BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,815 COMMITMENTS 220 373 8 1,877 1,607 2,105 1,988 710 827 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -381) 169 39 -14 -586 -422 -431 -397 51 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 13.2 0.3 66.7 57.1 74.8 70.6 25.2 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 12 12 15 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 56,930 COMMITMENTS 7,469 2,503 12,537 27,916 31,712 47,922 46,752 9,008 10,178 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -4,073) 536 -299 -632 -3,743 -2,667 -3,838 -3,598 -235 -476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 4.4 22.0 49.0 55.7 84.2 82.1 15.8 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 26 8 20 41 42 75 63 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 280,055 COMMITMENTS 72,276 19,022 75,643 101,531 145,229 249,450 239,895 30,605 40,160 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 6,432) 3,266 943 1,259 1,646 5,876 6,171 8,077 262 -1,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 6.8 27.0 36.3 51.9 89.1 85.7 10.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 112 73 121 64 78 251 213 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 426,776 COMMITMENTS 124,811 28,926 113,426 156,413 206,017 394,650 348,369 32,126 78,407 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -50,273) -10,085 -4,612 -35,210 -3,819 -8,191 -49,114 -48,013 -1,159 -2,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 6.8 26.6 36.6 48.3 92.5 81.6 7.5 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470) 164 72 132 118 210 347 361 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 10,443 COMMITMENTS 5,122 1,357 785 2,564 6,845 8,472 8,988 1,971 1,455 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -165) -168 22 -168 188 -111 -148 -257 -17 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.1 13.0 7.5 24.6 65.6 81.1 86.1 18.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 41 11 16 17 33 65 56 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 55,403 COMMITMENTS 19,864 3,250 12,521 15,021 14,961 47,407 30,732 7,996 24,671 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -2,117) -1,194 -509 -1,685 1,624 -63 -1,255 -2,256 -862 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 5.9 22.6 27.1 27.0 85.6 55.5 14.4 44.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 58 29 44 59 87 143 142 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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: 62,644 COMMITMENTS 13,496 0 3,786 44,784 58,727 62,065 62,512 579 132 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 3,549) 2,861 0 1,168 323 2,310 4,352 3,477 -803 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 0.0 6.0 71.5 93.7 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 0 2 11 12 18 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED 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: 148,716 COMMITMENTS 72,679 33,008 2,870 20,005 96,729 95,554 132,607 53,162 16,110 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 19,874) 18,207 11,269 -627 -457 11,470 17,123 22,112 2,751 -2,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.9 22.2 1.9 13.5 65.0 64.3 89.2 35.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 41 11 11 16 30 62 47 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 50,004 COMMITMENTS 22,913 14,216 545 2,455 24,448 25,913 39,208 24,091 10,795 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -662) 448 2,726 -962 -1,625 -955 -2,139 810 1,477 -1,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.8 28.4 1.1 4.9 48.9 51.8 78.4 48.2 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 15 7 2 8 17 24 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 120,545 COMMITMENTS 48,956 25,235 5,150 34,095 67,697 88,201 98,083 32,344 22,462 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -3,869) 2,636 -2,390 -2,251 -3,344 3,253 -2,959 -1,388 -909 -2,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.6 20.9 4.3 28.3 56.2 73.2 81.4 26.8 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 30 26 16 23 30 62 63 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 127,241 COMMITMENTS 56,975 20,587 4,400 37,842 66,004 99,217 90,991 28,024 36,251 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -1,644) 4,015 -1,273 -1,183 -3,335 950 -503 -1,506 -1,141 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.8 16.2 3.5 29.7 51.9 78.0 71.5 22.0 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 36 35 17 32 31 77 74 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 246,319 COMMITMENTS 72,653 33,662 33,757 75,396 124,105 181,806 191,524 64,513 54,795 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -33,229) -7,992 -4,941 -10,594 -10,333 -2,537 -28,919 -18,072 -4,310 -15,157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 13.7 13.7 30.6 50.4 73.8 77.8 26.2 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 55 51 52 41 52 126 125 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 14,277,387 COMMITMENTS 725,292 445,600 5085668 7612268 7735246 13423229 13266514 854,157 1010872 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 830,624) -126,360 89,901 412,105 595,486 264,045 881,230 766,050 -50,606 64,574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 3.1 35.6 53.3 54.2 94.0 92.9 6.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 76 57 121 137 151 277 278 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 1,033,874 COMMITMENTS 74,250 100,848 96,260 732,181 732,234 902,691 929,341 131,183 104,533 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 49,802) -6,935 13,362 17,404 45,962 12,509 56,431 43,275 -6,629 6,526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 9.8 9.3 70.8 70.8 87.3 89.9 12.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 589) 112 141 107 249 232 426 416 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 422,370 COMMITMENTS 21,869 40,778 45,607 269,710 288,581 337,187 374,967 85,183 47,403 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 27,621) 2,624 8,380 8,624 16,568 8,094 27,815 25,098 -194 2,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 9.7 10.8 63.9 68.3 79.8 88.8 20.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 23 34 38 79 69 126 117 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,057,522 COMMITMENTS 381,659 420,104 133,505 2312356 2218263 2827520 2771872 230,001 285,650 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 110,902) 455 73,157 -4,347 146,971 22,078 143,078 90,887 -32,176 20,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 13.7 4.4 75.6 72.6 92.5 90.7 7.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532) 103 123 85 220 213 372 372 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 98,662 COMMITMENTS 14,447 7,320 37 73,739 88,264 88,223 95,621 10,439 3,041 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -380) -1,457 -569 -317 1,558 8 -216 -878 -164 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 45 42 57 49 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED 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: 89,520 COMMITMENTS 21,352 8,909 5,075 52,234 68,549 78,661 82,532 10,859 6,988 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -2,204) -6,552 1,066 88 4,122 -3,873 -2,342 -2,719 138 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 10.0 5.7 58.3 76.6 87.9 92.2 12.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 82 39 19 88 79 178 129 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED 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: 17,371 COMMITMENTS 3,943 1,064 261 9,575 12,955 13,779 14,281 3,591 3,090 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 558) 71 245 5 766 431 843 682 -284 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 6.1 1.5 55.1 74.6 79.3 82.2 20.7 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 4 2 12 11 17 15 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 360,747 COMMITMENTS 104,912 57,088 6,200 213,294 277,969 324,406 341,258 36,341 19,489 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -13,814) -33,669 3,550 965 16,781 -21,520 -15,924 -17,005 2,110 3,192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 15.8 1.7 59.1 77.1 89.9 94.6 10.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 81 39 16 86 76 174 124 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 141,929 COMMITMENTS 85,641 13,509 3,134 17,991 109,022 106,766 125,664 35,163 16,265 CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 12,602) 14,536 2,180 -416 -930 10,980 13,190 12,744 -588 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.3 9.5 2.2 12.7 76.8 75.2 88.5 24.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 37 15 10 16 23 57 44 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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