BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,637 COMMITMENTS 228 587 2 1,664 1,328 1,894 1,917 743 720 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 167) 0 102 -2 92 66 90 166 77 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 22.3 0.1 63.1 50.4 71.8 72.7 28.2 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 13 13 16 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,590 COMMITMENTS 7,619 5,255 1,365 26,013 29,209 34,997 35,829 5,593 4,761 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 752) 272 -624 189 767 1,042 1,228 607 -476 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 12.9 3.4 64.1 72.0 86.2 88.3 13.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 27 11 18 33 36 67 59 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 238,847 COMMITMENTS 74,888 29,501 43,979 94,627 129,478 213,494 202,958 25,353 35,889 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -6,152) 621 -1,818 -2,763 -1,179 -1,105 -3,321 -5,686 -2,831 -466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 12.4 18.4 39.6 54.2 89.4 85.0 10.6 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 106 65 111 60 72 236 205 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 355,843 COMMITMENTS 127,418 58,570 57,332 143,011 174,299 327,761 290,201 28,082 65,642 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -3,237) -1,607 2,108 2,988 -2,322 -3,692 -941 1,404 -2,296 -4,641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 16.5 16.1 40.2 49.0 92.1 81.6 7.9 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446) 138 88 116 76 188 277 345 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,781 COMMITMENTS 4,481 1,569 852 2,864 5,773 8,197 8,194 1,584 1,587 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -580) -257 198 -88 151 -966 -194 -856 -386 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.8 16.0 8.7 29.3 59.0 83.8 83.8 16.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 26 15 12 21 29 56 52 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,018 COMMITMENTS 20,594 5,519 6,706 15,251 13,917 42,551 26,142 7,467 23,876 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,158) 289 231 -1,595 207 37 -1,099 -1,327 -59 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 11.0 13.4 30.5 27.8 85.1 52.3 14.9 47.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 51 41 41 38 78 119 138 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 66,447 COMMITMENTS 16,235 0 3,755 45,291 61,707 65,281 65,462 1,166 985 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,003) 391 0 0 -6 109 385 109 618 894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 0.0 5.7 68.2 92.9 98.2 98.5 1.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 0 1 12 12 20 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 148,414 COMMITMENTS 78,365 5,538 343 16,779 123,061 95,487 128,942 52,927 19,472 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 7,804) 5,591 1,112 217 -1,134 4,019 4,674 5,348 3,130 2,456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 3.7 0.2 11.3 82.9 64.3 86.9 35.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 42 8 5 14 29 58 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,360 COMMITMENTS 29,218 11,201 96 1,976 34,891 31,290 46,188 26,070 11,172 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 13,429) 10,892 5,166 30 -4,850 9,662 6,072 14,858 7,357 -1,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 19.5 0.2 3.4 60.8 54.6 80.5 45.4 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 17 7 2 5 20 23 28 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 134,821 COMMITMENTS 101,537 4,335 721 25,227 128,045 127,485 133,101 7,336 1,720 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -15,034) -16,911 163 -28 2,809 -14,432 -14,130 -14,297 -904 -737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.3 3.2 0.5 18.7 95.0 94.6 98.7 5.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 68 12 4 16 23 87 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 126,350 COMMITMENTS 52,122 26,313 303 38,690 77,923 91,115 104,539 35,235 21,811 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 2,576) -975 9,225 95 958 -6,912 78 2,408 2,498 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 20.8 0.2 30.6 61.7 72.1 82.7 27.9 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 32 23 8 22 33 57 62 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 136,561 COMMITMENTS 62,396 21,122 967 47,763 79,625 111,126 101,714 25,435 34,847 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 12,545) 38,939 -30,081 254 -30,573 41,769 8,620 11,942 3,925 603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 15.5 0.7 35.0 58.3 81.4 74.5 18.6 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 30 32 8 24 32 61 65 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 217,066 COMMITMENTS 83,104 31,796 4,271 66,564 129,694 153,939 165,761 63,127 51,305 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 9,197) 5,650 -60 541 -2,225 7,071 3,966 7,552 5,231 1,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 14.6 2.0 30.7 59.7 70.9 76.4 29.1 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 53 40 24 42 48 108 99 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,966 COMMITMENTS 15,326 7,915 142 8,738 17,260 24,206 25,317 2,760 1,649 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -864) -649 41 0 272 -1,010 -377 -969 -487 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.8 29.4 0.5 32.4 64.0 89.8 93.9 10.