MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,579 COMMITMENTS 2,634 1,854 5,001 21,334 21,960 28,968 28,815 5,611 5,764 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,611) 984 576 134 674 1,797 1,793 2,508 -182 -897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 5.4 14.5 61.7 63.5 83.8 83.3 16.2 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 15 11 14 35 32 58 49 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 255,523 COMMITMENTS 70,975 16,688 64,781 92,884 131,777 228,641 213,245 26,883 42,278 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 5,447) 6,834 3,059 -3,318 -1,198 3,257 2,318 2,997 3,128 2,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 6.5 25.4 36.4 51.6 89.5 83.5 10.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 111 58 107 53 71 231 188 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 440,880 COMMITMENTS 160,789 16,589 113,817 135,448 231,722 410,054 362,129 30,826 78,751 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -2,487) 3,306 2,693 -4,605 -3,423 -4,709 -4,722 -6,621 2,235 4,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 3.8 25.8 30.7 52.6 93.0 82.1 7.0 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446) 173 57 115 99 193 324 325 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,743 COMMITMENTS 3,970 3,565 565 2,338 3,023 6,873 7,153 1,870 1,590 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 291) 418 -623 203 -431 740 190 320 101 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.4 40.8 6.5 26.7 34.6 78.6 81.8 21.4 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 27 26 12 18 26 55 54 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,592 COMMITMENTS 13,759 5,948 8,741 10,906 7,629 33,406 22,318 6,186 17,273 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -401) -1,179 10 1,567 -128 -435 260 1,142 -660 -1,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 15.0 22.1 27.5 19.3 84.4 56.4 15.6 43.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 45 27 41 45 42 114 93 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,832 COMMITMENTS 2,009 20 602 22,509 37,016 25,120 37,638 12,712 194 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 651) 0 -232 -44 409 905 365 629 286 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 0.1 1.6 59.5 97.8 66.4 99.5 33.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 1 12 12 16 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 125,073 COMMITMENTS 28,976 12,944 7,463 50,548 84,932 86,987 105,339 38,086 19,734 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 6,573) 644 -14,591 2,977 2,811 17,682 6,433 6,068 140 505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 10.3 6.0 40.4 67.9 69.5 84.2 30.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 25 18 20 28 29 66 54 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,069 COMMITMENTS 27,619 14,087 1,080 4,913 29,274 33,613 44,441 19,456 8,627 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -24,146) 2,335 4,888 436 -25,475 -28,098 -22,704 -22,774 -1,442 -1,372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.0 26.5 2.0 9.3 55.2 63.3 83.7 36.7 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 21 12 7 6 15 31 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 75,894 COMMITMENTS 35,691 20,734 18 36,299 53,347 72,008 74,099 3,886 1,795 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -26,967) -2,546 -3,439 -1,269 -24,321 -21,761 -28,136 -26,469 1,169 -498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.0 27.3 0.0 47.8 70.3 94.9 97.6 5.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 24 25 1 15 18 40 43 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 83,927 COMMITMENTS 21,659 30,628 4,064 34,222 26,149 59,944 60,841 23,982 23,086 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -70,922) -682 -6,942 -1,885 -65,134 -50,452 -67,701 -59,278 -3,221 -11,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 36.5 4.8 40.8 31.2 71.4 72.5 28.6 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 25 24 15 18 27 50 59 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 147,290 COMMITMENTS 61,663 14,794 5,122 49,486 96,650 116,271 116,566 31,019 30,724 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -14,024) -4,375 799 -40 -11,239 -11,839 -15,653 -11,079 1,630 -2,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.9 10.0 3.5 33.6 65.6 78.9 79.1 21.1 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 39 28 21 26 30 74 70 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 215,149 COMMITMENTS 55,455 65,507 27,432 80,130 68,102 163,017 161,042 52,132 54,107 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -80,990) 1,150 -10,482 2,031 -77,689 -62,158 -74,509 -70,608 -6,482 -10,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 30.4 12.8 37.2 31.7 75.8 74.9 24.2 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 48 64 48 35 43 113 125 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,755 COMMITMENTS 21,414 4,575 0 865 20,102 22,279 24,677 3,476 1,078 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -2,167) 6,766 -696 -663 -9,011 -689 -2,908 -2,048 741 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.1 17.8 0.0 3.4 78.1 86.5 95.8 13.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 13 5 0 2 9 15 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,426,157 COMMITMENTS 1292049 234,979 3949013 5266160 6277812 10507222 10461804 918,935 964,353 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -2,996,854) -120,407 -86,683 -1619748 -1229615 -1276646 -2969769 -2983077 -27,085 -13,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 2.1 34.6 46.1 54.9 92.0 91.6 8.