MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,568 COMMITMENTS 5,038 6,771 711 21,210 18,587 26,959 26,069 3,609 4,499 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1) -726 -97 156 497 -27 -73 32 74 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 22.2 2.3 69.4 60.8 88.2 85.3 11.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 15 11 12 27 30 47 48 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 284,202 COMMITMENTS 81,445 46,621 52,412 109,503 131,458 243,360 230,491 40,842 53,711 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 23,972) 10,144 2,361 1,322 2,698 10,374 14,164 14,057 9,808 9,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 16.4 18.4 38.5 46.3 85.6 81.1 14.4 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 119 62 117 53 84 245 217 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 340,204 COMMITMENTS 116,520 57,699 46,996 147,504 177,991 311,020 282,686 29,184 57,518 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -195) 8,716 1,539 -9,799 -1,193 5,225 -2,276 -3,035 2,081 2,840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 17.0 13.8 43.4 52.3 91.4 83.1 8.6 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418) 131 87 118 74 164 278 316 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,714 COMMITMENTS 4,210 4,926 1,223 3,287 2,203 8,720 8,352 1,994 2,362 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -142) 2 381 -133 63 -224 -68 24 -74 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 46.0 11.4 30.7 20.6 81.4 78.0 18.6 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 26 32 15 21 18 55 62 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,501 COMMITMENTS 13,940 5,825 5,194 8,193 7,424 27,327 18,443 6,174 15,058 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -1,222) 293 380 -73 -856 -872 -636 -565 -586 -657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 17.4 15.5 24.5 22.2 81.6 55.1 18.4 44.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 44 33 45 35 48 112 109 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 83,465 COMMITMENTS 12,554 978 3,075 66,528 78,347 82,157 82,400 1,308 1,065 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -1,080) -706 481 -147 60 -1,011 -793 -677 -287 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 1.2 3.7 79.7 93.9 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 1 16 15 19 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,945 COMMITMENTS 23,922 48,835 34 74,038 48,096 97,994 96,965 24,951 25,980 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 19,212) 1,209 10,440 -125 26,890 11,972 27,974 22,287 -8,762 -3,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 39.7 0.0 60.2 39.1 79.7 78.9 20.3 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 19 26 2 27 24 48 50 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 24,317 COMMITMENTS 5,233 5,220 34 9,689 7,286 14,956 12,540 9,361 11,777 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -647) 123 -999 -149 -679 345 -705 -803 58 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 21.5 0.1 39.8 30.0 61.5 51.6 38.5 48.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 11 1 8 13 15 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 88,822 COMMITMENTS 7,397 32,275 142 78,905 50,335 86,444 82,752 2,378 6,070 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -596) 493 -60 5 -721 -457 -223 -512 -373 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 36.3 0.2 88.8 56.7 97.3 93.2 2.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 18 32 2 16 20 35 53 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 184,709 COMMITMENTS 15,391 77,363 350 156,606 74,402 172,347 152,115 12,362 32,594 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 9,209) 462 -6,290 44 7,837 14,315 8,343 8,069 866 1,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 41.9 0.2 84.8 40.3 93.3 82.4 6.7 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 15 40 4 29 21 46 63 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 153,849 COMMITMENTS 54,190 19,071 3 73,150 105,272 127,343 124,346 26,506 29,503 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 19,125) -6,677 1,666 3 26,345 19,005 19,671 20,674 -546 -1,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 12.4 0.0 47.5 68.4 82.8 80.8 17.2 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 30 32 1 21 20 52 52 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 223,167 COMMITMENTS 17,040 90,835 680 170,021 69,466 187,741 160,981 35,426 62,186 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 2,328) -1,064 -9,966 -114 634 9,281 -544 -799 2,872 3,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 40.7 0.3 76.2 31.1 84.1 72.1 15.9 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 19 71 8 48 50 72 124 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,059 COMMITMENTS 12,075 5,237 102 11,594 17,538 23,771 22,877 1,288 2,182 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -1,152) -854 -2,126 0 -92 1,460 -946 -666 -206 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.2 20.9 0.4 46.3 70.0 94.9 91.3 5.