MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 48,733: 536 6,652 10,241 32,322 22,331 43,099 39,225: 5,634 9,508 Old : 48,733: 536 6,652 10,241 32,322 22,331 43,099 39,225: 5,634 9,508 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 1,042: 35 -9 169 363 1,088 567 1,247: 475 -206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 13.7 21.0 66.3 45.8 88.4 80.5: 11.6 19.5 Old : 100.0: 1.1 13.7 21.0 66.3 45.8 88.4 80.5: 11.6 19.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 77: 10 27 20 31 29 54 63: Old : 77: 10 27 20 31 29 54 63: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.1 25.7 54.9 37.8 38.2 21.1 50.2 28.8 Old : 41.1 25.7 54.9 37.8 38.2 21.1 50.2 28.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 179,879: 27,054 41,068 61,689 68,314 50,841 157,058 153,599: 22,821 26,280 Old : 160,071: 24,265 43,172 53,529 63,863 40,950 141,656 137,651: 18,415 22,420 Other: 19,808: 6,564 1,670 4,386 4,451 9,892 15,401 15,948: 4,407 3,860 : : : : : Changes in Commitments from: May 26, 2009 : : 3,540: -2,183 -543 4,199 1,325 -523 3,341 3,134: 198 406 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.0 22.8 34.3 38.0 28.3 87.3 85.4: 12.7 14.6 Old : 100.0: 15.2 27.0 33.4 39.9 25.6 88.5 86.0: 11.5 14.0 Other: 100.0: 33.1 8.4 22.1 22.5 49.9 77.8 80.5: 22.2 19.5 : : : :# Traders : Number of Traders in Each Category : All : 206: 74 72 75 42 40 153 157: Old : 203: 71 75 73 41 37 149 153: Other: 81: 30 16 21 20 23 60 50: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.8 16.0 30.9 25.1 17.0 11.6 25.2 18.3 Old : 20.1 16.9 33.7 26.5 18.6 13.5 27.7 19.9 Other: 24.4 28.5 37.4 44.3 20.9 23.0 29.0 35.2 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 260,805: 57,619 55,969 58,381 116,377 100,808 232,377 215,158: 28,427 45,647 Old : 260,805: 57,619 55,969 58,381 116,377 100,808 232,377 215,158: 28,427 45,647 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 12,637: -884 12,848 3,814 8,578 -6,799 11,508 9,863: 1,128 2,773 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 21.5 22.4 44.6 38.7 89.1 82.5: 10.9 17.5 Old : 100.0: 22.1 21.5 22.4 44.6 38.7 89.1 82.5: 10.9 17.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 323: 87 80 79 98 129 222 259: Old : 323: 87 80 79 98 129 222 259: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.7 11.8 28.0 18.6 17.6 9.9 27.3 15.7 Old : 17.7 11.8 28.0 18.6 17.6 9.9 27.3 15.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 9,740: 3,427 2,358 1,491 2,573 3,838 7,491 7,687: 2,249 2,053 Old : 9,740: 3,427 2,358 1,491 2,573 3,838 7,491 7,687: 2,249 2,053 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 1,393: 311 -1,310 659 -166 1,992 804 1,342: 589 52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 24.2 15.3 26.4 39.4 76.9 78.9: 23.1 21.1 Old : 100.0: 35.2 24.2 15.3 26.4 39.4 76.9 78.9: 23.1 21.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 86: 29 18 15 21 30 59 58: Old : 86: 29 18 15 21 30 59 58: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.6 25.6 45.8 39.7 28.6 23.0 43.6 35.0 Old : 28.6 25.6 45.8 39.7 28.6 23.0 43.6 35.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 24,621: 7,731 1,587 4,337 7,161 8,709 19,229 14,633: 5,392 9,989 Old : 24,621: 7,731 1,587 4,337 7,161 8,709 19,229 14,633: 5,392 9,989 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 545: 326 -138 -158 151 446 318 149: 227 396 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 6.4 17.6 29.1 35.4 78.1 59.4: 21.9 40.6 Old : 100.0: 31.4 6.4 17.6 29.1 35.4 78.1 59.4: 21.9 40.