MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,659 COMMITMENTS 2,953 8,047 1,841 29,141 18,943 33,935 28,831 3,724 8,828 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 647) -780 292 405 596 238 221 935 426 -288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 21.4 4.9 77.4 50.3 90.1 76.6 9.9 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 8 24 16 25 21 43 52 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 116,074 COMMITMENTS 25,773 28,323 22,621 50,947 42,801 99,341 93,745 16,733 22,329 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -3,710) -522 -498 -2,056 1,089 -1,780 -1,489 -4,334 -2,221 624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 24.4 19.5 43.9 36.9 85.6 80.8 14.4 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 49 63 66 41 39 133 143 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 204,978 COMMITMENTS 51,070 48,240 39,079 97,858 78,523 188,007 165,842 16,971 39,136 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 4,216) 1,138 2,742 4,304 418 -5,216 5,860 1,830 -1,644 2,386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 23.5 19.1 47.7 38.3 91.7 80.9 8.3 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 61 73 76 60 123 165 244 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,137 COMMITMENTS 2,717 3,712 980 2,932 1,370 6,629 6,062 1,508 2,075 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 412) -39 59 110 209 -141 280 28 132 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 45.6 12.0 36.0 16.8 81.5 74.5 18.5 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 21 27 11 17 14 44 47 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,786 COMMITMENTS 6,033 3,985 3,286 6,759 4,073 16,078 11,344 5,708 10,442 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -68) -53 379 210 -472 -1,083 -315 -494 247 426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 18.3 15.1 31.0 18.7 73.8 52.1 26.2 47.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 20 28 24 28 23 65 64 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 16,871 COMMITMENTS 530 834 0 15,956 14,500 16,486 15,334 385 1,537 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 360) 0 0 0 368 317 368 317 -8 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.9 0.0 94.6 85.9 97.7 90.9 2.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 3 0 11 6 14 9 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 74,438 COMMITMENTS 9,042 22,007 1,180 36,406 29,602 46,628 52,789 27,810 21,649 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 2,253) -589 -533 0 1,879 3,598 1,290 3,065 963 -812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 29.6 1.6 48.9 39.8 62.6 70.9 37.4 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 16 5 11 17 23 37 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 33,873 COMMITMENTS 5,137 16,325 285 17,943 3,609 23,365 20,219 10,508 13,654 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -597) 289 339 20 448 -164 757 195 -1,354 -792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 48.2 0.8 53.0 10.7 69.0 59.7 31.0 40.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 15 2 7 8 19 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 46,055 COMMITMENTS 5,290 19,570 125 38,958 20,873 44,373 40,568 1,682 5,487 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 1,083) -771 1,877 55 1,564 -278 848 1,654 235 -571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 42.5 0.3 84.6 45.3 96.3 88.1 3.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 7 39 3 9 10 18 50 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 86,102 COMMITMENTS 10,599 38,881 75 47,507 22,372 58,181 61,328 27,921 24,774 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 2,796) 8 -2,280 40 3,575 3,569 3,623 1,329 -827 1,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 45.2 0.1 55.2 26.0 67.6 71.2 32.4 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 11 23 2 15 14 27 38 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 108,705 COMMITMENTS 47,262 18,627 401 43,617 62,725 91,280 81,753 17,425 26,952 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 20) -7,391 162 -51 10,489 -598 3,047 -487 -3,027 507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 17.1 0.4 40.1 57.7 84.0 75.2 16.0 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 25 22 6 25 18 53 43 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 166,903 COMMITMENTS 33,201 43,282 867 94,813 87,296 128,881 131,445 38,022 35,458 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 8,951) 392 -4,964 242 8,905 16,466 9,539 11,744 -588 -2,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 25.9 0.5 56.8 52.3 77.2 78.8 22.8 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 38 33 10 22 28 65 66 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 13,690 COMMITMENTS 2,161 8,091 0 8,832 3,597 10,993 11,688 2,697 2,002 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 862) -125 1,223 0 1,045 -74 920 1,149 -58 -287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 59.1 0.0 64.5 26.3 80.3 85.4 19.