MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,965 COMMITMENTS 1,815 5,713 1,400 23,252 16,382 26,467 23,495 3,498 6,470 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 1,058) -436 312 212 834 170 610 694 448 364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 19.1 4.7 77.6 54.7 88.3 78.4 11.7 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 9 29 14 26 24 43 59 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 147,758 COMMITMENTS 30,047 48,228 33,905 63,379 43,371 127,331 125,504 20,427 22,254 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 2,959) 4,521 5,998 -2,861 1,637 305 3,297 3,442 -338 -483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 32.6 22.9 42.9 29.4 86.2 84.9 13.8 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 54 75 64 38 40 131 153 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 200,186 COMMITMENTS 51,720 52,915 27,079 98,389 84,527 177,188 164,521 22,998 35,665 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -4,926) 510 -2,738 -1,626 -1,556 166 -2,672 -4,198 -2,254 -728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 26.4 13.5 49.1 42.2 88.5 82.2 11.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 57 79 71 63 118 173 229 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,863 COMMITMENTS 3,255 3,712 526 2,565 1,698 6,346 5,936 1,517 1,927 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 280) 62 213 19 209 -205 290 27 -10 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 47.2 6.7 32.6 21.6 80.7 75.5 19.3 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 24 24 8 15 20 41 50 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,935 COMMITMENTS 7,197 2,034 3,480 6,467 7,813 17,144 13,327 4,791 8,608 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 32) 835 -524 88 -637 243 286 -193 -254 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 9.3 15.9 29.5 35.6 78.2 60.8 21.8 39.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 34 19 16 25 43 68 70 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 12,733 COMMITMENTS 3,349 1,260 0 9,105 11,065 12,454 12,325 279 408 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 977) 0 -433 0 954 1,295 954 862 23 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 9.9 0.0 71.5 86.9 97.8 96.8 2.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 4 0 13 10 17 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 89,446 COMMITMENTS 32,429 20,897 1,229 21,859 53,480 55,517 75,606 33,929 13,840 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 2,919) 3,613 -2,494 382 -1,339 4,970 2,656 2,858 263 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 23.4 1.4 24.4 59.8 62.1 84.5 37.9 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 23 12 4 13 22 37 37 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,627 COMMITMENTS 13,929 7,255 212 11,102 23,051 25,243 30,518 14,384 9,109 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 3,676) 2,432 367 39 164 3,562 2,635 3,968 1,041 -292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 18.3 0.5 28.0 58.2 63.7 77.0 36.3 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 12 9 2 9 9 22 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 50,269 COMMITMENTS 31,352 7,548 395 15,264 40,627 47,011 48,570 3,258 1,699 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 2,919) 2,812 137 -2 266 2,859 3,076 2,994 -157 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.4 15.0 0.8 30.4 80.8 93.5 96.6 6.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 25 16 2 11 14 36 32 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 93,484 COMMITMENTS 17,724 42,529 492 56,887 27,615 75,103 70,636 18,381 22,848 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 614) 1,128 5 -106 -297 436 725 335 -111 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 45.5 0.5 60.9 29.5 80.3 75.6 19.7 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 16 20 3 14 17 31 39 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 96,706 COMMITMENTS 34,860 26,851 355 37,916 49,511 73,131 76,717 23,575 19,989 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 6,502) 5,334 3,325 -40 345 2,871 5,639 6,156 863 346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 27.8 0.4 39.2 51.2 75.6 79.3 24.4 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 24 25 5 20 19 49 44 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 139,357 COMMITMENTS 47,203 31,619 660 44,732 75,899 92,595 108,178 46,762 31,179 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 13,885) 5,449 2,115 99 1,704 10,359 7,252 12,573 6,633 1,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 22.7 0.5 32.1 54.5 66.4 77.6 33.6 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 44 29 11 26 26 73 63 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,755 COMMITMENTS 13,351 819 0 8,991 23,076 22,342 23,895 2,413 860 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 5,516) 5,510 -203 0 -181 5,722 5,329 5,519 187 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.9 3.3 0.0 36.3 93.2 90.3 96.5 9.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 4 0 8 10 16 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,726,025 COMMITMENTS 1107547 345,707 646,579 4032239 4945448 5786365 5937734 939,660 788,291 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 249,036) 129,980 -10,704 2,546 71,171 287,892 203,697 279,734 45,339 -30,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 5.1 9.6 59.9 73.5 86.0 88.3 14.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 62 40 72 107 107 202 192 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 477,442 COMMITMENTS 47,217 28,998 5,286 309,853 387,398 362,356 421,682 115,086 55,760 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 2,445) -2,116 -2,240 85 1,527 3,947 -504 1,792 2,949 653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 6.1 1.1 64.9 81.1 75.9 88.3 24.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 21 19 13 78 62 103 90 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,736,726 COMMITMENTS 568,611 426,621 41,147 1933791 1963114 2543549 2430882 193,177 305,844 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 36,591) 21,037 -30,597 14,553 -9,335 27,077 26,255 11,033 10,336 25,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 15.6 1.5 70.7 71.7 92.9 88.8 7.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441) 104 109 38 140 157 263 285 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 107,343 COMMITMENTS 15,932 12,264 321 82,709 91,699 98,962 104,284 8,381 3,059 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -2,701) -523 278 321 -2,062 -2,384 -2,264 -1,785 -437 -916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 11.4 0.3 77.1 85.4 92.2 97.2 7.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 10 9 1 47 31 57 41 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,977 COMMITMENTS 2,514 7,312 0 16,996 16,816 19,510 24,128 8,467 3,849 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 3,821) 50 2,113 0 2,457 134 2,507 2,247 1,314 1,574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 26.1 0.0 60.7 60.1 69.7 86.2 30.3 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 6 0 13 19 18 25 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 302,106 COMMITMENTS 117,570 58,164 2,677 163,516 199,131 283,763 259,972 18,343 42,134 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 10,680) 1,296 8,522 -1,649 12,154 -5,614 11,801 1,259 -1,121 9,421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 19.3 0.9 54.1 65.9 93.9 86.1 6.1 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 67 41 8 54 62 124 108 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 90,037 COMMITMENTS 41,658 9,189 370 23,793 73,030 65,821 82,589 24,216 7,448 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 4,968) 3,383 209 -78 -163 5,928 3,142 6,059 1,826 -1,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 10.2 0.4 26.4 81.1 73.1 91.7 26.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 28 7 4 13 17 43 26 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 25,476 COMMITMENTS 8,418 4,797 1 11,003 15,175 19,422 19,973 6,054 5,503 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -1,911) 1,354 -232 0 -1,318 345 36 113 -1,947 -2,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 18.8 0.0 43.2 59.6 76.2 78.4 23.8 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 17 9 1 13 16 30 26 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,114 COMMITMENTS 10,461 17,273 2,203 22,853 31,074 35,517 50,550 23,597 8,564 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 2,023) -2,643 -2,131 746 1,133 -828 -764 -2,213 2,787 4,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 29.2 3.7 38.7 52.6 60.1 85.5 39.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 16 20 2 20 20 38 40 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,918 COMMITMENTS 2,856 8,992 108 19,799 13,960 22,763 23,060 2,155 1,858 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -920) -220 -60 68 -541 -806 -693 -798 -227 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 36.1 0.4 79.5 56.0 91.4 92.5 8.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 5 3 11 11 21 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,672 COMMITMENTS 4,484 719 0 10,590 15,387 15,074 16,106 1,598 566 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 736) 405 267 -203 295 475 497 539 239 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 4.3 0.0 63.5 92.3 90.4 96.6 9.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 14 2 0 7 3 21 5
Updated May 29, 2009