MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 33,208: 3,063 6,418 1,193 25,647 17,275 29,903 24,886: 3,305 8,322 Old : 33,208: 3,063 6,418 1,193 25,647 17,275 29,903 24,886: 3,305 8,322 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : -4,451: 110 -1,629 -648 -3,494 -1,668 -4,032 -3,945: -419 -506 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 19.3 3.6 77.2 52.0 90.0 74.9: 10.0 25.1 Old : 100.0: 9.2 19.3 3.6 77.2 52.0 90.0 74.9: 10.0 25.1 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 : 67: 7 23 11 24 21 36 51: Old : 67: 7 23 11 24 21 36 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 : 53.2 25.7 65.2 39.3 53.2 21.1 64.2 34.6 Old : 53.2 25.7 65.2 39.3 53.2 21.1 64.2 34.6 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 118,956: 26,577 28,367 20,023 54,176 49,300 100,776 97,690: 18,180 21,266 Old : 116,360: 25,916 27,999 19,838 53,371 48,082 99,125 95,919: 17,235 20,441 Other: 2,596: 765 472 81 805 1,218 1,651 1,771: 945 825 : : : : : Changes in Commitments from: February 24, 2009 : : 2,882: 804 44 -2,598 3,229 6,499 1,435 3,945: 1,447 -1,063 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 23.8 16.8 45.5 41.4 84.7 82.1: 15.3 17.9 Old : 100.0: 22.3 24.1 17.0 45.9 41.3 85.2 82.4: 14.8 17.6 Other: 100.0: 29.5 18.2 3.1 31.0 46.9 63.6 68.2: 36.4 31.8 : : : :# Traders : Number of Traders in Each Category : All : 178: 51 61 61 42 38 126 135: Old : 178: 51 62 61 42 38 126 135: Other: 36: 9 9 1 11 11 20 21: :---------------------------------------------------------------------------------------------------- : 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 : 23.1 23.0 37.8 33.4 20.6 19.1 31.9 27.3 Old : 23.5 23.2 38.1 33.4 21.0 19.1 31.9 27.2 Other: 43.1 33.2 54.9 52.5 43.1 33.2 52.9 52.5 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 202,827: 50,518 51,351 35,712 100,083 78,880 186,313 165,943: 16,514 36,884 Old : 202,827: 50,518 51,351 35,712 100,083 78,880 186,313 165,943: 16,514 36,884 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : -2,151: -552 3,111 -3,367 2,225 357 -1,694 101: -457 -2,252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 25.3 17.6 49.3 38.9 91.9 81.8: 8.1 18.2 Old : 100.0: 24.9 25.3 17.6 49.3 38.9 91.9 81.8: 8.1 18.2 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 : 308: 63 86 82 62 114 172 251: Old : 308: 63 86 82 62 114 172 251: 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 : 20.2 10.4 34.5 17.7 19.2 10.4 33.0 17.3 Old : 20.2 10.4 34.5 17.7 19.2 10.4 33.0 17.3 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 7,757: 2,309 3,586 659 3,265 1,662 6,233 5,907: 1,524 1,850 Old : 7,757: 2,309 3,586 659 3,265 1,662 6,233 5,907: 1,524 1,850 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : -380: -408 -126 -321 333 292 -396 -155: 16 -225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 46.2 8.5 42.1 21.4 80.4 76.2: 19.6 23.8 Old : 100.0: 29.8 46.2 8.5 42.1 21.4 80.4 76.2: 19.6 23.8 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 : 72: 20 26 8 16 17 39 49: Old : 72: 20 26 8 16 17 39 49: 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 : 33.8 29.8 52.9 44.4 32.6 29.8 48.8 42.3 Old : 33.8 29.8 52.9 44.4 32.6 29.8 48.8 42.3 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 22,192: 6,160 4,821 2,992 7,205 3,378 16,357 11,191: 5,835 11,001 Old : 22,192: 6,160 4,821 2,992 7,205 3,378 16,357 11,191: 5,835 11,001 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 406: 127 836 -294 446 -695 279 -153: 127 559 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 21.7 13.5 32.5 15.2 73.7 50.4: 26.3 49.6 Old : 100.0: 27.8 21.7 13.5 32.5 15.2 73.7 50.4: 26.3 49.6 