MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,562 COMMITMENTS 7,458 5,435 1,623 23,554 26,692 32,635 33,750 5,927 4,812 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,967) 699 -179 139 1,353 1,993 2,191 1,953 -224 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 14.1 4.2 61.1 69.2 84.6 87.5 15.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 24 14 19 32 34 67 58 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 241,629 COMMITMENTS 74,208 30,066 44,014 95,039 129,675 213,261 203,755 28,368 37,874 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -3,699) 1,991 -3,988 -1,250 -3,592 -822 -2,851 -6,060 -848 2,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 12.4 18.2 39.3 53.7 88.3 84.3 11.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 104 62 101 58 74 227 197 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 353,698 COMMITMENTS 127,233 55,991 52,188 145,522 177,294 324,943 285,473 28,755 68,225 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -1,597) 3,224 1,831 -2,179 -1,128 -984 -83 -1,332 -1,514 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 15.8 14.8 41.1 50.1 91.9 80.7 8.1 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451) 132 96 110 87 197 291 341 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,607 COMMITMENTS 5,199 1,397 897 2,601 7,005 8,697 9,299 1,910 1,308 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 429) 122 -12 252 77 266 451 506 -22 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 13.2 8.5 24.5 66.0 82.0 87.7 18.0 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 40 12 13 18 34 68 53 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,716 COMMITMENTS 20,104 5,355 7,619 14,584 13,707 42,307 26,681 7,409 23,035 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -732) 258 -358 -821 -47 -209 -610 -1,388 -122 656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 10.8 15.3 29.3 27.6 85.1 53.7 14.9 46.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 52 34 42 38 81 117 140 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 64,686 COMMITMENTS 14,484 0 3,755 45,164 60,868 63,403 64,623 1,283 63 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,083) 999 0 0 380 2,152 1,379 2,152 704 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 0.0 5.8 69.8 94.1 98.0 99.9 2.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 0 1 11 12 19 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,822 COMMITMENTS 77,018 4,928 131 17,558 119,384 94,707 124,443 46,115 16,379 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -782) 4,119 -28,181 -394 91 25,557 3,816 -3,018 -4,598 2,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.7 3.5 0.1 12.5 84.8 67.3 88.4 32.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 44 9 3 14 29 59 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,934 COMMITMENTS 17,467 6,949 0 7,204 24,263 24,671 31,212 17,263 10,722 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -5,942) -5,219 -7,556 0 5,163 705 -56 -6,851 -5,886 909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 16.6 0.0 17.2 57.9 58.8 74.4 41.2 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 6 0 9 16 19 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 149,874 COMMITMENTS 116,892 7,796 693 24,857 139,470 142,442 147,959 7,432 1,915 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -1,997) -5,723 -11,007 442 3,890 8,188 -1,391 -2,377 -606 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.0 5.2 0.5 16.6 93.1 95.0 98.7 5.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 74 14 2 14 21 90 35 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 132,763 COMMITMENTS 68,885 16,313 187 28,577 95,012 97,649 111,512 35,114 21,251 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 21,400) 19,681 -8,416 23 -1,836 29,876 17,868 21,483 3,532 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.9 12.3 0.1 21.5 71.6 73.6 84.0 26.4 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 32 19 8 17 32 51 57 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 116,803 COMMITMENTS 24,389 42,937 488 71,070 37,558 95,947 80,983 20,856 35,820 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -902) -32,218 23,061 -81 36,636 -25,816 4,337 -2,836 -5,239 1,934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 36.8 0.4 60.8 32.2 82.1 69.3 17.9 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 23 39 8 31 24 59 66 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 193,304 COMMITMENTS 63,395 30,931 3,356 69,268 111,581 136,019 145,868 57,285 47,436 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -10,237) -10,107 -7,837 -165 3,274 -2,296 -6,998 -10,298 -3,239 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 16.0 1.7 35.8 57.7 70.4 75.5 29.6 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 47 41 26 44 50 104 104 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,735 COMMITMENTS 18,018 8,208 0 6,570 18,389 24,588 26,597 3,147 1,138 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -162) -2,786 -1,739 0 3,102 1,395 316 -344 -478 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.0 29.6 0.0 23.7 66.3 88.7 95.9 11.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 22 11 0 8 10 30 21 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,886,901 COMMITMENTS 739,452 627,140 1319875 5995956 5930277 8055283 7877292 831,618 1009609 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 202,881) 19,007 1,641 -18,461 151,468 127,317 152,014 110,497 50,867 92,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 7.1 14.9 67.5 66.7 90.6 88.6 9.