MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,834 COMMITMENTS 1,323 8,266 829 22,514 13,673 24,666 22,768 3,168 5,066 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -3,296) -264 -221 -630 -1,816 -2,072 -2,710 -2,923 -586 -373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 29.7 3.0 80.9 49.1 88.6 81.8 11.4 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 6 22 10 28 25 41 50 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 183,204 COMMITMENTS 48,023 26,621 25,556 85,856 100,367 159,435 152,544 23,769 30,660 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,565) -348 1,389 -178 -1,991 -3,301 -2,517 -2,090 952 525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 14.5 13.9 46.9 54.8 87.0 83.3 13.0 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 68 62 70 44 53 154 157 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 285,530 COMMITMENTS 108,791 37,050 35,932 116,919 151,573 261,642 224,555 23,888 60,975 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 2,636) 3,179 -864 -3,060 1,537 3,674 1,656 -250 980 2,886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 13.0 12.6 40.9 53.1 91.6 78.6 8.4 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402) 118 82 88 71 163 242 294 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,328 COMMITMENTS 3,882 1,018 1,306 2,726 6,148 7,914 8,472 2,414 1,856 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -64) -64 -208 -25 -63 274 -152 41 88 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 9.9 12.6 26.4 59.5 76.6 82.0 23.4 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 28 12 16 16 27 56 51 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,254 COMMITMENTS 12,951 5,351 2,721 9,402 9,060 25,074 17,132 5,180 13,122 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -2,124) 335 73 -1,603 -713 -82 -1,981 -1,612 -143 -512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 17.7 9.0 31.1 29.9 82.9 56.6 17.1 43.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 38 32 28 30 42 87 89 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 17,289 COMMITMENTS 2,572 431 30 10,061 16,382 12,663 16,843 4,626 446 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -454) -169 -117 0 -358 -501 -527 -618 73 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 2.5 0.2 58.2 94.8 73.2 97.4 26.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 1 1 8 10 14 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 84,317 COMMITMENTS 24,285 15,422 125 23,962 51,289 48,372 66,836 35,945 17,481 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,625) -1,354 5,138 115 3,304 -2,510 2,065 2,743 -440 -1,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 18.3 0.1 28.4 60.8 57.4 79.3 42.6 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 26 18 7 18 26 48 47 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,359 COMMITMENTS 9,219 16,115 5 21,986 9,772 31,210 25,892 11,149 16,467 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 6,096) -1,125 3,996 0 6,561 -618 5,436 3,378 660 2,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 38.0 0.0 51.9 23.1 73.7 61.1 26.3 38.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 12 1 11 9 21 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 85,916 COMMITMENTS 42,328 10,054 234 38,120 73,092 80,682 83,380 5,234 2,536 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -7,256) -10,669 -290 0 4,743 -7,119 -5,926 -7,409 -1,330 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.3 11.7 0.3 44.4 85.1 93.9 97.0 6.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 30 16 1 16 19 46 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 116,362 COMMITMENTS 14,012 66,768 224 84,481 18,914 98,717 85,906 17,645 30,456 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 20,650) -599 18,189 116 20,954 -1,079 20,471 17,226 179 3,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 57.4 0.2 72.6 16.3 84.8 73.8 15.2 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 14 38 5 16 18 33 58 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 120,060 COMMITMENTS 41,352 18,956 170 53,299 73,235 94,821 92,361 25,239 27,699 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 3,931) 11,175 -4,086 -303 -10,447 7,421 425 3,032 3,506 899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 15.8 0.1 44.4 61.0 79.0 76.9 21.0 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 30 18 5 16 22 48 43 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 197,457 COMMITMENTS 34,867 92,019 698 120,004 56,636 155,569 149,353 41,888 48,104 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 10,579) 3,660 17,071 18 9,684 -7,137 13,362 9,952 -2,783 627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 46.6 0.4 60.8 28.7 78.8 75.6 21.2 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 34 56 14 26 34 68 96 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,171 COMMITMENTS 14,359 9,636 0 3,988 8,734 18,347 18,370 1,824 1,801 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,141) -892 -232 0 329 -1,104 -563 -1,336 -578 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.2 47.8 0.0 19.8 43.3 91.0 91.1 9.