MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,159 COMMITMENTS 2,700 2,468 993 18,581 20,248 22,274 23,709 4,885 3,450 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 993) 350 -98 141 40 1,057 531 1,100 462 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 9.1 3.7 68.4 74.6 82.0 87.3 18.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 10 14 13 25 24 44 43 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 239,432 COMMITMENTS 76,999 30,897 45,092 91,471 124,997 213,562 200,986 25,870 38,446 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 14,153) 7,150 -280 5,455 863 8,176 13,468 13,351 685 802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 12.9 18.8 38.2 52.2 89.2 83.9 10.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 105 60 90 46 70 212 180 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 349,755 COMMITMENTS 153,648 43,224 43,690 122,763 195,419 320,101 282,333 29,654 67,422 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 4,812) 1,212 521 950 1,818 3,645 3,980 5,116 832 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 12.4 12.5 35.1 55.9 91.5 80.7 8.5 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 155 56 77 79 179 273 283 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,740 COMMITMENTS 3,877 3,618 553 2,350 2,906 6,780 7,077 1,960 1,663 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 199) -93 -51 151 19 -17 77 83 122 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 41.4 6.3 26.9 33.2 77.6 81.0 22.4 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 26 29 10 15 25 51 54 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,612 COMMITMENTS 13,222 7,249 5,543 10,821 6,143 29,586 18,935 5,026 15,677 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -34) -1,041 -316 731 956 -406 646 9 -680 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 20.9 16.0 31.3 17.7 85.5 54.7 14.5 45.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 36 28 40 40 41 99 92 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 36,170 COMMITMENTS 2,341 770 602 25,392 34,210 28,335 35,582 7,835 588 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -1,662) 332 750 0 2,883 -2,806 3,215 -2,056 -4,877 394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 2.1 1.7 70.2 94.6 78.3 98.4 21.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 1 12 11 16 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 101,524 COMMITMENTS 46,985 17,170 108 17,441 70,177 64,534 87,455 36,990 14,069 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -9,422) 17,928 5,808 -1,670 -27,021 -10,136 -10,763 -5,998 1,341 -3,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 16.9 0.1 17.2 69.1 63.6 86.1 36.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 32 14 2 16 25 50 39 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,910 COMMITMENTS 26,272 11,810 0 4,810 30,467 31,082 42,277 18,828 7,633 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 558) -1,528 -1,754 -2 2,040 2,497 510 741 48 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 23.7 0.0 9.6 61.0 62.3 84.7 37.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 19 8 0 6 15 25 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 78,416 COMMITMENTS 41,410 15,034 50 31,336 61,383 72,796 76,467 5,620 1,949 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 2,522) 5,719 -5,700 32 -4,963 8,036 788 2,368 1,734 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 19.2 0.1 40.0 78.3 92.8 97.5 7.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 30 18 1 15 20 46 38 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 71,318 COMMITMENTS 17,858 26,847 39 30,333 23,643 48,230 50,529 23,088 20,789 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -3,532) -3,250 -3,388 20 -793 917 -4,023 -2,451 491 -1,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 37.6 0.1 42.5 33.2 67.6 70.9 32.4 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 19 21 4 17 22 38 45 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 113,349 COMMITMENTS 39,948 16,848 238 46,822 73,279 87,008 90,365 26,341 22,984 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -21,011) -21,267 3,275 237 3,000 -20,352 -18,030 -16,840 -2,981 -4,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 14.9 0.2 41.3 64.6 76.8 79.7 23.2 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 30 25 2 21 24 53 49 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 167,463 COMMITMENTS 52,300 47,203 2,605 63,931 70,956 118,836 120,764 48,627 46,699 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -3,188) -2,243 -16,984 1,583 -4,055 12,640 -4,715 -2,761 1,527 -427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 28.2 1.6 38.2 42.4 71.0 72.1 29.0 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 50 40 11 29 39 84 85 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,820 COMMITMENTS 22,636 4,228 0 563 21,198 23,199 25,426 3,621 1,394 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,065) 1,222 -347 0 -302 1,096 920 749 145 316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 84.4 15.8 0.0 2.1 79.0 86.5 94.8 13.