MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,143 COMMITMENTS 2,163 6,943 678 18,662 13,530 21,503 21,151 4,640 4,992 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 2,001) 40 1,138 96 1,865 586 2,001 1,820 0 181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 26.6 2.6 71.4 51.8 82.3 80.9 17.7 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 13 18 14 25 21 45 46 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 191,579 COMMITMENTS 53,552 25,059 29,108 84,376 107,664 167,036 161,831 24,543 29,748 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 6,471) 68 -316 449 5,264 5,777 5,781 5,910 690 561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 13.1 15.2 44.0 56.2 87.2 84.5 12.8 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 75 56 81 42 56 175 160 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 278,461 COMMITMENTS 99,460 47,968 37,266 118,287 138,285 255,013 223,519 23,448 54,942 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 19,486) 3,542 -463 4,026 4,896 4,362 12,464 7,925 7,022 11,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 17.2 13.4 42.5 49.7 91.6 80.3 8.4 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 110 86 90 74 152 232 293 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,390 COMMITMENTS 4,223 1,960 659 2,835 5,135 7,717 7,754 1,673 1,636 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 801) -79 42 333 184 507 438 882 363 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 20.9 7.0 30.2 54.7 82.2 82.6 17.8 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 29 15 6 19 29 52 47 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,465 COMMITMENTS 11,002 7,706 3,138 10,762 7,362 24,902 18,206 5,563 12,259 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 853) 580 -1,706 -504 -137 944 -61 -1,266 914 2,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 25.3 10.3 35.3 24.2 81.7 59.8 18.3 40.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 26 34 26 33 42 77 89 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,310 COMMITMENTS 60,219 11,524 70 15,139 89,153 75,428 100,747 41,882 16,563 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 9,756) 8,483 -16 -30 1,424 8,772 9,877 8,726 -121 1,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.3 9.8 0.1 12.9 76.0 64.3 85.9 35.7 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 33 11 5 18 25 55 37 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,204 COMMITMENTS 17,213 3,287 48 6,378 24,458 23,639 27,793 14,565 10,411 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 3,043) 4,725 -11,981 48 -4,882 15,103 -109 3,170 3,152 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 8.6 0.1 16.7 64.0 61.9 72.7 38.1 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 14 5 2 6 11 20 18 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 104,662 COMMITMENTS 81,605 5,708 243 16,012 97,131 97,860 103,082 6,802 1,580 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 7,903) 12,264 -1,646 -2 -5,302 10,028 6,960 8,380 943 -477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.0 5.5 0.2 15.3 92.8 93.5 98.5 6.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 47 13 2 13 20 61 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 89,147 COMMITMENTS 15,182 50,649 110 56,340 11,583 71,632 62,342 17,515 26,805 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -3,744) -2,849 -946 66 -3,947 -2,880 -6,730 -3,760 2,986 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 56.8 0.1 63.2 13.0 80.4 69.9 19.6 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 11 29 5 13 15 28 45 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 120,568 COMMITMENTS 21,951 38,695 319 82,160 49,902 104,430 88,916 16,138 31,652 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 16,337) 1,317 1,250 278 13,177 8,243 14,772 9,771 1,565 6,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 32.1 0.3 68.1 41.4 86.6 73.7 13.4 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 20 29 3 14 22 36 52 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 161,287 COMMITMENTS 36,186 54,103 1,833 77,041 65,306 115,060 121,242 46,227 40,045 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 5,132) -1,043 -18,914 965 1,438 19,254 1,360 1,305 3,772 3,827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 33.5 1.1 47.8 40.5 71.3 75.2 28.7 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 39 41 13 27 27 74 73 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,732 COMMITMENTS 21,417 5,734 0 1,196 18,810 22,613 24,544 3,119 1,188 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 2,679) 3,311 601 0 -261 2,320 3,050 2,921 -371 -242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.2 22.3 0.0 4.6 73.1 87.9 95.4 12.