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 12 1 8 9 17 22 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,199,656 COMMITMENTS 644,700 882,252 1260578 5646920 5194558 7552198 7337388 647,458 862,268 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -128,449) -132,624 -24,453 -23,553 97,244 -67,383 -58,933 -115,389 -69,516 -13,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 10.8 15.4 68.9 63.4 92.1 89.5 7.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 40 49 73 133 139 220 228 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 886,848 COMMITMENTS 54,846 118,412 23,816 670,439 602,146 749,101 744,374 137,747 142,474 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -38,715) -1,535 -5,674 -4,118 -23,746 -28,033 -29,399 -37,825 -9,316 -890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 13.4 2.7 75.6 67.9 84.5 83.9 15.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 567) 72 140 56 216 257 328 416 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 284,462 COMMITMENTS 22,628 26,301 1,013 194,391 176,170 218,032 203,484 66,430 80,978 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -12,393) 43 -4,949 190 -7,513 -3,994 -7,280 -8,753 -5,113 -3,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 9.2 0.4 68.3 61.9 76.6 71.5 23.4 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 15 25 8 60 55 81 82 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,011,932 COMMITMENTS 244,950 544,415 30,155 2380242 2129881 2655347 2704451 356,585 307,481 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -131,611) -23,355 -19,089 -6,076 -81,165 -120,197 -110,596 -145,362 -21,015 13,751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 18.1 1.0 79.0 70.7 88.2 89.8 11.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536) 71 133 36 190 233 287 378 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 111,256 COMMITMENTS 7,482 5,643 46 95,712 100,575 103,240 106,264 8,016 4,992 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -6,324) 551 -36 -376 -6,507 -6,544 -6,332 -6,956 8 632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 5.1 0.0 86.0 90.4 92.8 95.5 7.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 7 8 2 44 34 52 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,078 COMMITMENTS 8,790 5,324 598 54,830 58,920 64,217 64,842 10,861 10,236 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -4,861) -103 -2,625 -1,215 -3,188 -522 -4,505 -4,361 -356 -500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 7.1 0.8 73.0 78.5 85.5 86.4 14.5 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 31 37 14 75 85 113 129 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,277 COMMITMENTS 855 0 0 7,115 14,155 7,970 14,155 7,307 1,122 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -89) -512 0 0 201 91 -311 91 222 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.0 0.0 46.6 92.7 52.2 92.7 47.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 9 12 11 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 299,005 COMMITMENTS 40,878 27,825 1,784 238,575 223,827 281,237 253,436 17,768 45,569 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -23,861) 403 -14,768 -4,429 -16,945 -3,063 -20,971 -22,260 -2,890 -1,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 9.3 0.6 79.8 74.9 94.1 84.8 5.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 30 37 13 73 82 109 126 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 118,182 COMMITMENTS 37,196 26,443 6 67,682 67,203 104,884 93,652 13,298 24,530 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 18,166) 1,259 3,417 1 18,397 15,212 19,657 18,630 -1,491 -464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 22.4 0.0 57.3 56.9 88.7 79.2 11.3 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 18 25 2 15 17 33 44 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 25,452 COMMITMENTS 3,250 6,411 5 14,830 8,104 18,085 14,520 7,367 10,932 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -35) -693 -147 0 685 460 -8 313 -27 -348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 25.2 0.0 58.3 31.8 71.1 57.0 28.9 43.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 7 1 20 8 28 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 33,009 COMMITMENTS 5,339 4,323 1,592 18,717 20,472 25,648 26,387 7,361 6,622 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -3,906) -46 601 -338 1,569 -4,640 1,185 -4,377 -5,091 471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 13.1 4.8 56.7 62.0 77.7 79.9 22.3 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 7 7 3 20 24 30 31
Updated October 14, 2011