BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,720 COMMITMENTS 476 113 56 4,386 4,881 4,918 5,050 802 670 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 380) 49 -5 21 358 450 428 466 -48 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 2.0 1.0 76.7 85.3 86.0 88.3 14.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 2 13 10 18 12 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,185 COMMITMENTS 5,781 10,298 1,066 23,871 17,595 30,718 28,959 4,467 6,226 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,186) 271 465 151 1,189 131 1,611 747 -425 439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 29.3 3.0 67.8 50.0 87.3 82.3 12.7 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 11 23 9 24 24 40 51 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,858 COMMITMENTS 82,275 52,885 49,758 103,513 123,267 235,546 225,910 31,312 40,948 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 7,948) 2,045 2,271 2,883 868 846 5,796 6,000 2,152 1,948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 19.8 18.6 38.8 46.2 88.3 84.7 11.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 99 90 122 49 79 219 245 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 366,012 COMMITMENTS 135,674 69,741 55,864 144,466 173,673 336,004 299,278 30,008 66,734 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 8,373) 3,535 6,552 3,580 474 -1,728 7,589 8,404 784 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 19.1 15.3 39.5 47.5 91.8 81.8 8.2 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446) 144 103 117 71 168 290 327 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,457 COMMITMENTS 4,237 3,357 1,587 2,671 3,717 8,495 8,661 1,962 1,796 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 453) 80 88 263 -58 423 285 774 168 -321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 32.1 15.2 25.5 35.5 81.2 82.8 18.8 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 31 24 16 17 24 60 58 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,207 COMMITMENTS 25,283 8,149 12,155 9,860 12,701 47,298 33,005 8,909 23,202 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,459) 853 28 -86 292 677 1,059 619 400 840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 14.5 21.6 17.5 22.6 84.1 58.7 15.9 41.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 71 43 53 30 71 133 147 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,530 COMMITMENTS 61 4,474 15 7,821 2,683 7,897 7,172 633 1,358 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 747) -5 278 7 588 302 590 587 157 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 52.5 0.2 91.7 31.5 92.6 84.1 7.4 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 8 2 12 8 15 16 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 129,332 COMMITMENTS 11,526 6,742 3,316 113,922 119,186 128,764 129,244 568 88 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 4,058) 230 4,952 0 3,727 -878 3,957 4,074 101 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 5.2 2.6 88.1 92.2 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 4 1 14 15 18 20 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,553 COMMITMENTS 50,763 28,283 3,292 45,369 86,896 99,424 118,471 37,129 18,082 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 7,304) 2,979 -5,389 -1,194 4,949 13,958 6,734 7,375 570 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 20.7 2.4 33.2 63.6 72.8 86.8 27.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 29 13 8 23 25 55 43 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,360 COMMITMENTS 9,775 29,166 127 28,273 9,637 38,175 38,930 14,185 13,430 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,163) 1,875 1,420 -53 -2,970 1,195 -1,148 2,562 2,311 -1,399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 55.7 0.2 54.0 18.4 72.9 74.4 27.1 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 10 18 4 10 16 22 36 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 189,778 COMMITMENTS 73,810 13,060 876 109,242 172,946 183,928 186,882 5,850 2,896 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 16,696) 11,035 -290 -799 6,225 17,877 16,461 16,788 235 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 6.9 0.5 57.6 91.1 96.9 98.5 3.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 52 21 4 20 20 75 44 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 176,885 COMMITMENTS 26,931 50,166 763 130,209 99,507 157,903 150,436 18,982 26,449 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -9,783) -686 -8,801 161 -8,826 -1,534 -9,351 -10,174 -432 391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 28.4 0.4 73.6 56.3 89.3 85.0 10.7 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 22 30 7 22 31 50 62 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 148,310 COMMITMENTS 51,558 52,761 704 83,362 52,335 135,624 105,800 12,686 42,510 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -2,241) -10,504 7,956 566 10,823 -13,808 885 -5,286 -3,126 3,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 35.6 0.5 56.2 35.3 91.4 71.3 8.6 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 19 49 7 27 24 51 75 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 271,282 COMMITMENTS 35,728 145,402 5,488 194,512 63,056 235,728 213,946 35,554 57,336 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -16,243) 6,359 -26,126 2,257 -26,639 11,439 -18,023 -12,430 1,780 -3,813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 53.6 2.0 71.7 23.2 86.9 78.9 13.1 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 30 68 17 48 50 89 125 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,159 COMMITMENTS 27,006 4,892 418 3,110 28,059 30,534 33,369 4,625 1,790 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -1,730) -2,416 -319 0 398 -1,518 -2,018 -1,837 288 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.8 13.9 1.2 8.8 79.8 86.8 94.9 13.