MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,429 COMMITMENTS 2,303 1,613 959 15,759 17,774 19,021 20,346 4,408 3,083 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -4,441) -854 -938 7 -2,953 -3,045 -3,800 -3,976 -641 -465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 6.9 4.1 67.3 75.9 81.2 86.8 18.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 18 10 14 23 22 49 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 221,845 COMMITMENTS 67,686 28,682 42,805 88,349 113,499 198,840 184,986 23,005 36,859 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -20,810) -11,860 -905 -3,163 -2,972 -13,801 -17,995 -17,869 -2,815 -2,941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 12.9 19.3 39.8 51.2 89.6 83.4 10.4 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 89 73 96 42 63 199 184 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 322,975 COMMITMENTS 141,934 34,485 33,550 122,421 190,983 297,905 259,018 25,070 63,957 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -15,733) -6,565 -4,622 -5,232 -1,770 -5,393 -13,567 -15,247 -2,166 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 10.7 10.4 37.9 59.1 92.2 80.2 7.8 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408) 141 54 86 87 180 270 292 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,494 COMMITMENTS 3,822 3,026 1,020 2,698 3,766 7,540 7,812 1,954 1,682 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 95) -181 -6 113 250 39 182 146 -87 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 31.9 10.7 28.4 39.7 79.4 82.3 20.6 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 28 27 16 22 31 63 67 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,272 COMMITMENTS 11,961 7,220 2,836 10,115 5,654 24,912 15,710 5,360 14,562 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -671) 510 262 -1,029 -216 454 -735 -313 64 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 23.9 9.4 33.4 18.7 82.3 51.9 17.7 48.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 29 37 30 33 36 81 87 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,528 COMMITMENTS 4,974 20 602 24,167 36,762 29,743 37,384 7,785 144 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 1,358) 2,633 -750 0 -1,225 2,552 1,408 1,802 -50 -444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 0.1 1.6 64.4 98.0 79.3 99.6 20.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 1 11 13 16 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,045 COMMITMENTS 62,909 20,231 102 16,843 85,492 79,854 105,825 40,191 14,220 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 18,785) 19,831 5,023 -3 -1,114 12,515 18,714 17,535 71 1,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.4 16.9 0.1 14.0 71.2 66.5 88.2 33.5 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 46 13 3 16 27 65 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,636 COMMITMENTS 31,693 9,094 5 5,279 38,448 36,977 47,547 19,659 9,089 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 3,184) 4,038 1,432 5 -918 2,023 3,125 3,460 59 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.0 16.1 0.0 9.3 67.9 65.3 84.0 34.7 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 24 6 1 7 18 31 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 139,575 COMMITMENTS 106,169 20,405 0 26,893 117,470 133,062 137,875 6,513 1,700 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 15,994) 16,857 -2,316 -2 -642 18,430 16,213 16,112 -219 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.1 14.6 0.0 19.3 84.2 95.3 98.8 4.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 52 16 0 15 25 67 41 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 86,536 COMMITMENTS 37,064 27,661 1 23,758 39,982 60,823 67,644 25,713 18,892 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 8,823) 10,339 -1,258 -16 -1,657 12,348 8,666 11,074 157 -2,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 32.0 0.0 27.5 46.2 70.3 78.2 29.7 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 26 24 1 19 23 45 48 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 142,488 COMMITMENTS 66,866 17,660 384 44,606 96,417 111,856 114,461 30,632 28,027 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 24,214) 21,730 1,190 135 -774 19,185 21,091 20,510 3,123 3,704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 12.4 0.3 31.3 67.7 78.5 80.3 21.5 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 40 25 3 20 28 62 54 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 197,406 COMMITMENTS 72,979 24,736 2,085 66,364 122,353 141,428 149,174 55,978 48,232 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 7,367) 2,341 -10,572 1,160 2,255 15,804 5,756 6,392 1,611 975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 12.5 1.1 33.6 62.0 71.6 75.6 28.4 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 64 34 15 30 44 98 90 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,042 COMMITMENTS 21,339 5,005 0 881 19,451 22,220 24,456 3,822 1,586 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 77) -265 671 0 240 -664 -25 7 102 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.9 19.2 0.0 3.4 74.7 85.3 93.9 14.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 6 0 6 13 19 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,769,907 COMMITMENTS 1666170 490,590 1007662 4175266 5354680 6849098 6852932 920,809 916,975 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 102,366) 99,559 46,498 -41,434 8,008 82,566 66,133 87,630 36,233 14,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 6.3 13.0 53.7 68.9 88.1 88.2 11.