BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,289 COMMITMENTS 0 0 0 3,801 3,904 3,801 3,904 488 385 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -466) 0 0 0 -509 -226 -509 -226 43 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.6 91.0 88.6 91.0 11.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 12 17 12 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,926 COMMITMENTS 1,182 5,307 1,417 17,505 13,548 20,104 20,272 4,822 4,654 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -4,182) -645 -1,512 -1,173 -2,700 -1,700 -4,518 -4,385 336 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 21.3 5.7 70.2 54.4 80.7 81.3 19.3 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 11 18 14 29 20 47 47 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 126,673 COMMITMENTS 25,932 48,163 18,448 63,198 36,228 107,578 102,839 19,095 23,834 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 833) -356 327 1,494 1,461 914 2,599 2,735 -1,766 -1,902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 38.0 14.6 49.9 28.6 84.9 81.2 15.1 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 62 66 55 40 40 138 141 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 235,693 COMMITMENTS 71,965 41,613 39,649 101,290 110,606 212,904 191,868 22,789 43,825 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 6,287) 5,141 1,922 3,494 -116 -774 8,519 4,642 -2,232 1,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 17.7 16.8 43.0 46.9 90.3 81.4 9.7 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 88 71 89 78 137 225 260 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,336 COMMITMENTS 3,292 2,472 960 3,002 4,356 7,254 7,788 2,082 1,548 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 724) 148 126 78 170 374 396 578 328 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 26.5 10.3 32.2 46.7 77.7 83.4 22.3 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 24 19 10 14 22 45 45 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,172 COMMITMENTS 10,489 3,173 4,403 5,678 8,228 20,570 15,804 5,602 10,368 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -993) -315 333 -314 35 -765 -594 -746 -399 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 12.1 16.8 21.7 31.4 78.6 60.4 21.4 39.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 37 20 21 26 47 72 83 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 105,272 COMMITMENTS 58,426 21,834 605 9,972 67,309 69,003 89,748 36,269 15,524 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 13,249) 9,878 2,354 -8 168 11,756 10,038 14,102 3,211 -853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.5 20.7 0.6 9.5 63.9 65.5 85.3 34.5 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 27 13 4 12 17 40 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,223 COMMITMENTS 21,341 6,829 86 2,817 28,444 24,244 35,359 17,979 6,864 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 4,910) 2,533 2,191 45 -83 3,430 2,495 5,666 2,415 -756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.5 16.2 0.2 6.7 67.4 57.4 83.7 42.6 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 16 8 2 3 11 20 20 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 62,079 COMMITMENTS 45,350 9,419 37 11,378 49,730 56,765 59,186 5,314 2,893 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 5,414) 5,336 -388 -6 -830 5,861 4,500 5,467 914 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.1 15.2 0.1 18.3 80.1 91.4 95.3 8.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 26 17 1 10 15 36 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 107,366 COMMITMENTS 36,683 38,911 111 46,100 47,817 82,894 86,839 24,472 20,527 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 15,233) 12,820 7,005 -41 -2,434 6,025 10,345 12,989 4,888 2,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 36.2 0.1 42.9 44.5 77.2 80.9 22.8 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 24 26 2 12 15 38 41 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 80,101 COMMITMENTS 28,269 17,654 33 29,078 46,404 57,380 64,091 22,721 16,010 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -10,548) -9,065 4,622 -18 973 -16,310 -8,110 -11,706 -2,438 1,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 22.0 0.0 36.3 57.9 71.6 80.0 28.4 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 20 20 3 16 17 39 37 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 138,237 COMMITMENTS 61,443 34,337 946 22,984 72,454 85,373 107,737 52,864 30,500 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 1,883) 5,772 -1,047 446 -3,877 6,943 2,341 6,342 -458 -4,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 24.8 0.7 16.6 52.4 61.8 77.9 38.2 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 50 34 14 17 28 71 72 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,883 COMMITMENTS 18,975 775 0 2,134 22,163 21,109 22,938 2,774 945 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 1,191) 985 352 0 -86 723 899 1,075 292 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.4 3.2 0.0 8.9 92.8 88.4 96.0 11.