MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,301 COMMITMENTS 1,688 6,236 10,842 32,702 21,688 45,232 38,766 5,069 11,536 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 3,796) 308 308 1,280 1,911 1,055 3,499 2,643 297 1,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 12.4 21.6 65.0 43.1 89.9 77.1 10.1 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 11 24 22 41 33 65 67 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 228,677 COMMITMENTS 63,918 13,131 50,823 90,583 132,839 205,323 196,793 23,354 31,884 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 5,200) 2,392 758 1,778 1,590 3,738 5,760 6,274 -560 -1,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 5.7 22.2 39.6 58.1 89.8 86.1 10.2 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 99 53 100 48 59 201 173 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 442,433 COMMITMENTS 134,053 12,426 134,142 142,556 212,125 410,752 358,694 31,681 83,740 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 11,891) -630 -271 18,219 -3,485 -2,618 14,104 15,330 -2,212 -3,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 2.8 30.3 32.2 47.9 92.8 81.1 7.2 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440) 162 57 122 103 184 331 321 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,798 COMMITMENTS 3,805 470 1,442 2,788 6,394 8,036 8,306 1,763 1,492 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 299) 121 -25 261 15 91 398 327 -98 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 4.8 14.7 28.5 65.3 82.0 84.8 18.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 33 13 15 17 26 60 47 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,066 COMMITMENTS 21,054 3,416 9,690 9,630 13,639 40,374 26,746 6,691 20,320 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 3,235) 2,287 843 1,047 -586 182 2,748 2,073 487 1,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.7 7.3 20.6 20.5 29.0 85.8 56.8 14.2 43.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 57 33 35 37 58 116 108 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,831 COMMITMENTS 8,997 200 0 10,134 25,456 19,131 25,656 6,700 175 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,698) 1,155 0 0 532 1,760 1,687 1,760 11 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 0.8 0.0 39.2 98.5 74.1 99.3 25.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 1 0 9 13 18 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 164,275 COMMITMENTS 90,946 16,509 6,114 17,717 123,437 114,777 146,059 49,498 18,216 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -27,462) 8,687 5,193 -5,028 -36,259 -25,494 -32,599 -25,329 5,138 -2,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.4 10.0 3.7 10.8 75.1 69.9 88.9 30.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 43 13 18 19 28 72 49 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 33,245 COMMITMENTS 9,083 10,503 1,368 9,859 11,812 20,310 23,683 12,935 9,562 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -943) 284 -3,896 212 -1,312 4,661 -816 977 -127 -1,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 31.6 4.1 29.7 35.5 61.1 71.2 38.9 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 14 5 7 10 18 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 132,844 COMMITMENTS 114,686 4,824 385 10,122 125,898 125,193 131,107 7,651 1,737 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 5,551) 5,024 -1,584 -35 751 5,471 5,740 3,852 -189 1,699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.3 3.6 0.3 7.6 94.8 94.2 98.7 5.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 62 10 1 13 20 75 31 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 148,185 COMMITMENTS 11,479 83,297 10,990 108,670 19,981 131,139 114,268 17,046 33,917 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 11,972) -864 6,895 2,632 10,522 2,556 12,289 12,083 -317 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 56.2 7.4 73.3 13.5 88.5 77.1 11.5 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 15 47 20 19 22 46 77 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 107,260 COMMITMENTS 41,104 29,505 7,214 38,920 40,596 87,238 77,315 20,022 29,945 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,066) -214 4,850 206 2,278 -4,752 2,269 304 -1,204 761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 27.5 6.7 36.3 37.8 81.3 72.1 18.7 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 30 38 24 19 23 63 71 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 239,208 COMMITMENTS 40,641 114,084 33,875 119,021 38,298 193,537 186,257 45,671 52,951 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 39,899) -2,958 25,768 6,762 32,388 1,584 36,193 34,114 3,706 5,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 47.7 14.2 49.8 16.0 80.9 77.9 19.1 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 53 68 52 30 31 112 122 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 17,599 COMMITMENTS 13,621 8,132 0 1,294 8,155 14,915 16,287 2,684 1,312 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,961) 2,287 -393 0 -533 2,185 1,754 1,792 207 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.4 46.2 0.0 7.4 46.3 84.7 92.5 15.