BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,825 COMMITMENTS 0 82 0 4,311 4,192 4,311 4,274 514 551 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 89.3 86.9 89.3 88.6 10.7 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 9 16 10 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,553 COMMITMENTS 2,749 5,039 1,436 20,610 15,795 24,795 22,270 2,758 5,283 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 531) 428 242 14 555 532 997 788 -466 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 18.3 5.2 74.8 57.3 90.0 80.8 10.0 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 13 24 15 27 25 49 55 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 129,583 COMMITMENTS 21,722 46,949 29,226 59,409 30,593 110,357 106,768 19,226 22,815 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -9,469) -3,530 -674 -4,257 -621 -5,476 -8,408 -10,407 -1,061 938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 36.2 22.6 45.8 23.6 85.2 82.4 14.8 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 46 76 60 36 34 127 141 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 210,684 COMMITMENTS 53,109 65,309 28,445 107,071 79,153 188,625 172,907 22,059 37,777 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 78) -980 559 1,258 756 -1,129 1,034 688 -956 -610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 31.0 13.5 50.8 37.6 89.5 82.1 10.5 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 63 84 58 67 117 166 232 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,077 COMMITMENTS 3,604 1,929 798 2,636 4,877 7,038 7,604 2,039 1,473 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -19) -49 -213 -112 104 496 -57 171 38 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 21.3 8.8 29.0 53.7 77.5 83.8 22.5 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 26 17 7 18 32 51 51 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,257 COMMITMENTS 7,498 5,647 3,159 6,295 5,227 16,952 14,033 5,305 8,224 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 738) 486 1,237 -94 279 -304 671 839 67 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 25.4 14.2 28.3 23.5 76.2 63.0 23.8 37.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 27 24 20 33 35 70 72 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 12,638 COMMITMENTS 3,513 1,896 0 8,862 10,584 12,375 12,480 263 158 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -4,044) 152 207 -490 -3,533 -3,444 -3,871 -3,727 -173 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 15.0 0.0 70.1 83.7 97.9 98.7 2.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 5 0 9 8 13 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 118,604 COMMITMENTS 31,433 15,973 3,550 50,377 86,141 85,360 105,664 33,244 12,940 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 20,689) -1,972 -4,466 1,994 23,013 20,784 23,035 18,312 -2,346 2,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 13.5 3.0 42.5 72.6 72.0 89.1 28.0 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 28 10 6 20 23 50 37 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 30,453 COMMITMENTS 16,146 8,244 0 1,234 15,084 17,380 23,328 13,073 7,125 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -18,262) 1,267 1,839 -1,944 -15,373 -16,612 -16,050 -16,717 -2,212 -1,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 27.1 0.0 4.1 49.5 57.1 76.6 42.9 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 9 0 2 6 12 15 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 38,677 COMMITMENTS 23,611 10,870 148 11,426 23,952 35,185 34,970 3,492 3,707 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -19,610) -2,026 -959 -2,042 -16,356 -17,529 -20,424 -20,530 814 920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.0 28.1 0.4 29.5 61.9 91.0 90.4 9.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 22 16 2 10 12 32 30 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 81,438 COMMITMENTS 23,982 32,456 188 37,527 29,481 61,697 62,125 19,741 19,313 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -19,758) 3,095 -3,764 -151 -20,643 -15,038 -17,699 -18,953 -2,059 -805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 39.9 0.2 46.1 36.2 75.8 76.3 24.2 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 19 17 4 11 17 32 36 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 62,998 COMMITMENTS 18,287 26,850 316 29,475 18,002 48,078 45,168 14,920 17,830 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -30,529) -6,935 -671 -185 -24,069 -28,446 -31,189 -29,302 660 -1,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 42.6 0.5 46.8 28.6 76.3 71.7 23.7 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 13 22 3 14 17 30 39 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 106,532 COMMITMENTS 39,854 27,369 330 24,479 48,713 64,663 76,412 41,869 30,120 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -44,151) -9,331 -6,792 -1,813 -32,151 -40,537 -43,295 -49,142 -856 4,991 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 25.7 0.3 23.0 45.7 60.7 71.7 39.3 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 40 25 4 17 24 58 52 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,666 COMMITMENTS 16,325 865 0 2,081 19,131 18,406 19,996 2,260 670 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -14,094) 613 -74 0 -14,586 -13,867 -13,973 -13,941 -121 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.0 4.2 0.0 10.1 92.6 89.1 96.8 10.