MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,905 COMMITMENTS 22 7,506 10,960 36,888 22,509 47,870 40,975 5,035 11,930 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -6,433) -82 -1,781 -1,349 -4,420 -2,424 -5,850 -5,554 -583 -879 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.2 20.7 69.7 42.5 90.5 77.5 9.5 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 3 29 16 30 25 47 57 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,024 COMMITMENTS 26,660 25,034 35,635 59,830 57,291 122,125 117,961 19,899 24,063 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 1,863) 1,375 470 -3,518 2,669 6,242 526 3,193 1,337 -1,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 17.6 25.1 42.1 40.3 86.0 83.1 14.0 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 66 54 69 49 42 145 143 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 247,291 COMMITMENTS 50,306 39,154 65,175 112,502 99,731 227,983 204,060 19,308 43,231 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -805) -1,318 2,342 -2,283 3,010 783 -591 841 -214 -1,646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 15.8 26.4 45.5 40.3 92.2 82.5 7.8 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 70 84 95 97 130 219 272 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,258 COMMITMENTS 2,210 3,584 928 3,489 1,769 6,627 6,281 1,631 1,977 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -911) -96 -99 -747 -53 226 -896 -620 -15 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 43.4 11.2 42.2 21.4 80.2 76.1 19.8 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 21 25 10 18 17 42 50 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,563 COMMITMENTS 6,213 4,138 4,313 7,584 3,706 18,110 12,157 6,453 12,407 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 502) 126 762 -193 426 -650 358 -81 144 583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 16.8 17.6 30.9 15.1 73.7 49.5 26.3 50.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 20 33 29 34 27 77 72 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 17,989 COMMITMENTS 525 834 0 17,094 15,538 17,619 16,372 370 1,617 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 1,118) -5 0 0 1,138 1,038 1,133 1,038 -15 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 4.6 0.0 95.0 86.4 97.9 91.0 2.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 3 0 11 6 14 9 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 94,962 COMMITMENTS 11,719 30,952 5,217 45,573 32,441 62,509 68,609 32,453 26,352 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 11,835) 2,797 8,849 1,318 5,458 -676 9,573 9,490 2,263 2,345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 32.6 5.5 48.0 34.2 65.8 72.2 34.2 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 14 27 14 15 19 38 51 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,738 COMMITMENTS 4,405 15,849 4,921 22,758 5,601 32,084 26,371 11,654 17,368 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 2,665) -972 1,022 397 3,400 -77 2,825 1,342 -160 1,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 36.2 11.3 52.0 12.8 73.4 60.3 26.6 39.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 17 8 8 9 24 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 48,835 COMMITMENTS 4,750 22,011 197 42,045 20,918 46,992 43,126 1,843 5,709 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 2,780) -540 2,441 72 3,087 45 2,619 2,558 161 222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 45.1 0.4 86.1 42.8 96.2 88.3 3.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 7 49 3 9 11 19 61 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 112,184 COMMITMENTS 16,229 41,022 10,437 55,721 34,451 82,387 85,910 29,797 26,274 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 9,610) 4,099 1,823 678 4,488 7,207 9,265 9,707 345 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 36.6 9.3 49.7 30.7 73.4 76.6 26.6 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 15 29 9 19 17 39 50 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 139,429 COMMITMENTS 50,465 24,548 14,706 55,116 68,093 120,287 107,347 19,142 32,082 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 5,414) -1,815 5,446 3,198 5,814 -4,776 7,197 3,868 -1,783 1,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.2 17.6 10.5 39.5 48.8 86.3 77.0 13.7 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 18 32 18 25 20 56 57 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 220,867 COMMITMENTS 36,846 53,773 20,517 122,174 105,065 179,537 179,355 41,330 41,512 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 20,657) 3,441 10,628 372 16,378 6,459 20,190 17,458 467 3,199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 24.3 9.3 55.3 47.6 81.3 81.2 18.7 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 43 41 30 26 34 79 95 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 15,870 COMMITMENTS 2,139 8,907 0 11,336 4,788 13,475 13,695 2,395 2,175 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 2,180) -22 816 0 2,504 1,191 2,482 2,007 -302 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 56.1 0.0 71.4 30.2 84.9 86.3 15.