CFTC Commitments of Traders Long Report - CME (Combined) MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 41,124: 2,692 5,721 7,512 25,480 19,554 35,684 32,787: 5,440 8,337 Old : 41,124: 2,692 5,721 7,512 25,480 19,554 35,684 32,787: 5,440 8,337 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 2,861: 218 102 1,054 1,928 1,041 3,200 2,196: -338 665 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 13.9 18.3 62.0 47.5 86.8 79.7: 13.2 20.3 Old : 100.0: 6.5 13.9 18.3 62.0 47.5 86.8 79.7: 13.2 20.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 75: 20 15 24 33 27 60 59: Old : 75: 20 15 24 33 27 60 59: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.7 31.4 49.7 44.4 37.3 30.3 46.3 43.3 Old : 37.7 31.4 49.7 44.4 37.3 30.3 46.3 43.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 224,255: 55,199 12,745 52,656 91,107 124,194 198,963 189,594: 25,292 34,661 Old : 220,083: 54,233 12,927 51,957 89,506 121,088 195,697 185,972: 24,386 34,110 Other: 4,172: 1,160 12 505 1,601 3,105 3,266 3,622: 906 550 : : : : : Changes in Commitments from: January 19, 2010 : : -2,490: -3,000 -846 1,115 298 -2,649 -1,586 -2,380: -903 -110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 5.7 23.5 40.6 55.4 88.7 84.5: 11.3 15.5 Old : 100.0: 24.6 5.9 23.6 40.7 55.0 88.9 84.5: 11.1 15.5 Other: 100.0: 27.8 0.3 12.1 38.4 74.4 78.3 86.8: 21.7 13.2 : : : :# Traders : Number of Traders in Each Category : All : 224: 92 48 80 48 57 183 159: Old : 223: 88 51 80 47 57 181 159: Other: 50: 21 6 13 9 17 35 31: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.1 34.7 29.5 43.5 18.0 34.0 29.1 40.2 Old : 18.4 35.1 29.5 43.3 18.3 33.9 29.0 40.0 Other: 47.5 48.4 57.4 65.4 45.4 48.4 54.4 64.3 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 345,665: 119,080 30,583 69,493 131,181 179,020 319,753 279,096: 25,912 66,569 Old : 345,665: 119,080 30,583 69,493 131,181 179,020 319,753 279,096: 25,912 66,569 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 1,314: -1,440 -3,313 3,452 -265 989 1,747 1,127: -433 187 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.4 8.8 20.1 38.0 51.8 92.5 80.7: 7.5 19.3 Old : 100.0: 34.4 8.8 20.1 38.0 51.8 92.5 80.7: 7.5 19.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 412: 127 77 99 101 179 277 317: Old : 412: 127 77 99 101 179 277 317: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.7 16.3 26.7 23.2 16.6 13.8 26.5 20.0 Old : 16.7 16.3 26.7 23.2 16.6 13.8 26.5 20.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 10,870: 4,067 1,147 1,870 2,956 6,235 8,893 9,253: 1,977 1,618 Old : 10,870: 4,067 1,147 1,870 2,956 6,235 8,893 9,253: 1,977 1,618 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 421: -22 -226 306 116 192 399 272: 22 149 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.4 10.6 17.2 27.2 57.4 81.8 85.1: 18.2 14.9 Old : 100.0: 37.4 10.6 17.2 27.2 57.4 81.8 85.1: 18.2 14.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 85: 30 17 13 15 30 54 54: Old : 85: 30 17 13 15 30 54 54: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.5 24.2 47.8 40.3 31.5 24.2 46.3 38.4 Old : 31.5 24.2 47.8 40.3 31.5 24.2 46.3 38.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 37,785: 13,331 5,059 7,560 11,307 10,778 32,199 23,396: 5,586 14,388 Old : 37,785: 13,331 5,059 7,560 11,307 10,778 32,199 23,396: 5,586 14,388 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 3,092: 1,290 -1,304 2,014 -306 1,113 2,997 1,823: 95 1,270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.3 13.4 20.0 29.9 28.5 85.2 61.9: 14.8 38.1 Old : 100.0: 35.3 13.4 20.0 29.9 28.5 85.2 61.9: 14.8 38.