BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,599 COMMITMENTS 103 436 35 2,950 2,671 3,087 3,142 512 457 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 267) 0 29 3 251 199 254 232 13 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 12.1 1.0 82.0 74.2 85.8 87.3 14.2 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 2 15 12 18 16 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,705 COMMITMENTS 6,541 2,785 12,130 30,150 27,899 48,822 42,814 4,884 10,892 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,469) 1,025 937 361 146 205 1,533 1,503 -63 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 5.2 22.6 56.1 51.9 90.9 79.7 9.1 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 19 13 21 38 38 67 62 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,561 COMMITMENTS 605 16 209 2,517 2,583 3,330 2,808 231 754 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 5) -2 -7 10 -13 1 -4 4 9 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 0.4 5.9 70.7 72.5 93.5 78.8 6.5 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 2 6 13 10 15 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,136 COMMITMENTS 96,537 17,624 92,615 105,711 168,915 294,864 279,155 36,272 51,981 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 5,962) 5,798 -793 1,198 -590 5,707 6,407 6,112 -444 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 5.3 28.0 31.9 51.0 89.0 84.3 11.0 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 125 74 140 63 92 282 244 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 435,317 COMMITMENTS 139,047 31,832 115,231 153,208 219,853 407,486 366,915 27,831 68,402 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 3,616) 890 1,053 4,393 -2,132 -1,681 3,152 3,765 464 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 7.3 26.5 35.2 50.5 93.6 84.3 6.4 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438) 158 72 130 100 185 313 341 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,144 COMMITMENTS 4,246 4,968 1,017 3,072 2,108 8,336 8,093 1,809 2,052 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -320) 172 47 -105 -452 -193 -385 -251 65 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.9 49.0 10.0 30.3 20.8 82.2 79.8 17.8 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 32 30 17 21 20 63 64 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,105 COMMITMENTS 15,220 2,528 10,103 8,670 9,083 33,993 21,714 7,112 19,391 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -62) 296 -549 -1 25 -463 320 -1,013 -382 951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 6.1 24.6 21.1 22.1 82.7 52.8 17.3 47.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 54 30 54 41 53 128 119 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 94,407 COMMITMENTS 14,001 202 2,978 77,245 90,927 94,224 94,107 183 300 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 3,227) 469 -809 0 2,800 4,243 3,269 3,434 -42 -207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 0.2 3.2 81.8 96.3 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 1 16 16 19 18 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 133,253 COMMITMENTS 25,451 40,695 5,770 73,475 59,006 104,695 105,471 28,558 27,782 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -2,798) 2,055 -5,054 169 -4,943 2,784 -2,719 -2,101 -79 -696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 30.5 4.3 55.1 44.3 78.6 79.2 21.4 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 20 19 12 30 24 57 48 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 34,114 COMMITMENTS 4,829 6,167 3,832 13,663 9,217 22,324 19,215 11,790 14,899 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 738) 1,259 507 -593 -2,270 -572 -1,603 -658 2,341 1,396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 18.1 11.2 40.1 27.0 65.4 56.3 34.6 43.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 12 8 13 14 25 28 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 96,313 COMMITMENTS 10,160 37,215 145 83,514 53,315 93,819 90,675 2,494 5,638 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 5,364) 1,862 4,788 -2 3,503 601 5,363 5,387 1 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 38.6 0.2 86.7 55.4 97.4 94.1 2.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 13 31 2 19 24 33 56 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 179,496 COMMITMENTS 19,000 69,111 3,465 139,867 80,186 162,332 152,763 17,164 26,733 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -3,247) 2,138 -849 317 -9,138 1,584 -6,683 1,052 3,437 -4,299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 38.5 1.9 77.9 44.7 90.4 85.1 9.6 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 16 34 11 30 25 51 65 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 179,345 COMMITMENTS 75,552 21,328 6,722 62,272 119,253 144,546 147,303 34,799 32,042 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 15,372) 26,987 -676 794 -20,986 15,405 6,795 15,524 8,576 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.1 11.9 3.7 34.7 66.5 80.6 82.1 19.4 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 44 37 25 27 28 88 73 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 283,313 COMMITMENTS 21,826 93,113 32,901 191,757 88,229 246,484 214,243 36,829 69,071 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 6,055) 443 -1,657 -22 3,986 6,992 4,407 5,314 1,648 741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 32.9 11.6 67.7 31.1 87.0 75.6 13.0 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 35 77 48 55 54 114 155 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,675 COMMITMENTS 13,298 4,079 0 9,443 19,200 22,741 23,279 1,934 1,396 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 620) 853 -141 0 -309 1,302 544 1,161 76 -541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.9 16.5 0.0 38.3 77.8 92.2 94.3 7.