BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,684 COMMITMENTS 427 102 100 4,340 4,855 4,868 5,058 816 626 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -45) -51 -46 6 55 5 9 -35 -55 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 1.8 1.8 76.4 85.4 85.6 89.0 14.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 2 15 12 19 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,285 COMMITMENTS 6,109 3,365 12,687 28,405 25,217 47,201 41,268 6,084 12,017 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -648) -822 -673 914 -827 -1,056 -735 -816 88 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 6.3 23.8 53.3 47.3 88.6 77.4 11.4 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 13 16 19 37 32 60 57 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 305,623 COMMITMENTS 79,603 39,570 86,293 110,315 138,133 276,211 263,995 29,412 41,628 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 9,555) 5,342 -3,237 4,652 -1,061 6,168 8,933 7,583 622 1,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 12.9 28.2 36.1 45.2 90.4 86.4 9.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 93 87 121 63 76 234 224 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 412,521 COMMITMENTS 121,857 33,725 99,443 159,787 202,499 381,087 335,667 31,435 76,854 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -20,487) -1,415 -3,904 -19,423 245 -321 -20,593 -23,648 106 3,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 8.2 24.1 38.7 49.1 92.4 81.4 7.6 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444) 152 93 143 103 169 335 342 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,044 COMMITMENTS 3,758 3,462 1,763 2,734 3,044 8,255 8,269 1,789 1,775 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -198) 0 -1,545 73 -46 1,059 27 -413 -225 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.4 34.5 17.6 27.2 30.3 82.2 82.3 17.8 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 29 25 21 16 22 58 64 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 52,912 COMMITMENTS 22,065 3,925 13,173 9,379 12,119 44,616 29,217 8,296 23,695 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 3,314) 694 -298 1,654 324 728 2,673 2,085 641 1,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 7.4 24.9 17.7 22.9 84.3 55.2 15.7 44.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 72 39 52 43 76 142 148 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,201 COMMITMENTS 0 4,131 10 6,565 2,008 6,575 6,149 625 1,051 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -787) 0 -760 7 -690 -90 -683 -843 -105 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 57.4 0.1 91.2 27.9 91.3 85.4 8.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 1 13 10 14 14 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 126,958 COMMITMENTS 10,081 992 3,193 113,221 122,691 126,495 126,876 463 82 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 96) -70 458 0 -66 -257 -136 201 232 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 0.8 2.5 89.2 96.6 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 3 1 14 15 17 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,189 COMMITMENTS 36,981 34,765 5,697 49,596 68,237 92,274 108,700 36,915 20,489 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 1,589) 7,107 -14,616 1,544 -9,360 15,997 -709 2,925 2,298 -1,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 26.9 4.4 38.4 52.8 71.4 84.1 28.6 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 33 11 7 23 28 60 42 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,859 COMMITMENTS 8,111 17,775 1,452 24,866 9,120 34,428 28,347 10,431 16,512 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 1,158) 2,060 703 -753 630 92 1,937 42 -778 1,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 39.6 3.2 55.4 20.3 76.7 63.2 23.3 36.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 14 6 15 15 27 33 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 145,645 COMMITMENTS 44,614 10,507 3 95,669 131,536 140,286 142,046 5,359 3,599 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -4,922) 424 -12,202 2 -5,855 7,924 -5,429 -4,276 507 -646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 7.2 0.0 65.7 90.3 96.3 97.5 3.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 42 19 2 19 23 62 43 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 199,870 COMMITMENTS 28,194 61,130 1,696 150,184 108,108 180,074 170,933 19,796 28,937 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 2,319) 5,158 10,879 -1,829 -4,810 -5,056 -1,481 3,994 3,800 -1,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 30.6 0.8 75.1 54.1 90.1 85.5 9.