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 123: 32 19 21 35 49 80 77: Old : 123: 32 19 21 35 49 80 77: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.2 25.1 37.6 30.4 19.2 17.5 30.8 21.4 Old : 25.2 25.1 37.6 30.4 19.2 17.5 30.8 21.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF RUB 2,500,000) : : : : All : 13,937: 3,352 1,176 0 10,275 12,410 13,627 13,586: 310 351 Old : 13,937: 3,352 1,176 0 10,275 12,410 13,627 13,586: 310 351 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 1,204: 3 -84 0 1,170 1,345 1,173 1,261: 31 -57 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 8.4 0.0 73.7 89.0 97.8 97.5: 2.2 2.5 Old : 100.0: 24.1 8.4 0.0 73.7 89.0 97.8 97.5: 2.2 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 4 4 0 13 9 17 13: Old : 24: 4 4 0 13 9 17 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 69.3 84.4 87.4 56.2 67.5 77.9 79.7 Old : 61.0 69.3 84.4 87.4 56.2 67.5 77.9 79.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CAD 100,000) : : : : All : 110,559: 31,160 25,524 9,788 30,452 57,127 71,400 92,440: 39,158 18,119 Old : 110,559: 31,160 25,524 9,788 30,452 57,127 71,400 92,440: 39,158 18,119 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 5,412: -455 4,404 1,972 2,742 -906 4,259 5,470: 1,153 -57 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 23.1 8.9 27.5 51.7 64.6 83.6: 35.4 16.4 Old : 100.0: 28.2 23.1 8.9 27.5 51.7 64.6 83.6: 35.4 16.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 21 18 14 16 21 45 46: Old : 66: 21 18 14 16 21 45 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.1 39.5 39.0 55.0 25.3 38.3 33.8 51.1 Old : 29.1 39.5 39.0 55.0 25.3 38.3 33.8 51.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CHF 125,000) : : : : All : 49,809: 15,616 7,241 3,271 14,127 28,889 33,015 39,402: 16,794 10,407 Old : 49,809: 15,616 7,241 3,271 14,127 28,889 33,015 39,402: 16,794 10,407 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 3,304: 1,555 -78 250 478 3,590 2,283 3,763: 1,021 -459 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 14.5 6.6 28.4 58.0 66.3 79.1: 33.7 20.9 Old : 100.0: 31.4 14.5 6.6 28.4 58.0 66.3 79.1: 33.7 20.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 14 11 5 9 10 26 23: Old : 37: 14 11 5 9 10 26 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.7 54.5 43.6 64.5 29.5 52.3 40.5 58.7 Old : 30.7 54.5 43.6 64.5 29.5 52.3 40.5 58.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF MXN 500,000) : : : : All : 50,823: 32,097 6,709 609 14,922 42,051 47,628 49,369: 3,195 1,454 Old : 50,823: 32,097 6,709 609 14,922 42,051 47,628 49,369: 3,195 1,454 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 554: 745 -839 214 -342 1,424 617 799: -63 -245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.2 13.2 1.2 29.4 82.7 93.7 97.1: 6.3 2.9 Old : 100.0: 63.2 13.2 1.2 29.4 82.7 93.7 97.1: 6.3 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 25 14 3 12 14 37 31: Old : 61: 25 14 3 12 14 37 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.3 65.9 73.1 78.1 58.3 65.8 72.9 78.0 Old : 58.3 65.9 73.1 78.1 58.3 65.8 72.9 78.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF GBP 62,500) : : : : All : 117,636: 20,201 39,713 12,275 60,387 37,659 92,862 89,646: 24,774 27,990 Old : 117,636: 20,201 39,713 12,275 60,387 37,659 92,862 89,646: 24,774 27,990 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 10,019: 1,855 -2,757 4,060 759 6,679 6,675 7,982: 3,344 2,036 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.2 33.8 10.4 51.3 32.0 78.9 76.2: 21.1 23.8 Old : 100.0: 17.2 33.8 10.4 51.3 32.0 78.9 76.2: 21.1 23.