MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,659
COMMITMENTS
   2,953    8,047    1,841   29,141   18,943   33,935   28,831    3,724    8,828

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        647)
    -780      292      405      596      238      221      935      426     -288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     21.4      4.9     77.4     50.3     90.1     76.6      9.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       8       24       16       25       21       43       52
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      116,074
COMMITMENTS
  25,773   28,323   22,621   50,947   42,801   99,341   93,745   16,733   22,329

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     -3,710)
    -522     -498   -2,056    1,089   -1,780   -1,489   -4,334   -2,221      624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     24.4     19.5     43.9     36.9     85.6     80.8     14.4     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      49       63       66       41       39      133      143
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      204,978
COMMITMENTS
  51,070   48,240   39,079   97,858   78,523  188,007  165,842   16,971   39,136

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      4,216)
   1,138    2,742    4,304      418   -5,216    5,860    1,830   -1,644    2,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     23.5     19.1     47.7     38.3     91.7     80.9      8.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      61       73       76       60      123      165      244
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,137
COMMITMENTS
   2,717    3,712      980    2,932    1,370    6,629    6,062    1,508    2,075

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        412)
     -39       59      110      209     -141      280       28      132      384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     45.6     12.0     36.0     16.8     81.5     74.5     18.5     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      21       27       11       17       14       44       47
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       21,786
COMMITMENTS
   6,033    3,985    3,286    6,759    4,073   16,078   11,344    5,708   10,442

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        -68)
     -53      379      210     -472   -1,083     -315     -494      247      426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     18.3     15.1     31.0     18.7     73.8     52.1     26.2     47.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      20       28       24       28       23       65       64
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       16,871
COMMITMENTS
     530      834        0   15,956   14,500   16,486   15,334      385    1,537

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        360)
       0        0        0      368      317      368      317       -8       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      4.9      0.0     94.6     85.9     97.7     90.9      2.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        0       11        6       14        9
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       74,438
COMMITMENTS
   9,042   22,007    1,180   36,406   29,602   46,628   52,789   27,810   21,649

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      2,253)
    -589     -533        0    1,879    3,598    1,290    3,065      963     -812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     29.6      1.6     48.9     39.8     62.6     70.9     37.4     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11       16        5       11       17       23       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       33,873
COMMITMENTS
   5,137   16,325      285   17,943    3,609   23,365   20,219   10,508   13,654

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:       -597)
     289      339       20      448     -164      757      195   -1,354     -792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     48.2      0.8     53.0     10.7     69.0     59.7     31.0     40.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11       15        2        7        8       19       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       46,055
COMMITMENTS
   5,290   19,570      125   38,958   20,873   44,373   40,568    1,682    5,487

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      1,083)
    -771    1,877       55    1,564     -278      848    1,654      235     -571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     42.5      0.3     84.6     45.3     96.3     88.1      3.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7       39        3        9       10       18       50
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       86,102
COMMITMENTS
  10,599   38,881       75   47,507   22,372   58,181   61,328   27,921   24,774

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      2,796)
       8   -2,280       40    3,575    3,569    3,623    1,329     -827    1,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     45.2      0.1     55.2     26.0     67.6     71.2     32.4     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      11       23        2       15       14       27       38
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      108,705
COMMITMENTS
  47,262   18,627      401   43,617   62,725   91,280   81,753   17,425   26,952

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:         20)
  -7,391      162      -51   10,489     -598    3,047     -487   -3,027      507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     17.1      0.4     40.1     57.7     84.0     75.2     16.0     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      25       22        6       25       18       53       43
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      166,903
COMMITMENTS
  33,201   43,282      867   94,813   87,296  128,881  131,445   38,022   35,458

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      8,951)
     392   -4,964      242    8,905   16,466    9,539   11,744     -588   -2,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     25.9      0.5     56.8     52.3     77.2     78.8     22.8     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      38       33       10       22       28       65       66
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       13,690
COMMITMENTS
   2,161    8,091        0    8,832    3,597   10,993   11,688    2,697    2,002

