MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,378 COMMITMENTS 2,709 7,558 1,505 26,583 17,623 30,797 26,686 3,581 7,692 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 296) -428 -228 223 50 360 -155 355 451 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 22.0 4.4 77.3 51.3 89.6 77.6 10.4 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 6 26 13 25 21 39 52 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 128,736 COMMITMENTS 20,208 28,398 23,693 59,673 49,746 103,574 101,837 25,162 26,899 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -1,268) -3,759 -2,606 1,024 -79 909 -2,814 -673 1,546 -595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 22.1 18.4 46.4 38.6 80.5 79.1 19.5 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 48 56 64 43 40 131 136 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 211,521 COMMITMENTS 47,354 50,556 32,896 105,632 88,499 185,882 171,951 25,639 39,570 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 5,194) -1,483 -1,482 1,615 1,922 5,644 2,054 5,777 3,140 -583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 23.9 15.6 49.9 41.8 87.9 81.3 12.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 64 78 70 74 124 179 239 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,613 COMMITMENTS 2,471 3,459 431 2,458 1,284 5,360 5,174 1,253 1,439 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 159) 3 255 -32 169 32 140 255 19 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 52.3 6.5 37.2 19.4 81.1 78.2 18.9 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 18 27 9 16 15 39 47 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,637 COMMITMENTS 5,488 4,555 3,492 6,890 4,146 15,870 12,193 5,767 9,444 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -1,408) 26 -6 56 -605 -40 -523 10 -885 -1,418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 21.1 16.1 31.8 19.2 73.3 56.4 26.7 43.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 21 28 19 28 31 63 67 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 56,641 COMMITMENTS 5,203 25,875 1,032 22,166 13,792 28,401 40,699 28,240 15,942 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -37,338) -3,512 -6,790 -3,263 -30,974 -18,793 -37,749 -28,846 411 -8,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 45.7 1.8 39.1 24.3 50.1 71.9 49.9 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 12 17 4 11 12 25 31 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 27,937 COMMITMENTS 6,311 9,459 63 9,106 7,648 15,480 17,170 12,457 10,767 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -3,189) 369 -4,921 10 -5,334 7,227 -4,955 2,316 1,766 -5,505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 33.9 0.2 32.6 27.4 55.4 61.5 44.6 38.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 12 8 2 10 5 22 15 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 43,726 COMMITMENTS 12,439 13,569 97 29,883 27,131 42,419 40,797 1,307 2,929 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -3,771) 3,261 -3,079 -19 -7,377 242 -4,135 -2,856 364 -915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 31.0 0.2 68.3 62.0 97.0 93.3 3.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 13 23 1 5 14 18 38 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 76,157 COMMITMENTS 9,352 40,098 149 45,030 14,809 54,531 55,056 21,626 21,101 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -41) 1,621 -623 132 -3,879 -409 -2,126 -900 2,085 859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 52.7 0.2 59.1 19.4 71.6 72.3 28.4 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 9 27 2 11 12 21 40 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 69,923 COMMITMENTS 25,057 32,719 233 29,910 16,662 55,200 49,614 14,723 20,309 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -584) -2,113 853 2 -3,153 -2,597 -5,264 -1,742 4,680 1,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 46.8 0.3 42.8 23.8 78.9 71.0 21.1 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 16 30 5 18 15 39 45 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 112,887 COMMITMENTS 32,680 38,138 592 37,912 44,237 71,184 82,967 41,703 29,920 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,810) -977 -4,558 44 857 9,373 -76 4,859 1,886 -3,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 33.8 0.5 33.6 39.2 63.1 73.5 36.9 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 38 31 7 19 21 60 56 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 15,198 COMMITMENTS 3,383 6,268 0 8,146 7,392 11,529 13,660 3,669 1,538 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -350) 511 -2,684 0 -832 2,535 -321 -149 -29 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 41.2 0.0 53.6 48.6 75.9 89.9 24.