MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,570 COMMITMENTS 3,289 1,646 985 15,790 18,735 20,064 21,366 4,506 3,204 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,141) 986 33 26 31 961 1,043 1,020 98 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 6.7 4.0 64.3 76.3 81.7 87.0 18.3 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 17 10 12 23 24 48 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 214,639 COMMITMENTS 65,084 27,721 42,340 84,995 109,031 192,419 179,092 22,220 35,547 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -7,206) -2,602 -961 -465 -3,354 -4,468 -6,421 -5,894 -785 -1,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 12.9 19.7 39.6 50.8 89.6 83.4 10.4 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 83 79 93 42 62 187 185 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 318,427 COMMITMENTS 138,118 37,300 33,886 120,260 186,622 292,264 257,808 26,163 60,619 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -4,548) -3,816 2,815 336 -2,161 -4,361 -5,641 -1,210 1,093 -3,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 11.7 10.6 37.8 58.6 91.8 81.0 8.2 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418) 140 59 84 80 187 258 305 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,056 COMMITMENTS 3,954 3,347 772 3,019 4,094 7,745 8,213 2,311 1,843 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 562) 132 321 -248 321 328 205 401 357 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 33.3 7.7 30.0 40.7 77.0 81.7 23.0 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 30 26 14 18 27 60 59 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,050 COMMITMENTS 10,499 9,043 2,717 10,068 4,322 23,284 16,082 5,766 12,968 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -1,222) -1,462 1,823 -119 -47 -1,332 -1,628 372 406 -1,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 31.1 9.4 34.7 14.9 80.2 55.4 19.8 44.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 27 42 27 33 34 76 88 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,446 COMMITMENTS 6,446 16 606 23,923 38,730 30,975 39,352 8,471 94 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,918) 1,472 -4 4 -244 1,968 1,232 1,968 686 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 0.0 1.5 60.6 98.2 78.5 99.8 21.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 1 11 13 16 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,851 COMMITMENTS 63,283 19,497 101 19,986 89,438 83,370 109,036 40,481 14,815 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 3,806) 374 -734 -1 3,143 3,946 3,516 3,211 290 595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 15.7 0.1 16.1 72.2 67.3 88.0 32.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 44 8 3 21 23 67 32 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,722 COMMITMENTS 31,504 11,557 2 6,229 36,081 37,735 47,640 19,987 10,082 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,086) -189 2,463 -3 950 -2,367 758 93 328 993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.6 20.0 0.0 10.8 62.5 65.4 82.5 34.6 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 23 6 1 9 18 32 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 141,728 COMMITMENTS 108,857 22,639 0 26,074 117,689 134,931 140,328 6,797 1,400 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 2,153) 2,688 2,234 0 -819 219 1,869 2,453 284 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.8 16.0 0.0 18.4 83.0 95.2 99.0 4.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 58 16 0 15 26 73 42 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 92,868 COMMITMENTS 39,870 31,804 199 26,610 40,769 66,679 72,772 26,189 20,096 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 6,332) 2,806 4,143 198 2,852 787 5,856 5,128 476 1,204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 34.2 0.2 28.7 43.9 71.8 78.4 28.2 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 28 22 6 20 21 51 46 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 146,581 COMMITMENTS 66,463 18,178 157 48,326 98,217 114,946 116,552 31,635 30,029 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 4,093) -403 518 -227 3,720 1,800 3,090 2,091 1,003 2,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 12.4 0.1 33.0 67.0 78.4 79.5 21.6 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 43 23 3 20 30 65 54 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 197,836 COMMITMENTS 68,718 27,207 2,883 73,180 122,239 144,781 152,329 53,055 45,507 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 430) -4,261 2,471 798 6,816 -114 3,353 3,155 -2,923 -2,725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 13.8 1.5 37.0 61.8 73.2 77.0 26.8 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 61 30 14 32 40 96 82 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,437 COMMITMENTS 21,276 4,703 0 1,213 20,607 22,489 25,310 3,948 1,127 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 395) -63 -302 0 332 1,156 269 854 126 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.5 17.8 0.0 4.6 77.9 85.1 95.7 14.