BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,848 COMMITMENTS 0 112 0 4,311 4,239 4,311 4,351 537 497 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 23) 0 30 0 0 47 0 77 23 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.0 88.9 87.4 88.9 89.7 11.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 15 9 15 11 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,167 COMMITMENTS 3,119 5,971 1,613 21,524 16,189 26,256 23,773 2,911 5,394 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,614) 370 932 177 914 394 1,461 1,503 153 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 20.5 5.5 73.8 55.5 90.0 81.5 10.0 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 13 26 15 29 25 51 57 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 134,406 COMMITMENTS 25,364 51,544 30,315 60,410 30,668 116,089 112,527 18,317 21,879 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 4,823) 3,642 4,595 1,089 1,001 75 5,732 5,759 -909 -936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 38.3 22.6 44.9 22.8 86.4 83.7 13.6 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 52 78 62 36 33 135 140 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 212,847 COMMITMENTS 53,931 56,806 31,754 104,620 84,594 190,305 173,154 22,542 39,693 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 2,163) 822 -8,503 3,309 -2,451 5,441 1,680 247 483 1,916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 26.7 14.9 49.2 39.7 89.4 81.4 10.6 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 65 83 69 64 124 171 243 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,991 COMMITMENTS 3,460 1,450 841 2,726 5,132 7,027 7,423 1,964 1,568 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -86) -144 -479 43 90 255 -11 -181 -75 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 16.1 9.4 30.3 57.1 78.2 82.6 21.8 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 27 20 8 16 29 51 49 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,656 COMMITMENTS 8,234 5,318 4,171 6,129 6,101 18,534 15,590 5,122 8,066 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,399) 736 -329 1,012 -166 874 1,582 1,557 -183 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 22.5 17.6 25.9 25.8 78.3 65.9 21.7 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 28 26 22 29 38 68 79 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 14,161 COMMITMENTS 4,443 1,935 0 9,386 11,910 13,829 13,845 332 316 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,523) 930 39 0 524 1,326 1,454 1,365 69 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 13.7 0.0 66.3 84.1 97.7 97.8 2.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 4 0 9 8 14 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 74,353 COMMITMENTS 30,043 18,696 475 12,206 41,271 42,724 60,442 31,629 13,911 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -44,251) -1,390 2,723 -3,075 -38,171 -44,870 -42,636 -45,222 -1,615 971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 25.1 0.6 16.4 55.5 57.5 81.3 42.5 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 27 14 3 14 14 41 31 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,777 COMMITMENTS 22,023 7,615 85 2,004 25,097 24,112 32,797 15,665 6,980 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 9,324) 5,877 -629 85 770 10,013 6,732 9,469 2,592 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.4 19.1 0.2 5.0 63.1 60.6 82.5 39.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 11 8 1 3 8 15 16 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 40,150 COMMITMENTS 26,074 10,827 21 10,318 25,342 36,413 36,190 3,737 3,960 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,473) 2,463 -43 -127 -1,108 1,390 1,228 1,220 245 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.9 27.0 0.1 25.7 63.1 90.7 90.1 9.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 20 16 2 8 13 29 30 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 84,320 COMMITMENTS 24,039 36,197 123 38,689 27,544 62,851 63,864 21,469 20,456 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 2,882) 57 3,741 -65 1,162 -1,937 1,154 1,739 1,728 1,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 42.9 0.1 45.9 32.7 74.5 75.7 25.5 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 16 18 2 11 15 29 33 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 73,797 COMMITMENTS 22,186 26,193 294 31,454 30,287 53,934 56,774 19,863 17,023 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 10,799) 3,899 -657 -22 1,979 12,285 5,856 11,606 4,943 -807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 35.5 0.4 42.6 41.0 73.1 76.9 26.9 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 15 24 4 14 15 33 39 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 118,077 COMMITMENTS 48,252 30,829 390 26,865 53,808 75,507 85,027 42,570 33,050 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 11,545) 8,398 3,460 60 2,386 5,095 10,844 8,615 701 2,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 26.1 0.3 22.8 45.6 63.9 72.0 36.1 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 48 29 8 17 25 69 58 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,606 COMMITMENTS 17,977 1,021 0 2,554 20,794 20,531 21,815 2,075 791 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,940) 1,652 156 0 473 1,663 2,125 1,819 -185 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.5 4.5 0.0 11.3 92.0 90.8 96.5 9.