MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,229 COMMITMENTS 503 8,284 10,444 36,709 21,760 47,656 40,487 4,573 11,741 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -676) 481 778 -516 -179 -750 -214 -488 -462 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 15.9 20.0 70.3 41.7 91.2 77.5 8.8 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 5 31 19 30 24 51 59 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 146,315 COMMITMENTS 25,003 26,104 36,282 62,680 56,189 123,965 118,575 22,350 27,740 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 4,292) -1,657 1,070 647 2,850 -1,103 1,840 614 2,452 3,678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 17.8 24.8 42.8 38.4 84.7 81.0 15.3 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 55 60 70 48 44 142 149 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 255,285 COMMITMENTS 50,771 42,993 62,733 117,247 102,511 230,751 208,237 24,535 47,048 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 7,994) 465 3,839 -2,442 4,745 2,780 2,768 4,177 5,226 3,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 16.8 24.6 45.9 40.2 90.4 81.6 9.6 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 68 81 88 106 134 223 267 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,231 COMMITMENTS 2,205 3,191 767 2,823 1,537 5,795 5,494 1,436 1,737 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -1,027) -5 -393 -161 -666 -232 -831 -786 -196 -241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 44.1 10.6 39.0 21.2 80.1 76.0 19.9 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 24 9 19 19 41 48 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,267 COMMITMENTS 6,325 4,317 4,974 7,671 4,242 18,970 13,533 7,297 12,734 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 1,704) 112 179 661 87 536 860 1,377 844 327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 16.4 18.9 29.2 16.1 72.2 51.5 27.8 48.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 22 29 32 36 34 83 78 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,390 COMMITMENTS 387 1,154 0 19,660 18,642 20,047 19,796 343 594 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 2,401) -138 320 0 2,566 3,104 2,428 3,424 -27 -1,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 5.7 0.0 96.4 91.4 98.3 97.1 1.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 4 0 12 8 14 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 93,662 COMMITMENTS 7,583 28,687 3,006 53,034 36,112 63,622 67,804 30,039 25,857 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -1,300) -4,136 -2,265 -2,211 7,460 3,671 1,113 -805 -2,413 -495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 30.6 3.2 56.6 38.6 67.9 72.4 32.1 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 10 23 10 18 16 34 43 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,128 COMMITMENTS 4,627 15,028 3,354 21,421 10,054 29,402 28,436 14,726 15,691 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 390) 222 -820 -1,567 -1,337 4,453 -2,682 2,066 3,072 -1,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 34.1 7.6 48.5 22.8 66.6 64.4 33.4 35.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 11 5 8 10 21 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 60,408 COMMITMENTS 5,223 21,378 269 53,932 32,925 59,424 54,572 984 5,836 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 11,573) 473 -633 72 11,887 12,007 12,432 11,446 -859 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 35.4 0.4 89.3 54.5 98.4 90.3 1.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 7 41 3 17 13 26 56 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 122,155 COMMITMENTS 12,363 43,408 4,855 76,479 49,039 93,698 97,303 28,457 24,852 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 9,972) -3,865 2,386 -5,581 20,758 14,589 11,311 11,393 -1,340 -1,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 35.5 4.0 62.6 40.1 76.7 79.7 23.3 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 14 29 9 18 15 37 48 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 131,549 COMMITMENTS 47,773 24,699 9,741 58,125 66,079 115,639 100,520 15,910 31,029 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -7,880) -2,692 151 -4,965 3,009 -2,014 -4,647 -6,828 -3,232 -1,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 18.8 7.4 44.2 50.2 87.9 76.4 12.1 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 24 26 12 25 19 55 51 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 197,911 COMMITMENTS 33,434 45,117 10,784 111,422 104,975 155,640 160,875 42,272 37,036 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -22,955) -3,412 -8,656 -9,733 -10,752 -91 -23,897 -18,480 942 -4,476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 22.8 5.4 56.3 53.0 78.6 81.3 21.4 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 37 36 27 28 30 74 84 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 17,991 COMMITMENTS 2,116 10,095 34 13,231 5,892 15,381 16,021 2,610 1,970 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 2,121) -23 1,188 34 1,895 1,104 1,906 2,326 215 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 56.1 0.2 73.5 32.7 85.5 89.1 14.