MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,389 COMMITMENTS 1,257 8,987 979 24,990 15,036 27,226 25,002 3,163 5,387 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 1,170) 14 184 161 1,235 957 1,410 1,302 -240 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 29.6 3.2 82.2 49.5 89.6 82.3 10.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 8 23 14 29 26 47 54 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 189,279 COMMITMENTS 53,495 24,127 28,943 85,080 107,519 167,518 160,589 21,761 28,690 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 13,977) 6,808 -1,644 3,621 2,247 11,250 12,676 13,227 1,301 750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 12.7 15.3 44.9 56.8 88.5 84.8 11.5 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 81 63 82 42 51 176 159 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 320,206 COMMITMENTS 120,743 34,423 52,538 119,856 166,386 293,137 253,347 27,069 66,859 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 11,370) 6,717 494 543 1,892 7,311 9,152 8,348 2,218 3,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 10.8 16.4 37.4 52.0 91.5 79.1 8.5 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 128 76 96 74 174 261 300 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,564 COMMITMENTS 3,758 643 1,073 2,688 6,101 7,519 7,817 2,045 1,747 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -305) -510 -181 124 102 -221 -284 -278 -21 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 6.7 11.2 28.1 63.8 78.6 81.7 21.4 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 34 10 12 17 25 55 44 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,563 COMMITMENTS 15,683 5,316 4,979 10,847 12,007 31,509 22,302 6,054 15,261 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 1,399) 849 -74 465 -13 371 1,301 762 98 637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 14.2 13.3 28.9 32.0 83.9 59.4 16.1 40.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 46 31 34 29 48 95 98 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,005 COMMITMENTS 3,119 200 30 11,379 19,509 14,528 19,739 5,477 266 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 1,224) 423 -250 0 376 1,526 799 1,276 425 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 1.0 0.1 56.9 97.5 72.6 98.7 27.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 1 1 9 11 17 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 109,517 COMMITMENTS 47,170 8,881 266 21,003 83,479 68,439 92,626 41,078 16,891 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 8,888) 6,946 -2,922 112 1,730 10,767 8,788 7,957 100 931 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 8.1 0.2 19.2 76.2 62.5 84.6 37.5 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 33 10 3 17 29 52 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,147 COMMITMENTS 11,508 17,818 24 20,150 10,198 31,682 28,040 10,465 14,107 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -3,260) -611 -3,120 21 -3,523 103 -4,113 -2,996 853 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 42.3 0.1 47.8 24.2 75.2 66.5 24.8 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 12 2 10 11 19 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 118,640 COMMITMENTS 91,411 11,632 129 20,272 105,318 111,812 117,079 6,828 1,561 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 17,614) 23,565 1,131 -284 -6,581 16,857 16,700 17,704 914 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.0 9.8 0.1 17.1 88.8 94.2 98.7 5.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 45 17 1 18 21 64 39 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 129,123 COMMITMENTS 13,862 81,411 204 94,797 16,253 108,863 97,868 20,260 31,255 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 4,017) -20 4,645 -20 -1,845 579 -1,885 5,204 5,902 -1,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 63.0 0.2 73.4 12.6 84.3 75.8 15.7 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 17 46 6 18 19 37 69 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 133,600 COMMITMENTS 57,332 24,780 270 50,719 80,941 108,321 105,991 25,279 27,609 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 10,681) 26,900 -3,935 82 -19,762 15,379 7,220 11,526 3,461 -845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 18.5 0.2 38.0 60.6 81.1 79.3 18.9 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 32 30 8 15 22 53 54 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 218,803 COMMITMENTS 35,894 102,664 1,725 135,287 66,049 172,906 170,438 45,897 48,365 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 10,329) 3,166 -1,687 2 88 9,096 3,256 7,411 7,073 2,918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 46.9 0.8 61.8 30.2 79.0 77.9 21.0 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 40 54 13 30 35 76 96 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,158 COMMITMENTS 13,715 8,603 0 4,085 9,678 17,800 18,281 2,358 1,877 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -43) -926 354 0 409 -545 -517 -191 474 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.0 42.7 0.0 20.3 48.0 88.3 90.7 11.