MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,132 COMMITMENTS 2,974 7,012 1,483 26,694 18,182 31,151 26,677 2,981 7,455 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -246) 265 -546 -22 111 559 354 -9 -600 -237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 20.5 4.3 78.2 53.3 91.3 78.2 8.7 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 9 26 12 24 22 40 53 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 130,739 COMMITMENTS 19,481 33,121 25,219 57,553 42,758 102,253 101,098 28,486 29,641 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 2,003) -727 4,723 1,526 -2,120 -6,988 -1,321 -739 3,324 2,742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 25.3 19.3 44.0 32.7 78.2 77.3 21.8 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 52 60 65 40 41 132 141 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 203,981 COMMITMENTS 48,951 57,967 28,995 103,492 81,744 181,438 168,706 22,543 35,275 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -7,540) 1,597 7,411 -3,901 -2,140 -6,755 -4,444 -3,245 -3,096 -4,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 28.4 14.2 50.7 40.1 88.9 82.7 11.1 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 68 79 74 73 115 183 238 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,945 COMMITMENTS 2,815 3,291 1,164 2,335 1,672 6,314 6,127 1,631 1,818 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 1,332) 344 -168 733 -123 388 954 953 378 379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 41.4 14.7 29.4 21.0 79.5 77.1 20.5 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 17 26 17 16 21 45 57 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 18,676 COMMITMENTS 3,538 3,585 3,000 6,554 3,374 13,092 9,959 5,584 8,717 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -2,961) -1,950 -970 -492 -336 -772 -2,778 -2,234 -183 -727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 19.2 16.1 35.1 18.1 70.1 53.3 29.9 46.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 15 24 15 26 24 53 55 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 10,781 COMMITMENTS 1,184 1,313 215 9,077 8,800 10,476 10,328 305 453 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 12.2 2.0 84.2 81.6 97.2 95.8 2.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 6 1 9 6 12 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 58,595 COMMITMENTS 6,453 29,799 1,130 22,752 11,198 30,335 42,127 28,260 16,468 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 1,954) 1,250 3,924 98 586 -2,594 1,934 1,428 20 526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 50.9 1.9 38.8 19.1 51.8 71.9 48.2 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 15 17 4 14 14 32 32 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 27,578 COMMITMENTS 4,068 8,479 35 9,816 8,988 13,919 17,502 13,659 10,076 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -359) -2,243 -980 -28 710 1,340 -1,561 332 1,202 -691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 30.7 0.1 35.6 32.6 50.5 63.5 49.5 36.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 10 1 10 5 18 16 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 44,418 COMMITMENTS 12,892 15,858 140 29,570 25,429 42,602 41,427 1,816 2,991 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 692) 453 2,289 43 -313 -1,702 183 630 509 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 35.7 0.3 66.6 57.2 95.9 93.3 4.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 11 26 3 5 14 16 43 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 78,516 COMMITMENTS 8,487 39,623 124 49,995 18,623 58,606 58,370 19,910 20,146 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 2,359) -865 -475 -25 4,965 3,814 4,075 3,314 -1,716 -955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 50.5 0.2 63.7 23.7 74.6 74.3 25.4 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 11 25 3 13 13 25 40 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 76,607 COMMITMENTS 26,744 36,207 331 34,296 18,118 61,371 54,656 15,236 21,951 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 6,684) 1,687 3,488 98 4,386 1,456 6,171 5,042 513 1,642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 47.3 0.4 44.8 23.7 80.1 71.3 19.9 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 16 34 7 19 14 42 48 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 104,404 COMMITMENTS 31,906 29,641 674 31,025 44,789 63,605 75,104 40,799 29,300 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -8,483) -774 -8,497 82 -6,887 552 -7,579 -7,863 -904 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 28.4 0.6 29.7 42.9 60.9 71.9 39.1 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 36 30 7 19 23 58 57 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 14,124 COMMITMENTS 3,583 4,522 0 6,778 8,139 10,361 12,661 3,763 1,463 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -1,074) 200 -1,746 0 -1,368 747 -1,168 -999 94 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 32.0 0.0 48.0 57.6 73.4 89.6 26.