MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,967 COMMITMENTS 1,814 7,245 1,227 21,611 15,479 24,652 23,951 4,315 5,016 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 1,555) -339 769 402 1,865 462 1,928 1,633 -373 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 25.0 4.2 74.6 53.4 85.1 82.7 14.9 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 11 21 16 27 23 47 51 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 197,396 COMMITMENTS 56,759 25,582 28,964 87,949 112,173 173,672 166,719 23,724 30,677 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -2,271) -1,787 -1,151 1,001 -138 -2,275 -924 -2,425 -1,347 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 13.0 14.7 44.6 56.8 88.0 84.5 12.0 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 83 56 74 43 55 172 156 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 284,138 COMMITMENTS 107,097 35,290 38,661 115,734 151,709 261,492 225,660 22,646 58,478 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 5,571) 476 -3,676 4,542 808 4,318 5,826 5,184 -255 387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 12.4 13.6 40.7 53.4 92.0 79.4 8.0 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398) 119 73 84 67 172 231 299 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,497 COMMITMENTS 4,061 1,408 1,575 2,943 6,004 8,579 8,987 1,918 1,510 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 437) -25 -239 323 104 190 402 274 35 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 13.4 15.0 28.0 57.2 81.7 85.6 18.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 30 16 12 15 30 53 53 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,630 COMMITMENTS 13,206 6,629 5,180 10,963 9,785 29,349 21,594 5,281 13,036 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 2,982) 1,349 -932 1,626 -147 1,010 2,828 1,704 154 1,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 19.1 15.0 31.7 28.3 84.8 62.4 15.2 37.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 32 41 34 31 48 91 101 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 17,936 COMMITMENTS 2,785 209 30 10,561 17,455 13,376 17,694 4,560 242 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 759) -272 209 -30 836 541 534 720 225 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 1.2 0.2 58.9 97.3 74.6 98.7 25.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 1 1 8 11 14 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 91,375 COMMITMENTS 35,659 9,850 10 17,315 65,469 52,984 75,329 38,391 16,046 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -28,896) -22,389 -1,395 -31 -492 -26,036 -22,912 -27,462 -5,984 -1,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 10.8 0.0 18.9 71.6 58.0 82.4 42.0 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 27 16 1 18 26 46 42 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 34,075 COMMITMENTS 12,421 6,716 5 10,407 14,719 22,833 21,440 11,242 12,635 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -3,669) -4,860 3,406 -171 4,707 -10,634 -324 -7,399 -3,345 3,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 19.7 0.0 30.5 43.2 67.0 62.9 33.0 37.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 14 7 1 7 8 21 16 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 97,398 COMMITMENTS 67,133 8,994 218 23,785 86,156 91,136 95,368 6,262 2,030 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -14,984) -19,957 1,151 -10 6,780 -16,372 -13,187 -15,231 -1,797 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.9 9.2 0.2 24.4 88.5 93.6 97.9 6.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 48 14 2 17 19 66 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 86,475 COMMITMENTS 15,075 42,228 199 54,925 21,890 70,199 64,317 16,276 22,158 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 3,138) -6,124 858 -220 12,943 4,426 6,599 5,064 -3,461 -1,926 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 48.8 0.2 63.5 25.3 81.2 74.4 18.8 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 13 30 6 14 20 32 51 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 119,819 COMMITMENTS 28,821 33,168 379 67,644 59,405 96,844 92,952 22,975 26,867 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -2,548) 5,103 -7,646 -28 -12,649 8,227 -7,574 553 5,026 -3,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 27.7 0.3 56.5 49.6 80.8 77.6 19.2 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 23 28 5 15 23 41 53 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 184,978 COMMITMENTS 33,106 72,645 652 107,572 66,224 141,330 139,521 43,648 45,457 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 20,477) -1,080 13,177 -1,120 27,079 6,452 24,879 18,509 -4,402 1,968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 39.3 0.4 58.2 35.8 76.4 75.4 23.6 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 37 49 10 29 32 73 84 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,440 COMMITMENTS 16,005 7,534 0 2,762 12,630 18,767 20,164 2,673 1,276 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -5,477) -6,392 1,493 0 1,544 -7,034 -4,848 -5,541 -629 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.7 35.1 0.0 12.9 58.9 87.5 94.0 12.