MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,123 COMMITMENTS 4,242 2,865 780 17,349 19,225 22,371 22,870 3,752 3,253 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -2,898) -777 208 -198 -1,466 -2,335 -2,441 -2,325 -457 -573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 11.0 3.0 66.4 73.6 85.6 87.5 14.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 15 10 15 30 24 52 43 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 199,393 COMMITMENTS 47,475 35,600 38,313 92,993 93,114 178,781 167,027 20,612 32,366 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -4,621) -591 4,613 -6,327 1,751 -2,540 -5,167 -4,254 546 -367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 17.9 19.2 46.6 46.7 89.7 83.8 10.3 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 68 81 88 42 56 164 190 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 307,155 COMMITMENTS 130,032 44,190 32,813 116,439 170,738 279,284 247,741 27,871 59,414 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -8,906) -6,798 -1,358 -2,413 -1,910 -4,930 -11,121 -8,701 2,215 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 14.4 10.7 37.9 55.6 90.9 80.7 9.1 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419) 138 72 103 81 183 274 313 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,137 COMMITMENTS 4,099 1,718 1,562 2,503 5,541 8,164 8,821 1,973 1,316 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 220) -14 -104 134 82 430 202 460 18 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 16.9 15.4 24.7 54.7 80.5 87.0 19.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 30 17 14 20 32 62 56 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,901 COMMITMENTS 8,803 7,131 2,646 10,095 4,369 21,544 14,146 5,357 12,755 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,075) 438 2 106 181 -114 725 -6 350 1,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 26.5 9.8 37.5 16.2 80.1 52.6 19.9 47.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 36 30 28 35 32 87 78 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 42,113 COMMITMENTS 7,829 16 606 25,359 40,926 33,794 41,548 8,319 565 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,116) 662 0 0 383 966 1,045 966 71 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 0.0 1.4 60.2 97.2 80.2 98.7 19.8 1.3 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 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,710 COMMITMENTS 62,533 25,195 99 23,211 86,147 85,843 111,441 42,867 17,269 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 23,901) 20,643 6,670 0 1,239 15,882 21,882 22,552 2,019 1,349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 19.6 0.1 18.0 66.9 66.7 86.6 33.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 38 10 3 22 22 62 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,000 COMMITMENTS 24,911 12,296 4 8,964 28,872 33,879 41,172 17,121 9,828 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 2,871) 1,548 1,398 4 2,698 2,066 4,250 3,468 -1,379 -597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.8 24.1 0.0 17.6 56.6 66.4 80.7 33.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 17 6 1 10 18 27 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 146,142 COMMITMENTS 114,547 25,801 0 23,250 117,826 137,797 143,627 8,345 2,515 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 10,271) 10,025 3,551 -8 -1,312 5,904 8,705 9,447 1,566 824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.4 17.7 0.0 15.9 80.6 94.3 98.3 5.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 61 18 0 20 23 81 41 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 96,533 COMMITMENTS 41,915 20,649 352 24,702 55,976 66,969 76,977 29,564 19,556 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 4,714) 2,015 -4,069 182 -1,983 10,276 214 6,389 4,500 -1,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 21.4 0.4 25.6 58.0 69.4 79.7 30.6 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 29 21 8 20 25 52 51 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 140,515 COMMITMENTS 54,256 17,602 429 51,645 85,735 106,330 103,766 34,185 36,749 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 453) -8,805 996 -367 6,031 -9,951 -3,141 -9,322 3,594 9,775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 12.5 0.3 36.8 61.0 75.7 73.8 24.3 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 35 23 4 25 29 64 52 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 204,528 COMMITMENTS 61,477 38,194 5,508 80,065 117,860 147,050 161,562 57,478 42,966 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -2,444) -8,708 6,619 2,329 5,294 -7,534 -1,085 1,414 -1,359 -3,858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 18.7 2.7 39.1 57.6 71.9 79.0 28.1 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 52 40 18 37 42 95 94 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,494 COMMITMENTS 26,965 4,715 0 991 25,931 27,956 30,646 3,538 848 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 3,141) 3,572 470 0 -365 3,025 3,207 3,495 -66 -354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.6 15.0 0.0 3.1 82.3 88.8 97.3 11.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 16 10 0 4 11 20 21 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,448,168 COMMITMENTS 1170488 634,057 1119117 5232763 5705785 7522368 7458959 925,800 989,209 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 59,966) -457,362 1,828 77,790 456,095 -72,687 76,523 6,931 -16,557 53,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 7.5 13.2 61.9 67.5 89.0 88.3 11.