BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,573 COMMITMENTS 186 488 24 2,878 2,641 3,088 3,153 485 419 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 85) -0 34 -6 97 24 91 52 -6 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 13.7 0.7 80.5 73.9 86.4 88.3 13.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 13 12 17 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 58,603 COMMITMENTS 8,274 2,248 13,471 31,224 31,685 52,968 47,404 5,634 11,199 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,579) 590 541 786 2,507 1,278 3,883 2,605 -304 974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 3.8 23.0 53.3 54.1 90.4 80.9 9.6 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 22 12 21 40 41 72 64 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 300,130 COMMITMENTS 70,861 33,422 82,839 117,386 138,055 271,086 254,316 29,044 45,815 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,289) 118 -4,764 -979 1,660 4,244 798 -1,500 492 2,789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 11.1 27.6 39.1 46.0 90.3 84.7 9.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 106 71 118 60 81 231 219 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 432,838 COMMITMENTS 105,757 30,279 130,098 167,551 207,040 403,405 367,417 29,433 65,421 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,807) -2,021 -3,666 5,316 1,523 5,893 4,819 7,543 -1,011 -3,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 7.0 30.1 38.7 47.8 93.2 84.9 6.8 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 133 81 143 110 177 308 346 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,447 COMMITMENTS 3,870 3,407 944 2,857 2,659 7,672 7,010 1,775 2,438 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 189) -59 591 -136 -42 -389 -237 65 426 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 36.1 10.0 30.2 28.1 81.2 74.2 18.8 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 22 29 17 10 18 44 58 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,992 COMMITMENTS 13,330 5,248 10,408 9,884 8,374 33,622 24,030 8,370 17,962 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,302) 519 169 751 -120 -486 1,150 434 152 868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 12.5 24.8 23.5 19.9 80.1 57.2 19.9 42.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 49 44 59 44 50 131 125 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 87,430 COMMITMENTS 12,185 226 3,857 68,627 81,437 84,669 85,520 2,761 1,910 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -12,030) 816 97 205 -13,898 -12,830 -12,877 -12,528 847 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 0.3 4.4 78.5 93.1 96.8 97.8 3.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 2 17 17 22 20 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 100,493 COMMITMENTS 21,427 41,399 5,286 37,280 27,655 63,993 74,340 36,500 26,153 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -31,501) 934 15,877 -6,548 -20,902 -44,409 -26,517 -35,080 -4,984 3,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 41.2 5.3 37.1 27.5 63.7 74.0 36.3 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 24 25 11 27 24 55 56 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 34,139 COMMITMENTS 4,918 3,334 7,848 10,160 10,271 22,926 21,453 11,213 12,686 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,170) -2,206 -341 2,544 5,080 -522 5,419 1,681 -2,249 1,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 9.8 23.0 29.8 30.1 67.2 62.8 32.8 37.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 10 11 10 12 26 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 83,098 COMMITMENTS 10,211 30,837 245 70,683 45,722 81,139 76,804 1,959 6,294 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 7,088) 1,960 5,696 96 6,605 990 8,661 6,782 -1,573 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 37.1 0.3 85.1 55.0 97.6 92.4 2.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 20 42 3 14 21 36 64 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 163,120 COMMITMENTS 14,402 78,256 4,144 129,807 46,481 148,353 128,881 14,767 34,239 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 12,488) -504 4,254 1,288 12,258 3,509 13,043 9,052 -555 3,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 48.0 2.5 79.6 28.5 90.9 79.0 9.1 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 12 45 14 28 21 49 71 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 138,521 COMMITMENTS 61,075 19,440 5,519 43,005 81,603 109,598 106,562 28,923 31,959 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -1,061) -2,537 613 413 2,655 -4,061 531 -3,035 -1,591 1,974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.1 14.0 4.0 31.0 58.9 79.1 76.9 20.9 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 34 33 18 26 24 69 66 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 271,955 COMMITMENTS 20,328 99,971 39,737 172,017 64,089 232,081 203,796 39,874 68,159 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 21,478) 277 4,035 5,433 13,465 8,257 19,174 17,725 2,304 3,754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 36.8 14.6 63.3 23.6 85.3 74.9 14.7 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 32 85 49 55 60 117 164 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,997 COMMITMENTS 18,703 16,831 66 15,739 17,098 34,508 33,995 489 1,002 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -1,764) -2,859 -760 -3 1,408 -1,017 -1,454 -1,780 -310 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.4 48.1 0.2 45.0 48.9 98.6 97.1 1.