BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,833 COMMITMENTS 0 72 0 4,268 4,282 4,268 4,354 565 479 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -15) 0 -40 0 -43 43 -43 3 28 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.0 88.3 88.6 88.3 90.1 11.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 10 15 11 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,494 COMMITMENTS 3,166 6,589 1,855 21,815 16,549 26,836 24,993 3,658 5,501 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,327) 47 618 242 291 360 580 1,220 747 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 21.6 6.1 71.5 54.3 88.0 82.0 12.0 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 13 24 15 29 26 50 57 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 134,250 COMMITMENTS 23,560 53,141 29,010 61,750 27,114 114,320 109,265 19,930 24,985 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -156) -1,804 1,597 -1,305 1,340 -3,554 -1,769 -3,262 1,613 3,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 39.6 21.6 46.0 20.2 85.2 81.4 14.8 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 51 79 60 33 32 131 133 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 214,013 COMMITMENTS 55,509 45,410 36,337 101,172 92,642 193,018 174,389 20,995 39,624 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,166) 1,578 -11,396 4,583 -3,448 8,048 2,713 1,235 -1,547 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 21.2 17.0 47.3 43.3 90.2 81.5 9.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 75 83 79 56 128 189 243 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,273 COMMITMENTS 3,219 1,093 757 2,610 4,915 6,586 6,765 1,687 1,508 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -718) -241 -357 -84 -116 -217 -441 -658 -277 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 13.2 9.2 31.5 59.4 79.6 81.8 20.4 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 22 11 6 16 25 42 40 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,143 COMMITMENTS 9,053 3,426 4,228 5,651 6,744 18,932 14,398 5,211 9,745 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 487) 819 -1,892 57 -478 643 398 -1,192 89 1,679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 14.2 17.5 23.4 27.9 78.4 59.6 21.6 40.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 30 20 18 28 42 69 73 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 16,001 COMMITMENTS 4,580 1,837 0 11,034 13,735 15,614 15,572 387 429 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,840) 137 -98 0 1,648 1,825 1,785 1,727 55 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 11.5 0.0 69.0 85.8 97.6 97.3 2.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 4 0 10 8 15 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 80,536 COMMITMENTS 32,435 23,163 490 16,464 41,508 49,389 65,161 31,147 15,375 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 6,183) 2,392 4,467 15 4,258 237 6,665 4,719 -482 1,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 28.8 0.6 20.4 51.5 61.3 80.9 38.7 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 26 17 5 15 14 42 35 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 32,774 COMMITMENTS 16,623 5,933 198 2,522 18,540 19,343 24,671 13,431 8,103 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -7,003) -5,400 -1,682 113 518 -6,557 -4,769 -8,126 -2,234 1,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 18.1 0.6 7.7 56.6 59.0 75.3 41.0 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 7 2 3 6 15 15 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 54,055 COMMITMENTS 40,356 11,405 360 8,292 39,210 49,008 50,975 5,047 3,080 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 13,905) 14,282 578 339 -2,026 13,868 12,595 14,785 1,310 -880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.7 21.1 0.7 15.3 72.5 90.7 94.3 9.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 24 16 2 8 16 32 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 92,518 COMMITMENTS 31,038 35,139 118 39,880 38,165 71,036 73,422 21,482 19,096 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 8,198) 6,999 -1,058 -5 1,191 10,621 8,185 9,558 13 -1,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 38.0 0.1 43.1 41.3 76.8 79.4 23.2 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 20 23 1 11 16 32 39 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 73,476 COMMITMENTS 23,261 24,308 362 33,018 33,782 56,641 58,452 16,835 15,024 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -321) 1,075 -1,885 68 1,564 3,495 2,707 1,678 -3,028 -1,999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 33.1 0.5 44.9 46.0 77.1 79.6 22.9 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 20 25 4 15 13 38 39 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 114,921 COMMITMENTS 47,701 30,482 385 26,203 51,561 74,289 82,428 40,632 32,493 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -3,156) -551 -347 -5 -662 -2,247 -1,218 -2,599 -1,938 -557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 26.5 0.3 22.8 44.9 64.6 71.7 35.4 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 44 30 7 18 23 64 58 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,742 COMMITMENTS 18,679 996 0 2,886 21,519 21,565 22,515 2,177 1,227 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,136) 702 -25 0 332 725 1,034 700 102 436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.7 4.2 0.0 12.2 90.6 90.8 94.8 9.