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 : 104: 19 34 24 27 26 65 71: Old : 104: 19 34 24 27 26 65 71: 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 : 15.9 12.9 28.2 19.4 15.4 9.6 26.5 15.0 Old : 15.9 12.9 28.2 19.4 15.4 9.6 26.5 15.0 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 17,989: 525 834 0 17,094 15,538 17,619 16,372: 370 1,617 Old : 17,989: 525 834 0 17,094 15,538 17,619 16,372: 370 1,617 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 1,118: -5 0 0 1,138 1,038 1,133 1,038: -15 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 4.6 0.0 95.0 86.4 97.9 91.0: 2.1 9.0 Old : 100.0: 2.9 4.6 0.0 95.0 86.4 97.9 91.0: 2.1 9.0 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 : 21: 3 3 0 11 6 14 9: Old : 21: 3 3 0 11 6 14 9: 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 : 77.1 83.5 91.9 90.1 75.3 83.5 90.1 89.2 Old : 77.1 83.5 91.9 90.1 75.3 83.5 90.1 89.2 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 83,768: 11,859 30,872 1,175 41,105 27,566 54,139 59,613: 29,629 24,155 Old : 83,768: 11,859 30,872 1,175 41,105 27,566 54,139 59,613: 29,629 24,155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 9,330: 2,817 8,865 -5 4,699 -2,036 7,511 6,824: 1,819 2,506 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 36.9 1.4 49.1 32.9 64.6 71.2: 35.4 28.8 Old : 100.0: 14.2 36.9 1.4 49.1 32.9 64.6 71.2: 35.4 28.8 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 : 64: 15 25 6 15 18 32 47: Old : 64: 15 25 6 15 18 32 47: 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 : 41.3 33.3 50.3 43.7 37.8 33.3 46.8 43.7 Old : 41.3 33.3 50.3 43.7 37.8 33.3 46.8 43.7 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 36,848: 4,253 17,163 471 21,273 3,247 25,997 20,881: 10,851 15,967 Old : 36,848: 4,253 17,163 471 21,273 3,247 25,997 20,881: 10,851 15,967 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 2,975: -884 838 186 3,330 -362 2,632 662: 343 2,313 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 46.6 1.3 57.7 8.8 70.6 56.7: 29.4 43.3 Old : 100.0: 11.5 46.6 1.3 57.7 8.8 70.6 56.7: 29.4 43.3 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 : 38: 10 17 5 7 5 21 23: Old : 38: 10 17 5 7 5 21 23: 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 : 53.6 25.0 60.8 39.7 53.6 24.7 60.8 39.4 Old : 53.6 25.0 60.8 39.7 53.6 24.7 60.8 39.4 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 48,835: 4,750 22,011 197 42,045 20,918 46,992 43,126: 1,843 5,709 Old : 48,835: 4,750 22,011 197 42,045 20,918 46,992 43,126: 1,843 5,709 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 2,780: -540 2,441 72 3,087 45 2,619 2,558: 161 222 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 45.1 0.4 86.1 42.8 96.2 88.3: 3.8 11.7 Old : 100.0: 9.7 45.1 0.4 86.1 42.8 96.2 88.3: 3.8 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 : 75: 7 49 3 9 11 19 61: Old : 75: 7 49 3 9 11 19 61: 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 : 85.7 35.0 92.5 50.9 84.7 34.9 91.5 50.8 Old : 85.7 35.0 92.5 50.9 84.7 34.9 91.5 50.8 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 94,175: 14,845 40,294 64 51,539 29,093 66,448 69,451: 27,727 24,724 Old : 94,175: 14,845 40,294 64 51,539 29,093 66,448 69,451: 27,727 24,724 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 8,073: 4,246 1,413 -11 4,032 6,721 8,267 8,123: -194 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.8 42.8 0.1 54.7 30.9 70.6 73.7: 29.4 26.3 Old : 100.0: 15.8 42.8 0.1 54.7 30.9 70.6 73.7: 29.4 26.3 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 : 63: 12 28 3 17 16 31 45: Old : 63: 12 28 3 17 16 31 45: 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 : 39.0 30.9 