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 55 58 90 122 137 238 235 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 893,447 COMMITMENTS 78,530 94,614 36,526 657,919 671,408 772,975 802,548 120,472 90,898 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 15,279) 1,606 677 2,833 10,478 10,521 14,917 14,030 362 1,249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 10.6 4.1 73.6 75.1 86.5 89.8 13.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554) 116 103 58 232 217 379 349 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 326,026 COMMITMENTS 16,132 39,248 4,959 225,349 243,898 246,440 288,105 79,586 37,921 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 3,033) -3,460 3,295 654 4,212 94 1,406 4,043 1,627 -1,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 12.0 1.5 69.1 74.8 75.6 88.4 24.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 17 23 9 65 56 86 84 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,837,103 COMMITMENTS 443,832 408,673 25,991 2162852 2137552 2632675 2572216 204,428 264,887 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 61,230) 40,172 1,748 -3,947 31,332 52,134 67,557 49,935 -6,327 11,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 14.4 0.9 76.2 75.3 92.8 90.7 7.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513) 110 99 42 197 197 330 315 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 100,588 COMMITMENTS 15,103 6,845 0 76,039 90,631 91,142 97,476 9,446 3,112 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,929) 656 -475 -37 2,301 2,369 2,920 1,857 -991 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 6.8 0.0 75.6 90.1 90.6 96.9 9.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 13 6 0 46 44 59 50 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 89,253 COMMITMENTS 20,979 7,219 3,875 54,188 72,024 79,042 83,119 10,210 6,134 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,645) 351 -1,553 -377 3,034 4,875 3,009 2,945 -364 -299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 8.1 4.3 60.7 80.7 88.6 93.1 11.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 73 34 13 83 78 159 123 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,377 COMMITMENTS 2,497 613 556 11,860 14,487 14,913 15,656 3,464 2,721 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,886) -736 123 300 2,285 1,532 1,849 1,955 37 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 3.3 3.0 64.5 78.8 81.2 85.2 18.8 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 1 12 12 15 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 354,378 COMMITMENTS 105,630 46,250 3,376 211,640 287,687 320,646 337,313 33,732 17,065 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 3,796) 2,616 -11,202 -563 3,746 16,713 5,799 4,948 -2,003 -1,152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 13.1 1.0 59.7 81.2 90.5 95.2 9.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 72 34 10 79 75 152 119 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 122,473 COMMITMENTS 70,847 5,333 685 17,094 102,368 88,626 108,386 33,847 14,087 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -12,861) -14,894 -8,429 510 1,265 -4,547 -13,119 -12,466 258 -395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.8 4.4 0.6 14.0 83.6 72.4 88.5 27.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 31 10 6 16 23 50 36 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 48,292 COMMITMENTS 8,917 15,311 12 27,163 9,315 36,092 24,638 12,200 23,654 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,897) 569 2,661 0 1,540 -603 2,109 2,058 788 839 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 31.7 0.0 56.2 19.3 74.7 51.0 25.3 49.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 15 13 1 23 12 38 26 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,421 COMMITMENTS 15,755 4,773 1,335 35,178 31,926 52,268 38,034 12,153 26,387 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,878) 2,221 -3,187 -114 1,093 6,589 3,200 3,288 -322 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 7.4 2.1 54.6 49.6 81.1 59.0 18.9 41.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 17 7 3 21 21 41 29 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 30,302 COMMITMENTS 4,622 1,908 310 21,785 25,766 26,717 27,984 3,585 2,318 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 874) 363 110 0 673 971 1,036 1,081 -162 -207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 6.3 1.0 71.9 85.0 88.2 92.4 11.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 5 1 20 24 27 30 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 33,720 COMMITMENTS 8,473 1,659 84 18,601 29,517 27,158 31,260 6,562 2,460 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -873) -731 -1,306 0 -162 864 -893 -442 20 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 4.9 0.2 55.2 87.5 80.5 92.7 19.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 3 1 17 21 31 24 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 02/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,315 COMMITMENTS 4,216 3,145 134 7,991 11,077 12,341 14,356 2,974 959 CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 138) 110 -69 15 -93 67 32 13 106 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 20.5 0.9 52.2 72.3 80.6 93.7 19.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 11 3 1 5 3 16 7
Updated February 18, 2011