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 11 0 8 9 18 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,600,103 COMMITMENTS 1374886 540,059 919,751 4472627 5222235 6767264 6682045 832,839 918,058 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 57,741) 3,335 63,127 -6,270 59,071 -22,824 56,136 34,033 1,605 23,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 7.1 12.1 58.8 68.7 89.0 87.9 11.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 61 63 87 121 121 236 227 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 379,065 COMMITMENTS 25,605 88,007 780 253,100 244,486 279,485 333,273 99,580 45,792 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 23,071) -4,203 21,159 -19 12,750 -1,781 8,528 19,359 14,543 3,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 23.2 0.2 66.8 64.5 73.7 87.9 26.3 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 22 18 9 69 58 96 80 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,835,286 COMMITMENTS 672,728 432,358 18,392 1895447 2016966 2586567 2467716 248,719 367,570 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 124,374) 118,062 -23,092 -4,505 28,075 93,149 141,632 65,552 -17,258 58,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 15.2 0.6 66.9 71.1 91.2 87.0 8.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453) 92 103 35 155 176 259 303 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 105,011 COMMITMENTS 8,895 8,688 669 87,886 92,195 97,450 101,552 7,561 3,459 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 3,220) -1,637 -2 669 4,991 2,530 4,023 3,197 -803 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 8.3 0.6 83.7 87.8 92.8 96.7 7.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 12 3 1 48 28 60 32 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 28,341 COMMITMENTS 1,126 9,690 695 22,818 16,098 24,639 26,483 3,702 1,858 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 5,521) 0 2,022 70 5,567 3,502 5,637 5,594 -116 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 34.2 2.5 80.5 56.8 86.9 93.4 13.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 1 13 11 16 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 386,282 COMMITMENTS 102,773 87,656 10,554 254,802 267,013 368,129 365,223 18,153 21,059 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -24,591) -16,720 -11,017 4,164 432 -15,113 -12,124 -21,966 -12,467 -2,625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 22.7 2.7 66.0 69.1 95.3 94.5 4.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 58 42 14 68 61 134 110 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 99,643 COMMITMENTS 44,346 16,740 457 31,470 64,292 76,273 81,489 23,370 18,154 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,217) -2,185 3,480 -318 7,429 -5,585 4,926 -2,423 -3,709 3,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 16.8 0.5 31.6 64.5 76.5 81.8 23.5 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 24 17 3 10 14 36 32 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 39,460 COMMITMENTS 15,731 11,679 0 16,347 13,501 32,078 25,180 7,382 14,280 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -2,635) 572 -475 0 -1,187 -554 -615 -1,029 -2,020 -1,606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 29.6 0.0 41.4 34.2 81.3 63.8 18.7 36.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 16 11 0 17 16 33 27 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,361 COMMITMENTS 15,556 3,569 1,864 21,038 39,339 38,458 44,772 12,903 6,589 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 4,881) -894 -1,782 473 1,705 4,567 1,284 3,258 3,597 1,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 6.9 3.6 41.0 76.6 74.9 87.2 25.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 15 6 3 17 27 34 34 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 29,386 COMMITMENTS 5,418 0 40 20,975 28,086 26,433 28,126 2,953 1,260 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,473) 683 0 0 461 1,439 1,144 1,439 329 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 0.0 0.1 71.4 95.6 90.0 95.7 10.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 0 1 16 15 27 16 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 20,117 COMMITMENTS 3,925 1,842 87 10,587 16,793 14,599 18,722 5,518 1,395 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 266) -3 657 5 646 -491 648 171 -382 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 9.2 0.4 52.6 83.5 72.6 93.1 27.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 5 1 11 7 20 13 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 18,762 COMMITMENTS 4,208 1,238 223 12,870 16,031 17,301 17,492 1,461 1,270 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 206) 180 -413 138 -226 43 92 -232 114 438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 6.6 1.2 68.6 85.4 92.2 93.2 7.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 5 3 8 3 18 11
Updated February 7, 2010