MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,219 COMMITMENTS 1,243 8,803 818 23,755 14,079 25,816 23,700 3,403 5,519 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,185) -158 395 239 900 211 981 845 204 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 30.1 2.8 81.3 48.2 88.4 81.1 11.6 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 6 21 12 27 25 43 49 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 175,302 COMMITMENTS 46,687 25,771 25,322 82,833 96,269 154,842 147,362 20,460 27,940 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 988) 1,805 876 1,425 -1,443 -1,083 1,787 1,218 -799 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 14.7 14.4 47.3 54.9 88.3 84.1 11.7 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 70 63 72 37 46 150 152 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 308,836 COMMITMENTS 114,026 33,929 51,995 117,964 159,075 283,985 244,999 24,851 63,837 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 14,275) -267 -527 11,713 2,340 2,758 13,786 13,944 489 331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 11.0 16.8 38.2 51.5 92.0 79.3 8.0 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408) 122 80 99 66 170 250 304 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,869 COMMITMENTS 4,268 824 949 2,586 6,322 7,803 8,095 2,066 1,774 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -727) 78 -112 -434 -33 -98 -389 -644 -338 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 8.3 9.6 26.2 64.1 79.1 82.0 20.9 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 31 14 11 18 27 56 47 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,164 COMMITMENTS 14,834 5,390 4,514 10,860 11,636 30,208 21,540 5,956 14,624 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 2,919) 1,195 83 756 384 1,396 2,335 2,235 584 684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 14.9 12.5 30.0 32.2 83.5 59.6 16.5 40.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 41 28 32 29 47 92 91 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 18,781 COMMITMENTS 2,696 450 30 11,003 17,983 13,729 18,463 5,052 318 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,045) 314 -220 0 665 1,302 979 1,082 66 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 2.4 0.2 58.6 95.8 73.1 98.3 26.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 2 1 10 11 17 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 100,629 COMMITMENTS 40,224 11,803 154 19,273 72,712 59,651 84,669 40,978 15,960 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 7,299) 5,198 232 44 120 6,831 5,362 7,107 1,937 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 11.7 0.2 19.2 72.3 59.3 84.1 40.7 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 28 14 3 14 27 45 41 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,407 COMMITMENTS 12,119 20,938 3 23,673 10,095 35,795 31,036 9,612 14,371 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 4,526) 1,356 5,508 -39 4,293 -2,059 5,610 3,410 -1,084 1,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 46.1 0.0 52.1 22.2 78.8 68.4 21.2 31.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 13 1 10 10 19 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 101,026 COMMITMENTS 67,846 10,501 413 26,853 88,461 95,112 99,375 5,914 1,651 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 11,856) 24,417 1,536 -298 -12,538 10,640 11,581 11,878 275 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.2 10.4 0.4 26.6 87.6 94.1 98.4 5.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 36 17 2 18 22 55 40 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 125,106 COMMITMENTS 13,882 76,766 224 96,642 15,674 110,748 92,664 14,358 32,442 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 6,021) -40 6,765 -20 6,905 -1,696 6,845 5,049 -824 972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 61.4 0.2 77.2 12.5 88.5 74.1 11.5 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 13 39 6 17 18 33 60 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 122,919 COMMITMENTS 30,432 28,715 188 70,481 65,562 101,101 94,465 21,818 28,454 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 3,103) -5,259 6,936 -12 10,153 -4,969 4,882 1,955 -1,779 1,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 23.4 0.2 57.3 53.3 82.3 76.9 17.7 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 23 30 8 16 20 45 52 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 208,474 COMMITMENTS 32,728 104,351 1,723 135,199 56,953 169,650 163,027 38,824 45,447 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 12,432) -1,731 10,470 927 15,963 1,223 15,159 12,620 -2,727 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 50.1 0.8 64.9 27.3 81.4 78.2 18.6 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 36 57 15 33 34 77 98 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,201 COMMITMENTS 14,641 8,249 0 3,676 10,223 18,317 18,472 1,884 1,729 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 522) 118 1,161 0 296 -143 414 1,018 108 -496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.5 40.8 0.0 18.2 50.6 90.7 91.4 9.