MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,034 COMMITMENTS 1,401 8,408 579 22,855 13,868 24,835 22,855 3,199 5,179 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 200) 78 142 -250 341 195 169 87 31 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 30.0 2.1 81.5 49.5 88.6 81.5 11.4 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 7 20 11 29 23 44 47 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 174,314 COMMITMENTS 44,882 24,895 23,897 84,276 97,352 153,055 146,144 21,259 28,170 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -8,890) -3,141 -1,726 -1,659 -1,580 -3,015 -6,380 -6,400 -2,510 -2,490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 14.3 13.7 48.3 55.8 87.8 83.8 12.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 62 67 64 44 50 149 151 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,561 COMMITMENTS 114,293 34,456 40,282 115,624 156,317 270,199 231,055 24,362 63,506 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 9,031) 5,502 -2,594 4,350 -1,295 4,744 8,557 6,500 474 2,531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 11.7 13.7 39.3 53.1 91.7 78.4 8.3 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 121 77 89 72 172 246 296 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,596 COMMITMENTS 4,190 936 1,383 2,619 6,420 8,192 8,739 2,404 1,857 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 268) 308 -82 77 -107 272 278 267 -10 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 8.8 13.1 24.7 60.6 77.3 82.5 22.7 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 34 10 16 15 26 59 49 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,245 COMMITMENTS 13,639 5,307 3,758 10,476 10,240 27,873 19,305 5,372 13,940 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 2,991) 688 -44 1,037 1,074 1,180 2,799 2,173 192 818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 16.0 11.3 31.5 30.8 83.8 58.1 16.2 41.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 41 30 31 31 43 91 91 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 17,736 COMMITMENTS 2,382 670 30 10,338 16,681 12,750 17,381 4,986 355 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 447) -190 239 0 277 299 87 538 360 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 3.8 0.2 58.3 94.1 71.9 98.0 28.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 2 1 9 10 15 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 93,330 COMMITMENTS 35,026 11,571 110 19,153 65,881 54,289 77,562 39,041 15,768 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 9,013) 10,741 -3,851 -15 -4,809 14,592 5,917 10,726 3,096 -1,713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 12.4 0.1 20.5 70.6 58.2 83.1 41.8 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 29 14 4 12 29 44 44 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,881 COMMITMENTS 10,763 15,430 42 19,380 12,154 30,185 27,626 10,696 13,255 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -1,478) 1,544 -685 37 -2,606 2,382 -1,025 1,734 -453 -3,212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 37.7 0.1 47.4 29.7 73.8 67.6 26.2 32.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 14 2 10 12 21 28 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 89,170 COMMITMENTS 43,429 8,965 711 39,391 77,821 83,531 87,497 5,639 1,673 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 3,254) 1,101 -1,089 477 1,271 4,729 2,849 4,117 405 -863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.7 10.1 0.8 44.2 87.3 93.7 98.1 6.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 35 12 4 16 20 53 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 119,085 COMMITMENTS 13,922 70,001 244 89,737 17,370 103,903 87,615 15,182 31,470 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 2,723) -90 3,233 20 5,256 -1,544 5,186 1,709 -2,463 1,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 58.8 0.2 75.4 14.6 87.3 73.6 12.7 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 16 36 5 19 18 38 56 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 119,816 COMMITMENTS 35,691 21,779 200 60,328 70,531 96,219 92,510 23,597 27,306 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -244) -5,661 2,823 30 7,029 -2,704 1,398 149 -1,642 -393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 18.2 0.2 50.4 58.9 80.3 77.2 19.7 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 30 21 5 16 19 48 43 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 196,042 COMMITMENTS 34,459 93,881 796 119,236 55,730 154,491 150,407 41,551 45,635 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -1,415) -408 1,862 98 -768 -906 -1,078 1,054 -337 -2,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 47.9 0.4 60.8 28.4 78.8 76.7 21.2 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 36 57 12 28 31 71 93 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,679 COMMITMENTS 14,523 7,088 0 3,380 10,366 17,903 17,454 1,776 2,225 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -492) 164 -2,548 0 -608 1,632 -444 -916 -48 424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.8 36.0 0.0 17.2 52.7 91.0 88.7 9.