MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,870 COMMITMENTS 3,157 2,551 952 18,712 20,819 22,821 24,322 5,049 3,548 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 711) 457 83 -41 131 571 547 613 164 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 9.2 3.4 67.1 74.7 81.9 87.3 18.1 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 15 14 13 24 24 47 43 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 242,655 COMMITMENTS 79,546 29,587 45,968 91,321 127,300 216,835 202,855 25,820 39,800 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 3,223) 2,547 -1,310 876 -150 2,303 3,273 1,869 -50 1,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 12.2 18.9 37.6 52.5 89.4 83.6 10.6 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 110 61 93 43 66 214 178 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 338,708 COMMITMENTS 148,499 39,107 38,782 124,191 196,376 311,472 274,265 27,236 64,443 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -11,047) -5,149 -4,117 -4,908 1,428 957 -8,629 -8,068 -2,418 -2,979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 11.5 11.4 36.7 58.0 92.0 81.0 8.0 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 151 49 83 84 185 268 294 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,399 COMMITMENTS 4,003 3,032 907 2,448 3,727 7,358 7,666 2,041 1,733 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 659) 126 -586 354 98 821 578 589 81 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 32.3 9.6 26.0 39.7 78.3 81.6 21.7 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 30 28 11 15 26 55 57 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,943 COMMITMENTS 11,451 6,958 3,865 10,331 5,200 25,647 16,023 5,296 14,920 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -3,669) -1,771 -291 -1,678 -490 -943 -3,939 -2,912 270 -757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 22.5 12.5 33.4 16.8 82.9 51.8 17.1 48.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 29 32 29 37 38 82 85 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 101,260 COMMITMENTS 43,078 15,208 105 17,957 72,977 61,140 88,290 40,120 12,970 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -264) -3,907 -1,962 -3 516 2,800 -3,394 835 3,130 -1,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 15.0 0.1 17.7 72.1 60.4 87.2 39.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 33 13 4 19 22 55 36 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,452 COMMITMENTS 27,655 7,662 0 6,197 36,425 33,852 44,087 19,600 9,365 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 3,542) 1,383 -4,148 0 1,387 5,958 2,770 1,810 772 1,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.7 14.3 0.0 11.6 68.1 63.3 82.5 36.7 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 21 6 0 8 16 29 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 123,581 COMMITMENTS 89,312 22,721 2 27,535 99,040 116,849 121,763 6,732 1,818 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 45,165) 47,902 7,687 -48 -3,801 37,657 44,053 45,296 1,112 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.3 18.4 0.0 22.3 80.1 94.6 98.5 5.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 50 18 1 13 25 64 43 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 77,713 COMMITMENTS 26,725 28,919 17 25,415 27,634 52,157 56,570 25,556 21,143 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 6,395) 8,867 2,072 -22 -4,918 3,991 3,927 6,041 2,468 354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 37.2 0.0 32.7 35.6 67.1 72.8 32.9 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 20 22 2 20 22 41 45 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 118,274 COMMITMENTS 45,136 16,470 249 45,380 77,232 90,765 93,951 27,509 24,323 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 4,925) 5,188 -378 11 -1,442 3,953 3,757 3,586 1,168 1,339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 13.9 0.2 38.4 65.3 76.7 79.4 23.3 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 32 26 2 22 26 56 52 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 190,039 COMMITMENTS 70,638 35,308 925 64,109 106,549 135,672 142,782 54,367 47,257 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 22,576) 18,338 -11,895 -1,680 178 35,593 16,836 22,018 5,740 558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 18.6 0.5 33.7 56.1 71.4 75.1 28.6 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 61 36 10 30 43 94 86 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,965 COMMITMENTS 21,604 4,334 0 641 20,115 22,245 24,449 3,720 1,516 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -855) -1,032 106 0 78 -1,083 -954 -977 99 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.2 16.7 0.0 2.5 77.5 85.7 94.2 14.