MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,021 COMMITMENTS 5,019 2,657 978 18,815 21,560 24,812 25,195 4,209 3,826 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 1,434) 631 347 31 1,340 920 2,002 1,298 -568 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 9.2 3.4 64.8 74.3 85.5 86.8 14.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 16 11 16 31 27 58 44 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 204,014 COMMITMENTS 48,066 30,987 44,640 91,242 95,654 183,948 171,281 20,066 32,733 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 4,771) -3,786 2,637 1,456 4,484 301 2,154 4,394 2,617 377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 15.2 21.9 44.7 46.9 90.2 84.0 9.8 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 77 84 95 38 55 175 193 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 316,061 COMMITMENTS 136,830 45,548 35,226 118,349 175,668 290,405 256,442 25,656 59,619 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 657) -5,931 929 3,264 2,265 -3,961 -402 232 1,059 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.3 14.4 11.1 37.4 55.6 91.9 81.1 8.1 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417) 138 71 95 75 180 266 302 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,917 COMMITMENTS 4,113 1,822 1,428 2,421 5,111 7,962 8,361 1,955 1,556 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 564) 113 -683 596 -161 539 548 452 16 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 18.4 14.4 24.4 51.5 80.3 84.3 19.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 32 19 15 16 30 61 54 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,826 COMMITMENTS 8,365 7,129 2,540 9,914 4,483 20,819 14,152 5,007 11,674 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -3,575) -1,458 -2,519 -585 -1,635 34 -3,678 -3,070 103 -505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 27.6 9.8 38.4 17.4 80.6 54.8 19.4 45.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 29 32 30 33 36 82 82 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 40,997 COMMITMENTS 7,167 16 606 24,976 39,960 32,749 40,582 8,248 415 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 1,420) 1,157 0 0 369 1,077 1,526 1,077 -106 343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 0.0 1.5 60.9 97.5 79.9 99.0 20.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 1 1 12 15 18 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 104,809 COMMITMENTS 41,890 18,525 99 21,972 70,265 63,961 88,889 40,848 15,920 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 2,540) 4,088 598 -1 -1,738 832 2,349 1,429 191 1,111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 17.7 0.1 21.0 67.0 61.0 84.8 39.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 35 10 2 23 23 60 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,129 COMMITMENTS 23,363 10,898 0 6,266 26,806 29,629 37,704 18,500 10,425 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,939) -1,237 -1,183 -1 -605 -1,616 -1,843 -2,800 -96 861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.5 22.6 0.0 13.0 55.7 61.6 78.3 38.4 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 16 6 0 9 18 25 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 135,871 COMMITMENTS 104,522 22,250 8 24,562 111,922 129,092 134,180 6,779 1,691 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,028) 852 -1,277 7 -808 371 51 -899 -1,079 -129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.9 16.4 0.0 18.1 82.4 95.0 98.8 5.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 61 15 1 18 22 79 38 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 91,819 COMMITMENTS 39,900 24,718 170 26,685 45,700 66,755 70,588 25,064 21,231 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 5,208) 6,899 -3,194 -204 -1,826 7,558 4,869 4,160 339 1,048 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 26.9 0.2 29.1 49.8 72.7 76.9 27.3 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 32 19 7 21 23 55 47 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 140,062 COMMITMENTS 63,061 16,606 796 45,614 95,686 109,471 113,088 30,591 26,974 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 212) 1,756 -1,570 252 -2,842 4,551 -834 3,233 1,046 -3,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 11.9 0.6 32.6 68.3 78.2 80.7 21.8 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 42 28 8 20 31 65 64 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 206,972 COMMITMENTS 70,185 31,575 3,179 74,771 125,394 148,135 160,148 58,837 46,824 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,131) 76 1,971 324 -4,962 -5,555 -4,562 -3,260 2,431 1,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 15.3 1.5 36.1 60.6 71.6 77.4 28.4 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 60 36 14 34 41 98 87 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,353 COMMITMENTS 23,393 4,245 0 1,356 22,906 24,749 27,151 3,604 1,202 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 1,599) 1,816 -1,461 0 -217 2,928 1,599 1,467 0 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 82.5 15.0 0.0 4.8 80.8 87.3 95.8 12.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 13 7 0 4 12 17 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,388,202 COMMITMENTS 1627850 632,229 1041327 4776668 5778472 7445845 7452028 942,357 936,174 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 220,308) 130,507 31,006 -16,339 133,871 216,435 248,039 231,102 -27,731 -10,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 7.5 12.4 56.9 68.9 88.8 88.8 11.