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 147: 36 38 40 40 52 106 106: Old : 147: 36 38 40 40 52 106 106: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.2 11.7 33.0 20.0 21.2 11.0 31.9 17.7 Old : 21.2 11.7 33.0 20.0 21.2 11.0 31.9 17.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF RUB 2,500,000) : : : : All : 17,936: 2,785 209 30 10,561 17,455 13,376 17,694: 4,560 242 Old : 17,936: 2,785 209 30 10,561 17,455 13,376 17,694: 4,560 242 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 759: -272 209 -30 836 541 534 720: 225 39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 1.2 0.2 58.9 97.3 74.6 98.7: 25.4 1.3 Old : 100.0: 15.5 1.2 0.2 58.9 97.3 74.6 98.7: 25.4 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 6 1 1 8 11 14 13: Old : 20: 6 1 1 8 11 14 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.9 84.5 67.1 93.5 39.0 69.3 48.8 74.1 Old : 49.9 84.5 67.1 93.5 39.0 69.3 48.8 74.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CAD 100,000) : : : : All : 106,724: 36,164 8,412 6,140 22,032 73,658 64,336 88,210: 42,388 18,514 Old : 106,724: 36,164 8,412 6,140 22,032 73,658 64,336 88,210: 42,388 18,514 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : -24,733: -22,039 -2,249 2,090 689 -22,624 -19,259 -22,783: -5,474 -1,951 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 7.9 5.8 20.6 69.0 60.3 82.7: 39.7 17.3 Old : 100.0: 33.9 7.9 5.8 20.6 69.0 60.3 82.7: 39.7 17.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 80: 32 12 14 22 29 58 51: Old : 80: 32 12 14 22 29 58 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.2 34.3 30.5 51.1 19.2 33.4 30.5 48.0 Old : 19.2 34.3 30.5 51.1 19.2 33.4 30.5 48.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CHF 125,000) : : : : All : 36,912: 12,164 6,715 1,625 11,134 15,401 24,923 23,741: 11,989 13,171 Old : 36,912: 12,164 6,715 1,625 11,134 15,401 24,923 23,741: 11,989 13,171 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : -3,260: -4,852 3,405 19 4,810 -10,521 -22 -7,096: -3,238 3,836 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 18.2 4.4 30.2 41.7 67.5 64.3: 32.5 35.7 Old : 100.0: 33.0 18.2 4.4 30.2 41.7 67.5 64.3: 32.5 35.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 14 7 5 8 9 23 20: Old : 34: 14 7 5 8 9 23 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.2 36.2 44.8 48.7 30.7 36.2 42.9 48.7 Old : 32.2 36.2 44.8 48.7 30.7 36.2 42.9 48.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF MXN 500,000) : : : : All : 97,411: 67,133 8,983 229 23,785 86,156 91,147 95,368: 6,264 2,043 Old : 97,411: 67,133 8,983 229 23,785 86,156 91,147 95,368: 6,264 2,043 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : -14,976: -19,957 1,145 -4 6,780 -16,372 -13,181 -15,231: -1,795 255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.9 9.2 0.2 24.4 88.4 93.6 97.9: 6.4 2.1 Old : 100.0: 68.9 9.2 0.2 24.4 88.4 93.6 97.9: 6.4 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 92: 48 14 2 17 19 66 34: Old : 92: 48 14 2 17 19 66 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 65.7 66.1 82.1 48.5 65.4 66.0 81.3 Old : 48.6 65.7 66.1 82.1 48.5 65.4 66.0 81.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF GBP 62,500) : : : : All : 93,414: 15,029 42,374 3,746 55,999 22,881 74,775 69,002: 18,640 24,413 Old : 93,414: 15,029 42,374 3,746 55,999 22,881 74,775 69,002: 18,640 24,413 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 3,915: -6,535 1,337 217 13,155 4,682 6,837 6,237: -2,922 -2,321 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 45.4 4.0 59.9 24.5 80.0 73.9: 20.0 26.1 Old : 100.0: 16.1 45.4 4.0 59.9 24.5 80.0 73.9: 20.0 26.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 74: 15 30 10 18 20 40 53: Old : 74: 15 30 10 18 20 40 53: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.4 28.7 51.5 39.0 36.6 28.6 49.2 38.9 Old : 37.4 28.7 51.5 39.0 36.6 28.6 49.2 38.