E X P I R A T I O N    C A L E N D A R

F E B R U A R Y   2 0 1 2

FN  first notice day             LT  last trading day         LTO  option expiration


M o n d a y

T u e s d a y

W e d n e s d a y

T h u r s d a y

F r i d a y
   
1
LTO: Mar Ldn Wht Sugar

2

FN: Feb LCattle/NY Ht Oil/NYrbob
LT: Jan Butter/Milk
LTO: Jan Butter/Milk
3
LTO: Feb Austral 90-day Bills Can$.Currencies/LCattle
ICE Gas Oil/Mx Peso
US$/ Mar ICE Cocoa
6
FN: Feb LCattle

7


8
LT: Mar Sugar-16
9
FN: Mar Sugar-16
LT: Feb CME,SGX Nikkei
LTO: Feb OSE,SGX Nikkei/TOPIX
Mar ICE Brent Crude
10
LT: Feb ICE Gas Oil
LTO: Feb Euro$/Euroyen TIBOR/Swaps
Mar Cotton/ICE Coffee
13
LT: Feb BAX/Euro$/Mx Peso
LTO: Feb Euribor
14
LT: Feb Hogs
Mar ICE Brent Crude/Ldn Wht Sugar
LTO: Feb Hogs
15
FN: Mar ICE Cocoa/Ldn Wht Sugar
LT: Feb R Ruble/SP- GSCI/Sht Sterling
LTO: Feb Austral Bonds/R Ruble/Sht Sterling/SP-GSCI
Mar ICE WTI Crude/Ldn Coffee/NY Crude Lt/NY Platinum & Palladium/Sugar-11
16
LTO: Feb S&P Can 60
17
LT: Feb CAC 40/IBEX/Single Stocks
Mar ICE WTI Crude
LTO: Feb Feb CAC 40/DAX/Dow/CME Nikkei/FTSE 100/IBEX/E-mini S&P 500, NASDAQ/NASDAQ/Russell S&P 500/SMI
Mar CGB/OJ
20

21
FN: Mar ICE Coffee
LT: Mar NY Crude Lt
22
LTO: Mar Long Gilt
23
FN: Mar Cotton/NY Crude Lt
LT: Feb TOCOM Rubber
LTO: Mar Copper/NY Gold & Silver
24
LT: Feb TOCOM Alum, Gold, Palladium, Platinum, Silver
Mar TOCOM Gas & Kerosene
LTO: Mar 2Yr,5Yr,10Yr Notes/Bonds/Canola/Corn Euro Bobl/ Euro Bund/Euro Schatz/ICE Barley/ICE Nat Gas/NY Ht Oil, RBOB & Nat Gas/Chi, KC,MN Sht/Oats/Rice Soybeans/Soymeal/Soyoil
27
FN: Mar CGB
LT: Feb Copper/NY Gold,Silver,Platinum7 Palladium
Mar NY Nat Gas
28
FN: Mar Long Gilt/NY Nat Gas
LT: Feb Hang Seng/H- shares
Mar ICE Nat Gas
LTO: Feb Hang Seng/H- shares
29
FN: Mar Bonds/Canola/2Yr,3Yr,5Yr,10Yr Notes/Copper/Corn/ICE Barley/Chi,KC,MN Wht/NY Gold, Silver, Platinum & Palladium/Oats/Rice Soybeans/Soymeal/Soyoil
LT: Feb Fed funds/LCattle/TOCOM Crude Oil
Mar Braz. Real/NY Ht Oil/NY RBOB/SICOM Rubber/Sugar-11


Continued from 29th:
LTO: Feb Funds
Mar Braz. Real/JGB/Ldn Cocoa/Lumber


This information is not to be construed as an offer to sell or a solicitation or an offer to buy the commodities herein named. The factual information of this report has been obtained from sources believed to be reliable, but is not necessarily all-inclusive and is not guaranteed as to the accuracy, and is not to be construed as representation by our firm. The risk of trading futures and options can be substantial. Each investor must consider whether this is a suitable investment. Past performance isnot indicative of future results.