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 67: 19 24 11 16 18 41 47: Old : 67: 19 24 11 16 18 41 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.4 36.4 52.2 48.9 40.3 34.8 49.1 45.3 Old : 40.4 36.4 52.2 48.9 40.3 34.8 49.1 45.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 12,500,000) : : : : All : 110,027: 32,388 22,939 9,247 45,937 58,006 87,572 90,192: 22,455 19,835 Old : 110,027: 32,388 22,939 9,247 45,937 58,006 87,572 90,192: 22,455 19,835 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 370: -1,113 -2,788 369 4,943 5,526 4,199 3,107: -3,829 -2,737 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 20.8 8.4 41.8 52.7 79.6 82.0: 20.4 18.0 Old : 100.0: 29.4 20.8 8.4 41.8 52.7 79.6 82.0: 20.4 18.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 83: 21 31 17 21 25 54 61: Old : 83: 21 31 17 21 25 54 61: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.2 37.9 43.5 49.2 27.6 36.1 40.8 44.5 Old : 30.2 37.9 43.5 49.2 27.6 36.1 40.8 44.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 192,023: 45,462 42,936 24,150 69,280 84,964 138,892 152,051: 53,131 39,972 Old : 192,023: 45,462 42,936 24,150 69,280 84,964 138,892 152,051: 53,131 39,972 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 22,400: 24 10,481 6,071 14,922 2,806 21,016 19,358: 1,383 3,041 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 22.4 12.6 36.1 44.2 72.3 79.2: 27.7 20.8 Old : 100.0: 23.7 22.4 12.6 36.1 44.2 72.3 79.2: 27.7 20.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 131: 41 47 28 29 32 88 89: Old : 131: 41 47 28 29 32 88 89: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.6 28.5 27.1 37.8 15.2 25.3 24.3 33.3 Old : 16.6 28.5 27.1 37.8 15.2 25.3 24.3 33.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF NZD 100,000) : : : : All : 27,273: 15,297 1,165 0 9,349 25,171 24,646 26,336: 2,627 937 Old : 27,273: 15,297 1,165 0 9,349 25,171 24,646 26,336: 2,627 937 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 2,518: 1,946 346 0 358 2,095 2,304 2,441: 214 77 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.1 4.3 0.0 34.3 92.3 90.4 96.6: 9.6 3.4 Old : 100.0: 56.1 4.3 0.0 34.3 92.3 90.4 96.6: 9.6 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 12 5 0 9 11 21 16: Old : 35: 12 5 0 9 11 21 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 82.3 72.9 91.2 56.0 80.7 72.9 88.7 Old : 56.0 82.3 72.9 91.2 56.0 80.7 72.9 88.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All :12,882,430: 860,579 208,632 4,427,607 6,465,406 7,278,771 11,753,592 11,915,010: 1,128,838 967,420 Old :12,882,430: 860,579 208,632 4,427,607 6,465,406 7,278,771 11,753,592 11,915,010: 1,128,838 967,420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 286,975: -70,587 8,415 124,977 140,157 67,348 194,548 200,740: 92,427 86,235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 1.6 34.4 50.2 56.5 91.2 92.5: 8.8 7.5 Old : 100.0: 6.7 1.6 34.4 50.2 56.5 91.2 92.5: 8.8 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 239: 75 32 99 120 118 230 222: Old : 239: 75 32 99 120 118 230 222: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.4 27.7 32.8 41.5 11.5 18.2 14.9 21.5 Old : 20.4 27.7 32.8 41.5 11.5 18.2 14.9 21.