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 9 0 8 4 13 13 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000) OPEN INTEREST: 37,120 COMMITMENTS 4,110 0 877 25,021 32,693 30,008 33,570 7,112 3,550 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.0 2.4 67.4 88.1 80.8 90.4 19.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 2 14 8 18 10 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 5,970,682 COMMITMENTS 726,036 353,484 505,499 3903747 4400150 5135282 5259133 835,400 711,549 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 200,761) 124,947 -5,230 43,156 -42,961 230,742 125,142 268,668 75,619 -67,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 5.9 8.5 65.4 73.7 86.0 88.1 14.0 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 55 25 63 100 99 183 168 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 423,477 COMMITMENTS 49,199 28,241 1,780 279,660 348,542 330,639 378,563 92,838 44,914 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -266,031) 4,139 -58,521 -10,901 -179,813 -170,680 -186,575 -240,102 -79,456 -25,929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 6.7 0.4 66.0 82.3 78.1 89.4 21.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 29 17 13 73 58 107 83 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,428,148 COMMITMENTS 469,144 394,615 18,153 1783084 1816605 2270381 2229373 157,767 198,775 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -1,501,222) -300,091 -108,282 -78,082 -1082227 -1047817 -1460400 -1234181 -40,822 -267,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 16.3 0.7 73.4 74.8 93.5 91.8 6.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 91 101 29 133 139 238 255 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 112,146 COMMITMENTS 12,256 11,951 0 91,825 96,306 104,081 108,257 8,065 3,889 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -23,679) -2,689 1,147 -557 -22,202 -22,375 -25,448 -21,785 1,769 -1,894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 10.7 0.0 81.9 85.9 92.8 96.5 7.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 7 8 0 46 32 53 40 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,893 COMMITMENTS 1,877 1,519 0 12,071 14,639 13,948 16,158 3,945 1,735 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -27,178) 529 -2,944 -522 -17,102 -17,411 -17,095 -20,877 -10,083 -6,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 8.5 0.0 67.5 81.8 78.0 90.3 22.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 4 0 14 16 17 20 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 236,219 COMMITMENTS 36,119 58,177 1,929 185,110 160,936 223,158 221,042 13,061 15,177 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -162,596) -15,800 -29,459 -9,363 -120,718 -81,062 -145,881 -119,884 -16,715 -42,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 24.6 0.8 78.4 68.1 94.5 93.6 5.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 37 45 8 55 60 96 109 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 58,361 COMMITMENTS 22,254 13,841 26 18,787 36,283 41,067 50,150 17,294 8,211 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 7,864) 7,328 -1,504 26 -246 10,658 7,108 9,180 756 -1,316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 23.7 0.0 32.2 62.2 70.4 85.9 29.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 24 12 1 8 10 32 23 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 27,497 COMMITMENTS 4,301 10,895 0 17,411 11,634 21,712 22,529 5,785 4,968 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -446) -660 -513 0 -270 1,254 -930 741 484 -1,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 39.6 0.0 63.3 42.3 79.0 81.9 21.0 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 9 10 0 11 17 20 27 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,803 COMMITMENTS 13,495 7,265 0 17,153 27,202 30,648 34,467 8,155 4,336 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 2,031) -2,987 -882 0 4,429 2,954 1,442 2,072 589 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 18.7 0.0 44.2 70.1 79.0 88.8 21.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 8 9 0 26 16 34 25 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 29,000 COMMITMENTS 3,754 9,081 342 23,281 17,976 27,377 27,399 1,623 1,601 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -1,456) -2,051 1,110 54 249 -1,964 -1,748 -800 292 -656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 31.3 1.2 80.3 62.0 94.4 94.5 5.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 6 2 12 13 21 20 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 14,891 COMMITMENTS 4,085 1,591 0 9,959 13,023 14,044 14,614 847 277 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 223) -83 524 0 124 82 41 606 182 -383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 10.7 0.0 66.9 87.5 94.3 98.1 5.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 11 5 0 7 4 18 9
Updated March 27, 2009