MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,227 COMMITMENTS 944 9,522 1,063 26,321 15,716 28,328 26,301 3,899 5,926 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 576) -115 -726 106 184 731 175 111 401 465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 29.5 3.3 81.7 48.8 87.9 81.6 12.1 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 6 26 14 30 30 48 59 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 196,573 COMMITMENTS 59,578 24,562 26,080 88,395 119,314 174,053 169,956 22,520 26,617 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -6,386) -2,874 -757 -3,157 -661 -1,273 -6,692 -5,187 306 -1,199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 12.5 13.3 45.0 60.7 88.5 86.5 11.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 98 49 78 39 52 176 154 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 363,471 COMMITMENTS 127,846 30,688 75,771 130,220 184,065 333,837 290,524 29,634 72,947 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 5,454) -3,137 -5,382 7,451 381 3,275 4,695 5,344 759 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 8.4 20.8 35.8 50.6 91.8 79.9 8.2 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443) 153 57 118 97 180 319 318 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,586 COMMITMENTS 3,724 648 1,137 2,615 6,266 7,476 8,051 2,110 1,535 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 45) -94 8 -84 -161 4 -339 -72 384 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 6.8 11.9 27.3 65.4 78.0 84.0 22.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 31 10 12 15 24 53 44 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,985 COMMITMENTS 21,554 6,819 4,368 9,034 11,951 34,956 23,138 6,029 17,847 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -728) 609 556 -775 -244 -198 -410 -417 -318 -311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 16.6 10.7 22.0 29.2 85.3 56.5 14.7 43.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 54 34 20 27 50 94 94 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,734 COMMITMENTS 6,782 200 0 13,951 27,328 20,733 27,528 7,001 206 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,903) -2,215 0 0 3,817 1,872 1,602 1,872 301 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 0.7 0.0 50.3 98.5 74.8 99.3 25.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 1 0 11 13 18 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 152,133 COMMITMENTS 88,595 18,299 20 18,473 119,260 107,088 137,579 45,045 14,554 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -752) -1,683 1,048 -95 3,520 -800 1,742 153 -2,494 -905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.2 12.0 0.0 12.1 78.4 70.4 90.4 29.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 45 8 2 18 25 64 34 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 28,290 COMMITMENTS 6,735 13,275 0 11,652 4,984 18,387 18,259 9,903 10,031 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -2,620) -2,504 2,948 -131 2,219 -6,351 -416 -3,534 -2,204 914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 46.9 0.0 41.2 17.6 65.0 64.5 35.0 35.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 13 0 8 8 16 21 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 131,061 COMMITMENTS 113,370 3,772 439 9,685 124,757 123,494 128,968 7,567 2,093 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -1,779) -1,316 -1,052 54 -437 -1,141 -1,699 -2,139 -80 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 86.5 2.9 0.3 7.4 95.2 94.2 98.4 5.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 58 11 2 12 21 70 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 132,818 COMMITMENTS 11,965 79,038 470 104,446 21,916 116,881 101,424 15,937 31,394 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,172) 616 -3,935 350 -583 5,935 383 2,350 1,789 -178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 59.5 0.4 78.6 16.5 88.0 76.4 12.0 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 9 43 2 12 23 23 66 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 109,417 COMMITMENTS 17,174 48,040 0 74,872 23,538 92,046 71,578 17,371 37,839 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 12,504) -23,856 17,171 -58 37,519 -15,049 13,605 2,064 -1,101 10,440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 43.9 0.0 68.4 21.5 84.1 65.4 15.9 34.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 13 42 0 19 19 32 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 223,554 COMMITMENTS 35,205 120,531 1,736 147,689 49,896 184,630 172,163 38,924 51,391 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 28,267) -4,748 5,661 422 33,829 18,012 29,503 24,095 -1,236 4,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 53.9 0.8 66.1 22.3 82.6 77.0 17.4 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 41 70 11 24 34 72 109 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 17,143 COMMITMENTS 13,049 7,243 0 1,073 9,012 14,122 16,255 3,021 888 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -456) -572 -889 0 -221 857 -793 -32 337 -424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.1 42.3 0.0 6.3 52.6 82.4 94.8 17.