50.3 43.4 38.7 30.3 48.6 42.0 Old : 39.0 30.9 50.3 43.4 38.7 30.3 48.6 42.0 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 110,223: 46,618 26,548 302 48,202 55,160 95,122 82,010: 15,101 28,213 Old : 110,223: 46,618 26,548 302 48,202 55,160 95,122 82,010: 15,101 28,213 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 1,518: -644 7,921 -99 4,585 -7,565 3,842 257: -2,324 1,261 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.3 24.1 0.3 43.7 50.0 86.3 74.4: 13.7 25.6 Old : 100.0: 42.3 24.1 0.3 43.7 50.0 86.3 74.4: 13.7 25.6 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 26 4 25 17 49 43: Old : 75: 20 26 4 25 17 49 43: 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 : 30.5 43.6 46.0 53.3 30.2 42.4 45.6 52.0 Old : 30.5 43.6 46.0 53.3 30.2 42.4 45.6 52.0 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 183,858: 34,175 53,606 954 110,616 91,184 145,745 145,744: 38,113 38,114 Old : 183,858: 34,175 53,606 954 110,616 91,184 145,745 145,744: 38,113 38,114 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 16,955: 974 10,324 87 15,803 3,888 16,864 14,299: 91 2,656 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 29.2 0.5 60.2 49.6 79.3 79.3: 20.7 20.7 Old : 100.0: 18.6 29.2 0.5 60.2 49.6 79.3 79.3: 20.7 20.7 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 : 119: 42 40 15 20 28 67 78: Old : 119: 42 40 15 20 28 67 78: 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 : 47.3 43.1 55.5 51.8 47.2 41.3 55.3 49.4 Old : 47.3 43.1 55.5 51.8 47.2 41.3 55.3 49.4 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 15,870: 2,139 8,907 0 11,336 4,788 13,475 13,695: 2,395 2,175 Old : 15,870: 2,139 8,907 0 11,336 4,788 13,475 13,695: 2,395 2,175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 2,180: -22 816 0 2,504 1,191 2,482 2,007: -302 173 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 56.1 0.0 71.4 30.2 84.9 86.3: 15.1 13.7 Old : 100.0: 13.5 56.1 0.0 71.4 30.2 84.9 86.3: 15.1 13.7 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 : 29: 2 13 0 10 6 12 19: Old : 29: 2 13 0 10 6 12 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 : 49.4 56.8 73.2 75.5 49.4 56.8 72.5 75.5 Old : 49.4 56.8 73.2 75.5 49.4 56.8 72.5 75.5 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 6,988,892: 886,432 506,558 449,853 4,741,458 5,277,114 6,077,743 6,233,525: 911,149 755,367 Old : 6,988,892: 886,432 506,558 449,853 4,741,458 5,277,114 6,077,743 6,233,525: 911,149 755,367 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 54,676: -14,673 -9,572 15,980 23,425 99,355 24,732 105,763: 29,944 -51,087 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 7.2 6.4 67.8 75.5 87.0 89.2: 13.0 10.8 Old : 100.0: 12.7 7.2 6.4 67.8 75.5 87.0 89.2: 13.0 10.8 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 : 224: 65 36 74 106 103 207 185: Old : 224: 65 36 74 106 103 207 185: 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 : 32.4 40.8 41.6 52.8 31.3 34.9 38.4 43.3 Old : 32.4 40.8 41.6 52.8 31.3 34.9 38.4 43.3 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 621,547: 49,463 84,705 2,163 402,183 480,194 453,809 567,062: 167,738 54,485 Old : 621,547: 49,463 84,705 2,163 402,183 480,194 453,809 567,062: 167,738 54,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 14,495: 2,257 7,273 -1,617 -4,179 6,970 -3,539 12,626: 18,034 1,869 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 13.6 0.3 64.7 77.3 73.0 91.2: 27.0 8.8 Old : 100.0: 8.0 13.6 0.3 64.7 77.3 73.0 91.2: 27.0 8.8 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 : 163: 31 25 13 78 63 117 93: Old : 163: 31 25 13 78 63 117 93: 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 : 