BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,630 COMMITMENTS 0 0 0 4,194 4,117 4,194 4,117 436 513 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -203) 0 -72 0 -74 -165 -74 -237 -129 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.6 88.9 90.6 88.9 9.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 18 12 18 12 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,710 COMMITMENTS 2,302 5,326 1,920 18,493 15,283 22,715 22,529 3,995 4,181 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 360) -616 635 121 441 163 -54 919 414 -559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 19.9 7.2 69.2 57.2 85.0 84.3 15.0 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 10 23 14 29 25 49 52 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 135,444 COMMITMENTS 26,795 48,827 27,911 60,839 35,132 115,545 111,870 19,899 23,574 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,735) 3,395 -4,052 -1,681 -1,645 6,131 69 398 1,666 1,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 36.0 20.6 44.9 25.9 85.3 82.6 14.7 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 55 70 60 34 36 133 135 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 220,377 COMMITMENTS 63,754 41,748 33,912 100,317 103,160 197,983 178,820 22,394 41,557 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 3,543) 5,025 -6,022 -1,145 -1,779 7,645 2,101 478 1,442 3,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 18.9 15.4 45.5 46.8 89.8 81.1 10.2 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 88 68 76 69 137 208 245 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,551 COMMITMENTS 3,080 1,790 353 2,508 3,871 5,941 6,014 1,610 1,537 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -183) -84 692 -144 -58 -782 -286 -234 103 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 23.7 4.7 33.2 51.3 78.7 79.6 21.3 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 20 20 7 15 22 38 46 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,742 COMMITMENTS 10,667 2,742 3,463 6,145 8,690 20,275 14,895 5,467 10,847 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 940) 707 292 -674 695 158 728 -224 212 1,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 10.7 13.5 23.9 33.8 78.8 57.9 21.2 42.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 40 21 23 25 54 78 88 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 18,520 COMMITMENTS 3,816 1,832 0 14,218 16,158 18,034 17,990 486 530 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,551) -1,040 185 0 2,365 1,021 1,325 1,206 226 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 9.9 0.0 76.8 87.2 97.4 97.1 2.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 4 0 10 8 16 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 85,347 COMMITMENTS 31,850 25,957 544 19,267 43,860 51,661 70,361 33,686 14,986 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 5,156) 1,879 2,538 0 2,477 1,867 4,356 4,405 800 751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 30.4 0.6 22.6 51.4 60.5 82.4 39.5 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 25 14 5 16 15 42 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 33,833 COMMITMENTS 16,950 6,158 0 2,913 18,558 19,863 24,716 13,970 9,117 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 525) 474 736 -20 164 -1,964 618 -1,248 -93 1,773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 18.2 0.0 8.6 54.9 58.7 73.1 41.3 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 12 8 0 3 7 15 15 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 45,901 COMMITMENTS 27,620 14,006 304 14,352 27,483 42,276 41,793 3,625 4,108 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -16,033) -21,149 4,257 -40 6,452 -21,638 -14,737 -17,421 -1,296 1,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.2 30.5 0.7 31.3 59.9 92.1 91.1 7.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 17 24 3 10 12 29 37 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 90,346 COMMITMENTS 23,263 35,917 120 48,319 36,800 71,702 72,837 18,644 17,509 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 3,043) -3,017 487 -89 6,332 2,410 3,226 2,808 -183 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 39.8 0.1 53.5 40.7 79.4 80.6 20.6 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 17 23 2 12 15 31 38 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 110,140 COMMITMENTS 52,640 19,073 0 30,772 75,058 83,412 94,131 26,728 16,009 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 20,184) 15,972 -478 -41 -931 20,637 15,000 20,118 5,184 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 17.3 0.0 27.9 68.1 75.7 85.5 24.3 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 26 16 0 15 16 41 32 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 116,686 COMMITMENTS 44,406 30,507 433 24,948 54,646 69,787 85,586 46,899 31,100 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -7,349) -4,636 -8,223 30 -1,224 2,527 -5,830 -5,666 -1,519 -1,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 26.1 0.4 21.4 46.8 59.8 73.3 40.2 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 39 33 7 22 30 63 68 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,089 COMMITMENTS 15,990 1,021 0 4,042 19,945 20,032 20,966 2,057 1,123 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 395) -401 -13 0 864 432 463 419 -68 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.4 4.6 0.0 18.3 90.3 90.7 94.9 9.