MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,595 COMMITMENTS 6,759 5,614 1,484 22,201 24,699 30,444 31,797 6,151 4,798 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -3,648) 1,077 -808 -683 -3,985 -2,062 -3,591 -3,553 -57 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 15.3 4.1 60.7 67.5 83.2 86.9 16.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 20 12 14 32 32 61 50 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 245,328 COMMITMENTS 72,217 34,054 45,264 98,631 130,497 216,112 209,815 29,216 35,513 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 2,984) 3,514 1,798 -1,762 1,070 4,517 2,822 4,553 162 -1,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 13.9 18.5 40.2 53.2 88.1 85.5 11.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 110 72 108 59 76 236 206 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 355,295 COMMITMENTS 124,009 54,160 54,367 146,650 178,278 325,026 286,805 30,269 68,490 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -13,053) -6,555 -10,794 -3,526 -2,005 784 -12,086 -13,536 -967 483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 15.2 15.3 41.3 50.2 91.5 80.7 8.5 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455) 133 93 112 93 201 302 344 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,178 COMMITMENTS 5,077 1,409 645 2,524 6,739 8,246 8,793 1,932 1,385 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -185) -174 17 -170 166 -127 -178 -280 -7 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 13.8 6.3 24.8 66.2 81.0 86.4 19.0 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 40 11 14 17 32 64 53 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,448 COMMITMENTS 19,846 5,713 8,440 14,631 13,916 42,917 28,069 7,531 22,379 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -2,257) -1,197 -575 -1,620 1,513 -33 -1,304 -2,228 -953 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 11.3 16.7 29.0 27.6 85.1 55.6 14.9 44.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 53 33 36 43 84 119 138 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 62,603 COMMITMENTS 13,485 0 3,755 44,784 58,716 62,024 62,471 579 132 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 3,561) 2,866 0 1,175 323 2,299 4,364 3,474 -803 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 0.0 6.0 71.5 93.8 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 0 1 11 12 18 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 141,604 COMMITMENTS 72,899 33,109 525 17,467 93,827 90,891 127,461 50,713 14,143 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 22,116) 17,713 11,737 -32 1,595 11,718 19,276 23,423 2,840 -1,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 23.4 0.4 12.3 66.3 64.2 90.0 35.8 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 40 10 4 12 28 54 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,876 COMMITMENTS 22,686 14,505 0 2,041 23,558 24,727 38,063 23,149 9,813 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,126) 607 2,867 -66 -618 -820 -77 1,981 1,203 -855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.4 30.3 0.0 4.3 49.2 51.6 79.5 48.4 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 15 7 0 7 16 22 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 151,871 COMMITMENTS 122,615 18,803 251 20,967 131,282 143,833 150,336 8,038 1,535 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 137) -928 -1,623 219 867 1,318 158 -86 -21 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.7 12.4 0.2 13.8 86.4 94.7 99.0 5.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 76 11 1 12 22 89 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 111,363 COMMITMENTS 49,204 24,729 164 30,413 65,136 79,781 90,029 31,582 21,334 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 2,776) 2,281 465 81 1,182 3,549 3,544 4,095 -768 -1,319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 22.2 0.1 27.3 58.5 71.6 80.8 28.4 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 30 21 7 19 28 50 55 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 117,705 COMMITMENTS 56,607 19,876 569 34,434 63,374 91,610 83,819 26,095 33,886 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 1,321) 3,959 -1,291 55 -1,788 1,708 2,226 472 -905 849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 16.9 0.5 29.3 53.8 77.8 71.2 22.2 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 32 29 7 27 28 65 58 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 203,541 COMMITMENTS 73,502 38,768 3,521 65,994 113,877 143,017 156,166 60,524 47,375 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -8,189) -6,879 -1,679 1,057 590 2,072 -5,232 1,450 -2,957 -9,639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 19.0 1.7 32.4 55.9 70.3 76.7 29.7 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 48 42 19 38 49 95 101 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,897 COMMITMENTS 20,804 9,947 0 3,468 16,994 24,272 26,941 3,625 956 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 447) 763 176 0 -18 327 745 503 -298 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.6 35.7 0.0 12.4 60.9 87.0 96.6 13.