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 12 0 3 9 17 21 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,944,279 COMMITMENTS 1465896 423,465 3949041 5744949 6600403 11159885 10972909 784,394 971,370 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 144,822) 40,534 4,235 17,397 141,714 106,736 199,645 128,369 -54,823 16,453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 3.5 33.1 48.1 55.3 93.4 91.9 6.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 83 67 123 141 142 286 277 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 382,742 COMMITMENTS 23,232 29,206 25,960 250,995 253,050 300,188 308,216 82,554 74,527 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -217,184) -2,441 -65,263 -22,505 -124,183 -115,457 -149,130 -203,225 -68,054 -13,959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 7.6 6.8 65.6 66.1 78.4 80.5 21.6 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 22 31 32 74 63 117 105 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,486,780 COMMITMENTS 346,724 375,610 81,594 1718958 1772696 2147276 2229900 339,505 256,880 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -1,297,260) -343,668 -148,138 -55,923 -809,471 -759,004 -1209062 -963,065 -88,198 -334,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 15.1 3.3 69.1 71.3 86.3 89.7 13.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462) 98 115 74 159 179 301 324 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 99,677 COMMITMENTS 13,823 9,414 312 75,153 87,971 89,288 97,697 10,389 1,979 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -15,161) 1,151 -469 312 -16,665 -10,843 -15,202 -11,000 40 -4,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 9.4 0.3 75.4 88.3 89.6 98.0 10.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 15 4 1 46 38 61 43 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 12,894 COMMITMENTS 2,774 1,445 0 5,413 7,443 8,187 8,888 4,707 4,006 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -10,765) 1,251 -1,382 -1,592 -11,071 -8,466 -11,412 -11,440 647 675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 11.2 0.0 42.0 57.7 63.5 68.9 36.5 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 9 10 11 11 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 295,543 COMMITMENTS 137,549 79,858 4,097 116,541 186,124 258,187 270,079 37,357 25,464 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -131,989) -8,832 -17,746 -17,726 -110,452 -102,500 -137,010 -137,973 5,021 5,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.5 27.0 1.4 39.4 63.0 87.4 91.4 12.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 76 50 17 67 71 154 127 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 147,271 COMMITMENTS 84,812 9,778 2,842 26,384 118,009 114,037 130,628 33,234 16,643 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 16,574) 10,484 -569 264 3,012 11,419 13,760 11,113 2,814 5,461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.6 6.6 1.9 17.9 80.1 77.4 88.7 22.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 42 9 12 11 17 58 33 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 43,253 COMMITMENTS 14,258 13,865 0 20,130 15,455 34,388 29,320 8,865 13,933 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,026) 79 -44 0 397 1,579 476 1,535 550 -509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 32.1 0.0 46.5 35.7 79.5 67.8 20.5 32.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 16 12 0 15 12 31 24 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,809 COMMITMENTS 18,573 4,600 539 11,860 16,358 30,972 21,497 5,837 15,312 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 4,459) 2,392 1,682 245 1,418 686 4,055 2,613 404 1,846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.5 12.5 1.5 32.2 44.4 84.1 58.4 15.9 41.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 16 10 2 17 18 34 29 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 27,501 COMMITMENTS 5,728 270 80 18,847 25,547 24,655 25,897 2,846 1,604 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -1,864) 1,285 -257 -3 -2,190 -1,118 -908 -1,378 -956 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 1.0 0.3 68.5 92.9 89.7 94.2 10.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 1 1 15 17 24 19 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 19,973 COMMITMENTS 4,366 793 82 8,715 17,340 13,163 18,215 6,810 1,758 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -5,196) 989 -115 82 -4,725 -2,601 -3,654 -2,634 -1,542 -2,562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 4.0 0.4 43.6 86.8 65.9 91.2 34.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 2 1 10 9 18 12 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 18,761 COMMITMENTS 4,417 1,706 0 12,593 16,117 17,010 17,823 1,751 938 CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 205) -77 138 0 113 398 36 536 169 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 9.1 0.0 67.1 85.9 90.7 95.0 9.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 4 0 6 3 16 7
Updated March 26, 2010