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 12,500,000) : : : : All : 133,024: 28,308 31,110 9,640 70,350 61,635 108,298 102,384: 24,726 30,639 Old : 133,024: 28,308 31,110 9,640 70,350 61,635 108,298 102,384: 24,726 30,639 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : -644: 4,932 -8,422 1,525 -11,947 8,475 -5,490 1,578: 4,846 -2,222 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.3 23.4 7.2 52.9 46.3 81.4 77.0: 18.6 23.0 Old : 100.0: 21.3 23.4 7.2 52.9 46.3 81.4 77.0: 18.6 23.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 90: 26 33 24 18 25 58 68: Old : 90: 26 33 24 18 25 58 68: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 34.9 55.9 49.0 38.3 34.6 50.2 42.2 Old : 43.9 34.9 55.9 49.0 38.3 34.6 50.2 42.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 226,485: 32,402 68,799 31,095 113,551 75,708 177,047 175,601: 49,438 50,884 Old : 226,485: 32,402 68,799 31,095 113,551 75,708 177,047 175,601: 49,438 50,884 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 31,476: -3,724 9,545 9,385 29,001 9,874 34,662 28,804: -3,186 2,672 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 30.4 13.7 50.1 33.4 78.2 77.5: 21.8 22.5 Old : 100.0: 14.3 30.4 13.7 50.1 33.4 78.2 77.5: 21.8 22.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 155: 45 56 46 36 37 107 113: Old : 155: 45 56 46 36 37 107 113: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.1 19.8 44.3 30.3 35.6 19.1 41.2 28.4 Old : 37.1 19.8 44.3 30.3 35.6 19.1 41.2 28.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF NZD 100,000) : : : : All : 21,440: 16,005 7,534 0 2,762 12,630 18,767 20,164: 2,673 1,276 Old : 21,440: 16,005 7,534 0 2,762 12,630 18,767 20,164: 2,673 1,276 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : -5,477: -6,392 1,493 0 1,544 -7,034 -4,848 -5,541: -629 64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 35.1 0.0 12.9 58.9 87.5 94.0: 12.5 6.0 Old : 100.0: 74.7 35.1 0.0 12.9 58.9 87.5 94.0: 12.5 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 12 9 0 6 9 18 18: Old : 35: 12 9 0 6 9 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 59.6 76.9 83.4 61.9 59.6 76.9 82.3 Old : 61.9 59.6 76.9 83.4 61.9 59.6 76.9 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All :12,736,578: 1,581,565 303,420 4,235,283 6,006,001 7,199,951 11,822,848 11,738,653: 913,730 997,925 Old :12,736,578: 1,581,565 303,420 4,235,283 6,006,001 7,199,951 11,822,848 11,738,653: 913,730 997,925 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 575,347: 154,644 3,433 140,953 258,762 432,532 554,358 576,917: 20,989 -1,570 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 2.4 33.3 47.2 56.5 92.8 92.2: 7.2 7.8 Old : 100.0: 12.4 2.4 33.3 47.2 56.5 92.8 92.2: 7.2 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 288: 76 62 116 136 136 272 262: Old : 288: 76 62 116 136 136 272 262: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.8 25.0 32.0 37.0 16.2 16.2 21.9 19.1 Old : 20.8 25.0 32.0 37.0 16.2 16.2 21.9 19.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 440,054: 28,443 48,188 31,787 279,781 308,386 340,012 388,361: 100,043 51,693 Old : 440,054: 28,443 48,188 31,787 279,781 308,386 340,012 388,361: 100,043 51,693 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 37,898: 1,665 17,695 7,603 27,689 7,335 36,957 32,633: 941 5,265 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 11.0 7.2 63.6 70.1 77.3 88.3: 22.7 11.7 Old : 100.0: 6.5 11.0 7.2 63.6 70.1 77.3 88.3: 22.7 11.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 156: 33 18 30 87 70 130 108: Old : 156: 33 18 30 87 70 130 108: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.6 27.9 24.7 41.5 15.7 27.7 21.7 41.1 Old : 17.6 27.9 24.7 41.5 15.7 27.7 21.7 41.