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 12 9 0 7 9 19 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,679,246 COMMITMENTS 1365163 531,394 951,665 4587778 5327058 6904606 6810117 774,640 869,129 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 166,613) -23,356 -45,717 110,036 172,891 151,193 259,571 215,512 -92,958 -48,899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 6.9 12.4 59.7 69.4 89.9 88.7 10.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 63 63 89 127 127 246 232 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 394,898 COMMITMENTS 25,359 97,210 3,036 266,205 250,700 294,600 350,946 100,298 43,952 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 10,971) -173 3,770 1,197 4,426 6,240 5,450 11,207 5,521 -236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 24.6 0.8 67.4 63.5 74.6 88.9 25.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 17 20 8 66 56 87 80 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,847,974 COMMITMENTS 707,401 468,932 23,929 1950668 2025239 2681998 2518100 165,976 329,874 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 19,987) 13,950 6,601 6,740 27,550 -12,637 48,240 704 -28,253 19,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 16.5 0.8 68.5 71.1 94.2 88.4 5.8 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444) 88 106 37 153 170 260 295 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 100,894 COMMITMENTS 12,476 8,688 0 80,157 89,312 92,633 98,000 8,261 2,894 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -874) 3,835 0 -393 -5,061 68 -1,619 -325 745 -549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 8.6 0.0 79.4 88.5 91.8 97.1 8.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 13 3 0 46 31 59 34 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 32,756 COMMITMENTS 757 12,430 695 27,089 17,429 28,541 30,554 4,215 2,202 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 2,045) -369 1,991 0 2,359 -156 1,990 1,835 55 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 37.9 2.1 82.7 53.2 87.1 93.3 12.9 6.7 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 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 413,304 COMMITMENTS 143,045 103,800 3,380 249,430 285,705 395,855 392,885 17,449 20,419 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 15,886) 23,490 2,090 -910 -6,606 18,427 15,974 19,607 -88 -3,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 25.1 0.8 60.4 69.1 95.8 95.1 4.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 61 52 14 65 68 134 127 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 108,320 COMMITMENTS 51,882 12,890 551 27,846 79,853 80,279 93,294 28,041 15,026 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 9,871) 8,567 -3,422 -11 -2,899 14,468 5,657 11,035 4,214 -1,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.9 11.9 0.5 25.7 73.7 74.1 86.1 25.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 31 12 3 11 15 44 28 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 40,650 COMMITMENTS 15,499 9,296 0 16,432 17,266 31,931 26,562 8,719 14,088 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,207) -52 -1,483 0 170 2,477 118 994 1,089 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 22.9 0.0 40.4 42.5 78.6 65.3 21.4 34.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 16 13 0 19 17 35 30 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,955 COMMITMENTS 10,179 6,011 1,032 25,240 37,255 36,451 44,298 13,504 5,657 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -1,533) -5,678 181 727 3,190 -2,737 -1,761 -1,829 228 296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 12.0 2.1 50.5 74.6 73.0 88.7 27.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 15 8 2 17 24 33 33 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 28,359 COMMITMENTS 3,829 264 40 21,334 26,419 25,203 26,723 3,156 1,636 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 836) 157 264 0 -57 659 100 923 736 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 0.9 0.1 75.2 93.2 88.9 94.2 11.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 1 1 14 16 22 18 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 20,561 COMMITMENTS 3,513 1,663 98 10,610 17,175 14,221 18,936 6,340 1,625 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -440) -183 -561 -50 -212 -83 -445 -694 5 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 8.1 0.5 51.6 83.5 69.2 92.1 30.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 4 1 9 6 16 11 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,244 COMMITMENTS 3,170 1,264 1 10,713 12,889 13,884 14,154 1,360 1,090 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -3,379) -782 412 -290 -2,181 -3,219 -3,253 -3,097 -126 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 8.3 0.0 70.3 84.6 91.1 92.8 8.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 4 1 7 3 16 7
Updated February 26, 2010