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 15 10 0 4 10 19 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,333,532 COMMITMENTS 1123169 423,786 994,096 4488401 5026612 6605666 6444494 727,866 889,038 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -17,898) -101,373 -60,466 -38,406 124,483 95,991 -15,296 -2,881 -2,602 -15,017 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 5.8 13.6 61.2 68.5 90.1 87.9 9.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 64 57 91 123 134 241 239 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 316,580 COMMITMENTS 17,803 28,740 768 219,178 220,343 237,749 249,851 78,831 66,729 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 6,700) -5,722 -989 451 10,330 7,443 5,059 6,905 1,641 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 9.1 0.2 69.2 69.6 75.1 78.9 24.9 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 19 17 6 63 60 85 80 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,419,469 COMMITMENTS 296,557 306,195 39,298 1765846 1856916 2101701 2202409 317,768 217,060 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 70,552) -55,010 -69,020 13,358 121,599 146,543 79,947 90,881 -9,395 -20,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 12.7 1.6 73.0 76.7 86.9 91.0 13.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459) 97 104 32 143 177 254 299 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 100,461 COMMITMENTS 12,701 8,432 0 78,313 88,867 91,014 97,299 9,447 3,162 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 848) -1,122 -982 -312 3,198 896 1,764 -398 -916 1,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 8.4 0.0 78.0 88.5 90.6 96.9 9.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 16 3 0 49 38 65 41 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 14,192 COMMITMENTS 4,250 1,445 0 5,575 10,062 9,825 11,507 4,367 2,685 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,308) 1,476 0 0 162 2,619 1,638 2,619 -330 -1,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 10.2 0.0 39.3 70.9 69.2 81.1 30.8 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 10 12 13 13 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 292,716 COMMITMENTS 137,240 82,236 1,570 127,569 193,061 266,379 276,867 26,337 15,849 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 5,241) -424 1,901 -42 16,353 12,403 15,887 14,262 -10,646 -9,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 28.1 0.5 43.6 66.0 91.0 94.6 9.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 76 43 9 65 72 145 120 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,815 COMMITMENTS 79,698 10,358 451 28,480 116,105 108,629 126,914 34,186 15,901 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 402) -4,550 449 -216 2,966 -603 -1,800 -370 2,202 772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.8 7.3 0.3 19.9 81.3 76.1 88.9 23.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 38 11 2 11 18 49 31 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 44,669 COMMITMENTS 14,142 13,075 0 20,569 18,577 34,711 31,652 9,958 13,017 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,418) -116 -790 0 441 3,122 325 2,332 1,093 -914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 29.3 0.0 46.0 41.6 77.7 70.9 22.3 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 16 12 0 15 15 31 27 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,353 COMMITMENTS 19,197 4,775 626 13,412 20,482 33,235 25,883 6,118 13,470 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,544) 624 175 87 1,552 4,124 2,263 4,386 281 -1,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.8 12.1 1.6 34.1 52.0 84.5 65.8 15.5 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 16 9 3 18 19 36 29 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 29,189 COMMITMENTS 4,188 580 80 22,062 27,088 26,330 27,748 2,859 1,441 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,688) -1,540 310 0 3,215 1,541 1,675 1,851 13 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 2.0 0.3 75.6 92.8 90.2 95.1 9.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 2 1 19 22 25 25 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 20,261 COMMITMENTS 4,935 500 82 8,080 18,090 13,097 18,672 7,164 1,589 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 288) 569 -293 0 -635 750 -66 457 354 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 2.5 0.4 39.9 89.3 64.6 92.2 35.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 10 1 1 10 11 20 13 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 03/30/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 18,149 COMMITMENTS 4,124 1,634 0 12,458 15,561 16,582 17,195 1,567 954 CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -612) -293 -72 0 -135 -556 -428 -628 -184 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 9.0 0.0 68.6 85.7 91.4 94.7 8.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 11 5 0 6 2 17 7
Updated April 2, 2010