BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,755 COMMITMENTS 0 0 0 4,310 4,130 4,310 4,130 445 625 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 33) 0 0 0 84 17 84 17 -51 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.6 86.9 90.6 86.9 9.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 13 19 13 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,108 COMMITMENTS 1,827 6,819 2,590 20,205 15,248 24,622 24,657 4,486 4,451 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 437) 384 245 177 170 190 731 612 -294 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 23.4 8.9 69.4 52.4 84.6 84.7 15.4 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 14 22 19 30 22 54 53 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 125,840 COMMITMENTS 26,288 47,836 16,954 61,737 35,314 104,979 100,104 20,861 25,736 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -6,688) -1,297 1,627 -5,346 1,286 -2,690 -5,357 -6,409 -1,331 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 38.0 13.5 49.1 28.1 83.4 79.5 16.6 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 62 65 53 37 37 133 136 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,406 COMMITMENTS 66,824 39,691 36,155 101,406 111,380 204,385 187,226 25,021 42,180 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,939) 1,808 1,546 1,432 -356 1,650 2,884 4,628 -945 -2,689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 17.3 15.8 44.2 48.6 89.1 81.6 10.9 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 95 69 86 76 135 224 252 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,612 COMMITMENTS 3,144 2,346 882 2,832 3,982 6,858 7,210 1,754 1,402 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 794) -174 -163 540 308 437 674 814 120 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 27.2 10.2 32.9 46.2 79.6 83.7 20.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 26 18 12 16 21 49 46 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,165 COMMITMENTS 10,804 2,840 4,717 5,643 8,993 21,164 16,550 6,001 10,615 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -156) -288 175 520 -779 -678 -547 17 391 -173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 10.5 17.4 20.8 33.1 77.9 60.9 22.1 39.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 39 21 19 29 48 77 81 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,924 COMMITMENTS 5,597 171 0 15,108 20,358 20,705 20,529 219 395 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,567) 1,942 -111 0 -132 1,572 1,810 1,461 -243 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 0.8 0.0 72.2 97.3 99.0 98.1 1.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 1 0 11 9 18 10 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 92,023 COMMITMENTS 48,548 19,480 613 9,804 55,553 58,965 75,646 33,058 16,377 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 2,130) 5,901 -6,661 9 -2,275 7,773 3,635 1,121 -1,505 1,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 21.2 0.7 10.7 60.4 64.1 82.2 35.9 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 24 13 4 13 18 39 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,313 COMMITMENTS 18,808 4,638 41 2,900 25,014 21,749 29,693 15,564 7,620 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -2,326) -1,374 -2,347 -45 617 -301 -802 -2,693 -1,524 367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 12.4 0.1 7.8 67.0 58.3 79.6 41.7 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 14 7 2 3 9 17 18 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 56,665 COMMITMENTS 40,014 9,807 43 12,208 43,869 52,265 53,719 4,400 2,946 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 13,579) 16,837 -2,155 32 -3,895 16,169 12,974 14,046 605 -467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.6 17.3 0.1 21.5 77.4 92.2 94.8 7.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 21 16 2 11 14 32 32 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 92,133 COMMITMENTS 23,863 31,906 152 48,534 41,792 72,549 73,850 19,584 18,283 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -2,018) -3,578 -1,226 23 2,621 -1,784 -934 -2,987 -1,084 969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 34.6 0.2 52.7 45.4 78.7 80.2 21.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 17 25 4 13 15 33 41 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 90,649 COMMITMENTS 37,334 13,032 51 28,105 62,714 65,490 75,797 25,159 14,852 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -19,961) -15,639 -3,753 20 -2,317 -16,901 -17,936 -20,634 -2,025 673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 14.4 0.1 31.0 69.2 72.2 83.6 27.8 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 27 15 3 13 16 41 33 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 136,354 COMMITMENTS 55,671 35,384 500 26,861 65,511 83,032 101,395 53,322 34,959 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -7,060) -10,602 3,883 36 2,075 -14,255 -8,491 -10,336 1,431 3,276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 26.0 0.4 19.7 48.0 60.9 74.4 39.1 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 41 35 10 19 28 63 70 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,692 COMMITMENTS 17,990 423 0 2,220 21,440 20,210 21,863 2,482 829 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 705) 1,031 -353 0 -371 1,343 660 990 45 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.3 1.9 0.0 9.8 94.5 89.1 96.3 10.