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 57 50 79 126 134 225 227 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 904,392 COMMITMENTS 82,945 80,798 55,679 644,424 680,586 783,048 817,064 121,344 87,328 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 25,368) 257 5,738 10,193 11,175 12,465 21,625 28,396 3,744 -3,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 8.9 6.2 71.3 75.3 86.6 90.3 13.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549) 116 98 47 224 228 357 357 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 344,010 COMMITMENTS 61,989 22,634 1,013 209,523 278,488 272,525 302,135 71,485 41,875 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 6,964) 6,251 2,325 429 -3,389 9,291 3,291 12,045 3,673 -5,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 6.6 0.3 60.9 81.0 79.2 87.8 20.8 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 17 23 7 56 66 77 92 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,801,910 COMMITMENTS 344,847 530,891 33,263 2174504 2010492 2552614 2574646 249,296 227,264 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 92,021) 7,649 54,686 11,201 72,818 15,870 91,668 81,757 353 10,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 18.9 1.2 77.6 71.8 91.1 91.9 8.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 501) 105 95 28 196 195 313 306 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,957 COMMITMENTS 14,392 7,531 2,097 78,315 92,681 94,804 102,309 11,153 3,648 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 125) -3,088 -114 1,584 1,579 -2,602 75 -1,132 50 1,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 7.1 2.0 73.9 87.5 89.5 96.6 10.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 13 5 1 41 35 54 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 114,938 COMMITMENTS 27,428 10,967 8,635 69,088 90,274 105,151 109,876 9,786 5,062 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,476) -3,366 430 301 6,570 3,154 3,505 3,885 -2,029 -2,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 9.5 7.5 60.1 78.5 91.5 95.6 8.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 80 37 14 83 77 168 124 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,936 COMMITMENTS 8,732 299 0 15,530 25,641 24,262 25,940 3,674 1,996 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 3,063) 1,023 94 0 2,031 5,256 3,054 5,350 9 -2,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 1.1 0.0 55.6 91.8 86.8 92.9 13.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 1 0 10 13 15 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 435,008 COMMITMENTS 132,947 92,807 3,708 267,791 323,165 404,446 419,680 30,562 15,328 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -7,936) -21,181 2,444 741 22,695 -10,510 2,255 -7,325 -10,191 -611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 21.3 0.9 61.6 74.3 93.0 96.5 7.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 76 39 11 77 72 157 118 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,206 COMMITMENTS 62,983 15,367 162 31,145 98,063 94,290 113,592 35,916 16,614 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 4,238) -3,838 -274 1 4,165 4,365 328 4,092 3,910 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 11.8 0.1 23.9 75.3 72.4 87.2 27.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 29 11 2 11 20 41 32 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 37,669 COMMITMENTS 10,048 8,839 0 17,785 10,026 27,833 18,865 9,836 18,804 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 3,890) 3,275 1,710 -4 -30 1,538 3,241 3,244 649 646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 23.5 0.0 47.2 26.6 73.9 50.1 26.1 49.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 13 10 0 25 15 38 25 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,925 COMMITMENTS 7,430 11,213 39 30,424 23,722 37,893 34,974 9,032 11,951 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 120) 311 -913 -118 -60 1,061 133 30 -13 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 23.9 0.1 64.8 50.6 80.8 74.5 19.2 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 9 8 1 21 19 30 28 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 29,959 COMMITMENTS 3,981 1,498 300 21,530 25,810 25,811 27,608 4,148 2,351 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -124) -362 407 0 -275 -779 -637 -372 513 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 5.0 1.0 71.9 86.2 86.2 92.2 13.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 3 1 17 25 23 29 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 36,046 COMMITMENTS 7,538 1,626 63 20,407 33,013 28,008 34,702 8,038 1,344 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,443) 306 345 63 663 1,897 1,032 2,305 411 -862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 4.5 0.2 56.6 91.6 77.7 96.3 22.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 3 1 21 18 35 21 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 11/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,228 COMMITMENTS 4,289 4,822 5 9,408 9,432 13,702 14,259 1,526 969 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 350) 277 112 5 -102 -59 180 58 170 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 31.7 0.0 61.8 61.9 90.0 93.6 10.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 13 4 1 5 3 18 8
Updated November 15, 2010