BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 4,848: 0 112 0 4,311 4,239 4,311 4,351: 537 497 Old : 4,848: 0 112 0 4,311 4,239 4,311 4,351: 537 497 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 23: 0 30 0 0 47 0 77: 23 -54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.3 0.0 88.9 87.4 88.9 89.7: 11.1 10.3 Old : 100.0: 0.0 2.3 0.0 88.9 87.4 88.9 89.7: 11.1 10.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 2 0 15 9 15 11: Old : 21: 0 2 0 15 9 15 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.2 70.8 79.6 86.3 66.2 70.4 79.1 84.6 Old : 66.2 70.8 79.6 86.3 66.2 70.4 79.1 84.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 29,167: 3,119 5,971 1,613 21,524 16,189 26,256 23,773: 2,911 5,394 Old : 29,167: 3,119 5,971 1,613 21,524 16,189 26,256 23,773: 2,911 5,394 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 1,614: 370 932 177 914 394 1,461 1,503: 153 111 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 20.5 5.5 73.8 55.5 90.0 81.5: 10.0 18.5 Old : 100.0: 10.7 20.5 5.5 73.8 55.5 90.0 81.5: 10.0 18.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 79: 13 26 15 29 25 51 57: Old : 79: 13 26 15 29 25 51 57: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 34.4 59.0 48.3 44.7 30.8 59.0 43.0 Old : 44.7 34.4 59.0 48.3 44.7 30.8 59.0 43.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 134,406: 25,364 51,544 30,315 60,410 30,668 116,089 112,527: 18,317 21,879 Old : 107,644: 25,222 49,187 21,187 48,766 20,888 95,175 91,262: 12,469 16,382 Other: 26,762: 7,311 9,526 1,959 11,644 9,780 20,914 21,265: 5,848 5,497 : : : : : Changes in Commitments from: June 16, 2009 : : 4,823: 3,642 4,595 1,089 1,001 75 5,732 5,759: -909 -936 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 38.3 22.6 44.9 22.8 86.4 83.7: 13.6 16.3 Old : 100.0: 23.4 45.7 19.7 45.3 19.4 88.4 84.8: 11.6 15.2 Other: 100.0: 27.3 35.6 7.3 43.5 36.5 78.1 79.5: 21.9 20.5 : : : :# Traders : Number of Traders in Each Category : All : 194: 52 78 62 36 33 135 140: Old : 187: 54 82 53 31 29 122 131: Other: 96: 25 32 16 20 24 55 64: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.3 15.8 36.9 25.7 22.1 14.9 34.3 23.1 Old : 26.0 15.8 39.5 27.8 25.9 15.4 38.0 25.8 Other: 38.5 22.3 51.0 34.1 38.5 21.3 51.0 32.1 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 212,847: 53,931 56,806 31,754 104,620 84,594 190,305 173,154: 22,542 39,693 Old : 212,847: 53,931 56,806 31,754 104,620 84,594 190,305 173,154: 22,542 39,693 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 2,163: 822 -8,503 3,309 -2,451 5,441 1,680 247: 483 1,916 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 26.7 14.9 49.2 39.7 89.4 81.4: 10.6 18.6 Old : 100.0: 25.3 26.7 14.9 49.2 39.7 89.4 81.4: 10.6 18.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 299: 65 83 69 64 124 171 243: Old : 299: 65 83 69 64 124 171 243: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.5 12.0 35.2 19.2 22.5 11.4 34.6 17.8 Old : 22.5 12.0 35.2 19.2 22.5 11.4 34.6 17.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 8,991: 3,460 1,450 841 2,726 5,132 7,027 7,423: 1,964 1,568 Old : 8,991: 3,460 1,450 841 2,726 5,132 7,027 7,423: 1,964 1,568 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : -86: -144 -479 43 90 255 -11 -181: -75 95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.5 16.1 9.4 30.3 57.1 78.2 82.6: 21.8 17.4 Old : 100.0: 38.5 16.1 9.4 30.3 57.1 78.2 82.6: 21.8 17.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 82: 27 20 8 16 29 51 49: Old : 82: 27 20 8 16 29 51 49: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.0 25.5 48.0 41.0 31.0 24.6 47.8 38.4 Old : 31.0 25.5 48.0 41.0 31.0 24.6 47.8 38.