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 12 3 0 4 13 16 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,639,965 COMMITMENTS 1038601 276,848 711,550 3959425 4740202 5709576 5728600 930,389 911,365 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 70,370) -2,644 67,750 9,692 64,708 -21,181 71,756 56,261 -1,386 14,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 4.2 10.7 59.6 71.4 86.0 86.3 14.0 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 63 41 81 106 105 209 194 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 386,329 COMMITMENTS 26,341 40,776 2,828 265,159 298,004 294,328 341,608 92,001 44,721 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -4,525) 1,380 -3,300 763 -1,493 239 650 -2,298 -5,175 -2,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 10.6 0.7 68.6 77.1 76.2 88.4 23.8 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 20 19 9 69 64 95 86 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,503,699 COMMITMENTS 481,928 378,794 30,118 1818087 1853702 2330133 2262614 173,566 241,085 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 83,216) 16,255 -14,828 5,312 52,965 137,180 74,532 127,664 8,684 -44,448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 15.1 1.2 72.6 74.0 93.1 90.4 6.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424) 93 100 34 136 149 243 269 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 103,923 COMMITMENTS 17,275 9,395 0 77,180 91,113 94,455 100,508 9,468 3,415 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 3,668) 3,643 -721 -902 445 5,756 3,186 4,133 482 -465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 9.0 0.0 74.3 87.7 90.9 96.7 9.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 10 6 0 47 30 57 36 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,182 COMMITMENTS 3,817 3,937 0 9,317 8,330 13,134 12,267 4,048 4,915 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -2,623) 681 -784 0 -3,187 -325 -2,506 -1,109 -117 -1,514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 22.9 0.0 54.2 48.5 76.4 71.4 23.6 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 6 0 13 15 17 21 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 305,032 COMMITMENTS 109,409 76,460 2,799 159,666 207,858 271,874 287,117 33,158 17,915 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 25,124) 35,094 9,846 318 -10,491 17,008 24,921 27,172 203 -2,048 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 25.1 0.9 52.3 68.1 89.1 94.1 10.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 61 60 13 48 71 117 136 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 103,394 COMMITMENTS 53,877 10,382 163 23,448 83,098 77,488 93,643 25,906 9,751 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 4,915) 2,825 -1,882 -57 -45 5,452 2,723 3,513 2,192 1,402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.1 10.0 0.2 22.7 80.4 74.9 90.6 25.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 23 9 1 11 12 35 21 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,770 COMMITMENTS 9,709 10,528 0 10,077 16,973 19,786 27,501 12,984 5,269 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 3,347) 772 2,758 0 1,730 1,093 2,502 3,851 845 -504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 32.1 0.0 30.8 51.8 60.4 83.9 39.6 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 11 13 0 16 19 27 32 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,757 COMMITMENTS 12,858 10,692 463 23,283 18,733 36,604 29,888 6,153 12,869 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 2,953) 2,488 -774 -868 2,882 1,631 4,502 -11 -1,549 2,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 25.0 1.1 54.5 43.8 85.6 69.9 14.4 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 16 10 2 27 21 43 33 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,666 COMMITMENTS 3,609 6,981 154 18,097 15,451 21,860 22,586 2,806 2,080 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -310) 21 215 0 -655 -526 -634 -311 324 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 28.3 0.6 73.4 62.6 88.6 91.6 11.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 4 2 11 13 20 18 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,422 COMMITMENTS 3,433 701 0 10,830 14,219 14,263 14,920 1,159 502 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 344) 135 158 0 103 386 238 544 106 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 4.5 0.0 70.2 92.2 92.5 96.7 7.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 3 0 8 4 17 7
Updated July 31, 2009