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 13 0 9 7 12 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,934,216 COMMITMENTS 901,105 516,130 433,873 4718033 5177759 6053011 6127762 881,205 806,454 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 19,449) 1,155 -5,422 -15,693 23,182 -27,693 8,644 -48,808 10,805 68,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 7.4 6.3 68.0 74.7 87.3 88.4 12.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 63 35 66 106 102 203 175 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 607,052 COMMITMENTS 47,206 77,432 3,780 406,362 473,224 457,348 554,436 149,704 52,616 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 16,903) 3,591 3,402 -2,375 14,187 9,292 15,403 10,319 1,500 6,584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 12.8 0.6 66.9 78.0 75.3 91.3 24.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 29 26 14 80 59 117 91 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,099,079 COMMITMENTS 669,949 309,366 45,740 2128212 2292435 2843901 2647541 255,178 451,538 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 51,576) 4,368 -38,417 10,567 24,244 91,955 39,179 64,105 12,397 -12,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 10.0 1.5 68.7 74.0 91.8 85.4 8.2 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417) 94 97 39 151 153 265 269 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 118,820 COMMITMENTS 16,146 10,889 0 94,595 103,607 110,741 114,496 8,079 4,324 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 7,295) 1,372 -2,077 0 5,068 8,317 6,440 6,240 855 1,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 9.2 0.0 79.6 87.2 93.2 96.4 6.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 10 7 0 43 35 53 42 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 32,605 COMMITMENTS 2,385 6,801 100 21,983 22,586 24,468 29,487 8,137 3,118 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 1,636) 2 29 100 2,228 917 2,330 1,046 -694 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 20.9 0.3 67.4 69.3 75.0 90.4 25.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 6 1 17 24 23 31 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 299,235 COMMITMENTS 55,738 62,790 3,308 217,005 187,616 276,051 253,714 23,184 45,521 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 3,458) 5,694 -4,341 1,716 -3,347 10,848 4,063 8,223 -605 -4,765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 21.0 1.1 72.5 62.7 92.3 84.8 7.7 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 35 53 15 53 75 96 135 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 45,886 COMMITMENTS 9,908 15,491 93 22,636 17,696 32,637 33,280 13,249 12,606 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -2,566) -275 -1,982 -72 -1,589 -61 -1,936 -2,115 -630 -451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 33.8 0.2 49.3 38.6 71.1 72.5 28.9 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 16 4 11 15 26 33 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 37,199 COMMITMENTS 6,237 6,802 0 23,847 24,374 30,084 31,176 7,115 6,023 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -1,578) -250 -2,538 0 -1,318 1,383 -1,568 -1,155 -10 -423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 18.3 0.0 64.1 65.5 80.9 83.8 19.1 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 8 15 0 16 22 24 37 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,549 COMMITMENTS 17,144 19,724 1,133 27,450 33,766 45,727 54,623 14,822 5,926 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 7,867) 746 2,751 33 337 6,021 1,116 8,805 6,751 -938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 32.6 1.9 45.3 55.8 75.5 90.2 24.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 15 15 3 20 23 36 40 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 32,924 COMMITMENTS 4,859 9,036 183 26,151 21,516 31,193 30,735 1,731 2,189 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 2,244) 522 -751 -12 1,603 3,007 2,113 2,244 131 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 27.4 0.6 79.4 65.4 94.7 93.4 5.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 7 1 13 13 21 20 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 14,068 COMMITMENTS 3,724 1,130 0 9,529 12,147 13,253 13,277 815 791 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -1,516) -26 -168 -99 196 210 71 -57 -1,587 -1,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 8.0 0.0 67.7 86.3 94.2 94.4 5.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 6 0 6 3 14 9
Updated February 27, 2009