MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,130 COMMITMENTS 1,587 8,487 1,459 24,330 15,745 27,376 25,691 3,754 5,439 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 2,163) -227 1,242 232 2,719 266 2,724 1,740 -561 423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 27.3 4.7 78.2 50.6 87.9 82.5 12.1 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 10 22 16 29 25 49 53 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 184,769 COMMITMENTS 48,371 25,232 25,734 87,847 103,668 161,952 154,634 22,817 30,135 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -12,627) -8,388 -350 -3,230 -102 -8,505 -11,720 -12,085 -907 -542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 13.7 13.9 47.5 56.1 87.7 83.7 12.3 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 69 53 71 47 56 158 154 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 282,894 COMMITMENTS 105,612 37,914 38,992 115,382 147,899 259,986 224,805 22,908 58,089 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -1,244) -1,485 2,624 331 -352 -3,810 -1,506 -855 262 -389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 13.4 13.8 40.8 52.3 91.9 79.5 8.1 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 118 81 99 71 172 237 320 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,392 COMMITMENTS 3,946 1,226 1,331 2,789 5,874 8,066 8,431 2,326 1,961 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -105) -115 -182 -244 -154 -130 -513 -556 408 451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 11.8 12.8 26.8 56.5 77.6 81.1 22.4 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 30 17 14 16 31 56 56 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,378 COMMITMENTS 12,616 5,278 4,324 10,115 9,142 27,055 18,744 5,323 13,634 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -2,252) -590 -1,351 -856 -848 -643 -2,294 -2,850 42 598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 16.3 13.4 31.2 28.2 83.6 57.9 16.4 42.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 36 29 30 27 45 83 92 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 17,743 COMMITMENTS 2,741 548 30 10,419 16,883 13,190 17,461 4,553 282 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -193) -44 339 0 -142 -572 -186 -233 -7 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 3.1 0.2 58.7 95.2 74.3 98.4 25.7 1.6 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 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 82,692 COMMITMENTS 25,639 10,284 10 20,658 53,799 46,307 64,093 36,385 18,599 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -8,683) -10,020 434 0 3,343 -11,670 -6,677 -11,236 -2,006 2,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 12.4 0.0 25.0 65.1 56.0 77.5 44.0 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 26 19 1 19 24 46 43 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 36,263 COMMITMENTS 10,344 12,119 5 15,425 10,390 25,774 22,514 10,489 13,749 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 2,188) -2,077 5,403 0 5,018 -4,329 2,941 1,074 -753 1,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 33.4 0.0 42.5 28.7 71.1 62.1 28.9 37.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 11 1 9 7 22 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 93,172 COMMITMENTS 52,997 10,344 234 33,377 80,211 86,608 90,789 6,564 2,383 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,226) -14,136 1,350 16 9,592 -5,945 -4,528 -4,579 302 353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.9 11.1 0.3 35.8 86.1 93.0 97.4 7.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 42 11 1 16 18 58 30 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 95,712 COMMITMENTS 14,611 48,579 108 63,527 19,993 78,246 68,680 17,466 27,032 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 9,237) -464 6,351 -91 8,602 -1,897 8,047 4,363 1,190 4,874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 50.8 0.1 66.4 20.9 81.8 71.8 18.2 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 15 32 4 16 17 33 51 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 116,129 COMMITMENTS 30,177 23,042 473 63,746 65,814 94,396 89,329 21,733 26,800 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,690) 1,356 -10,126 94 -3,898 6,409 -2,448 -3,623 -1,242 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 19.8 0.4 54.9 56.7 81.3 76.9 18.7 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 23 30 5 14 22 40 54 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 186,878 COMMITMENTS 31,207 74,948 680 110,320 63,773 142,207 139,401 44,671 47,477 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 1,900) -1,899 2,303 28 2,748 -2,451 877 -120 1,023 2,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 40.1 0.4 59.0 34.1 76.1 74.6 23.9 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 32 58 10 27 32 66 93 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,312 COMMITMENTS 15,251 9,868 0 3,659 9,838 18,910 19,706 2,402 1,606 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -128) -754 2,334 0 897 -2,792 143 -458 -271 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.6 46.3 0.0 17.2 46.2 88.7 92.5 11.