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 23 9 0 6 10 29 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,684,020 COMMITMENTS 720,445 625,499 1338336 5844488 5802960 7903269 7766795 780,751 917,225 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 342,023) -158,358 5,011 195,076 377,249 104,380 413,967 304,467 -71,944 37,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 7.2 15.4 67.3 66.8 91.0 89.4 9.0 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 52 62 94 119 135 237 242 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 878,168 COMMITMENTS 76,924 93,938 33,693 647,441 660,888 758,058 788,518 120,110 89,649 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 23,083) -6,597 9,625 7,461 30,525 887 31,389 17,973 -8,306 5,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 10.7 3.8 73.7 75.3 86.3 89.8 13.7 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551) 109 109 52 232 214 366 351 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 322,993 COMMITMENTS 19,592 35,953 4,305 221,137 243,804 245,034 284,062 77,959 38,931 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 9,464) 2,267 5,947 781 7,734 809 10,782 7,537 -1,318 1,927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 11.1 1.3 68.5 75.5 75.9 87.9 24.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 20 21 8 63 56 86 82 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,775,873 COMMITMENTS 403,660 406,925 29,938 2131520 2085418 2565118 2522281 210,755 253,592 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 68,094) 1,881 64,591 -12,803 113,957 392 103,035 52,180 -34,941 15,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 14.7 1.1 76.8 75.1 92.4 90.9 7.6 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 510) 100 106 38 200 194 320 318 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 98,659 COMMITMENTS 14,447 7,320 37 73,738 88,262 88,222 95,619 10,437 3,040 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -381) -1,457 -569 -317 1,558 7 -216 -879 -165 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 7.4 0.0 74.7 89.5 89.4 96.9 10.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 12 6 1 44 42 56 49 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 86,607 COMMITMENTS 20,628 8,772 4,252 51,154 67,150 76,033 80,174 10,574 6,433 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -2,696) -6,801 1,014 -161 3,908 -4,154 -3,054 -3,301 359 606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 10.1 4.9 59.1 77.5 87.8 92.6 12.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 79 39 12 85 76 169 122 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 16,491 COMMITMENTS 3,233 490 256 9,575 12,955 13,064 13,701 3,427 2,790 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 448) -246 0 0 766 431 520 431 -72 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 3.0 1.6 58.1 78.6 79.2 83.1 20.8 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 1 12 11 15 13 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 350,582 COMMITMENTS 103,014 57,452 3,939 207,894 270,974 314,847 332,365 35,735 18,217 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -15,718) -34,207 3,638 627 15,708 -22,926 -17,872 -18,661 2,154 2,943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 16.4 1.1 59.3 77.3 89.8 94.8 10.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 78 39 10 82 73 164 118 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 135,334 COMMITMENTS 85,741 13,762 175 15,829 106,915 101,745 120,852 33,589 14,482 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 14,343) 14,597 2,695 8 511 11,342 15,116 14,045 -773 298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.4 10.2 0.1 11.7 79.0 75.2 89.3 24.8 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 36 13 2 12 22 50 35 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 45,395 COMMITMENTS 8,348 12,650 12 25,623 9,918 33,983 22,580 11,412 22,815 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 4,997) 146 1,318 0 4,389 -487 4,535 831 462 4,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 27.9 0.0 56.4 21.8 74.9 49.7 25.1 50.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 15 13 1 23 12 38 26 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,543 COMMITMENTS 13,534 7,960 1,449 34,085 25,337 49,068 34,746 12,475 26,797 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -2,702) 429 297 -24 -286 1,549 119 1,822 -2,821 -4,524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 12.9 2.4 55.4 41.2 79.7 56.5 20.3 43.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 17 8 4 21 20 41 30 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 29,428 COMMITMENTS 4,259 1,798 310 21,112 24,795 25,681 26,903 3,747 2,525 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 935) -135 1,058 -20 1,065 102 910 1,140 25 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 6.1 1.1 71.7 84.3 87.3 91.4 12.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 4 1 21 24 27 29 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 34,593 COMMITMENTS 9,204 2,965 84 18,763 28,653 28,051 31,702 6,542 2,891 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 443) 578 -920 0 604 416 1,182 -504 -739 947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 8.6 0.2 54.2 82.8 81.1 91.6 18.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 16 5 1 17 19 34 24 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,177 COMMITMENTS 4,106 3,214 119 8,084 11,010 12,309 14,343 2,868 834 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 350) -8 -100 114 -140 71 -34 85 384 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 21.2 0.8 53.3 72.5 81.1 94.5 18.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 12 3 2 5 3 17 8
Updated February 11, 2011