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 25 10 2 7 12 33 23 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,567,848 COMMITMENTS 775,501 711,045 1763118 5190678 5147110 7729297 7621273 838,551 946,575 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 122,842) -71,163 20,631 68,858 111,297 -4,417 108,992 85,072 13,850 37,770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 8.3 20.6 60.6 60.1 90.2 89.0 9.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 57 45 88 138 143 246 237 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 811,993 COMMITMENTS 80,391 104,618 22,059 596,662 589,934 699,112 716,611 112,881 95,382 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 3,941) 5,655 -6,039 -3,685 3,134 8,227 5,104 -1,496 -1,163 5,437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 12.9 2.7 73.5 72.7 86.1 88.3 13.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555) 110 100 48 234 239 362 369 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 246,409 COMMITMENTS 12,424 17,440 1,817 165,213 184,938 179,454 204,195 66,955 42,214 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -1,108) 1,353 -1,867 46 -1,095 -3,421 304 -5,242 -1,412 4,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 7.1 0.7 67.0 75.1 72.8 82.9 27.2 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 10 9 5 55 56 67 68 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,827,921 COMMITMENTS 370,112 466,168 70,934 2157245 2024978 2598291 2562080 229,630 265,841 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 25,245) 16,472 -25,896 -13,616 21,143 58,240 23,999 18,728 1,246 6,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 16.5 2.5 76.3 71.6 91.9 90.6 8.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 530) 104 101 46 210 222 334 349 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 112,250 COMMITMENTS 14,863 4,652 0 86,022 103,884 100,885 108,536 11,365 3,714 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 3,543) 914 -677 0 1,694 4,302 2,608 3,625 935 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 4.1 0.0 76.6 92.5 89.9 96.7 10.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 13 6 0 52 36 65 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 114,795 COMMITMENTS 30,705 5,582 1,919 73,407 102,296 106,030 109,798 8,765 4,998 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 4,119) 2,396 -598 180 1,110 4,039 3,686 3,621 433 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 4.9 1.7 63.9 89.1 92.4 95.6 7.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 78 31 15 80 91 163 133 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,544 COMMITMENTS 1,379 979 0 14,097 16,750 15,476 17,729 3,068 815 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 351) 560 -246 0 -225 493 335 247 16 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 5.3 0.0 76.0 90.3 83.5 95.6 16.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 0 10 11 14 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 481,256 COMMITMENTS 152,427 28,815 3,797 296,548 427,731 452,772 460,343 28,484 20,913 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 18,841) 10,905 -35 -822 6,673 17,729 16,756 16,872 2,085 1,969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 6.0 0.8 61.6 88.9 94.1 95.7 5.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 76 33 13 73 90 153 132 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 161,219 COMMITMENTS 103,665 25,464 2,900 20,156 113,145 126,721 141,509 34,498 19,710 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 11,379) 11,432 7,931 -19 -198 5,323 11,215 13,235 164 -1,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.3 15.8 1.8 12.5 70.2 78.6 87.8 21.4 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 41 23 6 17 28 62 53 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 36,664 COMMITMENTS 6,376 11,302 500 22,615 6,143 29,491 17,945 7,173 18,719 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 5,054) 1,008 1,144 0 4,502 19 5,510 1,163 -456 3,891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 30.8 1.4 61.7 16.8 80.4 48.9 19.6 51.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 13 11 1 26 9 40 20 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,261 COMMITMENTS 12,990 4,404 3,072 20,157 26,916 36,219 34,392 9,042 10,869 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,507) 1,028 1,895 583 -1,376 4,934 235 7,412 1,272 -5,905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 9.7 6.8 44.5 59.5 80.0 76.0 20.0 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 18 8 4 23 25 41 37 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 02/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 9,528 COMMITMENTS 5,353 645 0 2,754 8,742 8,107 9,387 1,421 141 CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -183) 996 -344 0 -1,359 175 -363 -169 180 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.2 6.8 0.0 28.9 91.8 85.1 98.5 14.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 11 2 0 6 3 17 5
Updated March 2, 2012