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 12 0 9 10 18 22 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,542,362 COMMITMENTS 1371551 476,932 926,021 4413556 5245059 6711128 6648012 831,234 894,350 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 198,375) 10,213 73,231 66,919 121,674 64,744 198,806 204,894 -431 -6,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 6.3 12.3 58.5 69.5 89.0 88.1 11.0 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 60 60 89 124 120 238 225 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 355,994 COMMITMENTS 29,808 66,848 799 240,350 246,267 270,957 313,914 85,037 42,080 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 12,896) 4,071 17,844 -78 10,789 -8,206 14,782 9,560 -1,886 3,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 18.8 0.2 67.5 69.2 76.1 88.2 23.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 22 18 8 70 58 96 81 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,710,912 COMMITMENTS 554,666 455,450 22,897 1867372 1923817 2444935 2402164 265,977 308,748 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 77,888) 53,314 46,444 -5,989 -22,433 -2,457 24,892 37,998 52,996 39,890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 16.8 0.8 68.9 71.0 90.2 88.6 9.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444) 96 97 39 154 164 267 284 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 101,791 COMMITMENTS 10,532 8,690 0 82,895 89,665 93,427 98,355 8,364 3,436 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 254) -819 -162 0 2,620 -269 1,801 -431 -1,547 685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 8.5 0.0 81.4 88.1 91.8 96.6 8.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 13 3 0 46 30 59 33 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,820 COMMITMENTS 1,126 7,668 625 17,251 12,596 19,002 20,889 3,818 1,931 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 7,334) -134 7,007 0 7,657 971 7,523 7,978 -189 -644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 33.6 2.7 75.6 55.2 83.3 91.5 16.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 1 11 12 14 15 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 410,873 COMMITMENTS 119,493 98,673 6,390 254,370 282,126 380,253 387,189 30,620 23,684 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 49,612) 4,715 14,741 -1,546 40,277 28,758 43,446 41,953 6,166 7,659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 24.0 1.6 61.9 68.7 92.5 94.2 7.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 67 38 13 72 63 146 108 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 98,426 COMMITMENTS 46,531 13,260 775 24,041 69,877 71,347 83,912 27,079 14,514 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -14,441) -14,566 -2,519 -721 94 -14,133 -15,193 -17,373 752 2,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 13.5 0.8 24.4 71.0 72.5 85.3 27.5 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 24 13 2 9 15 34 29 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 42,095 COMMITMENTS 15,159 12,154 0 17,534 14,055 32,693 26,209 9,402 15,886 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 341) -217 -1,069 0 -3,238 -1,240 -3,455 -2,309 3,796 2,650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 28.9 0.0 41.7 33.4 77.7 62.3 22.3 37.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 19 12 0 18 16 37 28 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,480 COMMITMENTS 16,450 5,351 1,391 19,333 34,772 37,174 41,514 9,306 4,966 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 3,630) 1,060 -308 -486 2,028 2,916 2,602 2,122 1,028 1,508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 11.5 3.0 41.6 74.8 80.0 89.3 20.0 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 15 8 2 17 28 33 37 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 27,913 COMMITMENTS 4,735 0 40 20,514 26,647 25,289 26,687 2,624 1,226 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -423) -707 0 0 36 -387 -671 -387 248 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 0.0 0.1 73.5 95.5 90.6 95.6 9.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 0 1 16 18 26 19 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 19,851 COMMITMENTS 3,928 1,185 82 9,941 17,284 13,951 18,551 5,900 1,300 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -8) 156 265 42 -31 -336 167 -29 -175 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 6.0 0.4 50.1 87.1 70.3 93.5 29.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 9 3 1 10 8 19 12 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 02/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 18,556 COMMITMENTS 4,028 1,651 85 13,096 15,988 17,209 17,724 1,347 832 CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 1,180) -95 1,333 64 2,071 -563 2,040 834 -860 346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 8.9 0.5 70.6 86.2 92.7 95.5 7.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 6 1 8 2 18 8
Updated February 5, 2010