21.0 29.1 31.2 47.0 20.4 28.8 30.4 46.7 Old : 21.0 29.1 31.2 47.0 20.4 28.8 30.4 46.7 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 3,306,527: 721,734 326,304 49,940 2,311,415 2,452,116 3,083,089 2,828,360: 223,438 478,167 Old : 3,306,527: 721,734 326,304 49,940 2,311,415 2,452,116 3,083,089 2,828,360: 223,438 478,167 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 207,448: 51,785 16,938 4,200 183,203 159,681 239,188 180,819: -31,740 26,629 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 9.9 1.5 69.9 74.2 93.2 85.5: 6.8 14.5 Old : 100.0: 21.8 9.9 1.5 69.9 74.2 93.2 85.5: 6.8 14.5 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 : 426: 95 106 41 152 149 266 277: Old : 426: 95 106 41 152 149 266 277: 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 : 22.4 22.5 33.8 32.8 20.0 19.8 31.2 29.6 Old : 22.4 22.5 33.8 32.8 20.0 19.8 31.2 29.6 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 119,053: 15,030 10,853 792 96,454 103,883 112,276 115,528: 6,777 3,525 Old : 119,053: 15,030 10,853 792 96,454 103,883 112,276 115,528: 6,777 3,525 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 233: -1,116 -36 792 1,859 276 1,535 1,032: -1,302 -799 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 9.1 0.7 81.0 87.3 94.3 97.0: 5.7 3.0 Old : 100.0: 12.6 9.1 0.7 81.0 87.3 94.3 97.0: 5.7 3.0 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 : 86: 9 7 1 44 37 53 45: Old : 86: 9 7 1 44 37 53 45: 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 : 33.1 55.5 56.9 69.3 29.5 55.5 52.9 68.6 Old : 33.1 55.5 56.9 69.3 29.5 55.5 52.9 68.6 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 32,776: 2,260 6,424 100 21,759 23,735 24,119 30,259: 8,657 2,517 Old : 32,776: 2,260 6,424 100 21,759 23,735 24,119 30,259: 8,657 2,517 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 171: -125 -377 0 -224 1,149 -349 772: 520 -601 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 19.6 0.3 66.4 72.4 73.6 92.3: 26.4 7.7 Old : 100.0: 6.9 19.6 0.3 66.4 72.4 73.6 92.3: 26.4 7.7 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 : 45: 4 8 1 16 24 20 33: Old : 45: 4 8 1 16 24 20 33: 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 : 43.5 48.2 60.3 62.7 43.5 48.2 59.3 62.7 Old : 43.5 48.2 60.3 62.7 43.5 48.2 59.3 62.7 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 312,091: 59,542 74,532 4,296 232,215 192,170 296,053 270,998: 16,038 41,093 Old : 312,091: 59,542 74,532 4,296 232,215 192,170 296,053 270,998: 16,038 41,093 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 12,856: 3,804 11,742 988 15,210 4,554 20,002 17,284: -7,146 -4,428 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 23.9 1.4 74.4 61.6 94.9 86.8: 5.1 13.2 Old : 100.0: 19.1 23.9 1.4 74.4 61.6 94.9 86.8: 5.1 13.2 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 : 201: 35 57 13 57 68 99 132: Old : 201: 35 57 13 57 68 99 132: 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 : 38.8 21.9 50.5 35.7 37.4 21.0 48.4 34.4 Old : 38.8 21.9 50.5 35.7 37.4 21.0 48.4 34.4 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 49,180: 12,386 15,172 205 23,300 18,604 35,891 33,981: 13,289 15,199 Old : 49,180: 12,386 15,172 205 23,300 18,604 35,891 33,981: 13,289 15,199 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 3,294: 2,478 -319 112 664 908 3,254 701: 40 2,593 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 30.8 0.4 47.4 37.8 73.0 69.1: 27.0 30.9 Old : 100.0: 25.2 30.8 0.4 47.4 37.8 73.0 69.1: 27.0 30.9 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 : 50: 17 14 4 12 14 31 30: Old : 50: 17 14 4 12 14 31 30: 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 : 31.3 29.9 