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 23,656: 8,234 5,318 4,171 6,129 6,101 18,534 15,590: 5,122 8,066 Old : 23,656: 8,234 5,318 4,171 6,129 6,101 18,534 15,590: 5,122 8,066 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 1,399: 736 -329 1,012 -166 874 1,582 1,557: -183 -158 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 22.5 17.6 25.9 25.8 78.3 65.9: 21.7 34.1 Old : 100.0: 34.8 22.5 17.6 25.9 25.8 78.3 65.9: 21.7 34.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 117: 28 26 22 29 38 68 79: Old : 117: 28 26 22 29 38 68 79: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.3 27.1 42.5 34.6 21.3 17.7 31.9 23.9 Old : 30.3 27.1 42.5 34.6 21.3 17.7 31.9 23.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF RUB 2,500,000) : : : : All : 14,161: 4,443 1,935 0 9,386 11,910 13,829 13,845: 332 316 Old : 14,161: 4,443 1,935 0 9,386 11,910 13,829 13,845: 332 316 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 1,523: 930 39 0 524 1,326 1,454 1,365: 69 158 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 13.7 0.0 66.3 84.1 97.7 97.8: 2.3 2.2 Old : 100.0: 31.4 13.7 0.0 66.3 84.1 97.7 97.8: 2.3 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 5 4 0 9 8 14 12: Old : 21: 5 4 0 9 8 14 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 72.4 86.7 89.5 55.7 68.6 77.9 81.0 Old : 58.8 72.4 86.7 89.5 55.7 68.6 77.9 81.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CAD 100,000) : : : : All : 74,353: 30,043 18,696 475 12,206 41,271 42,724 60,442: 31,629 13,911 Old : 74,353: 30,043 18,696 475 12,206 41,271 42,724 60,442: 31,629 13,911 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : -44,251: -1,390 2,723 -3,075 -38,171 -44,870 -42,636 -45,222: -1,615 971 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.4 25.1 0.6 16.4 55.5 57.5 81.3: 42.5 18.7 Old : 100.0: 40.4 25.1 0.6 16.4 55.5 57.5 81.3: 42.5 18.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 27 14 3 14 14 41 31: Old : 66: 27 14 3 14 14 41 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.2 44.2 32.3 61.8 23.2 44.2 32.1 60.3 Old : 23.2 44.2 32.3 61.8 23.2 44.2 32.1 60.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CHF 125,000) : : : : All : 39,777: 22,023 7,615 85 2,004 25,097 24,112 32,797: 15,665 6,980 Old : 39,777: 22,023 7,615 85 2,004 25,097 24,112 32,797: 15,665 6,980 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 9,324: 5,877 -629 85 770 10,013 6,732 9,469: 2,592 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.4 19.1 0.2 5.0 63.1 60.6 82.5: 39.4 17.5 Old : 100.0: 55.4 19.1 0.2 5.0 63.1 60.6 82.5: 39.4 17.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 11 8 1 3 8 15 16: Old : 29: 11 8 1 3 8 15 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 61.6 52.3 73.9 41.5 61.6 51.9 73.9 Old : 41.5 61.6 52.3 73.9 41.5 61.6 51.9 73.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF MXN 500,000) : : : : All : 40,150: 26,074 10,827 21 10,318 25,342 36,413 36,190: 3,737 3,960 Old : 40,150: 26,074 10,827 21 10,318 25,342 36,413 36,190: 3,737 3,960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 1,473: 2,463 -43 -127 -1,108 1,390 1,228 1,220: 245 253 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 27.0 0.1 25.7 63.1 90.7 90.1: 9.3 9.9 Old : 100.0: 64.9 27.0 0.1 25.7 63.1 90.7 90.1: 9.3 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 20 16 2 8 13 29 30: Old : 55: 20 16 2 8 13 29 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 57.6 73.1 70.4 56.8 57.6 71.8 70.2 Old : 56.8 57.6 73.1 70.4 56.8 57.6 71.8 70.