CFTC Commitments of Traders Report - CME (Futures Only) MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,853 COMMITMENTS 876 9,188 899 24,683 14,673 26,458 24,760 3,395 5,093 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,272) -731 1,029 144 1,651 333 1,064 1,506 208 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 30.8 3.0 82.7 49.2 88.6 82.9 11.4 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 5 26 12 29 28 43 58 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 198,552 COMMITMENTS 59,682 24,254 28,826 87,301 116,432 175,809 169,512 22,743 29,040 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 2,670) 1,296 61 516 1,135 3,903 2,947 4,480 -277 -1,810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 12.2 14.5 44.0 58.6 88.5 85.4 11.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 88 57 79 42 55 180 159 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 348,450 COMMITMENTS 124,974 31,274 62,074 130,193 178,993 317,241 272,341 31,209 76,109 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 25,104) 2,611 985 10,252 8,702 9,013 21,565 20,250 3,539 4,854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 9.0 17.8 37.4 51.4 91.0 78.2 9.0 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425) 138 61 102 83 180 280 312 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,276 COMMITMENTS 3,679 622 1,009 2,762 6,190 7,450 7,821 1,826 1,455 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -219) -133 22 -3 -2 -156 -138 -137 -81 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 6.7 10.9 29.8 66.7 80.3 84.3 19.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 29 13 13 16 24 53 46 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,043 COMMITMENTS 18,739 4,869 5,031 9,334 12,013 33,104 21,913 5,939 17,130 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 461) 1,513 -346 -515 -220 1,021 778 160 -317 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 12.5 12.9 23.9 30.8 84.8 56.1 15.2 43.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 48 30 32 28 51 97 97 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,133 COMMITMENTS 7,842 200 0 9,602 23,696 17,444 23,896 6,689 237 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -1,020) 2,090 0 -30 -3,121 -991 -1,061 -1,021 41 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 0.8 0.0 39.8 98.2 72.3 99.0 27.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 1 0 8 12 18 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 180,184 COMMITMENTS 80,982 11,342 5,924 50,877 145,795 137,783 163,061 42,401 17,123 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 41,193) 9,632 1,391 4,496 25,745 32,761 39,873 38,648 1,320 2,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 6.3 3.3 28.2 80.9 76.5 90.5 23.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 40 10 4 18 30 60 42 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 32,157 COMMITMENTS 8,977 14,210 131 10,785 6,701 19,893 21,042 12,264 11,115 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -15,653) -1,750 -1,662 123 -16,550 -13,083 -18,177 -14,622 2,524 -1,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 44.2 0.4 33.5 20.8 61.9 65.4 38.1 34.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 12 1 7 7 16 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 127,293 COMMITMENTS 109,662 6,408 420 9,371 120,427 119,453 127,255 7,840 38 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -40,780) 6,869 -2,911 -1,207 -45,239 -33,885 -39,577 -38,003 -1,203 -2,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 86.1 5.0 0.3 7.4 94.6 93.8 100.0 6.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 56 14 3 12 18 68 35 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 121,551 COMMITMENTS 11,731 75,718 158 94,765 14,211 106,654 90,087 14,897 31,464 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -27,011) 1,314 1,828 -1,315 -24,446 -24,496 -24,447 -23,983 -2,564 -3,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 62.3 0.1 78.0 11.7 87.7 74.1 12.3 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 12 41 3 13 18 27 60 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 95,999 COMMITMENTS 41,278 26,081 53 35,087 43,303 76,418 69,437 19,581 26,562 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -41,444) -10,641 450 -300 -26,950 -42,167 -37,891 -42,017 -3,553 573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 27.2 0.1 36.5 45.1 79.6 72.3 20.4 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 22 34 2 14 22 37 57 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 163,822 COMMITMENTS 41,800 88,141 1,431 82,124 32,720 125,355 122,292 38,467 41,530 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -79,702) 9,211 -18,999 -805 -87,489 -56,268 -79,083 -76,072 -619 -3,630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 53.8 0.9 50.1 20.0 76.5 74.6 23.5 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 40 52 11 19 31 66 87 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 15,638 COMMITMENTS 11,334 8,525 0 1,827 5,970 13,161 14,495 2,477 1,143 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -6,225) -630 -192 -135 -5,410 -5,520 -6,175 -5,847 -50 -378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.5 54.5 0.0 11.7 38.2 84.2 92.7 15.