BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,722 COMMITMENTS 0 0 0 4,226 4,113 4,226 4,113 496 609 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 92) 0 0 0 32 -4 32 -4 60 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.5 87.1 89.5 87.1 10.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 11 17 11 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,671 COMMITMENTS 1,443 6,574 2,413 20,035 15,058 23,891 24,045 4,780 4,626 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,961) -859 1,248 493 1,542 -225 1,176 1,516 785 445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 22.9 8.4 69.9 52.5 83.3 83.9 16.7 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 11 24 16 28 21 50 50 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 132,528 COMMITMENTS 27,585 46,209 22,300 60,451 38,004 110,336 106,513 22,192 26,015 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -2,916) 790 -2,618 -5,611 -388 2,872 -5,209 -5,357 2,293 2,441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 34.9 16.8 45.6 28.7 83.3 80.4 16.7 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 53 66 53 37 36 130 131 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 227,467 COMMITMENTS 65,016 38,145 34,723 101,762 109,730 201,501 182,598 25,966 44,869 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 7,090) 1,262 -3,603 811 1,445 6,570 3,518 3,778 3,572 3,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 16.8 15.3 44.7 48.2 88.6 80.3 11.4 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 91 68 79 75 133 217 244 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,818 COMMITMENTS 3,318 2,509 342 2,524 3,545 6,184 6,396 1,634 1,422 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 267) 238 719 -11 16 -326 243 382 24 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 32.1 4.4 32.3 45.3 79.1 81.8 20.9 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 26 20 9 15 22 45 48 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,321 COMMITMENTS 11,092 2,665 4,197 6,422 9,671 21,711 16,533 5,610 10,788 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,579) 425 -77 734 277 981 1,436 1,638 143 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 9.8 15.4 23.5 35.4 79.5 60.5 20.5 39.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 43 20 21 27 52 79 86 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,357 COMMITMENTS 3,655 282 0 15,240 18,786 18,895 19,068 462 289 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 837) -161 -1,550 0 1,022 2,628 861 1,078 -24 -241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 1.5 0.0 78.7 97.1 97.6 98.5 2.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 2 0 11 9 17 11 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 89,893 COMMITMENTS 42,647 26,141 604 12,079 47,780 55,330 74,525 34,563 15,368 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 4,546) 10,797 184 60 -7,188 3,920 3,669 4,164 877 382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.4 29.1 0.7 13.4 53.2 61.6 82.9 38.4 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 23 15 3 15 16 39 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,639 COMMITMENTS 20,182 6,985 86 2,283 25,315 22,551 32,386 17,088 7,253 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 5,806) 3,232 827 86 -630 6,757 2,688 7,670 3,118 -1,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 17.6 0.2 5.8 63.9 56.9 81.7 43.1 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 12 8 2 3 7 16 16 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 43,086 COMMITMENTS 23,177 11,962 11 16,103 27,700 39,291 39,673 3,795 3,413 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -2,815) -4,443 -2,044 -293 1,751 217 -2,985 -2,120 170 -695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.8 27.8 0.0 37.4 64.3 91.2 92.1 8.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 14 18 1 11 15 25 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 94,151 COMMITMENTS 27,441 33,132 129 45,913 43,576 73,483 76,837 20,668 17,314 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 3,805) 4,178 -2,785 9 -2,406 6,776 1,781 4,000 2,024 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 35.2 0.1 48.8 46.3 78.0 81.6 22.0 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 23 24 3 9 16 34 41 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 110,610 COMMITMENTS 52,973 16,785 31 30,422 79,615 83,426 96,431 27,184 14,179 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 470) 333 -2,288 31 -350 4,557 14 2,300 456 -1,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.9 15.2 0.0 27.5 72.0 75.4 87.2 24.