MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,823 COMMITMENTS 7,556 5,097 1,286 22,646 26,121 31,488 32,504 5,335 4,319 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -3,767) -63 -158 -79 -3,367 -3,088 -3,509 -3,325 -258 -442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 13.8 3.5 61.5 70.9 85.5 88.3 14.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 23 14 16 32 32 62 56 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 228,430 COMMITMENTS 70,652 27,590 40,728 91,366 125,345 202,746 193,663 25,684 34,767 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -10,417) -4,236 -1,911 -3,251 -3,261 -4,133 -10,748 -9,295 331 -1,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 12.1 17.8 40.0 54.9 88.8 84.8 11.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 103 56 106 52 71 212 197 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 362,122 COMMITMENTS 129,895 57,316 57,184 144,239 178,177 331,318 292,677 30,804 69,445 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 6,279) 2,477 -1,254 -148 1,228 3,878 3,557 2,476 2,722 3,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 15.8 15.8 39.8 49.2 91.5 80.8 8.5 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440) 140 79 123 77 185 288 337 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,534 COMMITMENTS 4,276 1,362 884 2,880 5,657 8,040 7,903 1,494 1,631 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -247) -205 -207 32 16 -116 -157 -291 -90 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 14.3 9.3 30.2 59.3 84.3 82.9 15.7 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 26 15 10 17 26 52 43 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,448 COMMITMENTS 20,595 5,919 4,997 14,778 13,581 40,370 24,497 8,078 23,951 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,570) 1 400 -1,709 -473 -336 -2,181 -1,645 611 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 12.2 10.3 30.5 28.0 83.3 50.6 16.7 49.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 53 38 32 32 74 105 130 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 65,520 COMMITMENTS 13,452 0 0 51,269 65,216 64,721 65,216 799 304 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -927) -2,783 0 -3,755 5,978 3,509 -560 -246 -367 -681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 0.0 0.0 78.2 99.5 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 0 0 13 13 20 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 174,715 COMMITMENTS 81,253 3,709 753 37,451 152,641 119,457 157,103 55,258 17,612 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 26,301) 2,888 -1,829 410 20,672 29,580 23,970 28,161 2,331 -1,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.5 2.1 0.4 21.4 87.4 68.4 89.9 31.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 44 8 6 17 32 66 41 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,936 COMMITMENTS 30,841 7,180 73 5,161 46,508 36,075 53,761 26,861 9,175 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 5,576) 1,623 -4,021 -23 3,185 11,617 4,785 7,573 791 -1,997 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 11.4 0.1 8.2 73.9 57.3 85.4 42.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 18 5 3 8 21 26 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 157,775 COMMITMENTS 118,812 5,647 1,640 28,874 149,038 149,326 156,325 8,449 1,450 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 22,954) 17,275 1,312 919 3,647 20,993 21,841 23,224 1,113 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.3 3.6 1.0 18.3 94.5 94.6 99.1 5.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 76 10 7 19 22 100 38 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 145,352 COMMITMENTS 54,967 21,061 2,668 47,957 96,190 105,592 119,919 39,760 25,433 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 19,002) 2,845 -5,252 2,365 9,267 18,267 14,477 15,380 4,525 3,622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 14.5 1.8 33.0 66.2 72.6 82.5 27.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 32 23 8 26 38 65 63 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 131,247 COMMITMENTS 43,205 26,549 363 60,542 68,760 104,110 95,672 27,137 35,575 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -5,314) -19,191 5,427 -604 12,779 -10,865 -7,016 -6,042 1,702 728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 20.2 0.3 46.1 52.4 79.3 72.9 20.7 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 24 31 5 28 28 55 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 263,702 COMMITMENTS 98,171 35,877 10,602 93,190 167,583 201,963 214,062 61,739 49,640 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 46,636) 15,067 4,081 6,331 26,626 37,889 48,024 48,301 -1,388 -1,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 13.6 4.0 35.3 63.6 76.6 81.2 23.4 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 56 37 26 44 47 112 98 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,699 COMMITMENTS 13,467 9,121 849 10,783 15,449 25,099 25,419 2,600 2,280 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 733) -1,859 1,206 707 2,045 -1,811 893 102 -160 631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 32.9 3.1 38.9 55.8 90.6 91.8 9.