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($50 X S&P 500 INDEX) : : : : All : 2,801,131: 503,932 402,190 90,319 1,976,483 2,023,793 2,570,733 2,516,302: 230,398 284,830 Old : 2,801,131: 503,932 402,190 90,319 1,976,483 2,023,793 2,570,733 2,516,302: 230,398 284,830 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 203,247: 106,646 60,462 31,987 34,805 111,942 173,439 204,390: 29,808 -1,143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 14.4 3.2 70.6 72.2 91.8 89.8: 8.2 10.2 Old : 100.0: 18.0 14.4 3.2 70.6 72.2 91.8 89.8: 8.2 10.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 450: 105 95 72 170 170 309 304: Old : 450: 105 95 72 170 170 309 304: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.9 19.2 31.0 26.7 19.9 16.3 28.4 23.6 Old : 19.9 19.2 31.0 26.7 19.9 16.3 28.4 23.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 101,574: 11,351 8,852 0 80,289 89,938 91,640 98,790: 9,934 2,784 Old : 101,574: 11,351 8,852 0 80,289 89,938 91,640 98,790: 9,934 2,784 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 3,327: 2,180 -847 0 1,432 4,145 3,612 3,298: -284 29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 8.7 0.0 79.0 88.5 90.2 97.3: 9.8 2.7 Old : 100.0: 11.2 8.7 0.0 79.0 88.5 90.2 97.3: 9.8 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 78: 11 3 0 45 31 56 34: Old : 78: 11 3 0 45 31 56 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.0 58.6 48.8 76.2 25.9 55.6 39.2 68.3 Old : 33.0 58.6 48.8 76.2 25.9 55.6 39.2 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 INDEX X $100) : : : : All : 15,501: 1,259 661 626 9,594 11,625 11,479 12,912: 4,022 2,589 Old : 15,501: 1,259 661 626 9,594 11,625 11,479 12,912: 4,022 2,589 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : -180: -4,399 456 -1 4,402 -440 2 15: -182 -195 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 4.3 4.0 61.9 75.0 74.1 83.3: 25.9 16.7 Old : 100.0: 8.1 4.3 4.0 61.9 75.0 74.1 83.3: 25.9 16.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 2 1 14 11 17 14: Old : 27: 3 2 1 14 11 17 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.0 54.4 60.2 73.9 34.1 42.9 48.2 60.3 Old : 42.0 54.4 60.2 73.9 34.1 42.9 48.2 60.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 STOCK INDEX X $20) : : : : All : 368,168: 115,052 84,113 9,971 217,994 257,532 343,017 351,616: 25,151 16,552 Old : 368,168: 115,052 84,113 9,971 217,994 257,532 343,017 351,616: 25,151 16,552 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 20,636: -24,088 -6,072 3,279 45,570 22,482 24,761 19,689: -4,125 948 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 22.8 2.7 59.2 69.9 93.2 95.5: 6.8 4.5 Old : 100.0: 31.2 22.8 2.7 59.2 69.9 93.2 95.5: 6.8 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 228: 70 44 13 66 68 142 119: Old : 228: 70 44 13 66 68 142 119: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.2 35.8 36.5 47.9 23.5 35.0 32.8 46.7 Old : 26.2 35.8 36.5 47.9 23.5 35.0 32.8 46.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF AUD 100,000) : : : : All : 118,067: 61,011 15,459 3,933 24,714 85,449 89,658 104,841: 28,408 13,225 Old : 118,067: 61,011 15,459 3,933 24,714 85,449 89,658 104,841: 28,408 13,225 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : -20,351: -16,325 1,435 517 -383 -23,298 -16,191 -21,347: -4,159 996 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 13.1 3.3 20.9 72.4 75.9 88.8: 24.1 11.2 Old : 100.0: 51.7 13.1 3.3 20.9 72.4 75.9 88.8: 24.1 11.