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 27 15 2 15 17 42 34 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 143,414 COMMITMENTS 66,273 31,501 464 24,786 79,766 91,523 111,731 51,891 31,683 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 26,728) 21,867 994 31 -162 25,120 21,736 26,145 4,992 583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 22.0 0.3 17.3 55.6 63.8 77.9 36.2 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 47 33 9 18 31 67 71 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,987 COMMITMENTS 16,959 776 0 2,591 20,097 19,550 20,873 2,437 1,114 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -102) 969 -245 0 -1,451 152 -482 -93 380 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.1 3.5 0.0 11.8 91.4 88.9 94.9 11.1 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 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,569,595 COMMITMENTS 1041245 209,098 701,858 3894717 4761383 5637820 5672339 931,775 897,256 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 39,555) -9,964 -32,955 41,693 12,054 19,146 43,783 27,884 -4,228 11,671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 3.2 10.7 59.3 72.5 85.8 86.3 14.2 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 68 35 80 108 104 212 191 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 390,854 COMMITMENTS 24,961 44,076 2,065 266,652 297,765 293,678 343,906 97,176 46,948 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -6,850) -9,124 -784 -295 7,005 -5,477 -2,414 -6,556 -4,436 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 11.3 0.5 68.2 76.2 75.1 88.0 24.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 17 21 8 68 61 91 84 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,420,483 COMMITMENTS 465,673 393,622 24,806 1765122 1716522 2255601 2134950 164,882 285,533 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 18,743) -4,840 27,603 7,202 6,096 832 8,458 35,637 10,285 -16,894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 16.3 1.0 72.9 70.9 93.2 88.2 6.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419) 83 103 33 140 149 240 268 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 100,255 COMMITMENTS 13,632 10,116 902 76,735 85,357 91,269 96,375 8,986 3,880 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -158) 1,457 -877 644 -1,870 -230 231 -463 -389 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 10.1 0.9 76.5 85.1 91.0 96.1 9.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 11 9 1 47 30 59 39 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,805 COMMITMENTS 3,136 4,721 0 12,504 8,655 15,640 13,376 4,165 6,429 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,968) 633 -166 0 1,253 169 1,886 3 82 1,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 23.8 0.0 63.1 43.7 79.0 67.5 21.0 32.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 5 0 13 15 15 20 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 279,908 COMMITMENTS 74,315 66,614 2,481 170,157 190,850 246,953 259,945 32,955 19,963 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 26,453) 11,382 8,396 -802 5,965 18,502 16,545 26,096 9,908 357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 23.8 0.9 60.8 68.2 88.2 92.9 11.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 53 56 12 47 71 109 130 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 98,479 COMMITMENTS 51,052 12,264 220 23,493 77,646 74,765 90,130 23,714 8,349 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 10,672) 8,751 -4,444 0 -1,563 17,387 7,188 12,943 3,484 -2,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 12.5 0.2 23.9 78.8 75.9 91.5 24.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 22 11 2 12 12 36 23 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 29,423 COMMITMENTS 8,937 7,770 0 8,347 15,880 17,284 23,650 12,139 5,773 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 2,629) 520 2,367 0 1,427 66 1,947 2,433 682 196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 26.4 0.0 28.4 54.0 58.7 80.4 41.3 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 12 11 0 13 18 25 29 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,804 COMMITMENTS 10,370 11,466 1,331 20,401 17,102 32,102 29,899 7,702 9,905 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 6,046) 950 1,200 921 5,118 -1,434 6,989 687 -943 5,359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 28.8 3.3 51.3 43.0 80.7 75.1 19.3 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 17 11 1 24 20 41 32 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,976 COMMITMENTS 3,588 6,766 154 18,752 15,977 22,494 22,897 2,482 2,079 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -392) 1,013 410 -30 -880 -1,359 103 -979 -495 587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 27.1 0.6 75.1 64.0 90.1 91.7 9.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 4 2 12 14 21 19 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,078 COMMITMENTS 3,298 543 0 10,727 13,833 14,025 14,376 1,053 702 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -2,680) -642 -183 -27 -1,377 -2,125 -2,046 -2,335 -634 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 3.6 0.0 71.1 91.7 93.0 95.3 7.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 3 0 8 4 16 7
Updated July 24, 2009