MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 36,188 COMMITMENTS 2,656 1,970 5,582 21,653 23,105 29,891 30,657 6,296 5,531 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,609) 23 117 581 319 1,144 923 1,842 686 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 5.4 15.4 59.8 63.8 82.6 84.7 17.4 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 16 11 17 34 31 58 51 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 271,166 COMMITMENTS 78,368 17,005 70,709 94,451 140,201 243,528 227,916 27,638 43,250 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 15,643) 7,392 317 5,928 1,566 8,424 14,887 14,670 755 973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 6.3 26.1 34.8 51.7 89.8 84.1 10.2 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 115 59 103 53 73 231 188 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 445,946 COMMITMENTS 154,635 12,131 121,172 138,475 234,931 414,281 368,233 31,664 77,712 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 5,066) -6,154 -4,458 7,354 3,027 3,209 4,227 6,105 839 -1,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 2.7 27.2 31.1 52.7 92.9 82.6 7.1 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 187 34 106 102 189 319 309 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 8,981 COMMITMENTS 3,881 3,503 741 2,361 3,025 6,982 7,268 1,999 1,713 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 238) -89 -61 176 23 1 109 115 129 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.2 39.0 8.2 26.3 33.7 77.7 80.9 22.3 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 29 26 13 15 25 54 54 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 40,015 COMMITMENTS 12,388 5,860 9,895 12,211 6,979 34,495 22,735 5,521 17,280 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 423) -1,370 -88 1,154 1,305 -650 1,089 416 -665 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 14.6 24.7 30.5 17.4 86.2 56.8 13.8 43.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 39 29 46 52 43 116 98 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 115,701 COMMITMENTS 46,811 18,334 5,612 23,761 75,153 76,184 99,099 39,517 16,602 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -9,372) 17,835 5,390 -1,851 -26,787 -9,779 -10,803 -6,240 1,431 -3,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.5 15.8 4.9 20.5 65.0 65.8 85.7 34.2 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 30 19 18 22 29 63 55 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 53,186 COMMITMENTS 26,044 12,362 970 6,685 31,509 33,698 44,840 19,487 8,345 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 117) -1,575 -1,725 -111 1,771 2,234 86 399 31 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.0 23.2 1.8 12.6 59.2 63.4 84.3 36.6 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 18 12 6 9 15 31 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 80,505 COMMITMENTS 18,224 26,940 4,501 33,474 27,060 56,199 58,501 24,306 22,003 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -3,422) -3,435 -3,688 437 -748 912 -3,745 -2,339 323 -1,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 33.5 5.6 41.6 33.6 69.8 72.7 30.2 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 25 21 17 20 28 52 59 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 127,808 COMMITMENTS 40,401 18,390 6,478 52,343 77,001 99,222 101,868 28,586 25,939 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -19,483) -21,262 3,596 1,356 2,857 -19,649 -17,049 -14,697 -2,433 -4,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 14.4 5.1 41.0 60.2 77.6 79.7 22.4 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 33 30 22 29 27 73 68 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 222,412 COMMITMENTS 53,350 50,573 34,569 80,110 81,595 168,029 166,737 54,382 55,675 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 7,262) -2,105 -14,934 7,137 -20 13,492 5,012 5,694 2,250 1,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 22.7 15.5 36.0 36.7 75.5 75.0 24.5 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 48 60 51 35 43 114 123 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 12,079,916 COMMITMENTS 1476102 268,906 4380493 5303629 6476417 11160224 11125816 919,692 954,099 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 653,759) 184,053 33,928 431,480 37,469 198,605 653,002 664,012 757 -10,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 2.2 36.3 43.9 53.6 92.4 92.1 7.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 66 54 101 129 134 249 242 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 887,945 COMMITMENTS 56,665 83,266 51,650 637,055 625,403 745,370 760,319 142,574 127,626 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -349,276) -8,063 -28,567 -46,429 -249,252 -234,147 -303,743 -309,143 -45,533 -40,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 9.4 5.8 71.7 70.4 83.9 85.6 16.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543) 93 126 95 221 235 373 397 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 358,412 COMMITMENTS 30,018 23,355 25,063 224,103 237,080 279,184 285,497 79,228 72,915 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -141,363) 9,527 -37,303 -9,937 -105,346 -83,659 -105,756 -130,899 -35,606 -10,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 6.5 7.0 62.5 66.1 77.9 79.7 22.1 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 23 25 33 71 74 114 112 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 2,647,662 COMMITMENTS 192,901 359,223 73,271 2064757 1941615 2330930 2374110 316,732 273,552 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -1,039,570) -205,147 -73,517 -65,262 -719,526 -752,441 -989,935 -891,220 -49,635 -148,350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 13.6 2.8 78.0 73.3 88.0 89.7 12.0 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 482) 77 113 72 195 211 318 350 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 104,333 COMMITMENTS 13,321 8,045 477 81,341 91,783 95,139 100,305 9,194 4,028 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -22,980) 766 -122 94 -21,750 -21,789 -20,890 -21,817 -2,089 -1,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 49 34 63 38 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED 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: 70,134 COMMITMENTS 16,840 13,585 1,101 45,749 52,161 63,690 66,847 6,444 3,287 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -53,142) 2,759 -5,727 -2,948 -45,757 -37,274 -45,946 -45,949 -7,196 -7,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 19.4 1.6 65.2 74.4 90.8 95.3 9.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 63 49 18 80 75 153 132 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 350,670 COMMITMENTS 84,200 67,925 5,506 228,743 260,804 318,449 334,235 32,221 16,435 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -128,608) 13,797 -31,500 -1,848 -144,031 -72,215 -132,083 -105,564 3,475 -23,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 19.4 1.6 65.2 74.4 90.8 95.3 9.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 63 49 18 80 75 153 132 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 139,424 COMMITMENTS 77,615 13,338 4,697 25,356 105,344 107,668 123,379 31,756 16,045 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 11,633) 3,637 -3,530 832 5,035 12,885 9,503 10,187 2,130 1,446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.7 9.6 3.4 18.2 75.6 77.2 88.5 22.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 31 16 12 19 24 58 44 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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