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 12 0 5 8 16 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 7,208,591 COMMITMENTS 1173451 452,552 1022093 4232996 4845678 6428540 6320323 780,051 888,268 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -910,662) -206,987 -162,910 -14,457 -694,947 -746,335 -916,391 -923,702 5,729 13,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 6.3 14.2 58.7 67.2 89.2 87.7 10.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 65 57 94 120 125 243 231 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 481,255 COMMITMENTS 24,867 97,114 7,398 307,847 299,408 340,112 403,920 141,143 77,335 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 81,734) -1,786 3,217 2,053 44,537 44,524 44,804 49,794 36,930 31,940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 20.2 1.5 64.0 62.2 70.7 83.9 29.3 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 18 20 15 75 63 101 90 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,578,829 COMMITMENTS 701,546 532,280 51,529 2412454 2430102 3165529 3013911 413,300 564,918 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 606,885) -3,826 30,043 14,941 386,573 304,041 397,688 349,025 209,197 257,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 14.9 1.4 67.4 67.9 88.5 84.2 11.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467) 102 105 60 177 191 307 330 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 114,787 COMMITMENTS 12,672 9,883 0 91,781 98,814 104,453 108,697 10,334 6,090 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 15,657) 286 291 0 13,172 12,897 13,458 13,188 2,199 2,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 8.6 0.0 80.0 86.1 91.0 94.7 9.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 13 4 0 51 38 64 42 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 23,642 COMMITMENTS 1,527 2,827 1,588 16,484 15,909 19,599 20,324 4,043 3,318 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -814) 861 -3,137 843 -2,310 71 -606 -2,223 -208 1,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 12.0 6.7 69.7 67.3 82.9 86.0 17.1 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 3 13 15 19 18 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 416,112 COMMITMENTS 146,540 98,334 18,054 219,619 281,184 384,213 397,572 31,899 18,540 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 4,351) -21,662 -21,111 13,084 320 9,048 -8,258 1,021 12,609 3,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 23.6 4.3 52.8 67.6 92.3 95.5 7.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 79 49 20 75 84 165 142 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 126,301 COMMITMENTS 73,747 10,253 627 22,806 105,720 97,180 116,600 29,121 9,701 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -4,507) 3,862 1,653 -639 -6,881 -2,727 -3,658 -1,713 -849 -2,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.4 8.1 0.5 18.1 83.7 76.9 92.3 23.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 34 7 4 9 18 43 29 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 42,225 COMMITMENTS 14,179 13,909 0 19,731 13,876 33,910 27,785 8,315 14,440 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -19,115) -433 4,085 -6,194 -7,858 -12,721 -14,485 -14,830 -4,630 -4,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 32.9 0.0 46.7 32.9 80.3 65.8 19.7 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 15 12 0 15 12 30 24 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 32,350 COMMITMENTS 16,181 2,918 294 10,442 15,672 26,917 18,884 5,433 13,466 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -31,405) 1,650 -5,885 -6,011 -20,941 -18,652 -25,302 -30,548 -6,103 -857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.0 9.0 0.9 32.3 48.4 83.2 58.4 16.8 41.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 14 5 1 17 16 31 22 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 29,365 COMMITMENTS 4,443 527 83 21,037 26,665 25,563 27,275 3,802 2,090 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,261) -569 527 43 941 396 415 966 846 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 1.8 0.3 71.6 90.8 87.1 92.9 12.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 2 2 17 21 25 24 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI INDEX X $50) OPEN INTEREST: 25,169 COMMITMENTS 3,377 908 0 13,440 19,941 16,817 20,849 8,352 4,320 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 4,660) -519 -265 -82 2,835 2,688 2,234 2,341 2,426 2,319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 3.6 0.0 53.4 79.2 66.8 82.8 33.2 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 2 0 12 9 17 11 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 03/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 18,556 COMMITMENTS 4,494 1,568 0 12,480 15,719 16,974 17,287 1,582 1,269 CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,971) 625 -92 0 1,539 2,162 2,164 2,070 -193 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 8.5 0.0 67.3 84.7 91.5 93.2 8.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 10 3 0 6 3 16 6 Updated March 19, 2010