MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,787 COMMITMENTS 3,696 1,282 855 20,594 20,157 25,145 22,294 4,642 7,493 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 386) 50 -24 117 441 367 608 460 -222 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 4.3 2.9 69.1 67.7 84.4 74.8 15.6 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 20 6 10 24 24 45 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 221,078 COMMITMENTS 49,748 47,683 35,950 113,049 104,436 198,747 188,069 22,331 33,009 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 2,506) -1,625 -3,195 2,970 2,055 4,127 3,400 3,902 -894 -1,396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 21.6 16.3 51.1 47.2 89.9 85.1 10.1 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 73 83 85 34 50 162 181 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 269,301 COMMITMENTS 87,964 51,380 34,060 125,610 127,061 247,634 212,501 21,667 56,800 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -3,373) 4,911 -5,206 -5,972 -3,202 8,340 -4,263 -2,838 890 -535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 19.1 12.6 46.6 47.2 92.0 78.9 8.0 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 85 86 72 77 141 202 267 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 13,326 COMMITMENTS 5,220 4,087 2,024 4,276 4,960 11,520 11,071 1,806 2,255 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 101) -371 349 381 -42 451 -32 1,181 133 -1,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 30.7 15.2 32.1 37.2 86.4 83.1 13.6 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 25 31 13 17 36 50 73 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,561 COMMITMENTS 20,592 10,694 3,282 10,086 9,121 33,960 23,097 3,601 14,464 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,179) 9 -602 -7 7 392 9 -217 -1,188 -962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.8 28.5 8.7 26.9 24.3 90.4 61.5 9.6 38.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 37 42 28 30 47 83 104 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 98,867 COMMITMENTS 28,183 26,005 2,284 41,813 54,591 72,280 82,880 26,587 15,987 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -28,408) -15,233 3,488 -4,379 -5,260 -23,729 -24,872 -24,620 -3,536 -3,788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 26.3 2.3 42.3 55.2 73.1 83.8 26.9 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 22 18 5 21 23 45 44 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,488 COMMITMENTS 30,768 19,987 4 6,578 30,010 37,350 50,001 20,138 7,487 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 3,122) 6,208 6,651 -91 -407 -2,197 5,710 4,363 -2,588 -1,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.5 34.8 0.0 11.4 52.2 65.0 87.0 35.0 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 21 10 1 7 11 28 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 120,313 COMMITMENTS 109,318 5,467 67 5,442 113,089 114,827 118,623 5,486 1,690 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 16,246) 15,921 1,374 67 51 15,466 16,039 16,907 207 -661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 90.9 4.5 0.1 4.5 94.0 95.4 98.6 4.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 53 15 2 6 21 60 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 78,111 COMMITMENTS 44,244 24,516 0 18,361 34,475 62,605 58,991 15,506 19,120 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -5,138) -5,719 3,693 0 2,289 -9,545 -3,430 -5,852 -1,708 714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.6 31.4 0.0 23.5 44.1 80.1 75.5 19.9 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 18 22 0 16 21 34 43 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 196,616 COMMITMENTS 88,691 22,771 1,194 76,963 158,417 166,848 182,382 29,768 14,234 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 3,036) 6,391 -3,770 68 646 7,436 7,105 3,734 -4,069 -698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 11.6 0.6 39.1 80.6 84.9 92.8 15.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 38 20 9 21 20 66 42 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 163,586 COMMITMENTS 90,956 48,185 1,636 28,157 74,502 120,749 124,323 42,837 39,263 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 1,112) 12,646 -3,604 -435 -6,425 8,914 5,786 4,875 -4,674 -3,763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.6 29.5 1.0 17.2 45.5 73.8 76.0 26.2 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 51 37 7 30 29 84 70 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 18,330 COMMITMENTS 12,476 3,025 0 3,298 14,437 15,774 17,462 2,556 868 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 576) -445 482 0 1,102 149 657 631 -81 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.1 16.5 0.0 18.0 78.8 86.1 95.3 13.