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF GBP 62,500) : : : : All : 84,320: 24,039 36,197 123 38,689 27,544 62,851 63,864: 21,469 20,456 Old : 84,320: 24,039 36,197 123 38,689 27,544 62,851 63,864: 21,469 20,456 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 2,882: 57 3,741 -65 1,162 -1,937 1,154 1,739: 1,728 1,143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 42.9 0.1 45.9 32.7 74.5 75.7: 25.5 24.3 Old : 100.0: 28.5 42.9 0.1 45.9 32.7 74.5 75.7: 25.5 24.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 16 18 2 11 15 29 33: Old : 55: 16 18 2 11 15 29 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.9 44.4 58.9 54.6 41.8 44.3 58.5 54.6 Old : 41.9 44.4 58.9 54.6 41.8 44.3 58.5 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 12,500,000) : : : : All : 73,797: 22,186 26,193 294 31,454 30,287 53,934 56,774: 19,863 17,023 Old : 73,797: 22,186 26,193 294 31,454 30,287 53,934 56,774: 19,863 17,023 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 10,799: 3,899 -657 -22 1,979 12,285 5,856 11,606: 4,943 -807 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.1 35.5 0.4 42.6 41.0 73.1 76.9: 26.9 23.1 Old : 100.0: 30.1 35.5 0.4 42.6 41.0 73.1 76.9: 26.9 23.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 64: 15 24 4 14 15 33 39: Old : 64: 15 24 4 14 15 33 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.9 30.6 50.3 45.7 30.9 30.6 49.9 45.2 Old : 30.9 30.6 50.3 45.7 30.9 30.6 49.9 45.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 118,077: 48,252 30,829 390 26,865 53,808 75,507 85,027: 42,570 33,050 Old : 118,077: 48,252 30,829 390 26,865 53,808 75,507 85,027: 42,570 33,050 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 11,545: 8,398 3,460 60 2,386 5,095 10,844 8,615: 701 2,930 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.9 26.1 0.3 22.8 45.6 63.9 72.0: 36.1 28.0 Old : 100.0: 40.9 26.1 0.3 22.8 45.6 63.9 72.0: 36.1 28.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 115: 48 29 8 17 25 69 58: Old : 115: 48 29 8 17 25 69 58: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.1 28.3 27.2 41.5 15.7 27.0 26.8 40.2 Old : 16.1 28.3 27.2 41.5 15.7 27.0 26.8 40.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF NZD 100,000) : : : : All : 22,606: 17,977 1,021 0 2,554 20,794 20,531 21,815: 2,075 791 Old : 22,606: 17,977 1,021 0 2,554 20,794 20,531 21,815: 2,075 791 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 1,940: 1,652 156 0 473 1,663 2,125 1,819: -185 121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 4.5 0.0 11.3 92.0 90.8 96.5: 9.2 3.5 Old : 100.0: 79.5 4.5 0.0 11.3 92.0 90.8 96.5: 9.2 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 12 5 0 2 10 14 15: Old : 29: 12 5 0 2 10 14 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.2 81.0 83.6 90.9 68.2 81.0 83.6 90.9 Old : 68.2 81.0 83.6 90.9 68.2 81.0 83.6 90.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All : 6,073,848: 807,946 234,509 609,788 3,833,266 4,411,733 5,251,000 5,256,030: 822,848 817,818 Old : 6,073,848: 807,946 234,509 609,788 3,833,266 4,411,733 5,251,000 5,256,030: 822,848 817,818 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 102,519: 59,346 -6,787 -56,715 59,583 158,906 62,214 95,404: 40,305 7,115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 3.9 10.0 63.1 72.6 86.5 86.5: 13.5 13.5 Old : 100.0: 13.3 3.9 10.0 63.1 72.6 86.5 86.5: 13.5 13.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 224: 68 28 80 111 109 209 195: Old : 224: 68 28 80 111 109 209 195: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.5 43.0 32.8 52.5 20.0 36.0 26.5 43.0 Old : 22.5 43.0 32.8 52.5 20.0 36.0 26.5 43.