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 22 31 10 29 28 59 61 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 187,706 COMMITMENTS 84,866 29,294 3,200 71,631 120,667 159,698 153,161 28,009 34,545 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 3,689) 3,978 5,397 -709 1,257 -1,141 4,526 3,548 -837 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.2 15.6 1.7 38.2 64.3 85.1 81.6 14.9 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 30 41 14 24 32 63 78 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 325,847 COMMITMENTS 31,956 169,376 26,568 230,968 65,197 289,491 261,141 36,356 64,706 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -29,703) 1,365 -17,200 -9,185 -22,074 -1,454 -29,894 -27,840 191 -1,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 52.0 8.2 70.9 20.0 88.8 80.1 11.2 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 31 79 40 54 54 111 147 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,020 COMMITMENTS 28,201 4,866 380 1,992 28,240 30,573 33,486 4,447 1,534 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 3,393) 2,871 -5,667 0 196 9,153 3,067 3,486 326 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.5 13.9 1.1 5.7 80.6 87.3 95.6 12.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 22 12 2 3 10 27 22 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,915,719 COMMITMENTS 764,199 560,455 5626603 6574218 6715851 12965021 12902909 950,699 1012810 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 291,036) 57,249 -64,284 70,732 148,268 247,670 276,249 254,117 14,787 36,919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 4.0 40.4 47.2 48.3 93.2 92.7 6.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 65 52 100 144 147 262 254 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 944,693 COMMITMENTS 73,504 101,431 77,773 661,891 656,847 813,168 836,052 131,524 108,641 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 29,691) -2,507 -6,975 12,413 23,227 22,171 33,133 27,609 -3,442 2,082 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 10.7 8.2 70.1 69.5 86.1 88.5 13.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 556) 110 117 95 240 227 396 393 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 339,591 COMMITMENTS 11,398 23,652 32,719 212,870 240,578 256,987 296,949 82,604 42,642 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 18,706) 854 2,109 6,022 12,001 10,718 18,877 18,849 -171 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 7.0 9.6 62.7 70.8 75.7 87.4 24.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 14 21 27 71 64 101 96 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,025,509 COMMITMENTS 368,586 446,949 167,218 2245104 2081346 2780908 2695513 244,601 329,996 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 54,923) -7,893 -36,509 23,043 56,129 57,264 71,279 43,798 -16,356 11,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 14.8 5.5 74.2 68.8 91.9 89.1 8.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522) 105 109 85 216 212 361 366 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 110,043 COMMITMENTS 10,231 5,278 1,784 87,290 99,030 99,305 106,092 10,738 3,951 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 436) 246 200 1,784 -1,238 -1,158 792 826 -356 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 4.8 1.6 79.3 90.0 90.2 96.4 9.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 12 7 1 51 35 63 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 94,375 COMMITMENTS 27,968 4,428 933 56,237 84,252 85,139 89,613 9,236 4,761 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 1,345) 2,454 453 -338 -1,256 777 860 892 485 453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 4.7 1.0 59.6 89.3 90.2 95.0 9.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 83 30 13 83 86 170 125 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,736 COMMITMENTS 290 979 0 12,243 14,049 12,533 15,028 3,203 708 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 237) -499 0 0 639 248 140 248 97 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 6.2 0.0 77.8 89.3 79.6 95.5 20.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 11 12 12 13 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 393,195 COMMITMENTS 139,842 18,694 3,217 219,969 351,016 363,028 372,927 30,167 20,268 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 5,537) 12,268 -230 806 -9,474 2,644 3,600 3,219 1,937 2,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 4.8 0.8 55.9 89.3 92.3 94.8 7.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 83 30 13 76 83 163 122 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,486 COMMITMENTS 94,200 18,589 5,795 22,859 112,136 122,855 136,520 34,631 20,966 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -5,381) -2,669 -961 -1,845 -4,729 -1,926 -9,243 -4,732 3,862 -649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.8 11.8 3.7 14.5 71.2 78.0 86.7 22.0 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 38 21 11 20 28 67 51 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 24,074 COMMITMENTS 4,697 7,810 501 12,862 5,869 18,060 14,180 6,014 9,894 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 2,239) 1,198 1,338 501 348 885 2,047 2,724 192 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 32.4 2.1 53.4 24.4 75.0 58.9 25.0 41.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 9 2 20 7 30 17 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,693 COMMITMENTS 12,282 1,259 2,472 24,717 11,635 39,471 15,366 5,222 29,327 CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 2,262) 4,982 -955 -2,482 315 -3,052 2,815 -6,489 -553 8,751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 2.8 5.5 55.3 26.0 88.3 34.4 11.7 65.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 18 4 3 23 20 41 27
Updated February 10, 2012