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 9 14 0 8 10 17 24 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 14,193,684 COMMITMENTS 388,110 994,901 5648316 7369393 6525433 13405820 13168650 787,864 1025033 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 110,262) -39,647 -1,670 64,750 46,069 51,311 71,172 114,392 39,090 -4,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 7.0 39.8 51.9 46.0 94.4 92.8 5.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 44 60 101 148 154 254 266 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,047,293 COMMITMENTS 54,703 117,596 86,017 761,883 696,125 902,603 899,737 144,690 147,555 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -51,936) 3,240 -5,471 -11,353 -41,919 -27,425 -50,033 -44,248 -1,903 -7,687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 11.2 8.2 72.7 66.5 86.2 85.9 13.8 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605) 88 149 109 248 271 403 462 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 387,250 COMMITMENTS 32,876 19,618 36,041 246,341 248,197 315,259 303,856 71,991 83,395 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -19,115) 6,014 -1,495 -8,214 -18,221 -4,628 -20,420 -14,337 1,305 -4,778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 5.1 9.3 63.6 64.1 81.4 78.5 18.6 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 25 23 37 75 64 118 106 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,300,214 COMMITMENTS 235,982 616,740 123,030 2577707 2239639 2936720 2979409 363,494 320,804 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -164,103) 17,602 11,600 -47,171 -118,493 -113,984 -148,062 -149,555 -16,041 -14,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 18.7 3.7 78.1 67.9 89.0 90.3 11.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563) 77 140 92 224 251 359 425 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 108,869 COMMITMENTS 7,915 5,927 59 92,381 97,408 100,355 103,394 8,514 5,475 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -2,042) 1,204 -6 -162 -3,641 -1,772 -2,599 -1,940 557 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 5.4 0.1 84.9 89.5 92.2 95.0 7.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 8 7 1 52 33 60 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,358 COMMITMENTS 16,605 4,620 2,038 58,620 73,131 77,263 79,789 14,095 11,568 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 4,664) 3,241 566 497 1,064 3,809 4,802 4,873 -138 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 5.1 2.2 64.2 80.0 84.6 87.3 15.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 52 25 14 83 83 142 115 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 23,038 COMMITMENTS 2,085 292 0 11,372 21,692 13,457 21,984 9,581 1,054 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 2,948) 369 292 0 2,148 3,052 2,517 3,344 431 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 1.3 0.0 49.4 94.2 58.4 95.4 41.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 10 11 12 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 341,599 COMMITMENTS 79,954 28,994 2,836 236,239 257,196 319,030 289,026 22,569 52,573 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 8,579) 17,109 4,120 -262 -5,421 3,787 11,426 7,645 -2,848 933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 8.5 0.8 69.2 75.3 93.4 84.6 6.6 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 51 25 13 80 79 137 111 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 139,527 COMMITMENTS 46,010 20,557 6,962 66,200 85,070 119,173 112,589 20,354 26,938 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 6,646) 4,431 1,546 1,145 -1,406 2,659 4,170 5,350 2,476 1,296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 14.7 5.0 47.4 61.0 85.4 80.7 14.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 25 22 15 22 23 53 54 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 26,427 COMMITMENTS 4,144 7,106 12 15,367 7,594 19,523 14,712 6,904 11,715 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 848) 643 856 1 702 220 1,346 1,077 -498 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 26.9 0.0 58.1 28.7 73.9 55.7 26.1 44.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 9 1 21 8 29 18 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 40,811 COMMITMENTS 6,081 6,745 1,599 25,035 13,651 32,715 21,995 8,096 18,816 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 6,546) -689 3,618 44 6,843 -3,588 6,198 74 348 6,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 16.5 3.9 61.3 33.4 80.2 53.9 19.8 46.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 9 9 3 23 21 34 31
Updated October 28, 2011