BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,435 COMMITMENTS 86 87 28 3,863 4,001 3,977 4,116 458 319 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 11) 86 87 28 -61 -22 53 93 -42 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 2.0 0.6 87.1 90.2 89.7 92.8 10.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 16 13 18 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,563 COMMITMENTS 972 5,071 1,534 19,262 14,715 21,768 21,320 4,795 5,243 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 480) 253 354 -218 553 -181 588 -45 -108 525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 19.1 5.8 72.5 55.4 81.9 80.3 18.1 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 9 16 14 30 22 46 46 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 141,871 COMMITMENTS 29,778 58,068 21,514 69,987 35,740 121,279 115,322 20,592 26,549 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 8,749) -571 1,493 4,743 5,887 1,114 10,059 7,350 -1,310 1,399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 40.9 15.2 49.3 25.2 85.5 81.3 14.5 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 71 62 63 38 42 145 145 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,351 COMMITMENTS 75,589 66,779 35,494 112,693 97,018 223,776 199,291 20,575 45,060 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 4,428) -153 10,206 -323 4,950 -4,924 4,474 4,959 -46 -531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 27.3 14.5 46.1 39.7 91.6 81.6 8.4 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 82 89 75 76 124 202 257 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,551 COMMITMENTS 3,564 3,626 574 2,966 3,273 7,104 7,473 2,447 2,078 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 919) 61 886 66 283 -420 410 532 509 387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 38.0 6.0 31.1 34.3 74.4 78.2 25.6 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 23 26 9 17 22 47 51 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,497 COMMITMENTS 8,645 7,244 2,515 7,998 5,769 19,158 15,528 6,339 9,969 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 1,617) 292 1,531 -419 1,126 204 999 1,316 618 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 28.4 9.9 31.4 22.6 75.1 60.9 24.9 39.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 29 29 26 35 37 79 82 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 88,664 COMMITMENTS 37,838 4,949 1,532 15,038 64,622 54,408 71,103 34,256 17,561 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -10,419) -13,003 -5,903 692 3,468 -6,821 -8,843 -12,032 -1,576 1,613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 5.6 1.7 17.0 72.9 61.4 80.2 38.6 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 29 8 8 17 18 48 32 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,607 COMMITMENTS 19,627 5,375 85 6,881 31,244 26,593 36,704 18,014 7,903 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -1,589) -4,022 -1,476 -9 2,241 -1,426 -1,790 -2,911 201 1,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 12.0 0.2 15.4 70.0 59.6 82.3 40.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 15 7 2 7 13 24 20 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 78,153 COMMITMENTS 44,759 14,712 540 27,949 58,875 73,248 74,127 4,905 4,026 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -21,124) -34,791 6,005 540 14,342 -28,559 -19,909 -22,014 -1,215 890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.3 18.8 0.7 35.8 75.3 93.7 94.8 6.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 28 19 2 18 17 48 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 97,615 COMMITMENTS 23,032 40,550 9 57,246 35,214 80,287 75,773 17,328 21,842 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -533) -3,417 7,084 -17 3,339 -9,263 -95 -2,196 -438 1,663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 41.5 0.0 58.6 36.1 82.2 77.6 17.8 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 25 2 17 18 36 44 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 107,605 COMMITMENTS 52,041 19,676 168 30,018 71,495 82,227 91,339 25,378 16,266 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 21,105) 17,986 -2,732 74 -25 24,959 18,035 22,301 3,070 -1,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 18.3 0.2 27.9 66.4 76.4 84.9 23.6 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 27 18 5 17 23 48 42 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 128,047 COMMITMENTS 42,624 33,607 1,006 38,126 63,345 81,756 97,958 46,291 30,089 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -604) -5,627 3,527 -112 7,424 -5,782 1,685 -2,367 -2,289 1,763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 26.2 0.8 29.8 49.5 63.8 76.5 36.2 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 41 40 11 28 29 74 75 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,059 COMMITMENTS 18,602 938 0 4,734 24,226 23,336 25,164 2,723 895 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 324) -1,233 -248 0 1,660 491 427 243 -103 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.4 3.6 0.0 18.2 93.0 89.6 96.6 10.