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 59 49 76 125 130 227 220 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 879,024 COMMITMENTS 82,688 75,060 45,486 633,249 668,121 761,423 788,668 117,601 90,356 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 9,344) 4,580 1,137 1,771 12,789 18,661 19,140 21,569 -9,796 -12,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 8.5 5.2 72.0 76.0 86.6 89.7 13.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 530) 104 93 45 218 226 340 346 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 337,046 COMMITMENTS 55,738 20,309 584 212,912 269,197 269,234 290,090 67,812 46,956 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 6,567) 1,900 1,183 101 7,755 15,564 9,756 16,848 -3,189 -10,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 6.0 0.2 63.2 79.9 79.9 86.1 20.1 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 14 21 5 57 65 74 88 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,709,889 COMMITMENTS 337,198 476,205 22,062 2101686 1994622 2460946 2492889 248,943 217,000 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 13,886) 29,339 15,709 -7,588 25,171 15,483 46,922 23,604 -33,036 -9,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 17.6 0.8 77.6 73.6 90.8 92.0 9.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 484) 96 88 33 186 196 298 301 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,832 COMMITMENTS 17,480 7,645 513 76,736 95,283 94,729 103,441 11,103 2,391 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,873) -23 -411 435 -3,404 -2,571 -2,992 -2,547 119 -326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 7.2 0.5 72.5 90.0 89.5 97.7 10.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 15 5 1 41 37 56 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 113,462 COMMITMENTS 30,794 10,537 8,334 62,518 87,120 101,646 105,991 11,816 7,471 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,152) -270 1,605 218 -2,002 -3,497 -2,054 -1,673 -98 -479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 9.3 7.3 55.1 76.8 89.6 93.4 10.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 74 41 13 74 80 152 130 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,873 COMMITMENTS 7,709 205 0 13,499 20,385 21,208 20,590 3,665 4,283 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 38) 0 205 0 121 119 121 324 -83 -286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 0.8 0.0 54.3 82.0 85.3 82.8 14.7 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 0 7 14 10 15 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 442,944 COMMITMENTS 154,128 90,363 2,967 245,096 333,675 402,191 427,005 40,753 15,939 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -10,952) -1,186 7,167 924 -10,615 -18,078 -10,877 -9,987 -75 -965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 20.4 0.7 55.3 75.3 90.8 96.4 9.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 73 42 9 70 74 145 123 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,968 COMMITMENTS 66,821 15,641 161 26,980 93,698 93,962 109,500 32,006 16,468 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,502) -612 3,323 11 -692 -6,719 -1,293 -3,385 -1,209 883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 12.4 0.1 21.4 74.4 74.6 86.9 25.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 30 15 2 10 21 41 37 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 33,779 COMMITMENTS 6,773 7,129 4 17,815 8,488 24,592 15,621 9,187 18,158 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -632) -342 244 0 190 142 -152 386 -480 -1,018 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 21.1 0.0 52.7 25.1 72.8 46.2 27.2 53.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 11 9 1 25 14 36 24 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,805 COMMITMENTS 7,119 12,126 157 30,484 22,661 37,760 34,944 9,045 11,861 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 2,834) -511 560 -539 3,938 389 2,888 410 -54 2,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 25.9 0.3 65.1 48.4 80.7 74.7 19.3 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 12 10 2 19 20 33 30 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 30,083 COMMITMENTS 4,343 1,091 300 21,805 26,589 26,448 27,980 3,635 2,103 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,520) -520 -465 0 -1,230 -1,035 -1,750 -1,500 230 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 3.6 1.0 72.5 88.4 87.9 93.0 12.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 2 1 17 25 24 28 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 34,603 COMMITMENTS 7,232 1,281 0 19,744 31,116 26,976 32,397 7,627 2,206 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 342) 730 0 0 -493 319 237 319 105 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 3.7 0.0 57.1 89.9 78.0 93.6 22.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 13 1 0 18 16 31 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 11/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 14,878 COMMITMENTS 4,012 4,710 0 9,510 9,491 13,522 14,201 1,356 677 CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -269) -439 -268 0 92 54 -347 -214 78 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 31.7 0.0 63.9 63.8 90.9 95.4 9.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 12 4 0 5 3 17 7
Updated November 5, 2010