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 63: 25 15 10 13 17 43 37: Old : 63: 25 15 10 13 17 43 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.3 51.0 53.0 69.9 36.3 50.5 52.0 68.1 Old : 36.3 51.0 53.0 69.9 36.3 50.5 52.0 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X $5.00) : : : : All : 41,755: 15,376 13,224 0 20,773 15,295 36,149 28,519: 5,606 13,236 Old : 41,755: 15,376 13,224 0 20,773 15,295 36,149 28,519: 5,606 13,236 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 1,627: 691 -1,921 0 1,759 3,528 2,450 1,607: -823 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.8 31.7 0.0 49.7 36.6 86.6 68.3: 13.4 31.7 Old : 100.0: 36.8 31.7 0.0 49.7 36.6 86.6 68.3: 13.4 31.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 59: 18 10 0 21 18 39 28: Old : 59: 18 10 0 21 18 39 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.0 36.6 55.3 48.2 34.6 32.8 46.4 41.7 Old : 43.0 36.6 55.3 48.2 34.6 32.8 46.4 41.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X JPY 500) : : : : All : 42,850: 15,390 5,659 1,877 17,305 31,856 34,572 39,392: 8,278 3,458 Old : 42,850: 15,390 5,659 1,877 17,305 31,856 34,572 39,392: 8,278 3,458 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 6,609: 2,156 -2,373 1,389 303 10,209 3,848 9,225: 2,761 -2,616 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.9 13.2 4.4 40.4 74.3 80.7 91.9: 19.3 8.1 Old : 100.0: 35.9 13.2 4.4 40.4 74.3 80.7 91.9: 19.3 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 65: 16 9 2 18 29 35 39: Old : 65: 16 9 2 18 29 35 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.9 32.5 47.0 48.7 24.7 27.7 35.4 41.8 Old : 31.9 32.5 47.0 48.7 24.7 27.7 35.4 41.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (MSCI EAFE INDEX X $50) : : : : All : 28,336: 5,442 0 40 20,478 27,034 25,960 27,074: 2,376 1,262 Old : 28,336: 5,442 0 40 20,478 27,034 25,960 27,074: 2,376 1,262 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : 668: -484 -347 0 883 1,215 399 868: 269 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.2 0.0 0.1 72.3 95.4 91.6 95.5: 8.4 4.5 Old : 100.0: 19.2 0.0 0.1 72.3 95.4 91.6 95.5: 8.4 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 11 0 1 16 18 27 19: Old : 41: 11 0 1 16 18 27 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 73.4 68.6 84.4 53.1 73.4 66.3 83.0 Old : 55.2 73.4 68.6 84.4 53.1 73.4 66.3 83.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (MSCI INDEX X $50) : : : : All : 19,859: 3,772 920 40 9,972 17,620 13,784 18,580: 6,075 1,279 Old : 19,859: 3,772 920 40 9,972 17,620 13,784 18,580: 6,075 1,279 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : -230: -278 -237 0 380 -54 102 -291: -332 61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.0 4.6 0.2 50.2 88.7 69.4 93.6: 30.6 6.4 Old : 100.0: 19.0 4.6 0.2 50.2 88.7 69.4 93.6: 30.6 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 8 2 1 11 7 19 10: Old : 26: 8 2 1 11 7 19 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 85.1 54.7 92.5 45.5 85.1 53.8 92.3 Old : 46.4 85.1 54.7 92.5 45.5 85.1 53.8 92.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 17,376: 4,123 318 21 11,025 16,551 15,169 16,890: 2,207 486 Old : 17,376: 4,123 318 21 11,025 16,551 15,169 16,890: 2,207 486 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2010 : : -1,774: -839 3 6 -405 -1,832 -1,238 -1,823: -536 49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 1.8 0.1 63.4 95.3 87.3 97.2: 12.7 2.8 Old : 100.0: 23.7 1.8 0.1 63.4 95.3 87.3 97.2: 12.7 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 10 3 2 7 1 18 5: Old : 21: 10 3 2 7 1 18 5: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.4 97.2 72.2 97.2 60.4 97.1 72.2 97.1 Old : 60.4 97.2 72.2 97.2 60.4 97.1 72.2 97.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Updated January 29, 2010