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 14 4 0 5 12 19 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,469,196 COMMITMENTS 2281562 633,991 894,669 5376926 6891336 8553157 8419996 916,039 1049200 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -416,445) 80,131 99,210 -153,528 -106,839 -336,339 -180,236 -390,657 -236,209 -25,788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 6.7 9.4 56.8 72.8 90.3 88.9 9.7 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 71 26 85 128 121 232 213 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 547,659 COMMITMENTS 62,418 77,202 9,422 363,955 351,343 435,795 437,967 111,864 109,692 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -177,468) -9,312 -10,788 -23,260 -80,437 -109,506 -113,009 -143,554 -64,459 -33,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 14.1 1.7 66.5 64.2 79.6 80.0 20.4 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 33 45 15 78 59 122 108 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,083,681 COMMITMENTS 296,219 526,122 25,645 1335954 1299967 1657818 1851734 425,863 231,947 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,005,981) -172,793 -160,676 -125,177 -622,142 -483,672 -920,112 -769,525 -85,869 -236,456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 25.2 1.2 64.1 62.4 79.6 88.9 20.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 69 109 30 96 104 183 225 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 93,695 COMMITMENTS 6,983 43,016 25 79,176 46,913 86,184 89,954 7,511 3,741 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -47,295) -8,367 -398 -1,240 -26,552 -33,586 -36,159 -35,224 -11,136 -12,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 45.9 0.0 84.5 50.1 92.0 96.0 8.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 9 19 1 40 29 50 48 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,689 COMMITMENTS 3,183 6,706 0 18,141 12,649 21,324 19,355 6,365 8,334 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -43,064) -10,648 -8,773 -354 -18,487 -30,155 -29,489 -39,282 -13,575 -3,782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 24.2 0.0 65.5 45.7 77.0 69.9 23.0 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 6 0 17 18 24 24 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 309,092 COMMITMENTS 82,094 159,683 2,476 181,995 126,410 266,565 288,569 42,527 20,523 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -270,632) -32,755 -38,001 -19,660 -199,170 -147,011 -251,585 -204,672 -19,047 -65,960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 51.7 0.8 58.9 40.9 86.2 93.4 13.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 55 64 10 46 53 106 122 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 71,646 COMMITMENTS 40,242 4,622 160 8,883 58,804 49,285 63,586 22,361 8,060 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -820) -383 -438 160 2,880 2,655 2,657 2,377 -3,477 -3,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.2 6.5 0.2 12.4 82.1 68.8 88.8 31.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 25 7 1 8 16 33 24 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,377 COMMITMENTS 1,929 13,199 12 19,381 16,085 21,322 29,296 11,055 3,081 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -27,012) 930 -3,269 -1,968 -18,897 -18,193 -19,935 -23,430 -7,077 -3,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 40.8 0.0 59.9 49.7 65.9 90.5 34.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 20 1 15 21 19 41 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 633,324 COMMITMENTS 64,735 279,769 1,671 557,256 289,186 623,662 570,626 9,662 62,698 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -248,144) -5,125 -12,657 -21,111 -209,402 -173,113 -235,638 -206,881 -12,506 -41,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 44.2 0.3 88.0 45.7 98.5 90.1 1.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 29 119 12 59 74 94 199 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 73,390 COMMITMENTS 13,750 43,321 932 49,841 22,680 64,523 66,933 8,867 6,457 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,465) 755 -201 5 -702 674 58 478 -1,523 -1,943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 59.0 1.3 67.9 30.9 87.9 91.2 12.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 21 18 4 14 21 38 40 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,723 COMMITMENTS 20,289 3,037 0 15,795 24,735 36,084 27,772 9,639 17,951 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 552) 2,251 2,410 0 -453 -187 1,798 2,223 -1,246 -1,671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 6.6 0.0 34.5 54.1 78.9 60.7 21.1 39.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 6 0 15 12 25 18 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 15,441 COMMITMENTS 2,173 9,913 187 11,597 3,914 13,957 14,014 1,484 1,427 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,552) 555 159 -299 101 -191 357 -331 -1,909 -1,221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 64.2 1.2 75.1 25.3 90.4 90.8 9.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 7 1 6 5 13 12 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,290 COMMITMENTS 6,248 262 0 9,273 16,261 15,521 16,523 1,769 767 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,825) -429 123 -22 -761 -1,842 -1,212 -1,741 -613 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 1.5 0.0 53.6 94.0 89.8 95.6 10.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 2 0 5 5 15 7 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 03/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 21,279 COMMITMENTS 1,807 3,044 139 15,682 11,520 17,628 14,703 3,651 6,576 CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -580) 200 -1,050 0 888 329 1,088 -721 -1,668 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 14.3 0.7 73.7 54.1 82.8 69.1 17.2 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 6 3 14 17 22 24
Updated March 28, 2008