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 626,562: 52,427 29,331 44,574 397,740 478,882 494,741 552,787: 131,822 73,776 Old : 626,562: 52,427 29,331 44,574 397,740 478,882 494,741 552,787: 131,822 73,776 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 24,210: -430 199 8,862 9,216 10,949 17,649 20,010: 6,561 4,200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 4.7 7.1 63.5 76.4 79.0 88.2: 21.0 11.8 Old : 100.0: 8.4 4.7 7.1 63.5 76.4 79.0 88.2: 21.0 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 160: 25 28 34 86 75 132 116: Old : 160: 25 28 34 86 75 132 116: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.9 25.8 27.2 40.5 15.4 24.2 22.3 35.5 Old : 17.9 25.8 27.2 40.5 15.4 24.2 22.3 35.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($50 X S&P 500 INDEX) : : : : All : 2,925,872: 546,957 412,455 114,468 2,075,590 2,051,061 2,737,014 2,577,983: 188,858 347,889 Old : 2,925,872: 546,957 412,455 114,468 2,075,590 2,051,061 2,737,014 2,577,983: 188,858 347,889 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 43,606: -16,882 -11,644 9,069 68,504 22,330 60,690 19,755: -17,084 23,851 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 14.1 3.9 70.9 70.1 93.5 88.1: 6.5 11.9 Old : 100.0: 18.7 14.1 3.9 70.9 70.1 93.5 88.1: 6.5 11.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 437: 98 108 67 160 156 290 299: Old : 437: 98 108 67 160 156 290 299: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.8 19.5 30.6 28.0 15.0 13.3 26.9 21.7 Old : 17.8 19.5 30.6 28.0 15.0 13.3 26.9 21.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 106,589: 13,795 11,327 495 82,890 91,489 97,180 103,311: 9,409 3,278 Old : 106,589: 13,795 11,327 495 82,890 91,489 97,180 103,311: 9,409 3,278 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : -946: -2,009 -937 35 92 -234 -1,882 -1,135: 935 189 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 10.6 0.5 77.8 85.8 91.2 96.9: 8.8 3.1 Old : 100.0: 12.9 10.6 0.5 77.8 85.8 91.2 96.9: 8.8 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 79: 8 7 2 45 31 54 39: Old : 79: 8 7 2 45 31 54 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.9 51.3 52.0 68.5 31.5 51.2 49.1 68.5 Old : 33.9 51.3 52.0 68.5 31.5 51.2 49.1 68.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 INDEX X $100) : : : : All : 26,441: 3,045 7,097 0 14,975 16,299 18,020 23,396: 8,421 3,045 Old : 26,441: 3,045 7,097 0 14,975 16,299 18,020 23,396: 8,421 3,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : -1,549: 531 -215 0 -2,023 -517 -1,492 -732: -57 -817 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 26.8 0.0 56.6 61.6 68.2 88.5: 31.8 11.5 Old : 100.0: 11.5 26.8 0.0 56.6 61.6 68.2 88.5: 31.8 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 5 5 0 13 17 18 22: Old : 36: 5 5 0 13 17 18 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.2 46.1 58.6 63.0 38.1 35.6 50.4 52.5 Old : 42.2 46.1 58.6 63.0 38.1 35.6 50.4 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 STOCK INDEX X $20) : : : : All : 290,019: 97,002 53,481 8,225 166,728 191,236 271,955 252,942: 18,064 37,077 Old : 290,019: 97,002 53,481 8,225 166,728 191,236 271,955 252,942: 18,064 37,077 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : -17,236: -20,633 -4,475 2,982 1,170 -10,231 -16,481 -11,725: -755 -5,511 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 18.4 2.8 57.5 65.9 93.8 87.2: 6.2 12.8 Old : 100.0: 33.4 18.4 2.8 57.5 65.9 93.8 87.2: 6.2 12.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 210: 59 45 23 54 65 122 125: Old : 210: 59 45 23 54 65 122 125: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.3 31.0 50.9 42.2 26.5 21.7 37.5 31.6 Old : 39.3 31.0 50.9 42.2 26.5 21.7 37.5 31.