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 13 5 0 4 12 17 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,599,869 COMMITMENTS 945,593 296,372 713,185 4046208 4735699 5704986 5745256 894,883 854,613 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -40,096) -93,008 19,524 1,635 86,783 -4,503 -4,590 16,656 -35,506 -56,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 4.5 10.8 61.3 71.8 86.4 87.1 13.6 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 62 40 77 104 107 202 196 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 392,668 COMMITMENTS 28,491 39,241 2,596 270,538 306,839 301,625 348,676 91,043 43,992 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 6,339) 2,150 -1,535 -232 5,379 8,835 7,297 7,068 -958 -729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 10.0 0.7 68.9 78.1 76.8 88.8 23.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 23 19 8 70 66 99 87 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,547,131 COMMITMENTS 466,986 400,655 33,945 1883571 1869591 2384502 2304191 162,629 242,940 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 43,432) -14,942 21,861 3,827 65,484 15,889 54,369 41,577 -10,937 1,855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 15.7 1.3 73.9 73.4 93.6 90.5 6.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 93 101 36 152 144 266 260 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 103,677 COMMITMENTS 16,865 9,525 0 76,747 90,620 93,612 100,145 10,065 3,532 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -246) -410 130 0 -433 -493 -843 -363 597 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 9.2 0.0 74.0 87.4 90.3 96.6 9.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 10 6 0 48 31 58 37 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,517 COMMITMENTS 3,910 3,719 0 11,630 11,422 15,540 15,141 3,977 4,376 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 2,335) 93 -218 0 2,313 3,092 2,406 2,874 -71 -539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 19.1 0.0 59.6 58.5 79.6 77.6 20.4 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 6 0 14 16 17 22 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 315,907 COMMITMENTS 118,625 71,741 2,957 161,616 221,645 283,198 296,343 32,709 19,564 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 10,875) 9,216 -4,719 158 1,950 13,787 11,324 9,226 -449 1,649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 22.7 0.9 51.2 70.2 89.6 93.8 10.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 60 48 13 50 67 115 123 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 106,512 COMMITMENTS 56,300 9,890 163 22,267 86,568 78,730 96,621 27,782 9,891 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 3,118) 2,423 -492 0 -1,181 3,470 1,242 2,978 1,876 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.9 9.3 0.2 20.9 81.3 73.9 90.7 26.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 24 8 1 10 12 35 20 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,300 COMMITMENTS 9,838 10,213 0 8,999 15,488 18,837 25,701 13,463 6,599 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -470) 129 -315 0 -1,078 -1,485 -949 -1,800 479 1,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 31.6 0.0 27.9 48.0 58.3 79.6 41.7 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 12 12 0 14 18 26 30 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,116 COMMITMENTS 12,126 11,985 199 23,992 19,273 36,317 31,457 5,799 10,659 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -641) -732 1,293 -264 709 540 -287 1,569 -354 -2,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 28.5 0.5 57.0 45.8 86.2 74.7 13.8 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 13 10 2 25 21 38 33 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,037 COMMITMENTS 3,365 7,114 99 18,143 14,291 21,607 21,504 2,430 2,533 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -629) -244 133 -55 46 -1,160 -253 -1,082 -376 453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 29.6 0.4 75.5 59.5 89.9 89.5 10.1 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 4 2 13 10 22 15 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,959 COMMITMENTS 4,222 756 0 11,223 15,773 15,445 16,529 1,514 430 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 1,537) 789 55 0 393 1,554 1,182 1,609 355 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 4.5 0.0 66.2 93.0 91.1 97.5 8.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 11 2 0 8 5 19 7
Updated August 7, 2009