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 17 7 0 4 11 21 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,786,350 COMMITMENTS 1031850 374,210 820,020 4153788 4711073 6005658 5905303 780,692 881,047 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 276,412) 285,552 -47,916 39,413 -46,452 246,321 278,513 237,818 -2,101 38,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 5.5 12.1 61.2 69.4 88.5 87.0 11.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 60 51 84 120 118 231 212 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 326,146 COMMITMENTS 25,149 29,765 265 212,398 258,748 237,812 288,778 88,334 37,368 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 701) -3,129 3,864 87 5,033 138 1,991 4,089 -1,290 -3,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 9.1 0.1 65.1 79.3 72.9 88.5 27.1 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 16 19 4 69 55 88 75 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,445,201 COMMITMENTS 383,303 334,458 15,854 1846532 1826040 2245689 2176352 199,512 268,849 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 38,372) 3,894 48,122 -6,859 34,010 -33,365 31,045 7,898 7,327 30,474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 13.7 0.6 75.5 74.7 91.8 89.0 8.2 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424) 94 87 28 152 159 257 263 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 98,226 COMMITMENTS 8,457 9,701 299 80,640 85,028 89,396 95,028 8,830 3,198 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -4,791) -2,273 -215 299 2,002 -1,975 28 -1,891 -4,819 -2,900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 9.9 0.3 82.1 86.6 91.0 96.7 9.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 10 4 1 47 32 57 37 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 14,549 COMMITMENTS 4,085 0 625 5,650 11,225 10,360 11,850 4,189 2,699 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,903) -1,086 0 625 1,798 1,391 1,337 2,016 566 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 0.0 4.3 38.8 77.2 71.2 81.4 28.8 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 1 12 11 16 12 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 307,193 COMMITMENTS 108,968 89,294 6,134 164,355 196,721 279,457 292,149 27,736 15,044 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -2,540) -18,737 15,431 2,614 14,210 -21,498 -1,913 -3,453 -627 913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 29.1 2.0 53.5 64.0 91.0 95.1 9.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 73 50 15 53 69 134 126 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 126,970 COMMITMENTS 73,240 13,888 136 23,798 100,860 97,174 114,884 29,796 12,086 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 18,242) 11,126 -1,118 95 2,906 17,252 14,127 16,229 4,115 2,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.7 10.9 0.1 18.7 79.4 76.5 90.5 23.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 36 11 2 8 16 44 29 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 38,254 COMMITMENTS 13,766 14,609 0 18,545 10,762 32,311 25,371 5,943 12,883 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 2,161) 1,555 4,342 0 1,194 -497 2,749 3,845 -588 -1,684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 38.2 0.0 48.5 28.1 84.5 66.3 15.5 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 17 11 0 16 17 33 28 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,065 COMMITMENTS 15,799 7,848 388 14,772 20,922 30,959 29,158 6,106 7,907 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 7,208) 5,638 2,197 -323 2,376 3,049 7,691 4,923 -483 2,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 21.2 1.0 39.9 56.4 83.5 78.7 16.5 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 14 12 1 16 29 31 41 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 27,717 COMMITMENTS 5,602 314 40 19,486 26,102 25,128 26,456 2,589 1,261 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 1,390) 1,356 314 0 94 1,315 1,450 1,629 -60 -239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 1.1 0.1 70.3 94.2 90.7 95.5 9.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 1 1 16 18 27 20 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 20,575 COMMITMENTS 4,135 1,246 0 10,242 17,817 14,377 19,063 6,198 1,512 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 824) 345 326 0 662 105 1,007 431 -183 393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 6.1 0.0 49.8 86.6 69.9 92.7 30.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 3 0 10 8 18 11 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,944 COMMITMENTS 5,894 931 93 11,134 18,622 17,121 19,646 2,823 298 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 842) 512 405 40 -388 543 164 988 678 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 4.7 0.5 55.8 93.4 85.8 98.5 14.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 13 5 2 7 3 22 8
Updated January 15, 2010