MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,740 COMMITMENTS 6,746 5,027 1,477 25,435 26,885 33,658 33,389 4,082 4,351 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 917) -810 -70 191 2,789 764 2,170 885 -1,253 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 13.3 3.9 67.4 71.2 89.2 88.5 10.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 18 15 20 35 37 64 63 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 220,518 COMMITMENTS 64,861 24,581 40,167 92,237 120,251 197,265 184,999 23,253 35,519 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -7,912) -5,791 -3,009 -561 871 -5,094 -5,481 -8,664 -2,431 752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 11.1 18.2 41.8 54.5 89.5 83.9 10.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 90 47 93 54 68 193 180 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 371,349 COMMITMENTS 125,890 59,100 63,598 150,299 175,979 339,787 298,677 31,562 72,672 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 9,227) -4,005 1,784 6,414 6,060 -2,198 8,469 6,000 758 3,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 15.9 17.1 40.5 47.4 91.5 80.4 8.5 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436) 132 77 115 85 191 289 335 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,065 COMMITMENTS 4,191 1,474 614 2,747 5,367 7,552 7,455 1,513 1,610 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -469) -85 112 -270 -133 -290 -488 -448 19 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 16.3 6.8 30.3 59.2 83.3 82.2 16.7 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 29 12 12 20 31 52 53 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,701 COMMITMENTS 19,909 4,447 5,241 13,271 13,183 38,421 22,871 7,280 22,830 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -2,747) -686 -1,472 244 -1,507 -398 -1,949 -1,626 -798 -1,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 9.7 11.5 29.0 28.8 84.1 50.0 15.9 50.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 58 32 40 31 72 113 129 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 70,451 COMMITMENTS 13,665 0 0 55,371 69,240 69,036 69,240 1,415 1,211 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 4,931) 213 0 0 4,102 4,024 4,315 4,024 616 907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 0.0 0.0 78.6 98.3 98.0 98.3 2.0 1.7 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 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 189,157 COMMITMENTS 60,789 3,798 1,565 74,231 165,059 136,585 170,422 52,572 18,735 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 14,442) -20,464 89 812 36,780 12,418 17,128 13,319 -2,686 1,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 2.0 0.8 39.2 87.3 72.2 90.1 27.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 35 7 4 22 31 60 39 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 61,506 COMMITMENTS 32,295 4,655 19 3,361 45,748 35,675 50,422 25,831 11,084 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -1,430) 1,454 -2,525 -54 -1,800 -760 -400 -3,339 -1,030 1,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 7.6 0.0 5.5 74.4 58.0 82.0 42.0 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 21 6 2 6 13 27 21 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 161,361 COMMITMENTS 130,652 9,077 141 22,795 149,716 153,588 158,934 7,773 2,427 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 3,586) 11,840 3,430 -1,499 -6,079 678 4,262 2,609 -676 977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.0 5.6 0.1 14.1 92.8 95.2 98.5 4.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 78 10 1 14 22 92 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 98,181 COMMITMENTS 28,580 28,805 42 41,676 50,188 70,298 79,035 27,883 19,146 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -47,171) -26,387 7,744 -2,626 -6,281 -46,002 -35,294 -40,884 -11,877 -6,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 29.3 0.0 42.4 51.1 71.6 80.5 28.4 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 28 22 2 22 23 52 45 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 114,701 COMMITMENTS 52,603 22,373 470 29,577 56,979 82,650 79,822 32,051 34,879 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -16,546) 9,398 -4,176 107 -30,965 -11,781 -21,460 -15,850 4,914 -696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 19.5 0.4 25.8 49.7 72.1 69.6 27.9 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 28 34 1 16 26 44 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 190,848 COMMITMENTS 86,506 40,190 1,945 44,477 108,111 132,928 150,246 57,920 40,602 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -72,854) -11,665 4,313 -8,657 -48,713 -59,472 -69,035 -63,816 -3,819 -9,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 21.1 1.0 23.3 56.6 69.7 78.7 30.3 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 54 28 11 35 40 92 76 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 15,851 COMMITMENTS 7,277 10,086 210 5,986 3,295 13,473 13,591 2,378 2,260 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -11,848) -6,190 965 -639 -4,797 -12,154 -11,626 -11,828 -222 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 63.6 1.3 37.8 20.8 85.0 85.7 15.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 15 1 12 8 24 24 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,702,082 COMMITMENTS 937,620 625,375 865,101 6016179 6255644 7818900 7746120 883,182 955,962 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -822,140) -47,552 -201,220 -127,940 -690,391 -440,841 -865,883 -770,001 43,743 -52,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 7.2 9.9 69.1 71.9 89.9 89.0 10.