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 14 10 1 12 12 26 23 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,326,908 COMMITMENTS 913,935 811,096 1014350 6560675 6478894 8488960 8304340 837,948 1022568 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 356,543) 53,701 181,222 -263,321 564,711 467,388 355,091 385,289 1,452 -28,746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 8.7 10.9 70.3 69.5 91.0 89.0 9.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 62 52 85 131 146 244 243 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 946,217 COMMITMENTS 78,801 96,475 52,797 672,042 695,056 803,640 844,329 142,577 101,888 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 29,040) -4,510 -4,862 8,755 6,785 21,304 11,030 25,197 18,010 3,844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 10.2 5.6 71.0 73.5 84.9 89.2 15.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561) 106 111 62 233 230 373 371 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 352,098 COMMITMENTS 16,672 46,079 8,844 234,396 254,945 259,912 309,868 92,186 42,230 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 14,921) 1,040 1,187 4,840 949 7,069 6,829 13,096 8,092 1,825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 13.1 2.5 66.6 72.4 73.8 88.0 26.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 17 18 9 61 59 82 82 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,970,595 COMMITMENTS 498,715 440,053 31,694 2188229 2200557 2718638 2672304 251,957 298,291 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 70,596) -5,596 -8,092 -2,579 29,181 71,174 21,006 60,503 49,590 10,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 14.8 1.1 73.7 74.1 91.5 90.0 8.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 523) 102 107 47 201 211 329 339 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 101,525 COMMITMENTS 11,119 6,516 1,530 76,673 89,298 89,322 97,344 12,203 4,181 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 698) -3,035 -228 1,526 648 -1,488 -861 -190 1,559 888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 6.4 1.5 75.5 88.0 88.0 95.9 12.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 13 6 1 47 43 60 50 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,733 COMMITMENTS 19,461 9,738 2,411 58,933 73,790 80,805 85,938 10,928 5,794 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -3,199) -6,261 562 -1,114 1,298 -2,271 -6,077 -2,824 2,878 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 10.6 2.6 64.2 80.4 88.1 93.7 11.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 73 40 15 83 81 162 130 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,655 COMMITMENTS 568 2,792 0 15,253 13,802 15,821 16,594 3,834 3,061 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -612) -2,746 492 -3 1,911 -1,134 -838 -645 226 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 14.2 0.0 77.6 70.2 80.5 84.4 19.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 0 13 12 15 14 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 360,389 COMMITMENTS 99,147 39,409 7,373 218,401 299,940 324,921 346,722 35,468 13,667 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -12,936) -28,491 -10,567 5,359 -3,064 -5,687 -26,196 -10,895 13,260 -2,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 10.9 2.0 60.6 83.2 90.2 96.2 9.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 74 38 13 77 78 155 125 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 135,527 COMMITMENTS 80,398 8,545 1,007 17,715 110,206 99,120 119,758 36,407 15,769 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 10,186) 7,672 1,883 165 70 8,368 7,907 10,416 2,279 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.3 6.3 0.7 13.1 81.3 73.1 88.4 26.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 38 14 6 14 25 54 43 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 44,396 COMMITMENTS 8,632 12,154 406 24,819 10,572 33,857 23,132 10,539 21,264 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -3,488) -680 -3,380 214 -1,915 90 -2,381 -3,076 -1,107 -412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 27.4 0.9 55.9 23.8 76.3 52.1 23.7 47.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 19 12 3 22 15 41 30 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,564 COMMITMENTS 15,065 3,941 1,379 36,048 33,069 52,492 38,389 12,072 26,175 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,905) -1,067 1,192 -226 835 -1,138 -458 -172 2,363 2,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 6.1 2.1 55.8 51.2 81.3 59.5 18.7 40.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 21 5 4 20 23 42 31 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 14,328 COMMITMENTS 3,916 3,122 0 7,907 10,890 11,823 14,012 2,505 316 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 45) 88 15 0 -60 -3 28 12 17 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 21.8 0.0 55.2 76.0 82.5 97.8 17.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 4 0 6 2 15 6
Updated March 4, 2011