MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 47,154 COMMITMENTS 1,553 6,077 10,299 30,785 20,452 42,637 36,829 4,517 10,326 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 1,081) 28 453 89 1,376 796 1,493 1,338 -412 -258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 12.9 21.8 65.3 43.4 90.4 78.1 9.6 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 11 25 26 38 30 66 65 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 213,657 COMMITMENTS 55,603 12,585 48,344 86,888 120,283 190,835 181,212 22,821 32,444 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 16,041) 7,204 -3,177 5,914 1,495 12,209 14,614 14,946 1,427 1,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 5.9 22.6 40.7 56.3 89.3 84.8 10.7 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 92 55 94 50 55 195 165 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 384,485 COMMITMENTS 129,653 19,043 93,314 132,170 195,961 355,138 308,318 29,347 76,167 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 17,464) 9,384 -1,161 3,506 1,974 10,858 14,864 13,204 2,600 4,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 5.0 24.3 34.4 51.0 92.4 80.2 7.6 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424) 138 76 114 100 182 307 314 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 9,761 COMMITMENTS 3,761 547 1,200 2,699 6,208 7,660 7,954 2,102 1,807 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -568) -511 2 -109 82 -367 -539 -474 -29 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 5.6 12.3 27.7 63.6 78.5 81.5 21.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 35 9 14 18 25 57 45 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 41,686 COMMITMENTS 15,717 3,295 8,077 11,557 13,396 35,351 24,769 6,334 16,917 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 1,615) 803 -343 717 -4 582 1,515 956 100 660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.7 7.9 19.4 27.7 32.1 84.8 59.4 15.2 40.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 48 31 39 39 55 111 106 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 128,540 COMMITMENTS 47,593 7,526 9,504 27,284 90,280 84,380 107,310 44,160 21,231 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 11,732) 5,460 -2,753 2,658 3,794 9,789 11,912 9,694 -181 2,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 5.9 7.4 21.2 70.2 65.6 83.5 34.4 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 33 10 15 22 31 61 50 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 46,351 COMMITMENTS 10,888 17,653 2,785 21,097 11,265 34,770 31,703 11,581 14,648 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -2,680) -934 -3,150 457 -3,469 201 -3,945 -2,492 1,265 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 38.1 6.0 45.5 24.3 75.0 68.4 25.0 31.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 11 5 11 11 22 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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: 118,648 COMMITMENTS 91,411 11,632 129 20,272 105,318 111,812 117,079 6,836 1,569 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 17,615) 23,565 1,133 -288 -6,581 16,857 16,696 17,702 919 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED 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: 155,078 COMMITMENTS 14,218 85,008 14,196 100,945 21,316 129,359 120,519 25,719 34,559 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 13,096) -594 4,930 6,328 593 3,154 6,328 14,412 6,768 -1,316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 54.8 9.2 65.1 13.7 83.4 77.7 16.6 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 19 48 19 19 20 50 75 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 148,911 COMMITMENTS 57,069 22,261 10,979 53,628 83,690 121,677 116,930 27,235 31,981 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 12,646) 26,826 -4,902 2,306 -19,128 15,448 10,005 12,852 2,642 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 14.9 7.4 36.0 56.2 81.7 78.5 18.3 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 39 34 30 18 25 75 71 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 282,455 COMMITMENTS 36,380 98,006 49,746 144,156 78,630 230,281 226,381 52,174 56,074 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 9,369) 2,397 -2,111 34 545 8,045 2,977 5,968 6,392 3,401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 34.7 17.6 51.0 27.8 81.5 80.1 18.5 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 44 68 53 34 40 113 126 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 14,182,809 COMMITMENTS 1677099 449,819 4966095 6690825 7819075 13334020 13234989 848,789 947,820 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 889,722) 144,442 63,798 400,277 348,630 425,285 893,348 889,360 -3,627 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 3.2 35.0 47.2 55.1 94.0 93.3 6.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 75 85 124 146 150 297 289 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 483,599 COMMITMENTS 25,218 93,576 34,700 309,579 301,308 369,498 429,584 114,101 54,016 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 7,046) -503 -1,530 5,069 -724 3,938 3,841 7,477 3,206 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 19.3 7.2 64.0 62.3 76.4 88.8 23.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 24 28 34 80 63 125 104 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,011,837 COMMITMENTS 712,615 471,158 82,358 2009129 2099448 2804102 2652965 207,735 358,872 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 31,484) 11,035 7,038 4,525 -13,927 6,208 1,634 17,770 29,851 13,714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 15.6 2.7 66.7 69.7 93.1 88.1 6.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 471) 94 117 70 175 182 312 327 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 98,935 COMMITMENTS 12,858 8,102 0 77,877 86,867 90,735 94,969 8,200 3,966 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -1,990) 382 -586 0 -2,292 -2,453 -1,910 -3,039 -80 1,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED 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: 28,135 COMMITMENTS 665 8,415 746 22,438 16,920 23,849 26,081 4,286 2,054 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -4,635) -92 -4,015 51 -4,651 -509 -4,692 -4,473 57 -161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 29.9 2.7 79.8 60.1 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 OPTION AND FUTURES COMBINED 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: 410,771 COMMITMENTS 152,118 88,445 7,052 230,352 296,652 389,523 392,149 21,248 18,622 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: -7,102) 9,018 -15,580 2,171 -21,666 8,480 -10,476 -4,929 3,374 -2,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 21.5 1.7 56.1 72.2 94.8 95.5 5.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 76 45 19 68 72 156 124 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 124,949 COMMITMENTS 59,920 10,292 5,496 28,529 93,608 93,945 109,396 31,004 15,553 CHANGES FROM 02/23/10 (CHANGE IN OPEN INTEREST: 8,022) 7,274 -2,672 -281 287 12,573 7,280 9,620 742 -1,598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.0 8.2 4.4 22.8 74.9 75.2 87.6 24.8 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 29 11 11 12 16 47 32 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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: 40,695 COMMITMENTS 15,966 8,689 20 16,602 19,026 32,588 27,735 8,107 12,960 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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