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:        862)
    -125    1,223        0    1,045      -74      920    1,149      -58     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     59.1      0.0     64.5     26.3     80.3     85.4     19.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3       13        0        9        7       12       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    6,934,216
COMMITMENTS
 901,105  516,130  433,873  4718033  5177759  6053011  6127762  881,205  806,454

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     19,449)
   1,155   -5,422  -15,693   23,182  -27,693    8,644  -48,808   10,805   68,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      7.4      6.3     68.0     74.7     87.3     88.4     12.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      63       35       66      106      102      203      175
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      607,052
COMMITMENTS
  47,206   77,432    3,780  406,362  473,224  457,348  554,436  149,704   52,616

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     16,903)
   3,591    3,402   -2,375   14,187    9,292   15,403   10,319    1,500    6,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     12.8      0.6     66.9     78.0     75.3     91.3     24.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      29       26       14       80       59      117       91
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,099,079
COMMITMENTS
 669,949  309,366   45,740  2128212  2292435  2843901  2647541  255,178  451,538

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     51,576)
   4,368  -38,417   10,567   24,244   91,955   39,179   64,105   12,397  -12,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     10.0      1.5     68.7     74.0     91.8     85.4      8.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
      94       97       39      151      153      265      269
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      118,820
COMMITMENTS
  16,146   10,889        0   94,595  103,607  110,741  114,496    8,079    4,324

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      7,295)
   1,372   -2,077        0    5,068    8,317    6,440    6,240      855    1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      9.2      0.0     79.6     87.2     93.2     96.4      6.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      10        7        0       43       35       53       42
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       32,605
COMMITMENTS
   2,385    6,801      100   21,983   22,586   24,468   29,487    8,137    3,118

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      1,636)
       2       29      100    2,228      917    2,330    1,046     -694      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     20.9      0.3     67.4     69.3     75.0     90.4     25.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        6        1       17       24       23       31
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      299,235
COMMITMENTS
  55,738   62,790    3,308  217,005  187,616  276,051  253,714   23,184   45,521

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      3,458)
   5,694   -4,341    1,716   -3,347   10,848    4,063    8,223     -605   -4,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     21.0      1.1     72.5     62.7     92.3     84.8      7.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      35       53       15       53       75       96      135
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       45,886
COMMITMENTS
   9,908   15,491       93   22,636   17,696   32,637   33,280   13,249   12,606

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     -2,566)
    -275   -1,982      -72   -1,589      -61   -1,936   -2,115     -630     -451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     33.8      0.2     49.3     38.6     71.1     72.5     28.9     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13       16        4       11       15       26       33
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,199
COMMITMENTS
   6,237    6,802        0   23,847   24,374   30,084   31,176    7,115    6,023

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     -1,578)
    -250   -2,538        0   -1,318    1,383   -1,568   -1,155      -10     -423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     18.3      0.0     64.1     65.5     80.9     83.8     19.1     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       8       15        0       16       22       24       37
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       60,549
COMMITMENTS
  17,144   19,724    1,133   27,450   33,766   45,727   54,623   14,822    5,926

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      7,867)
     746    2,751       33      337    6,021    1,116    8,805    6,751     -938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     32.6      1.9     45.3     55.8     75.5     90.2     24.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      15       15        3       20       23       36       40
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       32,924
COMMITMENTS
   4,859    9,036      183   26,151   21,516   31,193   30,735    1,731    2,189

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:      2,244)
     522     -751      -12    1,603    3,007    2,113    2,244      131        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     27.4      0.6     79.4     65.4     94.7     93.4      5.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        7        1       13       13       21       20
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 02/24/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,068
COMMITMENTS
   3,724    1,130        0    9,529   12,147   13,253   13,277      815      791

CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST:     -1,516)
     -26     -168      -99      196      210       71      -57   -1,587   -1,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      8.0      0.0     67.7     86.3     94.2     94.4      5.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        6        0        6        3       14        9
 

Updated February 27, 2009