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 12 5 0 2 10 14 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,073,848 COMMITMENTS 807,946 234,509 609,788 3833266 4411733 5251000 5256030 822,848 817,818 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 102,519) 59,346 -6,787 -56,715 59,583 158,906 62,214 95,404 40,305 7,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 3.9 10.0 63.1 72.6 86.5 86.5 13.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 68 28 80 111 109 209 195 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 394,868 COMMITMENTS 37,789 41,963 1,818 252,682 297,866 292,289 341,647 102,579 53,221 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -135,806) -12,065 9,387 -12,425 -82,267 -118,736 -106,757 -121,774 -29,049 -14,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 10.6 0.5 64.0 75.4 74.0 86.5 26.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 18 24 8 65 60 89 86 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,303,107 COMMITMENTS 472,126 285,662 19,475 1643915 1733019 2135516 2038156 167,591 264,951 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -940,115) -95,331 -102,688 -41,488 -761,227 -739,315 -898,046 -883,491 -42,069 -56,624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 12.4 0.8 71.4 75.2 92.7 88.5 7.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 92 99 30 129 147 236 261 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 102,172 COMMITMENTS 14,294 9,409 87 77,909 89,917 92,290 99,413 9,882 2,759 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -18,686) 1,554 -4,490 -1,533 -16,753 -8,189 -16,732 -14,212 -1,954 -4,474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 9.2 0.1 76.3 88.0 90.3 97.3 9.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 10 7 1 45 30 55 38 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,362 COMMITMENTS 1,340 4,462 0 8,190 6,168 9,530 10,630 3,832 2,732 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -17,546) -733 -4,362 0 -10,264 -11,211 -10,997 -15,573 -6,549 -1,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 33.4 0.0 61.3 46.2 71.3 79.6 28.7 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 5 0 13 13 17 18 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 235,355 COMMITMENTS 75,507 49,404 1,612 138,305 168,505 215,424 219,521 19,931 15,834 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -154,644) -43,471 -11,450 -11,338 -98,562 -108,665 -153,371 -131,453 -1,273 -23,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 21.0 0.7 58.8 71.6 91.5 93.3 8.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 47 44 10 48 62 101 110 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 77,430 COMMITMENTS 39,780 10,412 175 16,269 57,623 56,224 68,210 21,206 9,220 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 4,211) -1,453 1,382 0 5,266 2,052 3,813 3,434 398 777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 13.4 0.2 21.0 74.4 72.6 88.1 27.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 20 11 1 11 12 32 23 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 23,105 COMMITMENTS 7,250 5,712 0 10,426 12,971 17,676 18,683 5,429 4,422 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 323) 1,648 -543 0 -1,069 1,420 579 877 -256 -554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 24.7 0.0 45.1 56.1 76.5 80.9 23.5 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 12 0 10 19 19 31 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 30,526 COMMITMENTS 8,338 8,391 834 12,902 19,108 22,074 28,333 8,452 2,193 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 5,726) -1,749 3,180 267 3,746 2,452 2,264 5,899 3,462 -173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 27.5 2.7 42.3 62.6 72.3 92.8 27.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 14 13 1 17 24 31 38 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 26,686 COMMITMENTS 4,004 7,408 113 19,785 17,513 23,902 25,034 2,784 1,652 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 885) 1,147 -670 -15 345 1,769 1,477 1,084 -592 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 27.8 0.4 74.1 65.6 89.6 93.8 10.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 5 3 13 14 22 20 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,727 COMMITMENTS 4,396 229 0 10,015 15,329 14,411 15,558 1,316 169 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -1,818) -171 -648 0 -1,253 -925 -1,424 -1,573 -394 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 1.5 0.0 63.7 97.5 91.6 98.9 8.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 14 2 0 7 4 21 6
Updated June 26, 2009