BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,968 COMMITMENTS 0 202 7 2,394 2,110 2,401 2,319 567 650 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 330) 0 54 5 344 389 349 448 -19 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.8 0.2 80.7 71.1 80.9 78.1 19.1 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 14 14 15 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,195 COMMITMENTS 5,711 3,310 11,775 30,137 30,714 47,623 45,798 7,572 9,397 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 6,304) 918 -748 2,986 1,868 4,267 5,772 6,506 532 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 6.0 21.3 54.6 55.6 86.3 83.0 13.7 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 24 8 22 43 40 75 63 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 255,722 COMMITMENTS 60,509 17,177 69,261 97,772 128,929 227,542 215,368 28,181 40,355 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 12,366) -804 -1,255 8,952 1,966 2,588 10,113 10,285 2,253 2,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 6.7 27.1 38.2 50.4 89.0 84.2 11.0 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 91 74 114 65 82 230 217 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 456,147 COMMITMENTS 131,336 31,429 142,266 148,496 203,181 422,099 376,877 34,048 79,270 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 10,424) -6,302 -2,402 11,674 4,076 4,397 9,448 13,668 976 -3,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 6.9 31.2 32.6 44.5 92.5 82.6 7.5 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476) 167 79 145 108 201 355 364 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,288 COMMITMENTS 5,058 1,321 1,680 2,525 6,894 9,263 9,895 2,025 1,393 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 85) -137 57 -24 61 25 -100 58 185 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.8 11.7 14.9 22.4 61.1 82.1 87.7 17.9 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 37 12 10 20 36 63 54 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,203 COMMITMENTS 22,423 3,827 16,199 12,700 14,837 51,322 34,863 8,881 25,340 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 364) 121 -438 -114 -81 1,164 -73 612 437 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 6.4 26.9 21.1 24.6 85.2 57.9 14.8 42.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 68 34 51 56 82 156 145 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 126,125 COMMITMENTS 53,958 22,423 3,003 19,787 84,588 76,748 110,014 49,377 16,111 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -10,078) -13,055 -1,326 235 2,642 -7,260 -10,178 -8,351 100 -1,727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.8 17.8 2.4 15.7 67.1 60.9 87.2 39.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 43 9 11 18 29 65 45 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,978 COMMITMENTS 17,970 10,823 1,411 4,166 19,866 23,546 32,100 20,432 11,878 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -440) -1,941 -1,674 797 1,219 -1,445 76 -2,321 -516 1,882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 24.6 3.2 9.5 45.2 53.5 73.0 46.5 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 13 8 6 9 16 25 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,786 COMMITMENTS 114,979 19,734 62 19,509 121,408 134,550 141,204 8,236 1,582 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 7,544) 6,113 1,070 62 1,668 6,710 7,843 7,842 -299 -298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.5 13.8 0.0 13.7 85.0 94.2 98.9 5.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 75 9 2 15 22 91 32 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 108,759 COMMITMENTS 36,386 29,656 5,710 36,276 50,119 78,373 85,485 30,385 23,273 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 6,569) 4,731 673 1,146 -2,352 4,446 3,525 6,265 3,044 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 27.3 5.3 33.4 46.1 72.1 78.6 27.9 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 25 25 20 24 31 59 66 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 127,559 COMMITMENTS 55,015 23,057 5,033 40,396 66,904 100,443 94,993 27,116 32,566 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 6,305) 8,163 -3,666 565 -2,428 10,692 6,300 7,590 6 -1,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.1 18.1 3.9 31.7 52.4 78.7 74.5 21.3 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 33 42 21 28 30 74 80 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 254,117 COMMITMENTS 73,132 48,282 36,193 78,625 102,392 187,950 186,867 66,167 67,250 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 20,020) 7,595 -11,800 3,297 1,593 22,000 12,485 13,497 7,535 6,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 19.0 14.2 30.9 40.3 74.0 73.5 26.0 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 46 63 57 42 51 122 137 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,199 COMMITMENTS 18,507 9,880 0 3,744 15,179 22,251 25,059 3,948 1,140 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -1,437) -2,717 -97 0 983 -1,485 -1,734 -1,582 297 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.6 37.7 0.0 14.3 57.9 84.9 95.6 15.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 18 11 0 8 8 26 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,818,121 COMMITMENTS 825,351 283,945 4369412 6748499 7212474 11943263 11865831 874,858 952,290 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 479,858) 45,715 22,152 145,310 230,740 284,053 421,764 451,515 58,094 28,343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 2.2 34.1 52.6 56.3 93.2 92.6 6.