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 13 11 2 13 11 26 24 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,524,222 COMMITMENTS 985,172 826,595 993,041 6706570 6696485 8684783 8516121 839,439 1008101 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 197,314) 71,237 15,499 -21,309 145,895 217,591 195,823 211,781 1,491 -14,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 8.7 10.4 70.4 70.3 91.2 89.4 8.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 57 55 85 136 148 243 246 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 979,528 COMMITMENTS 78,626 97,692 59,055 698,932 715,745 836,612 872,492 142,916 107,036 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 33,311) -175 1,217 6,258 26,890 20,688 32,973 28,163 338 5,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 10.0 6.0 71.4 73.1 85.4 89.1 14.6 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557) 104 111 65 229 234 370 376 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 371,968 COMMITMENTS 14,660 51,056 9,478 249,642 266,951 273,780 327,485 98,188 44,483 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 19,870) -2,012 4,977 634 15,246 12,006 13,868 17,617 6,002 2,253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 13.7 2.5 67.1 71.8 73.6 88.0 26.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 16 18 9 64 60 85 82 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,037,799 COMMITMENTS 534,578 447,932 33,134 2246449 2243969 2814161 2725035 223,638 312,764 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 67,204) 35,863 7,879 1,440 58,220 43,412 95,523 52,731 -28,319 14,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 14.7 1.1 73.9 73.9 92.6 89.7 7.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 521) 101 107 53 195 215 324 348 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 103,970 COMMITMENTS 11,062 8,503 1,055 80,296 90,221 92,413 99,779 11,557 4,191 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 2,445) -57 1,987 -475 3,623 923 3,091 2,435 -646 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 8.2 1.0 77.2 86.8 88.9 96.0 11.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 13 6 2 48 40 62 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 93,669 COMMITMENTS 21,788 10,425 3,438 57,667 73,611 82,893 87,474 10,776 6,196 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 1,936) 2,327 687 1,027 -1,267 -179 2,088 1,535 -151 401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 11.1 3.7 61.6 78.6 88.5 93.4 11.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 70 31 15 79 77 151 121 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,916 COMMITMENTS 785 4,731 0 16,565 13,422 17,350 18,153 3,566 2,763 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 1,261) 217 1,939 0 1,312 -380 1,529 1,559 -268 -298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 22.6 0.0 79.2 64.2 83.0 86.8 17.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 4 0 12 12 15 16 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 363,766 COMMITMENTS 117,786 41,240 4,420 205,508 300,943 327,714 346,603 36,052 17,163 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 3,377) 18,639 1,831 -2,953 -12,893 1,003 2,793 -119 584 3,496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 11.3 1.2 56.5 82.7 90.1 95.3 9.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 68 31 12 75 75 145 116 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 152,865 COMMITMENTS 80,756 7,061 5,180 30,380 125,660 116,316 137,901 36,549 14,964 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 17,338) 358 -1,484 4,173 12,665 15,454 17,196 18,143 142 -805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 4.6 3.4 19.9 82.2 76.1 90.2 23.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 31 12 4 17 26 50 40 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 64,355 COMMITMENTS 7,630 12,409 2,419 34,779 19,649 44,828 34,477 19,527 29,878 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 19,959) -1,002 255 2,013 9,960 9,077 10,971 11,345 8,988 8,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 19.3 3.8 54.0 30.5 69.7 53.6 30.3 46.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 15 10 6 28 20 46 34 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 74,030 COMMITMENTS 17,512 4,632 1,397 44,109 47,367 63,018 53,396 11,012 20,634 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 9,466) 2,447 691 18 8,061 14,298 10,526 15,007 -1,060 -5,541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 6.3 1.9 59.6 64.0 85.1 72.1 14.9 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 21 5 6 28 30 50 40 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 03/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 14,716 COMMITMENTS 4,370 3,117 54 7,376 10,878 11,800 14,049 2,916 667 CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 388) 454 -5 54 -531 -12 -23 37 411 351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 21.2 0.4 50.1 73.9 80.2 95.5 19.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 10 5 3 5 2 17 8
Updated March 11, 2011