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 394,868: 37,789 41,963 1,818 252,682 297,866 292,289 341,647: 102,579 53,221 Old : 394,868: 37,789 41,963 1,818 252,682 297,866 292,289 341,647: 102,579 53,221 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : -135,806: -12,065 9,387 -12,425 -82,267 -118,736 -106,757 -121,774: -29,049 -14,032 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 10.6 0.5 64.0 75.4 74.0 86.5: 26.0 13.5 Old : 100.0: 9.6 10.6 0.5 64.0 75.4 74.0 86.5: 26.0 13.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 137: 18 24 8 65 60 89 86: Old : 137: 18 24 8 65 60 89 86: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.6 31.9 34.8 44.6 24.0 30.9 34.0 42.9 Old : 24.6 31.9 34.8 44.6 24.0 30.9 34.0 42.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($50 X S&P 500 INDEX) : : : : All : 2,303,107: 472,126 285,662 19,475 1,643,915 1,733,019 2,135,516 2,038,156: 167,591 264,951 Old : 2,303,107: 472,126 285,662 19,475 1,643,915 1,733,019 2,135,516 2,038,156: 167,591 264,951 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : -940,115: -95,331 -102,688 -41,488 -761,227 -739,315 -898,046 -883,491: -42,069 -56,624 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 12.4 0.8 71.4 75.2 92.7 88.5: 7.3 11.5 Old : 100.0: 20.5 12.4 0.8 71.4 75.2 92.7 88.5: 7.3 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 413: 92 99 30 129 147 236 261: Old : 413: 92 99 30 129 147 236 261: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.4 18.5 34.3 28.2 19.1 14.9 33.0 24.0 Old : 19.4 18.5 34.3 28.2 19.1 14.9 33.0 24.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 102,172: 14,294 9,409 87 77,909 89,917 92,290 99,413: 9,882 2,759 Old : 102,172: 14,294 9,409 87 77,909 89,917 92,290 99,413: 9,882 2,759 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : -18,686: 1,554 -4,490 -1,533 -16,753 -8,189 -16,732 -14,212: -1,954 -4,474 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 9.2 0.1 76.3 88.0 90.3 97.3: 9.7 2.7 Old : 100.0: 14.0 9.2 0.1 76.3 88.0 90.3 97.3: 9.7 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 82: 10 7 1 45 30 55 38: Old : 82: 10 7 1 45 30 55 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.2 56.1 50.1 72.3 30.7 56.1 48.1 72.3 Old : 32.2 56.1 50.1 72.3 30.7 56.1 48.1 72.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 INDEX X $100) : : : : All : 13,362: 1,340 4,462 0 8,190 6,168 9,530 10,630: 3,832 2,732 Old : 13,362: 1,340 4,462 0 8,190 6,168 9,530 10,630: 3,832 2,732 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : -17,546: -733 -4,362 0 -10,264 -11,211 -10,997 -15,573: -6,549 -1,973 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 33.4 0.0 61.3 46.2 71.3 79.6: 28.7 20.4 Old : 100.0: 10.0 33.4 0.0 61.3 46.2 71.3 79.6: 28.7 20.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 4 5 0 13 13 17 18: Old : 31: 4 5 0 13 13 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.6 38.5 56.7 59.1 39.1 38.5 54.3 59.1 Old : 41.6 38.5 56.7 59.1 39.1 38.5 54.3 59.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 STOCK INDEX X $20) : : : : All : 235,355: 75,507 49,404 1,612 138,305 168,505 215,424 219,521: 19,931 15,834 Old : 235,355: 75,507 49,404 1,612 138,305 168,505 215,424 219,521: 19,931 15,834 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : -154,644: -43,471 -11,450 -11,338 -98,562 -108,665 -153,371 -131,453: -1,273 -23,191 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 21.0 0.7 58.8 71.6 91.5 93.3: 8.5 6.7 Old : 100.0: 32.1 21.0 0.7 58.8 71.6 91.5 93.3: 8.5 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 189: 47 44 10 48 62 101 110: Old : 189: 47 44 10 48 62 101 110: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.2 29.3 50.9 41.4 36.5 22.8 47.7 33.5 Old : 38.2 29.3 50.9 41.4 36.5 22.8 47.7 33.