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 13 5 0 3 10 16 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,168,856 COMMITMENTS 884,682 212,383 558,646 3861433 4541620 5304761 5312649 864,095 856,207 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 95,008) 76,736 -22,126 -51,142 28,167 129,887 53,761 56,619 41,247 38,389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 3.4 9.1 62.6 73.6 86.0 86.1 14.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 64 35 73 115 109 209 190 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 394,037 COMMITMENTS 34,921 41,049 1,864 250,287 300,901 287,072 343,814 106,965 50,223 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -831) -2,868 -914 46 -2,395 3,035 -5,217 2,167 4,386 -2,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 10.4 0.5 63.5 76.4 72.9 87.3 27.1 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 19 23 7 64 63 87 89 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,330,177 COMMITMENTS 459,027 306,381 15,207 1707281 1709808 2181515 2031396 148,662 298,781 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 27,070) -13,099 20,719 -4,268 63,366 -23,211 45,999 -6,760 -18,929 33,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 13.1 0.7 73.3 73.4 93.6 87.2 6.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415) 87 102 29 138 143 239 260 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 101,449 COMMITMENTS 13,924 9,983 71 78,144 86,928 92,139 96,982 9,310 4,467 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -723) -370 574 -16 235 -2,989 -151 -2,431 -572 1,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 9.8 0.1 77.0 85.7 90.8 95.6 9.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 11 9 1 49 32 60 42 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 14,582 COMMITMENTS 2,712 4,178 0 8,009 6,391 10,721 10,569 3,861 4,013 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,220) 1,372 -284 0 -181 223 1,191 -61 29 1,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 28.7 0.0 54.9 43.8 73.5 72.5 26.5 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 5 0 12 12 16 17 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 240,885 COMMITMENTS 79,938 51,041 2,572 133,897 172,236 216,407 225,849 24,478 15,036 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 5,530) 4,431 1,637 960 -4,408 3,731 983 6,328 4,547 -798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 21.2 1.1 55.6 71.5 89.8 93.8 10.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 52 43 10 44 63 101 111 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 91,416 COMMITMENTS 46,348 11,358 175 22,842 71,094 69,365 82,627 22,051 8,789 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 13,986) 6,568 946 0 6,573 13,471 13,141 14,417 845 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 12.4 0.2 25.0 77.8 75.9 90.4 24.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 19 10 1 9 13 29 23 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 24,839 COMMITMENTS 8,312 5,402 0 11,748 14,712 20,060 20,114 4,779 4,725 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,734) 1,062 -310 0 1,322 1,741 2,384 1,431 -650 303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 21.7 0.0 47.3 59.2 80.8 81.0 19.2 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 11 12 0 12 20 23 32 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,977 COMMITMENTS 8,801 9,741 599 10,567 18,795 19,967 29,135 12,010 2,842 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,451) 463 1,350 -235 -2,335 -313 -2,107 802 3,558 649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 30.5 1.9 33.0 58.8 62.4 91.1 37.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 14 15 1 15 20 29 36 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 25,999 COMMITMENTS 3,580 6,677 137 19,498 17,871 23,215 24,685 2,784 1,314 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -687) -424 -731 24 -287 358 -687 -349 0 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 25.7 0.5 75.0 68.7 89.3 94.9 10.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 5 2 13 13 22 19 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,879 COMMITMENTS 4,235 114 0 10,174 15,545 14,409 15,659 1,470 220 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 152) -161 -115 0 159 216 -2 101 154 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 0.7 0.0 64.1 97.9 90.7 98.6 9.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 12 1 0 8 5 20 6
Updated July 6, 2009