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 5 1 6 5 12 11 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,804 COMMITMENTS 14,475 4,884 0 7,068 16,921 21,543 21,805 2,261 1,999 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,497) -2,036 1,938 0 4,631 -1,098 2,595 840 -1,098 657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.8 20.5 0.0 29.7 71.1 90.5 91.6 9.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 11 0 9 8 20 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 14,597,496 COMMITMENTS 726,503 665,170 5541337 7553697 7494409 13821536 13700917 775,960 896,579 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -446,761) -109,144 -43,441 -287,054 -10,955 -105,029 -407,153 -435,525 -39,608 -11,237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 4.6 38.0 51.7 51.3 94.7 93.9 5.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 53 60 104 152 156 267 270 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,068,260 COMMITMENTS 58,977 123,444 87,561 774,738 699,567 921,276 910,572 146,984 157,688 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 58,112) 2,688 -1,596 21,455 42,311 43,568 66,454 63,427 -8,342 -5,315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 11.6 8.2 72.5 65.5 86.2 85.2 13.8 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609) 87 159 104 238 268 396 461 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 395,481 COMMITMENTS 22,328 30,553 39,630 262,937 232,945 324,895 303,128 70,586 92,353 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 35,104) 7,166 7,590 4,668 21,597 17,708 33,431 29,966 1,673 5,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 7.7 10.0 66.5 58.9 82.2 76.6 17.8 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 23 27 36 75 65 119 107 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,363,898 COMMITMENTS 266,995 548,200 155,908 2559002 2333113 2981905 3037221 381,993 326,678 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 115,040) 46,565 23,021 14,982 103,568 129,304 165,116 167,307 -50,075 -52,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 16.3 4.6 76.1 69.4 88.6 90.3 11.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563) 82 145 90 213 247 353 424 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 106,332 COMMITMENTS 6,534 4,836 34 92,840 96,277 99,408 101,147 6,924 5,185 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,454) 223 -198 -388 2,024 2,069 1,859 1,483 -405 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 4.5 0.0 87.3 90.5 93.5 95.1 6.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 6 5 1 50 37 56 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 77,888 COMMITMENTS 10,703 5,750 1,781 54,915 59,705 67,398 67,236 10,489 10,652 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 15,118) 218 438 1,256 9,078 7,211 10,552 8,905 4,566 6,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 7.4 2.3 70.5 76.7 86.5 86.3 13.5 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 40 39 17 79 93 127 141 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,521 COMMITMENTS 2,058 0 0 5,122 11,405 7,180 11,405 6,341 2,116 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -19,305) 1,400 -2,837 -63 -23,771 -10,675 -22,434 -13,575 3,129 -5,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 0.0 0.0 37.9 84.4 53.1 84.4 46.9 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 9 10 12 10 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 321,836 COMMITMENTS 50,000 35,527 2,129 248,964 241,500 301,092 279,156 20,744 42,680 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 7,986) -2,426 8,967 -498 19,782 -20,970 16,858 -12,502 -8,872 20,488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 11.0 0.7 77.4 75.0 93.6 86.7 6.4 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 38 40 16 77 90 123 138 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 94,759 COMMITMENTS 29,119 23,197 5,770 40,079 41,894 74,968 70,861 19,792 23,898 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 8,094) -9,917 8,407 1,941 20,257 -5,050 12,280 5,298 -4,185 2,797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 24.5 6.1 42.3 44.2 79.1 74.8 20.9 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 27 22 16 18 19 51 51 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 25,772 COMMITMENTS 4,245 6,028 2 14,756 8,406 19,003 14,436 6,769 11,336 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -668) 1,022 -1,596 2 -1,260 1,580 -236 -14 -432 -654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 23.4 0.0 57.3 32.6 73.7 56.0 26.3 44.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 5 1 19 8 30 14 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 30,635 COMMITMENTS 5,448 4,964 603 17,862 20,813 23,913 26,380 6,722 4,255 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -909) -2,894 -119 388 633 2,050 -1,873 2,319 964 -3,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 16.2 2.0 58.3 67.9 78.1 86.1 21.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 8 9 4 22 22 33 32 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 9,013 COMMITMENTS 3,847 1,214 0 4,122 7,287 7,969 8,501 1,044 512 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 13.5 0.0 45.7 80.8 88.4 94.3 11.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 5 0 8 2 14 7
Updated September 30, 2011