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 11 8 0 6 8 17 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,064,422 COMMITMENTS 1516839 612,407 999,329 4786074 5592256 7302242 7203992 762,180 860,430 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 385,176) 151,676 81,013 47,664 198,296 265,198 397,636 393,875 -12,460 -8,699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 7.6 12.4 59.3 69.3 90.5 89.3 9.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 67 71 93 130 129 256 241 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 396,644 COMMITMENTS 25,120 95,937 4,313 262,515 253,147 291,948 353,397 104,696 43,247 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 1,746) -239 -1,273 1,277 -3,690 2,447 -2,652 2,451 4,398 -705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 24.2 1.1 66.2 63.8 73.6 89.1 26.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 19 18 9 66 54 89 77 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,870,663 COMMITMENTS 719,461 476,567 27,082 1927973 2025890 2674516 2529539 196,147 341,124 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 22,689) 12,060 7,635 3,153 -22,695 651 -7,482 11,439 30,171 11,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 16.6 0.9 67.2 70.6 93.2 88.1 6.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 461) 93 109 38 155 177 268 305 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 98,893 COMMITMENTS 12,858 8,102 0 77,863 86,867 90,721 94,969 8,172 3,924 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -2,001) 382 -586 0 -2,294 -2,445 -1,912 -3,031 -89 1,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 8.2 0.0 78.7 87.8 91.7 96.0 8.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 13 2 0 47 30 60 32 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 28,123 COMMITMENTS 666 8,415 745 22,438 16,920 23,849 26,080 4,274 2,043 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,633) -91 -4,015 50 -4,651 -509 -4,692 -4,474 59 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 29.9 2.6 79.8 60.2 84.8 92.7 15.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 1 12 11 15 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 404,426 COMMITMENTS 152,227 88,493 5,017 226,418 292,936 383,662 386,446 20,764 17,980 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -8,878) 9,182 -15,307 1,637 -23,012 7,231 -12,193 -6,439 3,315 -2,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 21.9 1.2 56.0 72.4 94.9 95.6 5.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 76 42 11 66 71 148 118 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 116,667 COMMITMENTS 59,106 10,345 757 27,975 92,352 87,838 103,454 28,829 13,213 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 8,347) 7,224 -2,545 206 129 12,499 7,559 10,160 788 -1,813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 8.9 0.6 24.0 79.2 75.3 88.7 24.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 27 10 3 11 16 40 27 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 40,694 COMMITMENTS 15,966 8,689 20 16,601 19,026 32,587 27,735 8,107 12,959 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 44) 467 -607 20 169 1,760 656 1,173 -612 -1,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 21.4 0.0 40.8 46.8 80.1 68.2 19.9 31.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 16 15 1 19 18 36 33 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,507 COMMITMENTS 12,848 5,736 1,029 26,240 37,931 40,117 44,696 11,390 6,811 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 1,552) 2,669 -275 -3 1,000 676 3,666 398 -2,114 1,154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 11.1 2.0 50.9 73.6 77.9 86.8 22.1 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 16 7 3 20 25 37 34 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 29,493 COMMITMENTS 5,589 0 40 20,554 28,003 26,183 28,043 3,310 1,450 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 1,134) 1,760 -264 0 -780 1,584 980 1,320 154 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 0.0 0.1 69.7 94.9 88.8 95.1 11.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 0 1 15 17 26 18 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 20,674 COMMITMENTS 3,710 1,270 82 10,845 17,473 14,637 18,825 6,037 1,849 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 113) 197 -393 -16 235 298 416 -111 -303 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 6.1 0.4 52.5 84.5 70.8 91.1 29.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 3 1 10 7 18 11 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 03/02/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,730 COMMITMENTS 3,261 1,332 0 10,930 13,236 14,191 14,568 1,539 1,162 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 486) 91 68 -1 217 347 307 414 179 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 8.5 0.0 69.5 84.1 90.2 92.6 9.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 3 0 6 3 14 6
Updated March 2, 2010