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 14 6 0 3 14 17 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,667,541 COMMITMENTS 1566611 444,092 1049096 4167258 5272114 6782965 6765302 884,576 902,239 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 318,298) 89,102 -41,750 98,177 106,657 245,994 293,936 302,421 24,362 15,877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 5.8 13.7 54.3 68.8 88.5 88.2 11.5 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 59 43 74 117 121 220 205 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 811,413 COMMITMENTS 62,349 76,660 27,661 590,227 598,063 680,236 702,384 131,177 109,029 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 32,056) 8,185 -5,462 12,609 12,907 30,897 33,700 38,044 -1,645 -5,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 9.4 3.4 72.7 73.7 83.8 86.6 16.2 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524) 94 102 33 212 223 320 344 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 297,270 COMMITMENTS 38,060 21,277 668 187,757 212,028 226,485 233,973 70,785 63,297 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 14,005) 11,017 -396 199 4,435 15,532 15,651 15,335 -1,646 -1,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 7.2 0.2 63.2 71.3 76.2 78.7 23.8 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 15 18 5 52 63 69 84 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,570,715 COMMITMENTS 231,338 386,811 25,069 2012348 1930177 2268755 2342057 301,960 228,658 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 90,254) 37,456 26,286 10,432 42,359 76,827 90,247 113,545 7 -23,291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 15.0 1.0 78.3 75.1 88.3 91.1 11.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 479) 86 97 22 184 195 280 304 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 108,794 COMMITMENTS 16,956 8,460 515 81,468 96,441 98,939 105,416 9,855 3,378 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 4,465) 3,635 415 38 128 4,658 3,801 5,111 664 -646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 7.8 0.5 74.9 88.6 90.9 96.9 9.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 12 5 2 46 35 59 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 82,561 COMMITMENTS 30,595 15,495 1,431 43,459 63,015 75,485 79,942 7,076 2,619 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 13,348) 13,776 1,889 606 -1,747 11,339 12,635 13,834 713 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 18.8 1.7 52.6 76.3 91.4 96.8 8.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 76 44 12 63 82 145 132 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 412,807 COMMITMENTS 152,977 77,477 7,157 217,293 315,077 377,427 399,711 35,380 13,096 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 66,742) 68,881 9,445 3,029 -8,735 56,695 63,175 69,169 3,567 -2,427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 18.8 1.7 52.6 76.3 91.4 96.8 8.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 76 44 12 63 82 145 132 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 137,646 COMMITMENTS 81,419 11,886 157 25,090 111,037 106,666 123,080 30,980 14,566 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 7,933) 3,475 -1,734 6 3,743 8,819 7,224 7,091 709 842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.2 8.6 0.1 18.2 80.7 77.5 89.4 22.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 37 11 3 11 24 49 37 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,418 COMMITMENTS 7,251 4,531 0 15,522 7,794 22,773 12,325 8,645 19,093 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 750) -102 10 0 -428 743 -530 753 1,280 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 14.4 0.0 49.4 24.8 72.5 39.2 27.5 60.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 9 0 17 13 30 22 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 35,531 COMMITMENTS 3,664 3,581 484 21,052 17,931 25,200 21,996 10,331 13,535 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,780) -861 316 322 959 -1 420 637 2,360 2,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 10.1 1.4 59.2 50.5 70.9 61.9 29.1 38.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 7 1 19 14 28 21 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 32,699 COMMITMENTS 4,558 1,304 300 24,872 28,546 29,730 30,150 2,969 2,549 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,007) 121 518 0 2,276 757 2,397 1,275 -390 732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 4.0 0.9 76.1 87.3 90.9 92.2 9.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 5 1 18 24 24 30 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 29,281 COMMITMENTS 7,374 1,534 129 15,318 25,585 22,821 27,248 6,460 2,033 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 894) 262 1,534 129 -576 -1,149 -185 514 1,079 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 5.2 0.4 52.3 87.4 77.9 93.1 22.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 13 2 1 17 14 30 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 13,290 COMMITMENTS 2,672 5,747 0 9,356 6,814 12,028 12,561 1,262 729 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -51) -96 4 0 35 18 -61 22 10 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 43.2 0.0 70.4 51.3 90.5 94.5 9.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 5 0 5 3 12 8
Updated October 1, 2010