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 65 49 101 133 138 249 245 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,237,221 COMMITMENTS 64,728 111,833 98,079 886,306 859,550 1049113 1069461 188,108 167,760 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 174,592) 4,428 2,803 6,232 112,009 112,203 122,669 121,238 51,922 53,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 9.0 7.9 71.6 69.5 84.8 86.4 15.2 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568) 102 131 116 259 250 431 427 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 499,775 COMMITMENTS 20,492 60,658 34,999 329,449 320,738 384,940 416,395 114,834 83,379 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 79,834) -325 -6,402 3,382 59,865 61,128 62,923 58,108 16,910 21,725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 12.1 7.0 65.9 64.2 77.0 83.3 23.0 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 21 32 40 86 76 134 121 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,687,232 COMMITMENTS 398,049 432,740 138,533 2784283 2694056 3320865 3265330 366,367 421,902 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 473,790) -12,696 9,568 50,707 260,719 255,375 298,731 315,650 175,060 158,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 11.7 3.8 75.5 73.1 90.1 88.6 9.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 508) 90 113 94 228 228 374 379 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 127,313 COMMITMENTS 12,555 8,167 383 103,091 113,572 116,029 122,122 11,284 5,191 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 39,991) 2,465 82 -250 38,790 40,730 41,005 40,562 -1,014 -571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 6.4 0.3 81.0 89.2 91.1 95.9 8.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 9 5 3 58 39 70 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 123,276 COMMITMENTS 14,081 19,312 4,049 91,506 89,435 109,636 112,796 13,641 10,480 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 27,338) 5,880 -1,595 1,859 15,601 24,127 23,341 24,392 3,998 2,947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 15.7 3.3 74.2 72.5 88.9 91.5 11.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 58 44 21 92 91 165 141 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,421 COMMITMENTS 2,578 2,005 0 16,951 22,831 19,529 24,836 7,892 2,585 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 2,475) 2,578 -1,230 0 -1,784 2,374 794 1,144 1,681 1,331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 7.3 0.0 61.8 83.3 71.2 90.6 28.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 11 17 13 18 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 479,278 COMMITMENTS 70,404 99,425 7,354 372,775 333,019 450,533 439,798 28,745 39,480 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 124,315) 23,682 5,344 2,126 86,925 108,767 112,733 116,238 11,582 8,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 20.7 1.5 77.8 69.5 94.0 91.8 6.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 58 44 19 90 87 161 137 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 127,791 COMMITMENTS 73,979 16,869 3,865 20,322 92,458 98,165 113,192 29,626 14,599 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -5,629) 4,256 4,061 -1,116 -11,329 -8,863 -8,189 -5,918 2,560 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.9 13.2 3.0 15.9 72.4 76.8 88.6 23.2 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 32 16 11 16 21 53 43 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 28,162 COMMITMENTS 5,855 4,634 0 14,404 6,641 20,259 11,275 7,903 16,887 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -16,773) -1,082 -1,259 -4,836 -3,306 -5,175 -9,224 -11,270 -7,549 -5,503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 16.5 0.0 51.1 23.6 71.9 40.0 28.1 60.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 9 0 17 10 27 19 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,032 COMMITMENTS 2,930 2,543 133 18,556 15,791 21,619 18,467 9,413 12,565 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -26,899) -2,631 -1,425 -1,040 -21,470 -16,741 -25,141 -19,206 -1,758 -7,693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 8.2 0.4 59.8 50.9 69.7 59.5 30.3 40.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 7 1 15 18 24 25 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 32,821 COMMITMENTS 4,198 801 1,035 23,693 28,506 28,926 30,342 3,895 2,479 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 848) -1,397 -980 735 887 993 225 748 623 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 2.4 3.2 72.2 86.9 88.1 92.4 11.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 3 3 19 23 26 29 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 28,852 COMMITMENTS 6,881 204 4 16,072 26,397 22,957 26,605 5,895 2,247 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 2,383) 1,045 0 4 838 2,039 1,887 2,043 496 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 0.7 0.0 55.7 91.5 79.6 92.2 20.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 14 1 1 22 19 36 21 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,831 COMMITMENTS 3,116 4,775 1,036 9,820 8,592 13,972 14,403 1,859 1,428 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,898) -115 -53 1,036 -94 268 827 1,251 1,071 647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 30.2 6.5 62.0 54.3 88.3 91.0 11.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 4 3 7 3 18 8
Updated September 17, 2010