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 7 0 7 7 13 14 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000) OPEN INTEREST: 40,009 COMMITMENTS 6,697 0 598 25,098 35,239 32,393 35,837 7,616 4,172 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 2,889) 2,587 0 -279 77 2,546 2,385 2,267 504 622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 0.0 1.5 62.7 88.1 81.0 89.6 19.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 0 2 15 9 20 11 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,045,766 COMMITMENTS 772,065 390,177 516,422 3879704 4388019 5168191 5294618 877,575 751,148 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 75,084) 46,029 36,693 10,923 -24,043 -12,131 32,909 35,485 42,175 39,599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 6.5 8.5 64.2 72.6 85.5 87.6 14.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 62 27 66 103 103 191 175 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 434,289 COMMITMENTS 51,886 28,975 2,016 280,852 359,694 334,754 390,685 99,535 43,604 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 10,812) 2,687 734 236 1,192 11,152 4,115 12,122 6,697 -1,310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 6.7 0.5 64.7 82.8 77.1 90.0 22.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 32 17 14 73 65 112 89 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,439,953 COMMITMENTS 496,882 367,228 18,958 1742770 1790027 2258610 2176213 181,343 263,740 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 11,805) 27,738 -27,387 805 -40,314 -26,578 -11,771 -53,160 23,576 64,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 15.1 0.8 71.4 73.4 92.6 89.2 7.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402) 93 94 30 134 138 240 249 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 110,854 COMMITMENTS 14,393 11,204 0 87,645 96,639 102,038 107,843 8,816 3,011 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -1,292) 2,137 -747 0 -4,180 333 -2,043 -414 751 -878 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 10.1 0.0 79.1 87.2 92.0 97.3 8.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 8 7 0 46 33 54 40 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,911 COMMITMENTS 2,227 1,756 0 13,549 15,702 15,776 17,458 4,135 2,453 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 2,018) 350 237 0 1,478 1,063 1,828 1,300 190 718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 8.8 0.0 68.0 78.9 79.2 87.7 20.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 3 0 16 17 21 20 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 241,100 COMMITMENTS 68,018 53,941 1,587 147,097 164,003 216,702 219,531 24,398 21,569 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 4,881) 31,899 -4,236 -342 -38,013 3,067 -6,456 -1,511 11,337 6,392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 22.4 0.7 61.0 68.0 89.9 91.1 10.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 48 40 8 53 54 104 99 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 63,184 COMMITMENTS 24,594 13,307 0 20,377 42,409 44,971 55,716 18,213 7,468 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 4,823) 2,340 -534 -26 1,590 6,126 3,904 5,566 919 -743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 21.1 0.0 32.3 67.1 71.2 88.2 28.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 24 11 0 9 12 33 23 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 29,158 COMMITMENTS 4,617 10,411 0 19,301 13,527 23,918 23,938 5,240 5,220 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 1,661) 316 -484 0 1,890 1,893 2,206 1,409 -545 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 35.7 0.0 66.2 46.4 82.0 82.1 18.0 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 9 14 0 13 21 22 35 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,611 COMMITMENTS 14,797 8,895 497 15,729 30,404 31,023 39,796 14,588 5,815 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 6,808) 1,302 1,630 497 -1,424 3,202 375 5,329 6,433 1,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 19.5 1.1 34.5 66.7 68.0 87.3 32.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 16 9 1 20 17 36 27 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 28,526 COMMITMENTS 3,061 8,583 289 23,499 17,890 26,849 26,762 1,677 1,764 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -474) -693 -498 -53 218 -86 -528 -637 54 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 30.1 1.0 82.4 62.7 94.1 93.8 5.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 4 2 12 13 19 19 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 14,511 COMMITMENTS 3,860 1,035 6 9,730 12,912 13,596 13,953 915 558 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -380) -225 -556 6 -229 -111 -448 -661 68 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 7.1 0.0 67.1 89.0 93.7 96.2 6.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 5 2 7 3 16 10
Updated April 3, 2009