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 50 50 75 124 133 223 218 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,173,662 COMMITMENTS 81,187 103,701 112,848 815,196 810,236 1009231 1026785 164,431 146,877 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 194,135) 2,562 6,008 53,793 116,264 94,491 172,619 154,293 21,515 39,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 8.8 9.6 69.5 69.0 86.0 87.5 14.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569) 103 122 90 249 248 405 412 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 454,544 COMMITMENTS 15,006 82,619 16,700 312,573 299,621 344,279 398,940 110,265 55,604 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 82,576) 346 31,563 7,222 62,931 32,670 70,499 71,455 12,077 11,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 18.2 3.7 68.8 65.9 75.7 87.8 24.3 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 15 21 19 74 67 101 97 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,595,592 COMMITMENTS 696,413 470,915 115,234 2513115 2553076 3324762 3139225 270,830 456,367 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 557,793) 161,835 22,983 82,100 266,666 309,107 510,601 414,190 47,192 143,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 13.1 3.2 69.9 71.0 92.5 87.3 7.5 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534) 98 120 75 219 232 362 384 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 128,945 COMMITMENTS 12,119 7,841 534 104,533 116,565 117,186 124,940 11,759 4,005 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 24,975) 1,057 -662 -521 24,237 26,344 24,773 25,161 202 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 6.1 0.4 81.1 90.4 90.9 96.9 9.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 10 6 1 55 45 65 52 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 112,617 COMMITMENTS 13,530 11,474 8,881 80,712 85,525 103,123 105,881 9,493 6,736 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 18,947) -8,258 1,049 5,443 23,046 11,915 20,230 18,407 -1,283 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 10.2 7.9 71.7 75.9 91.6 94.0 8.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 64 42 24 91 95 165 152 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 26,962 COMMITMENTS 835 9,100 137 22,239 15,024 23,211 24,261 3,751 2,701 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 6,046) 50 4,369 137 5,674 1,602 5,861 6,108 185 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 33.8 0.5 82.5 55.7 86.1 90.0 13.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 5 1 16 15 20 20 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 428,273 COMMITMENTS 98,072 46,469 9,123 292,366 352,507 399,561 408,099 28,712 20,174 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 64,507) -19,714 5,229 4,703 86,858 51,564 71,847 61,496 -7,340 3,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 10.9 2.1 68.3 82.3 93.3 95.3 6.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 64 40 20 87 92 158 145 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 100,326 COMMITMENTS 56,352 8,401 32 12,897 74,230 69,281 82,663 31,045 17,663 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -52,539) -24,404 1,340 -5,148 -17,483 -51,430 -47,035 -55,238 -5,504 2,699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.2 8.4 0.0 12.9 74.0 69.1 82.4 30.9 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 26 12 2 9 20 35 34 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 47,888 COMMITMENTS 11,348 7,516 15 22,808 19,591 34,171 27,122 13,717 20,766 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -16,467) 3,718 -4,893 -2,404 -11,971 -58 -10,657 -7,355 -5,810 -9,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 15.7 0.0 47.6 40.9 71.4 56.6 28.6 43.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 17 12 1 20 18 38 30 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 76,375 COMMITMENTS 15,544 14,437 447 53,411 33,667 69,402 48,551 6,973 27,824 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 2,345) -1,968 9,805 -950 9,302 -13,700 6,384 -4,845 -4,039 7,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 18.9 0.6 69.9 44.1 90.9 63.6 9.1 36.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 20 14 1 29 21 50 35 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 34,230 COMMITMENTS 3,506 757 265 24,759 28,168 28,530 29,190 5,700 5,040 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: .) -1,192 -784 0 2,026 859 834 75 . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 2.2 0.8 72.3 82.3 83.3 85.3 16.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 3 1 24 23 30 27 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 41,402 COMMITMENTS 10,728 1,717 84 24,032 36,254 34,844 38,055 6,558 3,347 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: .) 1,364 -566 0 2,737 5,531 4,101 4,965 . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 4.1 0.2 58.0 87.6 84.2 91.9 15.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 15 4 1 24 22 40 26 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 03/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 14,407 COMMITMENTS 4,268 2,879 12 7,012 10,680 11,292 13,571 3,115 836 CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -309) -102 -238 -42 -364 -198 -508 -478 199 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 20.0 0.1 48.7 74.1 78.4 94.2 21.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 11 3 1 7 3 19 6
Updated March 18, 2011