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF AUD 100,000) : : : : All : 105,797: 42,410 10,738 7,338 30,029 77,810 79,777 95,887: 26,020 9,910 Old : 105,797: 42,410 10,738 7,338 30,029 77,810 79,777 95,887: 26,020 9,910 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 5,260: 401 1,506 1,726 3,429 1,890 5,556 5,121: -296 139 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.1 10.1 6.9 28.4 73.5 75.4 90.6: 24.6 9.4 Old : 100.0: 40.1 10.1 6.9 28.4 73.5 75.4 90.6: 24.6 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 62: 28 10 9 16 16 48 31: Old : 62: 28 10 9 16 16 48 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.1 66.5 45.2 76.1 35.1 64.6 44.3 73.4 Old : 35.1 66.5 45.2 76.1 35.1 64.6 44.3 73.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X $5.00) : : : : All : 27,315: 7,794 5,745 203 13,324 16,054 21,321 22,002: 5,994 5,313 Old : 27,315: 7,794 5,745 203 13,324 16,054 21,321 22,002: 5,994 5,313 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 1,835: -622 946 200 2,317 879 1,895 2,025: -60 -190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 21.0 0.7 48.8 58.8 78.1 80.5: 21.9 19.5 Old : 100.0: 28.5 21.0 0.7 48.8 58.8 78.1 80.5: 21.9 19.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 14 12 2 15 18 30 32: Old : 56: 14 12 2 15 18 30 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.8 36.8 39.4 50.4 24.8 34.3 39.3 47.9 Old : 24.8 36.8 39.4 50.4 24.8 34.3 39.3 47.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X JPY 500) : : : : All : 54,693: 11,727 14,278 2,789 24,395 32,634 38,911 49,701: 15,782 4,992 Old : 54,693: 11,727 14,278 2,789 24,395 32,634 38,911 49,701: 15,782 4,992 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : -4,421: 1,266 -2,995 586 1,542 1,560 3,394 -849: -7,815 -3,572 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 26.1 5.1 44.6 59.7 71.1 90.9: 28.9 9.1 Old : 100.0: 21.4 26.1 5.1 44.6 59.7 71.1 90.9: 28.9 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 71: 18 17 4 20 22 39 42: Old : 71: 18 17 4 20 22 39 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.5 49.9 35.1 65.1 19.0 49.2 30.0 60.5 Old : 21.5 49.9 35.1 65.1 19.0 49.2 30.0 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (MSCI EAFE INDEX X $50) : : : : All : 23,639: 3,218 7,985 281 18,302 13,868 21,801 22,134: 1,838 1,505 Old : 23,639: 3,218 7,985 281 18,302 13,868 21,801 22,134: 1,838 1,505 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : -1,279: 362 -1,007 173 -1,497 -92 -962 -926: -317 -353 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 33.8 1.2 77.4 58.7 92.2 93.6: 7.8 6.4 Old : 100.0: 13.6 33.8 1.2 77.4 58.7 92.2 93.6: 7.8 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 9 5 4 11 10 22 17: Old : 32: 9 5 4 11 10 22 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.3 68.9 75.4 86.0 59.1 68.9 71.2 83.9 Old : 63.3 68.9 75.4 86.0 59.1 68.9 71.2 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 16,177: 4,649 753 0 10,156 15,104 14,805 15,857: 1,372 320 Old : 16,177: 4,649 753 0 10,156 15,104 14,805 15,857: 1,372 320 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : -495: 165 34 0 -434 -283 -269 -249: -226 -246 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 4.7 0.0 62.8 93.4 91.5 98.0: 8.5 2.0 Old : 100.0: 28.7 4.7 0.0 62.8 93.4 91.5 98.0: 8.5 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 12 2 0 7 5 19 7: Old : 25: 12 2 0 7 5 19 7: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 96.0 72.1 98.0 57.2 95.9 71.2 97.2 Old : 58.1 96.0 72.1 98.0 57.2 95.9 71.2 97.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2009