MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 32,238 COMMITMENTS 2,220 1,167 5,270 19,064 20,408 26,554 26,844 5,685 5,394 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -5,155) -795 -786 -536 -3,070 -3,383 -4,401 -4,704 -754 -450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 3.6 16.3 59.1 63.3 82.4 83.3 17.6 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 25 5 20 31 29 62 49 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 253,035 COMMITMENTS 69,260 18,542 65,874 93,135 127,705 228,270 212,122 24,765 40,913 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -20,590) -11,542 1,530 -4,719 -1,387 -13,960 -17,648 -17,149 -2,943 -3,441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 7.3 26.0 36.8 50.5 90.2 83.8 9.8 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 95 74 112 51 65 220 193 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 392,882 COMMITMENTS 143,203 10,592 89,464 133,179 220,758 365,847 320,815 27,035 72,067 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -42,459) -8,883 -1,697 -24,090 -7,174 -14,441 -40,147 -40,228 -2,311 -2,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 2.7 22.8 33.9 56.2 93.1 81.7 6.9 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422) 168 37 110 109 188 315 310 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 9,716 COMMITMENTS 3,791 2,904 1,205 2,725 3,862 7,722 7,971 1,994 1,745 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 78) -212 -7 107 269 21 165 122 -87 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 29.9 12.4 28.0 39.7 79.5 82.0 20.5 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 30 25 17 24 31 66 67 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 34,650 COMMITMENTS 11,083 5,446 7,070 10,631 6,071 28,784 18,586 5,866 16,063 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,075) 693 27 -1,763 -1,026 79 -2,096 -1,657 21 -418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 15.7 20.4 30.7 17.5 83.1 53.6 16.9 46.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 32 35 37 39 39 91 94 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 138,175 COMMITMENTS 61,991 22,524 7,199 26,201 91,209 95,391 120,933 42,784 17,242 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 22,939) 19,287 6,759 1,282 2,405 13,008 22,975 21,050 -36 1,889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.9 16.3 5.2 19.0 66.0 69.0 87.5 31.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 43 19 23 23 32 80 60 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 63,657 COMMITMENTS 30,929 10,039 2,514 9,539 40,469 42,982 53,022 20,675 10,634 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 4,960) 3,996 1,554 657 350 2,849 5,003 5,059 -43 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.6 15.8 3.9 15.0 63.6 67.5 83.3 32.5 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 24 9 7 12 19 38 33 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 98,680 COMMITMENTS 37,051 28,151 5,541 29,356 44,344 71,948 78,036 26,731 20,644 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 10,148) 10,242 -640 488 -636 12,430 10,094 12,278 54 -2,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 28.5 5.6 29.7 44.9 72.9 79.1 27.1 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 28 27 18 21 30 59 65 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 160,538 COMMITMENTS 66,848 20,048 7,998 53,107 100,389 127,953 128,435 32,585 32,103 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 26,950) 21,585 1,717 1,379 933 19,410 23,897 22,506 3,053 4,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.6 12.5 5.0 33.1 62.5 79.7 80.0 20.3 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 41 36 26 27 32 81 81 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 295,326 COMMITMENTS 65,271 27,830 64,398 101,722 140,680 231,391 232,908 63,935 62,418 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 26,494) -1,840 -11,830 14,451 11,145 19,401 23,756 22,023 2,737 4,471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 9.4 21.8 34.4 47.6 78.4 78.9 21.6 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 56 64 62 37 47 128 138 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 12,812,918 COMMITMENTS 1594661 226,205 4698382 5526529 6891305 11819571 11815891 993,347 997,026 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 204,257) 25,564 -12,448 66,671 58,876 120,282 151,111 174,505 53,146 29,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 1.8 36.7 43.1 53.8 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 79 50 107 132 138 257 252 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 962,285 COMMITMENTS 74,827 77,896 81,074 659,503 685,311 815,403 844,280 146,882 118,005 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 31,272) 12,278 1,125 11,293 669 20,857 24,241 33,275 7,032 -2,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 8.1 8.4 68.5 71.2 84.7 87.7 15.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568) 106 135 99 232 232 399 405 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 391,839 COMMITMENTS 45,769 22,022 32,809 235,571 269,119 314,149 323,950 77,689 67,888 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 13,113) 7,084 591 3,420 1,549 11,207 12,052 15,218 1,061 -2,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 5.6 8.4 60.1 68.7 80.2 82.7 19.8 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 25 30 38 73 76 122 120 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 2,852,231 COMMITMENTS 286,220 420,299 100,390 2119657 2080960 2506267 2601649 345,964 250,582 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 90,795) 56,774 33,475 8,564 -4,395 48,248 60,943 90,287 29,853 509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 14.7 3.5 74.3 73.0 87.9 91.2 12.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 499) 93 115 76 202 202 338 350 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 108,925 COMMITMENTS 19,957 6,925 109 78,097 98,135 98,163 105,169 10,762 3,756 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 111) 3,001 -1,535 -406 -3,372 1,678 -777 -263 887 373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 46 36 62 40 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED 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: 112,819 COMMITMENTS 36,106 10,477 8,580 56,533 87,307 101,219 106,364 11,600 6,454 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 28,992) 5,493 -4,936 6,729 12,366 23,596 24,588 25,389 4,405 3,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 9.3 7.6 50.1 77.4 89.7 94.3 10.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 75 39 17 75 87 160 133 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED 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: 19,481 COMMITMENTS 7,246 0 0 9,060 15,846 16,306 15,846 3,175 3,635 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 0.0 0.0 46.5 81.3 83.7 81.3 16.3 18.7 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 OPTION AND FUTURES COMBINED 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: 466,689 COMMITMENTS 180,223 88,310 6,975 237,364 357,306 424,563 452,591 42,126 14,097 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 47,557) 27,156 11,244 -2,278 16,531 38,751 41,408 47,716 6,149 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 18.9 1.5 50.9 76.6 91.0 97.0 9.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 74 40 15 71 81 154 127 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 155,176 COMMITMENTS 80,914 12,178 7,145 31,990 118,201 120,049 137,524 35,127 17,651 CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 4,091) 388 550 688 685 2,828 1,761 4,066 2,329 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.1 7.8 4.6 20.6 76.2 77.4 88.6 22.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 33 19 15 19 24 61 49 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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