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 13 0 10 6 12 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,918,285 COMMITMENTS 515,920 372,363 4371008 7051850 7363568 11938779 12106939 979,507 811,346 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 39,778) -18,543 -1,510 8,551 19,341 85,009 9,349 92,049 30,429 -52,272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 2.9 33.8 54.6 57.0 92.4 93.7 7.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 70 46 104 114 112 230 222 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 837,636 COMMITMENTS 62,140 86,472 52,165 532,797 622,945 647,102 761,583 190,533 76,053 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 74,464) 6,788 7,354 13,830 24,708 42,409 45,326 63,593 29,138 10,871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 10.3 6.2 63.6 74.4 77.3 90.9 22.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 45 23 39 85 75 144 124 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,519,460 COMMITMENTS 724,270 330,826 129,225 2427047 2569516 3280542 3029567 238,919 489,893 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 271,661) 54,431 17,747 29,648 214,719 195,076 298,798 242,471 -27,138 29,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 9.4 3.7 69.0 73.0 93.2 86.1 6.8 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 96 110 70 157 152 287 298 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 119,053 COMMITMENTS 15,030 10,853 792 96,454 103,883 112,276 115,528 6,777 3,525 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 233) -1,116 -36 792 1,859 276 1,535 1,032 -1,302 -799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 9.1 0.7 81.0 87.3 94.3 97.0 5.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 9 7 1 44 37 53 45 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 32,799 COMMITMENTS 2,260 6,424 100 21,767 23,743 24,127 30,267 8,673 2,533 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 179) -125 -377 0 -221 1,153 -346 776 524 -597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 19.6 0.3 66.4 72.4 73.6 92.3 26.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 8 1 16 25 20 34 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 316,608 COMMITMENTS 58,700 73,966 7,581 234,009 193,776 300,290 275,324 16,318 41,284 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 13,720) 3,649 11,599 1,780 15,488 4,938 20,917 18,316 -7,197 -4,596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 23.4 2.4 73.9 61.2 94.8 87.0 5.2 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 38 56 17 59 69 105 135 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 55,436 COMMITMENTS 12,496 15,109 3,337 24,424 20,179 40,257 38,626 15,178 16,810 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 3,121) 3,004 43 -200 609 1,057 3,413 900 -292 2,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 27.3 6.0 44.1 36.4 72.6 69.7 27.4 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 18 14 7 14 15 35 33 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 39,087 COMMITMENTS 7,630 6,565 17 24,578 27,431 32,225 34,013 6,862 5,074 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 1,885) 1,393 -239 17 728 3,057 2,138 2,835 -253 -950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 16.8 0.0 62.9 70.2 82.4 87.0 17.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 10 19 1 19 25 30 44 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,025 COMMITMENTS 15,816 18,562 1,174 27,638 39,357 44,628 59,093 17,397 2,932 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 1,476) -1,328 -1,162 41 188 5,591 -1,099 4,470 2,575 -2,994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 29.9 1.9 44.6 63.5 72.0 95.3 28.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 16 13 4 19 26 36 42 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 32,290 COMMITMENTS 4,801 6,969 183 25,425 23,072 30,409 30,224 1,881 2,066 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -634) -58 -2,067 0 -726 1,556 -784 -511 150 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 21.6 0.6 78.7 71.5 94.2 93.6 5.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 7 1 13 14 20 21 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 14,287 COMMITMENTS 3,842 910 60 9,594 12,345 13,496 13,315 791 972 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 219) 118 -220 60 65 198 243 38 -24 181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 6.4 0.4 67.2 86.4 94.5 93.2 5.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 5 1 6 3 15 8 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 9,915 COMMITMENTS 320 698 2 8,229 7,439 8,551 8,139 1,364 1,776 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 7.0 0.0 83.0 75.0 86.2 82.1 13.8 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 1 13 10 16 12
Updated March 5, 2009