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 81 52 111 130 139 263 257 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 941,013 COMMITMENTS 81,831 85,361 55,444 666,084 699,483 803,359 840,287 137,654 100,725 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -32,342) 2,973 -1,827 -15,488 -22,174 -12,182 -34,690 -29,498 2,349 -2,844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 9.1 5.9 70.8 74.3 85.4 89.3 14.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554) 111 123 87 230 233 394 390 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 373,431 COMMITMENTS 20,628 25,141 28,180 232,677 274,592 281,485 327,913 91,945 45,518 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -25,426) -2,275 -1,861 -9,936 -15,865 -12,314 -28,075 -24,111 2,649 -1,315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 6.7 7.5 62.3 73.5 75.4 87.8 24.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 21 26 28 68 64 105 102 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,837,909 COMMITMENTS 352,597 347,684 89,733 2167035 2124454 2609365 2561871 228,544 276,038 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -34,579) 40,741 14,673 -42,268 -31,549 660 -33,076 -26,935 -1,504 -7,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 12.3 3.2 76.4 74.9 91.9 90.3 8.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 505) 103 108 72 206 215 351 353 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 97,526 COMMITMENTS 14,571 6,702 822 71,673 86,744 87,066 94,268 10,461 3,259 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,678) 1,249 -787 52 947 2,507 2,248 1,772 -571 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 6.9 0.8 73.5 88.9 89.3 96.7 10.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 14 5 1 43 44 57 50 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 95,119 COMMITMENTS 29,070 7,882 6,138 49,697 75,468 84,906 89,488 10,213 5,631 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 4,571) 2,508 -488 1,290 321 4,076 4,119 4,878 452 -307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 8.3 6.5 52.2 79.3 89.3 94.1 10.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 83 37 13 85 81 174 125 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,198 COMMITMENTS 5,662 383 256 7,613 14,075 13,531 14,714 3,667 2,484 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 3,425) 1,376 383 256 1,550 2,253 3,182 2,892 243 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 2.2 1.5 44.3 81.8 78.7 85.6 21.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 1 11 9 15 10 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 389,604 COMMITMENTS 142,502 62,953 3,950 210,421 306,966 356,873 373,870 32,731 15,734 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 5,733) 10,800 784 29 -6,143 9,117 4,687 9,930 1,046 -4,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 16.2 1.0 54.0 78.8 91.6 96.0 8.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 82 37 12 81 79 168 123 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 120,801 COMMITMENTS 59,191 14,669 2,598 27,099 87,829 88,887 105,096 31,914 15,706 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -643) -4,465 3,527 -79 6,218 -5,090 1,675 -1,642 -2,317 999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.0 12.1 2.2 22.4 72.7 73.6 87.0 26.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 28 16 10 21 20 53 42 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 40,787 COMMITMENTS 8,397 10,761 12 19,430 9,071 27,839 19,844 12,948 20,943 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -1,252) -138 -3,807 0 -1,649 1,096 -1,787 -2,711 535 1,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 26.4 0.0 47.6 22.2 68.3 48.7 31.7 51.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 18 10 1 22 10 40 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,713 COMMITMENTS 12,981 7,512 537 29,781 24,537 43,299 32,586 14,414 25,127 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,177) -2,012 -114 246 4,628 1,376 2,862 1,508 -1,685 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 13.0 0.9 51.6 42.5 75.0 56.5 25.0 43.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 18 8 2 19 18 38 27 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 28,139 COMMITMENTS 4,796 531 330 19,230 24,846 24,356 25,707 3,783 2,432 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 742) 60 -304 -10 609 1,142 659 828 83 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 1.9 1.2 68.3 88.3 86.6 91.4 13.4 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 2 1 18 24 24 27 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 38,225 COMMITMENTS 10,304 3,756 84 19,831 32,801 30,219 36,641 8,006 1,584 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 138) -518 863 29 443 -749 -46 143 184 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 9.8 0.2 51.9 85.8 79.1 95.9 20.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 18 5 1 18 19 37 24 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 14,593 COMMITMENTS 3,787 2,976 64 8,248 10,975 12,099 14,015 2,494 578 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -1,476) -54 -482 -101 -932 -734 -1,087 -1,317 -389 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 20.4 0.4 56.5 75.2 82.9 96.0 17.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 11 2 2 6 4 18 7
Updated January 28, 2011