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 15 4 0 5 13 20 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,898,883 COMMITMENTS 1178846 331,726 781,537 3999990 4907358 5960373 6020621 938,510 878,262 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 32,358) -14,902 53,826 51,414 -14,534 -66,271 21,978 38,969 10,380 -6,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 4.8 11.3 58.0 71.1 86.4 87.3 13.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 69 40 78 109 115 213 206 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 406,399 COMMITMENTS 22,746 36,296 1,865 285,542 311,876 310,153 350,037 96,246 56,362 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 9,848) -2,842 2,287 -326 9,533 12,541 6,365 14,502 3,483 -4,654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 8.9 0.5 70.3 76.7 76.3 86.1 23.7 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 12 22 10 69 62 90 85 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,673,739 COMMITMENTS 458,156 358,009 37,196 1964241 2045280 2459593 2440485 214,146 233,254 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 22,557) 21,222 -46,762 1,262 7,343 16,067 29,827 -29,433 -7,270 51,990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 13.4 1.4 73.5 76.5 92.0 91.3 8.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432) 98 90 44 161 153 272 274 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 95,866 COMMITMENTS 14,360 10,923 194 74,735 80,800 89,289 91,917 6,577 3,949 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -5,729) -3,104 -261 194 -1,224 -6,015 -4,134 -6,082 -1,595 353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 11.4 0.2 78.0 84.3 93.1 95.9 6.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 10 10 1 48 28 58 39 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,736 COMMITMENTS 2,331 7,112 0 16,268 12,305 18,599 19,417 4,137 3,319 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -516) -3,824 1,472 0 3,214 -962 -610 510 94 -1,026 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 31.3 0.0 71.6 54.1 81.8 85.4 18.2 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 7 0 13 18 17 25 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 347,853 COMMITMENTS 88,764 104,357 8,106 228,533 216,361 325,403 328,824 22,450 19,029 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 15,604) -19,902 9,200 5,709 35,796 -663 21,603 14,246 -5,999 1,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 30.0 2.3 65.7 62.2 93.5 94.5 6.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 49 56 17 54 69 114 131 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 102,915 COMMITMENTS 51,967 10,031 589 24,756 81,046 77,312 91,666 25,603 11,249 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -3,836) -3,373 2,978 85 1,036 -8,554 -2,252 -5,491 -1,584 1,655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.5 9.7 0.6 24.1 78.8 75.1 89.1 24.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 24 7 3 12 13 38 21 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 37,276 COMMITMENTS 10,195 14,164 201 12,871 16,099 23,267 30,464 14,009 6,812 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -1,813) -1,500 -1,854 200 -1,191 -273 -2,491 -1,927 678 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 38.0 0.5 34.5 43.2 62.4 81.7 37.6 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 11 16 2 19 18 32 34 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,243 COMMITMENTS 16,323 12,319 844 33,554 23,608 50,721 36,771 6,522 20,472 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 3,677) 691 540 533 1,166 1,419 2,390 2,492 1,287 1,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 21.5 1.5 58.6 41.2 88.6 64.2 11.4 35.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 18 11 2 25 24 43 37 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,508 COMMITMENTS 3,549 6,930 129 17,531 15,564 21,209 22,623 3,299 1,885 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 150) 14 106 0 -600 357 -586 463 736 -313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 28.3 0.5 71.5 63.5 86.5 92.3 13.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 3 2 13 15 22 19 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,168 COMMITMENTS 3,929 233 0 11,690 16,615 15,619 16,848 1,549 320 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -551) -528 -22 0 -18 -596 -546 -618 -5 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 1.4 0.0 68.1 96.8 91.0 98.1 9.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 2 0 10 2 19 4
Updated September 4, 2009