MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,504 COMMITMENTS 4,325 2,456 943 17,023 19,550 22,291 22,949 4,213 3,555 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,934) 1,036 810 -42 1,233 815 2,227 1,583 -293 351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 9.3 3.6 64.2 73.8 84.1 86.6 15.9 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 10 14 28 24 54 41 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 202,437 COMMITMENTS 59,347 30,279 39,292 85,252 99,033 183,891 168,604 18,546 33,833 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -12,202) -5,737 2,558 -3,048 257 -9,998 -8,528 -10,488 -3,674 -1,714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 15.0 19.4 42.1 48.9 90.8 83.3 9.2 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 77 77 76 39 55 167 170 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 315,182 COMMITMENTS 140,751 40,483 33,840 116,119 181,205 290,710 255,528 24,472 59,654 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -3,245) 2,633 3,183 -46 -4,141 -5,417 -1,554 -2,280 -1,691 -965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 12.8 10.7 36.8 57.5 92.2 81.1 7.8 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411) 140 61 84 80 180 257 297 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,891 COMMITMENTS 4,115 2,713 874 2,885 4,694 7,874 8,281 2,017 1,610 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -165) 161 -634 102 -134 600 129 68 -294 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 27.4 8.8 29.2 47.5 79.6 83.7 20.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 30 24 11 18 29 56 58 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,039 COMMITMENTS 9,974 9,660 3,754 11,347 4,344 25,075 17,758 4,964 12,281 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 989) -525 617 1,037 1,279 22 1,791 1,676 -802 -687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 32.2 12.5 37.8 14.5 83.5 59.1 16.5 40.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 25 39 29 37 33 80 87 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,182 COMMITMENTS 7,556 16 606 24,520 40,493 32,682 41,115 8,500 67 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,736) 1,110 0 0 597 1,763 1,707 1,763 29 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 0.0 1.5 59.5 98.3 79.4 99.8 20.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 1 1 11 13 17 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 112,791 COMMITMENTS 47,852 17,112 145 22,985 80,111 70,982 97,368 41,809 15,423 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -11,060) -15,431 -2,385 44 2,999 -9,327 -12,388 -11,668 1,328 608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 15.2 0.1 20.4 71.0 62.9 86.3 37.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 39 9 4 22 21 63 32 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,022 COMMITMENTS 24,908 13,673 3 9,487 30,720 34,398 44,396 19,624 9,626 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -3,700) -6,596 2,116 1 3,258 -5,361 -3,337 -3,244 -363 -456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 25.3 0.0 17.6 56.9 63.7 82.2 36.3 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 17 7 1 12 18 29 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 137,858 COMMITMENTS 104,557 22,432 46 26,684 113,508 131,287 135,986 6,571 1,872 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -3,870) -4,300 -207 46 610 -4,181 -3,644 -4,342 -226 472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.8 16.3 0.0 19.4 82.3 95.2 98.6 4.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 57 17 1 19 22 77 39 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 90,068 COMMITMENTS 34,708 28,912 146 31,962 40,875 66,816 69,933 23,252 20,135 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -2,800) -5,162 -2,892 -53 5,352 106 137 -2,839 -2,937 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 32.1 0.2 35.5 45.4 74.2 77.6 25.8 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 32 18 6 21 20 55 42 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 139,496 COMMITMENTS 62,554 16,698 89 47,485 91,956 110,128 108,743 29,368 30,753 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -7,085) -3,909 -1,480 -68 -841 -6,261 -4,818 -7,809 -2,267 724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 12.0 0.1 34.0 65.9 78.9 78.0 21.1 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 43 26 1 19 30 63 56 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 219,761 COMMITMENTS 74,855 28,107 2,304 80,283 143,118 157,442 173,529 62,319 46,232 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 21,925) 6,137 900 -579 7,103 20,879 12,661 21,200 9,264 725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 12.8 1.0 36.5 65.1 71.6 79.0 28.4 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 57 35 18 35 40 97 89 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,031 COMMITMENTS 21,477 6,146 0 1,856 19,755 23,333 25,901 3,698 1,130 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 594) 201 1,443 0 643 -852 844 591 -250 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.5 22.7 0.0 6.9 73.1 86.3 95.8 13.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 14 9 0 6 12 20 21 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,980,361 COMMITMENTS 1598558 618,890 1023987 4436160 5406677 7058705 7049554 921,656 930,807 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 198,749) -52,409 69,432 46,845 229,838 61,846 224,274 178,123 -25,525 20,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 7.8 12.8 55.6 67.7 88.5 88.3 11.