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 7 0 5 13 18 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,781,612 COMMITMENTS 1650967 549,458 977,142 4206322 5344831 6834431 6871431 947,181 910,181 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 11,705) -15,203 58,868 -30,520 31,056 -9,849 -14,667 18,499 26,372 -6,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 7.1 12.6 54.1 68.7 87.8 88.3 12.2 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 64 43 77 121 131 225 218 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 843,960 COMMITMENTS 68,702 77,112 35,458 601,535 625,599 705,694 738,168 138,266 105,792 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 14,109) -4,996 223 1,319 16,971 12,183 13,294 13,725 815 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 9.1 4.2 71.3 74.1 83.6 87.5 16.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522) 103 105 39 206 209 331 332 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 306,550 COMMITMENTS 44,385 20,865 707 188,607 224,979 233,699 246,551 72,851 59,999 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 5,495) 1,246 67 -3 2,798 5,768 4,041 5,832 1,454 -337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 6.8 0.2 61.5 73.4 76.2 80.4 23.8 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 20 20 6 54 63 77 86 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,687,051 COMMITMENTS 273,851 433,501 21,487 2064639 2003098 2359977 2458086 327,074 228,965 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 43,072) -17,107 14,884 -7,493 70,867 32,074 46,267 39,465 -3,195 3,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 16.1 0.8 76.8 74.5 87.8 91.5 12.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476) 97 96 23 179 184 289 290 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 106,520 COMMITMENTS 18,181 7,101 141 77,302 95,024 95,624 102,266 10,896 4,254 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -2,398) -1,776 176 32 -794 -3,110 -2,538 -2,902 140 504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 6.7 0.1 72.6 89.2 89.8 96.0 10.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 14 3 2 42 34 57 38 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 108,848 COMMITMENTS 28,709 9,644 8,459 61,268 84,471 98,435 102,573 10,412 6,275 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -2,595) -7,381 -983 378 5,457 -2,102 -1,547 -2,708 -1,048 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 8.9 7.8 56.3 77.6 90.4 94.2 9.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 66 40 15 82 79 155 127 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,244 COMMITMENTS 6,974 0 0 10,083 16,737 17,057 16,737 3,187 3,507 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 777) -272 0 0 1,023 891 751 891 26 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 0.0 0.0 49.8 82.7 84.3 82.7 15.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 0 7 15 10 15 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 443,019 COMMITMENTS 143,545 83,090 7,423 255,924 338,668 406,892 429,181 36,127 13,838 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -16,859) -36,600 -5,968 2,941 22,170 -14,967 -11,489 -17,994 -5,370 1,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 18.8 1.7 57.8 76.4 91.8 96.9 8.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 66 40 12 76 73 146 121 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 138,537 COMMITMENTS 79,697 12,006 152 26,478 112,594 106,327 124,752 32,210 13,785 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -910) -2,174 -829 -4 1,509 -448 -669 -1,281 -241 371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.5 8.7 0.1 19.1 81.3 76.7 90.0 23.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 35 13 2 11 22 47 36 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,118 COMMITMENTS 7,569 6,150 4 16,150 7,139 23,723 13,293 10,395 20,825 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,729) 1,381 2,061 0 -374 486 1,007 2,547 722 -818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 18.0 0.0 47.3 20.9 69.5 39.0 30.5 61.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 15 10 1 19 10 34 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,800 COMMITMENTS 6,201 8,738 405 21,604 19,791 28,210 28,934 8,590 7,866 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -3,995) 455 7 37 -2,635 -906 -2,143 -862 -1,852 -3,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 23.7 1.1 58.7 53.8 76.7 78.6 23.3 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 8 1 17 18 27 26 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 31,704 COMMITMENTS 3,919 1,815 300 23,823 27,329 28,042 29,444 3,662 2,260 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,187) 4 253 0 925 1,038 929 1,291 258 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 5.7 0.9 75.1 86.2 88.4 92.9 11.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 4 1 17 26 23 31 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 30,773 COMMITMENTS 7,906 1,485 0 16,409 27,327 24,315 28,812 6,458 1,961 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 246) 53 204 0 227 136 280 340 -34 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 4.8 0.0 53.3 88.8 79.0 93.6 21.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 13 2 0 18 15 31 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,742 COMMITMENTS 4,136 6,283 0 10,027 8,455 14,163 14,738 1,579 1,004 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,743) 691 275 -71 554 1,174 1,174 1,378 569 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 39.9 0.0 63.7 53.7 90.0 93.6 10.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 13 4 0 6 4 19 8
Updated October 15, 2010