42.9 44.0 25.6 28.0 35.1 39.8 Old : 31.3 29.9 42.9 44.0 25.6 28.0 35.1 39.8 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 39,084: 7,630 6,563 17 24,575 27,431 32,222 34,011: 6,862 5,073 Old : 39,084: 7,630 6,563 17 24,575 27,431 32,222 34,011: 6,862 5,073 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 1,885: 1,393 -239 17 728 3,057 2,138 2,835: -253 -950 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 16.8 0.0 62.9 70.2 82.4 87.0: 17.6 13.0 Old : 100.0: 19.5 16.8 0.0 62.9 70.2 82.4 87.0: 17.6 13.0 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 : 66: 10 18 1 19 25 30 43: Old : 66: 10 18 1 19 25 30 43: 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 : 43.6 32.3 57.1 46.3 43.5 32.3 56.9 46.3 Old : 43.6 32.3 57.1 46.3 43.5 32.3 56.9 46.3 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 62,025: 15,816 18,562 1,174 27,638 39,357 44,628 59,093: 17,397 2,932 Old : 62,025: 15,816 18,562 1,174 27,638 39,357 44,628 59,093: 17,397 2,932 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 1,476: -1,328 -1,162 41 188 5,591 -1,099 4,470: 2,575 -2,994 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.5 29.9 1.9 44.6 63.5 72.0 95.3: 28.0 4.7 Old : 100.0: 25.5 29.9 1.9 44.6 63.5 72.0 95.3: 28.0 4.7 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 : 70: 16 13 4 19 26 36 42: Old : 70: 16 13 4 19 26 36 42: 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 : 28.2 37.0 43.8 55.9 28.2 36.0 42.2 52.3 Old : 28.2 37.0 43.8 55.9 28.2 36.0 42.2 52.3 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 32,290: 4,801 6,969 183 25,425 23,072 30,409 30,224: 1,881 2,066 Old : 32,290: 4,801 6,969 183 25,425 23,072 30,409 30,224: 1,881 2,066 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : -634: -58 -2,067 0 -726 1,556 -784 -511: 150 -123 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 21.6 0.6 78.7 71.5 94.2 93.6: 5.8 6.4 Old : 100.0: 14.9 21.6 0.6 78.7 71.5 94.2 93.6: 5.8 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 : 38: 6 7 1 13 14 20 21: Old : 38: 6 7 1 13 14 20 21: 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 : 70.5 60.0 80.2 79.8 69.3 60.0 79.0 79.8 Old : 70.5 60.0 80.2 79.8 69.3 60.0 79.0 79.8 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 - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 14,287: 3,842 910 60 9,594 12,345 13,496 13,315: 791 972 Old : 14,287: 3,842 910 60 9,594 12,345 13,496 13,315: 791 972 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 219: 118 -220 60 65 198 243 38: -24 181 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 6.4 0.4 67.2 86.4 94.5 93.2: 5.5 6.8 Old : 100.0: 26.9 6.4 0.4 67.2 86.4 94.5 93.2: 5.5 6.8 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 : 20: 8 5 1 6 3 15 8: Old : 20: 8 5 1 6 3 15 8: 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 : 67.7 90.2 83.4 93.2 67.3 90.1 83.0 91.4 Old : 67.7 90.2 83.4 93.2 67.3 90.1 83.0 91.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 Commitments of Traders - Futures Only, March 3, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 100,000,000) : : : : All : 9,915: 320 698 2 8,229 7,439 8,551 8,139: 1,364 1,776 Old : 9,915: 320 698 2 8,229 7,439 8,551 8,139: 1,364 1,776 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 7.0 0.0 83.0 75.0 86.2 82.1: 13.8 17.9 Old : 100.0: 3.2 7.0 0.0 83.0 75.0 86.2 82.1: 13.8 17.9 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 : 21: 2 2 1 13 10 16 12: Old : 21: 2 2 1 13 10 16 12: 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 : 65.0 63.1 78.7 78.9 57.6 60.5 71.3 71.3 Old : 65.0 63.1 78.7 78.9 57.6 60.5 71.3 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 5, 2009