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 9 0 6 9 18 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,343,987 COMMITMENTS 1361338 403,701 859,102 4291882 5180315 6512322 6443118 831,665 900,869 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 369,587) 132,055 37,778 19,417 198,726 319,757 350,198 376,952 19,389 -7,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 5.5 11.7 58.4 70.5 88.7 87.7 11.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 63 53 86 124 118 236 219 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 343,098 COMMITMENTS 25,737 49,004 877 229,561 254,473 256,175 304,354 86,923 38,744 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 10,251) 486 15,541 757 13,540 -7,209 14,783 9,089 -4,532 1,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 14.3 0.3 66.9 74.2 74.7 88.7 25.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 19 16 7 71 58 92 79 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,633,024 COMMITMENTS 501,352 409,006 28,886 1889805 1926274 2420043 2364166 212,981 268,858 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 153,479) 105,330 62,286 14,146 11,003 79,368 130,479 155,800 23,000 -2,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 15.5 1.1 71.8 73.2 91.9 89.8 8.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439) 98 92 37 152 162 265 277 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 101,537 COMMITMENTS 11,351 8,852 0 80,275 89,934 91,626 98,786 9,911 2,751 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 3,331) 2,180 -847 0 1,437 4,141 3,617 3,294 -286 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 8.7 0.0 79.1 88.6 90.2 97.3 9.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 11 3 0 45 30 56 33 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,486 COMMITMENTS 1,260 661 625 9,594 11,625 11,479 12,911 4,007 2,575 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -183) -4,400 456 0 4,402 -440 2 16 -185 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 4.3 4.0 62.0 75.1 74.1 83.4 25.9 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 14 11 17 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 361,261 COMMITMENTS 114,778 83,932 7,936 214,093 253,368 336,807 345,236 24,454 16,025 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 20,849) -24,268 -6,443 2,628 46,825 23,748 25,185 19,933 -4,336 916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 23.2 2.2 59.3 70.1 93.2 95.6 6.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 69 43 8 63 66 136 113 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 112,867 COMMITMENTS 61,097 15,779 1,496 23,947 84,010 86,540 101,285 26,327 11,582 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -20,219) -16,234 1,299 747 -282 -23,528 -15,769 -21,482 -4,450 1,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.1 14.0 1.3 21.2 74.4 76.7 89.7 23.3 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 27 13 2 10 17 37 32 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 41,754 COMMITMENTS 15,376 13,223 0 20,772 15,295 36,148 28,518 5,606 13,236 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 1,627) 691 -1,921 0 1,759 3,528 2,450 1,607 -823 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 31.7 0.0 49.7 36.6 86.6 68.3 13.4 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 18 9 0 21 18 39 27 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,850 COMMITMENTS 15,390 5,659 1,877 17,305 31,856 34,572 39,392 8,278 3,458 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 6,609) 2,156 -2,373 1,389 303 10,209 3,848 9,225 2,761 -2,616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 13.2 4.4 40.4 74.3 80.7 91.9 19.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 16 9 2 18 29 35 39 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 28,336 COMMITMENTS 5,442 0 40 20,478 27,034 25,960 27,074 2,376 1,262 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 668) -484 -347 0 883 1,215 399 868 269 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 0.0 0.1 72.3 95.4 91.6 95.5 8.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 0 1 16 18 27 19 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 19,859 COMMITMENTS 3,772 920 40 9,972 17,620 13,784 18,580 6,075 1,279 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -230) -278 -237 0 380 -54 102 -291 -332 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 4.6 0.2 50.2 88.7 69.4 93.6 30.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 2 1 11 7 19 10 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,376 COMMITMENTS 4,123 318 21 11,025 16,551 15,169 16,890 2,207 486 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -1,774) -839 3 6 -405 -1,832 -1,238 -1,823 -536 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 1.8 0.1 63.4 95.3 87.3 97.2 12.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 3 2 7 1 18 5
Updated January 29, 2010