MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 38,772 COMMITMENTS 4,821 1,524 6,776 21,951 23,491 33,549 31,791 5,223 6,981 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -2,834) -802 -581 115 -1,608 -2,048 -2,295 -2,513 -540 -321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 3.9 17.5 56.6 60.6 86.5 82.0 13.5 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 21 5 22 39 35 66 57 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 230,418 COMMITMENTS 47,637 27,280 63,644 96,686 103,354 207,968 194,277 22,450 36,140 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -3,560) -257 4,996 -5,589 1,835 -2,377 -4,012 -2,969 452 -590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 11.8 27.6 42.0 44.9 90.3 84.3 9.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 79 79 107 53 61 191 202 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 393,601 COMMITMENTS 131,872 16,732 103,669 127,296 204,017 362,837 324,418 30,764 69,183 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -8,619) -4,906 1,061 -3,620 -2,237 -5,573 -10,763 -8,132 2,144 -487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 4.3 26.3 32.3 51.8 92.2 82.4 7.8 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433) 161 57 127 109 191 321 334 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 10,261 COMMITMENTS 4,100 1,651 1,652 2,507 5,584 8,259 8,887 2,002 1,374 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 244) -11 -105 150 84 427 223 472 20 -228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 16.1 16.1 24.4 54.4 80.5 86.6 19.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 31 17 16 21 32 65 57 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 29,986 COMMITMENTS 8,903 6,145 4,923 10,370 4,951 24,197 16,019 5,789 13,966 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,313) 497 -25 297 185 -95 978 176 335 1,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 20.5 16.4 34.6 16.5 80.7 53.4 19.3 46.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 39 31 34 42 37 99 88 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 138,810 COMMITMENTS 62,309 25,212 3,481 26,801 89,826 92,592 118,519 46,218 20,291 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 18,861) 21,150 5,812 -2,544 -1,908 14,260 16,698 17,528 2,163 1,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.9 18.2 2.5 19.3 64.7 66.7 85.4 33.3 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 37 13 14 24 28 67 49 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 53,944 COMMITMENTS 25,012 12,274 922 10,245 29,922 36,178 43,117 17,766 10,827 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,924) 1,894 1,082 -541 2,006 1,751 3,358 2,292 -1,435 -368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.4 22.8 1.7 19.0 55.5 67.1 79.9 32.9 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 18 6 4 12 20 31 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 105,517 COMMITMENTS 42,185 20,568 4,413 28,192 59,495 74,790 84,476 30,727 21,041 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 3,245) 2,478 -4,402 -715 -3,190 10,398 -1,427 5,280 4,673 -2,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 19.5 4.2 26.7 56.4 70.9 80.1 29.1 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 33 19 17 22 28 59 60 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 151,974 COMMITMENTS 54,588 18,171 5,020 56,196 88,922 115,805 112,113 36,169 39,861 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -6,585) -7,819 -123 -4,293 1,649 -11,362 -10,463 -15,778 3,878 9,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 12.0 3.3 37.0 58.5 76.2 73.8 23.8 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 36 30 14 30 31 73 68 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 259,664 COMMITMENTS 61,314 37,913 40,124 92,594 129,487 194,032 207,524 65,632 52,140 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -25,561) -4,062 8,415 -17,475 -4,655 -11,402 -26,193 -20,462 632 -5,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 14.6 15.5 35.7 49.9 74.7 79.9 25.3 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 59 52 49 42 46 124 124 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 13,742,101 COMMITMENTS 1102810 386,353 4884407 6777881 7422149 12765097 12692909 977,004 1049192 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -151,548) -484,368 -29,399 -133,937 491,050 -40,474 -127,255 -203,810 -24,293 52,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 2.8 35.5 49.3 54.0 92.9 92.4 7.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 77 54 109 141 145 264 268 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 1,058,363 COMMITMENTS 81,795 84,976 108,536 736,674 765,211 927,005 958,723 131,358 99,640 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 46,032) -1,955 7,006 17,759 25,495 22,965 41,299 47,731 4,732 -1,699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 8.0 10.3 69.6 72.3 87.6 90.6 12.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585) 123 124 96 242 240 413 413 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 446,604 COMMITMENTS 64,270 25,810 34,811 269,739 336,550 368,821 397,172 77,784 49,432 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 20,513) 4,897 3,224 4,929 6,304 16,263 16,131 24,416 4,383 -3,902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 5.8 7.8 60.4 75.4 82.6 88.9 17.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 26 29 37 74 75 121 120 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,058,794 COMMITMENTS 331,610 539,810 124,643 2334671 2143302 2790924 2807756 267,870 251,039 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 127,591) 2,909 56,081 26,981 95,954 33,513 125,843 116,575 1,747 11,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 17.6 4.1 76.3 70.1 91.2 91.8 8.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522) 112 107 73 214 210 358 358 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 105,973 COMMITMENTS 14,392 7,531 2,097 78,324 92,688 94,813 102,316 11,160 3,657 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 127) -3,088 -114 1,584 1,581 -2,602 77 -1,132 50 1,259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 7.1 2.0 73.9 87.5 89.5 96.5 10.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 13 5 1 42 35 55 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED 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: 117,039 COMMITMENTS 27,558 10,889 9,525 69,989 91,261 107,072 111,675 9,968 5,364 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,802) -3,471 256 586 6,712 3,331 3,827 4,173 -2,025 -2,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 9.3 8.1 59.8 78.0 91.5 95.4 8.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 81 38 21 85 79 174 131 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED 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: 27,955 COMMITMENTS 8,732 299 0 15,530 25,641 24,262 25,940 3,693 2,015 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 3,064) 1,023 94 0 2,031 5,256 3,054 5,350 10 -2,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 1.1 0.0 55.6 91.7 86.8 92.8 13.2 7.2 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 OPTION AND FUTURES COMBINED 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: 445,423 COMMITMENTS 133,598 92,416 8,157 272,293 328,102 414,048 428,675 31,376 16,748 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -6,310) -21,704 1,574 2,164 23,407 -9,623 3,866 -5,885 -10,175 -425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 20.7 1.8 61.1 73.7 93.0 96.2 7.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 77 40 18 80 74 164 125 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 140,520 COMMITMENTS 62,472 15,398 4,430 35,293 101,810 102,195 121,638 38,325 18,882 CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 364) -3,182 -512 -2,311 1,970 3,835 -3,523 1,012 3,887 -648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.5 11.0 3.2 25.1 72.5 72.7 86.6 27.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 28 13 10 15 23 47 42 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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