BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,389 COMMITMENTS 186 486 7 2,712 2,477 2,905 2,970 484 419 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 113) -6 32 0 125 48 119 80 -6 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 14.3 0.2 80.0 73.1 85.7 87.6 14.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 2 12 12 16 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,338 COMMITMENTS 8,391 7,386 562 22,409 23,097 31,362 31,045 3,976 4,293 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,588) 669 689 -15 1,335 604 1,989 1,278 -401 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 20.9 1.6 63.4 65.4 88.7 87.9 11.3 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 19 13 10 29 35 53 53 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 246,411 COMMITMENTS 68,332 48,944 43,752 107,410 113,866 219,494 206,562 26,917 39,849 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -63) 144 -4,646 -1,794 1,162 4,138 -488 -2,302 425 2,239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 19.9 17.8 43.6 46.2 89.1 83.8 10.9 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 96 70 99 53 79 213 203 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 327,627 COMMITMENTS 96,304 53,286 52,850 153,036 166,552 302,190 272,688 25,437 54,939 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -1,454) -4,460 -2,685 1,356 1,683 3,405 -1,421 2,076 -33 -3,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 16.3 16.1 46.7 50.8 92.2 83.2 7.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 117 84 119 75 161 253 316 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,364 COMMITMENTS 3,870 3,428 905 2,855 2,620 7,630 6,953 1,734 2,411 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 186) -63 576 -122 -39 -397 -224 57 410 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 36.6 9.7 30.5 28.0 81.5 74.3 18.5 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 22 29 15 10 18 43 57 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,693 COMMITMENTS 13,400 7,119 5,981 9,643 7,386 29,024 20,486 7,669 16,207 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 625) 588 532 -13 -107 -597 468 -78 157 703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 19.4 16.3 26.3 20.1 79.1 55.8 20.9 44.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 47 44 52 38 48 121 118 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 83,729 COMMITMENTS 12,185 226 3,857 64,926 77,736 80,968 81,819 2,761 1,910 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -12,252) 816 97 205 -14,120 -13,052 -13,099 -12,750 847 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 0.3 4.6 77.5 92.8 96.7 97.7 3.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 2 17 16 22 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 86,146 COMMITMENTS 21,320 41,870 34 32,338 21,145 53,692 63,049 32,454 23,097 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -36,911) 898 15,990 -8,369 -22,643 -46,820 -30,114 -39,199 -6,797 2,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 48.6 0.0 37.5 24.5 62.3 73.2 37.7 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 21 26 2 22 21 45 47 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 23,123 COMMITMENTS 6,618 4,194 210 6,247 6,967 13,075 11,371 10,048 11,752 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,623) -640 1,157 43 4,467 -1,145 3,870 55 -2,247 1,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 18.1 0.9 27.0 30.1 56.5 49.2 43.5 50.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 10 8 5 7 9 19 20 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 83,098 COMMITMENTS 10,211 30,837 245 70,683 45,722 81,139 76,804 1,959 6,294 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 7,088) 1,960 5,696 96 6,605 990 8,661 6,782 -1,573 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 37.1 0.3 85.1 55.0 97.6 92.4 2.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 20 42 3 14 21 36 64 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 154,682 COMMITMENTS 14,288 78,298 353 126,815 43,137 141,456 121,788 13,226 32,894 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 11,004) 182 4,437 -44 11,196 3,060 11,334 7,453 -330 3,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 50.6 0.2 82.0 27.9 91.4 78.7 8.6 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 9 45 3 26 18 37 64 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 125,732 COMMITMENTS 61,166 18,844 1 37,340 77,590 98,507 96,435 27,225 29,297 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -2,096) -2,722 573 -1 2,261 -4,663 -462 -4,091 -1,634 1,995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 15.0 0.0 29.7 61.7 78.3 76.7 21.7 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 30 33 1 18 21 49 54 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 215,172 COMMITMENTS 19,705 102,178 1,040 159,618 51,938 180,363 155,156 34,809 60,016 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 13,616) -215 2,798 -242 11,858 7,119 11,401 9,675 2,215 3,941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 47.5 0.5 74.2 24.1 83.8 72.1 16.2 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 28 71 8 49 53 82 127 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,997 COMMITMENTS 18,703 16,831 66 15,739 17,098 34,508 33,995 489 1,002 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -1,764) -2,859 -760 -3 1,408 -1,017 -1,454 -1,780 -310 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.4 48.1 0.2 45.0 48.9 98.6 97.1 1.