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 6 0 5 10 14 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,530,040 COMMITMENTS 1051209 242,053 660,165 3882663 4742237 5594037 5644455 936,003 885,585 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 115,400) 81,503 36,932 5,611 -17,610 40,152 69,504 82,695 45,896 32,705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 3.7 10.1 59.5 72.6 85.7 86.4 14.3 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 63 35 76 112 108 210 192 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 397,704 COMMITMENTS 34,085 44,860 2,360 259,647 303,242 296,092 350,462 101,612 47,242 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 8,864) -1,452 535 530 4,593 8,870 3,671 9,935 5,193 -1,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 11.3 0.6 65.3 76.2 74.5 88.1 25.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 25 21 9 68 61 97 87 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,401,740 COMMITMENTS 470,513 366,019 17,604 1759026 1715690 2247143 2099313 154,597 302,427 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -10,177) -4,490 -7,500 -1,379 7,201 -22,215 1,332 -31,094 -11,509 20,917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 15.2 0.7 73.2 71.4 93.6 87.4 6.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 83 112 29 140 149 236 277 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 100,413 COMMITMENTS 12,175 10,993 258 78,605 85,587 91,038 96,838 9,375 3,575 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -905) 404 1,524 -722 -559 -1,001 -877 -199 -28 -706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 10.9 0.3 78.3 85.2 90.7 96.4 9.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 8 9 2 48 30 56 41 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,837 COMMITMENTS 2,503 4,887 0 11,251 8,486 13,754 13,373 4,083 4,464 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 2,707) 1,020 -245 0 1,499 2,392 2,519 2,147 188 560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 27.4 0.0 63.1 47.6 77.1 75.0 22.9 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 5 0 11 14 15 19 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 253,455 COMMITMENTS 62,933 58,218 3,283 164,192 172,348 230,408 233,849 23,047 19,606 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 5,479) 3,675 2,908 -1,656 4,421 2,243 6,440 3,495 -961 1,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 23.0 1.3 64.8 68.0 90.9 92.3 9.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 46 54 14 52 69 108 127 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 87,807 COMMITMENTS 42,301 16,708 220 25,056 60,259 67,577 77,187 20,230 10,620 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,187) -2,241 4,052 -90 4,613 -3,799 2,282 163 -1,095 1,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.2 19.0 0.3 28.5 68.6 77.0 87.9 23.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 18 15 2 13 10 33 25 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 26,794 COMMITMENTS 8,417 5,403 0 6,920 15,814 15,337 21,217 11,457 5,577 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 545) 905 -882 0 -220 1,601 685 719 -140 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 20.2 0.0 25.8 59.0 57.2 79.2 42.8 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 12 10 0 10 19 22 29 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 33,758 COMMITMENTS 9,420 10,266 410 15,283 18,536 25,113 29,212 8,645 4,546 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -860) 1,004 -501 -436 1,683 -431 2,251 -1,368 -3,111 508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 30.4 1.2 45.3 54.9 74.4 86.5 25.6 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 13 13 1 25 18 38 32 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 25,368 COMMITMENTS 2,575 6,356 184 19,632 17,336 22,391 23,876 2,977 1,492 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -579) -614 97 15 -323 -715 -922 -603 343 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 25.1 0.7 77.4 68.3 88.3 94.1 11.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 5 3 12 13 21 19 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,758 COMMITMENTS 3,940 726 27 12,104 15,958 16,071 16,711 1,687 1,047 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,976) -72 612 27 1,667 829 1,622 1,468 354 508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 4.1 0.2 68.2 89.9 90.5 94.1 9.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 4 2 10 4 20 9
Updated July 17, 2009