MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,412 COMMITMENTS 2,153 6,476 825 19,746 15,017 22,724 22,318 4,688 5,094 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,269) -10 -467 147 1,084 1,487 1,221 1,167 48 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 23.6 3.0 72.0 54.8 82.9 81.4 17.1 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 14 18 15 26 22 46 49 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 199,667 COMMITMENTS 58,546 26,733 27,963 88,087 114,448 174,596 169,144 25,071 30,523 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 8,088) 4,994 1,674 -1,145 3,711 6,784 7,560 7,313 528 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 13.4 14.0 44.1 57.3 87.4 84.7 12.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 90 52 75 44 55 182 152 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 278,567 COMMITMENTS 106,621 38,966 34,119 114,926 147,391 255,666 220,476 22,901 58,091 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 106) 7,161 -9,002 -3,147 -3,361 9,106 653 -3,043 -547 3,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 14.0 12.2 41.3 52.9 91.8 79.1 8.2 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 122 67 83 67 162 231 280 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,060 COMMITMENTS 4,086 1,647 1,252 2,839 5,814 8,177 8,713 1,883 1,347 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 670) -137 -313 593 4 679 460 959 210 -289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 16.4 12.4 28.2 57.8 81.3 86.6 18.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 28 18 8 13 30 46 52 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,648 COMMITMENTS 11,857 7,561 3,554 11,110 8,775 26,521 19,890 5,127 11,758 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,183) 855 -145 416 348 1,413 1,619 1,684 -436 -501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 23.9 11.2 35.1 27.7 83.8 62.8 16.2 37.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 30 41 26 34 44 83 95 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 17,177 COMMITMENTS 3,057 0 60 9,725 16,914 12,842 16,974 4,335 203 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -1,169) 511 -383 -60 -1,564 -559 -1,113 -1,002 -56 -167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 0.0 0.3 56.6 98.5 74.8 98.8 25.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 0 1 8 11 15 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,271 COMMITMENTS 58,048 11,245 41 17,807 91,505 75,896 102,791 44,375 17,480 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 2,961) -2,171 -279 -29 2,668 2,352 468 2,044 2,493 917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 9.3 0.0 14.8 76.1 63.1 85.5 36.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 31 10 5 19 26 54 37 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,744 COMMITMENTS 17,281 3,310 176 5,700 25,353 23,157 28,839 14,587 8,905 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -460) 68 23 128 -678 895 -482 1,046 22 -1,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.8 8.8 0.5 15.1 67.2 61.4 76.4 38.6 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 19 4 2 6 10 25 16 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 112,382 COMMITMENTS 87,090 7,843 228 17,005 102,528 104,323 110,599 8,059 1,783 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 7,720) 5,485 2,135 -15 993 5,397 6,463 7,517 1,257 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.5 7.0 0.2 15.1 91.2 92.8 98.4 7.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 52 15 2 15 21 68 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 83,337 COMMITMENTS 21,199 41,370 419 41,982 17,464 63,600 59,253 19,737 24,084 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -5,810) 6,017 -9,279 309 -14,358 5,881 -8,032 -3,089 2,222 -2,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 49.6 0.5 50.4 21.0 76.3 71.1 23.7 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 15 27 6 14 18 34 46 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 122,367 COMMITMENTS 23,718 40,814 407 80,293 51,178 104,418 92,399 17,949 29,968 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,799) 1,767 2,119 88 -1,867 1,276 -12 3,483 1,811 -1,684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 33.4 0.3 65.6 41.8 85.3 75.5 14.7 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 21 32 5 16 20 40 54 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 164,501 COMMITMENTS 34,186 59,468 1,772 80,493 59,772 116,451 121,012 48,050 43,489 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 3,214) -2,000 5,365 -61 3,452 -5,534 1,391 -230 1,823 3,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 36.2 1.1 48.9 36.3 70.8 73.6 29.2 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 41 42 14 32 29 80 78 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,917 COMMITMENTS 22,397 6,041 0 1,218 19,664 23,615 25,705 3,302 1,212 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,185) 980 307 0 22 854 1,002 1,161 183 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.2 22.4 0.0 4.5 73.1 87.7 95.5 12.