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF AUD 100,000) : : : : All : 77,430: 39,780 10,412 175 16,269 57,623 56,224 68,210: 21,206 9,220 Old : 77,430: 39,780 10,412 175 16,269 57,623 56,224 68,210: 21,206 9,220 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 4,211: -1,453 1,382 0 5,266 2,052 3,813 3,434: 398 777 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.4 13.4 0.2 21.0 74.4 72.6 88.1: 27.4 11.9 Old : 100.0: 51.4 13.4 0.2 21.0 74.4 72.6 88.1: 27.4 11.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 20 11 1 11 12 32 23: Old : 52: 20 11 1 11 12 32 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 62.4 55.4 77.1 47.5 62.4 55.3 76.4 Old : 47.5 62.4 55.4 77.1 47.5 62.4 55.3 76.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X $5.00) : : : : All : 23,105: 7,250 5,712 0 10,426 12,971 17,676 18,683: 5,429 4,422 Old : 23,105: 7,250 5,712 0 10,426 12,971 17,676 18,683: 5,429 4,422 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 323: 1,648 -543 0 -1,069 1,420 579 877: -256 -554 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 24.7 0.0 45.1 56.1 76.5 80.9: 23.5 19.1 Old : 100.0: 31.4 24.7 0.0 45.1 56.1 76.5 80.9: 23.5 19.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 9 12 0 10 19 19 31: Old : 48: 9 12 0 10 19 19 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.9 25.8 53.4 42.3 34.9 25.8 52.7 42.0 Old : 34.9 25.8 53.4 42.3 34.9 25.8 52.7 42.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X JPY 500) : : : : All : 30,526: 8,338 8,391 834 12,902 19,108 22,074 28,333: 8,452 2,193 Old : 30,526: 8,338 8,391 834 12,902 19,108 22,074 28,333: 8,452 2,193 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 5,726: -1,749 3,180 267 3,746 2,452 2,264 5,899: 3,462 -173 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 27.5 2.7 42.3 62.6 72.3 92.8: 27.7 7.2 Old : 100.0: 27.3 27.5 2.7 42.3 62.6 72.3 92.8: 27.7 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 62: 14 13 1 17 24 31 38: Old : 62: 14 13 1 17 24 31 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.9 37.6 43.8 55.5 26.2 37.6 41.5 55.5 Old : 27.9 37.6 43.8 55.5 26.2 37.6 41.5 55.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (MSCI EAFE INDEX X $50) : : : : All : 26,686: 4,004 7,408 113 19,785 17,513 23,902 25,034: 2,784 1,652 Old : 26,686: 4,004 7,408 113 19,785 17,513 23,902 25,034: 2,784 1,652 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 885: 1,147 -670 -15 345 1,769 1,477 1,084: -592 -199 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.0 27.8 0.4 74.1 65.6 89.6 93.8: 10.4 6.2 Old : 100.0: 15.0 27.8 0.4 74.1 65.6 89.6 93.8: 10.4 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 7 5 3 13 14 22 20: Old : 35: 7 5 3 13 14 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.9 68.2 69.8 83.3 53.6 68.2 65.6 80.9 Old : 57.9 68.2 69.8 83.3 53.6 68.2 65.6 80.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 Commitments of Traders - Futures Only, June 23, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 15,727: 4,396 229 0 10,015 15,329 14,411 15,558: 1,316 169 Old : 15,727: 4,396 229 0 10,015 15,329 14,411 15,558: 1,316 169 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : -1,818: -171 -648 0 -1,253 -925 -1,424 -1,573: -394 -245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 1.5 0.0 63.7 97.5 91.6 98.9: 8.4 1.1 Old : 100.0: 28.0 1.5 0.0 63.7 97.5 91.6 98.9: 8.4 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 14 2 0 7 4 21 6: Old : 26: 14 2 0 7 4 21 6: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 97.5 72.3 98.9 57.7 97.4 71.4 98.0 Old : 58.6 97.5 72.3 98.9 57.7 97.4 71.4 98.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2009