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 5 1 6 5 12 11 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,804 COMMITMENTS 14,475 4,884 0 7,068 16,921 21,543 21,805 2,261 1,999 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,497) -2,036 1,938 0 4,631 -1,098 2,595 840 -1,098 657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.8 20.5 0.0 29.7 71.1 90.5 91.6 9.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 11 0 9 8 20 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,378,721 COMMITMENTS 845,523 925,910 1257705 5555651 5381768 7658879 7565383 719,842 813,338 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -105,622) -58,354 -19,435 -26,446 6,227 -48,077 -78,573 -93,958 -27,049 -11,664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 11.1 15.0 66.3 64.2 91.4 90.3 8.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 44 49 77 133 138 229 227 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 881,093 COMMITMENTS 59,783 127,764 23,848 661,090 584,121 744,721 735,733 136,371 145,359 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 31,724) 2,358 -895 13,033 24,628 25,266 40,018 37,404 -8,294 -5,680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 14.5 2.7 75.0 66.3 84.5 83.5 15.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586) 80 149 47 211 254 323 419 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 285,734 COMMITMENTS 22,450 33,024 635 198,403 166,703 221,488 200,362 64,246 85,372 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 20,476) 6,344 7,148 -150 11,640 8,061 17,834 15,059 2,642 5,417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 11.6 0.2 69.4 58.3 77.5 70.1 22.5 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 16 22 6 57 52 77 76 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,976,793 COMMITMENTS 271,244 558,278 31,489 2313433 2087089 2616166 2676856 360,627 299,937 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 56,241) 48,825 28,543 -2,843 64,939 86,026 110,921 111,726 -54,680 -55,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 18.8 1.1 77.7 70.1 87.9 89.9 12.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 553) 80 140 33 189 230 289 383 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 106,308 COMMITMENTS 6,534 4,836 34 92,840 96,277 99,408 101,147 6,900 5,161 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,453) 223 -198 -388 2,027 2,089 1,862 1,503 -409 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 4.5 0.0 87.3 90.6 93.5 95.1 6.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 6 5 1 50 37 56 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,827 COMMITMENTS 10,649 5,791 1,534 54,270 58,999 66,453 66,325 10,374 10,503 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 14,841) 216 403 1,246 8,843 6,996 10,305 8,645 4,536 6,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 7.5 2.0 70.6 76.8 86.5 86.3 13.5 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 39 39 15 75 90 122 136 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,510 COMMITMENTS 2,058 0 0 5,122 11,405 7,180 11,405 6,330 2,105 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -19,279) 1,424 -2,818 -55 -23,771 -10,675 -22,402 -13,548 3,123 -5,731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 0.0 0.0 37.9 84.4 53.1 84.4 46.9 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 9 10 12 10 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 316,586 COMMITMENTS 49,733 35,732 895 245,738 237,971 296,366 274,598 20,220 41,988 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 6,656) -2,435 8,793 -546 18,606 -22,046 15,625 -13,799 -8,969 20,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 11.3 0.3 77.6 75.2 93.6 86.7 6.4 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 37 40 13 72 87 116 133 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 82,580 COMMITMENTS 29,422 24,255 13 35,675 37,453 65,110 61,721 17,470 20,859 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,964) -9,627 8,301 13 18,691 -6,235 9,077 2,079 -5,113 1,885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 29.4 0.0 43.2 45.4 78.8 74.7 21.2 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 21 24 2 14 16 36 41 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 25,772 COMMITMENTS 4,245 6,028 2 14,756 8,406 19,003 14,436 6,769 11,336 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -668) 1,022 -1,596 2 -1,260 1,580 -236 -14 -432 -654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 23.4 0.0 57.3 32.6 73.7 56.0 26.3 44.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 5 1 19 8 30 14 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 30,635 COMMITMENTS 5,448 4,964 603 17,862 20,813 23,913 26,380 6,722 4,255 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -909) -2,894 -119 388 633 2,050 -1,873 2,319 964 -3,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 16.2 2.0 58.3 67.9 78.1 86.1 21.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 8 9 4 22 22 33 32 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 9,013 COMMITMENTS 3,847 1,214 0 4,122 7,287 7,969 8,501 1,044 512 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 13.5 0.0 45.7 80.8 88.4 94.3 11.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 5 0 8 2 14 7
Updated September 30, 2011