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 13 7 0 7 9 20 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,512,633 COMMITMENTS 1388519 577,111 841,629 4414887 5175865 6645035 6594605 867,598 918,028 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -87,470) 13,633 37,052 -78,122 -57,740 -46,370 -122,229 -87,440 34,759 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 7.7 11.2 58.8 68.9 88.5 87.8 11.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 62 65 88 120 121 238 226 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 383,927 COMMITMENTS 25,532 93,440 1,839 261,779 244,460 289,150 339,739 94,777 44,188 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 4,862) -73 5,433 1,059 8,679 -26 9,665 6,466 -4,803 -1,604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 24.3 0.5 68.2 63.7 75.3 88.5 24.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 23 18 8 71 56 98 78 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,827,987 COMMITMENTS 693,451 462,331 17,189 1923118 2037876 2633758 2517396 194,229 310,591 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -7,299) 20,723 29,973 -1,203 27,671 20,910 47,191 49,680 -54,490 -56,979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 16.3 0.6 68.0 72.1 93.1 89.0 6.9 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462) 93 109 36 151 175 260 305 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 101,768 COMMITMENTS 8,641 8,688 393 85,218 89,244 94,252 98,325 7,516 3,443 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -3,243) -254 0 -276 -2,668 -2,951 -3,198 -3,227 -45 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 8.5 0.4 83.7 87.7 92.6 96.6 7.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 12 3 1 46 28 58 32 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,711 COMMITMENTS 1,126 10,439 695 24,730 17,585 26,551 28,719 4,160 1,992 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 2,370) 0 749 0 1,912 1,487 1,912 2,236 458 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 34.0 2.3 80.5 57.3 86.5 93.5 13.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 1 12 11 15 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 397,418 COMMITMENTS 119,555 101,710 4,290 256,036 267,278 379,881 373,278 17,537 24,140 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 11,136) 16,782 14,054 -6,264 1,234 265 11,752 8,055 -616 3,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 25.6 1.1 64.4 67.3 95.6 93.9 4.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 63 48 12 69 65 139 118 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 98,449 COMMITMENTS 43,315 16,312 562 30,745 65,385 74,622 82,259 23,827 16,190 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -1,194) -1,031 -428 105 -725 1,093 -1,651 770 457 -1,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 16.6 0.6 31.2 66.4 75.8 83.6 24.2 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 23 18 3 10 14 35 33 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 39,443 COMMITMENTS 15,551 10,779 0 16,262 14,789 31,813 25,568 7,630 13,875 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -17) -180 -900 0 -85 1,288 -265 388 248 -405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 27.3 0.0 41.2 37.5 80.7 64.8 19.3 35.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 15 11 0 16 19 31 30 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,488 COMMITMENTS 15,857 5,830 305 22,050 39,992 38,212 46,127 13,276 5,361 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 127) 301 2,261 -1,559 1,012 653 -246 1,355 373 -1,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 11.3 0.6 42.8 77.7 74.2 89.6 25.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 17 9 2 18 27 36 37 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 27,523 COMMITMENTS 3,672 0 40 21,391 25,760 25,103 25,800 2,420 1,723 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -1,863) -1,746 0 0 416 -2,326 -1,330 -2,326 -533 463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 0.0 0.1 77.7 93.6 91.2 93.7 8.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 0 1 16 16 24 17 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 21,001 COMMITMENTS 3,696 2,224 148 10,822 17,258 14,666 19,630 6,335 1,371 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 884) -229 382 61 235 465 67 908 817 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 10.6 0.7 51.5 82.2 69.8 93.5 30.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 5 1 10 7 18 13 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 18,623 COMMITMENTS 3,952 852 291 12,894 16,108 17,137 17,251 1,486 1,372 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -139) -256 -386 68 24 77 -164 -241 25 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 4.6 1.6 69.2 86.5 92.0 92.6 8.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 4 2 8 2 17 8
Updated February 19, 2010