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 15 1 11 7 14 22 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,621,226 COMMITMENTS 442,925 384,637 4272072 7032997 7116406 11747993 11773115 873,232 848,111 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -297,060) -72,995 12,274 -98,937 -18,854 -247,162 -190,785 -333,825 -106,274 36,765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 3.0 33.8 55.7 56.4 93.1 93.3 6.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 72 45 104 118 118 233 229 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 887,430 COMMITMENTS 61,935 93,267 53,315 560,335 652,468 675,585 799,050 211,846 88,381 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 49,795) -205 6,795 1,150 27,538 29,522 28,482 37,467 21,312 12,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 10.5 6.0 63.1 73.5 76.1 90.0 23.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 43 26 46 89 77 152 130 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,802,917 COMMITMENTS 720,186 397,663 142,372 2670162 2660256 3532720 3200291 270,197 602,626 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 283,457) -4,084 66,837 13,147 243,115 90,740 252,178 170,724 31,278 112,733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 10.5 3.7 70.2 70.0 92.9 84.2 7.1 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421) 93 101 75 169 161 303 296 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 124,454 COMMITMENTS 14,512 9,624 0 103,510 110,163 118,022 119,787 6,432 4,667 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 5,401) -518 -1,229 -792 7,056 6,280 5,746 4,259 -345 1,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 7.7 0.0 83.2 88.5 94.8 96.3 5.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 10 6 0 42 39 52 45 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 34,298 COMMITMENTS 1,739 4,846 215 22,359 25,786 24,313 30,847 9,985 3,450 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 1,498) -521 -1,578 115 592 2,044 186 581 1,312 918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 14.1 0.6 65.2 75.2 70.9 89.9 29.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 8 1 15 26 19 35 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 334,633 COMMITMENTS 52,925 81,661 8,040 246,638 187,764 307,603 277,465 27,030 57,168 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 18,025) -5,775 7,695 459 12,629 -6,012 7,313 2,141 10,712 15,884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 24.4 2.4 73.7 56.1 91.9 82.9 8.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 42 56 19 60 66 113 130 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 72,292 COMMITMENTS 11,439 15,340 1,895 40,945 43,467 54,278 60,701 18,014 11,591 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 16,856) -1,057 230 -1,443 16,521 23,288 14,021 22,075 2,835 -5,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 21.2 2.6 56.6 60.1 75.1 84.0 24.9 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 16 16 5 16 12 36 29 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 45,797 COMMITMENTS 7,038 7,826 3,678 29,555 29,783 40,271 41,287 5,526 4,510 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 6,710) -592 1,261 3,661 4,977 2,352 8,046 7,274 -1,336 -564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 17.1 8.0 64.5 65.0 87.9 90.2 12.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 17 3 20 24 32 41 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 82,661 COMMITMENTS 18,053 20,715 4,839 28,206 44,321 51,098 69,875 31,563 12,786 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 20,636) 2,237 2,153 3,665 568 4,964 6,470 10,782 14,166 9,854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 25.1 5.9 34.1 53.6 61.8 84.5 38.2 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 16 14 6 29 31 47 49 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 33,202 COMMITMENTS 5,602 7,268 0 24,630 22,525 30,232 29,793 2,970 3,409 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 912) 801 299 -183 -795 -547 -177 -431 1,089 1,343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 21.9 0.0 74.2 67.8 91.1 89.7 8.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 7 0 13 14 19 21 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,666 COMMITMENTS 4,209 723 56 9,468 13,046 13,733 13,825 3,933 3,841 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 3,379) 367 -187 -4 -126 701 237 510 3,142 2,869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 4.1 0.3 53.6 73.8 77.7 78.3 22.3 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 4 1 6 3 16 7 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 11,534 COMMITMENTS 320 798 2 8,329 7,810 8,651 8,610 2,883 2,924 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 1,619) 0 100 0 100 371 100 471 1,519 1,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 6.9 0.0 72.2 67.7 75.0 74.6 25.0 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 1 14 10 17 13
Updated March 13, 2009