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 4 0 1 10 13 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 5,971,329 COMMITMENTS 748,600 241,296 666,503 3773683 4252827 5188786 5160626 782,543 810,703 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -766,979) -126,148 -140,105 -22,009 -539,897 -550,257 -688,054 -712,371 -78,925 -54,608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 4.0 11.2 63.2 71.2 86.9 86.4 13.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 70 24 76 110 110 203 195 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 530,674 COMMITMENTS 49,854 32,576 14,243 334,949 416,602 399,046 463,421 131,628 67,253 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 31,815) 356 1,799 3,129 24,415 23,753 27,900 28,681 3,915 3,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 6.1 2.7 63.1 78.5 75.2 87.3 24.8 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 23 20 23 82 69 117 101 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,243,222 COMMITMENTS 567,457 388,350 60,963 2405142 2472334 3033562 2921647 209,660 321,575 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 427,880) 18,800 -34,578 2,977 379,204 452,605 400,981 421,004 26,899 6,876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 12.0 1.9 74.2 76.2 93.5 90.1 6.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437) 96 99 60 169 179 299 305 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 120,858 COMMITMENTS 12,740 13,899 1,620 94,662 98,106 109,022 113,625 11,836 7,233 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 15,779) 178 -282 1,187 10,667 12,132 12,032 13,037 3,747 2,742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 11.5 1.3 78.3 81.2 90.2 94.0 9.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 9 10 5 54 32 67 44 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,908 COMMITMENTS 2,073 8,824 0 18,454 17,379 20,527 26,203 10,381 4,705 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 4,211) -1,351 1,712 0 3,647 1,463 2,296 3,175 1,915 1,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 28.5 0.0 59.7 56.2 66.4 84.8 33.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 6 0 18 20 23 26 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 389,999 COMMITMENTS 118,978 60,854 12,950 236,867 277,170 368,795 350,974 21,204 39,025 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 108,013) 27,137 2,222 9,833 67,709 92,051 104,679 104,106 3,334 3,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 15.6 3.3 60.7 71.1 94.6 90.0 5.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 55 42 27 71 82 136 141 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 73,219 COMMITMENTS 41,233 9,030 175 11,003 55,571 52,411 64,776 20,808 8,443 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -34,408) 267 -53 -589 -32,344 -34,507 -32,666 -35,149 -1,742 741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.3 12.3 0.2 15.0 75.9 71.6 88.5 28.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 22 9 1 9 12 32 21 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 22,782 COMMITMENTS 5,602 6,255 0 11,495 11,551 17,097 17,806 5,685 4,976 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -11,365) -1,931 259 -1,702 -6,114 -7,551 -9,747 -8,994 -1,618 -2,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 27.5 0.0 50.5 50.7 75.0 78.2 25.0 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 11 0 9 17 18 28 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 24,800 COMMITMENTS 10,087 5,211 567 9,156 16,656 19,810 22,434 4,990 2,366 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -42,868) -2,143 -8,497 -2,080 -22,939 -25,708 -27,162 -36,285 -15,706 -6,583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 21.0 2.3 36.9 67.2 79.9 90.5 20.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 17 10 1 12 17 29 28 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 25,801 COMMITMENTS 2,857 8,078 128 19,440 15,744 22,425 23,950 3,376 1,851 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 846) -66 -705 -163 -199 1,471 -428 603 1,274 243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 31.3 0.5 75.3 61.0 86.9 92.8 13.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 5 3 12 13 20 19 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,545 COMMITMENTS 4,567 877 0 11,268 16,254 15,835 17,131 1,710 414 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -24) -73 22 0 1,325 1,500 1,252 1,522 -1,276 -1,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 5.0 0.0 64.2 92.6 90.3 97.6 9.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 13 2 0 8 4 21 6
Updated June 19, 2009