MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 34,506 COMMITMENTS 3,644 1,608 5,511 19,370 21,674 28,526 28,793 5,980 5,713 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 2,268) 1,424 441 242 306 1,266 1,972 1,949 296 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 4.7 16.0 56.1 62.8 82.7 83.4 17.3 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 22 6 18 32 31 60 50 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 245,553 COMMITMENTS 65,750 18,013 65,952 89,996 121,780 221,699 205,746 23,854 39,807 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -7,482) -3,510 -529 78 -3,139 -5,925 -6,571 -6,376 -911 -1,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 7.3 26.9 36.7 49.6 90.3 83.8 9.7 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 89 79 109 52 65 208 197 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 394,863 COMMITMENTS 140,103 11,193 95,031 131,146 219,517 366,280 325,741 28,582 69,122 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,981) -3,100 601 5,567 -2,033 -1,242 433 4,926 1,547 -2,945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.5 2.8 24.1 33.2 55.6 92.8 82.5 7.2 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 164 43 112 104 195 307 324 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 10,389 COMMITMENTS 3,953 3,248 1,003 3,062 4,237 8,018 8,488 2,371 1,902 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 674) 162 345 -203 337 375 296 517 378 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 31.3 9.6 29.5 40.8 77.2 81.7 22.8 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 32 24 15 18 27 61 59 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 34,160 COMMITMENTS 9,483 7,314 7,434 10,883 4,909 27,800 19,657 6,360 14,503 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -489) -1,600 1,868 364 252 -1,162 -984 1,071 494 -1,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 21.4 21.8 31.9 14.4 81.4 57.5 18.6 42.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 29 42 35 41 37 88 97 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 135,955 COMMITMENTS 62,513 20,003 5,171 24,851 93,116 92,535 118,290 43,420 17,664 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -2,221) 521 -2,521 -2,028 -1,350 1,907 -2,857 -2,642 636 422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.0 14.7 3.8 18.3 68.5 68.1 87.0 31.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 43 12 19 24 29 77 50 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 61,990 COMMITMENTS 31,179 11,896 1,487 8,515 37,658 41,181 51,041 20,809 10,949 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -1,667) 250 1,856 -1,027 -1,024 -2,811 -1,801 -1,982 134 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.3 19.2 2.4 13.7 60.7 66.4 82.3 33.6 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 23 7 5 13 18 37 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 100,637 COMMITMENTS 39,594 31,243 4,125 29,698 43,638 73,417 79,007 27,220 21,630 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,957) 2,542 3,093 -1,416 342 -706 1,469 971 488 986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 31.0 4.1 29.5 43.4 73.0 78.5 27.0 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 29 26 18 22 27 61 61 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 161,837 COMMITMENTS 65,923 19,996 6,626 55,884 101,760 128,433 128,382 33,404 33,455 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,300) -925 -52 -1,372 2,776 1,371 480 -52 820 1,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.7 12.4 4.1 34.5 62.9 79.4 79.3 20.6 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 43 33 20 27 32 80 75 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 261,803 COMMITMENTS 65,885 26,930 45,689 91,830 135,136 203,404 207,755 58,399 54,048 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -33,523) 614 -900 -18,709 -9,892 -5,544 -27,987 -25,153 -5,536 -8,370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 10.3 17.5 35.1 51.6 77.7 79.4 22.3 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 61 54 55 36 46 125 127 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 12,969,803 COMMITMENTS 1549574 288,687 4778611 5630676 6922540 11958861 11989838 1010942 979,965 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 156,885) -45,087 62,482 80,229 104,147 31,235 139,289 173,947 17,596 -17,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 2.2 36.8 43.4 53.4 92.2 92.4 7.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 78 50 106 135 141 260 255 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 981,231 COMMITMENTS 71,030 80,140 82,859 680,814 701,123 834,703 864,122 146,528 117,109 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 18,946) -3,796 2,245 1,785 21,311 15,812 19,300 19,842 -354 -896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 8.2 8.4 69.4 71.5 85.1 88.1 14.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561) 114 128 99 229 223 396 397 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 399,310 COMMITMENTS 48,385 22,487 32,644 240,378 277,899 321,407 333,031 77,903 66,279 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 7,472) 2,617 465 -165 4,807 8,780 7,258 9,080 213 -1,609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 5.6 8.2 60.2 69.6 80.5 83.4 19.5 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 26 32 40 73 76 124 123 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 2,909,604 COMMITMENTS 264,934 439,973 99,365 2202178 2116119 2566477 2655458 343,127 254,146 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 57,373) -21,287 19,674 -1,025 82,521 35,159 60,210 53,809 -2,837 3,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 15.1 3.4 75.7 72.7 88.2 91.3 11.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495) 100 109 74 200 196 336 343 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 106,532 COMMITMENTS 18,181 7,101 141 77,303 95,032 95,625 102,274 10,907 4,258 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -2,393) -1,776 176 32 -794 -3,103 -2,538 -2,895 145 503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 43 34 58 38 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED 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: 110,505 COMMITMENTS 28,885 9,574 9,037 62,054 85,332 99,977 103,943 10,529 6,562 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -2,313) -7,221 -903 458 5,521 -1,976 -1,242 -2,421 -1,071 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 8.7 8.2 56.2 77.2 90.5 94.1 9.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 68 41 22 86 81 166 132 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED 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: 20,257 COMMITMENTS 6,974 0 0 10,083 16,737 17,057 16,737 3,200 3,520 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 776) -272 0 0 1,023 891 751 891 25 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 0.0 0.0 49.8 82.6 84.2 82.6 15.8 17.4 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 OPTION AND FUTURES COMBINED 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: 451,243 COMMITMENTS 144,426 82,740 10,317 259,855 342,973 414,598 436,030 36,646 15,213 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -15,445) -35,797 -5,570 3,342 22,490 -14,333 -9,965 -16,561 -5,480 1,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 18.3 2.3 57.6 76.0 91.9 96.6 8.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 68 41 20 81 75 159 126 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 148,736 COMMITMENTS 80,067 12,356 4,269 30,401 115,966 114,737 132,591 33,999 16,145 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -6,440) -846 178 -2,876 -1,589 -2,235 -5,312 -4,933 -1,128 -1,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.8 8.3 2.9 20.4 78.0 77.1 89.1 22.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 37 13 11 15 23 57 42 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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