257 9,437 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 14,058) 4,279 1,933 -12 8,001 12,456 12,268 14,377 1,790 -319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 11.8 0.0 38.8 75.5 72.9 87.4 27.1 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 16 6 1 11 19 27 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 102,861 COMMITMENTS 38,237 24,173 1,287 60,620 75,108 100,144 100,568 2,717 2,293 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 11,757) -494 6,446 1,028 12,593 4,742 13,127 12,216 -1,370 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 23.5 1.3 58.9 73.0 97.4 97.8 2.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 24 27 4 25 20 53 49 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 145,712 COMMITMENTS 21,363 37,431 1,754 96,791 72,743 119,908 111,928 25,804 33,784 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 1,516) -1,689 -887 1,592 75 -4,378 -22 -3,673 1,538 5,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 25.7 1.2 66.4 49.9 82.3 76.8 17.7 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 20 27 6 22 27 45 58 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 150,513 COMMITMENTS 65,440 13,257 818 56,195 105,685 122,453 119,760 28,060 30,753 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 11,434) 4,221 1,942 -257 7,807 10,841 11,771 12,526 -337 -1,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 8.8 0.5 37.3 70.2 81.4 79.6 18.6 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 39 20 8 24 29 66 54 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 257,788 COMMITMENTS 53,156 76,855 2,553 148,315 118,728 204,024 198,136 53,764 59,652 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 16,655) 2,057 187 372 4,438 6,281 6,867 6,840 9,788 9,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 29.8 1.0 57.5 46.1 79.1 76.9 20.9 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 42 53 25 38 44 92 110 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,922 COMMITMENTS 14,648 5,271 663 9,876 20,791 25,187 26,725 2,735 1,197 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 7,823) 2,455 35 663 4,920 8,113 8,038 8,811 -215 -988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 18.9 2.4 35.4 74.5 90.2 95.7 9.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 10 2 9 11 19 22 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,933,258 COMMITMENTS 1471383 720,588 915,010 4671635 5402496 7058028 7038094 875,230 895,164 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 57,580) 45,690 -27,998 -2,816 15,810 63,859 58,684 33,045 -1,104 24,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 9.1 11.5 58.9 68.1 89.0 88.7 11.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 51 54 81 134 139 236 233 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 943,773 COMMITMENTS 60,997 108,961 48,346 709,530 685,121 818,873 842,428 124,900 101,345 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 5,330) -6,687 4,764 -4,968 1,401 -4,128 -10,254 -4,333 15,584 9,663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 11.5 5.1 75.2 72.6 86.8 89.3 13.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526) 86 103 43 218 239 329 360 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 338,583 COMMITMENTS 19,957 66,993 901 227,622 217,990 248,480 285,884 90,103 52,699 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 8,669) 2,450 -6,656 76 -6,488 5,444 -3,962 -1,136 12,631 9,805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 19.8 0.3 67.2 64.4 73.4 84.4 26.6 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 17 18 9 61 60 82 83 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,025,949 COMMITMENTS 418,696 423,337 23,730 2409538 2335654 2851964 2782721 173,985 243,228 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -16,697) -68,233 34,550 -2,673 39,444 -47,862 -31,462 -15,985 14,765 -712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 14.0 0.8 79.6 77.2 94.3 92.0 5.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 487) 79 96 26 189 221 282 329 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 87,319 COMMITMENTS 10,090 8,085 633 64,300 72,842 75,023 81,560 12,296 5,759 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -23) 548 62 526 -2,599 -1,945 -1,525 -1,357 1,502 1,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 9.3 0.7 73.6 83.4 85.9 93.4 14.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 7 3 2 47 36 54 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 94,852 COMMITMENTS 8,201 21,070 1,808 75,363 64,657 85,372 87,535 9,480 7,317 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,886) 1,335 -1,042 -547 -2,806 -157 -2,017 -1,746 131 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 22.2 1.9 79.5 68.2 90.0 92.3 10.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 37 57 14 74 83 123 143 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,940 COMMITMENTS 0 3,235 0 18,735 20,457 18,735 23,692 6,205 1,248 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -335) 0 -738 0 -246 491 -246 -247 -89 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.0 0.0 75.1 82.0 75.1 95.0 24.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 8 13 8 15 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 349,561 COMMITMENTS 46,724 94,896 3,319 283,141 220,999 333,184 319,214 16,377 30,347 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -7,754) 2,557 -5,638 1,385 -12,798 -3,241 -8,856 -7,494 1,102 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 27.1 0.9 81.0 63.2 95.3 91.3 4.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 38 56 14 70 75 119 135 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 128,346 COMMITMENTS 69,700 12,734 2,789 30,034 99,652 102,523 115,175 25,823 13,171 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 25,907) 15,439 2,281 783 7,798 25,417 24,020 28,481 1,887 -2,574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.3 9.9 2.2 23.4 77.6 79.9 89.7 20.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 30 13 6 17 19 50 35 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 44,935 COMMITMENTS 6,937 5,893 4,836 17,710 11,816 29,483 22,545 15,452 22,390 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 12,904) 1,238 129 4,836 -414 1,434 5,660 6,399 7,244 6,505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 13.1 10.8 39.4 26.3 65.6 50.2 34.4 49.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 13 10 6 24 16 41 31 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,931 COMMITMENTS 5,561 3,968 1,173 40,026 32,532 46,760 37,673 11,171 20,258 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 3,418) -326 -543 554 1,369 -511 1,597 -500 1,821 3,918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 6.8 2.0 69.1 56.2 80.7 65.0 19.3 35.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 10 9 5 24 30 37 42 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 31,973 COMMITMENTS 5,595 1,781 300 22,806 27,513 28,701 29,594 3,272 2,379 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,777) -849 1,201 0 -1,928 -4,548 -2,777 -3,347 0 570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 5.6 0.9 71.3 86.1 89.8 92.6 10.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 6 1 17 20 23 27 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 26,469 COMMITMENTS 5,836 204 0 15,234 24,358 21,070 24,562 5,399 1,907 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -461) -138 -277 0 -289 60 -427 -217 -34 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 0.8 0.0 57.6 92.0 79.6 92.8 20.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 1 0 19 17 30 18
Updated September 10, 2010