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 17 8 0 4 11 21 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,974,400 COMMITMENTS 1229283 365,923 839,685 4093156 4860558 6162124 6066166 812,276 908,234 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 188,050) 197,433 -8,287 19,665 -60,632 149,485 156,466 160,863 31,584 27,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 5.2 12.0 58.7 69.7 88.4 87.0 11.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 66 49 86 116 118 229 216 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 332,847 COMMITMENTS 25,251 33,463 120 216,021 261,682 241,392 295,265 91,455 37,582 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 6,701) 102 3,698 -145 3,623 2,934 3,580 6,487 3,121 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 10.1 0.0 64.9 78.6 72.5 88.7 27.5 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 17 15 4 71 56 89 74 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,479,545 COMMITMENTS 396,022 346,720 14,740 1878802 1846906 2289564 2208366 189,981 271,179 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 34,344) 12,719 12,262 -1,114 32,270 20,866 43,875 32,014 -9,531 2,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 14.0 0.6 75.8 74.5 92.3 89.1 7.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427) 93 89 32 150 163 260 267 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 98,206 COMMITMENTS 9,171 9,699 0 78,838 85,793 88,009 95,492 10,197 2,714 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -20) 714 -2 -299 -1,802 765 -1,387 464 1,367 -484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 9.9 0.0 80.3 87.4 89.6 97.2 10.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 12 4 0 45 31 57 35 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,669 COMMITMENTS 5,660 205 625 5,192 12,065 11,477 12,895 4,192 2,774 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,120) 1,575 205 0 -458 840 1,117 1,045 3 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 1.3 4.0 33.1 77.0 73.2 82.3 26.8 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 1 11 12 15 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 340,412 COMMITMENTS 139,046 90,375 5,308 167,268 229,620 311,622 325,303 28,790 15,109 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 33,219) 30,078 1,081 -826 2,913 32,899 32,165 33,154 1,054 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 26.5 1.6 49.1 67.5 91.5 95.6 8.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 74 43 10 54 75 131 125 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 133,086 COMMITMENTS 77,331 14,480 749 24,229 107,538 102,309 122,767 30,777 10,319 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 6,116) 4,091 592 613 431 6,678 5,135 7,883 981 -1,767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.1 10.9 0.6 18.2 80.8 76.9 92.2 23.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 35 12 3 11 17 46 32 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 40,127 COMMITMENTS 14,685 15,144 0 19,013 11,767 33,698 26,911 6,429 13,216 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,873) 919 535 0 468 1,005 1,387 1,540 486 333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 37.7 0.0 47.4 29.3 84.0 67.1 16.0 32.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 19 10 0 16 18 35 28 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,241 COMMITMENTS 13,234 8,032 488 17,002 21,647 30,724 30,167 5,517 6,074 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -824) -2,565 184 100 2,230 725 -235 1,009 -589 -1,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 22.2 1.3 46.9 59.7 84.8 83.2 15.2 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 12 13 2 18 26 31 40 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 27,668 COMMITMENTS 5,926 347 40 19,595 25,819 25,561 26,206 2,107 1,462 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -49) 324 33 0 109 -283 433 -250 -482 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 1.3 0.1 70.8 93.3 92.4 94.7 7.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 1 1 15 18 25 20 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 20,089 COMMITMENTS 4,050 1,157 40 9,592 17,674 13,682 18,871 6,407 1,218 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -486) -85 -89 40 -650 -143 -695 -192 209 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 5.8 0.2 47.7 88.0 68.1 93.9 31.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 3 1 10 7 18 11 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,150 COMMITMENTS 4,962 315 15 11,430 18,383 16,407 18,713 2,743 437 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -794) -932 -616 -78 296 -239 -714 -933 -80 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 1.6 0.1 59.7 96.0 85.7 97.7 14.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 12 3 1 9 2 22 5
Updated January 22, 2010