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 58 48 76 118 126 220 213 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 829,851 COMMITMENTS 73,698 76,889 34,138 584,563 613,416 692,400 724,443 137,451 105,408 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 18,438) 11,350 229 6,478 -5,663 15,352 12,164 22,059 6,274 -3,621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 9.3 4.1 70.4 73.9 83.4 87.3 16.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 530) 100 107 45 208 221 332 349 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 301,055 COMMITMENTS 43,139 20,798 710 185,809 219,211 229,658 240,719 71,397 60,336 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 3,785) 5,079 -479 42 -1,948 7,183 3,173 6,746 612 -2,961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 6.9 0.2 61.7 72.8 76.3 80.0 23.7 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 16 20 6 54 62 73 85 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,643,979 COMMITMENTS 290,958 418,617 28,980 1993772 1971024 2313710 2418621 330,269 225,358 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 73,264) 59,620 31,806 3,911 -18,576 40,847 44,955 76,564 28,309 -3,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 15.8 1.1 75.4 74.5 87.5 91.5 12.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483) 94 99 31 177 193 288 306 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 108,918 COMMITMENTS 19,957 6,925 109 78,096 98,134 98,162 105,168 10,756 3,750 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 124) 3,001 -1,535 -406 -3,372 1,693 -777 -248 901 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 6.4 0.1 71.7 90.1 90.1 96.6 9.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 15 3 2 45 36 61 40 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 111,443 COMMITMENTS 36,090 10,627 8,081 55,811 86,573 99,982 105,281 11,460 6,162 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 28,881) 5,495 -4,868 6,650 12,352 23,558 24,497 25,339 4,384 3,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 9.5 7.3 50.1 77.7 89.7 94.5 10.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 73 38 10 70 87 148 130 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,467 COMMITMENTS 7,246 0 0 9,060 15,846 16,306 15,846 3,161 3,621 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 0.0 0.0 46.5 81.4 83.8 81.4 16.2 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 6 15 8 15 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 459,878 COMMITMENTS 180,145 89,058 4,482 233,754 353,635 418,381 447,175 41,497 12,703 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 47,071) 27,168 11,581 -2,675 16,461 38,558 40,954 47,464 6,117 -393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 19.4 1.0 50.8 76.9 91.0 97.2 9.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 72 39 8 65 81 141 124 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 139,447 COMMITMENTS 81,871 12,835 156 24,969 113,042 106,996 126,033 32,451 13,414 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 1,801) 452 949 -1 -121 2,005 330 2,953 1,471 -1,152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.7 9.2 0.1 17.9 81.1 76.7 90.4 23.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 38 12 3 12 23 51 37 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,389 COMMITMENTS 6,188 4,089 4 16,524 6,653 22,716 10,746 9,673 21,643 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 971) -1,063 -442 4 1,002 -1,141 -57 -1,579 1,028 2,550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 12.6 0.0 51.0 20.5 70.1 33.2 29.9 66.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 8 1 20 11 30 20 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 40,795 COMMITMENTS 5,746 8,731 368 24,239 20,697 30,353 29,796 10,442 10,999 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 5,264) 2,082 5,150 -116 3,187 2,766 5,153 7,800 111 -2,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 21.4 0.9 59.4 50.7 74.4 73.0 25.6 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 11 7 1 19 18 30 26 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 30,517 COMMITMENTS 3,915 1,562 300 22,898 26,291 27,113 28,153 3,404 2,364 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,182) -643 258 0 -1,974 -2,255 -2,617 -1,997 435 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 5.1 1.0 75.0 86.2 88.8 92.3 11.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 4 1 16 24 22 29 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 30,527 COMMITMENTS 7,853 1,281 0 16,182 27,191 24,035 28,472 6,492 2,055 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 1,246) 479 -253 -129 864 1,606 1,214 1,224 32 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 4.2 0.0 53.0 89.1 78.7 93.3 21.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 12 1 0 17 14 29 15 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 10/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 13,999 COMMITMENTS 3,445 6,008 71 9,473 7,281 12,989 13,360 1,010 639 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 709) 773 261 71 117 467 961 799 -252 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 42.9 0.5 67.7 52.0 92.8 95.4 7.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 11 5 1 5 3 17 8
Updated October 8, 2010