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 13 6 0 2 15 15 21 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,349,243 COMMITMENTS 1477509 485,842 950,919 4060601 5026120 6489029 6462881 860,214 886,362 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 288,608) 177,041 10,277 138,004 -23,635 161,339 291,410 309,620 -2,802 -21,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 6.6 12.9 55.3 68.4 88.3 87.9 11.7 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 58 44 71 118 119 218 201 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 779,357 COMMITMENTS 54,164 82,123 15,052 577,320 567,166 646,536 664,340 132,822 115,017 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -324,468) -11,608 -29,302 -33,929 -234,480 -221,990 -280,016 -285,220 -44,453 -39,249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 10.5 1.9 74.1 72.8 83.0 85.2 17.0 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512) 81 109 35 200 226 303 349 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 283,265 COMMITMENTS 27,043 21,673 469 183,322 196,496 210,834 218,638 72,431 64,627 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -128,541) 10,169 -36,747 -3,954 -99,766 -77,491 -93,551 -118,192 -34,990 -10,349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 7.7 0.2 64.7 69.4 74.4 77.2 25.6 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 15 16 4 53 63 70 81 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,480,461 COMMITMENTS 193,882 360,525 14,637 1969989 1853350 2178508 2228512 301,953 251,949 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -979,637) -213,136 -67,026 -45,620 -673,568 -722,493 -932,324 -835,139 -47,313 -144,498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 14.5 0.6 79.4 74.7 87.8 89.8 12.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468) 74 103 26 173 203 263 316 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 104,329 COMMITMENTS 13,321 8,045 477 81,340 91,783 95,138 100,305 9,191 4,024 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -22,980) 766 -122 94 -21,750 -21,789 -20,890 -21,817 -2,090 -1,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 7.7 0.5 78.0 88.0 91.2 96.1 8.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 13 3 2 48 34 62 38 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,213 COMMITMENTS 16,819 13,606 826 45,206 51,676 62,850 66,108 6,363 3,105 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -52,660) 2,740 -5,828 -2,752 -45,500 -36,980 -45,512 -45,560 -7,147 -7,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 19.7 1.2 65.3 74.7 90.8 95.5 9.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 61 48 10 73 75 139 128 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 346,065 COMMITMENTS 84,096 68,032 4,128 226,028 258,382 314,252 330,542 31,813 15,523 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -126,223) 13,699 -32,004 -872 -142,744 -70,743 -129,917 -103,619 3,694 -22,604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 19.7 1.2 65.3 74.7 90.8 95.5 9.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 61 48 10 73 75 139 128 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 129,713 COMMITMENTS 77,944 13,620 151 21,347 102,218 99,442 115,989 30,271 13,724 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 9,405) 3,868 -3,787 -11 3,508 12,366 7,365 8,568 2,040 837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.1 10.5 0.1 16.5 78.8 76.7 89.4 23.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 34 10 2 13 21 48 32 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,668 COMMITMENTS 7,353 4,521 0 15,950 7,051 23,303 11,572 7,365 19,096 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 2,506) 1,498 -113 0 1,546 410 3,044 297 -538 2,209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 14.7 0.0 52.0 23.0 76.0 37.7 24.0 62.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 9 0 17 11 29 20 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 32,751 COMMITMENTS 4,525 3,265 162 20,093 17,932 24,780 21,359 7,971 11,392 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,719) 1,595 722 29 1,537 2,141 3,161 2,892 -1,442 -1,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 10.0 0.5 61.4 54.8 75.7 65.2 24.3 34.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 9 6 1 17 17 27 23 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 30,692 COMMITMENTS 4,437 786 300 22,596 27,789 27,333 28,875 3,359 1,817 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -2,129) 239 -15 -735 -1,097 -717 -1,593 -1,467 -536 -662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 2.6 1.0 73.6 90.5 89.1 94.1 10.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 3 1 17 23 24 27 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 28,387 COMMITMENTS 7,112 0 0 15,894 26,734 23,006 26,734 5,381 1,653 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -465) 231 -204 -4 -178 337 49 129 -514 -594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 0.0 0.0 56.0 94.2 81.0 94.2 19.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 13 0 0 17 16 30 16 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 13,341 COMMITMENTS 2,768 5,743 0 9,321 6,796 12,089 12,539 1,252 802 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -2,490) -348 968 -1,036 -499 -1,796 -1,883 -1,864 -607 -626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 43.0 0.0 69.9 50.9 90.6 94.0 9.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 5 0 5 3 13 8
Updated September 24, 2010