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 64 48 80 122 131 230 224 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 854,075 COMMITMENTS 71,744 77,980 36,759 614,601 635,726 723,104 750,465 130,971 103,610 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 10,115) 3,042 868 1,302 13,066 10,127 17,410 12,297 -7,295 -2,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 9.1 4.3 72.0 74.4 84.7 87.9 15.3 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522) 104 98 42 207 217 325 343 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 316,147 COMMITMENTS 45,374 17,636 568 197,043 241,529 242,985 259,733 73,162 56,414 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 9,597) 989 -3,229 -139 8,436 16,550 9,286 13,182 311 -3,585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 5.6 0.2 62.3 76.4 76.9 82.2 23.1 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 16 17 6 52 63 71 83 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,689,641 COMMITMENTS 273,142 443,011 39,666 2087788 1970984 2400596 2453661 289,045 235,980 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,590) -709 9,510 18,179 23,149 -32,114 40,619 -4,425 -38,029 7,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 16.5 1.5 77.6 73.3 89.3 91.2 10.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 478) 94 94 30 180 192 285 305 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 107,640 COMMITMENTS 17,216 7,616 590 79,466 96,119 97,272 104,325 10,368 3,315 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,120) -965 515 449 2,164 1,095 1,648 2,059 -528 -939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 7.1 0.5 73.8 89.3 90.4 96.9 9.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 14 4 1 44 36 58 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 109,183 COMMITMENTS 25,979 8,265 8,588 62,772 85,196 97,339 102,050 11,844 7,133 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 335) -2,730 -1,379 129 1,504 726 -1,097 -524 1,432 859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 7.6 7.9 57.5 78.0 89.2 93.5 10.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 73 41 13 77 78 154 128 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,767 COMMITMENTS 7,341 0 0 11,934 18,441 19,275 18,441 3,492 4,326 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,523) 367 0 0 1,851 1,704 2,218 1,704 305 819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 0.0 0.0 52.4 81.0 84.7 81.0 15.3 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 0 7 14 10 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 432,080 COMMITMENTS 129,895 78,032 6,234 254,190 333,777 390,319 418,043 41,761 14,037 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -10,939) -13,650 -5,058 -1,189 -1,734 -4,891 -16,573 -11,138 5,634 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 18.1 1.4 58.8 77.2 90.3 96.8 9.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 73 41 10 72 73 146 123 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 133,257 COMMITMENTS 71,661 12,480 172 26,588 105,534 98,421 118,186 34,836 15,071 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -5,280) -8,036 474 20 110 -7,060 -7,906 -6,566 2,626 1,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.8 9.4 0.1 20.0 79.2 73.9 88.7 26.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 37 12 3 13 21 52 34 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,911 COMMITMENTS 7,092 6,865 4 16,738 7,928 23,834 14,797 9,077 18,114 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -1,207) -477 715 0 588 789 111 1,504 -1,318 -2,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 20.9 0.0 50.9 24.1 72.4 45.0 27.6 55.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 13 8 1 24 13 37 22 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,098 COMMITMENTS 7,361 10,395 503 23,120 20,269 30,984 31,167 8,114 7,931 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,298) 1,160 1,657 98 1,516 478 2,774 2,233 -476 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 26.6 1.3 59.1 51.8 79.2 79.7 20.8 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 11 8 1 17 19 28 28 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 31,406 COMMITMENTS 4,701 1,379 300 22,657 27,691 27,658 29,370 3,748 2,036 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -298) 782 -436 0 -1,166 362 -384 -74 86 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 4.4 1.0 72.1 88.2 88.1 93.5 11.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 3 1 18 25 25 29 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 33,087 COMMITMENTS 7,137 1,281 0 19,096 30,599 26,233 31,880 6,854 1,207 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,314) -769 -204 0 2,687 3,272 1,918 3,068 396 -754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 3.9 0.0 57.7 92.5 79.3 96.4 20.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 13 1 0 19 16 32 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 14,874 COMMITMENTS 4,225 4,736 0 9,430 9,310 13,655 14,046 1,219 828 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -868) 89 -1,547 0 -597 855 -508 -692 -360 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 31.8 0.0 63.4 62.6 91.8 94.4 8.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 13 4 0 5 2 18 6
Updated October 22, 2010